Published daily report data
ETH options metrics: 2026-11-08
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
- 08 Nov 2026, 17:31 UTC
- Research information cutoff
- 08 Nov 2026, 17:40 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 | 55.62% | 3.27 | -6.41 pts | -0.37 | 2.16 pts | 0.16 |
| 2W | 54.33% | 2.23 | -5.17 pts | 0.64 | 1.91 pts | -0.13 |
| 1M | 53.55% | 1.12 | -3.32 pts | 0.74 | 1.79 pts | -0.10 |
| 2M | 53.21% | 0.48 | -2.82 pts | 0.02 | 1.76 pts | -0.04 |
| 3M | 53.12% | 0.26 | -2.32 pts | 0.23 | 1.67 pts | -0.06 |
| 6M | 53.56% | 0.27 | -1.24 pts | 0.19 | 1.49 pts | -0.10 |
| 9M | 53.85% | 0.18 | -0.66 pts | 0.13 | 1.34 pts | -0.10 |
| 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