{"schemaVersion":1,"asset":"ETH","reportDate":"2026-10-02","timestamps":{"currentSnapshotAt":"2026-10-02T16:30:00+00:00","previousSnapshotAt":"2026-10-01T16:30:00+00:00","generatedAt":"2026-10-02T16:32:45+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-10-02","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":1791563400081,"availability":"available","unavailableReason":null,"atmIv":{"current":37.63,"previous":41.91,"change":-4.28,"percentChange":-10.21},"rr25":{"current":-1.42,"previous":-2.95,"change":1.53,"percentChange":51.86},"bf25":{"current":2.52,"previous":3.05,"change":-0.53,"percentChange":-17.38}},{"tenor":"2W","targetExpiry":1792168200081,"availability":"available","unavailableReason":null,"atmIv":{"current":42.17,"previous":44.29,"change":-2.12,"percentChange":-4.79},"rr25":{"current":-0.17,"previous":-1.32,"change":1.15,"percentChange":87.12},"bf25":{"current":2.81,"previous":3.16,"change":-0.35,"percentChange":-11.08}},{"tenor":"1M","targetExpiry":1793550600081,"availability":"available","unavailableReason":null,"atmIv":{"current":46.01,"previous":47.67,"change":-1.66,"percentChange":-3.48},"rr25":{"current":-0.71,"previous":-1.46,"change":0.75,"percentChange":51.37},"bf25":{"current":2.63,"previous":2.74,"change":-0.11,"percentChange":-4.01}},{"tenor":"3M","targetExpiry":1798821000081,"availability":"available","unavailableReason":null,"atmIv":{"current":51.03,"previous":51.51,"change":-0.48,"percentChange":-0.93},"rr25":{"current":-0.33,"previous":-0.87,"change":0.54,"percentChange":62.07},"bf25":{"current":3.03,"previous":3.13,"change":-0.1,"percentChange":-3.19}},{"tenor":"6M","targetExpiry":1806683400081,"availability":"available","unavailableReason":null,"atmIv":{"current":53.02,"previous":53.35,"change":-0.33,"percentChange":-0.62},"rr25":{"current":0.42,"previous":0.02,"change":0.4,"percentChange":2000},"bf25":{"current":3.22,"previous":3.22,"change":0,"percentChange":0}},{"tenor":"9M","targetExpiry":1814545800081,"availability":"available","unavailableReason":null,"atmIv":{"current":54.01,"previous":54.32,"change":-0.31,"percentChange":-0.57},"rr25":{"current":1.05,"previous":0.86,"change":0.19,"percentChange":22.09},"bf25":{"current":3.05,"previous":3.04,"change":0.01,"percentChange":0.33}},{"tenor":"1Y","targetExpiry":1822494600081,"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":"2026-10-02T16:30:00+00:00","spotWindowStart":"2026-10-01T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":0.31,"rv24hPercent":null,"rv7dPercent":null,"rv30dPercent":null,"observations":{"24h":1183,"7d":9823,"30d":42943},"coverage":{"24h":{"status":"unavailable","observedReturns":1183,"expectedReturns":1440,"coveragePercent":82.1528,"missingPriceMinutes":255,"missingIntervals":2,"largestMissingRunMinutes":247,"unavailableReason":"24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 82.1528% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes."},"7d":{"status":"unavailable","observedReturns":9823,"expectedReturns":10080,"coveragePercent":97.4504,"missingPriceMinutes":255,"missingIntervals":2,"largestMissingRunMinutes":247,"unavailableReason":"7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4504% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes."},"30d":{"status":"unavailable","observedReturns":42943,"expectedReturns":43200,"coveragePercent":99.4051,"missingPriceMinutes":255,"missingIntervals":2,"largestMissingRunMinutes":247,"unavailableReason":"30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.4051% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes."}},"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":37.63,"oneWeekIvMinus7dRvPoints":null,"oneWeekIvMinus24hRvPoints":null,"oneWeekIvMinus30dRvPoints":null,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}