{"schemaVersion":1,"asset":"ETH","reportDate":"2026-10-05","timestamps":{"currentSnapshotAt":"2026-10-05T16:29:00+00:00","previousSnapshotAt":"2026-10-04T16:29:00+00:00","generatedAt":"2026-10-05T16:31:34+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-10-05","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":1791822540176,"availability":"available","unavailableReason":null,"atmIv":{"current":41.83,"previous":42.85,"change":-1.02,"percentChange":-2.38},"rr25":{"current":-1.01,"previous":0.04,"change":-1.05,"percentChange":-2625},"bf25":{"current":2.55,"previous":3,"change":-0.45,"percentChange":-15}},{"tenor":"2W","targetExpiry":1792427340176,"availability":"available","unavailableReason":null,"atmIv":{"current":43.38,"previous":44.39,"change":-1.01,"percentChange":-2.28},"rr25":{"current":-0.81,"previous":-0.06,"change":-0.75,"percentChange":-1250},"bf25":{"current":2.45,"previous":2.9,"change":-0.45,"percentChange":-15.52}},{"tenor":"1M","targetExpiry":1793809740176,"availability":"available","unavailableReason":null,"atmIv":{"current":46.84,"previous":47.49,"change":-0.65,"percentChange":-1.37},"rr25":{"current":-0.84,"previous":-0.21,"change":-0.63,"percentChange":-300},"bf25":{"current":2.6,"previous":2.69,"change":-0.09,"percentChange":-3.35}},{"tenor":"3M","targetExpiry":1799080140176,"availability":"available","unavailableReason":null,"atmIv":{"current":50.77,"previous":51.44,"change":-0.67,"percentChange":-1.3},"rr25":{"current":-0.29,"previous":-0.26,"change":-0.03,"percentChange":-11.54},"bf25":{"current":2.97,"previous":3,"change":-0.03,"percentChange":-1}},{"tenor":"6M","targetExpiry":1806942540176,"availability":"available","unavailableReason":null,"atmIv":{"current":52.95,"previous":53.36,"change":-0.41,"percentChange":-0.77},"rr25":{"current":0.21,"previous":0.14,"change":0.07,"percentChange":50},"bf25":{"current":3.01,"previous":2.84,"change":0.17,"percentChange":5.99}},{"tenor":"9M","targetExpiry":1814804940176,"availability":"available","unavailableReason":null,"atmIv":{"current":53.99,"previous":54.33,"change":-0.34,"percentChange":-0.63},"rr25":{"current":0.66,"previous":0.86,"change":-0.2,"percentChange":-23.26},"bf25":{"current":2.68,"previous":2.64,"change":0.04,"percentChange":1.52}},{"tenor":"1Y","targetExpiry":1822753740176,"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":55,"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":"2026-10-05T16:29:00+00:00","spotWindowStart":"2026-10-04T16:29:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-0.41,"rv24hPercent":37.05,"rv7dPercent":38.83,"rv30dPercent":45.71,"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":41.83,"oneWeekIvMinus7dRvPoints":3,"oneWeekIvMinus24hRvPoints":4.78,"oneWeekIvMinus30dRvPoints":-3.88,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}