Published daily report data
AVAX options metrics: 2026-09-13
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 | 58.69% | 3.21 | 2.98% | -0.11 | 3.92% | 0.37 |
| 2W | 57.53% | 1.48 | 1.94% | 0.23 | 3.68% | 0.03 |
| 1M | 56.88% | 0.86 | 2.39% | 0.65 | 3.87% | 0.09 |
| 3M | 56.32% | 0.57 | 2.09% | 0.23 | 3.77% | -0.29 |
| 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 RV36.12%
- 7d RV60.65%
- 30d RV66.77%
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