{ "schemaVersion": 3, "reportDate": "2026-10-08", "generatedAt": "2026-10-08T16:34:10+00:00", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "sourceSnapshots": { "current": { "id": 598779, "timestamp": "2026-10-08T16:32:00+00:00" }, "previous": { "id": 589530, "timestamp": "2026-10-07T16:32:00+00:00" } }, "windowHours": 24.0, "currency": "BTC", "methodology": { "source": "Derivasys proprietary historical SVI surface and canonical BTC index databases", "comparison": "Nearest successful surface snapshots approximately 24 hours apart", "rrConvention": "25-delta call IV minus 25-delta put IV", "bfConvention": "Average 25-delta wing IV minus ATM forward IV", "greeks": "Black forward Greeks for a normalized one-BTC ATM-forward call, zero rate, fitted SVI IV", "commentary": "Metrics and takeaways are deterministic. Daily headlines and introductions may be model-assisted, constrained to the same stored facts; weekly prose is deterministic.", "fixedTenors": "Fixed-tenor measures are published only when listed expiries bracket the target at both comparison snapshots. Targets outside either observable range are suppressed, not extrapolated; headline rankings use only supported tenors.", "smileReconstruction": "Listed-expiry smiles are reconstructed from stored SVI total-variance parameters on a fixed log-moneyness grid.", "ultraShortExpiry": "Expiries with fewer than 2 full days remaining stay in detailed tables but are excluded from headline rankings. Settlement proximity, time decay, changing liquidity and fewer quotes can exaggerate their changes.", "causalClaims": "The report describes observed surface and realised-volatility changes only and does not infer unsupported market drivers, flows or forecasts.", "realisedVolatility": "Annualised root-mean-square of one-minute canonical BTC-USD index log returns using a 365-day basis; all windows end at the current snapshot." }, "realisedVolatility": { "source": "canonical/BTC-USD-INDEX (DERIBIT and OKX indexes)", "fallbackObservations": 57, "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": "2026-10-08T16:32:00+00:00", "spotWindowStart": "2026-10-07T16:32:00+00:00", "spotMetric": "spot-index return", "spotUnit": "percent", "spotMove24hPercent": -2.83, "rv24hPercent": null, "rv7dPercent": null, "rv30dPercent": null, "observations": { "24h": 1336, "7d": 9976, "30d": 43096 }, "coverage": { "24h": { "status": "unavailable", "observedReturns": 1336, "expectedReturns": 1440, "coveragePercent": 92.7778, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "24h RV requires at least 98% valid one-minute returns and no price gap over 60 minutes; coverage is 92.7778% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." }, "7d": { "status": "unavailable", "observedReturns": 9976, "expectedReturns": 10080, "coveragePercent": 98.9683, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "7d RV requires at least 97% valid one-minute returns and no price gap over 60 minutes; coverage is 98.9683% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." }, "30d": { "status": "unavailable", "observedReturns": 43096, "expectedReturns": 43200, "coveragePercent": 99.7593, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.7593% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." } }, "coveragePolicy": { "version": "observed-minute-returns-v1", "minimumCoveragePercent": null, "minimumCoveragePercentByWindow": { "24h": 98.0, "7d": 97.0, "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, "rvStatus": "unavailable", "rvUnavailableReason": "minute-return-coverage-ineligible", "spotReturns": { "schemaVersion": 1, "asset": "BTC", "cutoffAt": "2026-10-08T16:32:00+00:00", "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "points": [ { "timestamp": "2026-08-09T16:32:00+00:00", "price": 65169.3, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-10T16:32:00+00:00", "price": 64052.8, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-11T16:32:00+00:00", "price": 63499.5, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-12T16:32:00+00:00", "price": 63494.6, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-13T16:32:00+00:00", "price": 63345.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-14T16:32:00+00:00", "price": 63079.2, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-15T16:32:00+00:00", "price": 63046.4, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-16T16:32:00+00:00", "price": 63278.6, "venue": 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"fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-10-01T16:32:00+00:00", "price": 84387.14, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-10-02T16:32:00+00:00", "price": 85154.64, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-10-03T16:32:00+00:00", "price": 84823.98, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-10-04T16:32:00+00:00", "price": 85269.35, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-10-05T16:32:00+00:00", "price": 85188.99, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-10-06T16:32:00+00:00", "price": 85655.09, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-10-07T16:32:00+00:00", "price": 83574.14, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-10-08T16:32:00+00:00", "price": 81208.55, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null } ], "historyUnavailableReason": null, "basis": "100 * (exact end index price / exact start index price - 1); no interpolation or proxy", "windows": { "24h": { "status": "available", "startAt": "2026-10-07T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "timestamp": "2026-10-07T16:32:00+00:00", "price": 83574.14, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 81208.55, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, "valuePercent": -2.83, "unavailableReason": null, "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 24h exact index endpoint returns observed from stored prices in this run; same UTC clock; historical windows end at or before current period start; 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] }, "commentary": { "source": "codex", "model": "gpt-6.1-sol", "headline": "Bitcoin