{"schemaVersion":1,"asset":"TRX","reportDate":"2026-09-03","timestamps":{"currentSnapshotAt":"2026-09-03T16:38:00+00:00","previousSnapshotAt":"2026-09-02T16:38:00+00:00","generatedAt":"2026-09-03T16:59:38+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-09-03","source":"Stored Derivasys SVI surfaces","comparison":"Latest successful snapshot at or before the common cutoff versus the nearest successful snapshot 24 hours earlier, within a three-hour tolerance.","rrConvention":"25-delta risk reversal","bfConvention":"25-delta butterfly","fixedTenors":"Published ALTS tenor grid","realisedVolatility":null},"tenors":[{"tenor":"1W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":22.88,"previous":19.22,"change":3.66,"percentChange":19.04},"rr25":{"current":0.64,"previous":3.02,"change":-2.38,"percentChange":-78.81},"bf25":{"current":1.5,"previous":2.66,"change":-1.16,"percentChange":-43.61}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":21.26,"previous":19.04,"change":2.22,"percentChange":11.66},"rr25":{"current":-0.05,"previous":1.89,"change":-1.94,"percentChange":-102.65},"bf25":{"current":1.77,"previous":3.05,"change":-1.28,"percentChange":-41.97}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":21.64,"previous":19.09,"change":2.55,"percentChange":13.36},"rr25":{"current":0.15,"previous":0.18,"change":-0.03,"percentChange":-16.67},"bf25":{"current":1.95,"previous":3.36,"change":-1.41,"percentChange":-41.96}},{"tenor":"3M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":21.42,"previous":18.71,"change":2.71,"percentChange":14.48},"rr25":{"current":0.16,"previous":-2.54,"change":2.7,"percentChange":106.3},"bf25":{"current":2.22,"previous":3.46,"change":-1.24,"percentChange":-35.84}},{"tenor":"6M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":21.28,"previous":18.61,"change":2.67,"percentChange":14.35},"rr25":{"current":0.22,"previous":-3.22,"change":3.44,"percentChange":106.83},"bf25":{"current":2.34,"previous":3.48,"change":-1.14,"percentChange":-32.76}},{"tenor":"9M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":21.24,"previous":18.58,"change":2.66,"percentChange":14.32},"rr25":{"current":0.24,"previous":-3.45,"change":3.69,"percentChange":106.96},"bf25":{"current":2.36,"previous":3.47,"change":-1.11,"percentChange":-31.99}},{"tenor":"1Y","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":21.21,"previous":18.57,"change":2.64,"percentChange":14.22},"rr25":{"current":0.25,"previous":-3.57,"change":3.82,"percentChange":107},"bf25":{"current":2.39,"previous":3.45,"change":-1.06,"percentChange":-30.72}}],"realisedVolatility":{"source":"canonical/TRX-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-09-03T16:38:00+00:00","spotMove24hPercent":2.51,"rv24hPercent":14.75,"rv7dPercent":16.78,"rv30dPercent":17.72,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":null,"coveragePolicy":null,"oneWeekAtmIvPercent":22.88,"oneWeekIvMinus7dRvPoints":6.1,"oneWeekIvMinus24hRvPoints":8.13,"oneWeekIvMinus30dRvPoints":5.16,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}