{ "schemaVersion": 3, "reportDate": "2026-10-08", "generatedAt": "2026-10-08T16:35:20+00:00", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "sourceSnapshots": { "current": { "id": 598782, "timestamp": "2026-10-08T16:32:00+00:00" }, "previous": { "id": 589533, "timestamp": "2026-10-07T16:32:00+00:00" } }, "windowHours": 24.0, "currency": "ETH", "methodology": { "source": "Derivasys proprietary historical SVI surface and canonical ETH 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-ETH 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 ETH-USD index log returns using a 365-day basis; all windows end at the current snapshot." }, "realisedVolatility": { "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": "2026-10-08T16:32:00+00:00", "spotWindowStart": "2026-10-07T16:32:00+00:00", "spotMetric": "spot-index return", "spotUnit": "percent", "spotMove24hPercent": -5.65, "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 99.5% 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 99.5% 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": 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, "rvStatus": "unavailable", "rvUnavailableReason": "minute-return-coverage-ineligible", "spotReturns": { "schemaVersion": 1, "asset": "ETH", "cutoffAt": "2026-10-08T16:32:00+00:00", "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "points": [ { "timestamp": "2026-08-09T16:32:00+00:00", "price": 1921.96, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-10T16:32:00+00:00", "price": 1873.15, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-11T16:32:00+00:00", "price": 1861.89, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", 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"sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-10-01T16:32:00+00:00", "price": 2688.61, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-10-02T16:32:00+00:00", "price": 2692.04, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-10-03T16:32:00+00:00", "price": 2681.38, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-10-04T16:32:00+00:00", "price": 2700.31, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-10-05T16:32:00+00:00", "price": 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"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": 2572.06, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 2426.85, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, "valuePercent": -5.65, "unavailableReason": null, "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "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; rolling historical windows may overlap each other; not 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}, "commentary": { "source": "codex", "model": "gpt-6.1-sol", "headline": "Ether options: 1w ATM implied volatility rises 8.90 points", "executiveSummary": "Ether 2W BF25 increased 1.07 volatility points to 3.38 volatility points over the same daily comparison. Ether 2W call-minus-put RR25 fell 1.27 volatility points to -3.78 volatility points, indicating a relative shift toward puts. The Ether spot-index return was -5.65% over 24 hours. Seven-day minute-return realised volatility is unavailable; the 1W implied-versus-seven-day realised volatility gap therefore remains unmeasured.", "evidenceIds": [ "largest-standard-tenor", "front-atm", "bf25", "rr25", "spot-index-24h" ], "newsSummary": "In developing single-source coverage, [CoinDesk](https://www.coindesk.com/tech/2026/10/08/ethereum-s-glamsterdam-test-runs-near-200-million-gas-per-block-after-upgrade) reported Ethereum Glamsterdam testing results, which do not establish mainnet performance. [The Defiant](https://thedefiant.io/news/infrastructure/gnosis-bridges-adopt-fast-confirmation-for-ethereum-deposits) reported fast confirmation for Ethereum deposits on Gnosis bridges, with security guarantees distinct from Ethereum finality. Separately, [The Defiant](https://thedefiant.io/converge/tradfi-and-fintech/bitmine-will-stop-buying-eth-at-5-of-supply-tom-lee-says) reported Tom Lee's stated future ceiling for BitMine's ETH purchases; this was a buying plan