Published daily report data
TRX options metrics: 2026-09-19
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 | 18.91% | 0.26 | -1.22% | -1.33 | 1.86% | 0.05 |
| 2W | 19.45% | 0.06 | -1.19% | -0.52 | 2.03% | 0.26 |
| 1M | 20.51% | 0.30 | -0.15% | -0.39 | 2.37% | 0.41 |
| 3M | 21.08% | 0.02 | -0.52% | -0.48 | 2.26% | 0.18 |
| 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 RV12.07%Complete: 100.00% coverage
- 7d RV13.16%Partial: 99.62% coverage
- 30d RV17.85%Partial: 99.91% coverage
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