Published daily report data
TRX options metrics: 2026-09-14
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 | 21.46% | 1.44 | -0.66% | -1.00 | 1.80% | 0.12 |
| 2W | 21.72% | 1.10 | -0.85% | -0.75 | 1.93% | 0.13 |
| 1M | 22.22% | 0.66 | -1.13% | -0.36 | 2.09% | 0.08 |
| 3M | 22.60% | 0.35 | -0.33% | -0.16 | 2.45% | -0.10 |
| 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 RV14.91%
- 7d RV15.35%
- 30d RV18.07%
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