Published daily report data
XRP options metrics: 2026-09-08
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 | 53.20% | -0.01 | 3.24% | 1.31 | 2.72% | -0.25 |
| 2W | 53.36% | -0.87 | 2.60% | 0.96 | 3.08% | 0.26 |
| 1M | 52.07% | -2.02 | 2.55% | 0.01 | 3.21% | 0.21 |
| 3M | 50.42% | -1.93 | 3.04% | 0.16 | 3.44% | -0.34 |
| 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 RV50.82%
- 7d RV62.17%
- 30d RV87.93%
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