{"schemaVersion":1,"asset":"HYPE","reportDate":"2026-10-13","timestamps":{"currentSnapshotAt":"2026-10-13T16:30:00+00:00","previousSnapshotAt":"2026-10-12T16:30:00+00:00","generatedAt":"2026-10-13T16:34:55+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-10-13","source":"Stored Derivasys SVI surfaces","comparison":"Latest successful snapshot at or before the common cutoff versus the nearest successful snapshot 24 hours earlier, within a three-hour tolerance.","rrConvention":"25-delta risk reversal","bfConvention":"25-delta butterfly","fixedTenors":"Published ALTS tenor grid","realisedVolatility":null},"tenors":[{"tenor":"1W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":1.04,"current":55.64,"percentChange":1.9,"previous":54.6},"rr25":{"change":-0.1,"current":-0.36,"percentChange":-38.46,"previous":-0.26},"bf25":{"change":-0.28,"current":2.52,"percentChange":-10,"previous":2.8}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":0.52,"current":54.82,"percentChange":0.96,"previous":54.3},"rr25":{"change":0.21,"current":0.62,"percentChange":51.22,"previous":0.41},"bf25":{"change":-0.01,"current":2.64,"percentChange":-0.38,"previous":2.65}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":-0.95,"current":55.02,"percentChange":-1.7,"previous":55.97},"rr25":{"change":-0.81,"current":-0.11,"percentChange":-115.71,"previous":0.7},"bf25":{"change":-0.17,"current":2.39,"percentChange":-6.64,"previous":2.56}},{"tenor":"3M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"change":null,"current":null,"percentChange":null,"previous":null},"rr25":{"change":null,"current":null,"percentChange":null,"previous":null},"bf25":{"change":null,"current":null,"percentChange":null,"previous":null}},{"tenor":"6M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"change":null,"current":null,"percentChange":null,"previous":null},"rr25":{"change":null,"current":null,"percentChange":null,"previous":null},"bf25":{"change":null,"current":null,"percentChange":null,"previous":null}},{"tenor":"9M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"change":null,"current":null,"percentChange":null,"previous":null},"rr25":{"change":null,"current":null,"percentChange":null,"previous":null},"bf25":{"change":null,"current":null,"percentChange":null,"previous":null}},{"tenor":"1Y","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"change":null,"current":null,"percentChange":null,"previous":null},"rr25":{"change":null,"current":null,"percentChange":null,"previous":null},"bf25":{"change":null,"current":null,"percentChange":null,"previous":null}}],"realisedVolatility":{"source":"canonical/HYPE-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-10-13T16:30:00+00:00","spotMove24hPercent":-3.44,"rv24hPercent":73.97,"rv7dPercent":56.53,"rv30dPercent":65.4,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":{"24h":{"coveragePercent":100,"expectedReturns":1440,"largestMissingRunMinutes":0,"missingIntervals":0,"missingPriceMinutes":0,"observedReturns":1440,"status":"complete","unavailableReason":null},"30d":{"coveragePercent":100,"expectedReturns":43200,"largestMissingRunMinutes":0,"missingIntervals":0,"missingPriceMinutes":0,"observedReturns":43200,"status":"complete","unavailableReason":null},"7d":{"coveragePercent":100,"expectedReturns":10080,"largestMissingRunMinutes":0,"missingIntervals":0,"missingPriceMinutes":0,"observedReturns":10080,"status":"complete","unavailableReason":null}},"coveragePolicy":{"maximumMissingRunMinutes":60,"methodology":"Each RV window qualifies independently. RV annualises the mean squared observed one-minute log return; returns spanning gaps are excluded, not interpolated or zero-filled. Partial estimates assume observed minutes are representative and may miss volatility during gaps.","minimumCoveragePercent":99.5,"minimumCoveragePercentByWindow":{"24h":99.5,"30d":99.5,"7d":99.5},"version":"observed-minute-returns-v1"},"oneWeekAtmIvPercent":55.64,"oneWeekIvMinus7dRvPoints":-0.89,"oneWeekIvMinus24hRvPoints":-18.33,"oneWeekIvMinus30dRvPoints":-9.76,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}