Published daily report data
HYPE options metrics: 2026-09-01
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 | 68.47% | -2.87 | -0.77% | -1.18 | 4.17% | 0.08 |
| 2W | 67.20% | -2.21 | 3.11% | 1.31 | 4.15% | 0.25 |
| 1M | 66.96% | -0.75 | 5.66% | 2.45 | 4.18% | 0.55 |
| 3M | 67.49% | -0.13 | 3.87% | 0.26 | 4.19% | 1.02 |
| 6M | 67.62% | 0.02 | 3.44% | -0.26 | 4.18% | 1.12 |
| 9M | 67.66% | 0.07 | 3.29% | -0.45 | 4.19% | 1.17 |
| 1Y | 67.68% | 0.09 | 3.21% | -0.55 | 4.19% | 1.19 |
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