Published daily report data
HYPE options metrics: 2026-09-24
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 | 63.67% | 1.79 | 3.48% | 0.55 | 3.66% | 0.37 |
| 2W | 61.71% | 0.93 | 3.20% | -0.10 | 3.90% | 0.28 |
| 1M | 60.00% | -0.06 | 4.40% | 0.65 | 3.92% | -0.01 |
| 3M | 58.22% | -0.70 | 5.23% | -0.46 | 4.33% | 0.82 |
| 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 RV76.16%Complete: 100.00% coverage
- 7d RVUnavailableUnavailable: 97.46% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4603% with a largest gap of 228 minutes.
- 30d RVUnavailableUnavailable: 99.31% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3148% 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