Published daily report data
XRP options metrics: 2026-09-22
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 | 77.86% | 6.91 | 9.91% | 3.53 | 7.41% | 1.23 |
| 2W | 74.65% | 5.69 | 10.22% | 4.22 | 7.58% | 1.38 |
| 1M | 72.20% | 5.34 | 9.90% | 4.20 | 7.42% | 1.54 |
| 3M | 69.47% | 4.30 | 8.25% | 1.54 | 7.23% | 1.58 |
| 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 RVUnavailableUnavailable: 98.61% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.6111% with a largest gap of 18 minutes.
- 7d RVUnavailableUnavailable: 97.71% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.7083% with a largest gap of 228 minutes.
- 30d RVUnavailableUnavailable: 99.38% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3773% with a largest gap of 228 minutes.
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