Published daily report data
HYPE options metrics: 2026-09-18
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 | 66.89% | 1.15 | 11.31% | 5.17 | 4.25% | -0.03 |
| 2W | 65.66% | 0.06 | 5.39% | 0.81 | 3.33% | -1.19 |
| 1M | 63.91% | -0.66 | 5.10% | 1.78 | 3.52% | -0.40 |
| 3M | 62.30% | -1.00 | 4.47% | 0.03 | 3.11% | -0.53 |
| 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