Ether options see two-week butterfly premium rise

ETH · Surface cutoff 01 Oct 2026, 16:30:00 UTC.

{
  "source": "canonical/ETH-USD-INDEX (DERIBIT and OKX indexes)",
  "fallbackObservations": 88,
  "fallbackPolicy": "Missing canonical minutes use the stored Deribit index first, then the stored OKX index; canonical bars always take precedence.",
  "samplingInterval": "1 minute",
  "annualizationBasis": "365 days",
  "windowEnd": "2026-10-01T16:30:00+00:00",
  "spotWindowStart": "2026-09-30T16:30:00+00:00",
  "spotMetric": "spot-index return",
  "spotUnit": "percent",
  "spotMove24hPercent": 0.03,
  "rv24hPercent": 39.59,
  "rv7dPercent": 40.46,
  "rv30dPercent": 47.54,
  "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",
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      "expectedReturns": 10080,
      "coveragePercent": 100,
      "missingPriceMinutes": 0,
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      "unavailableReason": null
    },
    "30d": {
      "status": "complete",
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      "expectedReturns": 43200,
      "coveragePercent": 100,
      "missingPriceMinutes": 0,
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      "unavailableReason": null
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      "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."
  },
  "spotUnavailableReason": null,
  "oneWeekAtmIvPercent": 41.91,
  "oneWeekIvMinus7dRvPoints": 1.45,
  "oneWeekIvMinus24hRvPoints": 2.32,
  "oneWeekIvMinus30dRvPoints": -5.63
}