Published daily report data
ETH options metrics: 2026-11-09
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
- 09 Nov 2026, 17:31 UTC
- Research information cutoff
- 09 Nov 2026, 17:59 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 | 56.54% | 0.92 | -4.12 pts | 2.29 | 1.97 pts | -0.19 |
| 2W | 55.38% | 1.05 | -3.52 pts | 1.65 | 1.78 pts | -0.13 |
| 1M | 54.33% | 0.78 | -2.87 pts | 0.45 | 1.78 pts | -0.01 |
| 2M | 53.63% | 0.42 | -2.39 pts | 0.43 | 1.74 pts | -0.02 |
| 3M | 53.41% | 0.29 | -2.09 pts | 0.23 | 1.68 pts | 0.01 |
| 6M | 53.72% | 0.16 | -1.37 pts | -0.13 | 1.53 pts | 0.04 |
| 9M | 53.88% | 0.03 | -0.74 pts | -0.08 | 1.40 pts | 0.06 |
| 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