{"schemaVersion":1,"asset":"ETH","reportDate":"2026-09-11","timestamps":{"currentSnapshotAt":"2026-09-11T16:29:00+00:00","previousSnapshotAt":"2026-09-10T16:29:00+00:00","generatedAt":"2026-09-11T16:42:22+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-09-11","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":1789748940743,"availability":"available","unavailableReason":null,"atmIv":{"current":51.6,"previous":50,"change":1.6,"percentChange":3.2},"rr25":{"current":2.6,"previous":-0.3,"change":2.9,"percentChange":966.67},"bf25":{"current":3.12,"previous":3.04,"change":0.08,"percentChange":2.63}},{"tenor":"2W","targetExpiry":1790353740743,"availability":"available","unavailableReason":null,"atmIv":{"current":50.99,"previous":50.64,"change":0.35,"percentChange":0.69},"rr25":{"current":0.41,"previous":-0.48,"change":0.89,"percentChange":185.42},"bf25":{"current":2.51,"previous":2.68,"change":-0.17,"percentChange":-6.34}},{"tenor":"1M","targetExpiry":1791736140743,"availability":"available","unavailableReason":null,"atmIv":{"current":51,"previous":51.27,"change":-0.27,"percentChange":-0.53},"rr25":{"current":0.92,"previous":0.59,"change":0.33,"percentChange":55.93},"bf25":{"current":2.96,"previous":2.53,"change":0.43,"percentChange":17}},{"tenor":"3M","targetExpiry":1797006540743,"availability":"available","unavailableReason":null,"atmIv":{"current":52.91,"previous":52.92,"change":-0.01,"percentChange":-0.02},"rr25":{"current":-0.06,"previous":0.35,"change":-0.41,"percentChange":-117.14},"bf25":{"current":3.26,"previous":3.19,"change":0.07,"percentChange":2.19}},{"tenor":"6M","targetExpiry":1804868940743,"availability":"available","unavailableReason":null,"atmIv":{"current":54.27,"previous":54.42,"change":-0.15,"percentChange":-0.28},"rr25":{"current":0.15,"previous":0.04,"change":0.11,"percentChange":275},"bf25":{"current":3.27,"previous":3.16,"change":0.11,"percentChange":3.48}},{"tenor":"9M","targetExpiry":1812731340743,"availability":"available","unavailableReason":null,"atmIv":{"current":55.3,"previous":55.29,"change":0.01,"percentChange":0.02},"rr25":{"current":0.35,"previous":0.27,"change":0.08,"percentChange":29.63},"bf25":{"current":2.87,"previous":2.79,"change":0.08,"percentChange":2.87}},{"tenor":"1Y","targetExpiry":1820680140743,"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":"2026-09-11T16:29:00+00:00","spotWindowStart":"2026-09-10T16:29:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":5.17,"rv24hPercent":75.6,"rv7dPercent":44.02,"rv30dPercent":53.88,"observations":{"24h":1440,"7d":10080,"30d":43200},"oneWeekAtmIvPercent":51.6,"oneWeekIvMinus7dRvPoints":7.58,"oneWeekIvMinus24hRvPoints":-24,"oneWeekIvMinus30dRvPoints":-2.28,"coverage":null,"coveragePolicy":null,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}