Published daily report data
ETH options metrics: 2026-10-26
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 | 52.13% | -0.13 | -3.34% | 0.30 | 3.28% | -0.24 |
| 2W | 51.48% | -0.24 | -3.25% | 0.90 | 3.11% | -0.32 |
| 1M | 50.11% | -0.17 | -2.76% | 0.53 | 3.24% | -0.03 |
| 3M | 51.64% | -0.12 | -1.66% | -0.01 | 3.30% | 0.07 |
| 6M | 52.64% | -0.05 | -0.61% | 0.15 | 3.05% | 0.03 |
| 9M | 53.32% | -0.11 | 0.08% | 0.02 | 2.80% | 0.18 |
| 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 RV54.32%Complete: 100.00% coverage
- 7d RV46.93%Complete: 100.00% coverage
- 30d RV44.41%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.