{"schemaVersion":1,"asset":"ETH","reportDate":"2026-09-22","timestamps":{"currentSnapshotAt":"2026-09-22T18:18:00+00:00","previousSnapshotAt":"2026-09-21T18:37:00+00:00","generatedAt":"2026-09-22T18:19:05+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-09-22","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":1790705880561,"availability":"available","unavailableReason":null,"atmIv":{"current":48.25,"previous":51.27,"change":-3.02,"percentChange":-5.89},"rr25":{"current":0.59,"previous":1.69,"change":-1.1,"percentChange":-65.09},"bf25":{"current":2.83,"previous":2.89,"change":-0.06,"percentChange":-2.08}},{"tenor":"2W","targetExpiry":1791310680561,"availability":"available","unavailableReason":null,"atmIv":{"current":48.7,"previous":49.92,"change":-1.22,"percentChange":-2.44},"rr25":{"current":0.67,"previous":1.88,"change":-1.21,"percentChange":-64.36},"bf25":{"current":2.83,"previous":2.94,"change":-0.11,"percentChange":-3.74}},{"tenor":"1M","targetExpiry":1792693080561,"availability":"available","unavailableReason":null,"atmIv":{"current":49.95,"previous":50.5,"change":-0.55,"percentChange":-1.09},"rr25":{"current":0.52,"previous":1.39,"change":-0.87,"percentChange":-62.59},"bf25":{"current":2.7,"previous":2.81,"change":-0.11,"percentChange":-3.91}},{"tenor":"3M","targetExpiry":1797963480561,"availability":"available","unavailableReason":null,"atmIv":{"current":52.94,"previous":53.39,"change":-0.45,"percentChange":-0.84},"rr25":{"current":0.42,"previous":0.87,"change":-0.45,"percentChange":-51.72},"bf25":{"current":2.96,"previous":3.35,"change":-0.39,"percentChange":-11.64}},{"tenor":"6M","targetExpiry":1805825880561,"availability":"available","unavailableReason":null,"atmIv":{"current":54.12,"previous":55.17,"change":-1.05,"percentChange":-1.9},"rr25":{"current":1.12,"previous":1.26,"change":-0.14,"percentChange":-11.11},"bf25":{"current":3.14,"previous":3.36,"change":-0.22,"percentChange":-6.55}},{"tenor":"9M","targetExpiry":1813688280561,"availability":"available","unavailableReason":null,"atmIv":{"current":55.09,"previous":55.42,"change":-0.33,"percentChange":-0.6},"rr25":{"current":1.81,"previous":2.16,"change":-0.35,"percentChange":-16.2},"bf25":{"current":2.91,"previous":3.14,"change":-0.23,"percentChange":-7.32}},{"tenor":"1Y","targetExpiry":1821637080561,"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 1420 (98.6111% coverage); returns spanning missing minutes are excluded"}