{ "schemaVersion": 1, "currency": "MAJOR_COINS", "reportDate": "2026-10-08", "generatedAt": "2026-10-08T16:36:33+00:00", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "headline": "Major-coin options: 1w RR25 falls toward puts across Bitcoin, Ether and Solana", "standfirst": "Bitcoin 1W RR25 fell 3.14 volatility points, Ether 1W RR25 fell 1.12 volatility points and Solana 1W RR25 fell 0.97 volatility points, a coordinated shift toward puts since the prior daily cutoff. The shared skew direction accompanied divergent increases in 1W ATM implied volatility and different 24-hour spot-index declines across the three constituents.", "marketSummary": "Ether led the 1W ATM IV increases, followed by Solana and Bitcoin. Solana recorded the largest 24-hour spot-index decline, ahead of Ether and Bitcoin. The differing rankings show that the shared skew shift accompanied divergent volatility and spot behavior across the complex. The largest spot decline and the largest 1W ATM IV increase therefore belonged to different constituents.", "constituents": [ { "asset": "BTC", "reportDate": "2026-10-08", "artifactId": "sha256:7d9ab349bfefb8711afe8d4805757ed773ba624f38b488bc8ba9802321413324", "contentSha256": "85fb7a657e83f354bfc2a37ccf14f7a9379dab76961e5eded8bb2928c30eb66d", "currentSnapshotId": 598779, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotId": 589530, "previousSnapshotAt": "2026-10-07T16:32:00+00:00" }, { "asset": "ETH", "reportDate": "2026-10-08", "artifactId": "sha256:28c5782165959445f95f337ad037cca552751dcb58abc87f456246019dd394f0", "contentSha256": "08eacb6e6d681e9de761942c4796ed29b556e74074e5e771c9612d35cabfab4c", "currentSnapshotId": 598782, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotId": 589533, "previousSnapshotAt": "2026-10-07T16:32:00+00:00" }, { "asset": "SOL", "reportDate": "2026-10-08", "artifactId": "sha256:b391231a0db9b229722017d710485eb7bc25e86dc293a54824408dff9ddb63aa", "contentSha256": "e5581d04508338678223cbfb26801660cc33176e805312c0ed436fac9a6734e0", "currentSnapshotId": 598778, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotId": 589531, "previousSnapshotAt": "2026-10-07T16:32:00+00:00" } ], "rows": [ { "asset": "BTC", "report": { "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": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 64060.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 64650.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 68793.4, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 72282.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 77297.6, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 77188.59, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 77355.23, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 79668.93, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 79302.99, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 78089.91, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 80365.49, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 77814.97, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 77969.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 79106.83, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 78624.3, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 77533.44, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 77522.3, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 80885.43, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 79657.53, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 79964.14, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 79763.77, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 78912.05, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 78664.85, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 78746.37, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 76899.33, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 77534.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 77366.01, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 77225.86, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 78643.43, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 76371.16, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 75733.78, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 76594.13, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 81140.11, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 81868.33, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 81180.4, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 85892.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 86101.79, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 84254.63, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 84505.89, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 84003.1, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 84142.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 84519.36, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 83930.5, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 83132.97, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 84226.21, "venue": "canonical", "instrument": "BTC-USD-INDEX", "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; rolling historical windows may overlap each other; not original past published prices", "percentile": 83.1, "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" ], "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -1.71, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -0.86, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": -0.01, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.23, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": -0.42, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": -0.05, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.37, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.24, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 0.92, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 6.41, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 5.07, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 6.94, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": -0.14, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 2.99, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": -0.46, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -1.53, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 2.91, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -3.17, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.2, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 1.46, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -0.61, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.39, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -0.01, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 4.34, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -1.52, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.38, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -0.25, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -1.07, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": -0.31, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 0.1, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.35, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 0.83, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -0.22, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -0.18, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 1.84, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.89, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -0.83, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 1.14, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 5.94, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 0.9, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -0.84, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 5.8, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 0.24, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -2.15, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 0.3, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": -0.59, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 0.17, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 0.45, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -0.7, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -0.95, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 1.32, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.19, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 0.91, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.39, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 0.53, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -0.09, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 0.55, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -2.43, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "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 }, "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": -3.77, "unavailableReason": null, "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 59.6, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -2.9, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.01, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 8.35, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 14.11, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 22.54, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 22.43, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 22.25, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 24.36, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 22.66, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 13.51, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 11.18, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 0.67, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 1.01, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.26, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -1.31, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -2.23, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -0.73, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 0.65, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": 2.37, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 2.56, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 0.83, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 0.37, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 1.46, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 1.58, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.93, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": -2.67, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -3.25, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -3.18, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": -0.34, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.92, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -3.83, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 4.65, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 5.82, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 5.12, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 9.22, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 12.74, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 11.25, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 10.33, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 3.53, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 2.78, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 4.11, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -2.28, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -3.45, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": -0.03, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": -0.14, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } }, "spotMove7dPercent": -3.77, "oneWeekAtmIvPercent": 36.73, "oneWeekIvMinus7dRvPoints": null, "oneWeekIvMinus24hRvPoints": null, "oneWeekIvMinus30dRvPoints": null }, "fitQuality": { "currentObjective": 0.2854655, "previousObjective": 0.06638781, "currentLiveError": 661.99979844, "previousLiveError": 101.81043313 }, "coverage": { "currentListedExpiries": 12, "previousListedExpiries": 12, "comparedListedExpiries": 11, "addedExpiries": [ "12OCT26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M" ], "suppressedFixedTenors": [ "1Y" ] }, "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": [ "breaking", "developing", "confirmed" ] }, "complete": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 25, "hasMore": false, "nextCursor": null, "resultSha256": "e3b5d6b7e2959a2d636da62cf9eb1f43eea925d53fae5bc0eeac9d99c6861ff9" } ] }, { "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": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTQ6NDk6MjQuMTI3NDk4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImMzZDRhMDU1LWUxNzQtNGUwYS1iMGEzLTY2ZDAxMTQ0ZTQ4OSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "42b4ffa2776dc6a77373399f8bc368148c555346a06f8151ebb6e93615329afc" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTQ6NDk6MjQuMTI3NDk4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImMzZDRhMDU1LWUxNzQtNGUwYS1iMGEzLTY2ZDAxMTQ0ZTQ4OSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTI6MjY6MDguNjE4OTg0KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNlMDQyMzc1LTU2YWYtNGY0Yy1iYjU3LTFhMTA0ZTFiOWE2MiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "85df84935f5db22ad74d46d5eaf16408402bcec9a2e32c7c8ad09c0f26f28d7a" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTI6MjY6MDguNjE4OTg0KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNlMDQyMzc1LTU2YWYtNGY0Yy1iYjU3LTFhMTA0ZTFiOWE2MiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTA6MzA6MjkuMTUzMzI4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjAyNDZmOWYzLTY4MDktNGRjYi1iMDU0LWE5NTFhMGY0MDEzOSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "d1314e1deab1195587bc48dfd624db1e50c13933455eaeb5cdfcc81786f7d607" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTA6MzA6MjkuMTUzMzI4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjAyNDZmOWYzLTY4MDktNGRjYi1iMDU0LWE5NTFhMGY0MDEzOSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDg6MjU6NDYuODMwMzUzKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImQwNmVjZTM2LWY1ZmQtNDVmYi1hOGI4LTcwZWQyMTZjOTc5ZiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "4a2b08a8f7f47ccdc857a8211e28640bcaa67134d9c00b5573cc45f6f6c4b19f" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDg6MjU6NDYuODMwMzUzKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImQwNmVjZTM2LWY1ZmQtNDVmYi1hOGI4LTcwZWQyMTZjOTc5ZiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDU6Mjk6NDAuNTEzMDA4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNiYmNkNTQ5LTliODUtNDQ4Ni05Yzg4LThkNzMwZDRhYTYyYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "0ca9397d13b7b86d81bfb1517d4d9f099da8c548e783797d1ab136da8e5e5abd" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDU6Mjk6NDAuNTEzMDA4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNiYmNkNTQ5LTliODUtNDQ4Ni05Yzg4LThkNzMwZDRhYTYyYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDE6MDM6MjQuODY4NDkyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6Ijg2MTc0NGZiLTg0MDQtNDY2NC04OWQyLWZlYjAxODFjZTJiNSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "23a84b226971a6b9c7371c76c1f6902b47095b118c62238543d8c464fe6f0ccf" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDE6MDM6MjQuODY4NDkyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6Ijg2MTc0NGZiLTg0MDQtNDY2NC04OWQyLWZlYjAxODFjZTJiNSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDdUMjA6NTc6NDQuMDIwODkwKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjBiZTY4NTk3LTBiOTUtNDMxYy1iNDAyLTE0MzE1OTFjZjg5YSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "d101f02a71581f6268392c1079a12fcd09b6534c9ac64783c17c5ed9a01c6ebf" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDdUMjA6NTc6NDQuMDIwODkwKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjBiZTY4NTk3LTBiOTUtNDMxYy1iNDAyLTE0MzE1OTFjZjg5YSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDdUMTg6Mjg6MjUuNDU1NTgyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjMwNDc0ZTk2LWU4ZTItNDE2Yy1iNTEzLWQ3YjI5YTgxMjNkYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "39922cb11a8477dde9f770e5f2f362ccabb08408a798000dcbb45982b00c8d33" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDdUMTg6Mjg6MjUuNDU1NTgyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjMwNDc0ZTk2LWU4ZTItNDE2Yy1iNTEzLWQ3YjI5YTgxMjNkYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 46, "hasMore": false, "nextCursor": null, "resultSha256": "11c2d7d3ea5debff8238ee44128434ab07521d72d84232712e9a9e3cf41ecb02" } ] } ], "upstreamIngestionHealth": "not-exposed" }, "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 }, "coverage": { "configuredSources": 1, "successfulSources": 1, "failedSources": 0 }, "provenance": { "collectionArchitecture": "central-canonical-event-store", "mcpServersQueried": 1, "assetScopedQueries": 1, "macroQueries": 9, "canonicalEventsConsidered": 17, "publishersRepresented": 6, "discoveryEventsScanned": 446, "upstreamFeedCount": null, "coverageNote": "The local news MCP exposes canonical events, not its upstream feed inventory; legacy feed-count fields below describe the single MCP endpoint and are not comparable with the former RSS collector." }, "selection": { "feedsQueried": 1, "publishersQueried": 6, "feedEntriesScanned": 70, "articlesPassingTimeFilter": 70, "articlesPassingSourceRelevanceRules": 17, "articlesPassingSelectionThreshold": 3, "storiesSelected": 3, "selectedPublishers": 2, "maximumStories": 3, "maximumStoriesPerPublisher": 2, "minimumSelectionScore": 0, "lockedEventSet": true, "qualityThresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "candidateAudit": [ { "eventId": "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "1de758d4-2abc-4e41-90ed-ac852873ad87", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "51d26361-fc2f-4a44-b8a5-9ab12bcecd67", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "30901c5f-f5a0-496d-94fe-2220574e14fb", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "da945e59-157c-49e9-bab0-2ad106ecfea7", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "07a8b54c-236a-4606-9157-e1ace4677eba", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "4496ed47-2bc3-4947-bb38-f839345112bc", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "b55d12c1-d7fe-4ed0-88f4-6ec284ad60b4", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "c58c04d0-f6c0-4c90-adc5-4bc9a80d7787", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "a7a8c76a-a1a0-4b2a-b0f2-cebaaed202e3", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "3a8e8d2e-e2f2-44bf-a591-93ae7e53b88b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6590c81b-c39e-4f35-9f8a-6021c8814d8e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "e97ec8f9-bd2a-42c9-b76b-d240d6138998", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "61b5a576-8ba4-460b-a195-1916a35bc78c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "fe4c089b-5a4b-4fea-bd3f-fcdf3ea18510", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "cdb57c49-9679-420c-b1cf-cc644cdf2759", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "65b54f14-abcb-4bc6-b467-570923e3074e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7d20d676-896e-4939-9ea5-0a9f6ebbc655", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "75c8c7f6-b93f-486e-92fa-ccf0ab8c946d", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "63d640d1-6b60-4fc3-9e35-8cf9ac34796c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "d6b34479-3e43-435d-975f-0695ddc634cb", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "a3447416-7f93-419e-a0b3-707a28bfb679", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "84bb2710-d77c-4881-aefb-8a7c0d4ff850", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "ce0d7c2f-56a2-4f33-a079-8246fd019d1e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6ae42111-a789-494f-90a1-2a8590c74332", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "be551536-f4ea-49a5-a819-217fac51c6c4", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "066144f9-0ed5-47ad-9d16-dd09356a2aa6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7130e5a7-5c98-4a2b-970e-970fe0369f3c", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "59a54bfc-045e-4644-ad0b-9cbc420d731b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "d03769f7-735e-4d68-ab59-6e43871b859c", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "2f3737de-d274-4388-b7a1-e0b90b5d503d", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "16201c19-031f-4b13-97ce-8d56c4bbeb27", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "5f0fa80d-2fbb-46c9-a7ad-a2e0b98ee8a9", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "4fa6a623-40d8-4256-a79e-3e31645228b6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "ff0d6171-1c2a-40b3-94a2-c91f39934884", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "eaedfafc-c815-400f-a91a-3cd97a5b1a0f", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "c8821aeb-4286-4df1-be7b-d88b7de30da9", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "422dc952-d3f6-4dad-92fe-92805c62ea0b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "f3b28875-fe07-4a2f-8ced-0d5c3e13d6ad", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "14d5e7bf-2961-4124-8d1b-081e1dd79c6a", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "631142cb-a2e8-460c-be5f-60f847dbd25e", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "311fa0b7-cfd1-4b98-9266-bfe444e06b95", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "eebb1045-064f-4053-bc58-9124d444b730", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "b3ce45fc-4f44-4eb6-929e-faf5453b00ec", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "3c020fdb-085c-41c7-9f95-9609c9ae1c32", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "9d156119-e06f-4c72-b709-f283b832ebc2", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "312ca3ad-933c-42ca-a173-7b04126e7c2b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6aaa263d-2fdf-4801-a0bb-be1be45e2438", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "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": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 } } } ], "listedExpiries": [ { "label": "9OCT26", "expiry": 1791532800000, "tauYears": 0.00176628, "daysToExpiry": 0.645, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 81089.84, "previous": 83572.09, "change": -2482.25, "percentChange": -2.97 }, "atmIv": { "current": 43.6, "previous": 31.75, "change": 11.85, "percentChange": 37.32 }, "rr25": { "current": -3.28, "previous": -0.55, "change": -2.73, "percentChange": -496.36 }, "bf25": { "current": 1.76, "previous": 1.65, "change": 0.11, "percentChange": 6.67 }, "svi": { "a": { "current": -0.0386, "previous": -0.0405, "change": 0.0019, "percentChange": 4.76 }, "b": { "current": 0.0818, "previous": 0.0948, "change": -0.0131, "percentChange": -13.79 }, "rho": { "current": -0.1482, "previous": -0.0308, "change": -0.1174, "percentChange": -381.43 }, "m": { "current": -0.0601, "previous": -0.0107, "change": -0.0494, "percentChange": -460.84 }, "sigma": { "current": 0.4813, "previous": 0.4323, "change": 0.049, "percentChange": 11.34 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 216.5864, 207.0293, 197.4169, 187.7563, 178.0553, 168.3234, 158.5718, 148.8139, 139.0657, 129.347, 119.6822, 110.1022, 100.6473, 91.3712, 82.347, 73.6782, 65.513, 58.067, 51.6491, 46.6751, 43.6238, 42.8824, 44.536, 48.3061, 53.7147, 60.2884, 67.6552, 75.5515, 83.7972, 92.2696, 100.8843, 109.5819, 118.3199, 127.0671, 135.8006, 144.5029, 153.1608, 161.764, 170.3048, 178.7771, 187.1763 ], "previous": [ 146.3609, 140.0004, 133.5841, 127.1156, 120.6, 114.0433, 107.4532, 100.8393, 94.2136, 87.5917, 80.9934, 74.4447, 67.9805, 61.6481, 55.514, 49.6725, 44.2595, 39.4701, 35.5722, 32.895, 31.7538, 32.3103, 34.4755, 37.964, 42.4362, 47.5992, 53.2346, 59.1891, 65.3569, 71.6644, 78.0593, 84.5041, 90.9711, 97.4394, 103.8932, 110.3203, 116.7112, 123.0583, 129.3559, 135.5993, 141.7852 ], "change": [ 70.2255, 67.0289, 63.8328, 60.6407, 57.4553, 54.2801, 51.1186, 47.9746, 44.8521, 41.7553, 38.6888, 35.6575, 32.6668, 29.7231, 26.833, 24.0057, 21.2535, 18.5969, 16.0769, 13.7801, 11.87, 10.5721, 10.0605, 10.3421, 11.2785, 12.6892, 14.4206, 16.3624, 18.4403, 20.6052, 22.825, 25.0778, 27.3488, 29.6277, 31.9074, 34.1826, 36.4496, 38.7057, 40.9489, 43.1778, 45.3911 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 24.461, "rotation": -15.864, "wingChange": 18.887, "rmsChange": 36.537 } }, { "label": "10OCT26", "expiry": 1791619200000, "tauYears": 0.00450601, "daysToExpiry": 1.645, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 81142.0, "previous": 83568.45, "change": -2426.45, "percentChange": -2.9 }, "atmIv": { "current": 40.73, "previous": 31.06, "change": 9.67, "percentChange": 31.13 }, "rr25": { "current": -3.82, "previous": -1.13, "change": -2.69, "percentChange": -238.05 }, "bf25": { "current": 2.22, "previous": 1.63, "change": 0.59, "percentChange": 36.2 }, "svi": { "a": { "current": -0.052, "previous": -0.0557, "change": 0.0037, "percentChange": 6.63 }, "b": { "current": 0.11, "previous": 0.1123, "change": -0.0023, "percentChange": -2.04 }, "rho": { "current": -0.1462, "previous": -0.0642, "change": -0.082, "percentChange": -127.62 }, "m": { "current": -0.0549, "previous": -0.0259, "change": -0.029, "percentChange": -111.63 }, "sigma": { "current": 0.4843, "previous": 0.503, "change": -0.0187, "percentChange": -3.72 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 160.9366, 154.1156, 147.2626, 140.3836, 133.4855, 126.5767, 119.6672, 112.7688, 105.8958, 99.0657, 92.3, 85.6256, 79.0767, 72.6976, 66.5461, 60.6991, 55.2586, 50.3593, 46.1732, 42.9052, 40.768, 39.9311, 40.459, 42.2821, 45.2237, 49.062, 53.5836, 58.6096, 64.0008, 69.6528, 75.4882, 81.4497, 87.4945, 93.5904, 99.713, 105.8433, 111.9669, 118.0723, 124.1505, 130.1946, 136.1989 ], "previous": [ 121.139, 115.915, 110.6645, 105.3921, 100.1031, 94.804, 89.5027, 84.2086, 78.9337, 73.6924, 68.5035, 63.3904, 58.384, 53.5247, 48.8667, 44.4826, 40.47, 36.9568, 34.1025, 32.0856, 31.0691, 31.1474, 32.3062, 34.4281, 37.3393, 40.8604, 44.8361, 49.1442, 53.6924, 58.4126, 63.2543, 68.1799, 73.1613, 78.1769, 83.21, 88.2476, 93.2796, 98.2978, 103.2956, 108.2678, 113.2101 ], "change": [ 39.7976, 38.2006, 36.5981, 34.9915, 33.3824, 31.7727, 30.1645, 28.5602, 26.9621, 25.3733, 23.7965, 22.2352, 20.6927, 19.1729, 17.6794, 16.2165, 14.7886, 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 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 15.243, "rotation": -11.563, "wingChange": 8.316, "rmsChange": 21.117 } }, { "label": "11OCT26", "expiry": 1791705600000, "tauYears": 0.00724573, "daysToExpiry": 2.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 81155.83, "previous": 83603.71, "change": -2447.88, "percentChange": -2.93 }, "atmIv": { "current": 35.7, "previous": 28.26, "change": 7.44, "percentChange": 26.33 }, "rr25": { "current": -3.94, "previous": -0.45, "change": -3.49, "percentChange": -775.56 }, "bf25": { "current": 1.8, "previous": 1.41, "change": 0.39, "percentChange": 27.66 }, "svi": { "a": { "current": -0.0653, "previous": -0.0608, "change": -0.0045, "percentChange": -7.32 }, "b": { "current": 0.1184, "previous": 0.1149, "change": 0.0036, "percentChange": 3.09 }, "rho": { "current": -0.1827, "previous": -0.0629, "change": -0.1198, "percentChange": -190.55 }, "m": { "current": -0.0814, "previous": -0.0304, "change": -0.051, "percentChange": -167.42 }, "sigma": { "current": 0.5682, "previous": 0.5376, "change": 0.0306, "percentChange": 5.69 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 126.184, 120.9166, 115.6427, 110.3675, 105.0967, 99.8373, 94.5971, 89.3856, 84.2138, 79.0952, 74.0458, 69.0857, 64.2397, 59.539, 55.0236, 50.7442, 46.7659, 43.1705, 40.058, 37.5434, 35.746, 34.768, 34.6678, 35.4407, 37.0192, 39.2928, 42.1358, 45.4281, 49.0664, 52.9669, 57.064, 61.3066, 65.6558, 70.0813, 74.5598, 79.0729, 83.6063, 88.1486, 92.6908, 97.2255, 101.747 ], "previous": [ 101.0385, 96.6654, 92.2777, 87.8796, 83.4765, 79.0743, 74.6807, 70.3046, 65.9574, 61.6527, 57.408, 53.2455, 49.1936, 45.2896, 41.5821, 38.1347, 35.0298, 32.3703, 30.2766, 28.8729, 28.2611, 28.4894, 29.5336, 31.3058, 33.6842, 36.5427, 39.7693, 43.273, 46.9831, 50.8454, 54.8192, 58.8731, 62.9834, 67.1316, 71.3033, 75.487, 79.6736, 83.856, 88.028, 92.185, 96.3229 ], "change": [ 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 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 8.789, "rotation": -14.393, "wingChange": 1.956, "rmsChange": 12.715 } }, { "label": "16OCT26", "expiry": 1792137600000, "tauYears": 0.02094436, "daysToExpiry": 7.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 81232.95, "previous": 83675.08, "change": -2442.13, "percentChange": -2.92 }, "atmIv": { "current": 36.9, "previous": 32.48, "change": 4.42, "percentChange": 13.61 }, "rr25": { "current": -3.62, "previous": -0.51, "change": -3.11, "percentChange": -609.8 }, "bf25": { "current": 2.08, "previous": 1.63, "change": 0.45, "percentChange": 27.61 }, "svi": { "a": { "current": -0.1191, "previous": -0.0716, "change": -0.0475, "percentChange": -66.33 }, "b": { "current": 0.1683, "previous": 0.1253, "change": 0.0431, "percentChange": 34.4 }, "rho": { "current": -0.0935, "previous": 0.006, "change": -0.0995, "percentChange": -1646.06 }, "m": { "current": -0.0346, "previous": 0.0101, "change": -0.0447, "percentChange": -442.54 }, "sigma": { "current": 0.7271, "previous": 0.5917, "change": 0.1353, "percentChange": 22.87 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 85.5884, 82.5207, 79.4669, 76.4312, 73.4184, 70.4341, 67.4846, 64.5774, 61.7209, 58.925, 56.201, 53.5622, 51.0239, 48.6039, 46.3224, 44.2024, 42.2692, 40.5506, 39.0752, 37.8718, 36.9663, 36.3804, 36.1283, 36.2154, 36.6372, 37.3801, 38.4226, 39.7384, 41.2982, 43.0722, 45.0317, 47.1502, 49.4038, 51.7713, 54.2344, 56.7771, 59.386, 62.0492, 64.7569, 67.5006, 70.2729 ], "previous": [ 70.6589, 68.0902, 65.5309, 62.9854, 60.4591, 57.9583, 55.4903, 53.0634, 50.6878, 48.3748, 46.1381, 43.9934, 41.9587, 40.0546, 38.3045, 36.7338, 35.3696, 34.2394, 33.3694, 32.782, 32.494, 32.5139, 32.8414, 33.4669, 34.3731, 35.537, 36.9324, 38.5317, 40.3081, 42.2362, 44.2933, 46.4588, 48.715, 51.0465, 53.4398, 55.8837, 58.3684, 60.8854, 63.4275, 65.9887, 68.5636 ], "change": [ 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 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 5.091, "rotation": -9.325, "wingChange": 0.928, "rmsChange": 7.544 } }, { "label": "23OCT26", "expiry": 1792742400000, "tauYears": 0.04012244, "daysToExpiry": 14.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 81336.46, "previous": 83741.67, "change": -2405.21, "percentChange": -2.87 }, "atmIv": { "current": 35.97, "previous": 32.72, "change": 3.25, "percentChange": 9.93 }, "rr25": { "current": -3.82, "previous": -0.81, "change": -3.01, "percentChange": -371.6 }, "bf25": { "current": 2.0, "previous": 1.87, "change": 0.13, "percentChange": 6.95 }, "svi": { "a": { "current": -0.1223, "previous": -0.0679, "change": -0.0544, "percentChange": -80.03 }, "b": { "current": 0.1701, "previous": 0.1325, "change": 0.0376, "percentChange": 28.39 }, "rho": { "current": -0.0836, "previous": 0.007, "change": -0.0906, "percentChange": -1302.47 }, "m": { "current": -0.0123, "previous": 0.016, "change": -0.0283, "percentChange": -177.33 }, "sigma": { "current": 0.7504, "previous": 0.5472, "change": 0.2033, "percentChange": 37.15 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 67.9574, 65.8984, 63.8557, 61.8325, 59.8324, 57.8594, 55.918, 54.0133, 52.1508, 50.3367, 48.5781, 46.8825, 45.2584, 43.7151, 42.2625, 40.9113, 39.6728, 38.5585, 37.5801, 36.7487, 36.0747, 35.5669, 35.2322, 35.0751, 35.0973, 35.2974, 35.6715, 36.2128, 36.9125, 37.7603, 38.7448, 39.8541, 41.0761, 42.3993, 43.8126, 45.3055, 46.8684, 48.4926, 50.1701, 51.8938, 53.6574 ], "previous": [ 60.1457, 58.2498, 56.366, 54.4983, 52.6512, 50.8299, 49.0403, 47.2892, 45.584, 43.9334, 42.3469, 40.8353, 39.4102, 38.0845, 36.8717, 35.7861, 34.842, 34.0534, 33.4333, 32.9925, 32.7396, 32.6794, 32.8134, 33.1389, 33.6499, 34.3369, 35.1885, 36.1911, 37.3308, 38.5931, 39.9641, 41.4303, 42.9795, 44.6001, 46.2818, 48.0155, 49.7929, 51.6068, 53.4505, 55.3185, 57.2059 ], "change": [ 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 ], "classification": [ "rotation towards puts", "wing flattening" ], "parallelShift": 2.782, "rotation": -7.451, "wingChange": -0.829, "rmsChange": 4.662 } }, { "label": "30OCT26", "expiry": 1793347200000, "tauYears": 0.05930053, "daysToExpiry": 21.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 81453.66, "previous": 83848.98, "change": -2395.32, "percentChange": -2.86 }, "atmIv": { "current": 36.05, "previous": 33.95, "change": 2.1, "percentChange": 6.19 }, "rr25": { "current": -4.04, "previous": -0.8, "change": -3.24, "percentChange": -405.0 }, "bf25": { "current": 2.04, "previous": 1.96, "change": 0.08, "percentChange": 4.08 }, "svi": { "a": { "current": -0.1257, "previous": -0.0664, "change": -0.0593, "percentChange": -89.32 }, "b": { "current": 0.1764, "previous": 0.1344, "change": 0.0421, "percentChange": 31.3 }, "rho": { "current": -0.1163, "previous": 0.0207, "change": -0.137, "percentChange": -661.38 }, "m": { "current": -0.0243, "previous": 0.0266, "change": -0.0509, "percentChange": -191.42 }, "sigma": { "current": 0.7588, "previous": 0.5473, "change": 0.2115, "percentChange": 38.65 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 61.4759, 59.8221, 58.1853, 56.5683, 54.9741, 53.4057, 51.8668, 50.3612, 48.8929, 47.4666, 46.0872, 44.7598, 43.4903, 42.2846, 41.149, 40.09, 39.1146, 38.2293, 37.4408, 36.7556, 36.1795, 35.7175, 35.3738, 35.1516, 35.0524, 35.0765, 35.223, 35.4892, 35.8714, 36.3647, 36.9634, 37.6612, 38.4512, 39.3264, 40.2797, 41.3043, 42.3933, 43.5404, 44.7397, 45.9854, 47.2724 ], "previous": [ 54.3698, 52.9072, 51.4599, 50.0311, 48.6247, 47.245, 45.8965, 44.5845, 43.3146, 42.093, 40.9265, 39.8222, 38.7877, 37.8312, 36.9606, 36.1844, 35.5104, 34.9464, 34.4991, 34.1744, 33.9767, 33.9089, 33.9722, 34.1658, 34.4875, 34.9332, 35.4974, 36.1736, 36.9544, 37.8319, 38.798, 39.8444, 40.9632, 42.1467, 43.3874, 44.6787, 46.0142, 47.3881, 48.7949, 50.23, 51.689 ], "change": [ 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 ], "classification": [ "rotation towards puts", "wing flattening" ], "parallelShift": 1.843, "rotation": -6.995, "wingChange": -0.54, "rmsChange": 4.129 } }, { "label": "27NOV26", "expiry": 1795766400000, "tauYears": 0.13601286, "daysToExpiry": 49.