Published daily report data
ETH options metrics: 2026-11-06
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
- 06 Nov 2026, 17:31 UTC
- Research information cutoff
- 06 Nov 2026, 19:00 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 | 52.30% | -0.70 | -5.66 pts | 0.20 | 1.96 pts | -0.28 |
| 2W | 52.07% | -0.68 | -5.36 pts | -1.01 | 1.92 pts | 0.04 |
| 1M | 52.38% | -0.06 | -3.61 pts | 0.61 | 1.82 pts | 0.15 |
| 2M | 52.53% | -0.09 | -2.91 pts | 0.71 | 1.81 pts | 0.33 |
| 3M | 52.53% | 0.03 | -2.38 pts | 0.49 | 1.71 pts | 0.19 |
| 6M | 53.10% | 0.10 | -1.49 pts | 0.63 | 1.59 pts | -0.03 |
| 9M | 53.49% | 0.15 | -0.94 pts | 0.41 | 1.45 pts | -0.11 |
| 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