Published daily report data
ETH options metrics: 2026-10-23
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 | 45.27% | -3.30 | -4.02% | -0.50 | 2.74% | 0.00 |
| 2W | 48.68% | -1.49 | -3.77% | 0.24 | 3.27% | -0.02 |
| 1M | 48.45% | -0.64 | -3.01% | 0.14 | 3.05% | -0.24 |
| 3M | 50.74% | -0.11 | -1.67% | 0.19 | 3.11% | -0.19 |
| 6M | 51.98% | -0.13 | -0.80% | -0.01 | 3.12% | -0.03 |
| 9M | 52.75% | -0.09 | -0.11% | -0.16 | 3.03% | 0.06 |
| 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 RV45.77%Complete: 100.00% coverage
- 7d RV46.65%Complete: 100.00% coverage
- 30d RV43.96%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.