Published daily report data
TRX options metrics: 2026-09-08
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 | 21.98% | 3.39 | 0.05% | -3.23 | 1.75% | -0.79 |
| 2W | 21.58% | 4.11 | 0.13% | -2.12 | 1.83% | -1.06 |
| 1M | 22.15% | 4.48 | 0.21% | 0.63 | 1.97% | -1.33 |
| 3M | 22.54% | 3.55 | 0.11% | 2.79 | 2.03% | -1.55 |
| 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 RV15.79%
- 7d RV14.79%
- 30d RV17.90%
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