Published daily report data

TRX options metrics: 2026-08-30

Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.

Snapshot

Current snapshot
Previous snapshot
Unavailable
Report generated

A comparable prior snapshot was not available for this published observation.

Fixed-tenor implied volatility and skew

TenorATM IVATM ΔRR25RR25 ΔBF25BF25 Δ
1W23.22%Unavailable-1.18%Unavailable1.80%Unavailable
2W22.80%Unavailable-0.97%Unavailable1.81%Unavailable
1M22.51%Unavailable-0.04%Unavailable2.00%Unavailable
3M21.22%Unavailable0.96%Unavailable2.50%Unavailable
6M20.90%Unavailable1.23%Unavailable2.61%Unavailable
9M20.79%Unavailable1.32%Unavailable2.64%Unavailable
1Y20.73%Unavailable1.36%Unavailable2.68%Unavailable

Realised volatility

Unavailable.

Provenance and conventions

Stored Derivasys SVI surfaces

  • Source report: ALTS
  • RR25: 25-delta risk reversal
  • BF25: 25-delta butterfly
  • Fixed tenors: Published ALTS tenor grid