Published daily report data
XRP options metrics: 2026-09-03
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 | 58.25% | -1.00 | 4.37% | 4.63 | 3.49% | 0.35 |
| 2W | 57.53% | -1.37 | 2.77% | 2.68 | 3.65% | -0.10 |
| 1M | 56.17% | -2.59 | 1.40% | 0.50 | 3.24% | -0.94 |
| 3M | 56.27% | -2.93 | 2.81% | 0.53 | 3.47% | -0.77 |
| 6M | 56.95% | -2.35 | 4.00% | 1.39 | 3.86% | -0.41 |
| 9M | 57.17% | -2.17 | 4.38% | 1.66 | 4.00% | -0.26 |
| 1Y | 57.29% | -2.07 | 4.58% | 1.80 | 4.04% | -0.22 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV78.92%
- 7d RV63.68%
- 30d RV85.65%
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