Published daily report data
AVAX options metrics: 2026-09-29
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 | 90.44% | 14.42 | 7.82% | 3.38 | 4.80% | 0.56 |
| 2W | 86.03% | 12.20 | 7.92% | 3.36 | 5.14% | 0.52 |
| 1M | 81.86% | 9.21 | 7.96% | 3.80 | 5.42% | 0.52 |
| 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 RV134.91%Complete: 100.00% coverage
- 7d RV106.36%Partial: 99.82% coverage
- 30d RV88.28%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