Published daily report data
HYPE options metrics: 2026-09-17
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 | 65.33% | -5.57 | 6.26% | 4.32 | 4.26% | 0.70 |
| 2W | 64.76% | -2.80 | 4.69% | 2.88 | 4.49% | 0.78 |
| 1M | 64.27% | -0.88 | 3.45% | 1.73 | 3.91% | 0.11 |
| 3M | 63.55% | 1.15 | 4.53% | 0.49 | 3.59% | -0.85 |
| 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