Published daily report data
HYPE options metrics: 2026-10-31
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 | 73.26% | -4.93 | 0.97% | -1.20 | 1.45% | -0.15 |
| 2W | 67.92% | -2.01 | 1.55% | 0.26 | 1.51% | 0.01 |
| 1M | 63.66% | 0.30 | 1.82% | 0.80 | 1.48% | -0.01 |
| 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 RV77.67%Complete: 100.00% coverage
- 7d RV92.27%Complete: 100.00% coverage
- 30d RV68.83%Complete: 100.00% coverage
Provenance and conventions
Stored Derivasys SVI surfaces
- Source report: ALTS
- RR25: 25-delta risk reversal
- BF25: (iv25Call + iv25Put) / 2 - ivAtm
- Fixed tenors: Published ALTS tenor grid