Published daily report data
TRX options metrics: 2026-09-20
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 | 15.23% | -2.88 | -0.36% | -0.73 | 2.38% | 0.35 |
| 2W | 17.04% | -1.89 | 2.08% | 1.54 | 3.06% | 1.08 |
| 1M | 23.03% | 3.12 | 1.56% | 0.90 | 4.16% | 2.12 |
| 3M | 17.39% | -3.19 | 1.06% | 0.95 | 3.42% | 1.01 |
| 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 RV18.40%Complete: 100.00% coverage
- 7d RV14.40%Partial: 99.62% coverage
- 30d RV17.81%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