rather than an executed halt. These reports supply context without establishing a driver of the measured options changes.", "marketContextSummary": "", "marketContext": [], "newsEvidenceIds": [ "eebb1045-064f-4053-bc58-9124d444b730", "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "67370518-e150-4435-aec4-63539e8f5147" ], "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV increased, averaging +5.81 volatility points to 48.30% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.55 volatility points to 52.68% across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -0.41 volatility points to -2.37% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 increased, averaging +0.65 volatility points to 3.30% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +8.90 volatility points at 1W, to 48.73%.", "tenor": "1W", "value": 8.9 }, { "id": "spot-index-24h", "label": "24h spot-index return", "text": "ETH spot-index return was -5.65% over 24 hours.", "source": "realisedVolatility.spotReturns.windows.24h" }, { "id": "spot-index-7d", "label": "7d spot-index return", "text": "ETH spot-index return was -9.74% 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": [ "ETH", "GLOBAL", "MACRO" ], "completedScopes": [ "ETH", "GLOBAL", "MACRO" ], "missingScopes": [], "queries": [ { "arguments": { "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": [ "breaking", "developing", "confirmed" ] }, "complete": 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Faster bridge processing uses different security guarantees from Ethereum finality.", "matchedTerms": [ "ETH" ], "topics": [ "protocol", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 37, "quality": { "eligible": true, "score": 37.0, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.0874, "effectiveCatalystScore": 0.0874, "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: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "status": "selected", "eventCategory": "protocol", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, "additional_coverage": [] } ] }, "newsContext": { "outcome": "Relevant context found; no confirmed catalyst", "highest_causal_confidence": "low", "section_heading": "Relevant market events", "events": [ { "event_cluster_id": "market-event-271875dab3df", "status": "selected", "eventCategory": "protocol", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "eebb1045-064f-4053-bc58-9124d444b730", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Ethereum’s Glamsterdam test runs near 200 million gas per block after upgrade", "url": "https://www.coindesk.com/tech/2026/10/08/ethereum-s-glamsterdam-test-runs-near-200-million-gas-per-block-after-upgrade", "publishedAt": "2026-10-08T04:23:23+00:00", "summary": "Canonical MCP category: protocol. CoinDesk reports an Ethereum test result; preserve test status and do not describe it as mainnet performance.", "matchedTerms": [ "ETH" ], "topics": [ "protocol", "protocol_upgrade" ], "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: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "eebb1045-064f-4053-bc58-9124d444b730", "status": "selected", "eventCategory": "protocol", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-271875dab3df" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-773102912e3b", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "67370518-e150-4435-aec4-63539e8f5147", "sourceId": "the_defiant", "publisher": "The Defiant", "title": "BitMine Will Stop Buying ETH at 5% of Supply, Tom Lee Says", "url": "https://thedefiant.io/converge/tradfi-and-fintech/bitmine-will-stop-buying-eth-at-5-of-supply-tom-lee-says", "publishedAt": "2026-10-07T16:42:59+00:00", "summary": "Canonical MCP category: tokenomics. The Defiant reports Tom Lee's stated future buying ceiling; preserve attribution and distinguish it from an executed halt.", "matchedTerms": [ "ETH" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 39, "quality": { "eligible": true, "score": 39.3, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.69, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.0989, "effectiveCatalystScore": 