Published daily report data
HYPE options metrics: 2026-09-16
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 | 70.05% | -0.58 | 2.14% | -1.21 | 3.60% | -0.25 |
| 2W | 66.96% | -0.62 | 2.22% | -0.37 | 3.74% | 0.01 |
| 1M | 64.86% | 0.02 | 2.33% | -0.04 | 3.81% | -0.02 |
| 3M | 62.54% | -0.66 | 3.55% | -0.62 | 4.33% | 0.50 |
| 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 7d is incomplete: expected 10080 one-minute returns, found 10040 (99.6032% 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