Published daily report data
ETH options metrics: 2026-10-20
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 47.46% | -0.57 | -3.68% | 1.33 | 2.90% | -0.05 |
| 2W | 49.46% | -0.04 | -3.63% | 0.82 | 3.07% | -0.04 |
| 1M | 49.57% | -0.02 | -2.70% | 0.79 | 3.06% | -0.09 |
| 3M | 50.92% | 0.11 | -1.56% | 0.24 | 3.18% | -0.08 |
| 6M | 52.11% | 0.06 | -0.73% | 0.13 | 3.11% | -0.01 |
| 9M | 52.82% | 0.04 | 0.03% | 0.19 | 2.89% | 0.09 |
| 1Y | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV53.83%Complete: 100.00% coverage
- 7d RV53.53%Complete: 100.00% coverage
- 30d RV45.23%Complete: 100.00% coverage
Provenance and conventions
Derivasys proprietary historical SVI surface and canonical ETH index databases
- Source report: ETH
- RR25: 25-delta call IV minus 25-delta put IV
- BF25: Average 25-delta wing IV minus ATM forward IV
- Fixed tenors: Fixed-tenor measures are published only when listed expiries bracket the target at both comparison snapshots. Targets outside either observable range are suppressed, not extrapolated; headline rankings use only supported tenors.