{"schemaVersion":1,"asset":"ETH","reportDate":"2026-09-13","timestamps":{"currentSnapshotAt":"2026-09-13T16:30:00+00:00","previousSnapshotAt":"2026-09-12T16:30:00+00:00","generatedAt":"2026-09-13T16:30:42+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-09-13","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":1789921800205,"availability":"available","unavailableReason":null,"atmIv":{"current":52.42,"previous":48.48,"change":3.94,"percentChange":8.13},"rr25":{"current":-1.48,"previous":-1.17,"change":-0.31,"percentChange":-26.5},"bf25":{"current":3.18,"previous":3.15,"change":0.03,"percentChange":0.95}},{"tenor":"2W","targetExpiry":1790526600205,"availability":"available","unavailableReason":null,"atmIv":{"current":51.43,"previous":49.41,"change":2.02,"percentChange":4.09},"rr25":{"current":-1.4,"previous":-0.95,"change":-0.45,"percentChange":-47.37},"bf25":{"current":3,"previous":2.85,"change":0.15,"percentChange":5.26}},{"tenor":"1M","targetExpiry":1791909000205,"availability":"available","unavailableReason":null,"atmIv":{"current":51.11,"previous":49.97,"change":1.14,"percentChange":2.28},"rr25":{"current":-0.63,"previous":-0.3,"change":-0.33,"percentChange":-110},"bf25":{"current":3.29,"previous":3.36,"change":-0.07,"percentChange":-2.08}},{"tenor":"3M","targetExpiry":1797179400205,"availability":"available","unavailableReason":null,"atmIv":{"current":52.96,"previous":52.75,"change":0.21,"percentChange":0.4},"rr25":{"current":-0.41,"previous":-0.07,"change":-0.34,"percentChange":-485.71},"bf25":{"current":3.31,"previous":3.31,"change":0,"percentChange":0}},{"tenor":"6M","targetExpiry":1805041800205,"availability":"available","unavailableReason":null,"atmIv":{"current":54.27,"previous":54.28,"change":-0.01,"percentChange":-0.02},"rr25":{"current":-0.15,"previous":-0.15,"change":0,"percentChange":0},"bf25":{"current":3.07,"previous":2.99,"change":0.08,"percentChange":2.68}},{"tenor":"9M","targetExpiry":1812904200205,"availability":"available","unavailableReason":null,"atmIv":{"current":55.27,"previous":55.23,"change":0.04,"percentChange":0.07},"rr25":{"current":0.02,"previous":0.06,"change":-0.04,"percentChange":-66.67},"bf25":{"current":2.6,"previous":2.66,"change":-0.06,"percentChange":-2.26}},{"tenor":"1Y","targetExpiry":1820853000205,"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":"2026-09-13T16:30:00+00:00","spotWindowStart":"2026-09-12T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-1.17,"rv24hPercent":28.2,"rv7dPercent":45.19,"rv30dPercent":54.07,"observations":{"24h":1440,"7d":10080,"30d":43200},"oneWeekAtmIvPercent":52.42,"oneWeekIvMinus7dRvPoints":7.23,"oneWeekIvMinus24hRvPoints":24.22,"oneWeekIvMinus30dRvPoints":-1.65,"coverage":null,"coveragePolicy":null,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}