Published daily report data
AVAX options metrics: 2026-09-03
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 | 54.05% | 0.63 | 0.16% | 0.07 | 3.52% | 0.65 |
| 2W | 56.18% | 2.24 | -0.83% | -1.77 | 2.17% | -1.37 |
| 1M | 55.71% | 1.46 | 0.71% | -0.82 | 3.91% | -0.12 |
| 3M | 55.56% | 1.24 | 1.37% | -0.45 | 4.09% | -0.15 |
| 6M | 54.97% | 0.63 | 1.81% | -0.09 | 3.99% | -0.29 |
| 9M | 54.77% | 0.42 | 1.94% | 0.03 | 3.96% | -0.33 |
| 1Y | 54.67% | 0.32 | 2.02% | 0.09 | 3.94% | -0.37 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV51.93%
- 7d RV47.67%
- 30d RV62.51%
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