{"schemaVersion":1,"asset":"BTC","reportDate":"2026-10-06","timestamps":{"currentSnapshotAt":"2026-10-06T17:08:00+00:00","previousSnapshotAt":"2026-10-05T17:08:00+00:00","generatedAt":"2026-10-06T17:09:40+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"BTC","sourceReportHref":"/reports/2026-10-06","source":"Derivasys proprietary historical SVI surface and canonical BTC index databases","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 published only when listed expiries bracket the target at both comparison snapshots. 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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."},"spotUnavailableReason":null,"oneWeekAtmIvPercent":31.64,"oneWeekIvMinus7dRvPoints":-0.27,"oneWeekIvMinus24hRvPoints":4.41,"oneWeekIvMinus30dRvPoints":-2.65,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}