{"schemaVersion":1,"asset":"ETH","reportDate":"2026-09-06","timestamps":{"currentSnapshotAt":"2026-09-06T16:59:00+00:00","previousSnapshotAt":"2026-09-05T16:59:00+00:00","generatedAt":"2026-09-06T17:25:14+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-09-06","source":"Derivasys proprietary historical SVI surface and canonical ETH 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. Targets outside either observable range are suppressed, not extrapolated; headline rankings use only supported tenors.","realisedVolatility":"Annualised root-mean-square of one-minute canonical ETH-USD index log returns using a 365-day basis; all windows end at the current snapshot."},"tenors":[{"tenor":"1W","targetExpiry":1789318740207,"availability":"available","unavailableReason":null,"atmIv":{"current":46.95,"previous":42.32,"change":4.63,"percentChange":10.94},"rr25":{"current":2.55,"previous":0.76,"change":1.79,"percentChange":235.53},"bf25":{"current":2.99,"previous":2.36,"change":0.63,"percentChange":26.69}},{"tenor":"2W","targetExpiry":1789923540207,"availability":"available","unavailableReason":null,"atmIv":{"current":49.62,"previous":46.14,"change":3.48,"percentChange":7.54},"rr25":{"current":2.77,"previous":1.57,"change":1.2,"percentChange":76.43},"bf25":{"current":2.87,"previous":2.75,"change":0.12,"percentChange":4.36}},{"tenor":"1M","targetExpiry":1791305940207,"availability":"available","unavailableReason":null,"atmIv":{"current":50.81,"previous":49.51,"change":1.3,"percentChange":2.63},"rr25":{"current":2.23,"previous":1.32,"change":0.91,"percentChange":68.94},"bf25":{"current":2.87,"previous":2.64,"change":0.23,"percentChange":8.71}},{"tenor":"3M","targetExpiry":1796576340207,"availability":"available","unavailableReason":null,"atmIv":{"current":52.45,"previous":51.84,"change":0.61,"percentChange":1.18},"rr25":{"current":1.44,"previous":1.07,"change":0.37,"percentChange":34.58},"bf25":{"current":3.02,"previous":2.95,"change":0.07,"percentChange":2.37}},{"tenor":"6M","targetExpiry":1804438740207,"availability":"available","unavailableReason":null,"atmIv":{"current":54.25,"previous":54.27,"change":-0.02,"percentChange":-0.04},"rr25":{"current":0.76,"previous":0.53,"change":0.23,"percentChange":43.4},"bf25":{"current":2.88,"previous":2.93,"change":-0.05,"percentChange":-1.71}},{"tenor":"9M","targetExpiry":1812301140207,"availability":"available","unavailableReason":null,"atmIv":{"current":55.52,"previous":55.38,"change":0.14,"percentChange":0.25},"rr25":{"current":0.91,"previous":0.87,"change":0.04,"percentChange":4.6},"bf25":{"current":2.71,"previous":2.65,"change":0.06,"percentChange":2.26}},{"tenor":"1Y","targetExpiry":1820249940207,"availability":"unavailable","unavailableReason":"The target tenor falls outside the listed-expiry range at one or both snapshots; 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/ETH-USD-INDEX (DERIBIT and OKX indexes)","fallbackObservations":48,"fallbackPolicy":"Missing canonical minutes use the stored Deribit index first, then the stored OKX index; canonical bars always take precedence.","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-09-06T16:59:00+00:00","spotMove24hPercent":0.53,"rv24hPercent":31.88,"rv7dPercent":47.07,"rv30dPercent":51.17,"observations":{"24h":1440,"7d":10080,"30d":43200},"oneWeekAtmIvPercent":46.95,"oneWeekIvMinus7dRvPoints":-0.12,"oneWeekIvMinus24hRvPoints":15.07,"oneWeekIvMinus30dRvPoints":-4.22,"coverage":null,"coveragePolicy":null,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}