24-hour Ether surface comparison
Daily Derivasys ETH options reports, combining 24-hour ATM IV, RR25, BF25 and fitted-smile changes with realised volatility and linked market context.
ETH daily archive
46 reports
Ether's 2W RR25 rose 1.11 volatility points to -2.50 volatility points versus the October 11 cutoff at 16:30 UTC. The October 12 reading remained negative, so 25-delta puts still carried higher implied volatility than calls despite the shift toward calls.
Ether's 1W ATM implied volatility rose 1.99 volatility points to 42.68%, its largest standard-tenor increase between the October 10 and October 11 cutoffs at 16:30 UTC. The shorter tenor gained faster than 1M ATM IV, compressing the positive 1M-minus-1W slope. Ethereum ETF losses provide institutional context, without establishing a cause for the options move.
Ether's 1W RR25 increased 1.32 volatility points toward calls to -3.03 volatility points between the October 9 and October 10 snapshots at 17:02 UTC. The adjustment reduced the put-side implied-volatility premium without eliminating it, while the 2W skew barely changed over the same daily comparison.
Ether’s 1W ATM implied volatility fell 8.45 volatility points to 39.85% from the prior daily cutoff, marking the largest supported fixed-tenor adjustment. The October 8–9 snapshots show the contraction concentrated at shorter maturities, with a smaller 6M decline. Lower 1W butterfly convexity accompanied the move, while one-week skew remained tilted toward puts.
Ether 1W ATM implied volatility rose 8.90 volatility points to 48.73% since the prior daily cutoff, concentrating the adjustment in shorter maturities. The 2W options smile also shifted toward puts and greater wing convexity. Developing Ethereum infrastructure and corporate reports provide context, without an established link to the options repricing.
Ether's 1W RR25 fell 3.43 volatility points to -3.81 volatility points between the October 6 and October 7 snapshots at 16:30 UTC, according to Derivasys. The decline deepened an already negative call-minus-put volatility gap. Short-tenor implied volatility also increased, while reporting of continued Ether ETF outflows supplies institutional context without establishing a cause for the skew adjustment.
Ether 1W ATM IV recorded a change of -2.44 volatility points to 39.26% between the October 5 and October 6 snapshots at 17:08 UTC, the largest standard-tenor ATM IV decline. The compression extended through 2W and 1M. Ethereum’s Sepolia upgrade rehearsal, a resolved withdrawal incident and reported leveraged-fund listing approval supplied context, with no measured link to the options repricing.
Ether's 1W BF25 butterfly narrowed from 3.00 to 2.55 volatility points between the October 4 and October 5 snapshots at 16:29 UTC. The 0.45-point decline signals lower wing volatility relative to ATM, alongside falling front-end implied volatility and a shift in skew toward puts. Ethereum treasury purchases and staking queues provide news context, without establishing a cause for the options changes.
Ether's 2W BF25 butterfly increased 0.48 volatility points to 2.92% in the 24 hours ending 4 October at 16:30 UTC, widening average 25-delta wing implied volatility relative to ATM. The adjustment was concentrated in shorter maturities, while longer-dated butterfly measures declined. Near-term ATM volatility also increased. Al Jazeera's provisional Hormuz reporting provides economic context, without establishing a cause for the options changes.
Ether two-week BF25 fell 0.57 volatility points to 2.24% over the October 2–3 snapshot comparison, as front-end ATM implied volatility increased. The comparison describes the options surface at the report cutoff; it does not establish a news catalyst or a forecast for the underlying price.
Ether one-week ATM implied volatility fell 4.28 volatility points to 37.63% over the daily window ending October 2 at 16:30 UTC. The decline was concentrated at shorter maturities.
Ether’s options wings grew richer relative to ATM over the 24 hours to October 1 at 16:30 UTC, while one-week skew shifted further toward puts and the spot index barely moved.
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