Published daily report data
TRX options metrics: 2026-09-24
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 | 22.22% | 0.92 | 0.02% | -0.12 | 2.04% | -0.28 |
| 2W | 22.58% | 0.85 | 0.39% | -0.30 | 2.07% | -0.24 |
| 1M | 22.65% | 0.57 | 0.39% | -0.68 | 2.01% | -0.28 |
| 3M | 22.52% | 0.40 | 0.06% | -0.83 | 2.14% | -0.35 |
| 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 RV18.19%Complete: 100.00% coverage
- 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