{"schemaVersion":1,"asset":"AVAX","reportDate":"2026-10-24","sourceSelectionPolicy":"last-good-as-of-v1","freshness":{"status":"available","ageMinutes":0,"maximumAgeMinutes":180},"timestamps":{"currentSnapshotAt":"2026-10-24T16:31:00+00:00","previousSnapshotAt":"2026-10-23T16:31:00+00:00","generatedAt":"2026-10-24T16:36:10+00:00","referenceCutoffAt":"2026-10-24T16:31:00+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-10-24","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:sha256:8a6030b51d4b545e8aae9f015789bcb9de5fbdb45a0a5f0a1c48b4e907b62afd","sha256":"8a6030b51d4b545e8aae9f015789bcb9de5fbdb45a0a5f0a1c48b4e907b62afd","url":"/data/avax/2026-10-24/source-snapshot.json?sha256=8a6030b51d4b545e8aae9f015789bcb9de5fbdb45a0a5f0a1c48b4e907b62afd&reportSha256=17f934ff2de174bbf6f82ad9a83ab92d4c396d8287ab4cacd9f14efe2efea094","publishedReportSha256":"17f934ff2de174bbf6f82ad9a83ab92d4c396d8287ab4cacd9f14efe2efea094","scope":"fetched fit-run and surface inputs; not an original database revision or raw quotes","nativeRunIdentity":{"current":{"id":758370,"timestamp":"2026-10-24T16:31:00+00:00"},"previous":{"id":748286,"timestamp":"2026-10-23T16:31:00+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":3.84,"current":66.68,"percentChange":6.11,"previous":62.84},"rr25":{"change":1.53,"current":1.09,"percentChange":347.73,"previous":-0.44},"bf25":{"change":-0.61,"current":3.13,"percentChange":-16.31,"previous":3.74}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":1.64,"current":68.52,"percentChange":2.45,"previous":66.88},"rr25":{"change":1.38,"current":1.76,"percentChange":363.16,"previous":0.38},"bf25":{"change":-0.56,"current":3.94,"percentChange":-12.44,"previous":4.5}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":0.88,"current":66.66,"percentChange":1.34,"previous":65.78},"rr25":{"change":0.16,"current":1.91,"percentChange":9.14,"previous":1.75},"bf25":{"change":-0.24,"current":4.05,"percentChange":-5.59,"previous":4.29}},{"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":"2026-10-24T16:31:00+00:00","spotMove24hPercent":-3.9,"rv24hPercent":71.87,"rv7dPercent":68.6,"rv30dPercent":81.14,"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":66.68,"oneWeekIvMinus7dRvPoints":-1.92,"oneWeekIvMinus24hRvPoints":-5.19,"oneWeekIvMinus30dRvPoints":-14.46,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}