Published daily report data
TRX options metrics: 2026-09-23
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 | 22.06% | 3.08 | 0.43% | 0.14 | 2.19% | -0.02 |
| 2W | 22.25% | 2.20 | 0.61% | 0.53 | 2.17% | -0.05 |
| 1M | 22.46% | 1.27 | 0.75% | 0.69 | 2.13% | -0.09 |
| 3M | 22.47% | 0.52 | 0.15% | 0.94 | 2.55% | 0.06 |
| 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: 98.26% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.2639% with a largest gap of 21 minutes.
- 7d RVUnavailableUnavailable: 97.46% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4603% with a largest gap of 228 minutes.
- 30d RVUnavailableUnavailable: 99.32% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3194% 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