Published daily report data
AVAX options metrics: 2026-09-08
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 | 57.65% | -0.24 | 2.44% | 0.06 | 3.68% | -0.32 |
| 2W | 57.12% | -0.57 | 0.98% | -0.65 | 3.48% | 0.01 |
| 1M | 56.08% | -0.64 | 1.32% | -0.11 | 3.88% | 0.01 |
| 3M | 55.11% | -0.31 | 1.38% | 0.14 | 4.16% | -0.32 |
| 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 RV61.53%
- 7d RV55.62%
- 30d RV65.17%
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