{"schemaVersion":1,"asset":"TRX","reportDate":"2026-10-01","timestamps":{"currentSnapshotAt":"2026-10-01T16:30:00+00:00","previousSnapshotAt":"2026-09-30T16:30:00+00:00","generatedAt":"2026-10-01T16:33:15+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-10-01","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":17.86,"previous":17.69,"change":0.17,"percentChange":0.96},"rr25":{"current":4.09,"previous":0.44,"change":3.65,"percentChange":829.55},"bf25":{"current":2.61,"previous":1.98,"change":0.63,"percentChange":31.82}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":17.47,"previous":19.06,"change":-1.59,"percentChange":-8.34},"rr25":{"current":2.86,"previous":0.71,"change":2.15,"percentChange":302.82},"bf25":{"current":2.84,"previous":2.25,"change":0.59,"percentChange":26.22}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":17.84,"previous":20.24,"change":-2.4,"percentChange":-11.86},"rr25":{"current":3.27,"previous":0.87,"change":2.4,"percentChange":275.86},"bf25":{"current":3.67,"previous":2.47,"change":1.2,"percentChange":48.58}},{"tenor":"3M","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":"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":"2026-10-01T16:30:00+00:00","spotMove24hPercent":-0.99,"rv24hPercent":18.81,"rv7dPercent":14.68,"rv30dPercent":15.2,"observations":{"24h":1440,"7d":10063,"30d":43145},"coverage":{"24h":{"status":"complete","observedReturns":1440,"expectedReturns":1440,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"7d":{"status":"partial","observedReturns":10063,"expectedReturns":10080,"coveragePercent":99.8313,"missingPriceMinutes":16,"missingIntervals":1,"largestMissingRunMinutes":16,"unavailableReason":null},"30d":{"status":"partial","observedReturns":43145,"expectedReturns":43200,"coveragePercent":99.8727,"missingPriceMinutes":53,"missingIntervals":2,"largestMissingRunMinutes":37,"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."},"oneWeekAtmIvPercent":17.86,"oneWeekIvMinus7dRvPoints":3.18,"oneWeekIvMinus24hRvPoints":-0.95,"oneWeekIvMinus30dRvPoints":2.66,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}