{"schemaVersion":1,"asset":"XRP","reportDate":"2026-09-05","timestamps":{"currentSnapshotAt":"2026-09-05T18:43:00+00:00","previousSnapshotAt":"2026-09-04T18:43:00+00:00","generatedAt":"2026-09-05T19:47:40+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-09-05","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":54.5,"previous":55.06,"change":-0.56,"percentChange":-1.02},"rr25":{"current":2.91,"previous":1.2,"change":1.71,"percentChange":142.5},"bf25":{"current":2.71,"previous":2.54,"change":0.17,"percentChange":6.69}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":56.08,"previous":57.13,"change":-1.05,"percentChange":-1.84},"rr25":{"current":3.71,"previous":1.97,"change":1.74,"percentChange":88.32},"bf25":{"current":2.93,"previous":2.61,"change":0.32,"percentChange":12.26}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":55.65,"previous":56.04,"change":-0.39,"percentChange":-0.7},"rr25":{"current":2.6,"previous":2.24,"change":0.36,"percentChange":16.07},"bf25":{"current":3.34,"previous":3.18,"change":0.16,"percentChange":5.03}},{"tenor":"3M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":55.36,"previous":55.51,"change":-0.15,"percentChange":-0.27},"rr25":{"current":2.74,"previous":2.55,"change":0.19,"percentChange":7.45},"bf25":{"current":3.14,"previous":3.37,"change":-0.23,"percentChange":-6.82}},{"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":null,"realisedVolatilityUnavailableReason":"Canonical XRP index coverage for 24h is incomplete: expected 1440 returns, found 1405"}