Published daily report data
ETH options metrics: 2026-11-01
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 | 54.10% | -0.04 | -7.16% | 1.43 | 1.92% | -0.10 |
| 2W | 52.40% | -0.82 | -6.35% | 1.21 | 1.98% | -0.03 |
| 1M | 51.48% | -0.63 | -4.90% | 0.11 | 1.74% | -0.26 |
| 3M | 51.96% | -0.40 | -3.85% | -0.17 | 1.65% | -0.12 |
| 6M | 52.68% | -0.20 | -2.11% | -0.03 | 1.59% | -0.02 |
| 9M | 53.24% | -0.13 | -1.18% | 0.10 | 1.39% | -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 RV22.61%Complete: 100.00% coverage
- 7d RV51.57%Complete: 100.00% coverage
- 30d RV46.14%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.