Published daily report data
AVAX options metrics: 2026-09-19
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 | 66.51% | 11.51 | 6.59% | 5.04 | 4.89% | 1.36 |
| 2W | 59.73% | 3.59 | 4.15% | 2.48 | 5.75% | 1.92 |
| 1M | 57.87% | 1.74 | 2.94% | 0.93 | 5.30% | 1.19 |
| 3M | 57.14% | 0.04 | 2.38% | 0.66 | 4.76% | 0.52 |
| 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 RV125.10%Complete: 100.00% coverage
- 7d RV73.04%Partial: 99.62% coverage
- 30d RV71.18%Partial: 99.91% coverage
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