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 81754.3, "previous": 84180.66, "change": -2426.36, "percentChange": -2.88 }, "atmIv": { "current": 37.54, "previous": 36.26, "change": 1.28, "percentChange": 3.53 }, "rr25": { "current": -1.38, "previous": -0.56, "change": -0.82, "percentChange": -146.43 }, "bf25": { "current": 2.32, "previous": 2.1, "change": 0.22, "percentChange": 10.48 }, "svi": { "a": { "current": -0.163, "previous": -0.1339, "change": -0.0291, "percentChange": -21.72 }, "b": { "current": 0.2496, "previous": 0.2281, "change": 0.0215, "percentChange": 9.43 }, "rho": { "current": -0.3731, "previous": -0.3988, "change": 0.0256, "percentChange": 6.43 }, "m": { "current": -0.2804, "previous": -0.2968, "change": 0.0164, "percentChange": 5.54 }, "sigma": { "current": 0.7863, "previous": 0.7273, "change": 0.059, "percentChange": 8.11 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 50.8299, 49.7665, 48.7339, 47.734, 46.7687, 45.8402, 44.9504, 44.1016, 43.2958, 42.535, 41.8211, 41.1562, 40.542, 39.9802, 39.4722, 39.0195, 38.6231, 38.2838, 38.0023, 37.7789, 37.6136, 37.5062, 37.4559, 37.4621, 37.5235, 37.6387, 37.8062, 38.0242, 38.2905, 38.6033, 38.9601, 39.3587, 39.7968, 40.2721, 40.7822, 41.3249, 41.8978, 42.4989, 43.126, 43.7771, 44.4502 ], "previous": [ 48.2332, 47.2183, 46.236, 45.2885, 44.3778, 43.506, 42.6751, 41.8872, 41.1442, 40.4482, 39.8008, 39.2039, 38.659, 38.1675, 37.7305, 37.3491, 37.0239, 36.7553, 36.5435, 36.3884, 36.2894, 36.2459, 36.2568, 36.321, 36.4367, 36.6025, 36.8162, 37.076, 37.3796, 37.7248, 38.1094, 38.5309, 38.9872, 39.4758, 39.9947, 40.5416, 41.1144, 41.7111, 42.3297, 42.9685, 43.6258 ], "change": [ 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 ], "classification": [ "rotation towards puts" ], "parallelShift": 1.398, "rotation": -1.17, "wingChange": 0.111, "rmsChange": 1.594 } }, { "label": "25DEC26", "expiry": 1798185600000, "tauYears": 0.21272518, "daysToExpiry": 77.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 82085.54, "previous": 84504.68, "change": -2419.14, "percentChange": -2.86 }, "atmIv": { "current": 37.8, "previous": 36.7, "change": 1.1, "percentChange": 3.0 }, "rr25": { "current": -0.97, "previous": -0.66, "change": -0.31, "percentChange": -46.97 }, "bf25": { "current": 2.29, "previous": 2.14, "change": 0.15, "percentChange": 7.01 }, "svi": { "a": { "current": -0.1549, "previous": -0.15, "change": -0.005, "percentChange": -3.31 }, "b": { "current": 0.2498, "previous": 0.2374, "change": 0.0124, "percentChange": 5.23 }, "rho": { "current": -0.3725, "previous": -0.3444, "change": -0.0281, "percentChange": -8.15 }, "m": { "current": -0.283, "previous": -0.2645, "change": -0.0185, "percentChange": -6.99 }, "sigma": { "current": 0.7993, "previous": 0.8031, "change": -0.0038, "percentChange": -0.47 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 46.6638, 45.9328, 45.2265, 44.5461, 43.8927, 43.2675, 42.6715, 42.1059, 41.5717, 41.0697, 40.601, 40.1663, 39.7664, 39.4019, 39.0733, 38.7811, 38.5256, 38.3069, 38.1251, 37.9802, 37.872, 37.8001, 37.764, 37.7633, 37.7972, 37.865, 37.9657, 38.0985, 38.2622, 38.4559, 38.6783, 38.9283, 39.2048, 39.5063, 39.8319, 40.1802, 40.55, 40.9401, 41.3493, 41.7765, 42.2207 ], "previous": [ 45.0521, 44.3512, 43.6744, 43.0228, 42.3975, 41.7998, 41.2307, 40.6914, 40.1828, 39.7059, 39.2616, 38.8508, 38.4742, 38.1326, 37.8263, 37.5559, 37.3216, 37.1238, 36.9623, 36.8372, 36.7483, 36.6952, 36.6775, 36.6946, 36.7459, 36.8304, 36.9475, 37.096, 37.275, 37.4833, 37.7199, 37.9835, 38.2729, 38.587, 38.9244, 39.2841, 39.6647, 40.0651, 40.484, 40.9205, 41.3733 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 1.14, "rotation": -0.381, "wingChange": 0.025, "rmsChange": 1.182 } }, { "label": "26MAR27", "expiry": 1806048000000, "tauYears": 0.46204025, "daysToExpiry": 168.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 83128.83, "previous": 85558.09, "change": -2429.26, "percentChange": -2.84 }, "atmIv": { "current": 38.0, "previous": 37.25, "change": 0.75, "percentChange": 2.01 }, "rr25": { "current": -0.77, "previous": -0.68, "change": -0.09, "percentChange": -13.24 }, "bf25": { "current": 2.49, "previous": 2.34, "change": 0.15, "percentChange": 6.41 }, "svi": { "a": { "current": -0.1291, "previous": -0.1863, "change": 0.0572, "percentChange": 30.69 }, "b": { "current": 0.2624, "previous": 0.2861, "change": -0.0237, "percentChange": -8.28 }, "rho": { "current": -0.3507, "previous": -0.3214, "change": -0.0293, "percentChange": -9.12 }, "m": { "current": -0.2424, "previous": -0.2599, "change": 0.0175, "percentChange": 6.73 }, "sigma": { "current": 0.7965, "previous": 0.9252, "change": -0.1287, "percentChange": -13.91 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 43.0874, 42.6766, 42.2807, 41.9002, 41.5356, 41.1871, 40.8553, 40.5406, 40.2432, 39.9635, 39.7017, 39.4582, 39.233, 39.0264, 38.8385, 38.6693, 38.5189, 38.3872, 38.2743, 38.18, 38.1042, 38.0467, 38.0073, 37.9857, 37.9817, 37.995, 38.0252, 38.072, 38.1348, 38.2135, 38.3074, 38.4161, 38.5393, 38.6763, 38.8268, 38.9902, 39.1661, 39.354, 39.5534, 39.7637, 39.9846 ], "previous": [ 42.1056, 41.7127, 41.3341, 40.9703, 40.6217, 40.2886, 39.9715, 39.6706, 39.3862, 39.1187, 38.8684, 38.6354, 38.4199, 38.2222, 38.0423, 37.8803, 37.7364, 37.6105, 37.5027, 37.4128, 37.3408, 37.2866, 37.25, 37.2309, 37.229, 37.244, 37.2758, 37.3239, 37.3881, 37.468, 37.5632, 37.6734, 37.7981, 37.9369, 38.0895, 38.2553, 38.4339, 38.6249, 38.8279, 39.0423, 39.2677 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.78, "rotation": -0.089, "wingChange": 0.025, "rmsChange": 0.799 } }, { "label": "25JUN27", "expiry": 1813910400000, "tauYears": 0.71135532, "daysToExpiry": 259.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 84277.62, "previous": 86698.96, "change": -2421.34, "percentChange": -2.79 }, "atmIv": { "current": 38.57, "previous": 38.12, "change": 0.45, "percentChange": 1.18 }, "rr25": { "current": -0.67, "previous": -0.63, "change": -0.04, "percentChange": -6.35 }, "bf25": { "current": 2.41, "previous": 2.33, "change": 0.08, "percentChange": 3.43 }, "svi": { "a": { "current": -0.1498, "previous": -0.2051, "change": 0.0553, "percentChange": 26.96 }, "b": { "current": 0.2797, "previous": 0.3014, "change": -0.0218, "percentChange": -7.22 }, "rho": { "current": -0.2728, "previous": -0.2542, "change": -0.0185, "percentChange": -7.29 }, "m": { "current": -0.1893, "previous": -0.1998, "change": 0.0105, "percentChange": 5.25 }, "sigma": { "current": 0.9496, "previous": 1.0591, "change": -0.1095, "percentChange": -10.33 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 42.0899, 41.8223, 41.564, 41.3153, 41.0763, 40.8472, 40.6283, 40.4197, 40.2217, 40.0343, 39.8576, 39.6919, 39.5373, 39.3937, 39.2614, 39.1403, 39.0305, 38.932, 38.8449, 38.7691, 38.7046, 38.6514, 38.6094, 38.5785, 38.5586, 38.5497, 38.5515, 38.564, 38.5871, 38.6204, 38.664, 38.7176, 38.781, 38.8539, 38.9363, 39.0278, 39.1283, 39.2375, 39.3552, 39.4812, 39.6152 ], "previous": [ 41.547, 41.2861, 41.0343, 40.7918, 40.5589, 40.3358, 40.1226, 39.9195, 39.7266, 39.5441, 39.3722, 39.2109, 39.0603, 38.9206, 38.7918, 38.674, 38.5673, 38.4715, 38.3869, 38.3133, 38.2509, 38.1994, 38.1589, 38.1294, 38.1108, 38.1029, 38.1056, 38.119, 38.1427, 38.1768, 38.221, 38.2752, 38.3392, 38.4128, 38.4958, 38.5881, 38.6895, 38.7997, 38.9185, 39.0457, 39.1812 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.461, "rotation": -0.042, "wingChange": 0.011, "rmsChange": 0.468 } }, { "label": "24SEP27", "expiry": 1821772800000, "tauYears": 0.96067039, "daysToExpiry": 350.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 85391.43, "previous": 87810.09, "change": -2418.66, "percentChange": -2.75 }, "atmIv": { "current": 39.09, "previous": 38.67, "change": 0.42, "percentChange": 1.09 }, "rr25": { "current": -0.16, "previous": -0.23, "change": 0.07, "percentChange": 30.43 }, "bf25": { "current": 2.4, "previous": 2.39, "change": 0.01, "percentChange": 0.42 }, "svi": { "a": { "current": -0.2011, "previous": -0.2481, "change": 0.047, "percentChange": 18.93 }, "b": { "current": 0.3119, "previous": 0.3283, "change": -0.0165, "percentChange": -5.02 }, "rho": { "current": -0.1774, "previous": -0.1515, "change": -0.0259, "percentChange": -17.08 }, "m": { "current": -0.1229, "previous": -0.1009, "change": -0.0219, "percentChange": -21.74 }, "sigma": { "current": 1.1335, "previous": 1.2083, "change": -0.0748, "percentChange": -6.19 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 41.6241, 41.4334, 41.2493, 41.0721, 40.9019, 40.7387, 40.5827, 40.434, 40.2927, 40.1589, 40.0327, 39.9141, 39.8033, 39.7003, 39.6052, 39.5179, 39.4386, 39.3674, 39.3041, 39.2488, 39.2016, 39.1624, 39.1312, 39.108, 39.0928, 39.0855, 39.0861, 39.0945, 39.1107, 39.1345, 39.166, 39.205, 39.2514, 39.3052, 39.3662, 39.4343, 39.5094, 39.5915, 39.6802, 39.7757, 39.8776 ], "previous": [ 41.2427, 41.0514, 40.8666, 40.6886, 40.5175, 40.3533, 40.1962, 40.0464, 39.9038, 39.7687, 39.6411, 39.5211, 39.4088, 39.3042, 39.2074, 39.1185, 39.0375, 38.9645, 38.8995, 38.8425, 38.7935, 38.7526, 38.7197, 38.6948, 38.678, 38.6691, 38.6682, 38.6752, 38.69, 38.7127, 38.7431, 38.7811, 38.8267, 38.8798, 38.9403, 39.0081, 39.0831, 39.1651, 39.2541, 39.35, 39.4526 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.408, "rotation": 0.031, "wingChange": -0.001, "rmsChange": 0.407 } } ], "events": [ { "type": "rotation", "title": "Largest eligible smile rotation", "label": "11OCT26", "value": -14.393, "score": 14.393, "unit": "volatility points" }, { "type": "atmIv", "title": "Largest standard-tenor ATM IV move", "label": "1W", "value": 4.93, "score": 4.93, "unit": "volatility points" }, { "type": "rr25", "title": "Largest standard-tenor RR25 move", "label": "1W", "value": -3.14, "score": 3.14, "unit": "volatility points" }, { "type": "bf25", "title": "Largest standard-tenor BF25 move", "label": "1W", "value": 0.48, "score": 0.48, "unit": "volatility points" }, { "type": "sigma", "title": "Largest eligible SVI sigma move", "label": "30OCT26", "value": 0.2115, "score": 0.2115, "unit": "parameter units" }, { "type": "rho", "title": "Largest eligible SVI rho move", "label": "30OCT26", "value": -0.137, "score": 0.137, "unit": "parameter units" } ], "expiryEffects": [ { "label": "9OCT26", "daysToExpiry": 0.645, "metric": "Smile rotation", "value": -15.864, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." }, { "label": "10OCT26", "daysToExpiry": 1.645, "metric": "Smile rotation", "value": -11.563, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." } ], "ultraShortThresholdDays": 2.0, "greekCharacteristics": { "highestVega": { "label": "24SEP27", "expiry": 1821772800000, "value": 327.82541808, "metric": "vega", "availability": "available" }, "highestGamma": { "label": "9OCT26", "expiry": 1791532800000, "value": 0.000268478232, "metric": "gamma", "availability": "available" }, "highestThetaDecay": { "label": "9OCT26", "expiry": 1791532800000, "value": -459.71861004, "metric": "theta", "availability": "available" }, "highestVanna": { "label": "24SEP27", "expiry": 1821772800000, "value": 0.00191955, "metric": "vanna", "availability": "available" }, "highestVolga": { "label": "24SEP27", "expiry": 1821772800000, "value": -0.30776747, "metric": "volga", "availability": "available" } }, "heatmap": { "x": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "rows": [ { "label": "9OCT26", "values": [ 70.2255, 67.0289, 63.8328, 60.6407, 57.4553, 54.2801, 51.1186, 47.9746, 44.8521, 41.7553, 38.6888, 35.6575, 32.6668, 29.7231, 26.833, 24.0057, 21.2535, 18.5969, 16.0769, 13.7801, 11.87, 10.5721, 10.0605, 10.3421, 11.2785, 12.6892, 14.4206, 16.3624, 18.4403, 20.6052, 22.825, 25.0778, 27.3488, 29.6277, 31.9074, 34.1826, 36.4496, 38.7057, 40.9489, 43.1778, 45.3911 ] }, { "label": "10OCT26", "values": [ 39.7976, 38.2006, 36.5981, 34.9915, 33.3824, 31.7727, 30.1645, 28.5602, 26.9621, 25.3733, 23.7965, 22.2352, 20.6927, 19.1729, 17.6794, 16.2165, 14.7886, 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; rolling historical windows may overlap each other; not original past published prices", "percentile": 83.1, "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": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778" }, "scoreComponents": { "version": 3, "unit": "percent", "magnitudeScale": 2.0, "normalizedMagnitude": 1.415, "magnitudeScore": 2.83, "historicalMagnitudeScale": 1.0, "historicalBonus": 24.6505, "evidenceQuality": 1.0, "totalScore": 27.4805, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 83.1, "tailDistance": 33.1, "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": 27.4805 }, "story": "BTC spot-index return was -2.83% 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": 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" }, "selectionScore": 27.4805, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" } ], "reportSignals": { "schemaVersion": 1, "reportKey": "daily:BTC", "cadence": "daily", "reportDate": "2026-10-08", "canonicalReportUrl": "https://www.derivasys.com/reports/2026-10-08/", "comparisonWindow": { "startAt": "2026-10-07T16:32:00+00:00", "startAtReason": null, "endAt": "2026-10-08T16:32:00+00:00", "comparisonCutoffAt": null, "basis": "stored surface snapshots; per-asset actual timestamps are in provenance.snapshots", "targetDuration": "24h" }, "leadSignal": { "id": "btc-largestRr25Move", "asset": "BTC", "metric": "rr25", "metricLabel": "RR25", "tenor": "1W", "expiry": null, "scope": "single-asset", "observationKind": "change", "current": -3.64, "previous": -0.5, "change": -3.14, "relativeChangePercent": null, "historicalPercentile": 100.0, "historicalLevelPercentile": null, "historicalZScore": 2.5758, "source": "summaryMetrics.largestRr25Move", "leader": null, "laggard": null, "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 }, "selectionAuditVersion": 1, "unit": "volatility points", "fieldUnits": { "current": "volatility points", "previous": "volatility points", "change": "volatility points", "relativeChangePercent": "percent", "historicalPercentile": "percentile", "historicalLevelPercentile": "percentile", "historicalZScore": "standard-normal quantile of empirical percentile" }, "basis": "summaryMetrics.largestRr25Move", "selectionMethod": "final-dossier-chosen-story-id", "metricWindow": "report-comparison-window" }, "leadSignalReason": null, "levelDispersion": null, "changeDispersion": null, "rankings": null, "crossAssetReason": "not-applicable-single-asset-report", "percentiles": { "unit": "percentile", "crossAsset": null, "crossAssetReason": "not-applicable-single-asset-report", "selectedLead": { "historicalPercentile": 100.0, "historicalLevelPercentile": null, "basis": "exact frozen material candidate; source-specific history and classification", "source": "summaryMetrics.largestRr25Move", "reason": null }, "selectedLeadReason": null }, "dataQuality": { "status": "partial", "basis": "availability of published surface, realised-volatility and cross-asset metrics; excludes news quality", "nullPolicy": "unavailable observations stay null; no extrapolation or substituted baselines", "assets": [ { "asset": "BTC", "comparisonStatus": null, "comparisonNote": null, "coverage": { "currentListedExpiries": 12, "previousListedExpiries": 12, "comparedListedExpiries": 11, "addedExpiries": [ "12OCT26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M" ], "suppressedFixedTenors": [ "1Y" ] }, "currentListedExpiries": null, "comparedListedExpiries": null, "tenors": [ { "tenor": "1W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "2W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "3M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "6M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "9M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1Y", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." } ], "realisedVolatilityCoverage": { "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." } }, "realisedVolatilityReason": null, "realisedVolatilityUnavailableReason": null, "realisedVolatilityCoveragePolicy": { "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 } ] }, "provenance": { "calculationSource": "existing verified report metrics and frozen material candidates", "snapshots": [ { "asset": "BTC", "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" } }, "currentSnapshotId": null, "previousSnapshotId": null } ], "methodologySource": "Derivasys proprietary historical SVI surface and canonical BTC index databases", "crossAssetAnalysisSchemaVersion": null }, "spotReturns": { "BTC": { "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": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 64060.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 64650.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 68793.4, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 72282.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 77297.6, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 77188.59, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 77355.23, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 79668.93, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 79302.99, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 78089.91, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 80365.49, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 77814.97, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 77969.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 79106.83, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 78624.3, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 77533.44, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 77522.3, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 80885.43, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 79657.53, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 79964.14, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 79763.77, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 78912.05, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 78664.85, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 78746.37, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 76899.33, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 77534.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 77366.01, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 77225.86, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 78643.43, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 76371.16, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 75733.78, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 76594.13, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 81140.11, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 81868.33, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 81180.4, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 85892.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 86101.79, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 84254.63, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 84505.89, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 84003.1, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 84142.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 84519.36, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 83930.5, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 83132.97, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 84226.21, "venue": "canonical", "instrument": "BTC-USD-INDEX", "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; rolling historical windows may overlap each other; not original past published prices", "percentile": 83.1, "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" ], "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -1.71, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -0.86, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": -0.01, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.23, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": -0.42, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": -0.05, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.37, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.24, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 0.92, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 6.41, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 5.07, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 6.94, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": -0.14, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 2.99, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": -0.46, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -1.53, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 2.91, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -3.17, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.2, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 1.46, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -0.61, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.39, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -0.01, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 4.34, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -1.52, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.38, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -0.25, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -1.07, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": -0.31, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 0.1, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.35, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 0.83, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -0.22, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -0.18, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 1.84, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.89, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -0.83, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 1.14, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 5.94, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 0.9, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -0.84, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 5.8, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 0.24, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -2.15, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 0.3, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": -0.59, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 0.17, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 0.45, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -0.7, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -0.95, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 1.32, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.19, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 0.91, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.39, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 0.53, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -0.09, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 0.55, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -2.43, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "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 }, "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": -3.77, "unavailableReason": null, "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 59.6, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -2.9, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.01, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 8.35, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 14.11, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 22.54, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 22.43, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 22.25, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 24.36, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 22.66, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 13.51, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 11.18, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 0.67, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 1.01, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.26, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -1.31, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -2.23, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -0.73, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 0.65, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": 2.37, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 2.56, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 0.83, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 0.37, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 1.46, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 1.58, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.93, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": -2.67, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -3.25, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -3.18, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": -0.34, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.92, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -3.83, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 4.65, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 5.82, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 5.12, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 9.22, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 12.74, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 11.25, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 10.33, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 3.53, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 2.78, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 4.11, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -2.28, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -3.45, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": -0.03, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": -0.14, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } } } } }, "oneWeek": { "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 } } } }, { "asset": "ETH", "report": { "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", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-12T16:32:00+00:00", "price": 1892.8, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-13T16:32:00+00:00", "price": 1878.43, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-14T16:32:00+00:00", "price": 1882.56, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-15T16:32:00+00:00", "price": 1883.38, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-16T16:32:00+00:00", "price": 1887.46, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 1907.11, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 1911.96, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 2097.79, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 2322.69, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 2400.27, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 2420.89, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 2449.11, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 2496.5, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 2476.46, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 2450.76, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 2522.14, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 2439.79, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 2448.68, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 2516.18, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 2465.88, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 2431.28, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 2401.25, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 2495.74, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 2457.86, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 2469.36, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 2484.33, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 2473.39, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 2492.31, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 2495.23, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 2436.18, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 2561.09, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 2531.82, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 2501.25, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 2523.0, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 2420.96, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 2392.92, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 2462.93, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 2607.45, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 2649.67, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 2623.26, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 2766.08, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 2732.0, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 2666.37, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 2687.81, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 2693.98, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 2693.44, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 2689.5, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 2691.51, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 2677.33, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 2684.29, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "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": 2689.42, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-10-06T16:32:00+00:00", "price": 2701.7, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "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 }, { "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 } ], "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": 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 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" ], "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -2.54, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -0.6, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": 1.66, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.76, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": 0.04, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.04, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 0.25, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 9.72, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 10.72, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 3.34, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 0.86, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 1.17, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 1.93, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": -0.8, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -1.04, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 2.91, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -3.27, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.36, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.76, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -2.0, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.4, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -1.24, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 3.94, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -1.52, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.47, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 0.61, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -0.44, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 0.76, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 0.12, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.37, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 5.13, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -1.14, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -1.21, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 0.87, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -4.04, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -1.16, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 2.93, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 5.87, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 1.62, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -1.0, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 5.44, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": -1.23, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -2.4, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 0.8, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 0.23, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": -0.02, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": -0.15, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": 