Published daily report data

TRX options metrics: 2026-11-06

Structured values from the immutable published report artifact. ATM IV levels are percentages; RR25, BF25 and daily changes are volatility points.

Snapshot

Current snapshot
Previous snapshot
Unavailable
Report generated
Report market snapshot
06 Nov 2026, 17:31 UTC
Research information cutoff
06 Nov 2026, 19:00 UTC

Comparison availability and native timestamps are recorded on each research row.

Fixed-tenor implied volatility and skew

TenorATM IVATM ΔRR25RR25 ΔBF25BF25 Δ
1W29.49%3.762.17 pts6.811.41 pts-1.33
2W28.76%5.661.34 pts1.281.47 pts-0.40
1M27.72%5.851.13 pts-1.721.51 pts-0.60
2M27.57%4.561.16 pts-1.591.71 pts-0.67
3M27.44%3.580.92 pts-1.301.75 pts-0.73
6MUnavailable: no_captured_comparable_endpoints
9MUnavailable: no_captured_comparable_endpoints
1YUnavailable: no_captured_comparable_endpoints

Realised volatility

Unavailable: See the source research JSON for realised volatility observations.

Provenance and conventions

SHA-256 verified published research data attachment

Original research data with source receipts (JSON)

  • Source report: ALTS
  • RR25: 25-delta call IV minus put IV
  • BF25: BF25 = (25-delta call IV + 25-delta put IV) / 2 − ATM IV
  • Fixed tenors: 1W, 2W, 1M, 2M, 3M, 6M, 9M, 1Y