Published daily report data

TRX options metrics: 2026-11-07

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
07 Nov 2026, 17:31 UTC
Research information cutoff
07 Nov 2026, 18:11 UTC

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

Fixed-tenor implied volatility and skew

TenorATM IVATM ΔRR25RR25 ΔBF25BF25 Δ
1W29.96%0.470.75 pts-1.421.70 pts0.29
2W28.62%-0.141.63 pts0.291.65 pts0.18
1M27.91%0.191.00 pts-0.131.61 pts0.10
2M27.60%0.030.69 pts-0.471.67 pts-0.04
3M27.38%-0.060.81 pts-0.111.75 pts0.00
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