{"schemaVersion":1,"asset":"AVAX","reportDate":"2026-10-22","sourceSelectionPolicy":"last-good-as-of-v1","freshness":{"status":"available","ageMinutes":0,"maximumAgeMinutes":180},"timestamps":{"currentSnapshotAt":"2026-10-22T16:31:00+00:00","previousSnapshotAt":"2026-10-21T16:31:00+00:00","generatedAt":"2026-10-22T17:08:34+00:00","referenceCutoffAt":"2026-10-22T16:31:00+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-10-22","source":"Stored Derivasys SVI surfaces","comparison":"Latest successful snapshot within three hours at or before the edition reference cutoff versus the nearest successful snapshot 24 hours earlier, within a one-hour tolerance.","rrConvention":"25-delta risk reversal","bfConvention":"25-delta butterfly","fixedTenors":"Published ALTS tenor grid","realisedVolatility":null,"sourceSnapshot":{"status":"available","unavailableReason":null,"capturedArtifact":{"version":1,"kind":"capturedSurfaceInputs","revision":"captured-surface-inputs-v1:sha256:f975861130e37dbf93e8bf99552169d036332fd5841f5e3439e5827c72b94482","sha256":"f975861130e37dbf93e8bf99552169d036332fd5841f5e3439e5827c72b94482","url":"/data/avax/2026-10-22/source-snapshot.json?sha256=f975861130e37dbf93e8bf99552169d036332fd5841f5e3439e5827c72b94482&reportSha256=e69ea26771f870558aa6bcdba961c15d10262308501bf979e6b3313b2cb8667e","publishedReportSha256":"e69ea26771f870558aa6bcdba961c15d10262308501bf979e6b3313b2cb8667e","scope":"fetched fit-run and surface inputs; not an original database revision or raw quotes","nativeRunIdentity":{"current":{"id":738233,"timestamp":"2026-10-22T16:31:00+00:00"},"previous":{"id":728155,"timestamp":"2026-10-21T16:31:00+00:00"},"table":"surface_fit_runs"},"verification":"SHA-256 of exact captured bytes, tagged input types, native run identity/clocks and consumed tenor nodes; no SVI refit or raw-quote validation"},"originalDatabase":{"status":"unknown","sha256":null,"revision":null}}},"tenors":[{"tenor":"1W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":-1.43,"current":64.51,"percentChange":-2.17,"previous":65.94},"rr25":{"change":-1.47,"current":0.8,"percentChange":-64.76,"previous":2.27},"bf25":{"change":0.27,"current":3.64,"percentChange":8.01,"previous":3.37}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":0.83,"current":67.68,"percentChange":1.24,"previous":66.85},"rr25":{"change":-1.41,"current":0.95,"percentChange":-59.75,"previous":2.36},"bf25":{"change":0.19,"current":3.89,"percentChange":5.14,"previous":3.7}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":0.29,"current":68.13,"percentChange":0.43,"previous":67.84},"rr25":{"change":-0.34,"current":2.11,"percentChange":-13.88,"previous":2.45},"bf25":{"change":0.14,"current":4.11,"percentChange":3.53,"previous":3.97}},{"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/AVAX-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-10-22T16:31:00+00:00","spotMove24hPercent":-7.55,"rv24hPercent":70.82,"rv7dPercent":68.35,"rv30dPercent":83.64,"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":64.51,"oneWeekIvMinus7dRvPoints":-3.84,"oneWeekIvMinus24hRvPoints":-6.31,"oneWeekIvMinus30dRvPoints":-19.13,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}