Published daily report data
HYPE options metrics: 2026-09-21
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 | 66.50% | -0.98 | 2.74% | -0.42 | 4.18% | 0.38 |
| 2W | 64.41% | -0.99 | 2.99% | -1.35 | 4.43% | 1.09 |
| 1M | 63.29% | -0.38 | 4.18% | 0.43 | 4.04% | 0.97 |
| 3M | 61.34% | -0.87 | 4.46% | 0.07 | 3.56% | 0.33 |
| 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 RVUnavailableUnavailable: 84.10% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 84.0972% with a largest gap of 228 minutes.
- 7d RVUnavailableUnavailable: 97.35% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.3512% with a largest gap of 228 minutes.
- 30d RVUnavailableUnavailable: 99.38% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3773% with a largest gap of 228 minutes.
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