Published daily report data
HYPE options metrics: 2026-09-04
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 | 65.75% | 0.45 | 3.38% | -0.04 | 5.42% | 1.32 |
| 2W | 65.26% | -1.74 | 3.75% | -2.14 | 4.61% | -0.06 |
| 1M | 66.51% | 0.24 | 4.80% | 1.15 | 4.68% | -0.13 |
| 3M | 66.12% | -0.64 | 4.97% | 1.41 | 4.99% | 0.77 |
| 6M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 9M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 1Y | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV85.50%
- 7d RV67.87%
- 30d RV85.13%
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