{"schemaVersion":1,"asset":"AVAX","reportDate":"2026-09-09","timestamps":{"currentSnapshotAt":"2026-09-09T16:30:00+00:00","previousSnapshotAt":"2026-09-08T16:30:00+00:00","generatedAt":"2026-09-09T16:35:07+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-09-09","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":56.5,"previous":57.65,"change":-1.15,"percentChange":-1.99},"rr25":{"current":2.69,"previous":2.44,"change":0.25,"percentChange":10.25},"bf25":{"current":3.57,"previous":3.68,"change":-0.11,"percentChange":-2.99}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":57,"previous":57.12,"change":-0.12,"percentChange":-0.21},"rr25":{"current":0.43,"previous":0.98,"change":-0.55,"percentChange":-56.12},"bf25":{"current":3.09,"previous":3.48,"change":-0.39,"percentChange":-11.21}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":55.96,"previous":56.08,"change":-0.12,"percentChange":-0.21},"rr25":{"current":1.36,"previous":1.32,"change":0.04,"percentChange":3.03},"bf25":{"current":3.68,"previous":3.88,"change":-0.2,"percentChange":-5.15}},{"tenor":"3M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":55.05,"previous":55.11,"change":-0.06,"percentChange":-0.11},"rr25":{"current":1.17,"previous":1.38,"change":-0.21,"percentChange":-15.22},"bf25":{"current":3.93,"previous":4.16,"change":-0.23,"percentChange":-5.53}},{"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/AVAX-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-09-09T16:30:00+00:00","spotMove24hPercent":-1.24,"rv24hPercent":54.2,"rv7dPercent":55.65,"rv30dPercent":65.46,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":null,"coveragePolicy":null,"oneWeekAtmIvPercent":56.5,"oneWeekIvMinus7dRvPoints":0.85,"oneWeekIvMinus24hRvPoints":2.3,"oneWeekIvMinus30dRvPoints":-8.96,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}