Published daily report data
TRX options metrics: 2026-09-11
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 | 19.85% | 0.75 | -5.51% | -4.50 | 2.65% | 1.02 |
| 2W | 17.28% | -3.25 | -4.02% | -3.50 | 3.06% | 1.22 |
| 1M | 17.55% | -3.80 | -0.25% | -0.11 | 3.53% | 1.59 |
| 3M | 19.00% | -3.12 | 2.00% | 2.53 | 3.76% | 1.75 |
| 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 RV16.24%
- 7d RV14.26%
- 30d RV17.91%
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