{"schemaVersion":1,"asset":"ETH","reportDate":"2026-09-30","timestamps":{"currentSnapshotAt":"2026-09-30T16:30:00+00:00","previousSnapshotAt":"2026-09-29T16:30:00+00:00","generatedAt":"2026-09-30T16:31:20+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-09-30","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":1791390601153,"availability":"available","unavailableReason":null,"atmIv":{"current":42.9,"previous":46.09,"change":-3.19,"percentChange":-6.92},"rr25":{"current":-2.3,"previous":0.33,"change":-2.63,"percentChange":-796.97},"bf25":{"current":2.52,"previous":2.99,"change":-0.47,"percentChange":-15.72}},{"tenor":"2W","targetExpiry":1791995401153,"availability":"available","unavailableReason":null,"atmIv":{"current":45.28,"previous":46.7,"change":-1.42,"percentChange":-3.04},"rr25":{"current":-1.56,"previous":0.5,"change":-2.06,"percentChange":-412},"bf25":{"current":2.52,"previous":2.9,"change":-0.38,"percentChange":-13.1}},{"tenor":"1M","targetExpiry":1793377801153,"availability":"available","unavailableReason":null,"atmIv":{"current":48.28,"previous":48.13,"change":0.15,"percentChange":0.31},"rr25":{"current":-1.07,"previous":-0.05,"change":-1.02,"percentChange":-2040},"bf25":{"current":2.53,"previous":2.49,"change":0.04,"percentChange":1.61}},{"tenor":"3M","targetExpiry":1798648201153,"availability":"available","unavailableReason":null,"atmIv":{"current":51.71,"previous":51.91,"change":-0.2,"percentChange":-0.39},"rr25":{"current":-0.69,"previous":-0.09,"change":-0.6,"percentChange":-666.67},"bf25":{"current":3.11,"previous":3.05,"change":0.06,"percentChange":1.97}},{"tenor":"6M","targetExpiry":1806510601153,"availability":"available","unavailableReason":null,"atmIv":{"current":53.47,"previous":53.62,"change":-0.15,"percentChange":-0.28},"rr25":{"current":-0.02,"previous":0.7,"change":-0.72,"percentChange":-102.86},"bf25":{"current":3.08,"previous":3.2,"change":-0.12,"percentChange":-3.75}},{"tenor":"9M","targetExpiry":1814373001153,"availability":"available","unavailableReason":null,"atmIv":{"current":54.41,"previous":54.37,"change":0.04,"percentChange":0.07},"rr25":{"current":0.76,"previous":1.19,"change":-0.43,"percentChange":-36.13},"bf25":{"current":2.86,"previous":3.07,"change":-0.21,"percentChange":-6.84}},{"tenor":"1Y","targetExpiry":1822321801153,"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":88,"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":"2026-09-30T16:30:00+00:00","spotWindowStart":"2026-09-29T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":0.29,"rv24hPercent":44.55,"rv7dPercent":41.68,"rv30dPercent":47.5,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":{"24h":{"status":"complete","observedReturns":1440,"expectedReturns":1440,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"7d":{"status":"complete","observedReturns":10080,"expectedReturns":10080,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"30d":{"status":"complete","observedReturns":43200,"expectedReturns":43200,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null}},"coveragePolicy":{"version":"observed-minute-returns-v1","minimumCoveragePercent":99.5,"minimumCoveragePercentByWindow":{"24h":99.5,"7d":99.5,"30d":99.5},"maximumMissingRunMinutes":60,"methodology":"Each RV window qualifies independently. RV annualises the mean squared observed one-minute log return; returns spanning gaps are excluded, not interpolated or zero-filled. Partial estimates assume observed minutes are representative and may miss volatility during gaps."},"spotUnavailableReason":null,"oneWeekAtmIvPercent":42.9,"oneWeekIvMinus7dRvPoints":1.22,"oneWeekIvMinus24hRvPoints":-1.65,"oneWeekIvMinus30dRvPoints":-4.6,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}