Published daily report data
TRX options metrics: 2026-09-05
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 | 21.28% | 0.21 | 3.47% | 4.24 | 2.21% | 0.48 |
| 2W | 18.06% | -2.80 | 2.49% | 2.88 | 2.83% | 1.16 |
| 1M | 17.59% | -3.55 | -0.21% | 0.05 | 3.27% | 1.33 |
| 3M | 18.31% | -3.23 | -2.04% | -1.49 | 3.66% | 1.33 |
| 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
Unavailable: Canonical TRX index coverage for 24h is incomplete: expected 1440 returns, found 1405.
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