Published daily report data
HYPE options metrics: 2026-09-15
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 | 70.88% | 0.70 | -0.40% | -5.72 | 3.58% | -0.82 |
| 2W | 67.98% | 0.84 | 0.77% | -3.88 | 3.13% | -1.18 |
| 1M | 65.79% | 1.04 | 1.62% | -1.92 | 3.08% | -1.18 |
| 3M | 63.68% | 0.09 | 2.32% | -2.17 | 3.50% | -0.21 |
| 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 1402 (97.3611% 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