Published daily report data
AVAX options metrics: 2026-09-14
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 | 60.28% | 1.59 | 2.01% | -0.97 | 3.69% | -0.23 |
| 2W | 58.80% | 1.27 | 2.19% | 0.25 | 3.95% | 0.27 |
| 1M | 58.12% | 1.24 | 2.59% | 0.20 | 4.25% | 0.38 |
| 3M | 57.44% | 1.12 | 1.81% | -0.28 | 4.15% | 0.38 |
| 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 RV56.76%
- 7d RV58.21%
- 30d RV66.16%
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