Published daily report data
HYPE options metrics: 2026-08-30
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 | 71.45% | -2.02 | 6.59% | 5.23 | 9.69% | 6.61 |
| 2W | 70.33% | -1.50 | 4.04% | 1.56 | 6.78% | 3.92 |
| 1M | 68.60% | 4.01 | 7.10% | 2.95 | 5.78% | 2.43 |
| 3M | 67.20% | -0.44 | 8.73% | 3.81 | 5.15% | 2.05 |
| 6M | 66.85% | -1.53 | 9.14% | 4.04 | 5.00% | 1.98 |
| 9M | 66.73% | -1.89 | 9.28% | 4.12 | 4.94% | 1.94 |
| 1Y | 66.67% | -2.07 | 9.35% | 4.16 | 4.91% | 1.92 |
Realised volatility
Unavailable.
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