Published daily report data
ETH options metrics: 2026-11-04
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 | 47.68% | -3.30 | -3.27% | 0.60 | 1.43% | -0.19 |
| 2W | 48.15% | -1.24 | -2.97% | 0.66 | 1.51% | -0.08 |
| 1M | 48.91% | -0.23 | -3.12% | -0.19 | 1.50% | 0.06 |
| 3M | 51.00% | 0.71 | -2.73% | -0.12 | 1.59% | 0.14 |
| 6M | 52.27% | 0.27 | -1.56% | -0.01 | 1.59% | 0.09 |
| 9M | 52.92% | 0.28 | -0.83% | 0.09 | 1.47% | 0.05 |
| 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 RV64.39%Complete: 100.00% coverage
- 7d RV54.33%Complete: 100.00% coverage
- 30d RV48.14%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.