Published daily report data
XRP options metrics: 2026-09-01
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 | 61.13% | -7.75 | 1.76% | -1.19 | 3.14% | -1.41 |
| 2W | 62.43% | -5.16 | 1.75% | -0.79 | 3.39% | -0.81 |
| 1M | 63.05% | -3.08 | 2.07% | -0.38 | 3.85% | -0.20 |
| 3M | 62.34% | -1.60 | 2.89% | -0.35 | 4.47% | -0.55 |
| 6M | 62.17% | -1.22 | 3.09% | -0.34 | 4.61% | -0.66 |
| 9M | 62.11% | -1.10 | 3.16% | -0.34 | 4.66% | -0.68 |
| 1Y | 62.08% | -1.04 | 3.19% | -0.35 | 4.69% | -0.69 |
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