Published daily report data
AVAX options metrics: 2026-09-02
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 | 53.46% | 0.17 | 0.21% | -0.58 | 2.87% | -0.28 |
| 2W | 53.99% | -1.06 | 1.03% | 0.02 | 3.69% | 0.08 |
| 1M | 54.31% | -1.98 | 1.53% | -0.10 | 4.17% | 0.16 |
| 3M | 54.37% | -1.73 | 1.66% | -0.64 | 4.08% | -0.06 |
| 6M | 54.38% | -1.67 | 1.69% | -0.78 | 4.07% | -0.10 |
| 9M | 54.38% | -1.66 | 1.70% | -0.82 | 4.08% | -0.10 |
| 1Y | 54.38% | -1.65 | 1.70% | -0.85 | 4.08% | -0.11 |
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