Published daily report data
XRP options metrics: 2026-11-09
Structured values from the immutable published report artifact. ATM IV levels are percentages; RR25, BF25 and daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Unavailable
- Report generated
- Report market snapshot
- 09 Nov 2026, 17:31 UTC
- Research information cutoff
- 09 Nov 2026, 17:59 UTC
Comparison availability and native timestamps are recorded on each research row.
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 64.05% | 4.28 | -2.19 pts | -0.25 | 2.00 pts | 0.15 |
| 2W | 61.13% | 3.35 | -0.43 pts | 0.12 | 2.29 pts | 0.24 |
| 1M | 59.43% | 4.39 | 0.95 pts | 2.86 | 2.57 pts | 0.37 |
| 2M | 58.52% | 3.29 | 1.53 pts | 3.12 | 2.59 pts | 0.32 |
| 3M | 57.98% | 1.62 | 1.44 pts | 0.48 | 2.64 pts | 0.19 |
| 6M | Unavailable: no_captured_comparable_endpoints | |||||
| 9M | Unavailable: no_captured_comparable_endpoints | |||||
| 1Y | Unavailable: no_captured_comparable_endpoints | |||||
Realised volatility
Unavailable: See the source research JSON for realised volatility observations.
Provenance and conventions
SHA-256 verified published research data attachment
Original research data with source receipts (JSON)
- Source report: ALTS
- RR25: 25-delta call IV minus put IV
- BF25: BF25 = (25-delta call IV + 25-delta put IV) / 2 − ATM IV
- Fixed tenors: 1W, 2W, 1M, 2M, 3M, 6M, 9M, 1Y