Published daily report data
XRP options metrics: 2026-09-11
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 | 57.35% | 3.42 | 3.89% | 5.84 | 3.87% | 0.82 |
| 2W | 54.99% | 2.65 | 3.81% | 2.41 | 3.99% | 0.45 |
| 1M | 53.57% | 1.18 | 2.46% | 0.86 | 3.58% | 0.26 |
| 3M | 51.91% | 0.18 | 2.30% | 0.55 | 3.52% | 0.33 |
| 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 RV78.02%
- 7d RV55.18%
- 30d RV89.64%
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