Published daily report data
HYPE options metrics: 2026-09-06
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 | 65.90% | 0.99 | 3.66% | 0.62 | 4.30% | 0.56 |
| 2W | 66.65% | 0.94 | 6.91% | 2.92 | 4.83% | 0.68 |
| 1M | 66.70% | 1.16 | 6.72% | 2.07 | 4.98% | 0.07 |
| 3M | 64.74% | 0.14 | 4.82% | -0.43 | 4.42% | -0.67 |
| 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 7d is incomplete: expected 10080 returns, found 10045.
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