0.0989, "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: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "67370518-e150-4435-aec4-63539e8f5147", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-773102912e3b" }, "additional_coverage": [] }, { "event_cluster_id": "crypto-regulation-2026-10", "status": "selected", "eventCategory": "protocol", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "sourceId": "the_defiant", "publisher": "The Defiant", "title": "Gnosis Bridges Adopt Fast Confirmation for Ethereum Deposits", "url": "https://thedefiant.io/news/infrastructure/gnosis-bridges-adopt-fast-confirmation-for-ethereum-deposits", "publishedAt": "2026-10-08T16:20:53+00:00", "summary": "Canonical MCP category: market. Faster bridge processing uses different security guarantees from Ethereum finality.", "matchedTerms": [ "ETH" ], "topics": [ "protocol", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 37, "quality": { "eligible": true, "score": 37.0, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.0874, "effectiveCatalystScore": 0.0874, "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: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "status": "selected", "eventCategory": "protocol", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 11OCT26: -151.06 USD (-5.87%) to 2421.78 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, "additional_coverage": [] } ], "coverage_status": "healthy", "coverage_basis": "monitored-source-search" }, "marketRead": { "text": "1W ATM IV rose 8.90 volatility points to 48.73%, an exceptional move at the 100th percentile among 30 comparable historical observations. Front-end ATM IV averaged 48.30%, +5.81 points from the prior snapshot, while the long end averaged 52.68%, +0.55 points. 2W RR25 moved 1.27 volatility points toward puts to -3.78%, leaving puts richer than calls. 2W BF25 rose 1.07 volatility points to 3.38%. 24-hour spot-index: -5.65%; nearest eligible forward 11OCT26: -5.87% to $2,421.78. 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 +5.81 volatility points to 48.30% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.55 volatility points to 52.68% across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -0.41 volatility points to -2.37% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 increased, averaging +0.65 volatility points to 3.30% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +8.90 volatility points at 1W, to 48.73%.", "tenor": "1W", "value": 8.9 }, { "id": "spot-index-24h", "label": "24h spot-index return", "text": "ETH spot-index return was -5.65% over 24 hours.", "source": "realisedVolatility.spotReturns.windows.24h" }, { "id": "spot-index-7d", "label": "7d spot-index return", "text": "ETH spot-index return was -9.74% over seven days.", "source": "realisedVolatility.spotReturns.windows.7d" } ], "summaryMetrics": { "basis": "Fixed-tenor endpoint comparison", "unit": "volatility points", "atmIvChange": 3.82, "rr25Change": -0.41, "bf25Change": 0.65, "largestAtmMove": { "tenor": "1W", "current": 48.73, "previous": 39.83, "change": 8.9, "historicalSignificance": { "absoluteMove": 8.9, "movePercentile30d": 100.0, "movePercentileFullHistory": 96.1, "currentLevelPercentileFullHistory": 70.4, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 } }, "frontEndAverageAtm": { "current": 48.3, "previous": 42.49, "change": 5.81 }, "longEndAverageAtm": { "current": 52.68, "previous": 52.13, "change": 0.55 }, "oneYearMinusOneWeekAtmSlope": { "current": null, "previous": null, "change": null }, "largestRr25Move": { "tenor": "2W", "current": -3.78, "previous": -2.51, "change": -1.27, "historicalSignificance": { "absoluteMove": 1.27, "movePercentile30d": 76.7, "movePercentileFullHistory": 70.6, "currentLevelPercentileFullHistory": 1.9, "classificationPercentile": 76.