Published daily report data
ETH options metrics: 2026-10-27
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 | 50.22% | -1.91 | -4.43% | -1.09 | 3.53% | 0.25 |
| 2W | 50.23% | -1.25 | -4.15% | -0.90 | 3.23% | 0.12 |
| 1M | 49.74% | -0.37 | -3.87% | -1.11 | 3.43% | 0.19 |
| 3M | 51.53% | -0.11 | -1.89% | -0.23 | 3.25% | -0.05 |
| 6M | 52.45% | -0.19 | -0.94% | -0.33 | 3.08% | 0.03 |
| 9M | 53.07% | -0.25 | -0.22% | -0.30 | 2.82% | 0.02 |
| 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 RV40.60%Complete: 100.00% coverage
- 7d RV44.88%Complete: 100.00% coverage
- 30d RV44.79%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.