Published daily report data
AVAX options metrics: 2026-09-06
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 | 56.32% | 3.19 | 2.30% | -0.31 | 4.28% | -0.21 |
| 2W | 56.21% | 0.87 | 0.77% | -0.06 | 3.67% | -0.04 |
| 1M | 55.56% | -0.07 | 1.01% | -0.08 | 3.73% | 0.10 |
| 3M | 54.78% | -0.21 | 1.48% | -0.14 | 4.20% | 0.24 |
| 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 7d is incomplete: expected 10080 returns, found 10045.
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