Ether options see one-week implied volatility fall

ETH · Surface cutoff 02 Oct 2026, 16:30:00 UTC. 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4504% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.

{
  "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": "2026-10-02T16:30:00+00:00",
  "spotWindowStart": "2026-10-01T16:30:00+00:00",
  "spotMetric": "spot-index return",
  "spotUnit": "percent",
  "spotMove24hPercent": 0.31,
  "rv24hPercent": null,
  "rv7dPercent": null,
  "rv30dPercent": null,
  "observations": {
    "24h": 1183,
    "7d": 9823,
    "30d": 42943
  },
  "coverage": {
    "24h": {
      "status": "unavailable",
      "observedReturns": 1183,
      "expectedReturns": 1440,
      "coveragePercent": 82.1528,
      "missingPriceMinutes": 255,
      "missingIntervals": 2,
      "largestMissingRunMinutes": 247,
      "unavailableReason": "24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 82.1528% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes."
    },
    "7d": {
      "status": "unavailable",
      "observedReturns": 9823,
      "expectedReturns": 10080,
      "coveragePercent": 97.4504,
      "missingPriceMinutes": 255,
      "missingIntervals": 2,
      "largestMissingRunMinutes": 247,
      "unavailableReason": "7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4504% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes."
    },
    "30d": {
      "status": "unavailable",
      "observedReturns": 42943,
      "expectedReturns": 43200,
      "coveragePercent": 99.4051,
      "missingPriceMinutes": 255,
      "missingIntervals": 2,
      "largestMissingRunMinutes": 247,
      "unavailableReason": "30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.4051% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes."
    }
  },
  "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."
  },
  "spotUnavailableReason": null,
  "oneWeekAtmIvPercent": 37.63,
  "oneWeekIvMinus7dRvPoints": null,
  "oneWeekIvMinus24hRvPoints": null,
  "oneWeekIvMinus30dRvPoints": null
}