Original Derivasys market intelligence
A permanent, data-linked record of ATM volatility, skew, convexity and fitted-smile changes. Commentary is constrained to the same stored snapshots shown in each report.
All reports
3 permanent reports
Across the six headline tenors, ATM IV averaged -0.96 volatility points, RR25 -0.23 volatility points and BF25 -0.08 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.61 volatility points, RR25 +0.62 volatility points and BF25 +0.16 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.35 volatility points, RR25 -0.26 volatility points and BF25 -0.04 volatility points between the stored endpoints.
Observed data only
Reports do not infer news, flows, unavailable spot moves or unsupported causes. Ultra-short expiries stay visible but are kept out of headline rankings.
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