Published daily report data
HYPE options metrics: 2026-08-31
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 | 71.52% | -4.99 | 0.38% | -0.68 | 4.14% | 0.62 |
| 2W | 69.54% | -4.42 | 1.94% | -0.97 | 3.90% | 0.79 |
| 1M | 67.64% | -3.08 | 3.13% | -2.52 | 3.61% | 0.02 |
| 3M | 67.21% | -1.70 | 3.67% | -0.43 | 3.19% | -0.91 |
| 6M | 67.11% | -1.35 | 3.80% | 0.08 | 3.08% | -1.14 |
| 9M | 67.07% | -1.23 | 3.84% | 0.25 | 3.06% | -1.23 |
| 1Y | 67.06% | -1.17 | 3.86% | 0.33 | 3.02% | -1.27 |
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