Published daily report data
HYPE options metrics: 2026-09-10
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 | 64.73% | 1.63 | -2.51% | -5.18 | 4.05% | -0.46 |
| 2W | 63.76% | 0.27 | 0.92% | -2.59 | 4.20% | -0.75 |
| 1M | 63.19% | 0.14 | 2.07% | -4.11 | 4.89% | -0.55 |
| 3M | 62.36% | -1.79 | 3.37% | -3.17 | 5.03% | -0.07 |
| 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 RV73.26%
- 7d RV63.19%
- 30d RV86.70%
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