{"schemaVersion":1,"asset":"ETH","reportDate":"2026-09-24","timestamps":{"currentSnapshotAt":"2026-09-24T16:30:00+00:00","previousSnapshotAt":"2026-09-23T16:30:00+00:00","generatedAt":"2026-09-24T16:31:10+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-09-24","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":1790872200786,"availability":"available","unavailableReason":null,"atmIv":{"current":44.3,"previous":46.54,"change":-2.24,"percentChange":-4.81},"rr25":{"current":-1.8,"previous":-0.96,"change":-0.84,"percentChange":-87.5},"bf25":{"current":2.72,"previous":3.06,"change":-0.34,"percentChange":-11.11}},{"tenor":"2W","targetExpiry":1791477000786,"availability":"available","unavailableReason":null,"atmIv":{"current":46.41,"previous":48.43,"change":-2.02,"percentChange":-4.17},"rr25":{"current":-0.88,"previous":-0.37,"change":-0.51,"percentChange":-137.84},"bf25":{"current":2.7,"previous":3.15,"change":-0.45,"percentChange":-14.29}},{"tenor":"1M","targetExpiry":1792859400786,"availability":"available","unavailableReason":null,"atmIv":{"current":48.78,"previous":50.19,"change":-1.41,"percentChange":-2.81},"rr25":{"current":-0.09,"previous":-0.17,"change":0.08,"percentChange":47.06},"bf25":{"current":2.75,"previous":2.75,"change":0,"percentChange":0}},{"tenor":"3M","targetExpiry":1798129800786,"availability":"available","unavailableReason":null,"atmIv":{"current":52.43,"previous":53.06,"change":-0.63,"percentChange":-1.19},"rr25":{"current":0.16,"previous":0.39,"change":-0.23,"percentChange":-58.97},"bf25":{"current":3.06,"previous":3.25,"change":-0.19,"percentChange":-5.85}},{"tenor":"6M","targetExpiry":1805992200786,"availability":"available","unavailableReason":null,"atmIv":{"current":54.22,"previous":54.65,"change":-0.43,"percentChange":-0.79},"rr25":{"current":0.98,"previous":1.02,"change":-0.04,"percentChange":-3.92},"bf25":{"current":3.14,"previous":3.52,"change":-0.38,"percentChange":-10.8}},{"tenor":"9M","targetExpiry":1813854600786,"availability":"available","unavailableReason":null,"atmIv":{"current":55,"previous":55.32,"change":-0.32,"percentChange":-0.58},"rr25":{"current":1.71,"previous":1.58,"change":0.13,"percentChange":8.23},"bf25":{"current":2.89,"previous":3.16,"change":-0.27,"percentChange":-8.54}},{"tenor":"1Y","targetExpiry":1821803400786,"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 7d is incomplete: expected 10080 one-minute returns, found 9824 (97.4603% coverage); returns spanning missing minutes are excluded"}