Published daily report data
AVAX options metrics: 2026-11-04
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 | 67.57% | -5.03 | 3.15% | 0.25 | 2.09% | -0.02 |
| 2W | 67.72% | -2.73 | 3.46% | -0.13 | 2.21% | 0.02 |
| 1M | 68.11% | -1.80 | 4.01% | -0.16 | 2.44% | 0.14 |
| 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 RV86.19%Complete: 100.00% coverage
- 7d RV77.31%Complete: 100.00% coverage
- 30d RV73.98%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