Published daily report data
XRP options metrics: 2026-09-10
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 | 53.89% | -0.27 | -1.94% | -4.46 | 3.04% | 0.18 |
| 2W | 52.77% | -0.61 | 1.36% | -0.91 | 3.56% | 0.31 |
| 1M | 52.43% | 0.79 | 1.58% | -1.12 | 3.32% | 0.02 |
| 3M | 51.55% | 1.04 | 1.84% | -1.15 | 3.16% | -0.11 |
| 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 RV54.40%
- 7d RV58.05%
- 30d RV88.71%
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