0.07, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -0.53, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 0.26, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.16, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 0.13, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 0.71, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 0.46, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -4.8, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "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 }, "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": -9.74, "unavailableReason": null, "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 78.7, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 2.69, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 10.83, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 23.65, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 27.5, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 28.54, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 29.76, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 30.9, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 29.52, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 16.83, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 8.59, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 1.15, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.74, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -1.23, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.82, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -2.02, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": -1.05, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": 0.74, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.84, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -1.27, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 0.3, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 2.51, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 3.91, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.39, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 4.2, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": 2.53, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": 0.68, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 2.01, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.86, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -4.1, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 1.1, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 4.65, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 4.88, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 9.63, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 12.85, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 11.43, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 9.13, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 3.32, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 2.53, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -2.7, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -2.0, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 0.67, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.03, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } }, "spotMove7dPercent": -9.74, "oneWeekAtmIvPercent": 48.73, "oneWeekIvMinus7dRvPoints": null, "oneWeekIvMinus24hRvPoints": null, "oneWeekIvMinus30dRvPoints": null }, "fitQuality": { "currentObjective": 0.06708226, "previousObjective": 0.03989878, "currentLiveError": 55.84165368, "previousLiveError": 15.31369938 }, "coverage": { "currentListedExpiries": 12, "previousListedExpiries": 12, "comparedListedExpiries": 11, "addedExpiries": [ "12OCT26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M" ], "suppressedFixedTenors": [ "1Y" ] }, "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": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTQ6NDk6MjQuMTI3NDk4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImMzZDRhMDU1LWUxNzQtNGUwYS1iMGEzLTY2ZDAxMTQ0ZTQ4OSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "42b4ffa2776dc6a77373399f8bc368148c555346a06f8151ebb6e93615329afc" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTQ6NDk6MjQuMTI3NDk4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImMzZDRhMDU1LWUxNzQtNGUwYS1iMGEzLTY2ZDAxMTQ0ZTQ4OSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTI6MjY6MDguNjE4OTg0KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNlMDQyMzc1LTU2YWYtNGY0Yy1iYjU3LTFhMTA0ZTFiOWE2MiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "85df84935f5db22ad74d46d5eaf16408402bcec9a2e32c7c8ad09c0f26f28d7a" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTI6MjY6MDguNjE4OTg0KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNlMDQyMzc1LTU2YWYtNGY0Yy1iYjU3LTFhMTA0ZTFiOWE2MiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTA6MzA6MjkuMTUzMzI4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjAyNDZmOWYzLTY4MDktNGRjYi1iMDU0LWE5NTFhMGY0MDEzOSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "d1314e1deab1195587bc48dfd624db1e50c13933455eaeb5cdfcc81786f7d607" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTA6MzA6MjkuMTUzMzI4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjAyNDZmOWYzLTY4MDktNGRjYi1iMDU0LWE5NTFhMGY0MDEzOSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDg6MjU6NDYuODMwMzUzKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImQwNmVjZTM2LWY1ZmQtNDVmYi1hOGI4LTcwZWQyMTZjOTc5ZiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "4a2b08a8f7f47ccdc857a8211e28640bcaa67134d9c00b5573cc45f6f6c4b19f" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDg6MjU6NDYuODMwMzUzKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImQwNmVjZTM2LWY1ZmQtNDVmYi1hOGI4LTcwZWQyMTZjOTc5ZiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDU6Mjk6NDAuNTEzMDA4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNiYmNkNTQ5LTliODUtNDQ4Ni05Yzg4LThkNzMwZDRhYTYyYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "0ca9397d13b7b86d81bfb1517d4d9f099da8c548e783797d1ab136da8e5e5abd" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDU6Mjk6NDAuNTEzMDA4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNiYmNkNTQ5LTliODUtNDQ4Ni05Yzg4LThkNzMwZDRhYTYyYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDE6MDM6MjQuODY4NDkyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6Ijg2MTc0NGZiLTg0MDQtNDY2NC04OWQyLWZlYjAxODFjZTJiNSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "23a84b226971a6b9c7371c76c1f6902b47095b118c62238543d8c464fe6f0ccf" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDE6MDM6MjQuODY4NDkyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6Ijg2MTc0NGZiLTg0MDQtNDY2NC04OWQyLWZlYjAxODFjZTJiNSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDdUMjA6NTc6NDQuMDIwODkwKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjBiZTY4NTk3LTBiOTUtNDMxYy1iNDAyLTE0MzE1OTFjZjg5YSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "d101f02a71581f6268392c1079a12fcd09b6534c9ac64783c17c5ed9a01c6ebf" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDdUMjA6NTc6NDQuMDIwODkwKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjBiZTY4NTk3LTBiOTUtNDMxYy1iNDAyLTE0MzE1OTFjZjg5YSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDdUMTg6Mjg6MjUuNDU1NTgyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjMwNDc0ZTk2LWU4ZTItNDE2Yy1iNTEzLWQ3YjI5YTgxMjNkYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "39922cb11a8477dde9f770e5f2f362ccabb08408a798000dcbb45982b00c8d33" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDdUMTg6Mjg6MjUuNDU1NTgyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjMwNDc0ZTk2LWU4ZTItNDE2Yy1iNTEzLWQ3YjI5YTgxMjNkYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 46, "hasMore": false, "nextCursor": null, "resultSha256": "11c2d7d3ea5debff8238ee44128434ab07521d72d84232712e9a9e3cf41ecb02" } ] }, { "arguments": { "assets": [ "ETH" ], "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": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 13, "hasMore": false, "nextCursor": null, "resultSha256": "0806b8088ab74149d85808cb7f065615bc71f63c9402503b4908c39c74bda754" } ] } ], "upstreamIngestionHealth": "not-exposed" }, "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 }, "coverage": { "configuredSources": 1, "successfulSources": 1, "failedSources": 0 }, "provenance": { "collectionArchitecture": "central-canonical-event-store", "mcpServersQueried": 1, "assetScopedQueries": 1, "macroQueries": 9, "canonicalEventsConsidered": 8, "publishersRepresented": 4, "discoveryEventsScanned": 446, "upstreamFeedCount": null, "coverageNote": "The local news MCP exposes canonical events, not its upstream feed inventory; legacy feed-count fields below describe the single MCP endpoint and are not comparable with the former RSS collector." }, "selection": { "feedsQueried": 1, "publishersQueried": 4, "feedEntriesScanned": 70, "articlesPassingTimeFilter": 70, "articlesPassingSourceRelevanceRules": 8, "articlesPassingSelectionThreshold": 3, "storiesSelected": 3, "selectedPublishers": 2, "maximumStories": 3, "maximumStoriesPerPublisher": 2, "minimumSelectionScore": 0, "lockedEventSet": true, "qualityThresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "candidateAudit": [ { "eventId": "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "1de758d4-2abc-4e41-90ed-ac852873ad87", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "51d26361-fc2f-4a44-b8a5-9ab12bcecd67", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "30901c5f-f5a0-496d-94fe-2220574e14fb", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "da945e59-157c-49e9-bab0-2ad106ecfea7", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "07a8b54c-236a-4606-9157-e1ace4677eba", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "4496ed47-2bc3-4947-bb38-f839345112bc", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "b55d12c1-d7fe-4ed0-88f4-6ec284ad60b4", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "c58c04d0-f6c0-4c90-adc5-4bc9a80d7787", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "a7a8c76a-a1a0-4b2a-b0f2-cebaaed202e3", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "3a8e8d2e-e2f2-44bf-a591-93ae7e53b88b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6590c81b-c39e-4f35-9f8a-6021c8814d8e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "e97ec8f9-bd2a-42c9-b76b-d240d6138998", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "61b5a576-8ba4-460b-a195-1916a35bc78c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "fe4c089b-5a4b-4fea-bd3f-fcdf3ea18510", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "cdb57c49-9679-420c-b1cf-cc644cdf2759", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "65b54f14-abcb-4bc6-b467-570923e3074e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7d20d676-896e-4939-9ea5-0a9f6ebbc655", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "75c8c7f6-b93f-486e-92fa-ccf0ab8c946d", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "63d640d1-6b60-4fc3-9e35-8cf9ac34796c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "d6b34479-3e43-435d-975f-0695ddc634cb", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "a3447416-7f93-419e-a0b3-707a28bfb679", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "84bb2710-d77c-4881-aefb-8a7c0d4ff850", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "ce0d7c2f-56a2-4f33-a079-8246fd019d1e", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "6ae42111-a789-494f-90a1-2a8590c74332", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "be551536-f4ea-49a5-a819-217fac51c6c4", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "066144f9-0ed5-47ad-9d16-dd09356a2aa6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7130e5a7-5c98-4a2b-970e-970fe0369f3c", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "59a54bfc-045e-4644-ad0b-9cbc420d731b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "d03769f7-735e-4d68-ab59-6e43871b859c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "2f3737de-d274-4388-b7a1-e0b90b5d503d", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "16201c19-031f-4b13-97ce-8d56c4bbeb27", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "5f0fa80d-2fbb-46c9-a7ad-a2e0b98ee8a9", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "4fa6a623-40d8-4256-a79e-3e31645228b6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "ff0d6171-1c2a-40b3-94a2-c91f39934884", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "eaedfafc-c815-400f-a91a-3cd97a5b1a0f", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "c8821aeb-4286-4df1-be7b-d88b7de30da9", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "422dc952-d3f6-4dad-92fe-92805c62ea0b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "f3b28875-fe07-4a2f-8ced-0d5c3e13d6ad", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "14d5e7bf-2961-4124-8d1b-081e1dd79c6a", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "631142cb-a2e8-460c-be5f-60f847dbd25e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "311fa0b7-cfd1-4b98-9266-bfe444e06b95", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "eebb1045-064f-4053-bc58-9124d444b730", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "b3ce45fc-4f44-4eb6-929e-faf5453b00ec", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "3c020fdb-085c-41c7-9f95-9609c9ae1c32", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "9d156119-e06f-4c72-b709-f283b832ebc2", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "312ca3ad-933c-42ca-a173-7b04126e7c2b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6aaa263d-2fdf-4801-a0bb-be1be45e2438", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "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": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "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": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "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": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "ed522985-40b8-4d97-a081-c3c0a9c6f0ea", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "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": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "7619be75-4fb0-4814-9d03-00ce73441fc2", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" } ], "planRationale": "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.", "eventsSelected": 3 }, "items": [ { "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" }, { "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" }, { "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" } ], "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": [] } ] }, "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": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 } } } ], "listedExpiries": [ { "label": "9OCT26", "expiry": 1791532800000, "tauYears": 0.00176629, "daysToExpiry": 0.645, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 2421.27, "previous": 2572.73, "change": -151.46, "percentChange": -5.89 }, "atmIv": { "current": 68.74, "previous": 39.85, "change": 28.89, "percentChange": 72.5 }, "rr25": { "current": -11.35, "previous": -7.22, "change": -4.13, "percentChange": -57.2 }, "bf25": { "current": 3.03, "previous": 2.48, "change": 0.55, "percentChange": 22.18 }, "svi": { "a": { "current": -0.0883, "previous": -0.0452, "change": -0.0431, "percentChange": -95.28 }, "b": { "current": 0.1295, "previous": 0.1095, "change": 0.0199, "percentChange": 18.21 }, "rho": { "current": -0.3052, "previous": -0.287, "change": -0.0182, "percentChange": -6.34 }, "m": { "current": -0.1879, "previous": -0.1004, "change": -0.0875, "percentChange": -87.13 }, "sigma": { "current": 0.7219, "previous": 0.4369, "change": 0.285, "percentChange": 65.23 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 246.0853, 235.8514, 225.6462, 215.4777, 205.3547, 195.2874, 185.2872, 175.3672, 165.5427, 155.8317, 146.2559, 136.8413, 127.6203, 118.633, 109.9301, 101.5765, 93.6551, 86.272, 79.562, 73.6909, 68.8529, 65.2545, 63.0827, 62.4592, 63.402, 65.8161, 69.5216, 74.2996, 79.9337, 86.2332, 93.0415, 100.2348, 107.7172, 115.4147, 123.2706, 131.241, 139.2917, 147.3961, 155.5331, 163.6859, 171.8409 ], "previous": [ 174.1054, 166.7292, 159.3186, 151.8803, 144.422, 136.9525, 129.4821, 122.0224, 114.587, 107.1918, 99.8557, 92.6014, 85.457, 78.4574, 71.6475, 65.0863, 58.8526, 53.0529, 47.831, 43.3756, 39.9176, 37.6996, 36.9085, 37.5946, 39.641, 42.8138, 46.8474, 51.5053, 56.6012, 61.9976, 67.5953, 73.3234, 79.1308, 84.9805, 90.8453, 96.7051, 102.545, 108.3538, 114.123, 119.8464, 125.5191 ], "change": [ 71.9799, 69.1222, 66.3276, 63.5974, 60.9327, 58.3349, 55.8051, 53.3448, 50.9557, 48.6399, 46.4002, 44.2399, 42.1633, 40.1756, 38.2826, 36.4902, 34.8025, 33.2191, 31.731, 30.3153, 28.9353, 27.5549, 26.1742, 24.8646, 23.761, 23.0023, 22.6742, 22.7943, 23.3325, 24.2356, 25.4462, 26.9114, 28.5864, 30.4342, 32.4253, 34.5359, 36.7467, 39.0423, 41.4101, 43.8395, 46.3218 ], "classification": [ "parallel shift higher", "rotation towards puts", "wing steepening" ], "parallelShift": 33.594, "rotation": -20.954, "wingChange": 6.988, "rmsChange": 41.659 } }, { "label": "10OCT26", "expiry": 1791619200000, "tauYears": 0.00450602, "daysToExpiry": 1.645, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 2421.55, "previous": 2572.84, "change": -151.29, "percentChange": -5.88 }, "atmIv": { "current": 57.07, "previous": 38.51, "change": 18.56, "percentChange": 48.2 }, "rr25": { "current": -6.95, "previous": -6.87, "change": -0.08, "percentChange": -1.16 }, "bf25": { "current": 3.89, "previous": 2.35, "change": 1.54, "percentChange": 65.53 }, "svi": { "a": { "current": -0.0712, "previous": -0.0516, "change": -0.0196, "percentChange": -37.9 }, "b": { "current": 0.1439, "previous": 0.1168, "change": 0.0271, "percentChange": 23.19 }, "rho": { "current": -0.1748, "previous": -0.2976, "change": 0.1228, "percentChange": 41.28 }, "m": { "current": -0.0662, "previous": -0.1094, "change": 0.0432, "percentChange": 39.48 }, "sigma": { "current": 0.5124, "previous": 0.4713, "change": 0.0411, "percentChange": 8.72 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 186.7581, 179.1824, 171.5901, 163.9894, 156.3896, 148.8018, 141.239, 133.7164, 126.2521, 118.8677, 111.5896, 104.4495, 97.4867, 90.7499, 84.2997, 78.2117, 72.5799, 67.5189, 63.1632, 59.6619, 57.1632, 55.7896, 55.6094, 56.6167, 58.7311, 61.8191, 65.7228, 70.2857, 75.3679, 80.8515, 86.6411, 92.6611, 98.8518, 105.1663, 111.5679, 118.0274, 124.5219, 131.033, 137.546, 144.0489, 150.5324 ], "previous": [ 140.8629, 135.081, 129.2855, 123.4822, 117.678, 111.8804, 106.0984, 100.3418, 94.6223, 88.9536, 83.3514, 77.835, 72.4275, 67.1572, 62.0594, 57.1788, 52.5719, 48.3104, 44.4842, 41.2017, 38.5858, 36.7598, 35.8227, 35.8206, 36.729, 38.4585, 40.8811, 43.8588, 47.2649, 50.9931, 54.9589, 59.0966, 63.3564, 67.7, 72.0984, 76.5293, 80.9756, 85.424, 89.8643, 94.2885, 98.6903 ], "change": [ 45.8952, 44.1014, 42.3046, 40.5072, 38.7116, 36.9214, 35.1406, 33.3746, 31.6298, 29.9141, 28.2382, 26.6145, 25.0592, 23.5927, 22.2403, 21.0329, 20.008, 19.2085, 18.679, 18.4602, 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 ], "classification": [ "parallel shift higher", "rotation towards calls", "wing steepening" ], "parallelShift": 26.166, "rotation": 3.444, "wingChange": 11.383, "rmsChange": 33.026 } }, { "label": "11OCT26", "expiry": 1791705600000, "tauYears": 0.00724574, "daysToExpiry": 2.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2421.78, "previous": 2572.84, "change": -151.06, "percentChange": -5.87 }, "atmIv": { "current": 49.91, "previous": 35.67, "change": 14.24, "percentChange": 39.92 }, "rr25": { "current": -5.32, "previous": -5.81, "change": 0.49, "percentChange": 8.43 }, "bf25": { "current": 3.58, "previous": 2.17, "change": 1.41, "percentChange": 64.98 }, "svi": { "a": { "current": -0.0806, "previous": -0.0649, "change": -0.0156, "percentChange": -24.05 }, "b": { "current": 0.1567, "previous": 0.1306, "change": 0.0261, "percentChange": 19.94 }, "rho": { "current": -0.1432, "previous": -0.2728, "change": 0.1296, "percentChange": 47.5 }, "m": { "current": -0.0541, "previous": -0.1124, "change": 0.0583, "percentChange": 51.87 }, "sigma": { "current": 0.5307, "previous": 0.5257, "change": 0.005, "percentChange": 0.96 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 151.3838, 145.3386, 139.2847, 133.2292, 127.1802, 121.1474, 115.1418, 109.1767, 103.2679, 97.4342, 91.6982, 86.0876, 80.636, 75.3846, 70.3843, 65.697, 61.398, 57.576, 54.3314, 51.7706, 49.9943, 49.0807, 49.0694, 49.9501, 51.6653, 54.1227, 57.213, 60.8259, 64.8601, 69.228, 73.8569, 78.6874, 83.6718, 88.772, 93.9573, 99.2032, 104.4899, 109.8015, 115.1249, 120.4497, 125.7671 ], "previous": [ 121.1513, 116.2163, 111.2783, 106.3424, 101.4144, 96.5011, 91.6101, 86.75, 81.9311, 77.1653, 72.4668, 67.8525, 63.3428, 58.9631, 54.7445, 50.7259, 46.9558, 43.4942, 40.4139, 37.7997, 35.7432, 34.3322, 33.6337, 33.6765, 34.4415, 35.866, 37.8592, 40.3209, 43.1559, 46.2809, 49.6276, 53.1412, 56.7786, 60.5063, 64.2981, 68.1334, 71.9962, 75.8739, 79.7564, 83.6357, 87.5055 ], "change": [ 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 ], "classification": [ "parallel shift higher", "rotation towards calls", "wing steepening" ], "parallelShift": 19.237, "rotation": 4.998, "wingChange": 7.479, "rmsChange": 23.803 } }, { "label": "16OCT26", "expiry": 1792137600000, "tauYears": 0.02094437, "daysToExpiry": 7.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2421.84, "previous": 2573.97, "change": -152.13, "percentChange": -5.91 }, "atmIv": { "current": 48.78, "previous": 40.64, "change": 8.14, "percentChange": 20.03 }, "rr25": { "current": -4.91, "previous": -3.43, "change": -1.48, "percentChange": -43.15 }, "bf25": { "current": 3.49, "previous": 2.47, "change": 1.02, "percentChange": 41.3 }, "svi": { "a": { "current": -0.0938, "previous": -0.1143, "change": 0.0206, "percentChange": 17.98 }, "b": { "current": 0.1707, "previous": 0.173, "change": -0.0022, "percentChange": -1.3 }, "rho": { "current": -0.0788, "previous": 0.0132, "change": -0.092, "percentChange": -695.71 }, "m": { "current": -0.0094, "previous": 0.0405, "change": -0.05, "percentChange": -123.29 }, "sigma": { "current": 0.5792, "previous": 0.683, "change": -0.1038, "percentChange": -15.19 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 99.5986, 96.3674, 93.1493, 89.9496, 86.7742, 83.6302, 80.5253, 77.4684, 74.4697, 71.5406, 68.6944, 65.9457, 63.3112, 60.8094, 58.4609, 56.288, 54.3145, 52.5651, 51.0647, 49.837, 48.903, 48.2796, 47.9784, 48.0039, 48.3536, 49.018, 49.9813, 51.2232, 52.7199, 54.4463, 56.3768, 58.4864, 60.7517, 63.1512, 65.6653, 68.2765, 70.9694, 73.7303, 76.5474, 79.4103, 82.3098 ], "previous": [ 84.4815, 81.6789, 78.8889, 76.1159, 73.3649, 70.6416, 67.9524, 65.305, 62.7079, 60.1711, 57.7059, 55.3252, 53.0438, 50.8784, 48.8476, 46.9719, 45.2736, 43.776, 42.5027, 41.4765, 40.7179, 40.2434, 40.0639, 40.1841, 40.6012, 41.306, 42.2834, 43.5139, 44.9752, 46.644, 48.4968, 50.5111, 52.6661, 54.9427, 57.3237, 59.7939, 62.3399, 64.9499, 67.6137, 70.3224, 73.0681 ], "change": [ 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 ], "classification": [ "parallel shift higher", "rotation towards puts", "wing steepening" ], "parallelShift": 9.018, "rotation": -3.108, "wingChange": 1.249, "rmsChange": 9.993 } }, { "label": "23OCT26", "expiry": 1792742400000, "tauYears": 0.04012246, "daysToExpiry": 14.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2423.58, "previous": 2575.65, "change": -152.07, "percentChange": -5.9 }, "atmIv": { "current": 47.11, "previous": 42.13, "change": 4.98, "percentChange": 11.82 }, "rr25": { "current": -3.72, "previous": -2.37, "change": -1.35, "percentChange": -56.96 }, "bf25": { "current": 3.38, "previous": 2.29, "change": 1.09, "percentChange": 47.6 }, "svi": { "a": { "current": -0.0885, "previous": -0.127, "change": 0.0385, "percentChange": 30.3 }, "b": { "current": 0.1708, "previous": 0.1764, "change": -0.0056, "percentChange": -3.18 }, "rho": { "current": -0.0788, "previous": 0.0321, "change": -0.1109, "percentChange": -345.14 }, "m": { "current": -0.0056, "previous": 0.0588, "change": -0.0644, "percentChange": -109.49 }, "sigma": { "current": 0.5711, "previous": 0.7628, "change": -0.1917, "percentChange": -25.13 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 79.2226, 77.0672, 74.9309, 72.818, 70.7332, 68.6818, 66.6695, 64.7028, 62.7887, 60.9348, 59.1495, 57.4417, 55.8211, 54.2977, 52.8821, 51.5851, 50.4176, 49.3901, 48.5126, 47.7941, 47.2424, 46.8633, 46.6608, 46.6364, 46.7895, 47.1168, 47.613, 48.271, 49.0821, 50.0363, 51.1229, 52.3311, 53.6496, 55.0675, 56.5744, 58.1604, 59.8161, 61.5329, 63.3029, 65.1189, 66.9743 ], "previous": [ 67.758, 65.9755, 64.2152, 62.4805, 60.7753, 59.1038, 57.4705, 55.8807, 54.3398, 52.8538, 51.4291, 50.0726, 48.7918, 47.5942, 46.4878, 45.4808, 44.5812, 43.797, 43.1355, 42.6035, 42.2069, 41.95, 41.8362, 41.867, 42.0422, 42.3602, 42.8177, 43.41, 44.1313, 44.9748, 45.9331, 46.9984, 48.1627, 49.4179, 50.7562, 52.17, 53.6521, 55.1957, 56.7945, 58.4424, 60.1342 ], "change": [ 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 ], "classification": [ "parallel shift higher", "rotation towards puts", "wing steepening" ], "parallelShift": 5.982, "rotation": -2.531, "wingChange": 1.42, "rmsChange": 7.002 } }, { "label": "30OCT26", "expiry": 1793347200000, "tauYears": 0.05930054, "daysToExpiry": 21.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2425.07, "previous": 2577.2, "change": -152.13, "percentChange": -5.9 }, "atmIv": { "current": 48.04, "previous": 43.92, "change": 4.12, "percentChange": 9.38 }, "rr25": { "current": -2.59, "previous": -2.34, "change": -0.25, "percentChange": -10.68 }, "bf25": { "current": 2.87, "previous": 2.4, "change": 0.47, "percentChange": 19.58 }, "svi": { "a": { "current": -0.1035, "previous": -0.1229, "change": 0.0194, "percentChange": 15.81 }, "b": { "current": 0.1726, "previous": 0.1773, "change": -0.0047, "percentChange": -2.64 }, "rho": { "current": -0.0884, "previous": 0.0288, "change": -0.1172, "percentChange": -406.76 }, "m": { "current": -0.0182, "previous": 0.0639, "change": -0.0821, "percentChange": -128.42 }, "sigma": { "current": 0.6804, "previous": 0.7601, "change": -0.0797, "percentChange": -10.48 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 68.6641, 67.1785, 65.7184, 64.2868, 62.8871, 61.5228, 60.1976, 58.9155, 57.6804, 56.4968, 55.3692, 54.3019, 53.2998, 52.3674, 51.5093, 50.7301, 50.0339, 49.4248, 48.9064, 48.4817, 48.1533, 47.923, 47.7921, 47.7608, 47.829, 47.9954, 48.2584, 48.6153, 49.0631, 49.5983, 50.2169, 50.9144, 51.6864, 52.5281, 53.4349, 54.402, 55.4248, 56.4986, 57.6192, 58.7824, 59.9841 ], "previous": [ 63.0499, 61.6903, 60.3526, 59.0396, 57.7542, 56.4995, 55.2787, 54.0956, 52.9537, 51.8571, 50.8099, 49.8165, 48.8812, 48.0086, 47.2033, 46.4698, 45.8124, 45.2354, 44.7428, 44.3379, 44.024, 43.8034, 43.678, 43.649, 43.7167, 43.8807, 44.14, 44.4928, 44.9366, 45.4683, 46.0846, 46.7815, 47.5548, 48.4003, 49.3134, 50.2895, 51.3243, 52.4132, 53.5521, 54.7367, 55.9632 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 4.274, "rotation": -0.427, "wingChange": 0.216, "rmsChange": 4.421 } }, { "label": "27NOV26", "expiry": 1795766400000, "tauYears": 0.13601287, "daysToExpiry": 49.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2432.65, "previous": 2585.01, "change": -152.36, "percentChange": -5.89 }, "atmIv": { "current": 49.91, "previous": 47.87, "change": 2.04, "percentChange": 4.26 }, "rr25": { "current": -1.62, "previous": -2.0, "change": 0.38, "percentChange": 19.0 }, "bf25": { "current": 3.06, "previous": 3.02, "change": 0.04, "percentChange": 1.32 }, "svi": { "a": { "current": -0.0906, "previous": -0.1364, "change": 0.0458, "percentChange": 33.59 }, "b": { "current": 0.1825, "previous": 0.2154, "change": -0.033, "percentChange": -15.3 }, "rho": { "current": -0.1366, "previous": -0.1534, "change": 0.0167, "percentChange": 10.92 }, "m": { "current": -0.0458, "previous": -0.0675, "change": 0.0217, "percentChange": 32.1 }, "sigma": { "current": 0.6879, "previous": 0.7893, "change": -0.1014, "percentChange": -12.85 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 60.3638, 59.568, 58.793, 58.0401, 57.3109, 56.6068, 55.9294, 55.2802, 54.6608, 54.0726, 53.5173, 52.9961, 52.5105, 52.0619, 51.6513, 51.28, 50.9489, 50.659, 50.411, 50.2054, 50.0427, 49.9231, 49.8468, 49.8136, 49.8234, 49.8756, 49.9697, 50.1051, 50.2807, 50.4957, 50.7488, 51.039, 51.3649, 51.7252, 52.1183, 52.5429, 52.9975, 53.4805, 53.9905, 54.5259, 55.0852 ], "previous": [ 59.1349, 58.2868, 57.4608, 56.6582, 55.8805, 55.1293, 54.4061, 53.7125, 53.0499, 52.4199, 51.824, 51.2636, 50.7402, 50.2551, 49.8096, 49.4048, 49.0419, 48.7216, 48.4448, 48.2123, 48.0244, 47.8815, 47.7837, 47.7311, 47.7235, 47.7604, 47.8415, 47.9659, 48.1329, 48.3414, 48.5905, 48.8789, 49.2054, 49.5685, 49.9668, 50.3988, 50.863, 51.3579, 51.882, 52.4336, 53.0113 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 1.957, "rotation": 0.465, "wingChange": -0.093, "rmsChange": 1.911 } }, { "label": "25DEC26", "expiry": 1798185600000, "tauYears": 0.2127252, "daysToExpiry": 77.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2442.39, "previous": 2594.95, "change": -152.56, "percentChange": -5.88 }, "atmIv": { "current": 50.63, "previous": 49.4, "change": 1.23, "percentChange": 2.49 }, "rr25": { "current": -1.21, "previous": -1.13, "change": -0.08, "percentChange": -7.08 }, "bf25": { "current": 3.21, "previous": 2.69, "change": 0.52, "percentChange": 19.33 }, "svi": { "a": { "current": -0.067, "previous": -0.1571, "change": 0.0901, "percentChange": 57.38 }, "b": { "current": 0.1843, "previous": 0.2287, "change": -0.0444, "percentChange": -19.43 }, "rho": { "current": -0.1451, "previous": -0.2026, "change": 0.0576, "percentChange": 28.4 }, "m": { "current": -0.0415, "previous": -0.1361, "change": 0.0946, "percentChange": 69.48 }, "sigma": { "current": 0.6656, "previous": 0.9356, "change": -0.27, "percentChange": -28.86 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 57.9956, 57.4351, 56.8903, 56.3623, 55.852, 55.3602, 54.8879, 54.436, 54.0054, 53.597, 53.2117, 52.8502, 52.5132, 52.2016, 51.9159, 51.6568, 51.4248, 51.2202, 51.0436, 50.895, 50.7749, 50.6831, 50.6199, 50.585, 50.5783, 50.5996, 50.6485, 50.7246, 50.8274, 50.9565, 51.111, 51.2905, 51.4941, 51.7211, 51.9707, 52.242, 52.5343, 52.8465, 53.178, 53.5277, 53.8948 ], "previous": [ 56.0804, 55.5561, 55.0492, 54.5604, 54.0901, 53.6391, 53.2079, 52.7971, 52.4074, 52.0392, 51.693, 51.3694, 51.0687, 50.7913, 50.5377, 50.308, 50.1027, 49.9218, 49.7655, 49.634, 49.5273, 49.4454, 49.3882, 49.3557, 49.3476, 49.3638, 49.4039, 49.4677, 49.5549, 49.6649, 49.7974, 49.952, 50.128, 50.325, 50.5424, 50.7796, 51.036, 51.311, 51.6039, 51.9142, 52.2412 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 1.36, "rotation": -0.205, "wingChange": 0.169, "rmsChange": 1.472 } }, { "label": "26MAR27", "expiry": 1806048000000, "tauYears": 0.46204026, "daysToExpiry": 168.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2469.83, "previous": 2623.67, "change": -153.84, "percentChange": -5.86 }, "atmIv": { "current": 52.49, "previous": 51.9, "change": 0.59, "percentChange": 1.14 }, "rr25": { "current": -0.24, "previous": -0.5, "change": 0.26, "percentChange": 52.0 }, "bf25": { "current": 3.48, "previous": 3.04, "change": 0.44, "percentChange": 14.47 }, "svi": { "a": { "current": -0.025, "previous": -0.0933, "change": 0.0683, "percentChange": 73.23 }, "b": { "current": 0.2319, "previous": 0.2521, "change": -0.0202, "percentChange": -8.0 }, "rho": { "current": -0.3204, "previous": -0.2763, "change": -0.0441, "percentChange": -15.96 }, "m": { "current": -0.1716, "previous": -0.1821, "change": 0.0105, "percentChange": 5.77 }, "sigma": { "current": 0.6931, "previous": 0.9019, "change": -0.2087, "percentChange": -23.14 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 56.6021, 56.2739, 55.9576, 55.6539, 55.3628, 55.0848, 54.8201, 54.5689, 54.3316, 54.1083, 53.8991, 53.7043, 53.524, 53.3582, 53.2069, 53.0703, 52.9483, 52.8408, 52.7478, 52.6692, 52.6048, 52.5546, 52.5182, 52.4956, 52.4864, 52.4905, 52.5076, 52.5374, 52.5795, 52.6338, 52.6998, 52.7772, 52.8658, 52.9651, 53.0748, 53.1946, 53.3242, 53.4631, 53.611, 53.7676, 53.9325 ], "previous": [ 55.6942, 55.4029, 55.1221, 54.8521, 54.593, 54.345, 54.1084, 53.8832, 53.6698, 53.4681, 53.2783, 53.1006, 52.935, 52.7816, 52.6405, 52.5117, 52.3952, 52.291, 52.1992, 52.1196, 52.0523, 51.9971, 51.9541, 51.923, 51.9038, 51.8963, 51.9004, 51.9159, 51.9427, 51.9806, 52.0294, 52.0888, 52.1588, 52.239, 52.3292, 52.4292, 52.5388, 52.6577, 52.7857, 52.9225, 53.0678 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.615, "rotation": 0.05, "wingChange": 0.093, "rmsChange": 0.684 } }, { "label": "25JUN27", "expiry": 1813910400000, "tauYears": 0.71135533, "daysToExpiry": 259.