Published daily report data
ETH options metrics: 2026-10-30
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 | 55.68% | 7.92 | -9.17% | -3.89 | 2.16% | 0.36 |
| 2W | 54.11% | 5.60 | -7.31% | -2.74 | 2.02% | 0.18 |
| 1M | 52.24% | 3.55 | -5.31% | -0.72 | 2.01% | 0.26 |
| 3M | 51.87% | 1.45 | -3.40% | -0.30 | 1.78% | 0.25 |
| 6M | 52.74% | 0.72 | -1.71% | -0.29 | 1.62% | 0.07 |
| 9M | 53.25% | 0.48 | -0.85% | -0.19 | 1.45% | 0.08 |
| 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 RV91.48%Complete: 100.00% coverage
- 7d RV54.09%Complete: 100.00% coverage
- 30d RV47.01%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: (iv25Call + iv25Put) / 2 - ivAtm
- 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.