{"schemaVersion":1,"asset":"TRX","reportDate":"2026-09-09","timestamps":{"currentSnapshotAt":"2026-09-09T16:30:00+00:00","previousSnapshotAt":"2026-09-08T16:30:00+00:00","generatedAt":"2026-09-09T16:35:07+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-09-09","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":21.75,"previous":21.98,"change":-0.23,"percentChange":-1.05},"rr25":{"current":-0.41,"previous":0.05,"change":-0.46,"percentChange":-920},"bf25":{"current":1.87,"previous":1.75,"change":0.12,"percentChange":6.86}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":21.72,"previous":21.58,"change":0.14,"percentChange":0.65},"rr25":{"current":-0.13,"previous":0.13,"change":-0.26,"percentChange":-200},"bf25":{"current":1.81,"previous":1.83,"change":-0.02,"percentChange":-1.09}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":22.12,"previous":22.15,"change":-0.03,"percentChange":-0.14},"rr25":{"current":0.26,"previous":0.21,"change":0.05,"percentChange":23.81},"bf25":{"current":1.94,"previous":1.97,"change":-0.03,"percentChange":-1.52}},{"tenor":"3M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":22.56,"previous":22.54,"change":0.02,"percentChange":0.09},"rr25":{"current":-0.23,"previous":0.11,"change":-0.34,"percentChange":-309.09},"bf25":{"current":2.05,"previous":2.03,"change":0.02,"percentChange":0.99}},{"tenor":"6M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; 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}},{"tenor":"9M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; 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}},{"tenor":"1Y","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; 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/TRX-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-09-09T16:30:00+00:00","spotMove24hPercent":0.19,"rv24hPercent":14.29,"rv7dPercent":14.03,"rv30dPercent":17.92,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":null,"coveragePolicy":null,"oneWeekAtmIvPercent":21.75,"oneWeekIvMinus7dRvPoints":7.72,"oneWeekIvMinus24hRvPoints":7.46,"oneWeekIvMinus30dRvPoints":3.83,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}