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2500.56, "previous": 2655.71, "change": -155.15, "percentChange": -5.84 }, "atmIv": { "current": 53.39, "previous": 53.09, "change": 0.3, "percentChange": 0.57 }, "rr25": { "current": 0.31, "previous": 0.27, "change": 0.04, "percentChange": 14.81 }, "bf25": { "current": 2.99, "previous": 2.95, "change": 0.04, "percentChange": 1.36 }, "svi": { "a": { "current": -0.018, "previous": -0.0602, "change": 0.0422, "percentChange": 70.15 }, "b": { "current": 0.2745, "previous": 0.2931, "change": -0.0187, "percentChange": -6.37 }, "rho": { "current": -0.3889, "previous": -0.3776, "change": -0.0113, "percentChange": -2.99 }, "m": { "current": -0.2967, "previous": -0.3176, "change": 0.0209, "percentChange": 6.57 }, "sigma": { "current": 0.8726, "previous": 0.9631, "change": -0.0904, "percentChange": -9.39 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 55.8501, 55.6508, 55.4596, 55.2769, 55.1025, 54.9365, 54.779, 54.6301, 54.4897, 54.3578, 54.2345, 54.1197, 54.0135, 53.9157, 53.8263, 53.7453, 53.6727, 53.6082, 53.552, 53.5038, 53.4636, 53.4312, 53.4067, 53.3897, 53.3803, 53.3783, 53.3835, 53.3958, 53.4151, 53.4413, 53.4741, 53.5135, 53.5593, 53.6113, 53.6693, 53.7333, 53.8031, 53.8785, 53.9593, 54.0455, 54.1368 ], "previous": [ 55.5314, 55.3361, 55.1489, 54.9696, 54.7985, 54.6356, 54.4808, 54.3343, 54.196, 54.0659, 53.9442, 53.8306, 53.7253, 53.6281, 53.5392, 53.4583, 53.3856, 53.3208, 53.264, 53.215, 53.1738, 53.1404, 53.1145, 53.0961, 53.0851, 53.0814, 53.0849, 53.0955, 53.113, 53.1372, 53.1682, 53.2057, 53.2496, 53.2998, 53.3561, 53.4184, 53.4865, 53.5604, 53.6399, 53.7248, 53.815 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.295, "rotation": 0.016, "wingChange": 0.008, "rmsChange": 0.301 } }, { "label": "24SEP27", "expiry": 1821772800000, "tauYears": 0.9606704, "daysToExpiry": 350.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 2530.5, "previous": 2686.54, "change": -156.04, "percentChange": -5.81 }, "atmIv": { "current": 54.14, "previous": 54.06, "change": 0.08, "percentChange": 0.15 }, "rr25": { "current": 0.86, "previous": 0.71, "change": 0.15, "percentChange": 21.13 }, "bf25": { "current": 2.86, "previous": 2.73, "change": 0.13, "percentChange": 4.76 }, "svi": { "a": { "current": 0.0381, "previous": -0.0994, "change": 0.1376, "percentChange": 138.37 }, "b": { "current": 0.3039, "previous": 0.3264, "change": -0.0225, "percentChange": -6.9 }, "rho": { "current": -0.4467, "previous": -0.3306, "change": -0.1161, "percentChange": -35.13 }, "m": { "current": -0.3791, "previous": -0.348, "change": -0.0312, "percentChange": -8.96 }, "sigma": { "current": 0.8932, "previous": 1.2358, "change": -0.3425, "percentChange": -27.72 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 55.8716, 55.7227, 55.5805, 55.4449, 55.316, 55.1937, 55.0781, 54.9691, 54.8668, 54.771, 54.6817, 54.5989, 54.5226, 54.4526, 54.389, 54.3315, 54.2803, 54.2351, 54.196, 54.1627, 54.1353, 54.1136, 54.0975, 54.087, 54.0819, 54.0821, 54.0875, 54.098, 54.1136, 54.134, 54.1592, 54.1891, 54.2236, 54.2625, 54.3057, 54.3532, 54.4047, 54.4603, 54.5198, 54.5831, 54.6501 ], "previous": [ 55.7111, 55.5806, 55.4554, 55.3354, 55.2207, 55.1113, 55.0072, 54.9084, 54.8149, 54.7268, 54.6439, 54.5664, 54.4942, 54.4273, 54.3657, 54.3093, 54.2582, 54.2122, 54.1715, 54.1358, 54.1053, 54.0799, 54.0595, 54.0441, 54.0336, 54.028, 54.0272, 54.0312, 54.0399, 54.0533, 54.0713, 54.0939, 54.1209, 54.1523, 54.1881, 54.2282, 54.2725, 54.3209, 54.3734, 54.4299, 54.4904 ], "change": [ 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 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.052, "rotation": 0.05, "wingChange": 0.033, "rmsChange": 0.088 } } ], "events": [ { "type": "atmIv", "title": "Largest standard-tenor ATM IV move", "label": "1W", "value": 8.9, "score": 8.9, "unit": "volatility points" }, { "type": "rotation", "title": "Largest eligible smile rotation", "label": "11OCT26", "value": 4.998, "score": 4.998, "unit": "volatility points" }, { "type": "rr25", "title": "Largest standard-tenor RR25 move", "label": "2W", "value": -1.27, "score": 1.27, "unit": "volatility points" }, { "type": "bf25", "title": "Largest standard-tenor BF25 move", "label": "2W", "value": 1.07, "score": 1.07, "unit": "volatility points" }, { "type": "sigma", "title": "Largest eligible SVI sigma move", "label": "24SEP27", "value": -0.3425, "score": 0.3425, "unit": "parameter units" }, { "type": "rho", "title": "Largest eligible SVI rho move", "label": "11OCT26", "value": 0.1296, "score": 0.1296, "unit": "parameter units" } ], "expiryEffects": [ { "label": "9OCT26", "daysToExpiry": 0.645, "metric": "ATM IV change", "value": 28.89, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." }, { "label": "10OCT26", "daysToExpiry": 1.645, "metric": "ATM IV change", "value": 18.56, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." } ], "ultraShortThresholdDays": 2.0, "greekCharacteristics": { "highestVega": { "label": "24SEP27", "expiry": 1821772800000, "value": 9.55250364, "metric": "vega", "availability": "available" }, "highestGamma": { "label": "9OCT26", "expiry": 1791532800000, "value": 0.005702702977, "metric": "gamma", "availability": "available" }, "highestThetaDecay": { "label": "9OCT26", "expiry": 1791532800000, "value": -21.64030561, "metric": "theta", "availability": "available" }, "highestVanna": { "label": "24SEP27", "expiry": 1821772800000, "value": 0.00188747, "metric": "vanna", "availability": "available" }, "highestVolga": { "label": "24SEP27", "expiry": 1821772800000, "value": -0.01242081, "metric": "volga", "availability": "available" } }, "heatmap": { "x": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "rows": [ { "label": "9OCT26", "values": [ 71.9799, 69.1222, 66.3276, 63.5974, 60.9327, 58.3349, 55.8051, 53.3448, 50.9557, 48.6399, 46.4002, 44.2399, 42.1633, 40.1756, 38.2826, 36.4902, 34.8025, 33.2191, 31.731, 30.3153, 28.9353, 27.5549, 26.1742, 24.8646, 23.761, 23.0023, 22.6742, 22.7943, 23.3325, 24.2356, 25.4462, 26.9114, 28.5864, 30.4342, 32.4253, 34.5359, 36.7467, 39.0423, 41.4101, 43.8395, 46.3218 ] }, { "label": "10OCT26", "values": [ 45.8952, 44.1014, 42.3046, 40.5072, 38.7116, 36.9214, 35.1406, 33.3746, 31.6298, 29.9141, 28.2382, 26.6145, 25.0592, 23.5927, 22.2403, 21.0329, 20.008, 19.2085, 18.679, 18.4602, 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; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 9.996 }, "story": "ETH 11OCT26 smile rotation moved higher by 5.00", "source": "surfaceEvents[rotation]", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 9.996, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" } ], "reportSignals": { "schemaVersion": 1, "reportKey": "daily:ETH", "cadence": "daily", "reportDate": "2026-10-08", "canonicalReportUrl": "https://www.derivasys.com/reports/eth/2026-10-08/", "comparisonWindow": { "startAt": "2026-10-07T16:32:00+00:00", "startAtReason": null, "endAt": "2026-10-08T16:32:00+00:00", "comparisonCutoffAt": null, "basis": "stored surface snapshots; per-asset actual timestamps are in provenance.snapshots", "targetDuration": "24h" }, "leadSignal": { "id": "eth-largestAtmMove", "asset": "ETH", "metric": "atmIv", "metricLabel": "ATM IV", "tenor": "1W", "expiry": null, "scope": "single-asset", "observationKind": "change", "current": 48.73, "previous": 39.83, "change": 8.9, "relativeChangePercent": 22.345, "historicalPercentile": 100.0, "historicalLevelPercentile": null, "historicalZScore": 2.5758, "source": "summaryMetrics.largestAtmMove", "leader": null, "laggard": null, "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 }, "selectionAuditVersion": 1, "unit": "volatility points", "fieldUnits": { "current": "percent annualised", "previous": "percent annualised", "change": "volatility points", "relativeChangePercent": "percent", "historicalPercentile": "percentile", "historicalLevelPercentile": "percentile", "historicalZScore": "standard-normal quantile of empirical percentile" }, "basis": "summaryMetrics.largestAtmMove", "selectionMethod": "final-dossier-chosen-story-id", "metricWindow": "report-comparison-window" }, "leadSignalReason": null, "levelDispersion": null, "changeDispersion": null, "rankings": null, "crossAssetReason": "not-applicable-single-asset-report", "percentiles": { "unit": "percentile", "crossAsset": null, "crossAssetReason": "not-applicable-single-asset-report", "selectedLead": { "historicalPercentile": 100.0, "historicalLevelPercentile": null, "basis": "exact frozen material candidate; source-specific history and classification", "source": "summaryMetrics.largestAtmMove", "reason": null }, "selectedLeadReason": null }, "dataQuality": { "status": "partial", "basis": "availability of published surface, realised-volatility and cross-asset metrics; excludes news quality", "nullPolicy": "unavailable observations stay null; no extrapolation or substituted baselines", "assets": [ { "asset": "ETH", "comparisonStatus": null, "comparisonNote": null, "coverage": { "currentListedExpiries": 12, "previousListedExpiries": 12, "comparedListedExpiries": 11, "addedExpiries": [ "12OCT26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M" ], "suppressedFixedTenors": [ "1Y" ] }, "currentListedExpiries": null, "comparedListedExpiries": null, "tenors": [ { "tenor": "1W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "2W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "3M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "6M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "9M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1Y", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." } ], "realisedVolatilityCoverage": { "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." } }, "realisedVolatilityReason": null, "realisedVolatilityUnavailableReason": null, "realisedVolatilityCoveragePolicy": { "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 } ] }, "provenance": { "calculationSource": "existing verified report metrics and frozen material candidates", "snapshots": [ { "asset": "ETH", "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" } }, "currentSnapshotId": null, "previousSnapshotId": null } ], "methodologySource": "Derivasys proprietary historical SVI surface and canonical ETH index databases", "crossAssetAnalysisSchemaVersion": null }, "spotReturns": { "ETH": { "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", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-12T16:32:00+00:00", "price": 1892.8, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-13T16:32:00+00:00", "price": 1878.43, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-14T16:32:00+00:00", "price": 1882.56, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-15T16:32:00+00:00", "price": 1883.38, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-16T16:32:00+00:00", "price": 1887.46, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 1907.11, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 1911.96, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 2097.79, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 2322.69, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 2400.27, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 2420.89, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 2449.11, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 2496.5, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 2476.46, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 2450.76, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 2522.14, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 2439.79, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 2448.68, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 2516.18, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 2465.88, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 2431.28, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 2401.25, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 2495.74, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 2457.86, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 2469.36, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 2484.33, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 2473.39, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 2492.31, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 2495.23, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 2436.18, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 2561.09, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 2531.82, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 2501.25, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 2523.0, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 2420.96, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 2392.92, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 2462.93, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 2607.45, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 2649.67, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 2623.26, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 2766.08, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 2732.0, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 2666.37, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 2687.81, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 2693.98, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 2693.44, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 2689.5, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 2691.51, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 2677.33, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 2684.29, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "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": 2689.42, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-10-06T16:32:00+00:00", "price": 2701.7, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "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 }, { "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 } ], "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": 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 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" ], "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -2.54, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -0.6, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": 1.66, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.76, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": 0.04, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.04, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 0.25, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 9.72, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 10.72, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 3.34, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 0.86, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 1.17, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 1.93, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": -0.8, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -1.04, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 2.91, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -3.27, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.36, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.76, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -2.0, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.4, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -1.24, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 3.94, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -1.52, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.47, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 0.61, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -0.44, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 0.76, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 0.12, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.37, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 5.13, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -1.14, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -1.21, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 0.87, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -4.04, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -1.16, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 2.93, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 5.87, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 1.62, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -1.0, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 5.44, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": -1.23, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -2.4, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 0.8, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 0.23, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": -0.02, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": -0.15, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": 0.07, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -0.53, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 0.26, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.16, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 0.13, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 0.71, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 0.46, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -4.8, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "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 }, "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": -9.74, "unavailableReason": null, "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 78.7, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 2.69, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 10.83, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 23.65, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 27.5, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 28.54, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 29.76, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 30.9, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 29.52, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 16.83, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 8.59, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 1.15, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.74, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -1.23, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.82, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -2.02, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": -1.05, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": 0.74, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.84, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -1.27, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 0.3, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 2.51, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 3.91, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.39, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 4.2, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": 2.53, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": 0.68, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 2.01, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.86, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -4.1, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 1.1, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 4.65, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 4.88, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 9.63, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 12.85, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 11.43, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 9.13, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 3.32, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 2.53, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -2.7, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -2.0, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 0.67, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.03, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } } } } }, "oneWeek": { "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 } } } }, { "asset": "SOL", "report": { "schemaVersion": 3, "reportDate": "2026-10-08", "generatedAt": "2026-10-08T16:36:33+00:00", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "sourceSnapshots": { "current": { "id": 598778, "timestamp": "2026-10-08T16:32:00+00:00" }, "previous": { "id": 589531, "timestamp": "2026-10-07T16:32:00+00:00" } }, "windowHours": 24.0, "currency": "SOL", "methodology": { "source": "Derivasys proprietary historical SVI surface and canonical SOL 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-SOL 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 SOL-USD index log returns using a 365-day basis; all windows end at the current snapshot." }, "realisedVolatility": { "source": "canonical/SOL-USDC-INDEX (DERIBIT and OKX indexes)", "fallbackObservations": 0, "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": -7.23, "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": "SOL", "cutoffAt": "2026-10-08T16:32:00+00:00", "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "points": [ { "timestamp": "2026-08-09T16:32:00+00:00", "price": 77.16, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-10T16:32:00+00:00", "price": 75.71, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-11T16:32:00+00:00", "price": 74.86, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-12T16:32:00+00:00", "price": 75.67, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-13T16:32:00+00:00", "price": 75.62, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-14T16:32:00+00:00", "price": 75.51, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-15T16:32:00+00:00", "price": 75.41, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-16T16:32:00+00:00", "price": 75.54, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 75.98, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 76.8, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 81.94, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 86.98, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 91.47, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 94.0, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 95.51, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 97.07, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 98.32, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 95.83, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 108.22, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 105.07, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 105.1436, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 106.6866, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 102.4677, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 101.2292, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 99.596, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 104.2135, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 101.9535, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 103.3057, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 106.2098, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 103.5833, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 103.9785, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 103.2719, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 99.0361, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 101.5266, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 102.007, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 100.6012, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 102.5539, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 99.178, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 97.1855, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 101.0357, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 111.9802, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 111.6911, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 109.6818, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 117.62, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 116.8956, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 114.7958, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 116.8859, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 121.58, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 121.6983, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 121.9766, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 119.68, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 118.2647, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 119.5489, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-01T16:32:00+00:00", "price": 117.6298, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-02T16:32:00+00:00", "price": 119.7865, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-03T16:32:00+00:00", "price": 119.6348, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-04T16:32:00+00:00", "price": 121.6038, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-05T16:32:00+00:00", "price": 119.183, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-06T16:32:00+00:00", "price": 120.6331, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-07T16:32:00+00:00", "price": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "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": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.23, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "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" ], "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -1.88, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -1.12, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": 1.08, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.07, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": -0.15, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": -0.13, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.17, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.58, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 1.08, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 6.69, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 6.15, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 5.16, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 2.77, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 1.61, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 1.63, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 1.29, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -2.53, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 12.93, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -2.91, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.07, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 1.47, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -3.95, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.21, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -1.61, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 4.64, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -2.17, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 1.33, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 2.81, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -2.47, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 0.38, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": -0.68, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.1, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 2.51, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": 0.47, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -1.38, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 1.94, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -3.29, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -2.01, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 3.96, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 10.83, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": -0.26, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 7.24, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": -0.62, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 1.82, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 4.02, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 0.1, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 0.23, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -1.88, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -1.18, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 1.09, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": -1.61, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 1.83, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.13, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -1.99, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 1.22, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -2.92, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "timestamp": "2026-10-01T16:32:00+00:00", "price": 117.6298, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.64, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 53.2, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -2.1, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.36, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 2.59, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 8.29, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 15.02, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 21.14, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 24.65, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 26.44, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 27.76, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 28.02, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 16.95, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 24.42, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 14.87, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 11.85, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 11.7, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": 5.56, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": 2.96, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": 3.93, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": -3.7, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -2.97, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": -1.75, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -0.45, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 1.09, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 2.72, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 3.69, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.97, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": -0.42, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -1.26, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -5.28, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": -0.99, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -4.62, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -5.89, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 2.02, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 10.3, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 9.49, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 9.03, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 14.69, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 17.86, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 18.12, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 15.69, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 8.57, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 8.96, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 11.21, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": 1.75, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": 1.17, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 4.14, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.64, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } }, "spotMove7dPercent": -7.64, "oneWeekAtmIvPercent": 57.54, "oneWeekIvMinus7dRvPoints": null, "oneWeekIvMinus24hRvPoints": null, "oneWeekIvMinus30dRvPoints": null }, "fitQuality": { "currentObjective": 0.00158416, "previousObjective": 0.00511126, "currentLiveError": 17.33302906, "previousLiveError": 8.48131635 }, "coverage": { "currentListedExpiries": 7, "previousListedExpiries": 5, "comparedListedExpiries": 4, "addedExpiries": [ "10OCT26", "23OCT26", "27NOV26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M" ], "suppressedFixedTenors": [ "3M", "6M", "9M", "1Y" ] }, "commentary": { "source": "codex", "model": "gpt-6.1-sol", "headline": "Solana options: SOL spot index drops 7.23% over 24 hours", "executiveSummary": "Solana 2W RR25 fell 2.46 volatility points from +1.88 to -0.58 volatility points, crossing to a relative put-side tilt. Meanwhile, 1M BF25 increased 0.25 volatility points to 3.94 volatility points, indicating higher wing volatility relative to ATM. Long-dated fixed-tenor comparisons and minute-return realised volatility remain unavailable, preventing an implied-versus-realised assessment.", "evidenceIds": [ "spot-index-24h", "front-atm", "largest-standard-tenor", "rr25", "bf25", "back-atm" ], "newsSummary": "The [Solana Foundation](https://solana.com/news/samsung-wallet) announced Samsung Wallet USDC transfers beginning in the last week of October, a future rollout. [CoinDesk](https://www.coindesk.com/business/2026/10/08/securitize-brings-apple-nvidia-and-tesla-to-solana-with-nyse-trading-in-the-works) reported Securitize's launch of tokenized Apple, Nvidia and Tesla stocks on Solana, with NYSE trading still planned. [The Block](https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924) reported the Orca–Loopscale merger and ambitions to finance AI, robotics and defence; that account remains developing single-source reporting. These developments provide a relevant business backdrop, but no clear measured link explains the spot decline or options changes.", "marketContextSummary": "", "marketContext": [], "newsEvidenceIds": [ "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "26e7ac42-56ca-42d5-bf64-ea656f376d36", "9267edb8-852c-4e31-9981-dc2da145b4f1" ], "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV increased, averaging +1.69 volatility points to 52.93% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV is unavailable because comparable observations were not present at both snapshots." