Published daily report data

AVAX options metrics: 2026-08-30

Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.

Snapshot

Current snapshot
Previous snapshot
Unavailable
Report generated

A comparable prior snapshot was not available for this published observation.

Fixed-tenor implied volatility and skew

TenorATM IVATM ΔRR25RR25 ΔBF25BF25 Δ
1W64.02%Unavailable2.22%Unavailable4.16%Unavailable
2W60.94%Unavailable2.38%Unavailable4.34%Unavailable
1M57.29%Unavailable2.94%Unavailable4.86%Unavailable
3M56.01%Unavailable3.25%Unavailable5.47%Unavailable
6M55.69%Unavailable3.33%Unavailable5.63%Unavailable
9M55.59%Unavailable3.35%Unavailable5.67%Unavailable
1Y55.53%Unavailable3.36%Unavailable5.70%Unavailable

Realised volatility

Unavailable.

Provenance and conventions

Stored Derivasys SVI surfaces

  • Source report: ALTS
  • RR25: 25-delta risk reversal
  • BF25: 25-delta butterfly
  • Fixed tenors: Published ALTS tenor grid