Published daily report data
TRX options metrics: 2026-09-03
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 | 22.88% | 3.66 | 0.64% | -2.38 | 1.50% | -1.16 |
| 2W | 21.26% | 2.22 | -0.05% | -1.94 | 1.77% | -1.28 |
| 1M | 21.64% | 2.55 | 0.15% | -0.03 | 1.95% | -1.41 |
| 3M | 21.42% | 2.71 | 0.16% | 2.70 | 2.22% | -1.24 |
| 6M | 21.28% | 2.67 | 0.22% | 3.44 | 2.34% | -1.14 |
| 9M | 21.24% | 2.66 | 0.24% | 3.69 | 2.36% | -1.11 |
| 1Y | 21.21% | 2.64 | 0.25% | 3.82 | 2.39% | -1.06 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV14.75%
- 7d RV16.78%
- 30d RV17.72%
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