options: 1w RR25 falls 3.14 points toward puts", "executiveSummary": "Bitcoin 1W ATM IV rose 4.93 volatility points to 36.73%, while 1W BF25 increased 0.48 volatility points to 2.06 points, indicating greater wing volatility relative to ATM. Across 1W, 2W and 1M, ATM IV increased by an average 3.35 volatility points to 36.51%. The Bitcoin spot index returned -2.83% over 24 hours. Minute-return realised volatility failed coverage requirements, leaving the report's implied-versus-realised comparisons unavailable.", "evidenceIds": [ "rr25", "front-atm", "largest-standard-tenor", "spot-index-24h" ], "newsSummary": "[Cointelegraph](https://cointelegraph.com/markets/bitcoin-etfs-outflow-largest-june-october) reported daily US Bitcoin ETF outflows. Separately, [CoinDesk](https://www.coindesk.com/business/2026/10/08/u-s-government-moves-usd1-billion-in-bitcoin-from-bitfinex-hack-wallet-no-sale-indicated) reported a government Bitcoin transfer tied to the Bitfinex hack, with no sign of sale. Another [CoinDesk report](https://www.coindesk.com/markets/2026/10/08/bitcoin-loans-are-paying-for-tuition-and-working-capital-not-just-trades-lenders-say) attributed tuition and working-capital uses of Bitcoin-backed loans to lenders. Each remains a provisional single-source account at the cutoff; none establishes an explanation for the measured options adjustment.", "marketContextSummary": "", "marketContext": [], "newsEvidenceIds": [ "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "da945e59-157c-49e9-bab0-2ad106ecfea7", "631142cb-a2e8-460c-be5f-60f847dbd25e" ], "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV increased, averaging +3.35 volatility points to 36.51% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.70 volatility points to 38.12% across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -1.70 volatility points to -2.36% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 increased, averaging +0.22 volatility points to 2.21% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +4.93 volatility points at 1W, to 36.73%.", "tenor": "1W", "value": 4.93 }, { "id": "spot-index-24h", "label": "24h spot-index return", "text": "BTC spot-index return was -2.83% over 24 hours.", "source": "realisedVolatility.spotReturns.windows.24h" }, { "id": "spot-index-7d", "label": "7d spot-index return", "text": "BTC spot-index return was -3.77% over seven days.", "source": "realisedVolatility.spotReturns.windows.7d" } ] }, "newsEvidence": { "schemaVersion": 1, "source": "local-news-mcp", "collection": { "schemaVersion": 1, "basis": "monitored-source-search", "status": "complete", "requiredScopes": [ "BTC", "GLOBAL", "MACRO" ], "completedScopes": [ "BTC", "GLOBAL", "MACRO" ], "missingScopes": [], "queries": [ { "arguments": { "assets": [ "BTC" ], "content_kinds": [ "catalyst", "reporting" ], "end": "2026-10-08T16:32:00+00:00", "limit": 50, "min_confidence": 0, "min_importance": 0, "start": "2026-10-07T16:32:00+00:00", "statuses": 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"238eb5a3-118b-4afa-a239-68560ee59d10", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "9267edb8-852c-4e31-9981-dc2da145b4f1", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "5b246577-3714-4fe0-b0c1-6c2aa4c03598", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7bbd4dd6-b69c-47c7-97e0-b13d4096395f", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "fe61ae3d-56d5-4453-ae18-ee7861b43d47", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "f363a348-7216-4ec0-b577-b4fc2ad1d970", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "b2eb218d-05a3-4b0d-be62-e6048f9e59b8", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "f88b89f8-8576-4b0d-8809-33eda84236ec", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "fa8d6299-5314-48ae-88c2-0a9cdb2ad1d3", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "fcaab358-af0b-40ec-8c16-d8c15c74ad37", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "199b95ac-142b-4649-b6f5-d85e4527705b", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "de34ebbf-39ef-4c0b-b30a-85643982c525", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "b515ff3c-d8c8-4f0a-a82e-ae73961a939f", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "ed522985-40b8-4d97-a081-c3c0a9c6f0ea", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "750f6813-08dc-48eb-be44-0c8b5ad711a6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6dfd9208-7d97-4977-90b6-8b78df35444b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "cc98b3a0-18ec-47e3-b68c-e973ab1436d5", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "377c670b-d530-4f09-a9c4-797d410eaa9b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "67370518-e150-4435-aec4-63539e8f5147", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7619be75-4fb0-4814-9d03-00ce73441fc2", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" } ], "planRationale": "Bitcoin 1W RR25 shifted 3.14 volatility points toward puts since the prior daily cutoff, reaching -3.64 points. The call-minus-put volatility gap became more negative as short-dated ATM implied volatility also increased. Bitcoin ETF outflows and government wallet movements provide reporting context, without an established causal link to the skew change.", "eventsSelected": 3 }, "items": [ { "id": "da945e59-157c-49e9-bab0-2ad106ecfea7", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "U.S. government moves $1 billion in bitcoin tied to Bitfinex hack, with no sign of sale", "url": "https://www.coindesk.com/business/2026/10/08/u-s-government-moves-usd1-billion-in-bitcoin-from-bitfinex-hack-wallet-no-sale-indicated", "publishedAt": "2026-10-08T15:43:04+00:00", "summary": "Canonical MCP category: security. CoinDesk reports a government wallet transfer; no sale is established.", "matchedTerms": [ "BTC" ], "topics": [ "broader_crypto", "security_incident" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 35, "quality": { "eligible": true, "score": 34.