Published daily report data
XRP options metrics: 2026-09-19
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 | 61.47% | -1.74 | 1.23% | -2.76 | 5.57% | 0.72 |
| 2W | 59.74% | -1.39 | 2.13% | -2.20 | 5.43% | 0.12 |
| 1M | 58.58% | 0.10 | 3.06% | -0.02 | 4.94% | 0.06 |
| 3M | 57.02% | 0.55 | 2.08% | -0.19 | 5.04% | -0.17 |
| 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 RV74.39%Complete: 100.00% coverage
- 7d RV78.37%Partial: 99.62% coverage
- 30d RV94.38%Partial: 99.91% coverage
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