Published daily report data
AVAX options metrics: 2026-10-02
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 | 75.28% | -4.69 | 5.44% | 0.61 | 3.76% | -0.51 |
| 2W | 74.83% | -5.77 | 5.82% | -0.25 | 4.72% | -0.21 |
| 1M | 75.26% | -5.09 | 7.26% | -0.80 | 5.68% | 0.12 |
| 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: 82.15% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 82.1528% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.
- 7d RVUnavailableUnavailable: 97.27% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.2718% with 272 missing price minutes across 3 intervals and a largest gap of 247 minutes.
- 30d RVUnavailableUnavailable: 99.28% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.2755% with 309 missing price minutes across 4 intervals and a largest gap of 247 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