Published daily report data
XRP options metrics: 2026-09-02
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 | 58.84% | -6.12 | 2.12% | 0.37 | 3.20% | -0.19 |
| 2W | 59.01% | -5.50 | 1.30% | -0.48 | 3.72% | 0.28 |
| 1M | 59.25% | -4.46 | 1.03% | -1.20 | 4.07% | 0.28 |
| 3M | 59.69% | -3.00 | 1.67% | -1.36 | 4.11% | -0.28 |
| 6M | 59.79% | -2.64 | 1.84% | -1.39 | 4.14% | -0.41 |
| 9M | 59.83% | -2.51 | 1.89% | -1.42 | 4.13% | -0.48 |
| 1Y | 59.85% | -2.45 | 1.91% | -1.43 | 4.13% | -0.49 |
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