Published daily report data
HYPE options metrics: 2026-10-20
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 | 53.09% | -1.39 | -1.51% | -1.12 | 2.69% | 0.24 |
| 2W | 54.01% | -1.14 | -0.93% | -0.62 | 2.75% | 0.36 |
| 1M | 54.89% | -1.28 | -0.26% | -0.35 | 2.76% | 0.41 |
| 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 RV64.16%Complete: 100.00% coverage
- 7d RV64.05%Complete: 100.00% coverage
- 30d RV62.24%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