Published daily report data
TRX options metrics: 2026-09-13
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 | 20.02% | -1.68 | 0.34% | 1.17 | 1.68% | -0.19 |
| 2W | 20.62% | -1.41 | -0.10% | 0.71 | 1.80% | -0.13 |
| 1M | 21.56% | -0.67 | -0.77% | -0.04 | 2.01% | -0.04 |
| 3M | 22.25% | -0.27 | -0.17% | 0.19 | 2.55% | -0.01 |
| 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 RV9.92%
- 7d RV15.20%
- 30d RV17.97%
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