Published daily report data
AVAX options metrics: 2026-08-31
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 57.77% | -7.29 | 1.75% | -0.28 | 3.81% | -0.28 |
| 2W | 57.66% | -3.62 | 2.13% | -0.46 | 3.97% | -0.26 |
| 1M | 57.23% | -0.85 | 2.73% | -0.84 | 4.31% | -0.30 |
| 3M | 56.18% | -0.30 | 3.00% | -0.72 | 5.10% | -0.60 |
| 6M | 55.92% | -0.15 | 3.05% | -0.70 | 5.29% | -0.70 |
| 9M | 55.83% | -0.11 | 3.08% | -0.68 | 5.36% | -0.72 |
| 1Y | 55.79% | -0.08 | 3.09% | -0.68 | 5.39% | -0.74 |
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