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "direction": "toward puts", "currentSign": "put-rich" }, "largestBf25Move": { "tenor": "2W", "current": 3.38, "previous": 2.31, "change": 1.07, "historicalSignificance": { "absoluteMove": 1.07, "movePercentile30d": 100.0, "movePercentileFullHistory": 98.0, "currentLevelPercentileFullHistory": 88.9, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 } }, "nearestEligibleForwardMove": { "label": "11OCT26", "daysToExpiry": 2.645, "current": 2421.78, "previous": 2572.84, "change": -151.06, "percentChange": -5.87 } }, "tenors": [ { "tenor": "1W", "targetExpiry": 1792081920102, "availability": "available", "unavailableReason": null, "atmIv": { "current": 48.73, "previous": 39.83, "change": 8.9, "percentChange": 22.34 }, "rr25": { "current": -4.91, "previous": -3.79, "change": -1.12, "percentChange": -29.55 }, "bf25": { "current": 3.49, "previous": 2.43, "change": 1.06, "percentChange": 43.62 }, "historicalSignificance": { "atmIv": { "absoluteMove": 8.9, "movePercentile30d": 100.0, "movePercentileFullHistory": 96.1, "currentLevelPercentileFullHistory": 70.4, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "rr25": { "absoluteMove": 1.12, "movePercentile30d": 60.0, "movePercentileFullHistory": 47.1, "currentLevelPercentileFullHistory": 1.9, "classificationPercentile": 60.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "bf25": { "absoluteMove": 1.06, "movePercentile30d": 100.0, "movePercentileFullHistory": 98.0, "currentLevelPercentileFullHistory": 90.7, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 } } }, { "tenor": "2W", "targetExpiry": 1792686720102, "availability": "available", "unavailableReason": null, "atmIv": { "current": 47.2, "previous": 41.92, "change": 5.28, "percentChange": 12.6 }, "rr25": { "current": -3.78, "previous": -2.51, "change": -1.27, "percentChange": -50.6 }, "bf25": { "current": 3.38, "previous": 2.31, "change": 1.07, "percentChange": 46.32 }, "historicalSignificance": { "atmIv": { "absoluteMove": 5.28, "movePercentile30d": 96.7, "movePercentileFullHistory": 92.2, "currentLevelPercentileFullHistory": 38.9, "classificationPercentile": 96.7, "label": "large", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "rr25": { "absoluteMove": 1.27, "movePercentile30d": 76.7, "movePercentileFullHistory": 70.6, "currentLevelPercentileFullHistory": 1.9, "classificationPercentile": 76.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "bf25": { "absoluteMove": 1.07, "movePercentile30d": 100.0, "movePercentileFullHistory": 98.0, "currentLevelPercentileFullHistory": 88.9, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 } } }, { "tenor": "1M", "targetExpiry": 1794069120102, "availability": "available", "unavailableReason": null, "atmIv": { "current": 48.97, "previous": 45.71, "change": 3.26, "percentChange": 7.13 }, "rr25": { "current": -2.1, "previous": -2.18, "change": 0.08, "percentChange": 3.67 }, "bf25": { "current": 2.98, "previous": 2.7, "change": 0.28, "percentChange": 10.37 }, "historicalSignificance": { "atmIv": { "absoluteMove": 3.26, "movePercentile30d": 100.0, "movePercentileFullHistory": 96.1, "currentLevelPercentileFullHistory": 37.0, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "rr25": { "absoluteMove": 0.08, "movePercentile30d": 3.3, "movePercentileFullHistory": 5.9, "currentLevelPercentileFullHistory": 9.3, "classificationPercentile": 5.9, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "bf25": { "absoluteMove": 0.28, "movePercentile30d": 60.0, "movePercentileFullHistory": 66.7, "currentLevelPercentileFullHistory": 72.2, "classificationPercentile": 66.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 } } }, { "tenor": "3M", "targetExpiry": 1799339520102, "availability": "available", "unavailableReason": null, "atmIv": { "current": 51.14, "previous": 50.04, "change": 1.1, "percentChange": 2.2 }, "rr25": { "current": -0.93, "previous": -0.97, "change": 0.04, "percentChange": 4.12 }, "bf25": { "current": 3.29, "previous": 2.79, "change": 0.5, "percentChange": 17.92 }, "historicalSignificance": { "atmIv": { "absoluteMove": 1.1, "movePercentile30d": 100.0, "movePercentileFullHistory": 94.1, "currentLevelPercentileFullHistory": 13.0, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "rr25": { "absoluteMove": 0.04, "movePercentile30d": 3.3, "movePercentileFullHistory": 5.9, "currentLevelPercentileFullHistory": 14.8, "classificationPercentile": 