Published daily report data
AVAX options metrics: 2026-09-11
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 | 55.53% | -2.91 | 4.51% | 2.49 | 3.73% | 0.15 |
| 2W | 55.31% | -2.50 | 2.02% | 1.61 | 3.28% | 0.01 |
| 1M | 56.27% | -0.14 | 2.30% | 1.07 | 3.90% | 0.13 |
| 3M | 55.52% | 0.34 | 2.30% | 0.97 | 3.96% | 0.11 |
| 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 RV80.13%
- 7d RV60.30%
- 30d RV66.51%
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