Published daily report data
HYPE options metrics: 2026-09-12
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 | 63.92% | 0.27 | 1.49% | -0.80 | 5.21% | 1.90 |
| 2W | 62.58% | 0.30 | 2.57% | 0.75 | 5.21% | 0.41 |
| 1M | 62.19% | 0.43 | 2.41% | -0.37 | 4.47% | -0.07 |
| 3M | 61.71% | 0.36 | 3.30% | -0.76 | 3.84% | 0.06 |
| 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 RV59.06%
- 7d RV65.05%
- 30d RV87.90%
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