Published daily report data
TRX options metrics: 2026-09-06
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 | 20.36% | -1.55 | -4.45% | -7.62 | 2.25% | 0.32 |
| 2W | 17.38% | -0.46 | -3.46% | -5.84 | 2.76% | 0.20 |
| 1M | 17.30% | -0.12 | -0.51% | -0.38 | 3.43% | 0.02 |
| 3M | 18.13% | -0.48 | 2.51% | 4.93 | 3.25% | -0.29 |
| 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 7d is incomplete: expected 10080 returns, found 10045.
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