Published daily report data
HYPE options metrics: 2026-09-14
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 | 68.65% | 2.28 | 3.49% | 3.30 | 4.51% | 0.40 |
| 2W | 66.00% | 1.32 | 4.22% | 3.36 | 4.56% | 0.42 |
| 1M | 63.75% | 0.80 | 3.76% | 2.05 | 4.62% | 0.43 |
| 3M | 62.95% | 3.82 | 3.88% | 0.58 | 3.70% | -3.04 |
| 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
Unavailable: Canonical HYPE index coverage for 24h is incomplete: expected 1440 one-minute returns, found 1438 (99.8611% coverage); returns spanning missing minutes are excluded.
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