Published daily report data
XRP options metrics: 2026-09-09
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 | 54.16% | 0.96 | 2.52% | -0.72 | 2.86% | 0.14 |
| 2W | 53.38% | 0.02 | 2.27% | -0.33 | 3.25% | 0.17 |
| 1M | 51.64% | -0.43 | 2.70% | 0.15 | 3.30% | 0.09 |
| 3M | 50.51% | 0.09 | 2.99% | -0.05 | 3.27% | -0.17 |
| 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 RV63.02%
- 7d RV61.90%
- 30d RV88.44%
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