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -1.68 volatility points to 0.06% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 was broadly unchanged, averaging +0.03 volatility points to 3.68% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +5.45 volatility points at 1W, to 57.54%.", "tenor": "1W", "value": 5.45 }, { "id": "spot-index-24h", "label": "24h spot-index return", "text": "SOL spot-index return was -7.23% over 24 hours.", "source": "realisedVolatility.spotReturns.windows.24h" }, { "id": "spot-index-7d", "label": "7d spot-index return", "text": "SOL spot-index return was -7.64% 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": [ "GLOBAL", "MACRO", "SOL" ], "completedScopes": [ "GLOBAL", "MACRO", "SOL" ], "missingScopes": [], "queries": [ { "arguments": { "assets": [ "SOL" ], "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": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 10, "hasMore": false, "nextCursor": null, "resultSha256": "a82ecc8bf2b4b2f3a879232c099c7929f6614c3a5353fe63d93b47eaff2e599f" } ] }, { "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": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTQ6NDk6MjQuMTI3NDk4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImMzZDRhMDU1LWUxNzQtNGUwYS1iMGEzLTY2ZDAxMTQ0ZTQ4OSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "42b4ffa2776dc6a77373399f8bc368148c555346a06f8151ebb6e93615329afc" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTQ6NDk6MjQuMTI3NDk4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImMzZDRhMDU1LWUxNzQtNGUwYS1iMGEzLTY2ZDAxMTQ0ZTQ4OSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTI6MjY6MDguNjE4OTg0KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNlMDQyMzc1LTU2YWYtNGY0Yy1iYjU3LTFhMTA0ZTFiOWE2MiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "85df84935f5db22ad74d46d5eaf16408402bcec9a2e32c7c8ad09c0f26f28d7a" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTI6MjY6MDguNjE4OTg0KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNlMDQyMzc1LTU2YWYtNGY0Yy1iYjU3LTFhMTA0ZTFiOWE2MiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTA6MzA6MjkuMTUzMzI4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjAyNDZmOWYzLTY4MDktNGRjYi1iMDU0LWE5NTFhMGY0MDEzOSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "d1314e1deab1195587bc48dfd624db1e50c13933455eaeb5cdfcc81786f7d607" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTA6MzA6MjkuMTUzMzI4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjAyNDZmOWYzLTY4MDktNGRjYi1iMDU0LWE5NTFhMGY0MDEzOSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDg6MjU6NDYuODMwMzUzKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImQwNmVjZTM2LWY1ZmQtNDVmYi1hOGI4LTcwZWQyMTZjOTc5ZiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "4a2b08a8f7f47ccdc857a8211e28640bcaa67134d9c00b5573cc45f6f6c4b19f" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDg6MjU6NDYuODMwMzUzKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImQwNmVjZTM2LWY1ZmQtNDVmYi1hOGI4LTcwZWQyMTZjOTc5ZiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDU6Mjk6NDAuNTEzMDA4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNiYmNkNTQ5LTliODUtNDQ4Ni05Yzg4LThkNzMwZDRhYTYyYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "0ca9397d13b7b86d81bfb1517d4d9f099da8c548e783797d1ab136da8e5e5abd" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDU6Mjk6NDAuNTEzMDA4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNiYmNkNTQ5LTliODUtNDQ4Ni05Yzg4LThkNzMwZDRhYTYyYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDE6MDM6MjQuODY4NDkyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6Ijg2MTc0NGZiLTg0MDQtNDY2NC04OWQyLWZlYjAxODFjZTJiNSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "23a84b226971a6b9c7371c76c1f6902b47095b118c62238543d8c464fe6f0ccf" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDE6MDM6MjQuODY4NDkyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6Ijg2MTc0NGZiLTg0MDQtNDY2NC04OWQyLWZlYjAxODFjZTJiNSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDdUMjA6NTc6NDQuMDIwODkwKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjBiZTY4NTk3LTBiOTUtNDMxYy1iNDAyLTE0MzE1OTFjZjg5YSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "d101f02a71581f6268392c1079a12fcd09b6534c9ac64783c17c5ed9a01c6ebf" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDdUMjA6NTc6NDQuMDIwODkwKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjBiZTY4NTk3LTBiOTUtNDMxYy1iNDAyLTE0MzE1OTFjZjg5YSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDdUMTg6Mjg6MjUuNDU1NTgyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjMwNDc0ZTk2LWU4ZTItNDE2Yy1iNTEzLWQ3YjI5YTgxMjNkYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "39922cb11a8477dde9f770e5f2f362ccabb08408a798000dcbb45982b00c8d33" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDdUMTg6Mjg6MjUuNDU1NTgyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjMwNDc0ZTk2LWU4ZTItNDE2Yy1iNTEzLWQ3YjI5YTgxMjNkYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 46, "hasMore": false, "nextCursor": null, "resultSha256": "11c2d7d3ea5debff8238ee44128434ab07521d72d84232712e9a9e3cf41ecb02" } ] } ], "upstreamIngestionHealth": "not-exposed" }, "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 }, "coverage": { "configuredSources": 1, "successfulSources": 1, "failedSources": 0 }, "provenance": { "collectionArchitecture": "central-canonical-event-store", "mcpServersQueried": 1, "assetScopedQueries": 1, "macroQueries": 9, "canonicalEventsConsidered": 8, "publishersRepresented": 6, "discoveryEventsScanned": 446, "upstreamFeedCount": null, "coverageNote": "The local news MCP exposes canonical events, not its upstream feed inventory; legacy feed-count fields below describe the single MCP endpoint and are not comparable with the former RSS collector." }, "selection": { "feedsQueried": 1, "publishersQueried": 6, "feedEntriesScanned": 70, "articlesPassingTimeFilter": 70, "articlesPassingSourceRelevanceRules": 8, "articlesPassingSelectionThreshold": 3, "storiesSelected": 3, "selectedPublishers": 3, "maximumStories": 3, "maximumStoriesPerPublisher": 2, "minimumSelectionScore": 0, "lockedEventSet": true, "qualityThresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "candidateAudit": [ { "eventId": "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "1de758d4-2abc-4e41-90ed-ac852873ad87", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "51d26361-fc2f-4a44-b8a5-9ab12bcecd67", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "30901c5f-f5a0-496d-94fe-2220574e14fb", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "da945e59-157c-49e9-bab0-2ad106ecfea7", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "07a8b54c-236a-4606-9157-e1ace4677eba", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "4496ed47-2bc3-4947-bb38-f839345112bc", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "b55d12c1-d7fe-4ed0-88f4-6ec284ad60b4", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "c58c04d0-f6c0-4c90-adc5-4bc9a80d7787", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "a7a8c76a-a1a0-4b2a-b0f2-cebaaed202e3", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "3a8e8d2e-e2f2-44bf-a591-93ae7e53b88b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6590c81b-c39e-4f35-9f8a-6021c8814d8e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "e97ec8f9-bd2a-42c9-b76b-d240d6138998", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "61b5a576-8ba4-460b-a195-1916a35bc78c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "fe4c089b-5a4b-4fea-bd3f-fcdf3ea18510", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "cdb57c49-9679-420c-b1cf-cc644cdf2759", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "65b54f14-abcb-4bc6-b467-570923e3074e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7d20d676-896e-4939-9ea5-0a9f6ebbc655", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "75c8c7f6-b93f-486e-92fa-ccf0ab8c946d", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "63d640d1-6b60-4fc3-9e35-8cf9ac34796c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "d6b34479-3e43-435d-975f-0695ddc634cb", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "a3447416-7f93-419e-a0b3-707a28bfb679", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "84bb2710-d77c-4881-aefb-8a7c0d4ff850", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "ce0d7c2f-56a2-4f33-a079-8246fd019d1e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6ae42111-a789-494f-90a1-2a8590c74332", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "be551536-f4ea-49a5-a819-217fac51c6c4", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "066144f9-0ed5-47ad-9d16-dd09356a2aa6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7130e5a7-5c98-4a2b-970e-970fe0369f3c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "59a54bfc-045e-4644-ad0b-9cbc420d731b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "d03769f7-735e-4d68-ab59-6e43871b859c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "2f3737de-d274-4388-b7a1-e0b90b5d503d", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "16201c19-031f-4b13-97ce-8d56c4bbeb27", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "5f0fa80d-2fbb-46c9-a7ad-a2e0b98ee8a9", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "4fa6a623-40d8-4256-a79e-3e31645228b6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "ff0d6171-1c2a-40b3-94a2-c91f39934884", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "eaedfafc-c815-400f-a91a-3cd97a5b1a0f", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "c8821aeb-4286-4df1-be7b-d88b7de30da9", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "422dc952-d3f6-4dad-92fe-92805c62ea0b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "f3b28875-fe07-4a2f-8ced-0d5c3e13d6ad", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "14d5e7bf-2961-4124-8d1b-081e1dd79c6a", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "631142cb-a2e8-460c-be5f-60f847dbd25e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "311fa0b7-cfd1-4b98-9266-bfe444e06b95", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "eebb1045-064f-4053-bc58-9124d444b730", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "b3ce45fc-4f44-4eb6-929e-faf5453b00ec", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "3c020fdb-085c-41c7-9f95-9609c9ae1c32", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "9d156119-e06f-4c72-b709-f283b832ebc2", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "312ca3ad-933c-42ca-a173-7b04126e7c2b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6aaa263d-2fdf-4801-a0bb-be1be45e2438", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "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": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "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": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "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": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "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": "SOL's spot index fell 7.23% over 24 hours to the October 8 cutoff, alongside an uneven options repricing. Solana 1W ATM implied volatility increased 5.45 volatility points to 57.54%, while 2W and 1M ATM volatility edged lower. The 2W call-minus-put skew crossed below zero; ecosystem announcements provide context without an established causal link.", "eventsSelected": 3 }, "items": [ { "id": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "sourceId": "solana_news", "publisher": "Solana Foundation", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00", "summary": "Canonical MCP category: market. Solana Foundation announces USDC transfers beginning in the last week of October; distinguish announced future rollout from current availability.", "matchedTerms": [ "SOL", "stablecoins" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "official", "rightsStatus": "link-and-summary", "selectionScore": 57, "quality": { "eligible": true, "score": 57.1, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.8993, "signals": { "confidence": 0.71, "importance": 0.59, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.8993, "effectiveSourceQuality": 0.8993, "catalystScore": 0.226, "effectiveCatalystScore": 0.226, "contentKind": "reporting", "status": "confirmed" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": false }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-da4389d47444" }, { "id": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "sourceId": "the_defiant", "publisher": "The Defiant", "title": "Securitize Launches Tokenized Apple, Nvidia and Tesla Stocks on Solana", "url": "https://thedefiant.io/converge/tradfi-and-fintech/securitize-launches-tokenized-apple-nvidia-and-tesla-stocks-on-solana", "publishedAt": "2026-10-08T15:10:15+00:00", "summary": "Canonical MCP category: market. The Defiant and CoinDesk report the Solana tokenized-stock launch; planned venues must remain labelled planned.", "matchedTerms": [ "SOL" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 43, "quality": { "eligible": true, "score": 42.7, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.484, "novelty": 0.1244, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1069, "effectiveCatalystScore": 0.1069, "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 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, { "id": "9267edb8-852c-4e31-9981-dc2da145b4f1", "sourceId": "the_block", "publisher": "The Block", "title": "Solana’s Orca merges with Loopscale in push to finance AI, robotics and defense", "url": "https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924", "publishedAt": "2026-10-07T22:01:02+00:00", "summary": "Canonical MCP category: market. The Block reports the merger and financing ambitions; future targets remain ambitions.", "matchedTerms": [ "SOL" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 34, "quality": { "eligible": true, "score": 34.2, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.5851, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.5851, "effectiveSourceQuality": 0.5851, "catalystScore": 0.0726, "effectiveCatalystScore": 0.0726, "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": "9267edb8-852c-4e31-9981-dc2da145b4f1", "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-2f6d86465119" } ], "events": [ { "event_cluster_id": "market-event-da4389d47444", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "sourceId": "solana_news", "publisher": "Solana Foundation", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00", "summary": "Canonical MCP category: market. Solana Foundation announces USDC transfers beginning in the last week of October; distinguish announced future rollout from current availability.", "matchedTerms": [ "SOL", "stablecoins" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "official", "rightsStatus": "link-and-summary", "selectionScore": 57, "quality": { "eligible": true, "score": 57.1, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.8993, "signals": { "confidence": 0.71, "importance": 0.59, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.8993, "effectiveSourceQuality": 0.8993, "catalystScore": 0.226, "effectiveCatalystScore": 0.226, "contentKind": "reporting", "status": "confirmed" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": false }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-da4389d47444" }, "additional_coverage": [] }, { "event_cluster_id": "crypto-regulation-2026-10", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "sourceId": "the_defiant", "publisher": "The Defiant", "title": "Securitize Launches Tokenized Apple, Nvidia and Tesla Stocks on Solana", "url": "https://thedefiant.io/converge/tradfi-and-fintech/securitize-launches-tokenized-apple-nvidia-and-tesla-stocks-on-solana", "publishedAt": "2026-10-08T15:10:15+00:00", "summary": "Canonical MCP category: market. The Defiant and CoinDesk report the Solana tokenized-stock launch; planned venues must remain labelled planned.", "matchedTerms": [ "SOL" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 43, "quality": { "eligible": true, "score": 42.7, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.484, "novelty": 0.1244, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1069, "effectiveCatalystScore": 0.1069, "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 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-2f6d86465119", "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": "9267edb8-852c-4e31-9981-dc2da145b4f1", "sourceId": "the_block", "publisher": "The Block", "title": "Solana’s Orca merges with Loopscale in push to finance AI, robotics and defense", "url": "https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924", "publishedAt": "2026-10-07T22:01:02+00:00", "summary": "Canonical MCP category: market. The Block reports the merger and financing ambitions; future targets remain ambitions.", "matchedTerms": [ "SOL" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 34, "quality": { "eligible": true, "score": 34.2, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.5851, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.5851, "effectiveSourceQuality": 0.5851, "catalystScore": 0.0726, "effectiveCatalystScore": 0.0726, "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": "9267edb8-852c-4e31-9981-dc2da145b4f1", "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-2f6d86465119" }, "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-da4389d47444", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "sourceId": "solana_news", "publisher": "Solana Foundation", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00", "summary": "Canonical MCP category: market. Solana Foundation announces USDC transfers beginning in the last week of October; distinguish announced future rollout from current availability.", "matchedTerms": [ "SOL", "stablecoins" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "official", "rightsStatus": "link-and-summary", "selectionScore": 57, "quality": { "eligible": true, "score": 57.1, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.8993, "signals": { "confidence": 0.71, "importance": 0.59, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.8993, "effectiveSourceQuality": 0.8993, "catalystScore": 0.226, "effectiveCatalystScore": 0.226, "contentKind": "reporting", "status": "confirmed" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": false }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-da4389d47444" }, "additional_coverage": [] }, { "event_cluster_id": "crypto-regulation-2026-10", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "sourceId": "the_defiant", "publisher": "The Defiant", "title": "Securitize Launches Tokenized Apple, Nvidia and Tesla Stocks on Solana", "url": "https://thedefiant.io/converge/tradfi-and-fintech/securitize-launches-tokenized-apple-nvidia-and-tesla-stocks-on-solana", "publishedAt": "2026-10-08T15:10:15+00:00", "summary": "Canonical MCP category: market. The Defiant and CoinDesk report the Solana tokenized-stock launch; planned venues must remain labelled planned.", "matchedTerms": [ "SOL" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 43, "quality": { "eligible": true, "score": 42.7, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.484, "novelty": 0.1244, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1069, "effectiveCatalystScore": 0.1069, "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 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-2f6d86465119", "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": "9267edb8-852c-4e31-9981-dc2da145b4f1", "sourceId": "the_block", "publisher": "The Block", "title": "Solana’s Orca merges with Loopscale in push to finance AI, robotics and defense", "url": "https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924", "publishedAt": "2026-10-07T22:01:02+00:00", "summary": "Canonical MCP category: market. The Block reports the merger and financing ambitions; future targets remain ambitions.", "matchedTerms": [ "SOL" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 34, "quality": { "eligible": true, "score": 34.2, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.5851, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.5851, "effectiveSourceQuality": 0.5851, "catalystScore": 0.0726, "effectiveCatalystScore": 0.0726, "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": "9267edb8-852c-4e31-9981-dc2da145b4f1", "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-2f6d86465119" }, "additional_coverage": [] } ], "coverage_status": "healthy", "coverage_basis": "monitored-source-search" }, "marketRead": { "text": "1W ATM IV rose 5.45 volatility points to 57.54%, a routine move at the 78th percentile among 41 comparable historical observations. Front-end ATM IV averaged 52.93%, +1.69 points from the prior snapshot. Long-dated fixed tenors were suppressed because listed expiries did not bracket them. 2W RR25 moved 2.46 volatility points toward puts to -0.58%, leaving puts richer than calls. 1M BF25 rose 0.25 volatility points to 3.94%. 24-hour spot-index: -7.23%; nearest eligible forward 16OCT26: -7.47% to $108.45. Relevant context found; no confirmed catalyst; the strongest assessed relationship has low causal confidence.", "wordCount": 91, "source": "deterministic structured report facts", "evidenceFields": [ "summaryMetrics.largestAtmMove", "realisedVolatility.spotMove24hPercent", "summaryMetrics.frontEndAverageAtm", "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 +1.69 volatility points to 52.93% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV is unavailable because comparable observations were not present at both snapshots." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -1.68 volatility points to 0.06% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 was broadly unchanged, averaging +0.03 volatility points to 3.68% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +5.45 volatility points at 1W, to 57.54%.", "tenor": "1W", "value": 5.45 }, { "id": "spot-index-24h", "label": "24h spot-index return", "text": "SOL spot-index return was -7.23% over 24 hours.", "source": "realisedVolatility.spotReturns.windows.24h" }, { "id": "spot-index-7d", "label": "7d spot-index return", "text": "SOL spot-index return was -7.64% over seven days.", "source": "realisedVolatility.spotReturns.windows.7d" } ], "summaryMetrics": { "basis": "Fixed-tenor endpoint comparison", "unit": "volatility points", "atmIvChange": 1.69, "rr25Change": -1.68, "bf25Change": 0.03, "largestAtmMove": { "tenor": "1W", "current": 57.54, "previous": 52.09, "change": 5.45, "historicalSignificance": { "absoluteMove": 5.45, "movePercentile30d": 76.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 83.3, "classificationPercentile": 78.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } }, "frontEndAverageAtm": { "current": 52.93, "previous": 51.24, "change": 1.69 }, "longEndAverageAtm": { "current": null, "previous": null, "change": null }, "oneYearMinusOneWeekAtmSlope": { "current": null, "previous": null, "change": null }, "largestRr25Move": { "tenor": "2W", "current": -0.58, "previous": 1.88, "change": -2.46, "historicalSignificance": { "absoluteMove": 2.46, "movePercentile30d": 86.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 2.4, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "direction": "toward puts", "currentSign": "put-rich" }, "largestBf25Move": { "tenor": "1M", "current": 3.94, "previous": 3.69, "change": 0.25, "historicalSignificance": { "absoluteMove": 0.25, "movePercentile30d": 43.3, "movePercentileFullHistory": 46.3, "currentLevelPercentileFullHistory": 35.7, "classificationPercentile": 46.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } }, "nearestEligibleForwardMove": { "label": "16OCT26", "daysToExpiry": 7.645, "current": 108.45, "previous": 117.21, "change": -8.76, "percentChange": -7.47 } }, "tenors": [ { "tenor": "1W", "targetExpiry": 1792081920059, "availability": "available", "unavailableReason": null, "atmIv": { "current": 57.54, "previous": 52.09, "change": 5.45, "percentChange": 10.46 }, "rr25": { "current": -0.25, "previous": 0.72, "change": -0.97, "percentChange": -134.72 }, "bf25": { "current": 3.53, "previous": 3.62, "change": -0.09, "percentChange": -2.49 }, "historicalSignificance": { "atmIv": { "absoluteMove": 5.45, "movePercentile30d": 76.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 83.3, "classificationPercentile": 78.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "rr25": { "absoluteMove": 0.97, "movePercentile30d": 40.0, "movePercentileFullHistory": 39.0, "currentLevelPercentileFullHistory": 19.0, "classificationPercentile": 40.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "bf25": { "absoluteMove": 0.09, "movePercentile30d": 13.3, "movePercentileFullHistory": 14.6, "currentLevelPercentileFullHistory": 26.2, "classificationPercentile": 14.6, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } } }, { "tenor": "2W", "targetExpiry": 1792686720059, "availability": "available", "unavailableReason": null, "atmIv": { "current": 50.79, "previous": 50.88, "change": -0.09, "percentChange": -0.18 }, "rr25": { "current": -0.58, "previous": 1.88, "change": -2.46, "percentChange": -130.85 }, "bf25": { "current": 3.56, "previous": 3.64, "change": -0.08, "percentChange": -2.2 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.09, "movePercentile30d": 3.3, "movePercentileFullHistory": 4.9, "currentLevelPercentileFullHistory": 14.3, "classificationPercentile": 4.9, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "rr25": { "absoluteMove": 2.46, "movePercentile30d": 86.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 2.4, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "bf25": { "absoluteMove": 0.08, "movePercentile30d": 6.7, "movePercentileFullHistory": 7.3, "currentLevelPercentileFullHistory": 28.6, "classificationPercentile": 7.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } } }, { "tenor": "1M", "targetExpiry": 1794069120059, "availability": "available", "unavailableReason": null, "atmIv": { "current": 50.46, "previous": 50.76, "change": -0.3, "percentChange": -0.59 }, "rr25": { "current": 1.02, "previous": 2.63, "change": -1.61, "percentChange": -61.22 }, "bf25": { "current": 3.94, "previous": 3.69, "change": 0.25, "percentChange": 6.78 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.3, "movePercentile30d": 30.0, "movePercentileFullHistory": 26.8, "currentLevelPercentileFullHistory": 4.8, "classificationPercentile": 30.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "rr25": { "absoluteMove": 1.61, "movePercentile30d": 86.7, "movePercentileFullHistory": 80.5, "currentLevelPercentileFullHistory": 11.9, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "bf25": { "absoluteMove": 0.25, "movePercentile30d": 43.3, "movePercentileFullHistory": 46.3, "currentLevelPercentileFullHistory": 35.7, "classificationPercentile": 46.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } } }, { "tenor": "3M", "targetExpiry": 1799339520059, "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": 16, "observationsFullHistory": 27, "levelObservationsFullHistory": 28 }, "rr25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 16, "observationsFullHistory": 27, "levelObservationsFullHistory": 28 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 16, "observationsFullHistory": 27, "levelObservationsFullHistory": 28 } } }, { "tenor": "6M", "targetExpiry": 1807201920059, "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": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 } } }, { "tenor": "9M", "targetExpiry": 1815064320059, "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": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 } } }, { "tenor": "1Y", "targetExpiry": 1823013120059, "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": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 } } } ], "listedExpiries": [ { "label": "9OCT26", "expiry": 1791532800000, "tauYears": 0.00176629, "daysToExpiry": 0.645, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 108.32, "previous": 117.08, "change": -8.76, "percentChange": -7.48 }, "atmIv": { "current": 75.11, "previous": 51.34, "change": 23.77, "percentChange": 46.3 }, "rr25": { "current": -8.62, "previous": -1.89, "change": -6.73, "percentChange": -356.08 }, "bf25": { "current": 2.18, "previous": 3.31, "change": -1.13, "percentChange": -34.14 }, "svi": { "a": { "current": -0.0345, "previous": -0.0613, "change": 0.0268, "percentChange": 43.66 }, "b": { "current": 0.0634, "previous": 0.1299, "change": -0.0665, "percentChange": -51.2 }, "rho": { "current": -0.0025, "previous": -0.026, "change": 0.0234, "percentChange": 90.19 }, "m": { "current": 0.0455, "previous": -0.0053, "change": 0.0508, "percentChange": 954.4 }, "sigma": { "current": 0.5583, "previous": 0.4809, "change": 0.0775, "percentChange": 16.11 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 201.3289, 194.2455, 187.1403, 180.0199, 172.8918, 165.7653, 158.651, 151.5615, 144.5121, 137.5205, 130.6085, 123.8018, 117.1315, 110.6355, 104.3591, 98.3574, 92.6965, 87.4548, 82.7234, 78.605, 75.2095, 72.6457, 71.0092, 70.3683, 70.7512, 72.1404, 74.4768, 77.6699, 81.6127, 86.1946, 91.3106, 96.8664, 102.7805, 108.9837, 115.4185, 122.0373, 128.8005, 135.6755, 142.6353, 149.6575, 156.7232 ], "previous": [ 169.8425, 162.8376, 155.7976, 148.7293, 141.6413, 134.5439, 127.4497, 120.374, 113.3358, 106.3585, 99.4717, 92.7123, 86.1277, 79.7782, 73.7415, 68.1171, 63.0305, 58.6352, 55.1079, 52.6313, 51.362, 51.3902, 52.7104, 55.2237, 58.7678, 63.1579, 68.2176, 73.795, 79.7665, 86.0346, 92.5234, 99.1739, 105.9403, 112.7869, 119.6852, 126.6128, 133.5517, 140.4874, 147.408, 154.3041, 161.1678 ], "change": [ 31.4864, 31.4079, 31.3427, 31.2906, 31.2505, 31.2214, 31.2013, 31.1875, 31.1763, 31.162, 31.1368, 31.0895, 31.0038, 30.8573, 30.6176, 30.2403, 29.666, 28.8196, 27.6155, 25.9737, 23.8475, 21.2555, 18.2988, 15.1446, 11.9834, 8.9825, 6.2592, 3.8749, 1.8462, 0.16, -1.2128, -2.3075, -3.1598, -3.8032, -4.2667, -4.5755, -4.7512, -4.8119, -4.7727, -4.6466, -4.4446 ], "classification": [ "rotation towards puts", "wing flattening" ], "parallelShift": 17.924, "rotation": -32.35, "wingChange": -8.886, "rmsChange": 22.456 } }, { "label": "16OCT26", "expiry": 1792137600000, "tauYears": 0.02094437, "daysToExpiry": 7.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 108.45, "previous": 117.21, "change": -8.76, "percentChange": -7.47 }, "atmIv": { "current": 57.26, "previous": 52.13, "change": 5.13, "percentChange": 9.84 }, "rr25": { "current": -0.03, "previous": 0.87, "change": -0.9, "percentChange": -103.45 }, "bf25": { "current": 3.55, "previous": 3.65, "change": -0.1, "percentChange": -2.74 }, "svi": { "a": { "current": -0.1039, "previous": -0.0843, "change": -0.0196, "percentChange": -23.2 }, "b": { "current": 0.1708, "previous": 0.1636, "change": 0.0072, "percentChange": 4.41 }, "rho": { "current": 0.0572, "previous": -0.0682, "change": 0.1254, "percentChange": 183.9 }, "m": { "current": 0.0413, "previous": -0.0411, "change": 0.0824, "percentChange": 200.34 }, "sigma": { "current": 0.6494, "previous": 0.556, "change": 0.0934, "percentChange": 16.81 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 92.9446, 90.2752, 87.6396, 85.0441, 82.4959, 80.003, 77.5742, 75.2194, 72.9493, 70.7757, 68.7114, 66.7702, 64.9665, 63.3155, 61.8327, 60.5337, 59.4332, 58.5452, 57.8817, 57.4524, 57.2643, 57.321, 57.6227, 58.1661, 58.9445, 59.9485, 61.1664, 62.5847, 64.1888, 65.9636, 67.8939, 69.9647, 72.1618, 74.4715, 76.8812, 79.3791, 81.9544, 84.5974, 87.299, 90.0512, 92.8467 ], "previous": [ 89.3474, 86.5188, 83.7228, 80.9667, 78.2588, 75.6082, 73.0252, 70.5212, 68.1089, 65.8021, 63.6161, 61.5671, 59.6725, 57.9502, 56.4184, 55.0952, 53.9974, 53.1399, 52.535, 52.1913, 52.1132, 52.3007, 52.749, 53.4494, 54.3891, 55.553, 56.9237, 58.4829, 60.2119, 62.0923, 64.1066, 66.2381, 68.4717, 70.7932, 73.1899, 75.6507, 78.1651, 80.7243, 83.3203, 85.9459, 88.5949 ], "change": [ 3.5972, 3.7564, 3.9168, 4.0774, 4.2371, 4.3948, 4.549, 4.6982, 4.8404, 4.9736, 5.0953, 5.2031, 5.294, 5.3653, 5.4143, 5.4385, 5.4358, 5.4053, 5.3467, 5.2611, 5.1511, 5.0203, 4.8737, 4.7167, 4.5554, 4.3955, 4.2427, 4.1018, 3.9769, 3.8713, 3.7873, 3.7266, 3.6901, 3.6783, 3.6913, 3.7284, 3.7893, 3.8731, 3.9787, 4.1053, 4.2518 ], "classification": [ "parallel shift higher", "rotation towards puts", "wing flattening" ], "parallelShift": 4.678, "rotation": -1.308, "wingChange": -0.71, "rmsChange": 4.519 } }, { "label": "30OCT26", "expiry": 1793347200000, "tauYears": 0.05930054, "daysToExpiry": 21.