Published daily report data
AVAX options metrics: 2026-09-04
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 | 53.59% | 0.41 | 3.93% | 4.92 | 4.83% | 1.30 |
| 2W | 54.78% | 0.38 | 1.61% | 1.91 | 3.45% | -0.17 |
| 1M | 55.73% | 0.31 | 1.68% | 0.91 | 3.62% | -0.07 |
| 3M | 55.43% | -0.27 | 2.23% | 0.55 | 3.95% | 0.05 |
| 6M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 9M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 1Y | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV60.63%
- 7d RV49.61%
- 30d RV63.11%
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