Published daily report data
AVAX options metrics: 2026-09-01
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 | 54.25% | -3.78 | 0.89% | -0.24 | 3.13% | -0.58 |
| 2W | 55.66% | -2.56 | 1.38% | 0.05 | 3.58% | -0.29 |
| 1M | 56.49% | -1.13 | 1.79% | -0.23 | 3.95% | -0.15 |
| 3M | 56.67% | 0.05 | 1.94% | -0.90 | 4.14% | -0.46 |
| 6M | 56.72% | 0.35 | 1.97% | -1.07 | 4.17% | -0.55 |
| 9M | 56.73% | 0.45 | 1.99% | -1.11 | 4.19% | -0.59 |
| 1Y | 56.74% | 0.50 | 1.99% | -1.15 | 4.19% | -0.61 |
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