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.076, "effectiveCatalystScore": 0.076, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "da945e59-157c-49e9-bab0-2ad106ecfea7", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, { "id": "631142cb-a2e8-460c-be5f-60f847dbd25e", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Bitcoin loans are paying for tuition and working capital, not just trades, lenders say", "url": "https://www.coindesk.com/markets/2026/10/08/bitcoin-loans-are-paying-for-tuition-and-working-capital-not-just-trades-lenders-say", "publishedAt": "2026-10-08T05:40:41+00:00", "summary": "Canonical MCP category: market. CoinDesk reports lenders' claims about Bitcoin-backed borrowing; attribute those claims and retain provisional single-source status.", "matchedTerms": [ "BTC" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 35, "quality": { "eligible": true, "score": 34.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.076, "effectiveCatalystScore": 0.076, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as broader crypto context; no validated surface signal was available." ], "selectionReason": "Retained as broader crypto context; no validated surface signal was available.", "canonicalEventId": "631142cb-a2e8-460c-be5f-60f847dbd25e", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "event_cluster_id": "market-event-676ccd0283b5" }, { "id": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "sourceId": "cointelegraph", "publisher": "Cointelegraph", "title": "US Bitcoin ETFs shed $485M in biggest daily outflow since June", "url": "https://cointelegraph.com/markets/bitcoin-etfs-outflow-largest-june-october", "publishedAt": "2026-10-08T07:30:42+00:00", "summary": "Canonical MCP category: institutional. Select Cointelegraph's cutoff-valid Bitcoin ETF-flow reporting. The Decrypt source is after the cutoff and cannot support selection or cutoff-valid corroboration.", "matchedTerms": [ "BTC" ], "topics": [ "spot_etf", "etf_flow" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 46, "quality": { "eligible": true, "score": 45.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.612, "novelty": 0.2981, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1347, "effectiveCatalystScore": 0.1347, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "status": "selected", "eventCategory": "spot_etf", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-e6c1ce59855e" } ], "events": [ { "event_cluster_id": "crypto-regulation-2026-10", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "da945e59-157c-49e9-bab0-2ad106ecfea7", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "U.S. government moves $1 billion in bitcoin tied to Bitfinex hack, with no sign of sale", "url": "https://www.coindesk.com/business/2026/10/08/u-s-government-moves-usd1-billion-in-bitcoin-from-bitfinex-hack-wallet-no-sale-indicated", "publishedAt": "2026-10-08T15:43:04+00:00", "summary": "Canonical MCP category: security. CoinDesk reports a government wallet transfer; no sale is established.", "matchedTerms": [ "BTC" ], "topics": [ "broader_crypto", "security_incident" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 35, "quality": { "eligible": true, "score": 34.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.076, "effectiveCatalystScore": 0.076, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "da945e59-157c-49e9-bab0-2ad106ecfea7", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-676ccd0283b5", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "primary_article": { "id": "631142cb-a2e8-460c-be5f-60f847dbd25e", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Bitcoin loans are paying for tuition and working capital, not just trades, lenders say", "url": "https://www.coindesk.com/markets/2026/10/08/bitcoin-loans-are-paying-for-tuition-and-working-capital-not-just-trades-lenders-say", "publishedAt": "2026-10-08T05:40:41+00:00", "summary": "Canonical MCP category: market. CoinDesk reports lenders' claims about Bitcoin-backed borrowing; attribute those claims and retain provisional single-source status.", "matchedTerms": [ "BTC" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 35, "quality": { "eligible": true, "score": 34.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.076, "effectiveCatalystScore": 0.076, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as broader crypto context; no validated surface signal was available." ], "selectionReason": "Retained as broader crypto context; no validated surface signal was available.", "canonicalEventId": "631142cb-a2e8-460c-be5f-60f847dbd25e", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "event_cluster_id": "market-event-676ccd0283b5" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-e6c1ce59855e", "status": "selected", "eventCategory": "spot_etf", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "sourceId": "cointelegraph", "publisher": "Cointelegraph", "title": "US Bitcoin ETFs shed $485M in biggest daily outflow since June", "url": "https://cointelegraph.com/markets/bitcoin-etfs-outflow-largest-june-october", "publishedAt": "2026-10-08T07:30:42+00:00", "summary": "Canonical MCP category: institutional. Select Cointelegraph's cutoff-valid Bitcoin ETF-flow reporting. The Decrypt source is after the cutoff and cannot support selection or cutoff-valid corroboration.", "matchedTerms": [ "BTC" ], "topics": [ "spot_etf", "etf_flow" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 46, "quality": { "eligible": true, "score": 45.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.612, "novelty": 0.2981, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1347, "effectiveCatalystScore": 0.1347, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "status": "selected", "eventCategory": "spot_etf", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-e6c1ce59855e" }, "additional_coverage": [] } ] }, "newsContext": { "outcome": "Relevant context found; no confirmed catalyst", "highest_causal_confidence": "low", "section_heading": "Relevant market events", "events": [ { "event_cluster_id": "crypto-regulation-2026-10", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "da945e59-157c-49e9-bab0-2ad106ecfea7", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "U.S. government moves $1 billion in bitcoin tied to Bitfinex hack, with no sign of sale", "url": "https://www.coindesk.com/business/2026/10/08/u-s-government-moves-usd1-billion-in-bitcoin-from-bitfinex-hack-wallet-no-sale-indicated", "publishedAt": "2026-10-08T15:43:04+00:00", "summary": "Canonical MCP category: security. CoinDesk reports a government wallet transfer; no sale is established.", "matchedTerms": [ "BTC" ], "topics": [ "broader_crypto", "security_incident" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 35, "quality": { "eligible": true, "score": 34.