5.9, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "bf25": { "absoluteMove": 0.5, "movePercentile30d": 100.0, "movePercentileFullHistory": 98.0, "currentLevelPercentileFullHistory": 85.2, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 } } }, { "tenor": "6M", "targetExpiry": 1807201920102, "availability": "available", "unavailableReason": null, "atmIv": { "current": 52.68, "previous": 52.13, "change": 0.55, "percentChange": 1.06 }, "rr25": { "current": -0.12, "previous": -0.35, "change": 0.23, "percentChange": 65.71 }, "bf25": { "current": 3.38, "previous": 3.03, "change": 0.35, "percentChange": 11.55 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.55, "movePercentile30d": 93.3, "movePercentileFullHistory": 86.3, "currentLevelPercentileFullHistory": 5.6, "classificationPercentile": 93.3, "label": "large", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "rr25": { "absoluteMove": 0.23, "movePercentile30d": 50.0, "movePercentileFullHistory": 43.1, "currentLevelPercentileFullHistory": 24.1, "classificationPercentile": 50.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "bf25": { "absoluteMove": 0.35, "movePercentile30d": 100.0, "movePercentileFullHistory": 94.1, "currentLevelPercentileFullHistory": 96.3, "classificationPercentile": 100.0, "label": "exceptional", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 } } }, { "tenor": "9M", "targetExpiry": 1815064320102, "availability": "available", "unavailableReason": null, "atmIv": { "current": 53.53, "previous": 53.26, "change": 0.27, "percentChange": 0.51 }, "rr25": { "current": 0.41, "previous": 0.35, "change": 0.06, "percentChange": 17.14 }, "bf25": { "current": 2.97, "previous": 2.91, "change": 0.06, "percentChange": 2.06 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.27, "movePercentile30d": 76.7, "movePercentileFullHistory": 70.6, "currentLevelPercentileFullHistory": 5.6, "classificationPercentile": 76.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "rr25": { "absoluteMove": 0.06, "movePercentile30d": 16.7, "movePercentileFullHistory": 21.6, "currentLevelPercentileFullHistory": 31.5, "classificationPercentile": 21.6, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 }, "bf25": { "absoluteMove": 0.06, "movePercentile30d": 30.0, "movePercentileFullHistory": 33.3, "currentLevelPercentileFullHistory": 87.0, "classificationPercentile": 33.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 51, "levelObservationsFullHistory": 54 } } }, { "tenor": "1Y", "targetExpiry": 1823013120102, "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": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": 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18.5774, 19.0298, 19.7867, 20.7961, 22.0021, 23.3606, 24.8417, 26.4269, 28.103, 29.8584, 31.6822, 33.5645, 35.4954, 37.4663, 39.4695, 41.4981, 43.5463, 45.609, 47.6817, 49.7604, 51.8421 ] }, { "label": "11OCT26", "values": [ 30.2325, 29.1223, 28.0064, 26.8868, 25.7658, 24.6463, 23.5317, 22.4267, 21.3368, 20.2689, 19.2314, 18.2351, 17.2932, 16.4215, 15.6398, 14.9711, 14.4422, 14.0818, 13.9175, 13.9709, 14.2511, 14.7485, 15.4357, 16.2736, 17.2238, 18.2567, 19.3538, 20.505, 21.7042, 22.9471, 24.2293, 25.5462, 26.8932, 28.2657, 29.6592, 31.0698, 32.4937, 33.9276, 35.3685, 36.814, 38.2616 ] }, { "label": "16OCT26", "values": [ 15.1171, 14.6885, 14.2604, 13.8337, 13.4093, 12.9886, 12.5729, 12.1634, 11.7618, 11.3695, 10.9885, 10.6205, 10.2674, 9.931, 9.6133, 9.3161, 9.0409, 8.7891, 8.562, 8.3605, 8.1851, 8.0362, 7.9145, 7.8198, 7.7524, 7.712, 7.6979, 7.7093, 7.7447, 7.8023, 7.88, 7.9753, 8.0856, 8.2085, 8.3416, 8.4826, 8.6295, 8.7804, 8.9337, 9.0879, 9.2417 ] }, { "label": "23OCT26", "values": [ 11.4646, 11.0917, 10.7157, 10.3375, 9.9579, 9.578, 9.199, 8.8221, 8.4489, 8.081, 7.7204, 7.3691, 7.0293, 6.7035, 6.3943, 6.1043, 5.8364, 5.5931, 5.3771, 5.1906, 5.0355, 4.9133, 4.8246, 4.7694, 4.7473, 4.7566, 4.7953, 4.861, 4.9508, 5.0615, 5.1898, 5.3327, 5.4869, 5.6496, 5.8182, 5.9904, 6.164, 6.3372, 6.5084, 6.6765, 6.8401 ] }, { "label": "30OCT26", "values": [ 5.6142, 5.4882, 5.3658, 5.2472, 5.1329, 5.0233, 4.9189, 