Published daily report data
XRP options metrics: 2026-09-13
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 | 54.38% | 3.14 | 1.03% | -1.56 | 3.61% | 0.76 |
| 2W | 53.18% | 1.19 | 1.14% | -1.97 | 3.42% | -0.05 |
| 1M | 52.83% | 0.65 | 1.64% | -1.26 | 3.44% | -0.18 |
| 3M | 52.34% | 0.45 | 0.91% | -0.55 | 3.29% | 0.05 |
| 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 RV27.37%
- 7d RV54.58%
- 30d RV89.85%
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