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.076, "effectiveCatalystScore": 0.076, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "da945e59-157c-49e9-bab0-2ad106ecfea7", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-676ccd0283b5", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "primary_article": { "id": "631142cb-a2e8-460c-be5f-60f847dbd25e", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Bitcoin loans are paying for tuition and working capital, not just trades, lenders say", "url": "https://www.coindesk.com/markets/2026/10/08/bitcoin-loans-are-paying-for-tuition-and-working-capital-not-just-trades-lenders-say", "publishedAt": "2026-10-08T05:40:41+00:00", "summary": "Canonical MCP category: market. CoinDesk reports lenders' claims about Bitcoin-backed borrowing; attribute those claims and retain provisional single-source status.", "matchedTerms": [ "BTC" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 35, "quality": { "eligible": true, "score": 34.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.076, "effectiveCatalystScore": 0.076, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as broader crypto context; no validated surface signal was available." ], "selectionReason": "Retained as broader crypto context; no validated surface signal was available.", "canonicalEventId": "631142cb-a2e8-460c-be5f-60f847dbd25e", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "event_cluster_id": "market-event-676ccd0283b5" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-e6c1ce59855e", "status": "selected", "eventCategory": "spot_etf", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "sourceId": "cointelegraph", "publisher": "Cointelegraph", "title": "US Bitcoin ETFs shed $485M in biggest daily outflow since June", "url": "https://cointelegraph.com/markets/bitcoin-etfs-outflow-largest-june-october", "publishedAt": "2026-10-08T07:30:42+00:00", "summary": "Canonical MCP category: institutional. Select Cointelegraph's cutoff-valid Bitcoin ETF-flow reporting. The Decrypt source is after the cutoff and cannot support selection or cutoff-valid corroboration.", "matchedTerms": [ "BTC" ], "topics": [ "spot_etf", "etf_flow" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 46, "quality": { "eligible": true, "score": 45.8, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.612, "novelty": 0.2981, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1347, "effectiveCatalystScore": 0.1347, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "status": "selected", "eventCategory": "spot_etf", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -2447.88 USD (-2.93%) to 81155.83 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-e6c1ce59855e" }, "additional_coverage": [] } ], "coverage_status": "healthy", "coverage_basis": "monitored-source-search" }, "marketRead": { "text": "1W ATM IV rose 4.93 volatility points to 36.73%, a large move at the 93rd percentile among 30 comparable historical observations. Front-end ATM IV averaged 36.51%, +3.35 points from the prior snapshot, while the long end averaged 38.12%, +0.70 points. 1W RR25 moved 3.14 volatility points toward puts to -3.64%, leaving puts richer than calls. 1W BF25 rose 0.48 volatility points to 2.06%. 24-hour spot-index: -2.83%; nearest eligible forward 11OCT26: -2.93% to $81,155.83. Relevant context found; no confirmed catalyst; the strongest assessed relationship has low causal confidence.", "wordCount": 87, "source": "deterministic structured report facts", "evidenceFields": [ "summaryMetrics.largestAtmMove", "realisedVolatility.spotMove24hPercent", "summaryMetrics.frontEndAverageAtm", "summaryMetrics.longEndAverageAtm", "summaryMetrics.largestRr25Move", "summaryMetrics.largestBf25Move", "summaryMetrics.nearestEligibleForwardMove", "newsContext.outcome", "newsContext.highest_causal_confidence" ] }, "facts": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV increased, averaging +3.35 volatility points to 36.51% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.70 volatility points to 38.12% across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -1.70 volatility points to -2.36% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 increased, averaging +0.22 volatility points to 2.21% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +4.93 volatility points at 1W, to 36.73%.", "tenor": "1W", "value": 4.93 }, { "id": "spot-index-24h", "label": "24h spot-index return", "text": "BTC spot-index return was -2.83% over 24 hours.", "source": "realisedVolatility.spotReturns.windows.24h" }, { "id": "spot-index-7d", "label": "7d spot-index return", "text": "BTC spot-index return was -3.77% over seven days.", "source": "realisedVolatility.spotReturns.windows.7d" } ], "summaryMetrics": { "basis": "Fixed-tenor endpoint comparison", "unit": "volatility points", "atmIvChange": 2.35, "rr25Change": -1.7, "bf25Change": 0.22, "largestAtmMove": { "tenor": "1W", "current": 36.73, "previous": 31.8, "change": 4.93, "historicalSignificance": { "absoluteMove": 4.93, "movePercentile30d": 93.3, "movePercentileFullHistory": 92.2, "currentLevelPercentileFullHistory": 69.6, "classificationPercentile": 93.3, "label": "large", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 } }, "frontEndAverageAtm": { "current": 36.51, "previous": 33.16, "change": 3.35 }, "longEndAverageAtm": { "current": 38.12, "previous": 37.42, "change": 0.7 }, "oneYearMinusOneWeekAtmSlope": { "current": null, "previous": null, "change": null }, "largestRr25Move": { "tenor": "1W", "current": -3.64, "previous": -0.5, "change": -3.14, "historicalSignificance": { "absoluteMove": 3.14, "movePercentile30d": 100.0, "movePercentileFullHistory": 94.0, "currentLevelPercentileFullHistory": 34.5, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "direction": "toward puts", "currentSign": "put-rich" }, "largestBf25Move": { "tenor": "1W", "current": 2.06, "previous": 1.58, "change": 0.48, "historicalSignificance": { "absoluteMove": 0.48, "movePercentile30d": 86.7, "movePercentileFullHistory": 85.0, "currentLevelPercentileFullHistory": 68.5, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 } }, "nearestEligibleForwardMove": { "label": "11OCT26", "daysToExpiry": 2.645, "current": 81155.83, "previous": 83603.71, "change": -2447.88, "percentChange": -2.93 } }, "tenors": [ { "tenor": "1W", "targetExpiry": 1792081920270, "availability": "available", "unavailableReason": null, "atmIv": { "current": 36.73, "previous": 31.8, "change": 4.93, "percentChange": 15.5 }, "rr25": { "current": -3.64, "previous": -0.5, "change": -3.14, "percentChange": -628.0 }, "bf25": { "current": 2.06, "previous": 1.58, "change": 0.48, "percentChange": 30.38 }, "historicalSignificance": { "atmIv": { "absoluteMove": 4.93, "movePercentile30d": 93.3, "movePercentileFullHistory": 92.2, "currentLevelPercentileFullHistory": 69.6, "classificationPercentile": 93.3, "label": "large", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "rr25": { "absoluteMove": 3.14, "movePercentile30d": 100.0, "movePercentileFullHistory": 94.0, "currentLevelPercentileFullHistory": 34.5, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "bf25": { "absoluteMove": 0.48, "movePercentile30d": 86.7, "movePercentileFullHistory": 85.0, "currentLevelPercentileFullHistory": 68.5, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 } } }, { "tenor": "2W", "targetExpiry": 1792686720270, "availability": "available", "unavailableReason": null, "atmIv": { "current": 36.02, "previous": 32.69, "change": 3.33, "percentChange": 10.19 }, "rr25": { "current": -3.81, "previous": -0.77, "change": -3.04, "percentChange": -394.81 }, "bf25": { "current": 1.99, "previous": 1.83, "change": 0.16, "percentChange": 8.74 }, "historicalSignificance": { "atmIv": { "absoluteMove": 3.33, "movePercentile30d": 93.3, "movePercentileFullHistory": 91.0, "currentLevelPercentileFullHistory": 58.3, "classificationPercentile": 93.3, "label": "large", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "rr25": { "absoluteMove": 3.04, "movePercentile30d": 100.0, "movePercentileFullHistory": 96.4, "currentLevelPercentileFullHistory": 46.4, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "bf25": { "absoluteMove": 0.16, "movePercentile30d": 53.3, "movePercentileFullHistory": 53.3, "currentLevelPercentileFullHistory": 57.1, "classificationPercentile": 53.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 } } }, { "tenor": "1M", "targetExpiry": 1794069120270, "availability": "available", "unavailableReason": null, "atmIv": { "current": 36.79, "previous": 34.99, "change": 1.8, "percentChange": 5.14 }, "rr25": { "current": -2.7, "previous": -0.69, "change": -2.01, "percentChange": -291.3 }, "bf25": { "current": 2.2, "previous": 2.03, "change": 0.17, "percentChange": 8.37 }, "historicalSignificance": { "atmIv": { "absoluteMove": 1.8, "movePercentile30d": 86.7, "movePercentileFullHistory": 84.4, "currentLevelPercentileFullHistory": 57.7, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "rr25": { "absoluteMove": 2.01, "movePercentile30d": 100.0, "movePercentileFullHistory": 96.4, "currentLevelPercentileFullHistory": 69.6, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "bf25": { "absoluteMove": 0.17, "movePercentile30d": 73.3, "movePercentileFullHistory": 74.9, "currentLevelPercentileFullHistory": 55.4, "classificationPercentile": 74.9, "label": "routine", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 } } }, { "tenor": "3M", "targetExpiry": 1799339520270, "availability": "available", "unavailableReason": null, "atmIv": { "current": 37.85, "previous": 36.84, "change": 1.01, "percentChange": 2.74 }, "rr25": { "current": -0.91, "previous": -0.67, "change": -0.24, "percentChange": -35.82 }, "bf25": { "current": 2.35, "previous": 2.19, "change": 0.16, "percentChange": 7.31 }, "historicalSignificance": { "atmIv": { "absoluteMove": 1.01, "movePercentile30d": 83.3, "movePercentileFullHistory": 83.2, "currentLevelPercentileFullHistory": 36.3, "classificationPercentile": 83.3, "label": "notable", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "rr25": { "absoluteMove": 0.24, "movePercentile30d": 60.0, "movePercentileFullHistory": 43.7, "currentLevelPercentileFullHistory": 86.9, "classificationPercentile": 60.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "bf25": { "absoluteMove": 0.16, "movePercentile30d": 93.3, "movePercentileFullHistory": 83.2, "currentLevelPercentileFullHistory": 51.8, "classificationPercentile": 93.3, "label": "large", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 } } }, { "tenor": "6M", "targetExpiry": 1807201920270, "availability": "available", "unavailableReason": null, "atmIv": { "current": 38.12, "previous": 37.42, "change": 0.7, "percentChange": 1.87 }, "rr25": { "current": -0.75, "previous": -0.67, "change": -0.08, "percentChange": -11.94 }, "bf25": { "current": 2.47, "previous": 2.33, "change": 0.14, "percentChange": 6.01 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.7, "movePercentile30d": 86.7, "movePercentileFullHistory": 85.6, "currentLevelPercentileFullHistory": 8.3, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "rr25": { "absoluteMove": 0.08, "movePercentile30d": 13.3, "movePercentileFullHistory": 18.0, "currentLevelPercentileFullHistory": 83.3, "classificationPercentile": 18.