Published daily report data
AVAX options metrics: 2026-09-09
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 | 56.50% | -1.15 | 2.69% | 0.25 | 3.57% | -0.11 |
| 2W | 57.00% | -0.12 | 0.43% | -0.55 | 3.09% | -0.39 |
| 1M | 55.96% | -0.12 | 1.36% | 0.04 | 3.68% | -0.20 |
| 3M | 55.05% | -0.06 | 1.17% | -0.21 | 3.93% | -0.23 |
| 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 RV54.20%
- 7d RV55.65%
- 30d RV65.46%
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