Published daily report data
HYPE options metrics: 2026-09-22
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 | 65.20% | -1.19 | 4.56% | 1.04 | 4.18% | 0.12 |
| 2W | 63.30% | -1.02 | 4.40% | 0.78 | 3.96% | -0.36 |
| 1M | 61.92% | -1.66 | 3.95% | -0.39 | 3.61% | -0.33 |
| 3M | 60.05% | -1.49 | 3.67% | -1.36 | 3.87% | 0.18 |
| 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: 98.40% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.4028% with a largest gap of 21 minutes.
- 7d RVUnavailableUnavailable: 97.71% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.7083% with a largest gap of 228 minutes.
- 30d RVUnavailableUnavailable: 99.37% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3727% 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