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 108.57, "previous": 117.33, "change": -8.76, "percentChange": -7.47 }, "atmIv": { "current": 49.94, "previous": 50.09, "change": -0.15, "percentChange": -0.3 }, "rr25": { "current": 0.96, "previous": 2.54, "change": -1.58, "percentChange": -62.2 }, "bf25": { "current": 3.76, "previous": 3.64, "change": 0.12, "percentChange": 3.3 }, "svi": { "a": { "current": -0.0932, "previous": -0.0827, "change": -0.0104, "percentChange": -12.62 }, "b": { "current": 0.1843, "previous": 0.1753, "change": 0.0089, "percentChange": 5.09 }, "rho": { "current": -0.0199, "previous": -0.1136, "change": 0.0937, "percentChange": 82.46 }, "m": { "current": -0.0142, "previous": -0.086, "change": 0.0718, "percentChange": 83.48 }, "sigma": { "current": 0.5859, "previous": 0.5635, "change": 0.0224, "percentChange": 3.97 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 68.7184, 67.1785, 65.6704, 64.1984, 62.7672, 61.3815, 60.0467, 58.7683, 57.5519, 56.4035, 55.3293, 54.3354, 53.4281, 52.6132, 51.8966, 51.2835, 50.7787, 50.3864, 50.1097, 49.9509, 49.9112, 49.9909, 50.1891, 50.5037, 50.9319, 51.4698, 52.1129, 52.8559, 53.6933, 54.6192, 55.6273, 56.7114, 57.8654, 59.0833, 60.3592, 61.6876, 63.063, 64.4806, 65.9356, 67.4237, 68.9407 ], "previous": [ 66.2467, 64.7655, 63.3245, 61.9281, 60.5815, 59.2897, 58.0581, 56.8923, 55.7979, 54.7805, 53.8457, 52.9989, 52.2453, 51.5894, 51.0357, 50.5874, 50.2475, 50.0179, 49.8995, 49.8924, 49.9955, 50.2072, 50.5246, 50.9441, 51.4617, 52.0724, 52.7713, 53.5527, 54.411, 55.3405, 56.3355, 57.3905, 58.5, 59.6588, 60.862, 62.105, 63.3833, 64.693, 66.0302, 67.3914, 68.7736 ], "change": [ 2.4717, 2.413, 2.3459, 2.2703, 2.1857, 2.0918, 1.9886, 1.876, 1.754, 1.623, 1.4836, 1.3365, 1.1828, 1.0238, 0.8609, 0.6961, 0.5312, 0.3685, 0.2102, 0.0585, -0.0843, -0.2163, -0.3355, -0.4404, -0.5298, -0.6026, -0.6584, -0.6968, -0.7177, -0.7213, -0.7082, -0.6791, -0.6346, -0.5755, -0.5028, -0.4174, -0.3203, -0.2124, -0.0946, 0.0323, 0.1671 ], "classification": [ "rotation towards puts" ], "parallelShift": 0.23, "rotation": -2.192, "wingChange": 0.472, "rmsChange": 1.193 } }, { "label": "25DEC26", "expiry": 1798185600000, "tauYears": 0.2127252, "daysToExpiry": 77.645, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 108.91, "previous": 117.74, "change": -8.83, "percentChange": -7.5 }, "atmIv": { "current": 50.98, "previous": 52.0, "change": -1.02, "percentChange": -1.96 }, "rr25": { "current": 2.8, "previous": 2.79, "change": 0.01, "percentChange": 0.36 }, "bf25": { "current": 4.28, "previous": 3.79, "change": 0.49, "percentChange": 12.93 }, "svi": { "a": { "current": -0.1081, "previous": -0.1514, "change": 0.0432, "percentChange": 28.57 }, "b": { "current": 0.2379, "previous": 0.2487, "change": -0.0108, "percentChange": -4.35 }, "rho": { "current": -0.0391, "previous": 0.0719, "change": -0.111, "percentChange": -154.34 }, "m": { "current": -0.05, "previous": 0.032, "change": -0.0819, "percentChange": -256.35 }, "sigma": { "current": 0.6856, "previous": 0.8431, "change": -0.1575, "percentChange": -18.69 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 56.4524, 55.896, 55.3622, 54.852, 54.3667, 53.9075, 53.4756, 53.0721, 52.6981, 52.3547, 52.0429, 51.7636, 51.5175, 51.3055, 51.1282, 50.9861, 50.8796, 50.809, 50.7744, 50.776, 50.8135, 50.8867, 50.9954, 51.139, 51.317, 51.5287, 51.7733, 52.0498, 52.3575, 52.6952, 53.0619, 53.4564, 53.8777, 54.3245, 54.7956, 55.2898, 55.806, 56.3429, 56.8993, 57.4741, 58.0661 ], "previous": [ 56.1983, 55.7541, 55.3291, 54.9243, 54.5405, 54.1784, 53.8389, 53.5229, 53.231, 52.9641, 52.7227, 52.5077, 52.3196, 52.159, 52.0263, 51.9221, 51.8467, 51.8004, 51.7834, 51.796, 51.8381, 51.9098, 52.011, 52.1415, 52.3012, 52.4897, 52.7066, 52.9516, 53.224, 53.5233, 53.849, 54.2004, 54.5766, 54.9771, 55.401, 55.8475, 56.3158, 56.8051, 57.3145, 57.8431, 58.3901 ], "change": [ 0.2541, 0.1419, 0.0331, -0.0723, -0.1738, -0.2709, -0.3633, -0.4508, -0.5329, -0.6094, -0.6798, -0.7441, -0.8021, -0.8535, -0.8981, -0.936, -0.9671, -0.9914, -1.009, -1.02, -1.0246, -1.0231, -1.0156, -1.0025, -0.9842, -0.961, -0.9333, -0.9018, -0.8665, -0.8281, -0.7871, -0.744, -0.6989, -0.6526, -0.6054, -0.5577, -0.5098, -0.4622, -0.4152, -0.369, -0.324 ], "classification": [ "parallel shift lower" ], "parallelShift": -0.83, "rotation": -0.107, "wingChange": 0.291, "rmsChange": 0.733 } } ], "events": [ { "type": "atmIv", "title": "Largest standard-tenor ATM IV move", "label": "1W", "value": 5.45, "score": 5.45, "unit": "volatility points" }, { "type": "rr25", "title": "Largest standard-tenor RR25 move", "label": "2W", "value": -2.46, "score": 2.46, "unit": "volatility points" }, { "type": "rotation", "title": "Largest eligible smile rotation", "label": "30OCT26", "value": -2.192, "score": 2.192, "unit": "volatility points" }, { "type": "bf25", "title": "Largest standard-tenor BF25 move", "label": "1M", "value": 0.25, "score": 0.25, "unit": "volatility points" }, { "type": "sigma", "title": "Largest eligible SVI sigma move", "label": "25DEC26", "value": -0.1575, "score": 0.1575, "unit": "parameter units" }, { "type": "rho", "title": "Largest eligible SVI rho move", "label": "16OCT26", "value": 0.1254, "score": 0.1254, "unit": "parameter units" } ], "expiryEffects": [ { "label": "9OCT26", "daysToExpiry": 0.645, "metric": "Smile rotation", "value": -32.35, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." } ], "ultraShortThresholdDays": 2.0, "greekCharacteristics": { "highestVega": { "label": "25DEC26", "expiry": 1798185600000, "value": 0.19901507, "metric": "vega", "availability": "available" }, "highestGamma": { "label": "9OCT26", "expiry": 1791532800000, "value": 0.116659013968, "metric": "gamma", "availability": "available" }, "highestThetaDecay": { "label": "9OCT26", "expiry": 1791532800000, "value": -1.05781146, "metric": "theta", "availability": "available" }, "highestVanna": { "label": "25DEC26", "expiry": 1798185600000, "value": 0.00091367, "metric": "vanna", "availability": "available" }, "highestVolga": { "label": "25DEC26", "expiry": 1798185600000, "value": -5.396e-05, "metric": "volga", "availability": "available" } }, "heatmap": { "x": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "rows": [ { "label": "9OCT26", "values": [ 31.4864, 31.4079, 31.3427, 31.2906, 31.2505, 31.2214, 31.2013, 31.1875, 31.1763, 31.162, 31.1368, 31.0895, 31.0038, 30.8573, 30.6176, 30.2403, 29.666, 28.8196, 27.6155, 25.9737, 23.8475, 21.2555, 18.2988, 15.1446, 11.9834, 8.9825, 6.2592, 3.8749, 1.8462, 0.16, -1.2128, -2.3075, -3.1598, -3.8032, -4.2667, -4.5755, -4.7512, -4.8119, -4.7727, -4.6466, -4.4446 ] }, { "label": "16OCT26", "values": [ 3.5972, 3.7564, 3.9168, 4.0774, 4.2371, 4.3948, 4.549, 4.6982, 4.8404, 4.9736, 5.0953, 5.2031, 5.294, 5.3653, 5.4143, 5.4385, 5.4358, 5.4053, 5.3467, 5.2611, 5.1511, 5.0203, 4.8737, 4.7167, 4.5554, 4.3955, 4.2427, 4.1018, 3.9769, 3.8713, 3.7873, 3.7266, 3.6901, 3.6783, 3.6913, 3.7284, 3.7893, 3.8731, 3.9787, 4.1053, 4.2518 ] }, { "label": "30OCT26", "values": [ 2.4717, 2.413, 2.3459, 2.2703, 2.1857, 2.0918, 1.9886, 1.876, 1.754, 1.623, 1.4836, 1.3365, 1.1828, 1.0238, 0.8609, 0.6961, 0.5312, 0.3685, 0.2102, 0.0585, -0.0843, -0.2163, -0.3355, -0.4404, -0.5298, -0.6026, -0.6584, -0.6968, -0.7177, -0.7213, -0.7082, -0.6791, -0.6346, -0.5755, -0.5028, -0.4174, -0.3203, -0.2124, -0.0946, 0.0323, 0.1671 ] }, { "label": "25DEC26", "values": [ 0.2541, 0.1419, 0.0331, -0.0723, -0.1738, -0.2709, -0.3633, -0.4508, -0.5329, -0.6094, -0.6798, -0.7441, -0.8021, -0.8535, -0.8981, -0.936, -0.9671, -0.9914, -1.009, -1.02, -1.0246, -1.0231, -1.0156, -1.0025, -0.9842, -0.961, -0.9333, -0.9018, -0.8665, -0.8281, -0.7871, -0.744, -0.6989, -0.6526, -0.6054, -0.5577, -0.5098, -0.4622, -0.4152, -0.369, -0.324 ] } ] }, "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": "Solana options: SOL spot index drops 7.23% over 24 hours", "standfirst": "SOL's spot index fell 7.23% over 24 hours to the October 8 cutoff, alongside an uneven options repricing. Solana 1W ATM implied volatility increased 5.45 volatility points to 57.54%, while 2W and 1M ATM volatility edged lower. The 2W call-minus-put skew crossed below zero; ecosystem announcements provide context without an established causal link.", "days": [ { "reportDate": "2026-10-08", "headline": "Solana options: SOL spot index drops 7.23% over 24 hours", "summary": "Solana's spot-index return measured -7.23% over 24 hours between October 7 and October 8 at 16:32 UTC. Its absolute magnitude ranked at the 94.9 percentile across 59 matching daily endpoint returns reconstructed from stored prices spanning August 9 to October 7. Across the same snapshot comparison, 1W ATM IV rose from 52.09% to 57.54%, but 2W ATM IV fell 0.09 volatility points to 50.79% and 1M ATM IV declined 0.30 points to 50.46%. The increase was concentrated at 1W.", "macro": { "summary": "No qualifying macro event was retained for this report window.", "events": [] }, "crypto": { "summary": "The [Solana Foundation](https://solana.com/news/samsung-wallet) announced Samsung Wallet USDC transfers beginning in the last week of October, a future rollout. [CoinDesk](https://www.coindesk.com/business/2026/10/08/securitize-brings-apple-nvidia-and-tesla-to-solana-with-nyse-trading-in-the-works) reported Securitize's launch of tokenized Apple, Nvidia and Tesla stocks on Solana, with NYSE trading still planned. [The Block](https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924) reported the Orca–Loopscale merger and ambitions to finance AI, robotics and defence; that account remains developing single-source reporting. These developments provide a relevant business backdrop, but no clear measured link explains the spot decline or options changes.", "events": [ { "eventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "publisher": "Solana Foundation", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00" }, { "eventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "title": "Securitize Launches Tokenized Apple, Nvidia and Tesla Stocks on Solana", "publisher": "The Defiant", "url": "https://thedefiant.io/converge/tradfi-and-fintech/securitize-launches-tokenized-apple-nvidia-and-tesla-stocks-on-solana", "publishedAt": "2026-10-08T15:10:15+00:00" }, { "eventId": "9267edb8-852c-4e31-9981-dc2da145b4f1", "title": "Solana’s Orca merges with Loopscale in push to finance AI, robotics and defense", "publisher": "The Block", "url": "https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924", "publishedAt": "2026-10-07T22:01:02+00:00" } ] } } ] }, "newsStatus": "context", "headline": "Solana options: SOL spot index drops 7.23% over 24 hours", "standfirst": "SOL's spot index fell 7.23% over 24 hours to the October 8 cutoff, alongside an uneven options repricing. Solana 1W ATM implied volatility increased 5.45 volatility points to 57.54%, while 2W and 1M ATM volatility edged lower. The 2W call-minus-put skew crossed below zero; ecosystem announcements provide context without an established causal link.", "leadChart": { "status": "unavailable", "reason": "A chart is unavailable for the leading observation" }, "crossAssetMarketContext": { "schemaVersion": 1, "source": "market-context-mcp", "status": "available", "asset": "SOL", "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 6.92, at the 65.6 percentile across 244 prior observations. The 60-session crypto-SPX return correlation was 0.36 from 60 aligned observations.", "regimeInsights": [ "The crypto-to-SPX realised-volatility ratio was 6.92, at the 65.6 percentile across 244 prior observations.", "The 60-session crypto-SPX return correlation was 0.36 from 60 aligned observations." ], "metrics": { "cryptoAtmIv30d": 51.17, "vix": 15.079999923706055, "vix9d": 11.779999732971191, "vix3m": 17.719999313354492, "ivSpread": 36.09000007629395, "ivRatio": 3.393236091437889, "cryptoRealisedVol20d": 70.9001810533284, "spxRealisedVol20": 10.23945668101644, "rvSpread": 60.660724372311954, "rvRatio": 6.924213194316708, "rvSpreadPercentile": 48.36065573770492, "rvSpreadPercentileSampleCount": 244, "rvRatioPercentile": 65.57377049180327, "rvRatioPercentileSampleCount": 244, "returnCorrelation30": 0.5786520352494767, "returnCorrelation30SampleCount": 30, "returnCorrelation60": 0.3630930400758451, "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": "sol-spot-24h", "asset": "SOL", "metric": "spot", "metricLabel": "spot", "tenor": null, "expiry": null, "observationKind": "change", "change": -7.23, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": 94.9, "historicalLevelPercentile": null, "historicalZScore": 1.6352, "score": 42.346, "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": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9" }, "scoreComponents": { "version": 3, "unit": "percent", "magnitudeScale": 2.0, "normalizedMagnitude": 3.615, "magnitudeScore": 7.23, "historicalMagnitudeScale": 1.0, "historicalBonus": 35.116, "evidenceQuality": 1.0, "totalScore": 42.346, "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": 42.346 }, "story": "SOL spot-index return was -7.23% 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": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.23, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9" }, "selectionScore": 42.346, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "sol-largestRr25Move", "asset": "SOL", "metric": "rr25", "metricLabel": "RR25", "tenor": "2W", "expiry": null, "observationKind": "change", "change": -2.46, "current": -0.58, "previous": 1.88, "relativeChangePercent": null, "historicalPercentile": 86.7, "historicalLevelPercentile": null, "historicalZScore": 1.1123, "score": 32.5015, "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.largestRr25Move.historicalSignificance.movePercentile30d" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 2.46, "magnitudeScore": 4.92, "historicalMagnitudeScale": 1.0, "historicalBonus": 27.5815, "evidenceQuality": 1.0, "totalScore": 32.5015, "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": 32.5015 }, "story": "SOL 2W RR25 moved lower by 2.46", "source": "summaryMetrics.largestRr25Move", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 32.5015, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "sol-largestAtmMove", "asset": "SOL", "metric": "atmIv", "metricLabel": "ATM IV", "tenor": "1W", "expiry": null, "observationKind": "change", "change": 5.45, "current": 57.54, "previous": 52.09, "relativeChangePercent": 10.4627, "historicalPercentile": 78.0, "historicalLevelPercentile": null, "historicalZScore": 0.7722, "score": 31.561, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in stored history", "percentile": 78.0, "observations": 41, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "summaryMetrics.largestAtmMove.historicalSignificance.movePercentileFullHistory" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 5.45, "magnitudeScore": 10.9, "historicalMagnitudeScale": 1.0, "historicalBonus": 20.661, "evidenceQuality": 1.0, "totalScore": 31.561, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 78.0, "tailDistance": 28.0, "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": 31.561 }, "story": "SOL 1W ATM IV moved higher by 5.45", "source": "summaryMetrics.largestAtmMove", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 31.561, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "sol-smile-rotation", "asset": "SOL", "metric": "smileRotation", "metricLabel": "smile rotation", "tenor": null, "expiry": "30OCT26", "observationKind": "change", "change": -2.192, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": null, "historicalZScore": null, "score": 4.384, "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": 2.192, "magnitudeScore": 4.384, "historicalMagnitudeScale": 1.0, "historicalBonus": 0.0, "evidenceQuality": 1.0, "totalScore": 4.384, "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": 4.384 }, "story": "SOL 30OCT26 smile rotation moved lower by 2.19", "source": "surfaceEvents[rotation]", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 4.384, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "sol-largestBf25Move", "asset": "SOL", "metric": "bf25", "metricLabel": "BF25", "tenor": "1M", "expiry": null, "observationKind": "change", "change": 0.25, "current": 3.94, "previous": 3.69, "relativeChangePercent": null, "historicalPercentile": 46.3, "historicalLevelPercentile": null, "historicalZScore": -0.0929, "score": 1.0, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in stored history", "percentile": 46.3, "observations": 41, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "summaryMetrics.largestBf25Move.historicalSignificance.movePercentileFullHistory" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 0.5, "normalizedMagnitude": 0.5, "magnitudeScore": 1.0, "historicalMagnitudeScale": 0.5, "historicalBonus": 0.0, "evidenceQuality": 1.0, "totalScore": 1.0, "rarity": { "policyVersion": 1, "tail": "none", "percentile": 46.3, "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": 1.0 }, "story": "SOL 1M BF25 moved higher by 0.25", "source": "summaryMetrics.largestBf25Move", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 1.0, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" } ], "reportSignals": { "schemaVersion": 1, "reportKey": "daily:SOL", "cadence": "daily", "reportDate": "2026-10-08", "canonicalReportUrl": "https://www.derivasys.com/reports/sol/2026-10-08/", "comparisonWindow": { "startAt": "2026-10-07T16:32:00+00:00", "startAtReason": null, "endAt": "2026-10-08T16:32:00+00:00", "comparisonCutoffAt": null, "basis": "stored surface snapshots; per-asset actual timestamps are in provenance.snapshots", "targetDuration": "24h" }, "leadSignal": { "id": "sol-spot-24h", "asset": "SOL", "metric": "spot", "metricLabel": "spot", "tenor": null, "expiry": null, "scope": "single-asset", "observationKind": "change", "current": null, "previous": null, "change": -7.23, "relativeChangePercent": null, "historicalPercentile": 94.9, "historicalLevelPercentile": null, "historicalZScore": 1.6352, "source": "realisedVolatility.spotMove24hPercent", "leader": null, "laggard": null, "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": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9" }, "scoreComponents": { "version": 3, "unit": "percent", "magnitudeScale": 2.0, "normalizedMagnitude": 3.615, "magnitudeScore": 7.23, "historicalMagnitudeScale": 1.0, "historicalBonus": 35.116, "evidenceQuality": 1.0, "totalScore": 42.346, "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": 42.346 }, "selectionAuditVersion": 1, "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": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.23, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9" }, "unit": "percent", "fieldUnits": { "current": "percent", "previous": "percent", "change": "percent", "relativeChangePercent": "percent", "historicalPercentile": "percentile", "historicalLevelPercentile": "percentile", "historicalZScore": "standard-normal quantile of empirical percentile" }, "basis": "realisedVolatility.spotMove24hPercent", "selectionMethod": "final-dossier-chosen-story-id", "metricWindow": "24h" }, "leadSignalReason": null, "levelDispersion": null, "changeDispersion": null, "rankings": null, "crossAssetReason": "not-applicable-single-asset-report", "percentiles": { "unit": "percentile", "crossAsset": null, "crossAssetReason": "not-applicable-single-asset-report", "selectedLead": { "historicalPercentile": 94.9, "historicalLevelPercentile": null, "basis": "exact frozen material candidate; source-specific history and classification", "source": "realisedVolatility.spotMove24hPercent", "reason": null }, "selectedLeadReason": null }, "dataQuality": { "status": "partial", "basis": "availability of published surface, realised-volatility and cross-asset metrics; excludes news quality", "nullPolicy": "unavailable observations stay null; no extrapolation or substituted baselines", "assets": [ { "asset": "SOL", "comparisonStatus": null, "comparisonNote": null, "coverage": { "currentListedExpiries": 7, "previousListedExpiries": 5, "comparedListedExpiries": 4, "addedExpiries": [ "10OCT26", "23OCT26", "27NOV26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M" ], "suppressedFixedTenors": [ "3M", "6M", "9M", "1Y" ] }, "currentListedExpiries": null, "comparedListedExpiries": null, "tenors": [ { "tenor": "1W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "2W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "3M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "6M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "9M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "1Y", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." } ], "realisedVolatilityCoverage": { "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." } }, "realisedVolatilityReason": null, "realisedVolatilityUnavailableReason": null, "realisedVolatilityCoveragePolicy": { "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 } ] }, "provenance": { "calculationSource": "existing verified report metrics and frozen material candidates", "snapshots": [ { "asset": "SOL", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "sourceSnapshots": { "current": { "id": 598778, "timestamp": "2026-10-08T16:32:00+00:00" }, "previous": { "id": 589531, "timestamp": "2026-10-07T16:32:00+00:00" } }, "currentSnapshotId": null, "previousSnapshotId": null } ], "methodologySource": "Derivasys proprietary historical SVI surface and canonical SOL index databases", "crossAssetAnalysisSchemaVersion": null }, "spotReturns": { "SOL": { "schemaVersion": 1, "asset": "SOL", "cutoffAt": "2026-10-08T16:32:00+00:00", "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "points": [ { "timestamp": "2026-08-09T16:32:00+00:00", "price": 77.16, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-10T16:32:00+00:00", "price": 75.71, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-11T16:32:00+00:00", "price": 74.86, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-12T16:32:00+00:00", "price": 75.67, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-13T16:32:00+00:00", "price": 75.62, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-14T16:32:00+00:00", "price": 75.51, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-15T16:32:00+00:00", "price": 75.41, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-16T16:32:00+00:00", "price": 75.54, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 75.98, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 76.8, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 81.94, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 86.98, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 91.47, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 94.0, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 95.51, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 97.07, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 98.32, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 95.83, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 108.22, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 105.07, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 105.1436, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 106.6866, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 102.4677, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 101.2292, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 99.596, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 104.2135, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 101.9535, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 103.3057, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 106.2098, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 103.5833, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 103.9785, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 103.2719, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 99.0361, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 101.5266, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 102.007, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 100.6012, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 102.5539, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 99.178, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 97.1855, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 101.0357, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 111.9802, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 111.6911, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 109.6818, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 117.62, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 116.8956, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 114.7958, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 116.8859, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 121.58, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 121.6983, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 121.9766, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 119.68, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 118.2647, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 119.5489, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-01T16:32:00+00:00", "price": 117.6298, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-02T16:32:00+00:00", "price": 119.7865, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-03T16:32:00+00:00", "price": 119.6348, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-04T16:32:00+00:00", "price": 121.6038, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-05T16:32:00+00:00", "price": 119.183, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-06T16:32:00+00:00", "price": 120.6331, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-07T16:32:00+00:00", "price": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "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": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.23, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "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" ], "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -1.88, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -1.12, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": 1.08, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.07, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": -0.15, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": -0.13, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.17, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.58, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 1.08, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 6.69, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 6.15, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 5.16, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 2.77, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 1.61, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 1.63, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 1.29, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -2.53, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 12.93, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -2.91, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.07, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 1.47, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -3.95, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.21, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -1.61, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 4.64, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -2.17, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 1.33, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 2.81, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -2.47, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 0.38, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": -0.68, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.1, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 2.51, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": 0.47, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -1.38, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 1.94, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -3.29, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -2.01, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 3.96, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 10.83, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": -0.26, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 7.24, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": -0.62, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 1.82, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 4.02, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 0.1, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 0.23, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -1.88, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -1.18, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 1.09, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": -1.61, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 1.83, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.13, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -1.99, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 1.22, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -2.92, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "timestamp": "2026-10-01T16:32:00+00:00", "price": 117.6298, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.64, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 53.2, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -2.1, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.36, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 2.59, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 8.29, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 15.02, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 21.14, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 24.65, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 26.44, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 27.76, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 28.02, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 16.95, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 24.42, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 14.87, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 11.85, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 11.7, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": 5.56, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": 2.96, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": 3.93, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": -3.7, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -2.97, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": -1.75, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -0.45, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 1.09, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 2.72, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 3.69, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.97, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": -0.42, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -1.26, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -5.28, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": -0.99, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -4.62, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -5.89, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 2.02, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 10.3, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 9.49, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 9.03, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 14.69, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 17.86, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 18.12, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 15.69, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 8.57, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 8.96, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 11.21, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": 1.75, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": 1.17, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 4.14, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.64, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } } } } }, "oneWeek": { "tenor": "1W", "targetExpiry": 1792081920059, "availability": "available", "unavailableReason": null, "atmIv": { "current": 57.54, "previous": 52.09, "change": 5.45, "percentChange": 10.46 }, "rr25": { "current": -0.25, "previous": 0.72, "change": -0.97, "percentChange": -134.72 }, "bf25": { "current": 3.53, "previous": 3.62, "change": -0.09, "percentChange": -2.49 }, "historicalSignificance": { "atmIv": { "absoluteMove": 5.45, "movePercentile30d": 76.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 83.3, "classificationPercentile": 78.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "rr25": { "absoluteMove": 0.97, "movePercentile30d": 40.0, "movePercentileFullHistory": 39.0, "currentLevelPercentileFullHistory": 19.0, "classificationPercentile": 40.