Ether options: 1w ATM IV change of -2.44 volatility points takes level to 39.26%

ETH · Surface cutoff 06 Oct 2026, 17:08:00 UTC.

{
  "source": "canonical/ETH-USD-INDEX (DERIBIT and OKX indexes)",
  "fallbackObservations": 55,
  "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": "2026-10-06T17:08:00+00:00",
  "spotWindowStart": "2026-10-05T17:08:00+00:00",
  "spotMetric": "spot-index return",
  "spotUnit": "percent",
  "spotMove24hPercent": 0.08,
  "rv24hPercent": 27.01,
  "rv7dPercent": 35.75,
  "rv30dPercent": 45.6,
  "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."
  },
  "spotUnavailableReason": null,
  "oneWeekAtmIvPercent": 39.26,
  "oneWeekIvMinus7dRvPoints": 3.51,
  "oneWeekIvMinus24hRvPoints": 12.25,
  "oneWeekIvMinus30dRvPoints": -6.34
}