Published daily report data
ETH options metrics: 2026-11-07
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
- 07 Nov 2026, 17:31 UTC
- Research information cutoff
- 07 Nov 2026, 18:11 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 | 52.35% | 0.05 | -6.04 pts | -0.38 | 2.00 pts | 0.04 |
| 2W | 52.10% | 0.03 | -5.81 pts | -0.45 | 2.04 pts | 0.12 |
| 1M | 52.43% | 0.05 | -4.06 pts | -0.45 | 1.89 pts | 0.07 |
| 2M | 52.73% | 0.20 | -2.84 pts | 0.07 | 1.80 pts | -0.01 |
| 3M | 52.86% | 0.33 | -2.55 pts | -0.17 | 1.73 pts | 0.02 |
| 6M | 53.29% | 0.19 | -1.43 pts | 0.06 | 1.59 pts | 0.00 |
| 9M | 53.67% | 0.18 | -0.79 pts | 0.15 | 1.44 pts | -0.01 |
| 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