{"schemaVersion":1,"asset":"ETH","reportDate":"2026-09-12","timestamps":{"currentSnapshotAt":"2026-09-12T16:29:00+00:00","previousSnapshotAt":"2026-09-11T16:29:00+00:00","generatedAt":"2026-09-12T16:38:37+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-09-12","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":1789835340702,"availability":"available","unavailableReason":null,"atmIv":{"current":48.48,"previous":51.6,"change":-3.12,"percentChange":-6.05},"rr25":{"current":-1.16,"previous":2.6,"change":-3.76,"percentChange":-144.62},"bf25":{"current":3.14,"previous":3.12,"change":0.02,"percentChange":0.64}},{"tenor":"2W","targetExpiry":1790440140702,"availability":"available","unavailableReason":null,"atmIv":{"current":49.41,"previous":50.99,"change":-1.58,"percentChange":-3.1},"rr25":{"current":-0.94,"previous":0.41,"change":-1.35,"percentChange":-329.27},"bf25":{"current":2.84,"previous":2.51,"change":0.33,"percentChange":13.15}},{"tenor":"1M","targetExpiry":1791822540702,"availability":"available","unavailableReason":null,"atmIv":{"current":49.97,"previous":51,"change":-1.03,"percentChange":-2.02},"rr25":{"current":-0.3,"previous":0.92,"change":-1.22,"percentChange":-132.61},"bf25":{"current":3.36,"previous":2.96,"change":0.4,"percentChange":13.51}},{"tenor":"3M","targetExpiry":1797092940702,"availability":"available","unavailableReason":null,"atmIv":{"current":52.75,"previous":52.91,"change":-0.16,"percentChange":-0.3},"rr25":{"current":-0.07,"previous":-0.06,"change":-0.01,"percentChange":-16.67},"bf25":{"current":3.31,"previous":3.26,"change":0.05,"percentChange":1.53}},{"tenor":"6M","targetExpiry":1804955340702,"availability":"available","unavailableReason":null,"atmIv":{"current":54.28,"previous":54.27,"change":0.01,"percentChange":0.02},"rr25":{"current":-0.15,"previous":0.15,"change":-0.3,"percentChange":-200},"bf25":{"current":2.99,"previous":3.27,"change":-0.28,"percentChange":-8.56}},{"tenor":"9M","targetExpiry":1812817740702,"availability":"available","unavailableReason":null,"atmIv":{"current":55.23,"previous":55.3,"change":-0.07,"percentChange":-0.13},"rr25":{"current":0.06,"previous":0.35,"change":-0.29,"percentChange":-82.86},"bf25":{"current":2.66,"previous":2.87,"change":-0.21,"percentChange":-7.32}},{"tenor":"1Y","targetExpiry":1820766540702,"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":"2026-09-12T16:29:00+00:00","spotWindowStart":"2026-09-11T16:29:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-1.26,"rv24hPercent":37.2,"rv7dPercent":45.57,"rv30dPercent":54.07,"observations":{"24h":1440,"7d":10080,"30d":43200},"oneWeekAtmIvPercent":48.48,"oneWeekIvMinus7dRvPoints":2.91,"oneWeekIvMinus24hRvPoints":11.28,"oneWeekIvMinus30dRvPoints":-5.59,"coverage":null,"coveragePolicy":null,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}