Published daily report data
HYPE options metrics: 2026-09-20
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 | 67.36% | 2.15 | 2.06% | -4.59 | 3.60% | -1.59 |
| 2W | 65.25% | 0.60 | 3.62% | -1.29 | 3.44% | -0.17 |
| 1M | 63.43% | 0.01 | 3.56% | -0.56 | 3.14% | -0.08 |
| 3M | 61.97% | -0.44 | 4.88% | 0.37 | 3.52% | 0.43 |
| 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 RV58.97%Complete: 100.00% coverage
- 7d RV76.48%Partial: 99.60% coverage
- 30d RV83.22%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