Published daily report data
XRP options metrics: 2026-09-12
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 | 51.24% | -6.11 | 2.59% | -1.30 | 2.85% | -1.02 |
| 2W | 51.99% | -3.00 | 3.11% | -0.70 | 3.47% | -0.52 |
| 1M | 52.18% | -1.39 | 2.90% | 0.44 | 3.62% | 0.04 |
| 3M | 51.89% | -0.02 | 1.46% | -0.84 | 3.24% | -0.28 |
| 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 RV43.60%
- 7d RV55.88%
- 30d RV89.84%
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