Published daily report data
TRX options metrics: 2026-09-04
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 | 22.34% | -0.52 | -1.00% | -1.63 | 1.92% | 0.41 |
| 2W | 22.67% | 1.39 | -0.47% | -0.41 | 1.71% | -0.03 |
| 1M | 22.67% | 1.08 | -0.25% | -0.40 | 1.99% | 0.04 |
| 3M | 22.23% | 0.94 | -0.43% | -0.57 | 2.25% | 0.05 |
| 6M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 9M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 1Y | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV15.88%
- 7d RV16.28%
- 30d RV17.81%
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