Published daily report data
HYPE options metrics: 2026-09-05
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 | 62.25% | -0.53 | 3.27% | -0.84 | 3.93% | -0.76 |
| 2W | 63.75% | -1.10 | 3.98% | 1.20 | 3.98% | -0.28 |
| 1M | 64.75% | -0.23 | 4.07% | 0.30 | 4.51% | 0.18 |
| 3M | 66.07% | 1.28 | 4.90% | 0.37 | 4.74% | -0.55 |
| 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
Unavailable: Canonical HYPE index coverage for 24h is incomplete: expected 1440 returns, found 1405.
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