Published daily report data
TRX options metrics: 2026-09-12
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 | 21.70% | 1.85 | -0.83% | 4.68 | 1.87% | -0.78 |
| 2W | 22.03% | 4.75 | -0.81% | 3.21 | 1.93% | -1.13 |
| 1M | 22.23% | 4.68 | -0.73% | -0.48 | 2.05% | -1.48 |
| 3M | 22.52% | 3.52 | -0.36% | -2.36 | 2.56% | -1.20 |
| 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 RV18.91%
- 7d RV15.35%
- 30d RV18.04%
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