Published daily report data
HYPE options metrics: 2026-09-02
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 | 67.26% | -3.39 | 0.69% | -1.17 | 5.17% | 1.31 |
| 2W | 66.97% | -2.19 | 2.22% | -1.25 | 4.34% | 0.75 |
| 1M | 67.20% | -0.90 | 2.89% | -1.50 | 4.07% | 0.76 |
| 3M | 67.36% | -0.26 | 3.10% | -0.23 | 4.26% | 1.23 |
| 6M | 67.39% | -0.11 | 3.14% | 0.08 | 4.32% | 1.36 |
| 9M | 67.40% | -0.06 | 3.15% | 0.17 | 4.35% | 1.41 |
| 1Y | 67.41% | -0.03 | 3.17% | 0.24 | 4.35% | 1.42 |
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