Published daily report data
TRX options metrics: 2026-09-22
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 | 20.63% | 1.49 | 1.00% | -1.78 | 1.82% | -0.54 |
| 2W | 20.80% | 1.71 | 0.60% | -2.07 | 1.94% | -0.69 |
| 1M | 21.06% | 1.43 | 0.28% | -2.58 | 2.00% | -0.82 |
| 3M | 21.88% | 2.74 | -0.71% | 0.31 | 2.21% | -0.97 |
| 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: 98.61% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.6111% with a largest gap of 18 minutes.
- 7d RVUnavailableUnavailable: 97.71% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.7083% 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 99.3773% 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