{"schemaVersion":1,"asset":"BTC","reportDate":"2026-08-10","timestamps":{"currentSnapshotAt":"2026-08-10T18:55:00+00:00","previousSnapshotAt":"2026-08-09T18:55:00+00:00","generatedAt":"2026-08-10T18:59:42+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"BTC","sourceReportHref":"/reports/2026-08-10","source":"Derivasys proprietary historical SVI surface database","comparison":"Nearest successful surface snapshots approximately 24 hours apart","rrConvention":"25-delta call IV minus 25-delta put IV","bfConvention":"Average 25-delta wing IV minus ATM forward IV","fixedTenors":"Fixed-tenor measures are interpolated independently at 1W, 2W, 1M, 3M, 6M, 9M and 1Y; headline rankings prioritise 1W, 2W, 1M, 3M, 6M and 1Y.","realisedVolatility":null},"tenors":[{"tenor":"1W","targetExpiry":1786992903779,"availability":"available","unavailableReason":null,"atmIv":{"current":29.78,"previous":28.39,"change":1.39,"percentChange":4.9},"rr25":{"current":-3.11,"previous":-2.13,"change":-0.98,"percentChange":-46.01},"bf25":{"current":1.65,"previous":1.49,"change":0.16,"percentChange":10.74}},{"tenor":"2W","targetExpiry":1787597703779,"availability":"available","unavailableReason":null,"atmIv":{"current":30.9,"previous":28.92,"change":1.98,"percentChange":6.85},"rr25":{"current":-3.5,"previous":-2.49,"change":-1.01,"percentChange":-40.56},"bf25":{"current":1.68,"previous":1.53,"change":0.15,"percentChange":9.8}},{"tenor":"1M","targetExpiry":1788980103779,"availability":"available","unavailableReason":null,"atmIv":{"current":33.91,"previous":32.3,"change":1.61,"percentChange":4.98},"rr25":{"current":-4.2,"previous":-3.53,"change":-0.67,"percentChange":-18.98},"bf25":{"current":2.14,"previous":1.93,"change":0.21,"percentChange":10.88}},{"tenor":"3M","targetExpiry":1794250503779,"availability":"available","unavailableReason":null,"atmIv":{"current":38,"previous":37.13,"change":0.87,"percentChange":2.34},"rr25":{"current":-4.55,"previous":-4.32,"change":-0.23,"percentChange":-5.32},"bf25":{"current":2.37,"previous":2.36,"change":0.01,"percentChange":0.42}},{"tenor":"6M","targetExpiry":1802112903779,"availability":"available","unavailableReason":null,"atmIv":{"current":40.4,"previous":40.02,"change":0.38,"percentChange":0.95},"rr25":{"current":-4.22,"previous":-4.17,"change":-0.05,"percentChange":-1.2},"bf25":{"current":2.48,"previous":2.49,"change":-0.01,"percentChange":-0.4}},{"tenor":"9M","targetExpiry":1809975303779,"availability":"available","unavailableReason":null,"atmIv":{"current":41.42,"previous":41.24,"change":0.18,"percentChange":0.44},"rr25":{"current":-3.96,"previous":-4.03,"change":0.07,"percentChange":1.74},"bf25":{"current":2.46,"previous":2.41,"change":0.05,"percentChange":2.07}},{"tenor":"1Y","targetExpiry":1817924103779,"availability":"available","unavailableReason":null,"atmIv":{"current":42.14,"previous":42.1,"change":0.04,"percentChange":0.1},"rr25":{"current":-3.8,"previous":-3.94,"change":0.14,"percentChange":3.55},"bf25":{"current":2.44,"previous":2.32,"change":0.12,"percentChange":5.17}}],"realisedVolatility":null,"realisedVolatilityUnavailableReason":null}