{"schemaVersion":1,"asset":"HYPE","reportDate":"2026-09-08","timestamps":{"currentSnapshotAt":"2026-09-08T16:30:00+00:00","previousSnapshotAt":"2026-09-07T16:30:00+00:00","generatedAt":"2026-09-08T17:01:47+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-09-08","source":"Stored Derivasys SVI surfaces","comparison":"Latest successful snapshot at or before the common cutoff versus the nearest successful snapshot 24 hours earlier, within a three-hour tolerance.","rrConvention":"25-delta risk reversal","bfConvention":"25-delta butterfly","fixedTenors":"Published ALTS tenor grid","realisedVolatility":null},"tenors":[{"tenor":"1W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":64.57,"previous":65.79,"change":-1.22,"percentChange":-1.85},"rr25":{"current":2.38,"previous":1.63,"change":0.75,"percentChange":46.01},"bf25":{"current":4.5,"previous":3.99,"change":0.51,"percentChange":12.78}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":64.28,"previous":65.06,"change":-0.78,"percentChange":-1.2},"rr25":{"current":3.52,"previous":5.29,"change":-1.77,"percentChange":-33.46},"bf25":{"current":4.44,"previous":5.21,"change":-0.77,"percentChange":-14.78}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":63.86,"previous":64.11,"change":-0.25,"percentChange":-0.39},"rr25":{"current":4.25,"previous":5.75,"change":-1.5,"percentChange":-26.09},"bf25":{"current":5.15,"previous":5.53,"change":-0.38,"percentChange":-6.87}},{"tenor":"3M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":62.89,"previous":63.74,"change":-0.85,"percentChange":-1.33},"rr25":{"current":4.37,"previous":4.35,"change":0.02,"percentChange":0.46},"bf25":{"current":5.73,"previous":4.95,"change":0.78,"percentChange":15.76}},{"tenor":"6M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}},{"tenor":"9M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}},{"tenor":"1Y","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}}],"realisedVolatility":{"source":"canonical/HYPE-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-09-08T16:30:00+00:00","spotMove24hPercent":-1.85,"rv24hPercent":49.21,"rv7dPercent":61.59,"rv30dPercent":85.89,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":null,"coveragePolicy":null,"oneWeekAtmIvPercent":64.57,"oneWeekIvMinus7dRvPoints":2.98,"oneWeekIvMinus24hRvPoints":15.36,"oneWeekIvMinus30dRvPoints":-21.32,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}