Published daily report data

AVAX options metrics: 2026-11-08

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
08 Nov 2026, 17:31 UTC
Research information cutoff
08 Nov 2026, 17:40 UTC

Comparison availability and native timestamps are recorded on each research row.

Fixed-tenor implied volatility and skew

TenorATM IVATM ΔRR25RR25 ΔBF25BF25 Δ
1W66.50%1.16-0.28 pts-0.051.91 pts0.09
2W66.65%0.831.04 pts-0.191.81 pts0.04
1M67.41%2.031.92 pts1.901.94 pts0.15
2M67.73%2.042.63 pts2.082.11 pts0.09
3M67.71%1.412.92 pts0.972.18 pts-0.11
6MUnavailable: no_captured_comparable_endpoints
9MUnavailable: no_captured_comparable_endpoints
1YUnavailable: 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