Published daily report data
ETH options metrics: 2026-11-03
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 | 50.98% | -2.64 | -3.87% | 2.32 | 1.62% | -0.01 |
| 2W | 49.39% | -2.06 | -3.63% | 2.27 | 1.59% | -0.05 |
| 1M | 49.14% | -1.53 | -2.93% | 1.83 | 1.44% | -0.12 |
| 3M | 50.29% | -0.85 | -2.61% | 0.74 | 1.45% | -0.14 |
| 6M | 52.00% | -0.33 | -1.55% | 0.16 | 1.50% | -0.03 |
| 9M | 52.64% | -0.33 | -0.92% | 0.06 | 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 RV44.25%Complete: 100.00% coverage
- 7d RV50.59%Complete: 100.00% coverage
- 30d RV47.18%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.