Published daily report data
HYPE options metrics: 2026-10-09
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 | 55.10% | -2.64 | 0.97% | -0.63 | 3.05% | -0.15 |
| 2W | 55.76% | -1.00 | 1.10% | -3.23 | 2.40% | -0.97 |
| 1M | 55.21% | -1.49 | 1.38% | -1.82 | 2.72% | -0.82 |
| 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 RV57.63%Complete: 100.00% coverage
- 7d RV57.09%Complete: 100.00% coverage
- 30d RV67.38%Complete: 100.00% 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