Published daily report data
XRP options metrics: 2026-08-31
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 | 70.35% | 0.30 | 2.51% | 2.60 | 2.81% | -1.40 |
| 2W | 69.23% | 1.62 | 1.19% | -1.26 | 3.09% | -1.26 |
| 1M | 67.81% | 1.75 | 1.04% | -2.41 | 3.32% | -1.49 |
| 3M | 65.87% | 3.04 | 2.56% | -1.15 | 3.66% | -1.77 |
| 6M | 65.38% | 3.37 | 2.94% | -0.84 | 3.74% | -1.84 |
| 9M | 65.22% | 3.49 | 3.07% | -0.74 | 3.77% | -1.88 |
| 1Y | 65.13% | 3.54 | 3.14% | -0.68 | 3.80% | -1.88 |
Realised volatility
Unavailable.
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