Published daily report data
ETH options metrics: 2026-11-05
Structured values from the immutable published report artifact. ATM IV levels are percentages; RR25, BF25 and daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Unavailable
- Report generated
- Report market snapshot
- 05 Nov 2026, 17:31 UTC
- Research information cutoff
- 05 Nov 2026, 17:47 UTC
Comparison availability and native timestamps are recorded on each research row.
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 53.00% | 5.32 | -5.86 pts | -2.59 | 2.24 pts | 0.81 |
| 2W | 52.75% | 4.60 | -4.35 pts | -1.38 | 1.88 pts | 0.37 |
| 1M | 52.44% | 3.53 | -4.22 pts | -1.10 | 1.67 pts | 0.17 |
| 2M | 52.62% | 2.39 | -3.62 pts | -0.61 | 1.48 pts | -0.14 |
| 3M | 52.50% | 1.50 | -2.87 pts | -0.14 | 1.52 pts | -0.07 |
| 6M | 53.00% | 0.73 | -2.12 pts | -0.56 | 1.62 pts | 0.03 |
| 9M | 53.34% | 0.42 | -1.35 pts | -0.52 | 1.56 pts | 0.09 |
| 1Y | Unavailable: no_captured_comparable_endpoints | |||||
Realised volatility
Unavailable: See the source research JSON for realised volatility observations.
Provenance and conventions
SHA-256 verified published research data attachment
Original research data with source receipts (JSON)
- Source report: ETH
- RR25: 25-delta call IV minus put IV
- BF25: BF25 = (25-delta call IV + 25-delta put IV) / 2 − ATM IV
- Fixed tenors: 1W, 2W, 1M, 2M, 3M, 6M, 9M, 1Y