Published daily report data
AVAX options metrics: 2026-09-07
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 | 58.63% | 2.32 | 2.23% | -0.07 | 4.05% | -0.23 |
| 2W | 58.35% | 2.15 | 1.58% | 0.80 | 3.50% | -0.18 |
| 1M | 56.85% | 1.30 | 1.43% | 0.42 | 3.87% | 0.12 |
| 3M | 55.19% | 0.42 | 1.18% | -0.30 | 4.44% | 0.22 |
| 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