Published daily report data
AVAX options metrics: 2026-09-05
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 | 53.39% | 0.78 | 3.41% | 0.19 | 4.55% | -0.05 |
| 2W | 55.00% | 1.24 | 2.06% | 1.07 | 3.84% | 0.43 |
| 1M | 55.45% | 0.15 | 1.40% | -0.28 | 3.70% | 0.10 |
| 3M | 55.27% | -0.27 | 1.72% | -0.49 | 4.08% | 0.07 |
| 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
Unavailable: Canonical AVAX index coverage for 24h is incomplete: expected 1440 returns, found 1405.
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