Published daily report data
TRX options metrics: 2026-09-09
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 | 21.75% | -0.23 | -0.41% | -0.46 | 1.87% | 0.12 |
| 2W | 21.72% | 0.14 | -0.13% | -0.26 | 1.81% | -0.02 |
| 1M | 22.12% | -0.03 | 0.26% | 0.05 | 1.94% | -0.03 |
| 3M | 22.56% | 0.02 | -0.23% | -0.34 | 2.05% | 0.02 |
| 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 RV14.29%
- 7d RV14.03%
- 30d RV17.92%
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