Ether options signal more one-week volatility while longer maturities hold steady

ETH · Surface cutoff 27 Sept 2026, 19:05:00 UTC.

{
  "source": "canonical/ETH-USD-INDEX (DERIBIT and OKX indexes)",
  "fallbackObservations": 72,
  "fallbackPolicy": "Missing canonical minutes use the stored Deribit index first, then the stored OKX index; canonical bars always take precedence.",
  "samplingInterval": "1 minute",
  "annualizationBasis": "365 days",
  "windowEnd": "2026-09-27T19:05:00+00:00",
  "spotWindowStart": "2026-09-26T19:05:00+00:00",
  "spotMetric": "spot-index return",
  "spotUnit": "percent",
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  "rv7dPercent": 46.47,
  "rv30dPercent": 46.81,
  "observations": {
    "24h": 1440,
    "7d": 10080,
    "30d": 43200
  },
  "coverage": {
    "24h": {
      "status": "complete",
      "observedReturns": 1440,
      "expectedReturns": 1440,
      "coveragePercent": 100,
      "missingPriceMinutes": 0,
      "missingIntervals": 0,
      "largestMissingRunMinutes": 0,
      "unavailableReason": null
    },
    "7d": {
      "status": "complete",
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      "expectedReturns": 10080,
      "coveragePercent": 100,
      "missingPriceMinutes": 0,
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      "unavailableReason": null
    },
    "30d": {
      "status": "complete",
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      "expectedReturns": 43200,
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      "30d": 99.5
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    "maximumMissingRunMinutes": 60,
    "methodology": "Each RV window qualifies independently. RV annualises the mean squared observed one-minute log return; returns spanning gaps are excluded, not interpolated or zero-filled. Partial estimates assume observed minutes are representative and may miss volatility during gaps."
  },
  "spotUnavailableReason": null,
  "oneWeekAtmIvPercent": 43.69,
  "oneWeekIvMinus7dRvPoints": -2.78,
  "oneWeekIvMinus24hRvPoints": 18.5,
  "oneWeekIvMinus30dRvPoints": -3.12
}