Published daily report data
AVAX options metrics: 2026-09-24
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 | 82.09% | -3.68 | 5.14% | -0.07 | 6.20% | -0.17 |
| 2W | 79.64% | -0.71 | 5.61% | 0.81 | 6.71% | 0.47 |
| 1M | 76.25% | -0.06 | 5.58% | 1.14 | 6.42% | 0.36 |
| 3M | 72.92% | 0.38 | 5.74% | 0.62 | 5.90% | 0.06 |
| 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 RV85.75%Complete: 100.00% coverage
- 7d RVUnavailableUnavailable: 97.46% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4603% with a largest gap of 228 minutes.
- 30d RVUnavailableUnavailable: 99.32% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3194% with a largest gap of 228 minutes.
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