Published daily report data
ETH options metrics: 2026-10-31
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 | 54.14% | -1.54 | -8.59% | 0.58 | 2.02% | -0.14 |
| 2W | 53.22% | -0.89 | -7.56% | -0.25 | 2.01% | -0.01 |
| 1M | 52.11% | -0.13 | -5.01% | 0.30 | 2.00% | -0.01 |
| 3M | 52.36% | 0.49 | -3.68% | -0.28 | 1.77% | -0.01 |
| 6M | 52.88% | 0.14 | -2.08% | -0.37 | 1.61% | -0.01 |
| 9M | 53.37% | 0.12 | -1.28% | -0.43 | 1.42% | -0.03 |
| 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 RV30.20%Complete: 100.00% coverage
- 7d RV52.42%Complete: 100.00% coverage
- 30d RV46.76%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.