Published daily report data
TRX options metrics: 2026-09-07
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 | 18.63% | -1.75 | 3.29% | 7.74 | 2.53% | 0.28 |
| 2W | 17.47% | 0.08 | 2.23% | 5.71 | 2.89% | 0.11 |
| 1M | 17.68% | 0.40 | -0.43% | 0.08 | 3.29% | -0.14 |
| 3M | 18.88% | 0.79 | -2.64% | -5.16 | 3.60% | 0.36 |
| 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