Published daily report data
ETH options metrics: 2026-10-28
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 | 49.76% | -0.46 | -4.31% | 0.12 | 3.57% | 0.04 |
| 2W | 49.75% | -0.48 | -3.75% | 0.40 | 3.61% | 0.38 |
| 1M | 49.02% | -0.72 | -3.37% | 0.50 | 3.51% | 0.08 |
| 3M | 51.20% | -0.33 | -2.17% | -0.28 | 3.43% | 0.18 |
| 6M | 52.32% | -0.13 | -1.15% | -0.21 | 3.19% | 0.11 |
| 9M | 53.01% | -0.06 | -0.48% | -0.26 | 2.92% | 0.10 |
| 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 RV37.47%Complete: 100.00% coverage
- 7d RV43.83%Complete: 100.00% coverage
- 30d RV44.37%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.