Published daily report data
XRP options metrics: 2026-09-20
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 | 61.88% | 1.59 | 5.53% | 4.99 | 4.81% | -0.49 |
| 2W | 59.75% | 0.50 | 4.96% | 3.99 | 4.84% | -0.37 |
| 1M | 58.48% | 0.31 | 2.59% | 0.64 | 4.75% | 0.04 |
| 3M | 56.92% | -0.21 | 2.93% | -0.08 | 5.11% | 0.04 |
| 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 RV57.91%Complete: 100.00% coverage
- 7d RV80.68%Partial: 99.62% coverage
- 30d RV90.55%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