Published daily report data
XRP options metrics: 2026-11-02
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 | 54.19% | -5.73 | 0.77% | -0.44 | 2.42% | -0.02 |
| 2W | 55.12% | -2.53 | 0.72% | -0.87 | 2.48% | -0.11 |
| 1M | 55.22% | -0.58 | 1.18% | -0.50 | 2.47% | -0.68 |
| 3M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 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 RV42.43%Complete: 100.00% coverage
- 7d RV53.88%Complete: 100.00% coverage
- 30d RV52.86%Complete: 100.00% coverage
Provenance and conventions
Stored Derivasys SVI surfaces
- Source report: ALTS
- RR25: 25-delta risk reversal
- BF25: (iv25Call + iv25Put) / 2 - ivAtm
- Fixed tenors: Published ALTS tenor grid