Published daily report data
ETH options metrics: 2026-10-22
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 | 48.57% | 2.67 | -3.52% | -2.35 | 2.74% | 0.13 |
| 2W | 50.17% | 1.05 | -4.01% | -2.37 | 3.29% | 0.33 |
| 1M | 49.09% | 0.53 | -3.15% | -1.39 | 3.29% | 0.23 |
| 3M | 50.85% | 0.00 | -1.86% | -1.08 | 3.30% | 0.24 |
| 6M | 52.11% | -0.06 | -0.79% | -0.49 | 3.15% | 0.15 |
| 9M | 52.84% | -0.02 | 0.05% | -0.39 | 2.97% | 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 RV46.49%Complete: 100.00% coverage
- 7d RV46.44%Complete: 100.00% coverage
- 30d RV44.05%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.