Published daily report data
ETH options metrics: 2026-10-29
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 | 47.76% | -2.00 | -5.28% | -0.97 | 1.80% | 0.01 |
| 2W | 48.51% | -1.24 | -4.57% | -0.82 | 1.84% | 0.04 |
| 1M | 48.69% | -0.33 | -4.59% | -1.22 | 1.75% | -0.01 |
| 3M | 50.42% | -0.78 | -3.10% | -0.93 | 1.53% | -0.18 |
| 6M | 52.02% | -0.30 | -1.42% | -0.27 | 1.55% | -0.05 |
| 9M | 52.77% | -0.24 | -0.66% | -0.18 | 1.37% | -0.09 |
| 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 RV53.15%Complete: 100.00% coverage
- 7d RV44.79%Complete: 100.00% coverage
- 30d RV44.68%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.