Published daily report data
XRP options metrics: 2026-09-14
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 | 60.01% | 5.63 | 3.99% | 2.96 | 7.37% | 3.76 |
| 2W | 57.95% | 4.77 | 3.03% | 1.89 | 6.59% | 3.17 |
| 1M | 55.89% | 3.06 | 2.82% | 1.18 | 4.96% | 1.52 |
| 3M | 54.03% | 1.69 | 2.63% | 1.72 | 4.29% | 1.00 |
| 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 RV61.46%
- 7d RV56.10%
- 30d RV90.45%
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