Published daily report data
ETH options metrics: 2026-10-24
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 | 55.02% | 9.75 | -6.32% | -2.30 | 3.60% | 0.86 |
| 2W | 54.42% | 5.74 | -6.22% | -2.45 | 3.78% | 0.51 |
| 1M | 51.73% | 3.28 | -4.60% | -1.59 | 3.36% | 0.31 |
| 3M | 52.42% | 1.68 | -2.25% | -0.58 | 3.21% | 0.10 |
| 6M | 53.00% | 1.02 | -1.15% | -0.35 | 2.95% | -0.17 |
| 9M | 53.45% | 0.70 | -0.36% | -0.25 | 2.74% | -0.29 |
| 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 RV45.81%Complete: 100.00% coverage
- 7d RV47.51%Complete: 100.00% coverage
- 30d RV43.90%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.