Published daily report data
TRX options metrics: 2026-10-30
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 | 36.23% | 16.26 | -0.10% | -0.39 | 0.88% | -0.24 |
| 2W | 24.74% | 3.72 | 0.12% | 0.80 | 2.61% | 1.36 |
| 1M | 22.08% | 1.18 | -0.12% | -0.11 | 1.91% | 0.61 |
| 3M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 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 RV189.84%Complete: 100.00% coverage
- 7d RV72.55%Complete: 100.00% coverage
- 30d RV36.88%Complete: 100.00% coverage
Provenance and conventions
Stored Derivasys SVI surfaces
- Source report: ALTS
- RR25: 25-delta risk reversal
- BF25: (iv25Call + iv25Put) / 2 - ivAtm
- Fixed tenors: Published ALTS tenor grid