Published daily report data
ETH options metrics: 2026-10-21
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 | 45.90% | -1.56 | -1.17% | 2.51 | 2.61% | -0.29 |
| 2W | 49.12% | -0.34 | -1.64% | 1.99 | 2.96% | -0.11 |
| 1M | 48.56% | -1.01 | -1.76% | 0.94 | 3.06% | 0.00 |
| 3M | 50.85% | -0.07 | -0.78% | 0.78 | 3.06% | -0.12 |
| 6M | 52.17% | 0.06 | -0.30% | 0.43 | 3.00% | -0.11 |
| 9M | 52.86% | 0.04 | 0.44% | 0.41 | 2.88% | -0.01 |
| 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 RV45.27%Complete: 100.00% coverage
- 7d RV52.90%Complete: 100.00% coverage
- 30d RV44.28%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.