Published daily report data
AVAX options metrics: 2026-11-07
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
- 07 Nov 2026, 17:31 UTC
- Research information cutoff
- 07 Nov 2026, 18:11 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 | 65.34% | -2.32 | -0.23 pts | 0.47 | 1.82 pts | -0.08 |
| 2W | 65.82% | -1.77 | 1.23 pts | -0.05 | 1.77 pts | -0.08 |
| 1M | 65.38% | -2.36 | 0.02 pts | -2.33 | 1.79 pts | -0.15 |
| 2M | 65.69% | -2.24 | 0.55 pts | -2.59 | 2.02 pts | -0.03 |
| 3M | 66.30% | -1.60 | 1.95 pts | -1.49 | 2.29 pts | 0.19 |
| 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