Published daily report data
AVAX options metrics: 2026-11-01
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 | 76.02% | 1.24 | 0.86% | 1.00 | 2.00% | -0.25 |
| 2W | 73.02% | 3.13 | 1.64% | 0.33 | 1.98% | -0.11 |
| 1M | 71.55% | 3.76 | 1.80% | -0.19 | 1.99% | 0.37 |
| 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 RV53.27%Complete: 100.00% coverage
- 7d RV73.16%Complete: 100.00% coverage
- 30d RV72.95%Complete: 100.00% coverage
Provenance and conventions
Stored Derivasys SVI surfaces
- Source report: ALTS
- RR25: 25-delta risk reversal
- BF25: (iv25Call + iv25Put) / 2 - ivAtm
- Fixed tenors: Published ALTS tenor grid