Published daily report data
XRP options metrics: 2026-09-05
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 | 54.50% | -0.56 | 2.91% | 1.71 | 2.71% | 0.17 |
| 2W | 56.08% | -1.05 | 3.71% | 1.74 | 2.93% | 0.32 |
| 1M | 55.65% | -0.39 | 2.60% | 0.36 | 3.34% | 0.16 |
| 3M | 55.36% | -0.15 | 2.74% | 0.19 | 3.14% | -0.23 |
| 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
Unavailable: Canonical XRP index coverage for 24h is incomplete: expected 1440 returns, found 1405.
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