Published daily report data
TRX options metrics: 2026-09-10
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 | 19.10% | -2.65 | -1.01% | -0.60 | 1.63% | -0.24 |
| 2W | 20.53% | -1.19 | -0.52% | -0.39 | 1.84% | 0.03 |
| 1M | 21.35% | -0.77 | -0.14% | -0.40 | 1.94% | 0.00 |
| 3M | 22.12% | -0.44 | -0.53% | -0.30 | 2.01% | -0.04 |
| 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 RV15.92%
- 7d RV14.22%
- 30d RV17.87%
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