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "bf25": { "absoluteMove": 0.14, "movePercentile30d": 90.0, "movePercentileFullHistory": 85.6, "currentLevelPercentileFullHistory": 42.3, "classificationPercentile": 90.0, "label": "large", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 } } }, { "tenor": "9M", "targetExpiry": 1815064320270, "availability": "available", "unavailableReason": null, "atmIv": { "current": 38.67, "previous": 38.22, "change": 0.45, "percentChange": 1.18 }, "rr25": { "current": -0.57, "previous": -0.56, "change": -0.01, "percentChange": -1.79 }, "bf25": { "current": 2.41, "previous": 2.34, "change": 0.07, "percentChange": 2.99 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.45, "movePercentile30d": 90.0, "movePercentileFullHistory": 83.8, "currentLevelPercentileFullHistory": 6.0, "classificationPercentile": 90.0, "label": "large", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "rr25": { "absoluteMove": 0.01, "movePercentile30d": 0.0, "movePercentileFullHistory": 3.0, "currentLevelPercentileFullHistory": 79.8, "classificationPercentile": 3.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 }, "bf25": { "absoluteMove": 0.07, "movePercentile30d": 66.7, "movePercentileFullHistory": 61.1, "currentLevelPercentileFullHistory": 32.1, "classificationPercentile": 66.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 167, "levelObservationsFullHistory": 168 } } }, { "tenor": "1Y", "targetExpiry": 1823013120270, "availability": "unavailable", "unavailableReason": "The target tenor falls outside the listed-expiry range at one or both snapshots; 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 }, "historicalSignificance": { "atmIv": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "rr25": { "absoluteMove": null, "movePercentile30d": 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13.4025, 12.0707, 10.8196, 9.6989, 8.7837, 8.1528, 7.854, 7.8844, 8.2016, 8.7475, 9.4654, 10.3084, 11.2402, 12.2339, 13.2698, 14.3332, 15.4135, 16.503, 17.5957, 18.6873, 19.7745, 20.8549, 21.9268, 22.9888 ] }, { "label": "11OCT26", "values": [ 25.1455, 24.2512, 23.365, 22.4879, 21.6202, 20.763, 19.9164, 19.081, 18.2564, 17.4425, 16.6378, 15.8402, 15.0461, 14.2494, 13.4415, 12.6095, 11.7361, 10.8002, 9.7814, 8.6705, 7.4849, 6.2786, 5.1342, 4.1349, 3.335, 2.7501, 2.3665, 2.1551, 2.0833, 2.1215, 2.2448, 2.4335, 2.6724, 2.9497, 3.2565, 3.5859, 3.9327, 4.2926, 4.6628, 5.0405, 5.4241 ] }, { "label": "16OCT26", "values": [ 14.9295, 14.4305, 13.936, 13.4458, 12.9593, 12.4758, 11.9943, 11.514, 11.0331, 10.5502, 10.0629, 9.5688, 9.0652, 8.5493, 8.0179, 7.4686, 6.8996, 6.3112, 5.7058, 5.0898, 4.4723, 3.8665, 3.2869, 2.7485, 2.2641, 1.8431, 1.4902, 1.2067, 0.9901, 0.836, 0.7384, 0.6914, 0.6888, 0.7248, 0.7946, 0.8934, 1.0176, 1.1638, 1.3294, 1.5119, 1.7093 ] }, { "label": "23OCT26", "values": [ 7.8117, 7.6486, 7.4897, 7.3342, 7.1812, 7.0295, 6.8777, 6.7241, 6.5668, 6.4033, 6.2312, 6.0472, 5.8482, 5.6306, 5.3908, 5.1252, 4.8308, 4.5051, 4.1468, 3.7562, 3.3351, 2.8875, 2.4188, 1.9362, 1.4474, 0.9605, 0.483, 0.0217, -0.4183, -0.8328, -1.2193, -1.5762, -1.9034, -2.2008, -2.4692, -2.71, -2.9245, -3.1142, -3.2804, -3.4247, -3.5485 ] }, { "label": "30OCT26", "values": [ 7.1061, 6.9149, 6.7254, 6.5372, 6.3494, 6.1607, 5.9703, 5.7767, 5.5783, 5.3736, 5.1607, 4.9376, 4.7026, 4.4534, 4.1884, 3.9056, 3.6042, 3.2829, 2.9417, 2.5812, 2.2028, 1.8086, 1.4016, 0.9858, 0.5649, 0.1433, -0.2744, -0.6844, -1.083, -1.4672, -1.8346, -2.1832, -2.512, -2.8203, -3.1077, -3.3744, -3.6209, -3.8477, -4.0552, -4.2446, -4.4166 ] }, { "label": "27NOV26", "values": [ 2.5967, 2.5482, 2.4979, 2.4455, 2.3909, 2.3342, 2.2753, 2.2144, 2.1516, 2.0868, 2.0203, 1.9523, 1.883, 1.8127, 1.7417, 1.6704, 1.5992, 1.5285, 1.4588, 1.3905, 1.3242, 1.2603, 1.1991, 1.1411, 1.0868, 1.0362, 0.99, 0.9482, 0.9109, 0.8785, 0.8507, 0.8278, 0.8096, 0.7963, 0.7875, 0.7833, 0.7834, 0.7878, 0.7963, 0.8086, 0.8244 ] }, { "label": "25DEC26", "values": [ 1.6117, 1.5816, 1.5521, 1.5233, 1.4952, 1.4677, 1.4408, 1.4145, 1.3889, 1.3638, 1.3394, 1.3155, 1.2922, 1.2693, 1.247, 1.2252, 1.204, 1.1831, 1.1628, 1.143, 1.1237, 1.1049, 1.0865, 1.0687, 1.0513, 1.0346, 1.0182, 1.0025, 0.9872, 0.9726, 0.9584, 0.9448, 0.9319, 0.9193, 0.9075, 0.8961, 0.8853, 0.875, 0.8653, 0.856, 0.8474 ] }, { "label": "26MAR27", "values": [ 0.9818, 0.9639, 0.9466, 0.9299, 0.9139, 0.8985, 0.8838, 0.87, 0.857, 0.8448, 0.8333, 0.8228, 0.8131, 0.8042, 0.7962, 0.789, 0.7825, 0.7767, 0.7716, 0.7672, 0.7634, 0.7601, 0.7573, 0.7548, 0.7527, 0.751, 0.7494, 0.7481, 0.7467, 0.7455, 0.7442, 0.7427, 0.7412, 0.7394, 0.7373, 0.7349, 0.7322, 0.7291, 0.7255, 0.7214, 0.7169 ] }, { "label": "25JUN27", "values": [ 0.5429, 0.5362, 0.5297, 0.5235, 0.5174, 0.5114, 0.5057, 0.5002, 0.4951, 0.4902, 0.4854, 0.481, 0.477, 0.4731, 0.4696, 0.4663, 0.4632, 0.4605, 0.458, 0.4558, 0.4537, 0.452, 0.4505, 0.4491, 0.4478, 0.4468, 0.4459, 0.445, 0.4444, 0.4436, 0.443, 0.4424, 0.4418, 0.4411, 0.4405, 0.4397, 0.4388, 0.4378, 0.4367, 0.4355, 0.434 ] }, { "label": "24SEP27", "values": [ 0.3814, 0.382, 0.3827, 0.3835, 0.3844, 0.3854, 0.3865, 0.3876, 0.3889, 0.3902, 0.3916, 0.393, 0.3945, 0.3961, 0.3978, 0.3994, 0.4011, 0.4029, 0.4046, 0.4063, 0.4081, 0.4098, 0.4115, 0.4132, 0.4148, 0.4164, 0.4179, 0.4193, 0.4207, 0.4218, 0.4229, 0.4239, 0.4247, 0.4254, 0.4259, 0.4262, 0.4263, 0.4264, 0.4261, 0.4257, 0.425 ] } ] }, "marketDiary": { "schemaVersion": 1, "source": "local-news-mcp", "generatedAt": "2026-10-08T19:31:02+00:00", "window": { "startAt": "2026-10-07T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "endExclusive": true }, "headline": "Bitcoin options: 1w RR25 falls 3.14 points toward puts", "standfirst": "Bitcoin 1W RR25 shifted 3.14 volatility points toward puts since the prior daily cutoff, reaching -3.64 points. The call-minus-put volatility gap became more negative as short-dated ATM implied volatility also increased. Bitcoin ETF outflows and government wallet movements provide reporting context, without an established causal link to the skew change.", "days": [ { "reportDate": "2026-10-08", "headline": "Bitcoin options: 1w RR25 falls 3.14 points toward puts", "summary": "Bitcoin 1W RR25 declined from -0.50 to -3.64 volatility points between the October 7 and October 8 snapshots at 16:32 UTC. Its absolute daily change ranked at the 100th percentile among 30 matching observations in the supplied prior-30-day