Published daily report data
HYPE options metrics: 2026-09-03
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 | 65.45% | -3.68 | 3.89% | 2.79 | 4.13% | -1.13 |
| 2W | 67.65% | -0.62 | 4.31% | 1.73 | 4.93% | 0.49 |
| 1M | 66.55% | -1.22 | 4.20% | 0.95 | 4.94% | 0.83 |
| 3M | 66.04% | -1.37 | 4.74% | 1.35 | 4.88% | 0.61 |
| 6M | 65.63% | -1.69 | 4.82% | 1.40 | 4.64% | 0.32 |
| 9M | 65.49% | -1.80 | 4.86% | 1.43 | 4.56% | 0.23 |
| 1Y | 65.42% | -1.85 | 4.87% | 1.44 | 4.53% | 0.18 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV57.69%
- 7d RV69.14%
- 30d RV84.36%
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