Published daily report data
TRX options metrics: 2026-09-01
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 | 21.33% | 2.98 | 0.95% | -0.64 | 2.55% | 0.06 |
| 2W | 19.14% | 1.13 | -0.88% | -1.05 | 3.22% | 0.43 |
| 1M | 19.00% | 1.09 | -1.71% | -0.29 | 3.41% | 0.25 |
| 3M | 19.35% | 1.14 | -2.13% | 0.20 | 3.39% | -0.10 |
| 6M | 19.43% | 1.15 | -2.23% | 0.32 | 3.39% | -0.18 |
| 9M | 19.46% | 1.15 | -2.26% | 0.36 | 3.38% | -0.20 |
| 1Y | 19.47% | 1.15 | -2.29% | 0.37 | 3.39% | -0.21 |
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