{"schemaVersion":1,"asset":"ETH","reportDate":"2026-10-07","timestamps":{"currentSnapshotAt":"2026-10-07T16:30:00+00:00","previousSnapshotAt":"2026-10-06T16:30:00+00:00","generatedAt":"2026-10-07T16:31:46+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ETH","sourceReportHref":"/reports/eth/2026-10-07","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":1791995400356,"availability":"available","unavailableReason":null,"atmIv":{"current":40.13,"previous":38.75,"change":1.38,"percentChange":3.56},"rr25":{"current":-3.81,"previous":-0.38,"change":-3.43,"percentChange":-902.63},"bf25":{"current":2.43,"previous":2.54,"change":-0.11,"percentChange":-4.33}},{"tenor":"2W","targetExpiry":1792600200356,"availability":"available","unavailableReason":null,"atmIv":{"current":41.99,"previous":41.05,"change":0.94,"percentChange":2.29},"rr25":{"current":-2.53,"previous":-0.43,"change":-2.1,"percentChange":-488.37},"bf25":{"current":2.33,"previous":2.83,"change":-0.5,"percentChange":-17.67}},{"tenor":"1M","targetExpiry":1793982600356,"availability":"available","unavailableReason":null,"atmIv":{"current":45.69,"previous":45.81,"change":-0.12,"percentChange":-0.26},"rr25":{"current":-2.17,"previous":-0.81,"change":-1.36,"percentChange":-167.9},"bf25":{"current":2.69,"previous":2.53,"change":0.16,"percentChange":6.32}},{"tenor":"3M","targetExpiry":1799253000356,"availability":"available","unavailableReason":null,"atmIv":{"current":50.05,"previous":49.93,"change":0.12,"percentChange":0.24},"rr25":{"current":-0.97,"previous":-0.78,"change":-0.19,"percentChange":-24.36},"bf25":{"current":2.79,"previous":3.08,"change":-0.29,"percentChange":-9.42}},{"tenor":"6M","targetExpiry":1807115400356,"availability":"available","unavailableReason":null,"atmIv":{"current":52.14,"previous":52.34,"change":-0.2,"percentChange":-0.38},"rr25":{"current":-0.34,"previous":0.01,"change":-0.35,"percentChange":-3500},"bf25":{"current":3.02,"previous":3.03,"change":-0.01,"percentChange":-0.33}},{"tenor":"9M","targetExpiry":1814977800356,"availability":"available","unavailableReason":null,"atmIv":{"current":53.25,"previous":53.48,"change":-0.23,"percentChange":-0.43},"rr25":{"current":0.35,"previous":0.63,"change":-0.28,"percentChange":-44.44},"bf25":{"current":2.91,"previous":2.79,"change":0.12,"percentChange":4.3}},{"tenor":"1Y","targetExpiry":1822926600356,"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":"2026-10-07T16:30:00+00:00","spotWindowStart":"2026-10-06T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-4.84,"rv24hPercent":42.47,"rv7dPercent":35.49,"rv30dPercent":45.77,"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":40.13,"oneWeekIvMinus7dRvPoints":4.64,"oneWeekIvMinus24hRvPoints":-2.34,"oneWeekIvMinus30dRvPoints":-5.64,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}