Published daily report data
HYPE options metrics: 2026-09-08
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 | 64.57% | -1.22 | 2.38% | 0.75 | 4.50% | 0.51 |
| 2W | 64.28% | -0.78 | 3.52% | -1.77 | 4.44% | -0.77 |
| 1M | 63.86% | -0.25 | 4.25% | -1.50 | 5.15% | -0.38 |
| 3M | 62.89% | -0.85 | 4.37% | 0.02 | 5.73% | 0.78 |
| 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 RV49.21%
- 7d RV61.59%
- 30d RV85.89%
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