Published daily report data
HYPE options metrics: 2026-09-19
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 | 65.26% | -1.80 | 6.05% | -4.98 | 4.93% | 0.60 |
| 2W | 65.01% | -0.77 | 4.56% | -0.96 | 3.20% | -0.18 |
| 1M | 63.66% | -0.32 | 3.65% | -1.44 | 2.93% | -0.60 |
| 3M | 62.71% | 0.40 | 4.50% | 0.08 | 2.88% | -0.24 |
| 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
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV67.94%Complete: 100.00% coverage
- 7d RV75.32%Partial: 99.60% coverage
- 30d RV86.22%Partial: 99.91% coverage
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