Published daily report data
HYPE options metrics: 2026-09-13
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 | 66.37% | 2.44 | 0.19% | -1.29 | 4.11% | -1.09 |
| 2W | 64.68% | 2.09 | 0.86% | -1.71 | 4.14% | -1.05 |
| 1M | 62.95% | 0.76 | 1.71% | -0.70 | 4.19% | -0.28 |
| 3M | 59.13% | -2.58 | 3.30% | 0.00 | 6.74% | 2.90 |
| 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 RV47.07%
- 7d RV63.31%
- 30d RV88.00%
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