{"schemaVersion":1,"asset":"TRX","reportDate":"2026-10-27","sourceSelectionPolicy":"last-good-as-of-v1","freshness":{"status":"available","ageMinutes":0,"maximumAgeMinutes":180},"timestamps":{"currentSnapshotAt":"2026-10-27T17:31:00+00:00","previousSnapshotAt":"2026-10-26T17:31:00+00:00","generatedAt":"2026-10-27T17:38:27+00:00","referenceCutoffAt":"2026-10-27T17:31:00+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-10-27","source":"Stored Derivasys SVI surfaces","comparison":"Latest successful snapshot within three hours at or before the edition reference cutoff versus the nearest successful snapshot 24 hours earlier, within a one-hour tolerance.","rrConvention":"25-delta risk reversal","bfConvention":"25-delta butterfly","fixedTenors":"Published ALTS tenor grid","realisedVolatility":null,"sourceSnapshot":{"status":"available","unavailableReason":null,"capturedArtifact":{"version":1,"kind":"capturedSurfaceInputs","revision":"captured-surface-inputs-v1:sha256:fb3bcaa45a92352c78733ffa508a7ce4ab6d9456b5713fbf8de421df0b2c63db","sha256":"fb3bcaa45a92352c78733ffa508a7ce4ab6d9456b5713fbf8de421df0b2c63db","url":"/data/trx/2026-10-27/source-snapshot.json?sha256=fb3bcaa45a92352c78733ffa508a7ce4ab6d9456b5713fbf8de421df0b2c63db&reportSha256=b97db90f39f7d9c06a3897ff2ae0ad4132e602f9cd0a30f7a7aa05cfedb921b8","publishedReportSha256":"b97db90f39f7d9c06a3897ff2ae0ad4132e602f9cd0a30f7a7aa05cfedb921b8","scope":"fetched fit-run and surface inputs; not an original database revision or raw quotes","nativeRunIdentity":{"current":{"id":788768,"timestamp":"2026-10-27T17:31:00+00:00"},"previous":{"id":778769,"timestamp":"2026-10-26T17:31:00+00:00"},"table":"surface_fit_runs"},"verification":"SHA-256 of exact captured bytes, tagged input types, native run identity/clocks and consumed tenor nodes; no SVI refit or raw-quote validation"},"originalDatabase":{"status":"unknown","sha256":null,"revision":null}}},"tenors":[{"tenor":"1W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":-5.23,"current":16.42,"percentChange":-24.16,"previous":21.65},"rr25":{"change":0.55,"current":0.62,"percentChange":785.71,"previous":0.07},"bf25":{"change":0.51,"current":2.72,"percentChange":23.08,"previous":2.21}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":-5.15,"current":16.5,"percentChange":-23.79,"previous":21.65},"rr25":{"change":2.74,"current":2.8,"percentChange":4566.67,"previous":0.06},"bf25":{"change":0.4,"current":2.98,"percentChange":15.5,"previous":2.58}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"change":-4.18,"current":17.26,"percentChange":-19.5,"previous":21.44},"rr25":{"change":3.93,"current":4.27,"percentChange":1155.88,"previous":0.34},"bf25":{"change":0.17,"current":3.23,"percentChange":5.56,"previous":3.06}},{"tenor":"3M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"change":null,"current":null,"percentChange":null,"previous":null},"rr25":{"change":null,"current":null,"percentChange":null,"previous":null},"bf25":{"change":null,"current":null,"percentChange":null,"previous":null}},{"tenor":"6M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"change":null,"current":null,"percentChange":null,"previous":null},"rr25":{"change":null,"current":null,"percentChange":null,"previous":null},"bf25":{"change":null,"current":null,"percentChange":null,"previous":null}},{"tenor":"9M","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"change":null,"current":null,"percentChange":null,"previous":null},"rr25":{"change":null,"current":null,"percentChange":null,"previous":null},"bf25":{"change":null,"current":null,"percentChange":null,"previous":null}},{"tenor":"1Y","targetExpiry":null,"availability":"unavailable","unavailableReason":"The target tenor is not bracketed by listed expiries; extrapolated values are suppressed.","atmIv":{"change":null,"current":null,"percentChange":null,"previous":null},"rr25":{"change":null,"current":null,"percentChange":null,"previous":null},"bf25":{"change":null,"current":null,"percentChange":null,"previous":null}}],"realisedVolatility":{"source":"canonical/TRX-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-10-27T17:31:00+00:00","spotMove24hPercent":-0.82,"rv24hPercent":11.37,"rv7dPercent":10.85,"rv30dPercent":12.9,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":{"24h":{"coveragePercent":100,"expectedReturns":1440,"largestMissingRunMinutes":0,"missingIntervals":0,"missingPriceMinutes":0,"observedReturns":1440,"status":"complete","unavailableReason":null},"30d":{"coveragePercent":100,"expectedReturns":43200,"largestMissingRunMinutes":0,"missingIntervals":0,"missingPriceMinutes":0,"observedReturns":43200,"status":"complete","unavailableReason":null},"7d":{"coveragePercent":100,"expectedReturns":10080,"largestMissingRunMinutes":0,"missingIntervals":0,"missingPriceMinutes":0,"observedReturns":10080,"status":"complete","unavailableReason":null}},"coveragePolicy":{"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.","minimumCoveragePercent":99.5,"minimumCoveragePercentByWindow":{"24h":99.5,"30d":99.5,"7d":99.5},"version":"observed-minute-returns-v1"},"oneWeekAtmIvPercent":16.42,"oneWeekIvMinus7dRvPoints":5.57,"oneWeekIvMinus24hRvPoints":5.05,"oneWeekIvMinus30dRvPoints":3.52,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}