{"schemaVersion":1,"asset":"XRP","reportDate":"2026-10-11","timestamps":{"currentSnapshotAt":"2026-10-11T16:30:00+00:00","previousSnapshotAt":"2026-10-10T16:30:00+00:00","generatedAt":"2026-10-11T16:34:12+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"ALTS","sourceReportHref":"/reports/altcoins/2026-10-11","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":49.89,"previous":46.45,"change":3.44,"percentChange":7.41},"rr25":{"current":5.19,"previous":2.08,"change":3.11,"percentChange":149.52},"bf25":{"current":3.49,"previous":5.14,"change":-1.65,"percentChange":-32.1}},{"tenor":"2W","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":51.21,"previous":48.77,"change":2.44,"percentChange":5},"rr25":{"current":4.92,"previous":4.19,"change":0.73,"percentChange":17.42},"bf25":{"current":4.72,"previous":5.83,"change":-1.11,"percentChange":-19.04}},{"tenor":"1M","targetExpiry":null,"availability":"available","unavailableReason":null,"atmIv":{"current":53.44,"previous":52.17,"change":1.27,"percentChange":2.43},"rr25":{"current":5.93,"previous":6.91,"change":-0.98,"percentChange":-14.18},"bf25":{"current":5.45,"previous":6.65,"change":-1.2,"percentChange":-18.05}},{"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/XRP-USDC-INDEX (DERIBIT and OKX indexes)","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-10-11T16:30:00+00:00","spotMove24hPercent":0.96,"rv24hPercent":27.77,"rv7dPercent":47.88,"rv30dPercent":68.54,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":{"24h":{"status":"complete","observedReturns":1440,"expectedReturns":1440,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"7d":{"status":"complete","observedReturns":10080,"expectedReturns":10080,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"30d":{"status":"complete","observedReturns":43200,"expectedReturns":43200,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"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":49.89,"oneWeekIvMinus7dRvPoints":2.01,"oneWeekIvMinus24hRvPoints":22.12,"oneWeekIvMinus30dRvPoints":-18.65,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}