history; exact historical endpoints are unavailable. RR25 measures 25-delta call IV minus put IV, so the decline establishes a relative put-side shift rather than an absolute increase in put volatility.", "macro": { "summary": "No qualifying macro event was retained for this report window.", "events": [] }, "crypto": { "summary": "[Cointelegraph](https://cointelegraph.com/markets/bitcoin-etfs-outflow-largest-june-october) reported daily US Bitcoin ETF outflows. Separately, [CoinDesk](https://www.coindesk.com/business/2026/10/08/u-s-government-moves-usd1-billion-in-bitcoin-from-bitfinex-hack-wallet-no-sale-indicated) reported a government Bitcoin transfer tied to the Bitfinex hack, with no sign of sale. Another [CoinDesk report](https://www.coindesk.com/markets/2026/10/08/bitcoin-loans-are-paying-for-tuition-and-working-capital-not-just-trades-lenders-say) attributed tuition and working-capital uses of Bitcoin-backed loans to lenders. Each remains a provisional single-source account at the cutoff; none establishes an explanation for the measured options adjustment.", "events": [ { "eventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "title": "US Bitcoin ETFs shed $485M in biggest daily outflow since June", "publisher": "Cointelegraph", "url": "https://cointelegraph.com/markets/bitcoin-etfs-outflow-largest-june-october", "publishedAt": "2026-10-08T07:30:42+00:00" }, { "eventId": "da945e59-157c-49e9-bab0-2ad106ecfea7", "title": "U.S. government moves $1 billion in bitcoin tied to Bitfinex hack, with no sign of sale", "publisher": "CoinDesk", "url": "https://www.coindesk.com/business/2026/10/08/u-s-government-moves-usd1-billion-in-bitcoin-from-bitfinex-hack-wallet-no-sale-indicated", "publishedAt": "2026-10-08T15:43:04+00:00" }, { "eventId": "631142cb-a2e8-460c-be5f-60f847dbd25e", "title": "Bitcoin loans are paying for tuition and working capital, not just trades, lenders say", "publisher": "CoinDesk", "url": "https://www.coindesk.com/markets/2026/10/08/bitcoin-loans-are-paying-for-tuition-and-working-capital-not-just-trades-lenders-say", "publishedAt": "2026-10-08T05:40:41+00:00" } ] } } ] }, "newsStatus": "context", "headline": "Bitcoin options: 1w RR25 falls 3.14 points toward puts", "standfirst": "Bitcoin 1W RR25 shifted 3.14 volatility points toward puts since the prior daily cutoff, reaching -3.64 points. The call-minus-put volatility gap became more negative as short-dated ATM implied volatility also increased. Bitcoin ETF outflows and government wallet movements provide reporting context, without an established causal link to the skew change.", "leadChart": { "asset": "BTC", "metric": "rr25", "eventType": "rr25", "label": "1W", "current": -3.64, "previous": -0.5, "change": -3.14, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "evidenceRef": "summaryMetrics.largestRr25Move", "provenance": { "kind": "report-event", "candidateId": "btc-largestRr25Move", "candidateSource": "summaryMetrics.largestRr25Move", "eventRef": "events[type=rr25,label=1W]", "valuesRef": "tenors[tenor=1W].rr25" }, "event": { "type": "rr25", "title": "Largest standard-tenor RR25 move", "label": "1W", "value": -3.14 } }, "crossAssetMarketContext": { "schemaVersion": 1, "source": "market-context-mcp", "status": "available", "asset": "BTC", "sessionDate": "2026-10-07", "asOfTimestamp": "2026-10-07T20:00:00+00:00", "summary": "Latest completed common benchmark session retrieved with as_of=2026-10-08T16:32:00+00:00. Crypto snapshot and all reported metric observation timestamps: 2026-10-07T20:00:00Z. Cross-asset ingestion: 2026-10-07T22:30:50.466734Z; methodologyVersion=market-context-v1; qualityStatus=valid. Benchmark providers: yahoo_finance; crypto metrics: Derivasys; combined metrics: Derivasys+yahoo_finance. IV spread and ratio percentiles are null with 26 prior samples each. The crypto-to-SPX realised-volatility ratio was 4.04, at the 72.0 percentile across 250 prior observations. The 60-session crypto-SPX return correlation was 0.34 from 60 aligned observations.", "regimeInsights": [ "The crypto-to-SPX realised-volatility ratio was 4.04, at the 72.0 percentile across 250 prior observations.", "The 60-session crypto-SPX return correlation was 0.34 from 60 aligned observations." ], "metrics": { "cryptoAtmIv30d": 34.82, "vix": 15.079999923706055, "vix9d": 11.779999732971191, "vix3m": 17.719999313354492, "ivSpread": 19.740000076293946, "ivRatio": 2.3090185793212292, "cryptoRealisedVol20d": 41.35169100852321, "spxRealisedVol20": 10.23945668101644, "rvSpread": 31.11223432750677, "rvRatio": 4.038465349942606, "rvSpreadPercentile": 62.0, "rvSpreadPercentileSampleCount": 250, "rvRatioPercentile": 72.0, "rvRatioPercentileSampleCount": 250, "returnCorrelation30": 0.6118328799521333, "returnCorrelation30SampleCount": 30, "returnCorrelation60": 0.33846399337385463, "returnCorrelation60SampleCount": 60 }, "methodology": "Derivasys persisted market_context_latest schemaVersion=1. Crypto ATM IV: 30 calendar-day fixed tenor nearest the US close, ACT/365 implied-volatility convention, source Derivasys 30-day fixed-tenor surface. VIX-family levels: completed US cash-session close, sources ^VIX/^VIX9D/^VIX3M. IV spread=crypto ATM IV minus VIX in volatility_points; IV ratio=crypto ATM IV divided by VIX. Crypto RV uses 20 calendar-day close-to-close log returns and sqrt(365), source Derivasys canonical crypto index; SPX RV uses 20 US trading-session close-to-close log returns and sqrt(252), source ^GSPC. RV spreads use volatility_points; ratios use ratio; correlations use correlation_coefficient over 30/60 aligned US-session daily returns. Percentiles use prior valid persisted observations only, units percentile_rank. Alignment tolerance=600 seconds. These completed-session RV measurements are distinct from the report's unavailable one-minute RV windows. Returned freshness is fresh, ageSeconds=73920, evaluatedAt=2026-10-08T16:32:00Z; preserved as returned." }, "btcVolContext": { "schemaVersion": 1, "source": "market-context-mcp", "type": "btc_volatility_context_latest", "asset": "BTC", "asOfTimestamp": "2026-10-08T16:32:00+00:00", "status": "partial", "ds30": { "value": 