{"schemaVersion":1,"asset":"ETH","reportDate":"2026-10-03","timestamps":{"currentSnapshotAt":"2026-10-03T17:58:00+00:00","previousSnapshotAt":"2026-10-02T17:58:00+00:00","generatedAt":"2026-10-03T17:59:36+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-10-03","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. 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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":39.66,"oneWeekIvMinus7dRvPoints":-1.22,"oneWeekIvMinus24hRvPoints":12.89,"oneWeekIvMinus30dRvPoints":-7.27,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}