Published daily report data
TRX options metrics: 2026-09-21
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 | 18.55% | 3.25 | 3.02% | 3.30 | 2.50% | 0.10 |
| 2W | 18.84% | 1.66 | 2.80% | 0.73 | 2.68% | -0.41 |
| 1M | 19.44% | -3.65 | 2.91% | 1.35 | 2.97% | -1.17 |
| 3M | 19.15% | 1.76 | -1.11% | -2.17 | 3.31% | -0.13 |
| 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 RVUnavailableUnavailable: 84.10% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 84.0972% with a largest gap of 228 minutes.
- 7d RVUnavailableUnavailable: 97.35% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.3512% with a largest gap of 228 minutes.
- 30d RVUnavailableUnavailable: 99.38% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3819% with a largest gap of 228 minutes.
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