Published daily report data
AVAX options metrics: 2026-09-10
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 | 58.45% | 1.95 | 2.02% | -0.67 | 3.58% | 0.01 |
| 2W | 57.81% | 0.81 | 0.42% | -0.01 | 3.28% | 0.19 |
| 1M | 56.41% | 0.45 | 1.23% | -0.13 | 3.77% | 0.09 |
| 3M | 55.18% | 0.13 | 1.33% | 0.16 | 3.85% | -0.08 |
| 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 RV61.15%
- 7d RV57.03%
- 30d RV65.66%
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