Published daily report data
AVAX options metrics: 2026-09-28
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 | 76.03% | -6.16 | 3.96% | -1.61 | 4.28% | -1.19 |
| 2W | 73.90% | -5.39 | 4.27% | -1.74 | 4.79% | -1.24 |
| 1M | 73.16% | -2.79 | 5.02% | -1.23 | 4.96% | -1.29 |
| 3M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 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 RVUnavailableUnavailable: 98.75% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.7500% with 17 missing price minutes across 1 intervals and a largest gap of 17 minutes.
- 7d RV99.88%Partial: 99.82% coverage
- 30d RV84.17%Partial: 99.87% 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