4.8199, 4.7267, 4.6397, 4.5593, 4.4854, 4.4186, 4.3588, 4.306, 4.2603, 4.2215, 4.1894, 4.1636, 4.1438, 4.1293, 4.1196, 4.1141, 4.1118, 4.1123, 4.1147, 4.1184, 4.1225, 4.1265, 4.13, 4.1323, 4.1329, 4.1316, 4.1278, 4.1215, 4.1125, 4.1005, 4.0854, 4.0671, 4.0457, 4.0209 ] }, { "label": "27NOV26", "values": [ 1.2289, 1.2812, 1.3322, 1.3819, 1.4304, 1.4775, 1.5233, 1.5677, 1.6109, 1.6527, 1.6933, 1.7325, 1.7703, 1.8068, 1.8417, 1.8752, 1.907, 1.9374, 1.9662, 1.9931, 2.0183, 2.0416, 2.0631, 2.0825, 2.0999, 2.1152, 2.1282, 2.1392, 2.1478, 2.1543, 2.1583, 2.1601, 2.1595, 2.1567, 2.1515, 2.1441, 2.1345, 2.1226, 2.1085, 2.0923, 2.0739 ] }, { "label": "25DEC26", "values": [ 1.9152, 1.879, 1.8411, 1.8019, 1.7619, 1.7211, 1.68, 1.6389, 1.598, 1.5578, 1.5187, 1.4808, 1.4445, 1.4103, 1.3782, 1.3488, 1.3221, 1.2984, 1.2781, 1.261, 1.2476, 1.2377, 1.2317, 1.2293, 1.2307, 1.2358, 1.2446, 1.2569, 1.2725, 1.2916, 1.3136, 1.3385, 1.3661, 1.3961, 1.4283, 1.4624, 1.4983, 1.5355, 1.5741, 1.6135, 1.6536 ] }, { "label": "26MAR27", "values": [ 0.9079, 0.871, 0.8355, 0.8018, 0.7698, 0.7398, 0.7117, 0.6857, 0.6618, 0.6402, 0.6208, 0.6037, 0.589, 0.5766, 0.5664, 0.5586, 0.5531, 0.5498, 0.5486, 0.5496, 0.5525, 0.5575, 0.5641, 0.5726, 0.5826, 0.5942, 0.6072, 0.6215, 0.6368, 0.6532, 0.6704, 0.6884, 0.707, 0.7261, 0.7456, 0.7654, 0.7854, 0.8054, 0.8253, 0.8451, 0.8647 ] }, { "label": "25JUN27", "values": [ 0.3187, 0.3147, 0.3107, 0.3073, 0.304, 0.3009, 0.2982, 0.2958, 0.2937, 0.2919, 0.2903, 0.2891, 0.2882, 0.2876, 0.2871, 0.287, 0.2871, 0.2874, 0.288, 0.2888, 0.2898, 0.2908, 0.2922, 0.2936, 0.2952, 0.2969, 0.2986, 0.3003, 0.3021, 0.3041, 0.3059, 0.3078, 0.3097, 0.3115, 0.3132, 0.3149, 0.3166, 0.3181, 0.3194, 0.3207, 0.3218 ] }, { "label": "24SEP27", "values": [ 0.1605, 0.1421, 0.1251, 0.1095, 0.0953, 0.0824, 0.0709, 0.0607, 0.0519, 0.0442, 0.0378, 0.0325, 0.0284, 0.0253, 0.0233, 0.0222, 0.0221, 0.0229, 0.0245, 0.0269, 0.03, 0.0337, 0.038, 0.0429, 0.0483, 0.0541, 0.0603, 0.0668, 0.0737, 0.0807, 0.0879, 0.0952, 0.1027, 0.1102, 0.1176, 0.125, 0.1322, 0.1394, 0.1464, 0.1532, 0.1597 ] } ] }, "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": "Ether options: 1w ATM implied volatility rises 8.90 points", "standfirst": "Ether 1W ATM implied volatility rose 8.90 volatility points to 48.73% since the prior daily cutoff, concentrating the adjustment in shorter maturities. The 2W options smile also shifted toward puts and greater wing convexity. Developing Ethereum infrastructure and corporate reports provide context, without an established link to the options repricing.", "days": [ { "reportDate": "2026-10-08", "headline": "Ether options: 1w ATM implied volatility rises 8.90 points", "summary": "Ether's 1W ATM IV increased by 8.90 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 prior 30 days. Across 1W, 2W and 1M, ATM IV rose by an average 5.81 volatility points to 48.30%, compared with a 0.55-point increase in 6M ATM IV to 52.68%.", "macro": { "summary": "No qualifying macro event was retained for this report window.", "events": [] }, "crypto": { "summary": "In developing single-source coverage, [CoinDesk](https://www.coindesk.com/tech/2026/10/08/ethereum-s-glamsterdam-test-runs-near-200-million-gas-per-block-after-upgrade) reported Ethereum Glamsterdam testing results, which do not establish mainnet performance. [The Defiant](https://thedefiant.io/news/infrastructure/gnosis-bridges-adopt-fast-confirmation-for-ethereum-deposits) reported fast confirmation for Ethereum deposits on Gnosis bridges, with security guarantees distinct from Ethereum finality. Separately, [The Defiant](https://thedefiant.io/converge/tradfi-and-fintech/bitmine-will-stop-buying-eth-at-5-of-supply-tom-lee-says) reported Tom Lee's stated future ceiling for BitMine's ETH purchases; this was a buying plan rather than an executed halt. These reports supply context without establishing a driver of the measured options changes.", "events": [ { "eventId": "eebb1045-064f-4053-bc58-9124d444b730", "title": "Ethereum’s Glamsterdam test runs near 200 million gas per block after