Published daily report data
XRP options metrics: 2026-09-04
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 | 55.87% | -4.12 | 0.15% | -4.14 | 2.85% | -0.76 |
| 2W | 57.48% | -0.37 | 1.53% | -1.15 | 2.63% | -1.05 |
| 1M | 56.11% | -0.07 | 1.37% | -0.44 | 3.17% | -0.08 |
| 3M | 55.71% | -0.31 | 2.60% | -0.43 | 3.24% | -0.35 |
| 6M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 9M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 1Y | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV91.06%
- 7d RV66.51%
- 30d RV87.08%
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