{"schemaVersion":1,"asset":"ETH","reportDate":"2026-09-21","timestamps":{"currentSnapshotAt":"2026-09-21T18:42:00+00:00","previousSnapshotAt":"2026-09-20T18:42:00+00:00","generatedAt":"2026-09-21T18:43:18+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-09-21","source":"Derivasys proprietary historical SVI surface database","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":null},"tenors":[{"tenor":"1W","targetExpiry":1790620920215,"availability":"available","unavailableReason":null,"atmIv":{"current":51.27,"previous":48.62,"change":2.65,"percentChange":5.45},"rr25":{"current":1.97,"previous":1.48,"change":0.49,"percentChange":33.11},"bf25":{"current":3.11,"previous":2.98,"change":0.13,"percentChange":4.36}},{"tenor":"2W","targetExpiry":1791225720215,"availability":"available","unavailableReason":null,"atmIv":{"current":50.12,"previous":48.2,"change":1.92,"percentChange":3.98},"rr25":{"current":2.05,"previous":1.69,"change":0.36,"percentChange":21.3},"bf25":{"current":3.13,"previous":3.09,"change":0.04,"percentChange":1.29}},{"tenor":"1M","targetExpiry":1792608120215,"availability":"available","unavailableReason":null,"atmIv":{"current":50.31,"previous":49.1,"change":1.21,"percentChange":2.46},"rr25":{"current":2.03,"previous":0.81,"change":1.22,"percentChange":150.62},"bf25":{"current":2.85,"previous":2.83,"change":0.02,"percentChange":0.71}},{"tenor":"3M","targetExpiry":1797878520215,"availability":"available","unavailableReason":null,"atmIv":{"current":53.45,"previous":52.54,"change":0.91,"percentChange":1.73},"rr25":{"current":0.87,"previous":0.91,"change":-0.04,"percentChange":-4.4},"bf25":{"current":3.29,"previous":3.07,"change":0.22,"percentChange":7.17}},{"tenor":"6M","targetExpiry":1805740920215,"availability":"available","unavailableReason":null,"atmIv":{"current":54.89,"previous":54.44,"change":0.45,"percentChange":0.83},"rr25":{"current":1.64,"previous":1.62,"change":0.02,"percentChange":1.23},"bf25":{"current":3.36,"previous":3.28,"change":0.08,"percentChange":2.44}},{"tenor":"9M","targetExpiry":1813603320215,"availability":"available","unavailableReason":null,"atmIv":{"current":55.68,"previous":55.57,"change":0.11,"percentChange":0.2},"rr25":{"current":1.8,"previous":1.96,"change":-0.16,"percentChange":-8.16},"bf25":{"current":2.98,"previous":2.86,"change":0.12,"percentChange":4.2}},{"tenor":"1Y","targetExpiry":1821552120215,"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":null,"realisedVolatilityUnavailableReason":"Canonical ETH index coverage for 24h is incomplete: expected 1440 one-minute returns, found 1211 (84.0972% coverage); returns spanning missing minutes are excluded"}