{"schemaVersion":1,"asset":"HYPE","reportDate":"2026-10-16","timestamps":{"currentSnapshotAt":"2026-10-16T16:31:00+00:00","previousSnapshotAt":"2026-10-15T16:31:00+00:00","generatedAt":"2026-10-16T16:35:50+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-10-16","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":{"current":52.16,"previous":56.81,"change":-4.65,"percentChange":-8.19},"rr25":{"current":-0.08,"previous":2.56,"change":-2.64,"percentChange":-103.12},"bf25":{"current":2.3,"previous":2.7,"change":-0.4,"percentChange":-14.81}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":55.63,"previous":57.68,"change":-2.05,"percentChange":-3.55},"rr25":{"current":1.33,"previous":3.36,"change":-2.03,"percentChange":-60.42},"bf25":{"current":2.31,"previous":2.56,"change":-0.25,"percentChange":-9.77}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":57.23,"previous":58.24,"change":-1.01,"percentChange":-1.73},"rr25":{"current":2.02,"previous":2.79,"change":-0.77,"percentChange":-27.6},"bf25":{"current":2.36,"previous":2.27,"change":0.09,"percentChange":3.96}},{"tenor":"3M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}},{"tenor":"6M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}},{"tenor":"9M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}},{"tenor":"1Y","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}}],"realisedVolatility":{"source":"canonical/HYPE-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-10-16T16:31:00+00:00","spotMove24hPercent":-2.23,"rv24hPercent":58.37,"rv7dPercent":62.11,"rv30dPercent":65.39,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":{"24h":{"status":"complete","observedReturns":1440,"expectedReturns":1440,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"7d":{"status":"complete","observedReturns":10080,"expectedReturns":10080,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"30d":{"status":"complete","observedReturns":43200,"expectedReturns":43200,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null}},"coveragePolicy":{"version":"observed-minute-returns-v1","minimumCoveragePercent":99.5,"minimumCoveragePercentByWindow":{"24h":99.5,"7d":99.5,"30d":99.5},"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."},"oneWeekAtmIvPercent":52.16,"oneWeekIvMinus7dRvPoints":-9.95,"oneWeekIvMinus24hRvPoints":-6.21,"oneWeekIvMinus30dRvPoints":-13.23,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}