44.157065789820116, "units": "volatility_points", "sourceTimestamp": "2026-10-08T16:32:00+00:00", "observedAt": null, "ingestedAt": null, "freshness": { "status": "fresh", "ageSeconds": 0.0, "evaluatedAt": "2026-10-08T16:32:00+00:00" }, "availability": null, "methodology": "Derivasys model-free 30-calendar-day implied volatility from fitted BTC SVI slices" }, "bviv": { "value": 41.108043313194, "units": "volatility_points", "sourceTimestamp": "2026-10-08T16:30:34+00:00", "observedAt": "2026-10-08T16:31:00+00:00", "ingestedAt": "2026-10-08T16:31:00+00:00", "freshness": { "status": "stale", "ageSeconds": 86.0, "evaluatedAt": "2026-10-08T16:32:00+00:00" }, "availability": "crossed_book", "methodology": "Bitfinex BVIV reference price from the status channel" }, "bvivMinusDs30": { "value": null, "units": "volatility_points", "status": "unavailable", "methodology": "BVIV minus independently selected latest eligible DS30 at or before the requested cutoff" } }, "materialCandidates": [ { "id": "btc-largestRr25Move", "asset": "BTC", "metric": "rr25", "metricLabel": "RR25", "tenor": "1W", "expiry": null, "observationKind": "change", "change": -3.14, "current": -3.64, "previous": -0.5, "relativeChangePercent": null, "historicalPercentile": 100.0, "historicalLevelPercentile": null, "historicalZScore": 2.5758, "score": 49.159, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in prior 30 days", "percentile": 100.0, "observations": 30, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "summaryMetrics.largestRr25Move.historicalSignificance.movePercentile30d" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 3.14, "magnitudeScore": 6.28, "historicalMagnitudeScale": 1.0, "historicalBonus": 42.879, "evidenceQuality": 1.0, "totalScore": 49.159, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 100.0, "tailDistance": 50.0, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 49.159 }, "story": "BTC 1W RR25 moved lower by 3.14", "source": "summaryMetrics.largestRr25Move", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 49.159, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "btc-largestAtmMove", "asset": "BTC", "metric": "atmIv", "metricLabel": "ATM IV", "tenor": "1W", "expiry": null, "observationKind": "change", "change": 4.93, "current": 36.73, "previous": 31.8, "relativeChangePercent": 15.5031, "historicalPercentile": 93.3, "historicalLevelPercentile": null, "historicalZScore": 1.4985, "score": 43.3325, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in prior 30 days", "percentile": 93.3, "observations": 30, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "summaryMetrics.largestAtmMove.historicalSignificance.movePercentile30d" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 4.93, "magnitudeScore": 9.86, "historicalMagnitudeScale": 1.0, "historicalBonus": 33.4725, "evidenceQuality": 1.0, "totalScore": 43.3325, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 93.3, "tailDistance": 43.3, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 43.3325 }, "story": "BTC 1W ATM IV moved higher by 4.93", "source": "summaryMetrics.largestAtmMove", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 43.3325, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "btc-smile-rotation", "asset": "BTC", "metric": "smileRotation", "metricLabel": "smile rotation", "tenor": null, "expiry": "11OCT26", "observationKind": "change", "change": -14.393, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": null, "historicalZScore": null, "score": 28.786, "historicalContext": { "status": "unavailable", "observationKind": "change", "basis": "matching stored history unavailable", "percentile": null, "observations": null, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "surfaceEvents[rotation]" ], "unavailableReason": "history-status-unavailable-or-invalid" }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 14.393, "magnitudeScore": 28.786, "historicalMagnitudeScale": 1.0, "historicalBonus": 0.0, "evidenceQuality": 1.0, "totalScore": 28.786, "rarity": { "policyVersion": 1, "tail": "none", "percentile": null, "tailDistance": 0.0, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 28.786 }, "story": "BTC 11OCT26 smile rotation moved lower by 14.39", "source": "surfaceEvents[rotation]", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 28.786, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "btc-largestBf25Move", "asset": "BTC", "metric": "bf25", "metricLabel": "BF25", "tenor": "1W", "expiry": null, "observationKind": "change", "change": 0.48, "current": 2.06, "previous": 1.58, "relativeChangePercent": null, "historicalPercentile": 86.7, "historicalLevelPercentile": null, "historicalZScore": 1.1123, "score": 28.3982, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in prior 30 days", "percentile": 86.7, "observations": 30, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "summaryMetrics.largestBf25Move.historicalSignificance.movePercentile30d" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 0.5, "normalizedMagnitude": 0.96, "magnitudeScore": 1.92, "historicalMagnitudeScale": 0.96, "historicalBonus": 26.4782, "evidenceQuality": 1.0, "totalScore": 28.3982, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 86.7, "tailDistance": 36.7, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 28.3982 }, "story": "BTC 1W BF25 moved higher by 0.48", "source": "summaryMetrics.largestBf25Move", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 28.3982, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "btc-spot-24h", "asset": "BTC", "metric": "spot", "metricLabel": "spot", "tenor": null, "expiry": null, "observationKind": "change", "change": -2.83, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": 83.1, "historicalLevelPercentile": null, "historicalZScore": 0.9581, "score": 27.4805, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 24h exact index endpoint returns observed from stored prices in this run; same UTC clock; historical windows end at or before current period start; 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