Published daily report data
TRX options metrics: 2026-08-31
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 | 19.99% | -4.19 | 2.95% | 3.03 | 2.45% | 0.67 |
| 2W | 18.06% | -5.69 | 0.62% | 0.41 | 2.82% | 0.89 |
| 1M | 17.65% | -5.09 | -1.56% | -2.08 | 3.10% | 1.06 |
| 3M | 18.26% | -3.70 | -2.53% | -3.90 | 3.19% | 0.98 |
| 6M | 18.40% | -3.37 | -2.76% | -4.34 | 3.22% | 0.98 |
| 9M | 18.45% | -3.26 | -2.82% | -4.48 | 3.22% | 0.98 |
| 1Y | 18.48% | -3.19 | -2.86% | -4.55 | 3.22% | 0.95 |
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