Published daily report data
XRP options metrics: 2026-09-24
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 | 71.21% | -13.89 | 5.32% | 0.70 | 5.66% | -1.76 |
| 2W | 70.78% | -8.87 | 6.40% | 1.29 | 5.96% | -2.13 |
| 1M | 70.99% | -4.11 | 8.00% | 2.49 | 6.98% | -1.67 |
| 3M | 70.47% | -0.47 | 6.57% | 0.13 | 6.93% | 1.37 |
| 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 RV76.84%Complete: 100.00% coverage
- 7d RVUnavailableUnavailable: 97.46% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4603% with a largest gap of 228 minutes.
- 30d RVUnavailableUnavailable: 99.32% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3194% 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