Published daily report data
HYPE options metrics: 2026-10-02
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 | 58.35% | -3.79 | 1.93% | -0.92 | 3.47% | 0.06 |
| 2W | 59.43% | -1.02 | 2.11% | 0.35 | 2.71% | -0.75 |
| 1M | 59.70% | 1.23 | 2.41% | -0.59 | 3.17% | -0.21 |
| 3M | Unavailable: The target tenor is not bracketed by listed expiries; extrapolated values are suppressed. | |||||
| 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: 82.15% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 82.1528% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.
- 7d RVUnavailableUnavailable: 97.28% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.2817% with 271 missing price minutes across 3 intervals and a largest gap of 247 minutes.
- 30d RVUnavailableUnavailable: 99.27% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.2731% with 309 missing price minutes across 5 intervals and a largest gap of 247 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