Published daily report data
ETH options metrics: 2026-10-25
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 | 52.26% | -1.74 | -3.64% | 1.95 | 3.52% | -0.05 |
| 2W | 51.72% | -1.67 | -4.15% | 0.97 | 3.43% | -0.19 |
| 1M | 50.28% | -1.05 | -3.29% | 1.21 | 3.27% | -0.05 |
| 3M | 51.76% | -0.37 | -1.65% | 0.52 | 3.23% | 0.02 |
| 6M | 52.69% | -0.02 | -0.76% | 0.38 | 3.02% | 0.06 |
| 9M | 53.43% | 0.09 | 0.06% | 0.30 | 2.62% | -0.16 |
| 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 RV33.60%Complete: 100.00% coverage
- 7d RV46.58%Complete: 100.00% coverage
- 30d RV43.47%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.