upgrade", "publisher": "CoinDesk", "url": "https://www.coindesk.com/tech/2026/10/08/ethereum-s-glamsterdam-test-runs-near-200-million-gas-per-block-after-upgrade", "publishedAt": "2026-10-08T04:23:23+00:00" }, { "eventId": "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "title": "Gnosis Bridges Adopt Fast Confirmation for Ethereum Deposits", "publisher": "The Defiant", "url": "https://thedefiant.io/news/infrastructure/gnosis-bridges-adopt-fast-confirmation-for-ethereum-deposits", "publishedAt": "2026-10-08T16:20:53+00:00" }, { "eventId": "67370518-e150-4435-aec4-63539e8f5147", "title": "BitMine Will Stop Buying ETH at 5% of Supply, Tom Lee Says", "publisher": "The Defiant", "url": "https://thedefiant.io/converge/tradfi-and-fintech/bitmine-will-stop-buying-eth-at-5-of-supply-tom-lee-says", "publishedAt": "2026-10-07T16:42:59+00:00" } ] } } ] }, "newsStatus": "context", "headline": "Ether options: 1w ATM implied volatility rises 8.90 points", "standfirst": "Ether 1W ATM implied volatility rose 8.90 volatility points to 48.73% since the prior daily cutoff, concentrating the adjustment in shorter maturities. The 2W options smile also shifted toward puts and greater wing convexity. Developing Ethereum infrastructure and corporate reports provide context, without an established link to the options repricing.", "leadChart": { "asset": "ETH", "metric": "atmIv", "eventType": "atmIv", "label": "1W", "current": 48.73, "previous": 39.83, "change": 8.9, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "evidenceRef": "summaryMetrics.largestAtmMove", "provenance": { "kind": "report-event", "candidateId": "eth-largestAtmMove", "candidateSource": "summaryMetrics.largestAtmMove", "eventRef": "events[type=atmIv,label=1W]", "valuesRef": "tenors[tenor=1W].atmIv" }, "event": { "type": "atmIv", "title": "Largest standard-tenor ATM IV move", "label": "1W", "value": 8.9 } }, "crossAssetMarketContext": { "schemaVersion": 1, "source": "market-context-mcp", "status": "available", "asset": "ETH", "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-minus-SPX realised-volatility spread was 35.69 points, at the 31.6 percentile across 247 prior observations. The 60-session crypto-SPX return correlation was 0.26 from 60 aligned observations.", "regimeInsights": [ "The crypto-minus-SPX realised-volatility spread was 35.69 points, at the 31.6 percentile across 247 prior observations.", "The 60-session crypto-SPX return correlation was 0.26 from 60 aligned observations." ], "metrics": { "cryptoAtmIv30d": 45.92, "vix": 15.079999923706055, "vix9d": 11.779999732971191, "vix3m": 17.719999313354492, "ivSpread": 30.840000076293947, "ivRatio": 3.0450928536022643, "cryptoRealisedVol20d": 45.92542336895311, "spxRealisedVol20": 10.23945668101644, "rvSpread": 35.68596668793667, "rvRatio": 4.48514260078829, "rvSpreadPercentile": 31.57894736842105, "rvSpreadPercentileSampleCount": 247, "rvRatioPercentile": 40.08097165991903, "rvRatioPercentileSampleCount": 247, "returnCorrelation30": 0.5658625523795301, "returnCorrelation30SampleCount": 30, "returnCorrelation60": 0.2612298794590944, "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." }, "materialCandidates": [ { "id": "eth-largestAtmMove", "asset": "ETH", "metric": "atmIv", "metricLabel": "ATM IV", "tenor": "1W", "expiry": null, "observationKind": "change", "change": 8.9, "current": 48.73, "previous": 39.83, "relativeChangePercent": 22.345, "historicalPercentile": 100.0, "historicalLevelPercentile": null, "historicalZScore": 2.5758, "score": 60.679, "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.largestAtmMove.historicalSignificance.movePercentile30d" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 8.9, "magnitudeScore": 17.8, "historicalMagnitudeScale": 1.0, "historicalBonus": 42.879, "evidenceQuality": 1.0, "totalScore": 60.679, "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": 60.679 }, "story": "ETH 1W ATM IV moved higher by 8.90", "source": "summaryMetrics.largestAtmMove", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 60.679, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "eth-largestBf25Move", "asset": "ETH", "metric": "bf25", "metricLabel": "BF25", "tenor": "2W", "expiry": null, "observationKind": "change", "change": 