Published daily report data
AVAX options metrics: 2026-09-20
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 | 77.42% | 10.37 | 1.98% | -3.72 | 3.44% | -0.96 |
| 2W | 68.36% | 7.90 | 3.18% | -0.66 | 5.64% | 0.78 |
| 1M | 62.80% | 4.70 | 3.06% | -0.51 | 4.40% | -0.79 |
| 3M | 58.84% | 1.59 | 2.84% | 0.37 | 5.20% | 0.71 |
| 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 RV195.71%Complete: 100.00% coverage
- 7d RV102.70%Partial: 99.62% coverage
- 30d RV77.60%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