Published daily report data
ETH options metrics: 2026-11-02
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 | 53.62% | -0.48 | -6.19% | 0.97 | 1.63% | -0.29 |
| 2W | 51.45% | -0.95 | -5.90% | 0.45 | 1.64% | -0.34 |
| 1M | 50.67% | -0.81 | -4.76% | 0.14 | 1.56% | -0.18 |
| 3M | 51.14% | -0.82 | -3.35% | 0.50 | 1.59% | -0.06 |
| 6M | 52.33% | -0.35 | -1.71% | 0.40 | 1.53% | -0.06 |
| 9M | 52.97% | -0.27 | -0.98% | 0.20 | 1.39% | 0.00 |
| 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 RV44.05%Complete: 100.00% coverage
- 7d RV50.16%Complete: 100.00% coverage
- 30d RV46.58%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.