Published daily report data
HYPE options metrics: 2026-09-09
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 | 63.10% | -1.47 | 2.67% | 0.29 | 4.51% | 0.01 |
| 2W | 63.49% | -0.79 | 3.51% | -0.01 | 4.95% | 0.51 |
| 1M | 63.05% | -0.81 | 6.18% | 1.93 | 5.44% | 0.29 |
| 3M | 64.15% | 1.26 | 6.54% | 2.17 | 5.10% | -0.63 |
| 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 RV59.61%
- 7d RV60.83%
- 30d RV86.15%
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