Published daily report data
TRX options metrics: 2026-09-02
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 | 19.21% | -2.67 | 3.01% | 0.50 | 2.67% | 0.36 |
| 2W | 19.04% | -1.16 | 1.88% | -0.03 | 3.04% | 0.49 |
| 1M | 19.09% | 0.01 | 0.18% | -0.74 | 3.36% | 0.42 |
| 3M | 18.71% | 0.92 | -2.54% | -1.23 | 3.46% | 0.13 |
| 6M | 18.61% | 1.16 | -3.22% | -1.32 | 3.48% | 0.06 |
| 9M | 18.58% | 1.24 | -3.45% | -1.35 | 3.47% | 0.03 |
| 1Y | 18.57% | 1.29 | -3.57% | -1.36 | 3.45% | -0.02 |
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