Published daily report data
HYPE options metrics: 2026-09-11
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 | 63.65% | -1.07 | 2.29% | 4.80 | 3.31% | -0.74 |
| 2W | 62.28% | -1.48 | 1.82% | 0.89 | 4.80% | 0.61 |
| 1M | 61.76% | -1.43 | 2.78% | 0.71 | 4.54% | -0.35 |
| 3M | 61.35% | -1.01 | 4.06% | 0.69 | 3.78% | -1.25 |
| 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 RV86.98%
- 7d RV63.51%
- 30d RV87.70%
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