1.07, "current": 3.38, "previous": 2.31, "relativeChangePercent": null, "historicalPercentile": 100.0, "historicalLevelPercentile": null, "historicalZScore": 2.5758, "score": 47.159, "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.largestBf25Move.historicalSignificance.movePercentile30d" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 0.5, "normalizedMagnitude": 2.14, "magnitudeScore": 4.28, "historicalMagnitudeScale": 1.0, "historicalBonus": 42.879, "evidenceQuality": 1.0, "totalScore": 47.159, "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": 47.159 }, "story": "ETH 2W BF25 moved higher by 1.07", "source": "summaryMetrics.largestBf25Move", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 47.159, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "eth-spot-24h", "asset": "ETH", "metric": "spot", "metricLabel": "spot", "tenor": null, "expiry": null, "observationKind": "change", "change": -5.65, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": 94.9, "historicalLevelPercentile": null, "historicalZScore": 1.6352, "score": 40.766, "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; rolling historical windows may overlap each other; not original past published prices", "percentile": 94.9, "observations": 59, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-07T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.24h", "realisedVolatility.spotReturns.points" ], "unavailableReason": null, "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e" }, "scoreComponents": { "version": 3, "unit": "percent", "magnitudeScale": 2.0, "normalizedMagnitude": 2.825, "magnitudeScore": 5.65, "historicalMagnitudeScale": 1.0, "historicalBonus": 35.116, "evidenceQuality": 1.0, "totalScore": 40.766, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 94.9, "tailDistance": 44.9, "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": 40.766 }, "story": "ETH spot-index return was -5.65% over 24 hours", "source": "realisedVolatility.spotMove24hPercent", "scope": "single-asset", "leader": null, "laggard": null, "metricWindow": "24h", "spotReturnEvidence": { "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": 2572.06, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 2426.85, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, "valuePercent": -5.65, "unavailableReason": null, "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e" }, "selectionScore": 40.766, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "eth-largestRr25Move", "asset": "ETH", "metric": "rr25", "metricLabel": "RR25", "tenor": "2W", "expiry": null, "observationKind": "change", "change": -1.27, "current": -3.78, "previous": -2.51, "relativeChangePercent": null, "historicalPercentile": 76.7, "historicalLevelPercentile": null, "historicalZScore": 0.729, "score": 22.205, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in prior 30 days", "percentile": 76.7, "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": 1.27, "magnitudeScore": 2.54, "historicalMagnitudeScale": 1.0, "historicalBonus": 19.665, "evidenceQuality": 1.0, "totalScore": 22.205, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 76.7, "tailDistance": 26.7, "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": 22.205 }, "story": "ETH 2W RR25 moved lower by 1.27", "source": "summaryMetrics.largestRr25Move", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 22.205, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "eth-smile-rotation", "asset": "ETH", "metric": "smileRotation", "metricLabel": "smile rotation", "tenor": null, "expiry": "11OCT26", "observationKind": "change", "change": 4.998, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": null, "historicalZScore": null, "score": 9.996, "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": 4.998, "magnitudeScore": 9.996, "historicalMagnitudeScale": 1.0, "historicalBonus": 0.0, "evidenceQuality": 1.0, "totalScore": 9.996, "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; 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