Published daily report data
AVAX options metrics: 2026-11-06
Structured values from the immutable published report artifact. ATM IV levels are percentages; RR25, BF25 and daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Unavailable
- Report generated
- Report market snapshot
- 06 Nov 2026, 17:31 UTC
- Research information cutoff
- 06 Nov 2026, 19:00 UTC
Comparison availability and native timestamps are recorded on each research row.
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 67.66% | 3.07 | -0.70 pts | -2.78 | 1.90 pts | 0.06 |
| 2W | 67.59% | 1.85 | 1.28 pts | -3.20 | 1.85 pts | -0.08 |
| 1M | 67.74% | 0.90 | 2.35 pts | -2.21 | 1.94 pts | 0.12 |
| 2M | 67.93% | 0.41 | 3.14 pts | -2.73 | 2.05 pts | 0.39 |
| 3M | 67.90% | -0.13 | 3.44 pts | -3.90 | 2.10 pts | 0.50 |
| 6M | Unavailable: no_captured_comparable_endpoints | |||||
| 9M | Unavailable: no_captured_comparable_endpoints | |||||
| 1Y | Unavailable: no_captured_comparable_endpoints | |||||
Realised volatility
Unavailable: See the source research JSON for realised volatility observations.
Provenance and conventions
SHA-256 verified published research data attachment
Original research data with source receipts (JSON)
- Source report: ALTS
- RR25: 25-delta call IV minus put IV
- BF25: BF25 = (25-delta call IV + 25-delta put IV) / 2 − ATM IV
- Fixed tenors: 1W, 2W, 1M, 2M, 3M, 6M, 9M, 1Y