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "bf25": { "absoluteMove": 0.09, "movePercentile30d": 13.3, "movePercentileFullHistory": 14.6, "currentLevelPercentileFullHistory": 26.2, "classificationPercentile": 14.6, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } } } } ], "crossAssetAnalysis": { "schemaVersion": 1, "purpose": "Explain what is happening between BTC, ETH and SOL, not recap the component reports.", "returnMetric": { "key": "spotPerformance24h", "source": "spotMove24hPercent", "label": "24h spot-index return", "unit": "percent" }, "assets": [ "BTC", "ETH", "SOL" ], "comparableAssets": [ "BTC", "ETH", "SOL" ], "oneWeek": { "atmIvLevel": { "leader": "SOL", "laggard": "BTC", "highest": 57.54, "lowest": 36.73, "spread": 20.81, "highestToLowestRatio": 1.5666, "largestAbsoluteMoveAsset": "SOL", "largestAbsoluteMoveValue": 57.54, "values": [ { "asset": "BTC", "value": 36.73 }, { "asset": "ETH", "value": 48.73 }, { "asset": "SOL", "value": 57.54 } ], "previousSpread": 20.29, "spreadChange": 0.52, "dispersionDirection": "widening" }, "atmIvChange": { "leader": "ETH", "laggard": "BTC", "highest": 8.9, "lowest": 4.93, "spread": 3.97, "highestToLowestRatio": 1.8053, "largestAbsoluteMoveAsset": "ETH", "largestAbsoluteMoveValue": 8.9, "values": [ { "asset": "BTC", "value": 4.93 }, { "asset": "ETH", "value": 8.9 }, { "asset": "SOL", "value": 5.45 } ] }, "rr25Level": { "leader": "SOL", "laggard": "ETH", "highest": -0.25, "lowest": -4.91, "spread": 4.66, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "ETH", "largestAbsoluteMoveValue": -4.91, "values": [ { "asset": "BTC", "value": -3.64 }, { "asset": "ETH", "value": -4.91 }, { "asset": "SOL", "value": -0.25 } ], "previousSpread": 4.51, "spreadChange": 0.15, "dispersionDirection": "widening" }, "rr25Change": { "leader": "SOL", "laggard": "BTC", "highest": -0.97, "lowest": -3.14, "spread": 2.17, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "BTC", "largestAbsoluteMoveValue": -3.14, "values": [ { "asset": "BTC", "value": -3.14 }, { "asset": "ETH", "value": -1.12 }, { "asset": "SOL", "value": -0.97 } ] } }, "coordinatedSkewShift": { "id": "majors-cross-1w-rr25-coordinated-shift", "kind": "coordinatedSkewShift", "metric": "1W coordinated RR25 shift", "unit": "volatility points", "tenor": "1W", "direction": "lower", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "minimumChangeVolPoints": 0.25, "crossingToleranceVolPoints": 0.1, "observations": [ { "asset": "BTC", "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", "valuesRef": "rows[asset=BTC].report.tenors[tenor=1W].rr25", "crossing": null }, { "asset": "ETH", "current": -4.91, "previous": -3.79, "change": -1.12, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "valuesRef": "rows[asset=ETH].report.tenors[tenor=1W].rr25", "crossing": null }, { "asset": "SOL", "current": -0.25, "previous": 0.72, "change": -0.97, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "valuesRef": "rows[asset=SOL].report.tenors[tenor=1W].rr25", "crossing": "positive-to-negative" } ] }, "relativeVolatilityLeader": { "asset": "ETH", "metric": "absolute 1W ATM IV change", "value": 8.9 }, "termStructure": { "definition": "1Y minus 1W ATM IV, in volatility points", "currentSlope": { "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ], "previousSpread": null, "spreadChange": null, "dispersionDirection": "unavailable" }, "slopeChange": { "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ] } }, "relativeValue": { "ivMinusRealised7d": { "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ] }, "spotPerformance24h": { "leader": "BTC", "laggard": "SOL", "highest": -2.83, "lowest": -7.23, "spread": 4.4, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "SOL", "largestAbsoluteMoveValue": -7.23, "values": [ { "asset": "BTC", "value": -2.83 }, { "asset": "ETH", "value": -5.65 }, { "asset": "SOL", "value": -7.23 } ] } }, "rankings": { "oneWeekAtmIvLevel": [ { "rank": 1, "asset": "SOL", "value": 57.54, "previousRank": 1, "rankChange": 0 }, { "rank": 2, "asset": "ETH", "value": 48.73, "previousRank": 2, "rankChange": 0 }, { "rank": 3, "asset": "BTC", "value": 36.73, "previousRank": 3, "rankChange": 0 } ], "oneWeekAtmIvChange": [ { "rank": 1, "asset": "ETH", "value": 8.9, "previousRank": null, "rankChange": null }, { "rank": 2, "asset": "SOL", "value": 5.45, "previousRank": null, "rankChange": null }, { "rank": 3, "asset": "BTC", "value": 4.93, "previousRank": null, "rankChange": null } ], "oneWeekAtmIvAbsoluteMove": [ { "rank": 1, "asset": "ETH", "value": 8.9, "previousRank": null, "rankChange": null }, { "rank": 2, "asset": "SOL", "value": 5.45, "previousRank": null, "rankChange": null }, { "rank": 3, "asset": "BTC", "value": 4.93, "previousRank": null, "rankChange": null } ], "ivMinusRealised7d": [ { "rank": null, "asset": "BTC", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "ETH", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "SOL", "value": null, "previousRank": null, "rankChange": null } ], "oneWeekRr25CallRichness": [ { "rank": 1, "asset": "SOL", "value": -0.25, "previousRank": 1, "rankChange": 0 }, { "rank": 2, "asset": "BTC", "value": -3.64, "previousRank": 2, "rankChange": 0 }, { "rank": 3, "asset": "ETH", "value": -4.91, "previousRank": 3, "rankChange": 0 } ], "oneWeekRr25PutRichness": [ { "rank": 1, "asset": "ETH", "value": -4.91, "previousRank": 1, "rankChange": 0 }, { "rank": 2, "asset": "BTC", "value": -3.64, "previousRank": 2, "rankChange": 0 }, { "rank": 3, "asset": "SOL", "value": -0.25, "previousRank": 3, "rankChange": 0 } ], "termStructureSlope": [ { "rank": null, "asset": "BTC", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "ETH", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "SOL", "value": null, "previousRank": null, "rankChange": null } ], "termStructureSlopeChange": [ { "rank": null, "asset": "BTC", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "ETH", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "SOL", "value": null, "previousRank": null, "rankChange": null } ], "spotPerformance24h": [ { "rank": 1, "asset": "BTC", "value": -2.83, "previousRank": null, "rankChange": null }, { "rank": 2, "asset": "ETH", "value": -5.65, "previousRank": null, "rankChange": null }, { "rank": 3, "asset": "SOL", "value": -7.23, "previousRank": null, "rankChange": null } ] }, "outliers": [ { "metric": "1W ATM IV change", "asset": "ETH", "value": 8.9, "groupMedian": 5.45, "distanceFromMedian": 3.45 }, { "metric": "1W ATM IV level", "asset": "BTC", "value": 36.73, "groupMedian": 48.73, "distanceFromMedian": -12.0 }, { "metric": "1W RR25 level", "asset": "SOL", "value": -0.25, "groupMedian": -3.64, "distanceFromMedian": 3.39 } ], "relativeValueObservation": null, "historicalContext": { "minimumObservations": 20, "observations": 32, "coordinatedSkewShiftMateriality": { "statistic": "weakest absolute 1W RR25 change when all three changes share a sign; otherwise zero", "unit": "volatility points", "basis": "all valid prior aligned BTC/ETH/SOL 23-25h periods", "percentileDefinition": "100 * prior joint magnitudes <= current joint magnitude / observations", "minimumObservations": 20, "observations": 30, "currentJointMagnitudeVolPoints": 0.97, "percentile": 76.7, "unavailableReason": null, "excluded": { "invalidMeasurements": 2, "currentOrFuture": 0, "overlappingCurrentWindow": 0, "duplicatePeriods": 0, "conflictingDays": 0 }, "samples": [ { "currentSnapshotAt": "2026-08-29T23:59:00+00:00", "previousSnapshotAt": "2026-08-28T23:59:00+00:00", "changesVolPoints": { "BTC": 1.81, "ETH": 1.28, "SOL": 4.14 }, "jointMagnitudeVolPoints": 1.28 }, { "currentSnapshotAt": "2026-08-30T23:59:00+00:00", "previousSnapshotAt": "2026-08-29T23:59:00+00:00", "changesVolPoints": { "BTC": -0.08, "ETH": 0.48, "SOL": -0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-08-31T22:04:00+00:00", "previousSnapshotAt": "2026-08-30T22:04:00+00:00", "changesVolPoints": { "BTC": 1.06, "ETH": 0.72, "SOL": -1.98 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-02T16:30:00+00:00", "previousSnapshotAt": "2026-09-01T16:30:00+00:00", "changesVolPoints": { "BTC": -1.07, "ETH": -1.81, "SOL": -1.41 }, "jointMagnitudeVolPoints": 1.07 }, { "currentSnapshotAt": "2026-09-03T16:38:00+00:00", "previousSnapshotAt": "2026-09-02T16:38:00+00:00", "changesVolPoints": { "BTC": 2.86, "ETH": 2.11, "SOL": 3.76 }, "jointMagnitudeVolPoints": 2.11 }, { "currentSnapshotAt": "2026-09-04T16:48:00+00:00", "previousSnapshotAt": "2026-09-03T16:48:00+00:00", "changesVolPoints": { "BTC": -1.82, "ETH": -2.06, "SOL": -1.24 }, "jointMagnitudeVolPoints": 1.24 }, { "currentSnapshotAt": "2026-09-05T18:43:00+00:00", "previousSnapshotAt": "2026-09-04T18:43:00+00:00", "changesVolPoints": { "BTC": 1.02, "ETH": 2.83, "SOL": -0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-06T16:59:00+00:00", "previousSnapshotAt": "2026-09-05T16:59:00+00:00", "changesVolPoints": { "BTC": -0.08, "ETH": 1.79, "SOL": 1.56 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-07T16:54:00+00:00", "previousSnapshotAt": "2026-09-06T16:54:00+00:00", "changesVolPoints": { "BTC": -1.38, "ETH": -1.86, "SOL": -3.33 }, "jointMagnitudeVolPoints": 1.38 }, { "currentSnapshotAt": "2026-09-08T16:30:00+00:00", "previousSnapshotAt": "2026-09-07T16:30:00+00:00", "changesVolPoints": { "BTC": 1.52, "ETH": 0.83, "SOL": 1.16 }, "jointMagnitudeVolPoints": 0.83 }, { "currentSnapshotAt": "2026-09-09T16:30:00+00:00", "previousSnapshotAt": "2026-09-08T16:30:00+00:00", "changesVolPoints": { "BTC": -0.53, "ETH": 1.0, "SOL": -0.38 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-10T16:30:00+00:00", "previousSnapshotAt": "2026-09-09T16:30:00+00:00", "changesVolPoints": { "BTC": 0.01, "ETH": -2.96, "SOL": -1.39 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-11T16:29:00+00:00", "previousSnapshotAt": "2026-09-10T16:29:00+00:00", "changesVolPoints": { "BTC": -0.68, "ETH": 2.9, "SOL": 4.51 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-12T16:29:00+00:00", "previousSnapshotAt": "2026-09-11T16:29:00+00:00", "changesVolPoints": { "BTC": -0.48, "ETH": -3.76, "SOL": 0.45 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-13T16:30:00+00:00", "previousSnapshotAt": "2026-09-12T16:30:00+00:00", "changesVolPoints": { "BTC": -0.41, "ETH": -0.31, "SOL": -2.59 }, "jointMagnitudeVolPoints": 0.31 }, { "currentSnapshotAt": "2026-09-14T16:30:00+00:00", "previousSnapshotAt": "2026-09-13T16:30:00+00:00", "changesVolPoints": { "BTC": 0.62, "ETH": 1.78, "SOL": 1.21 }, "jointMagnitudeVolPoints": 0.62 }, { "currentSnapshotAt": "2026-09-15T21:01:00+00:00", "previousSnapshotAt": "2026-09-14T21:01:00+00:00", "changesVolPoints": { "BTC": -1.69, "ETH": -4.48, "SOL": -4.81 }, "jointMagnitudeVolPoints": 1.69 }, { "currentSnapshotAt": "2026-09-16T16:30:00+00:00", "previousSnapshotAt": "2026-09-15T16:30:00+00:00", "changesVolPoints": { "BTC": -1.59, "ETH": 0.73, "SOL": 0.29 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-17T16:39:00+00:00", "previousSnapshotAt": "2026-09-16T16:39:00+00:00", "changesVolPoints": { "BTC": 1.48, "ETH": 0.23, "SOL": 2.83 }, "jointMagnitudeVolPoints": 0.23 }, { "currentSnapshotAt": "2026-09-18T16:30:00+00:00", "previousSnapshotAt": "2026-09-17T16:30:00+00:00", "changesVolPoints": { "BTC": 0.73, "ETH": 1.98, "SOL": 0.03 }, "jointMagnitudeVolPoints": 0.03 }, { "currentSnapshotAt": "2026-09-19T16:59:00+00:00", "previousSnapshotAt": "2026-09-18T16:59:00+00:00", "changesVolPoints": { "BTC": 0.19, "ETH": 0.26, "SOL": -1.82 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-20T16:30:00+00:00", "previousSnapshotAt": "2026-09-19T16:30:00+00:00", "changesVolPoints": { "BTC": -1.08, "ETH": -1.99, "SOL": -0.75 }, "jointMagnitudeVolPoints": 0.75 }, { "currentSnapshotAt": "2026-09-21T18:42:00+00:00", "previousSnapshotAt": "2026-09-20T18:42:00+00:00", "changesVolPoints": { "BTC": 0.39, "ETH": 0.49, "SOL": 3.16 }, "jointMagnitudeVolPoints": 0.39 }, { "currentSnapshotAt": "2026-09-22T18:18:00+00:00", "previousSnapshotAt": "2026-09-21T18:37:00+00:00", "changesVolPoints": { "BTC": 1.27, "ETH": -1.1, "SOL": 0.31 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-23T19:20:00+00:00", "previousSnapshotAt": "2026-09-22T19:20:00+00:00", "changesVolPoints": { "BTC": -3.05, "ETH": -1.32, "SOL": -1.66 }, "jointMagnitudeVolPoints": 1.32 }, { "currentSnapshotAt": "2026-09-24T16:30:00+00:00", "previousSnapshotAt": "2026-09-23T16:30:00+00:00", "changesVolPoints": { "BTC": -0.86, "ETH": -0.84, "SOL": 3.6 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-25T17:28:00+00:00", "previousSnapshotAt": "2026-09-24T17:28:00+00:00", "changesVolPoints": { "BTC": 1.24, "ETH": -0.08, "SOL": 0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-26T17:24:00+00:00", "previousSnapshotAt": "2026-09-25T17:24:00+00:00", "changesVolPoints": { "BTC": -0.18, "ETH": -0.25, "SOL": -3.88 }, "jointMagnitudeVolPoints": 0.18 }, { "currentSnapshotAt": "2026-09-27T19:05:00+00:00", "previousSnapshotAt": "2026-09-26T19:05:00+00:00", "changesVolPoints": { "BTC": 0.67, "ETH": 0.49, "SOL": 1.4 }, "jointMagnitudeVolPoints": 0.49 }, { "currentSnapshotAt": "2026-09-29T15:01:00+00:00", "previousSnapshotAt": "2026-09-28T14:01:00+00:00", "changesVolPoints": { "BTC": 0.93, "ETH": 2.89, "SOL": 2.89 }, "jointMagnitudeVolPoints": 0.93 } ] }, "metricContexts": { "oneWeekAtmIvLevelDispersionPercentile": { "status": "available", "observationKind": "level", "basis": "prior aligned same-asset same-cadence cross-sectional ranges; oneWeek.atmIvLevel", "percentile": 56.7, "observations": 30, "minimumObservations": 20, "window": { "start": "2026-08-29T23:59:00+00:00", "end": "2026-09-29T15:01:00+00:00" }, "sourceRefs": [ "storedHistoricalReports.oneWeek.atmIvLevel", "crossAssetAnalysis.oneWeek.atmIvLevel" ], "unavailableReason": null, "comparableAssets": [ "BTC", "ETH", "SOL" ], "samples": [ { "currentSnapshotAt": "2026-08-29T23:59:00+00:00", "previousSnapshotAt": "2026-08-28T23:59:00+00:00", "value": 40.0, "values": [ { "asset": "BTC", "value": 33.4 }, { "asset": "ETH", "value": 44.9 }, { "asset": "SOL", "value": 73.4 } ] }, { "currentSnapshotAt": "2026-08-30T23:59:00+00:00", "previousSnapshotAt": "2026-08-29T23:59:00+00:00", "value": 40.86, "values": [ { "asset": "BTC", "value": 34.27 }, { "asset": "ETH", "value": 47.78 }, { "asset": "SOL", "value": 75.13 } ] }, { "currentSnapshotAt": "2026-08-31T22:04:00+00:00", "previousSnapshotAt": "2026-08-30T22:04:00+00:00", "value": 30.82, "values": [ { "asset": "BTC", "value": 34.71 }, { "asset": "ETH", "value": 46.75 }, { "asset": "SOL", "value": 65.53 } ] }, { "currentSnapshotAt": "2026-09-02T16:30:00+00:00", "previousSnapshotAt": "2026-09-01T16:30:00+00:00", "value": 22.31, "values": [ { "asset": "BTC", "value": 31.03 }, { "asset": "ETH", "value": 43.3 }, { "asset": "SOL", "value": 53.34 } ] }, { "currentSnapshotAt": "2026-09-03T16:38:00+00:00", "previousSnapshotAt": "2026-09-02T16:38:00+00:00", "value": 14.87, "values": [ { "asset": "BTC", "value": 37.02 }, { "asset": "ETH", "value": 47.71 }, { "asset": "SOL", "value": 51.89 } ] }, { "currentSnapshotAt": "2026-09-04T16:48:00+00:00", "previousSnapshotAt": "2026-09-03T16:48:00+00:00", "value": 16.95, "values": [ { "asset": "BTC", "value": 32.01 }, { "asset": "ETH", "value": 42.1 }, { "asset": "SOL", "value": 48.96 } ] }, { "currentSnapshotAt": "2026-09-05T18:43:00+00:00", "previousSnapshotAt": "2026-09-04T18:43:00+00:00", "value": 15.67, "values": [ { "asset": "BTC", "value": 34.95 }, { "asset": "ETH", "value": 43.37 }, { "asset": "SOL", "value": 50.62 } ] }, { "currentSnapshotAt": "2026-09-06T16:59:00+00:00", "previousSnapshotAt": "2026-09-05T16:59:00+00:00", "value": 17.86, "values": [ { "asset": "BTC", "value": 36.83 }, { "asset": "ETH", "value": 46.95 }, { "asset": "SOL", "value": 54.69 } ] }, { "currentSnapshotAt": "2026-09-07T16:54:00+00:00", "previousSnapshotAt": "2026-09-06T16:54:00+00:00", "value": 16.86, "values": [ { "asset": "BTC", "value": 36.67 }, { "asset": "ETH", "value": 47.83 }, { "asset": "SOL", "value": 53.53 } ] }, { "currentSnapshotAt": "2026-09-08T16:30:00+00:00", "previousSnapshotAt": "2026-09-07T16:30:00+00:00", "value": 15.78, "values": [ { "asset": "BTC", "value": 39.57 }, { "asset": "ETH", "value": 50.19 }, { "asset": "SOL", "value": 55.35 } ] }, { "currentSnapshotAt": "2026-09-09T16:30:00+00:00", "previousSnapshotAt": "2026-09-08T16:30:00+00:00", "value": 14.19, "values": [ { "asset": "BTC", "value": 40.47 }, { "asset": "ETH", "value": 52.31 }, { "asset": "SOL", "value": 54.66 } ] }, { "currentSnapshotAt": "2026-09-10T16:30:00+00:00", "previousSnapshotAt": "2026-09-09T16:30:00+00:00", "value": 13.97, "values": [ { "asset": "BTC", "value": 38.99 }, { "asset": "ETH", "value": 50.0 }, { "asset": "SOL", "value": 52.96 } ] }, { "currentSnapshotAt": "2026-09-11T16:29:00+00:00", "previousSnapshotAt": "2026-09-10T16:29:00+00:00", "value": 15.26, "values": [ { "asset": "BTC", "value": 36.34 }, { "asset": "ETH", "value": 51.6 }, { "asset": "SOL", "value": 50.46 } ] }, { "currentSnapshotAt": "2026-09-12T16:29:00+00:00", "previousSnapshotAt": "2026-09-11T16:29:00+00:00", "value": 15.25, "values": [ { "asset": "BTC", "value": 34.76 }, { "asset": "ETH", "value": 48.48 }, { "asset": "SOL", "value": 50.01 } ] }, { "currentSnapshotAt": "2026-09-13T16:30:00+00:00", "previousSnapshotAt": "2026-09-12T16:30:00+00:00", "value": 15.82, "values": [ { "asset": "BTC", "value": 38.1 }, { "asset": "ETH", "value": 52.42 }, { "asset": "SOL", "value": 53.92 } ] }, { "currentSnapshotAt": "2026-09-14T16:30:00+00:00", "previousSnapshotAt": "2026-09-13T16:30:00+00:00", "value": 20.52, "values": [ { "asset": "BTC", "value": 36.6 }, { "asset": "ETH", "value": 53.06 }, { "asset": "SOL", "value": 57.12 } ] }, { "currentSnapshotAt": "2026-09-15T21:01:00+00:00", "previousSnapshotAt": "2026-09-14T21:01:00+00:00", "value": 17.98, "values": [ { "asset": "BTC", "value": 39.43 }, { "asset": "ETH", "value": 55.04 }, { "asset": "SOL", "value": 57.41 } ] }, { "currentSnapshotAt": "2026-09-16T16:30:00+00:00", "previousSnapshotAt": "2026-09-15T16:30:00+00:00", "value": 17.72, "values": [ { "asset": "BTC", "value": 36.61 }, { "asset": "ETH", "value": 53.07 }, { "asset": "SOL", "value": 54.33 } ] }, { "currentSnapshotAt": "2026-09-17T16:39:00+00:00", "previousSnapshotAt": "2026-09-16T16:39:00+00:00", "value": 20.55, "values": [ { "asset": "BTC", "value": 29.56 }, { "asset": "ETH", "value": 44.54 }, { "asset": "SOL", "value": 50.11 } ] }, { "currentSnapshotAt": "2026-09-18T16:30:00+00:00", "previousSnapshotAt": "2026-09-17T16:30:00+00:00", "value": 18.64, "values": [ { "asset": "BTC", "value": 32.05 }, { "asset": "ETH", "value": 46.19 }, { "asset": "SOL", "value": 50.69 } ] }, { "currentSnapshotAt": "2026-09-19T16:59:00+00:00", "previousSnapshotAt": "2026-09-18T16:59:00+00:00", "value": 18.99, "values": [ { "asset": "BTC", "value": 34.63 }, { "asset": "ETH", "value": 48.21 }, { "asset": "SOL", "value": 53.62 } ] }, { "currentSnapshotAt": "2026-09-20T16:30:00+00:00", "previousSnapshotAt": "2026-09-19T16:30:00+00:00", "value": 21.4, "values": [ { "asset": "BTC", "value": 33.98 }, { "asset": "ETH", "value": 48.08 }, { "asset": "SOL", "value": 55.38 } ] }, { "currentSnapshotAt": "2026-09-21T18:42:00+00:00", "previousSnapshotAt": "2026-09-20T18:42:00+00:00", "value": 24.35, "values": [ { "asset": "BTC", "value": 38.96 }, { "asset": "ETH", "value": 51.27 }, { "asset": "SOL", "value": 63.31 } ] }, { "currentSnapshotAt": "2026-09-22T18:18:00+00:00", "previousSnapshotAt": "2026-09-21T18:37:00+00:00", "value": 27.32, "values": [ { "asset": "BTC", "value": 36.5 }, { "asset": "ETH", "value": 48.25 }, { "asset": "SOL", "value": 63.82 } ] }, { "currentSnapshotAt": "2026-09-23T19:20:00+00:00", "previousSnapshotAt": "2026-09-22T19:20:00+00:00", "value": 21.95, "values": [ { "asset": "BTC", "value": 34.13 }, { "asset": "ETH", "value": 46.21 }, { "asset": "SOL", "value": 56.08 } ] }, { "currentSnapshotAt": "2026-09-24T16:30:00+00:00", "previousSnapshotAt": "2026-09-23T16:30:00+00:00", "value": 26.15, "values": [ { "asset": "BTC", "value": 31.7 }, { "asset": "ETH", "value": 44.3 }, { "asset": "SOL", "value": 57.85 } ] }, { "currentSnapshotAt": "2026-09-25T17:28:00+00:00", "previousSnapshotAt": "2026-09-24T17:28:00+00:00", "value": 25.46, "values": [ { "asset": "BTC", "value": 29.94 }, { "asset": "ETH", "value": 38.75 }, { "asset": "SOL", "value": 55.4 } ] }, { "currentSnapshotAt": "2026-09-26T17:24:00+00:00", "previousSnapshotAt": "2026-09-25T17:24:00+00:00", "value": 23.1, "values": [ { "asset": "BTC", "value": 30.6 }, { "asset": "ETH", "value": 40.9 }, { "asset": "SOL", "value": 53.7 } ] }, { "currentSnapshotAt": "2026-09-27T19:05:00+00:00", "previousSnapshotAt": "2026-09-26T19:05:00+00:00", "value": 23.36, "values": [ { "asset": "BTC", "value": 32.76 }, { "asset": "ETH", "value": 43.69 }, { "asset": "SOL", "value": 56.12 } ] }, { "currentSnapshotAt": "2026-09-29T15:01:00+00:00", "previousSnapshotAt": "2026-09-28T14:01:00+00:00", "value": 26.54, "values": [ { "asset": "BTC", "value": 33.05 }, { "asset": "ETH", "value": 46.98 }, { "asset": "SOL", "value": 59.59 } ] } ] }, "oneWeekAtmIvChangeDispersionPercentile": { "status": "available", "observationKind": "level", "basis": "prior aligned same-asset same-cadence cross-sectional ranges; oneWeek.atmIvChange", "percentile": 63.3, "observations": 30, "minimumObservations": 20, "window": { "start": "2026-08-29T23:59:00+00:00", "end": "2026-09-29T15:01:00+00:00" }, "sourceRefs": [ "storedHistoricalReports.oneWeek.atmIvChange", "crossAssetAnalysis.oneWeek.atmIvChange" ], "unavailableReason": null, "comparableAssets": [ "BTC", "ETH", "SOL" ], "samples": [ { "currentSnapshotAt": "2026-08-29T23:59:00+00:00", "previousSnapshotAt": "2026-08-28T23:59:00+00:00", "value": 3.65, "values": [ { "asset": "BTC", "value": -1.22 }, { "asset": "ETH", "value": 2.43 }, { "asset": "SOL", "value": 2.04 } ] }, { "currentSnapshotAt": "2026-08-30T23:59:00+00:00", "previousSnapshotAt": "2026-08-29T23:59:00+00:00", "value": 2.01, "values": [ { "asset": "BTC", "value": 0.87 }, { "asset": "ETH", "value": 2.88 }, { "asset": "SOL", "value": 1.73 } ] }, { "currentSnapshotAt": "2026-08-31T22:04:00+00:00", "previousSnapshotAt": "2026-08-30T22:04:00+00:00", "value": 7.24, "values": [ { "asset": "BTC", "value": 1.17 }, { "asset": "ETH", "value": 0.77 }, { "asset": "SOL", "value": -6.07 } ] }, { "currentSnapshotAt": "2026-09-02T16:30:00+00:00", "previousSnapshotAt": "2026-09-01T16:30:00+00:00", "value": 6.44, "values": [ { "asset": "BTC", "value": -2.33 }, { "asset": "ETH", "value": -1.17 }, { "asset": "SOL", "value": -7.61 } ] }, { "currentSnapshotAt": "2026-09-03T16:38:00+00:00", "previousSnapshotAt": "2026-09-02T16:38:00+00:00", "value": 7.42, "values": [ { "asset": "BTC", "value": 5.75 }, { "asset": "ETH", "value": 4.73 }, { "asset": "SOL", "value": -1.67 } ] }, { "currentSnapshotAt": "2026-09-04T16:48:00+00:00", "previousSnapshotAt": "2026-09-03T16:48:00+00:00", "value": 2.7, "values": [ { "asset": "BTC", "value": -5.04 }, { "asset": "ETH", "value": -5.2 }, { "asset": "SOL", "value": -2.5 } ] }, { "currentSnapshotAt": "2026-09-05T18:43:00+00:00", "previousSnapshotAt": "2026-09-04T18:43:00+00:00", "value": 1.46, "values": [ { "asset": "BTC", "value": 3.24 }, { "asset": "ETH", "value": 1.78 }, { "asset": "SOL", "value": 1.9 } ] }, { "currentSnapshotAt": "2026-09-06T16:59:00+00:00", "previousSnapshotAt": "2026-09-05T16:59:00+00:00", "value": 2.27, "values": [ { "asset": "BTC", "value": 2.36 }, { "asset": "ETH", "value": 4.63 }, { "asset": "SOL", "value": 3.08 } ] }, { "currentSnapshotAt": "2026-09-07T16:54:00+00:00", "previousSnapshotAt": "2026-09-06T16:54:00+00:00", "value": 2.54, "values": [ { "asset": "BTC", "value": -0.04 }, { "asset": "ETH", "value": 1.4 }, { "asset": "SOL", "value": -1.14 } ] }, { "currentSnapshotAt": "2026-09-08T16:30:00+00:00", "previousSnapshotAt": "2026-09-07T16:30:00+00:00", "value": 0.51, "values": [ { "asset": "BTC", "value": 2.86 }, { "asset": "ETH", "value": 2.35 }, { "asset": "SOL", "value": 2.45 } ] }, { "currentSnapshotAt": "2026-09-09T16:30:00+00:00", "previousSnapshotAt": "2026-09-08T16:30:00+00:00", "value": 2.81, "values": [ { "asset": "BTC", "value": 0.9 }, { "asset": "ETH", "value": 2.12 }, { "asset": "SOL", "value": -0.69 } ] }, { "currentSnapshotAt": "2026-09-10T16:30:00+00:00", "previousSnapshotAt": "2026-09-09T16:30:00+00:00", "value": 0.83, "values": [ { "asset": "BTC", "value": -1.48 }, { "asset": "ETH", "value": -2.31 }, { "asset": "SOL", "value": -1.7 } ] }, { "currentSnapshotAt": "2026-09-11T16:29:00+00:00", "previousSnapshotAt": "2026-09-10T16:29:00+00:00", "value": 4.4, "values": [ { "asset": "BTC", "value": -2.65 }, { "asset": "ETH", "value": 1.6 }, { "asset": "SOL", "value": -2.8 } ] }, { "currentSnapshotAt": "2026-09-12T16:29:00+00:00", "previousSnapshotAt": "2026-09-11T16:29:00+00:00", "value": 2.67, "values": [ { "asset": "BTC", "value": -1.58 }, { "asset": "ETH", "value": -3.12 }, { "asset": "SOL", "value": -0.45 } ] }, { "currentSnapshotAt": "2026-09-13T16:30:00+00:00", "previousSnapshotAt": "2026-09-12T16:30:00+00:00", "value": 0.72, "values": [ { "asset": "BTC", "value": 3.33 }, { "asset": "ETH", "value": 3.94 }, { "asset": "SOL", "value": 4.05 } ] }, { "currentSnapshotAt": "2026-09-14T16:30:00+00:00", "previousSnapshotAt": "2026-09-13T16:30:00+00:00", "value": 4.7, "values": [ { "asset": "BTC", "value": -1.5 }, { "asset": "ETH", "value": 0.64 }, { "asset": "SOL", "value": 3.2 } ] }, { "currentSnapshotAt": "2026-09-15T21:01:00+00:00", "previousSnapshotAt": "2026-09-14T21:01:00+00:00", "value": 3.28, "values": [ { "asset": "BTC", "value": 1.2 }, { "asset": "ETH", "value": -2.08 }, { "asset": "SOL", "value": -1.94 } ] }, { "currentSnapshotAt": "2026-09-16T16:30:00+00:00", "previousSnapshotAt": "2026-09-15T16:30:00+00:00", "value": 4.59, "values": [ { "asset": "BTC", "value": -6.73 }, { "asset": "ETH", "value": -6.05 }, { "asset": "SOL", "value": -2.14 } ] }, { "currentSnapshotAt": "2026-09-17T16:39:00+00:00", "previousSnapshotAt": "2026-09-16T16:39:00+00:00", "value": 4.35, "values": [ { "asset": "BTC", "value": -7.15 }, { "asset": "ETH", "value": -8.62 }, { "asset": "SOL", "value": -4.27 } ] }, { "currentSnapshotAt": "2026-09-18T16:30:00+00:00", "previousSnapshotAt": "2026-09-17T16:30:00+00:00", "value": 1.67, "values": [ { "asset": "BTC", "value": 2.46 }, { "asset": "ETH", "value": 1.74 }, { "asset": "SOL", "value": 0.79 } ] }, { "currentSnapshotAt": "2026-09-19T16:59:00+00:00", "previousSnapshotAt": "2026-09-18T16:59:00+00:00", "value": 0.61, "values": [ { "asset": "BTC", "value": 2.51 }, { "asset": "ETH", "value": 2.11 }, { "asset": "SOL", "value": 2.72 } ] }, { "currentSnapshotAt": "2026-09-20T16:30:00+00:00", "previousSnapshotAt": "2026-09-19T16:30:00+00:00", "value": 2.34, "values": [ { "asset": "BTC", "value": -0.3 }, { "asset": "ETH", "value": -0.34 }, { "asset": "SOL", "value": 2.0 } ] }, { "currentSnapshotAt": "2026-09-21T18:42:00+00:00", "previousSnapshotAt": "2026-09-20T18:42:00+00:00", "value": 3.2, "values": [ { "asset": "BTC", "value": 4.76 }, { "asset": "ETH", "value": 2.65 }, { "asset": "SOL", "value": 5.85 } ] }, { "currentSnapshotAt": "2026-09-22T18:18:00+00:00", "previousSnapshotAt": "2026-09-21T18:37:00+00:00", "value": 4.25, "values": [ { "asset": "BTC", "value": -2.86 }, { "asset": "ETH", "value": -3.02 }, { "asset": "SOL", "value": 1.23 } ] }, { "currentSnapshotAt": "2026-09-23T19:20:00+00:00", "previousSnapshotAt": "2026-09-22T19:20:00+00:00", "value": 2.05, "values": [ { "asset": "BTC", "value": -2.46 }, { "asset": "ETH", "value": -2.28 }, { "asset": "SOL", "value": -4.33 } ] }, { "currentSnapshotAt": "2026-09-24T16:30:00+00:00", "previousSnapshotAt": "2026-09-23T16:30:00+00:00", "value": 2.33, "values": [ { "asset": "BTC", "value": -2.1 }, { "asset": "ETH", "value": -2.24 }, { "asset": "SOL", "value": 0.09 } ] }, { "currentSnapshotAt": "2026-09-25T17:28:00+00:00", "previousSnapshotAt": "2026-09-24T17:28:00+00:00", "value": 5.77, "values": [ { "asset": "BTC", "value": -2.56 }, { "asset": "ETH", "value": -6.11 }, { "asset": "SOL", "value": -0.34 } ] }, { "currentSnapshotAt": "2026-09-26T17:24:00+00:00", "previousSnapshotAt": "2026-09-25T17:24:00+00:00", "value": 4.2, "values": [ { "asset": "BTC", "value": 0.92 }, { "asset": "ETH", "value": 1.9 }, { "asset": "SOL", "value": -2.3 } ] }, { "currentSnapshotAt": "2026-09-27T19:05:00+00:00", "previousSnapshotAt": "2026-09-26T19:05:00+00:00", "value": 0.07, "values": [ { "asset": "BTC", "value": 2.06 }, { "asset": "ETH", "value": 2.01 }, { "asset": "SOL", "value": 1.99 } ] }, { "currentSnapshotAt": "2026-09-29T15:01:00+00:00", "previousSnapshotAt": "2026-09-28T14:01:00+00:00", "value": 4.57, "values": [ { "asset": "BTC", "value": -1.57 }, { "asset": "ETH", "value": 3.0 }, { "asset": "SOL", "value": 1.59 } ] } ] }, "oneWeekRr25LevelDispersionPercentile": { "status": "available", "observationKind": "level", "basis": "prior aligned same-asset same-cadence cross-sectional ranges; oneWeek.rr25Level", "percentile": 80.0, "observations": 30, "minimumObservations": 20, "window": { "start": "2026-08-29T23:59:00+00:00", "end": "2026-09-29T15:01:00+00:00" }, "sourceRefs": [ "storedHistoricalReports.oneWeek.rr25Level", "crossAssetAnalysis.oneWeek.rr25Level" ], "unavailableReason": null, "comparableAssets": [ "BTC", "ETH", "SOL" ], "samples": [ { "currentSnapshotAt": "2026-08-29T23:59:00+00:00", "previousSnapshotAt": "2026-08-28T23:59:00+00:00", "value": 5.33, "values": [ { "asset": "BTC", "value": -0.33 }, { "asset": "ETH", "value": -0.67 }, { "asset": "SOL", "value": 4.66 } ] }, { "currentSnapshotAt": "2026-08-30T23:59:00+00:00", "previousSnapshotAt": "2026-08-29T23:59:00+00:00", "value": 4.88, "values": [ { "asset": "BTC", "value": -0.41 }, { "asset": "ETH", "value": -0.19 }, { "asset": "SOL", "value": 4.47 } ] }, { "currentSnapshotAt": "2026-08-31T22:04:00+00:00", "previousSnapshotAt": "2026-08-30T22:04:00+00:00", "value": 0.19, "values": [ { "asset": "BTC", "value": 1.24 }, { "asset": "ETH", "value": 1.43 }, { "asset": "SOL", "value": 1.41 } ] }, { "currentSnapshotAt": "2026-09-02T16:30:00+00:00", "previousSnapshotAt": "2026-09-01T16:30:00+00:00", "value": 1.38, "values": [ { "asset": "BTC", "value": -1.02 }, { "asset": "ETH", "value": -2.0 }, { "asset": "SOL", "value": -0.62 } ] }, { "currentSnapshotAt": "2026-09-03T16:38:00+00:00", "previousSnapshotAt": "2026-09-02T16:38:00+00:00", "value": 2.97, "values": [ { "asset": "BTC", "value": 1.94 }, { "asset": "ETH", "value": 0.52 }, { "asset": "SOL", "value": 3.49 } ] }, { "currentSnapshotAt": "2026-09-04T16:48:00+00:00", "previousSnapshotAt": "2026-09-03T16:48:00+00:00", "value": 3.75, "values": [ { "asset": "BTC", "value": 0.29 }, { "asset": "ETH", "value": -1.66 }, { "asset": "SOL", "value": 2.09 } ] }, { "currentSnapshotAt": "2026-09-05T18:43:00+00:00", "previousSnapshotAt": "2026-09-04T18:43:00+00:00", "value": 0.89, "values": [ { "asset": "BTC", "value": 1.62 }, { "asset": "ETH", "value": 1.36 }, { "asset": "SOL", "value": 2.25 } ] }, { "currentSnapshotAt": "2026-09-06T16:59:00+00:00", "previousSnapshotAt": "2026-09-05T16:59:00+00:00", "value": 1.99, "values": [ { "asset": "BTC", "value": 1.2 }, { "asset": "ETH", "value": 2.55 }, { "asset": "SOL", "value": 3.19 } ] }, { "currentSnapshotAt": "2026-09-07T16:54:00+00:00", "previousSnapshotAt": "2026-09-06T16:54:00+00:00", "value": 0.99, "values": [ { "asset": "BTC", "value": -0.22 }, { "asset": "ETH", "value": 0.77 }, { "asset": "SOL", "value": -0.14 } ] }, { "currentSnapshotAt": "2026-09-08T16:30:00+00:00", "previousSnapshotAt": "2026-09-07T16:30:00+00:00", "value": 0.38, "values": [ { "asset": "BTC", "value": 1.31 }, { "asset": "ETH", "value": 1.66 }, { "asset": "SOL", "value": 1.28 } ] }, { "currentSnapshotAt": "2026-09-09T16:30:00+00:00", "previousSnapshotAt": "2026-09-08T16:30:00+00:00", "value": 1.88, "values": [ { "asset": "BTC", "value": 0.78 }, { "asset": "ETH", "value": 2.66 }, { "asset": "SOL", "value": 0.9 } ] }, { "currentSnapshotAt": "2026-09-10T16:30:00+00:00", "previousSnapshotAt": "2026-09-09T16:30:00+00:00", "value": 1.28, "values": [ { "asset": "BTC", "value": 0.79 }, { "asset": "ETH", "value": -0.3 }, { "asset": "SOL", "value": -0.49 } ] }, { "currentSnapshotAt": "2026-09-11T16:29:00+00:00", "previousSnapshotAt": "2026-09-10T16:29:00+00:00", "value": 3.94, "values": [ { "asset": "BTC", "value": 0.11 }, { "asset": "ETH", "value": 2.6 }, { "asset": "SOL", "value": 4.05 } ] }, { "currentSnapshotAt": "2026-09-12T16:29:00+00:00", "previousSnapshotAt": "2026-09-11T16:29:00+00:00", "value": 5.66, "values": [ { "asset": "BTC", "value": -0.37 }, { "asset": "ETH", "value": -1.16 }, { "asset": "SOL", "value": 4.5 } ] }, { "currentSnapshotAt": "2026-09-13T16:30:00+00:00", "previousSnapshotAt": "2026-09-12T16:30:00+00:00", "value": 3.37, "values": [ { "asset": "BTC", "value": -0.77 }, { "asset": "ETH", "value": -1.48 }, { "asset": "SOL", "value": 1.89 } ] }, { "currentSnapshotAt": "2026-09-14T16:30:00+00:00", "previousSnapshotAt": "2026-09-13T16:30:00+00:00", "value": 3.25, "values": [ { "asset": "BTC", "value": -0.15 }, { "asset": "ETH", "value": 0.3 }, { "asset": "SOL", "value": 3.1 } ] }, { "currentSnapshotAt": "2026-09-15T21:01:00+00:00", "previousSnapshotAt": "2026-09-14T21:01:00+00:00", "value": 1.39, "values": [ { "asset": "BTC", "value": -1.11 }, { "asset": "ETH", "value": -1.59 }, { "asset": "SOL", "value": -0.2 } ] }, { "currentSnapshotAt": "2026-09-16T16:30:00+00:00", "previousSnapshotAt": "2026-09-15T16:30:00+00:00", "value": 2.21, "values": [ { "asset": "BTC", "value": -1.1 }, { "asset": "ETH", "value": -0.56 }, { "asset": "SOL", "value": 1.11 } ] }, { "currentSnapshotAt": "2026-09-17T16:39:00+00:00", "previousSnapshotAt": "2026-09-16T16:39:00+00:00", "value": 4.1, "values": [ { "asset": "BTC", "value": 0.26 }, { "asset": "ETH", "value": -0.23 }, { "asset": "SOL", "value": 3.87 } ] }, { "currentSnapshotAt": "2026-09-18T16:30:00+00:00", "previousSnapshotAt": "2026-09-17T16:30:00+00:00", "value": 3.39, "values": [ { "asset": "BTC", "value": 0.62 }, { "asset": "ETH", "value": 1.78 }, { "asset": "SOL", "value": 4.01 } ] }, { "currentSnapshotAt": "2026-09-19T16:59:00+00:00", "previousSnapshotAt": "2026-09-18T16:59:00+00:00", "value": 1.77, "values": [ { "asset": "BTC", "value": 1.25 }, { "asset": "ETH", "value": 2.13 }, { "asset": "SOL", "value": 3.02 } ] }, { "currentSnapshotAt": "2026-09-20T16:30:00+00:00", "previousSnapshotAt": "2026-09-19T16:30:00+00:00", "value": 1.15, "values": [ { "asset": "BTC", "value": -0.11 }, { "asset": "ETH", "value": 0.82 }, { "asset": "SOL", "value": 1.04 } ] }, { "currentSnapshotAt": "2026-09-21T18:42:00+00:00", "previousSnapshotAt": "2026-09-20T18:42:00+00:00", "value": 3.51, "values": [ { "asset": "BTC", "value": -0.22 }, { "asset": "ETH", "value": 1.97 }, { "asset": "SOL", "value": 3.29 } ] }, { "currentSnapshotAt": "2026-09-22T18:18:00+00:00", "previousSnapshotAt": "2026-09-21T18:37:00+00:00", "value": 3.27, "values": [ { "asset": "BTC", "value": 0.56 }, { "asset": "ETH", "value": 0.59 }, { "asset": "SOL", "value": 3.83 } ] }, { "currentSnapshotAt": "2026-09-23T19:20:00+00:00", "previousSnapshotAt": "2026-09-22T19:20:00+00:00", "value": 5.44, "values": [ { "asset": "BTC", "value": -1.89 }, { "asset": "ETH", "value": -0.77 }, { "asset": "SOL", "value": 3.55 } ] }, { "currentSnapshotAt": "2026-09-24T16:30:00+00:00", "previousSnapshotAt": "2026-09-23T16:30:00+00:00", "value": 8.46, "values": [ { "asset": "BTC", "value": -2.6 }, { "asset": "ETH", "value": -1.8 }, { "asset": "SOL", "value": 5.86 } ] }, { "currentSnapshotAt": "2026-09-25T17:28:00+00:00", "previousSnapshotAt": "2026-09-24T17:28:00+00:00", "value": 7.64, "values": [ { "asset": "BTC", "value": -0.91 }, { "asset": "ETH", "value": -1.25 }, { "asset": "SOL", "value": 6.39 } ] }, { "currentSnapshotAt": "2026-09-26T17:24:00+00:00", "previousSnapshotAt": "2026-09-25T17:24:00+00:00", "value": 4.51, "values": [ { "asset": "BTC", "value": -1.18 }, { "asset": "ETH", "value": -1.45 }, { "asset": "SOL", "value": 3.06 } ] }, { "currentSnapshotAt": "2026-09-27T19:05:00+00:00", "previousSnapshotAt": "2026-09-26T19:05:00+00:00", "value": 4.66, "values": [ { "asset": "BTC", "value": -0.62 }, { "asset": "ETH", "value": -0.61 }, { "asset": "SOL", "value": 4.04 } ] }, { "currentSnapshotAt": "2026-09-29T15:01:00+00:00", "previousSnapshotAt": "2026-09-28T14:01:00+00:00", "value": 2.79, "values": [ { "asset": "BTC", "value": -0.16 }, { "asset": "ETH", "value": 0.51 }, { "asset": "SOL", "value": 2.63 } ] } ] }, "termStructureDispersionPercentile": { "status": "unavailable", "observationKind": "level", "basis": "prior aligned same-asset same-cadence cross-sectional ranges; termStructure.currentSlope", "percentile": null, "observations": 0, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "storedHistoricalReports.termStructure.currentSlope", "crossAssetAnalysis.termStructure.currentSlope" ], "unavailableReason": "current-measurements-unavailable", "comparableAssets": [], "samples": [] }, "ivMinusRealisedDispersionPercentile": { "status": "unavailable", "observationKind": "level", "basis": "prior aligned same-asset same-cadence cross-sectional ranges; relativeValue.ivMinusRealised7d", "percentile": null, "observations": 0, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "storedHistoricalReports.relativeValue.ivMinusRealised7d", "crossAssetAnalysis.relativeValue.ivMinusRealised7d" ], "unavailableReason": "current-measurements-unavailable", "comparableAssets": [], "samples": [] } }, "oneWeekAtmIvLevelDispersionPercentile": 56.7, "oneWeekAtmIvChangeDispersionPercentile": 63.3, "oneWeekRr25LevelDispersionPercentile": 80.0, "termStructureDispersionPercentile": null, "ivMinusRealisedDispersionPercentile": null, "availabilityNote": "Percentiles require sufficient valid prior matching metric history." }, "correlations": { "metric": "spotMove24hPercent", "minimumObservations": 10, "lookbackObservations": 30, "pairs": [ { "assets": [ "BTC", "ETH" ], "value": 0.8779, "observations": 25 }, { "assets": [ "BTC", "SOL" ], "value": null, "observations": 9 }, { "assets": [ "ETH", "SOL" ], "value": null, "observations": 9 } ], "availabilityNote": "Pair correlations require 10 aligned prior reports." }, "evidence": [ { "id": "majors-cross-1w-atm-change-dispersion", "metric": "1W ATM IV change dispersion", "unit": "volatility points", "leader": "ETH", "laggard": "BTC", "highest": 8.9, "lowest": 4.93, "spread": 3.97, "highestToLowestRatio": 1.8053, "largestAbsoluteMoveAsset": "ETH", "largestAbsoluteMoveValue": 8.9, "values": [ { "asset": "BTC", "value": 4.93 }, { "asset": "ETH", "value": 8.9 }, { "asset": "SOL", "value": 5.45 } ] }, { "id": "majors-cross-1w-atm-level-dispersion", "metric": "1W ATM IV level dispersion", "unit": "volatility points", "leader": "SOL", "laggard": "BTC", "highest": 57.54, "lowest": 36.73, "spread": 20.81, "highestToLowestRatio": 1.5666, "largestAbsoluteMoveAsset": "SOL", "largestAbsoluteMoveValue": 57.54, "values": [ { "asset": "BTC", "value": 36.73 }, { "asset": "ETH", "value": 48.73 }, { "asset": "SOL", "value": 57.54 } ], "previousSpread": 20.29, "spreadChange": 0.52, "dispersionDirection": "widening" }, { "id": "majors-cross-1w-rr25-dispersion", "metric": "1W RR25 level dispersion", "unit": "volatility points", "leader": "SOL", "laggard": "ETH", "highest": -0.25, "lowest": -4.91, "spread": 4.66, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "ETH", "largestAbsoluteMoveValue": -4.91, "values": [ { "asset": "BTC", "value": -3.64 }, { "asset": "ETH", "value": -4.91 }, { "asset": "SOL", "value": -0.25 } ], "previousSpread": 4.51, "spreadChange": 0.15, "dispersionDirection": "widening" }, { "id": "majors-cross-term-structure-divergence", "metric": "1Y minus 1W ATM IV slope dispersion", "unit": "volatility points", "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ], "previousSpread": null, "spreadChange": null, "dispersionDirection": "unavailable" }, { "id": "majors-cross-iv-minus-realised-dispersion", "metric": "1W IV minus 7D realised volatility dispersion", "unit": "volatility points", "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ] }, { "id": "majors-cross-spot-performance", "metric": "24H spot performance dispersion", "unit": "percentage points", "leader": "BTC", "laggard": "SOL", "highest": -2.83, "lowest": -7.23, "spread": 4.4, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "SOL", "largestAbsoluteMoveValue": -7.23, "values": [ { "asset": "BTC", "value": -2.83 }, { "asset": "ETH", "value": -5.65 }, { "asset": "SOL", "value": -7.23 } ] }, { "id": "majors-cross-term-structure-change", "metric": "1Y minus 1W ATM IV slope change dispersion", "unit": "volatility points", "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ] } ], "crossMetricResponse": { "version": 1, "kind": "crossMetricResponse", "id": "majors-cross-metric-response", "currentAt": "2026-10-08T16:32:00+00:00", "previousAt": "2026-10-07T16:32:00+00:00", "coveredAssets": [ "BTC", "ETH", "SOL" ], "scope": "all-covered-assets", "spotDirection": "lower", "spotObservations": [ { "asset": "BTC", "valuePercent": -2.83, "metricWindow": "24h", "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "sourceRefs": [ "rows[asset=BTC].report.realisedVolatility.spotMove24hPercent", "rows[asset=BTC].report.realisedVolatility.spotReturns.windows.24h" ] }, { "asset": "ETH", "valuePercent": -5.65, "metricWindow": "24h", "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "sourceRefs": [ "rows[asset=ETH].report.realisedVolatility.spotMove24hPercent", "rows[asset=ETH].report.realisedVolatility.spotReturns.windows.24h" ] }, { "asset": "SOL", "valuePercent": -7.23, "metricWindow": "24h", "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "sourceRefs": [ "rows[asset=SOL].report.realisedVolatility.spotMove24hPercent", "rows[asset=SOL].report.realisedVolatility.spotReturns.windows.24h" ] } ], "observations": [ { "asset": "BTC", "metric": "rr25", "metricLabel": "RR25", "tenor": "1W", "current": -3.64, "previous": -0.5, "change": -3.14, "sourceRefs": [ "rows[asset=BTC].report.tenors[tenor=1W].rr25.current", "rows[asset=BTC].report.tenors[tenor=1W].rr25.previous", "rows[asset=BTC].report.tenors[tenor=1W].rr25.change", "rows[asset=BTC].report.currentSnapshotAt", "rows[asset=BTC].report.previousSnapshotAt", "rows[asset=BTC].report.tenors[tenor=1W].historicalSignificance.rr25" ], "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": [ "rows[asset=BTC].report.tenors[tenor=1W].historicalSignificance.rr25.movePercentile30d" ], "unavailableReason": null } }, { "asset": "ETH", "metric": "atmIv", "metricLabel": "ATM IV", "tenor": "1W", "current": 48.73, "previous": 39.83, "change": 8.9, "sourceRefs": [ "rows[asset=ETH].report.tenors[tenor=1W].atmIv.current", "rows[asset=ETH].report.tenors[tenor=1W].atmIv.previous", "rows[asset=ETH].report.tenors[tenor=1W].atmIv.change", "rows[asset=ETH].report.currentSnapshotAt", "rows[asset=ETH].report.previousSnapshotAt", "rows[asset=ETH].report.tenors[tenor=1W].historicalSignificance.atmIv" ], "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": [ "rows[asset=ETH].report.tenors[tenor=1W].historicalSignificance.atmIv.movePercentile30d" ], "unavailableReason": null } } ], "flatAtmObservations": [], "policy": { "version": 1, "minimumCoveredAssets": 3, "minimumCommonSpotAssets": 2, "minimumRareObservations": 2, "minimumDistinctMetrics": 2, "minimumAbsoluteChangeVolPoints": 0.5, "minimumMovePercentile": 90, "minimumHistoryObservations": 20, "dailyWindowHours": { "minimum": 23, "maximum": 25 }, "flatAtmAbsoluteToleranceVolPoints": 0.25, "rarityBasis": "separate matching absolute-move histories; no pooled or joint percentile", "causality": "not assessed" }, "statement": "24-hour spot-index returns moved lower in BTC, ETH, SOL, while separate 1W options metrics had unusually large changes in their own matching histories: BTC RR25 -3.14 volatility points (percentile rank 100, 30 observations); ETH ATM IV +8.90 volatility points (percentile rank 100, 30 observations)." } }, "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": "Major-coin options: 1w RR25 falls toward puts across Bitcoin, Ether and Solana", "standfirst": "Bitcoin 1W RR25 fell 3.14 volatility points, Ether 1W RR25 fell 1.12 volatility points and Solana 1W RR25 fell 0.97 volatility points, a coordinated shift toward puts since the prior daily cutoff. The shared skew direction accompanied divergent increases in 1W ATM implied volatility and different 24-hour spot-index declines across the three constituents.", "days": [ { "reportDate": "2026-10-08", "headline": "Major-coin options: 1w RR25 falls toward puts across Bitcoin, Ether and Solana", "summary": "Bitcoin 1W RR25 declined by 3.14 volatility points, Ether 1W RR25 declined by 1.12 volatility points and Solana 1W RR25 declined by 0.97 volatility points, shifting all three constituents toward puts between the October 7 and October 8 snapshots at 16:32 UTC. RR25 measures 25-delta call IV minus put IV; the changes establish a shared relative shift without independently measuring an absolute rise in put IV.", "macro": { "summary": "No qualifying macro event was retained for this report window.", "events": [] }, "crypto": { "summary": "The constituent news backdrop spans institutional flows, protocol development and planned payments access. [Cointelegraph](https://cointelegraph.com/markets/bitcoin-etfs-outflow-largest-june-october) reported US Bitcoin ETF outflows, while [CoinDesk](https://www.coindesk.com/tech/2026/10/08/ethereum-s-glamsterdam-test-runs-near-200-million-gas-per-block-after-upgrade) reported an Ethereum Glamsterdam test result, rather than mainnet performance. Both remain provisional single-source accounts at the cutoff. The [Solana Foundation](https://solana.com/news/samsung-wallet) announced Samsung Wallet USDC transfers beginning in the last week of October; this was a future rollout. These developments provide separate constituent context without an established explanation for the coordinated skew shift.", "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": "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": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "publisher": "Solana Foundation", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00" } ] } } ] }, "summaryMetrics": { "basis": "Equal-weight average across BTC, ETH and SOL headline metrics", "unit": "volatility points", "atmIvChange": 2.6199999999999997, "rr25Change": -1.2633333333333334, "bf25Change": 0.3 }, "commentary": { "source": "codex", "model": "gpt-6.1-sol", "headline": "Major-coin options: 1w RR25 falls toward puts across Bitcoin, Ether and Solana", "executiveSummary": "Ether led the 1W ATM IV increases, followed by Solana and Bitcoin. Solana recorded the largest 24-hour spot-index decline, ahead of Ether and Bitcoin. The differing rankings show that the shared skew shift accompanied divergent volatility and spot behavior across the complex. The largest spot decline and the largest 1W ATM IV increase therefore belonged to different constituents.", "evidenceIds": [ "majors-cross-1w-rr25-dispersion", "majors-cross-1w-atm-change-dispersion", "majors-cross-metric-response", "majors-cross-spot-performance" ], "newsSummary": "The constituent news backdrop spans institutional flows, protocol development and planned payments access. [Cointelegraph](https://cointelegraph.com/markets/bitcoin-etfs-outflow-largest-june-october) reported US Bitcoin ETF outflows, while [CoinDesk](https://www.coindesk.com/tech/2026/10/08/ethereum-s-glamsterdam-test-runs-near-200-million-gas-per-block-after-upgrade) reported an Ethereum Glamsterdam test result, rather than mainnet performance. Both remain provisional single-source accounts at the cutoff. The [Solana Foundation](https://solana.com/news/samsung-wallet) announced Samsung Wallet USDC transfers beginning in the last week of October; this was a future rollout. These developments provide separate constituent context without an established explanation for the coordinated skew shift.", "marketContextSummary": "", "marketContext": [], "newsEvidenceIds": [ "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "eebb1045-064f-4053-bc58-9124d444b730", "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8" ] }, "newsEvidence": { "schemaVersion": 1, "source": "local-news-mcp", "collection": { "schemaVersion": 1, "basis": "monitored-source-search", "status": "complete", "requiredScopes": [ "BTC", "ETH", "GLOBAL", "MACRO", "SOL" ], "completedScopes": [ "BTC", "ETH", "GLOBAL", "MACRO", "SOL" ], "missingScopes": [], "queries": [ { "arguments": { "assets": [ "SOL" ], "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": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 10, "hasMore": false, "nextCursor": null, "resultSha256": "a82ecc8bf2b4b2f3a879232c099c7929f6614c3a5353fe63d93b47eaff2e599f" } ] }, { "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": [ "breaking", "developing", "confirmed" ] }, "complete": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 25, "hasMore": false, "nextCursor": null, "resultSha256": "e3b5d6b7e2959a2d636da62cf9eb1f43eea925d53fae5bc0eeac9d99c6861ff9" } ] }, { "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": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTQ6NDk6MjQuMTI3NDk4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImMzZDRhMDU1LWUxNzQtNGUwYS1iMGEzLTY2ZDAxMTQ0ZTQ4OSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "42b4ffa2776dc6a77373399f8bc368148c555346a06f8151ebb6e93615329afc" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTQ6NDk6MjQuMTI3NDk4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImMzZDRhMDU1LWUxNzQtNGUwYS1iMGEzLTY2ZDAxMTQ0ZTQ4OSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTI6MjY6MDguNjE4OTg0KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNlMDQyMzc1LTU2YWYtNGY0Yy1iYjU3LTFhMTA0ZTFiOWE2MiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "85df84935f5db22ad74d46d5eaf16408402bcec9a2e32c7c8ad09c0f26f28d7a" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTI6MjY6MDguNjE4OTg0KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNlMDQyMzc1LTU2YWYtNGY0Yy1iYjU3LTFhMTA0ZTFiOWE2MiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTA6MzA6MjkuMTUzMzI4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjAyNDZmOWYzLTY4MDktNGRjYi1iMDU0LWE5NTFhMGY0MDEzOSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "d1314e1deab1195587bc48dfd624db1e50c13933455eaeb5cdfcc81786f7d607" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMTA6MzA6MjkuMTUzMzI4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjAyNDZmOWYzLTY4MDktNGRjYi1iMDU0LWE5NTFhMGY0MDEzOSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDg6MjU6NDYuODMwMzUzKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImQwNmVjZTM2LWY1ZmQtNDVmYi1hOGI4LTcwZWQyMTZjOTc5ZiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "4a2b08a8f7f47ccdc857a8211e28640bcaa67134d9c00b5573cc45f6f6c4b19f" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDg6MjU6NDYuODMwMzUzKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImQwNmVjZTM2LWY1ZmQtNDVmYi1hOGI4LTcwZWQyMTZjOTc5ZiIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDU6Mjk6NDAuNTEzMDA4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNiYmNkNTQ5LTliODUtNDQ4Ni05Yzg4LThkNzMwZDRhYTYyYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "0ca9397d13b7b86d81bfb1517d4d9f099da8c548e783797d1ab136da8e5e5abd" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDU6Mjk6NDAuNTEzMDA4KzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6ImNiYmNkNTQ5LTliODUtNDQ4Ni05Yzg4LThkNzMwZDRhYTYyYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDE6MDM6MjQuODY4NDkyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6Ijg2MTc0NGZiLTg0MDQtNDY2NC04OWQyLWZlYjAxODFjZTJiNSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "23a84b226971a6b9c7371c76c1f6902b47095b118c62238543d8c464fe6f0ccf" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDhUMDE6MDM6MjQuODY4NDkyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6Ijg2MTc0NGZiLTg0MDQtNDY2NC04OWQyLWZlYjAxODFjZTJiNSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDdUMjA6NTc6NDQuMDIwODkwKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjBiZTY4NTk3LTBiOTUtNDMxYy1iNDAyLTE0MzE1OTFjZjg5YSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "d101f02a71581f6268392c1079a12fcd09b6534c9ac64783c17c5ed9a01c6ebf" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDdUMjA6NTc6NDQuMDIwODkwKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjBiZTY4NTk3LTBiOTUtNDMxYy1iNDAyLTE0MzE1OTFjZjg5YSIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 50, "hasMore": true, "nextCursor": "eyJhdCI6IjIwMjYtMTAtMDdUMTg6Mjg6MjUuNDU1NTgyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjMwNDc0ZTk2LWU4ZTItNDE2Yy1iNTEzLWQ3YjI5YTgxMjNkYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "resultSha256": "39922cb11a8477dde9f770e5f2f362ccabb08408a798000dcbb45982b00c8d33" }, { "cursor": "eyJhdCI6IjIwMjYtMTAtMDdUMTg6Mjg6MjUuNDU1NTgyKzAwOjAwIiwiZmlsdGVycyI6Ijc1MTllMmJkZTA0Mzg5MmYiLCJpZCI6IjMwNDc0ZTk2LWU4ZTItNDE2Yy1iNTEzLWQ3YjI5YTgxMjNkYyIsInNvcnQiOiJmaXJzdF9zZWVuX2F0OmRlc2MsZXZlbnRfaWQ6ZGVzYyIsInYiOjF9", "status": "succeeded", "returnedCount": 46, "hasMore": false, "nextCursor": null, "resultSha256": "11c2d7d3ea5debff8238ee44128434ab07521d72d84232712e9a9e3cf41ecb02" } ] }, { "arguments": { "assets": [ "ETH" ], "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": true, "pages": [ { "cursor": null, "status": "succeeded", "returnedCount": 13, "hasMore": false, "nextCursor": null, "resultSha256": "0806b8088ab74149d85808cb7f065615bc71f63c9402503b4908c39c74bda754" } ] } ], "upstreamIngestionHealth": "not-exposed" }, "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 }, "coverage": { "configuredSources": 1, "successfulSources": 1, "failedSources": 0 }, "provenance": { "collectionArchitecture": "central-canonical-event-store", "mcpServersQueried": 1, "assetScopedQueries": 3, "macroQueries": 9, "canonicalEventsConsidered": 31, "publishersRepresented": 8, "discoveryEventsScanned": 446, "upstreamFeedCount": null, "coverageNote": "The local news MCP exposes canonical events, not its upstream feed inventory; legacy feed-count fields below describe the single MCP endpoint and are not comparable with the former RSS collector." }, "selection": { "feedsQueried": 1, "publishersQueried": 8, "feedEntriesScanned": 70, "articlesPassingTimeFilter": 70, "articlesPassingSourceRelevanceRules": 31, "articlesPassingSelectionThreshold": 3, "storiesSelected": 3, "selectedPublishers": 3, "maximumStories": 3, "maximumStoriesPerPublisher": 2, "minimumSelectionScore": 0, "lockedEventSet": true, "qualityThresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "candidateAudit": [ { "eventId": "b82b83ed-b931-498a-82e1-5b2ac2df6d02", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "1de758d4-2abc-4e41-90ed-ac852873ad87", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "51d26361-fc2f-4a44-b8a5-9ab12bcecd67", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "30901c5f-f5a0-496d-94fe-2220574e14fb", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "da945e59-157c-49e9-bab0-2ad106ecfea7", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "07a8b54c-236a-4606-9157-e1ace4677eba", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "4496ed47-2bc3-4947-bb38-f839345112bc", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "b55d12c1-d7fe-4ed0-88f4-6ec284ad60b4", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "c58c04d0-f6c0-4c90-adc5-4bc9a80d7787", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "a7a8c76a-a1a0-4b2a-b0f2-cebaaed202e3", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "3a8e8d2e-e2f2-44bf-a591-93ae7e53b88b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6590c81b-c39e-4f35-9f8a-6021c8814d8e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "e97ec8f9-bd2a-42c9-b76b-d240d6138998", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "61b5a576-8ba4-460b-a195-1916a35bc78c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "fe4c089b-5a4b-4fea-bd3f-fcdf3ea18510", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "cdb57c49-9679-420c-b1cf-cc644cdf2759", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "65b54f14-abcb-4bc6-b467-570923e3074e", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7d20d676-896e-4939-9ea5-0a9f6ebbc655", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "75c8c7f6-b93f-486e-92fa-ccf0ab8c946d", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "63d640d1-6b60-4fc3-9e35-8cf9ac34796c", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "d6b34479-3e43-435d-975f-0695ddc634cb", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "a3447416-7f93-419e-a0b3-707a28bfb679", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "84bb2710-d77c-4881-aefb-8a7c0d4ff850", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "ce0d7c2f-56a2-4f33-a079-8246fd019d1e", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "6ae42111-a789-494f-90a1-2a8590c74332", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "be551536-f4ea-49a5-a819-217fac51c6c4", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "066144f9-0ed5-47ad-9d16-dd09356a2aa6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7130e5a7-5c98-4a2b-970e-970fe0369f3c", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "59a54bfc-045e-4644-ad0b-9cbc420d731b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "d03769f7-735e-4d68-ab59-6e43871b859c", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "2f3737de-d274-4388-b7a1-e0b90b5d503d", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "16201c19-031f-4b13-97ce-8d56c4bbeb27", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "5f0fa80d-2fbb-46c9-a7ad-a2e0b98ee8a9", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "4fa6a623-40d8-4256-a79e-3e31645228b6", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "ff0d6171-1c2a-40b3-94a2-c91f39934884", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "eaedfafc-c815-400f-a91a-3cd97a5b1a0f", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "c8821aeb-4286-4df1-be7b-d88b7de30da9", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "422dc952-d3f6-4dad-92fe-92805c62ea0b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": false, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "f3b28875-fe07-4a2f-8ced-0d5c3e13d6ad", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "14d5e7bf-2961-4124-8d1b-081e1dd79c6a", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "631142cb-a2e8-460c-be5f-60f847dbd25e", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "311fa0b7-cfd1-4b98-9266-bfe444e06b95", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "eebb1045-064f-4053-bc58-9124d444b730", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "b3ce45fc-4f44-4eb6-929e-faf5453b00ec", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "3c020fdb-085c-41c7-9f95-9609c9ae1c32", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "9d156119-e06f-4c72-b709-f283b832ebc2", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "312ca3ad-933c-42ca-a173-7b04126e7c2b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "6aaa263d-2fdf-4801-a0bb-be1be45e2438", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "selected": true, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "selected" }, { "eventId": "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": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "eventId": "5b246577-3714-4fe0-b0c1-6c2aa4c03598", "selected": false, "eligible": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "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": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "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": true, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": true, "decision": "editorial-selection" }, { "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 fell 3.14 volatility points, Ether 1W RR25 fell 1.12 volatility points and Solana 1W RR25 fell 0.97 volatility points, a coordinated shift toward puts since the prior daily cutoff. The shared skew direction accompanied divergent increases in 1W ATM implied volatility and different 24-hour spot-index declines across the three constituents." }, "items": [ { "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": [ "Source-backed reporting relevant to MAJORS" ], "selectionReason": "Selected as contemporaneous report context; association is not proof of causation.", "canonicalEventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "placement": { "version": 1, "reportKey": "daily:MAJOR_COINS", "chosenStoryId": "majors-cross-1w-rr25-coordinated-shift", "inputSha256": "73562abf96a3a94dbf6a17299cf98d1c0c208e42ced3b5c65e5dc566aab3902c", "questionVersion": "cross-asset-selected-thesis-v1", "sourceSha256": "ac18e6623bb6859713a956afd5fb6f25b83b51a5c06b92312236d9c94c2acce6", "role": "asset-context", "probability": 0.03, "status": "classified" } }, { "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": [ "Source-backed reporting relevant to MAJORS" ], "selectionReason": "Selected as contemporaneous report context; association is not proof of causation.", "canonicalEventId": "eebb1045-064f-4053-bc58-9124d444b730", "placement": { "version": 1, "reportKey": "daily:MAJOR_COINS", "chosenStoryId": "majors-cross-1w-rr25-coordinated-shift", "inputSha256": "73562abf96a3a94dbf6a17299cf98d1c0c208e42ced3b5c65e5dc566aab3902c", "questionVersion": "cross-asset-selected-thesis-v1", "sourceSha256": "2752bb2c1e6925f5fd387774fdc6fd413b922a076676ae3263b711997d675748", "role": "asset-context", "probability": 0.03, "status": "classified" } }, { "id": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "sourceId": "solana_news", "publisher": "Solana Foundation", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00", "summary": "Canonical MCP category: market. Solana Foundation announces USDC transfers beginning in the last week of October; distinguish announced future rollout from current availability.", "matchedTerms": [ "SOL", "stablecoins" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "official", "rightsStatus": "link-and-summary", "selectionScore": 57, "quality": { "eligible": true, "score": 57.1, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.8993, "signals": { "confidence": 0.71, "importance": 0.59, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.8993, "effectiveSourceQuality": 0.8993, "catalystScore": 0.226, "effectiveCatalystScore": 0.226, "contentKind": "reporting", "status": "confirmed" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": false }, "relevanceReasons": [ "Source-backed reporting relevant to MAJORS" ], "selectionReason": "Selected as contemporaneous report context; association is not proof of causation.", "canonicalEventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "placement": { "version": 1, "reportKey": "daily:MAJOR_COINS", "chosenStoryId": "majors-cross-1w-rr25-coordinated-shift", "inputSha256": "73562abf96a3a94dbf6a17299cf98d1c0c208e42ced3b5c65e5dc566aab3902c", "questionVersion": "cross-asset-selected-thesis-v1", "sourceSha256": "bc33d005e205dc88062eaac68c8e01a34e9d743e01f6d18918bb3683ec9f623d", "role": "asset-context", "probability": 0.03, "status": "classified" } } ] }, "newsContext": { "outcome": "Relevant market context identified", "summary": "The central research dossier identified events relevant to the covered options markets; they are retained as context rather than assigned as causes.", "events": [ { "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": [ "Source-backed reporting relevant to MAJORS" ], "selectionReason": "Selected as contemporaneous report context; association is not proof of causation.", "canonicalEventId": "8b1f55f6-b44e-4fdc-aaf0-405560f451ab", "placement": { "version": 1, "reportKey": "daily:MAJOR_COINS", "chosenStoryId": "majors-cross-1w-rr25-coordinated-shift", "inputSha256": "73562abf96a3a94dbf6a17299cf98d1c0c208e42ced3b5c65e5dc566aab3902c", "questionVersion": "cross-asset-selected-thesis-v1", "sourceSha256": "ac18e6623bb6859713a956afd5fb6f25b83b51a5c06b92312236d9c94c2acce6", "role": "asset-context", "probability": 0.03, "status": "classified" } }, { "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": [ "Source-backed reporting relevant to MAJORS" ], "selectionReason": "Selected as contemporaneous report context; association is not proof of causation.", "canonicalEventId": "eebb1045-064f-4053-bc58-9124d444b730", "placement": { "version": 1, "reportKey": "daily:MAJOR_COINS", "chosenStoryId": "majors-cross-1w-rr25-coordinated-shift", "inputSha256": "73562abf96a3a94dbf6a17299cf98d1c0c208e42ced3b5c65e5dc566aab3902c", "questionVersion": "cross-asset-selected-thesis-v1", "sourceSha256": "2752bb2c1e6925f5fd387774fdc6fd413b922a076676ae3263b711997d675748", "role": "asset-context", "probability": 0.03, "status": "classified" } }, { "id": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "sourceId": "solana_news", "publisher": "Solana Foundation", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00", "summary": "Canonical MCP category: market. Solana Foundation announces USDC transfers beginning in the last week of October; distinguish announced future rollout from current availability.", "matchedTerms": [ "SOL", "stablecoins" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "official", "rightsStatus": "link-and-summary", "selectionScore": 57, "quality": { "eligible": true, "score": 57.1, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.8993, "signals": { "confidence": 0.71, "importance": 0.59, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.8993, "effectiveSourceQuality": 0.8993, "catalystScore": 0.226, "effectiveCatalystScore": 0.226, "contentKind": "reporting", "status": "confirmed" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": false }, "relevanceReasons": [ "Source-backed reporting relevant to MAJORS" ], "selectionReason": "Selected as contemporaneous report context; association is not proof of causation.", "canonicalEventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "placement": { "version": 1, "reportKey": "daily:MAJOR_COINS", "chosenStoryId": "majors-cross-1w-rr25-coordinated-shift", "inputSha256": "73562abf96a3a94dbf6a17299cf98d1c0c208e42ced3b5c65e5dc566aab3902c", "questionVersion": "cross-asset-selected-thesis-v1", "sourceSha256": "bc33d005e205dc88062eaac68c8e01a34e9d743e01f6d18918bb3683ec9f623d", "role": "asset-context", "probability": 0.03, "status": "classified" } } ], "coverage_status": "healthy", "coverage_basis": "monitored-source-search" }, "newsStatus": "context", "leadChart": { "kind": "coordinatedSkewShift", "asset": "MAJOR_COINS", "metric": "rr25", "eventType": "rr25", "label": "1W", "unit": "volatility points", "direction": "lower", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "observations": [ { "asset": "BTC", "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", "valuesRef": "rows[asset=BTC].report.tenors[tenor=1W].rr25", "crossing": null }, { "asset": "ETH", "current": -4.91, "previous": -3.79, "change": -1.12, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "valuesRef": "rows[asset=ETH].report.tenors[tenor=1W].rr25", "crossing": null }, { "asset": "SOL", "current": -0.25, "previous": 0.72, "change": -0.97, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "valuesRef": "rows[asset=SOL].report.tenors[tenor=1W].rr25", "crossing": "positive-to-negative" } ], "evidenceRef": "crossAssetAnalysis.coordinatedSkewShift", "minimumChangeVolPoints": 0.25, "crossingToleranceVolPoints": 0.1, "provenance": { "kind": "coordinated-constituent-measurement", "candidateId": "majors-cross-1w-rr25-coordinated-shift", "candidateSource": "crossAssetAnalysis.coordinatedSkewShift" } }, "materialCandidates": [ { "id": "majors-cross-1w-rr25-coordinated-shift", "asset": "MAJORS", "metric": "rr25", "metricLabel": "RR25", "tenor": "1W", "expiry": null, "observationKind": "change", "change": -1.7433333333333334, "current": -2.9333333333333336, "previous": -1.1900000000000002, "relativeChangePercent": null, "historicalPercentile": 76.7, "historicalLevelPercentile": null, "historicalZScore": 0.729, "score": 28.4717, "historicalContext": { "status": "available", "observationKind": "change", "basis": "all valid prior aligned BTC/ETH/SOL 23-25h periods", "percentile": 76.7, "observations": 30, "minimumObservations": 20, "window": { "start": "2026-08-29T23:59:00+00:00", "end": "2026-09-29T15:01:00+00:00" }, "sourceRefs": [ "crossAssetAnalysis.historicalContext.coordinatedSkewShiftMateriality", "crossAssetAnalysis.coordinatedSkewShift.observations" ], "unavailableReason": null }, "scoreComponents": { "version": 2, "magnitudeScore": 3.4867, "historicalBonus": 19.075, "breadthBonus": 2.91, "crossingBonus": 3.0, "evidenceQuality": 1.0, "totalScore": 28.4717, "formula": "2 * min(abs(mean change), 20) + 3 * min(weakest absolute change, 2) + min(weakest absolute change / 1, 1) * (0.6 * max(joint percentile - 50, 0) + 5 * min(max(joint z, 0), 3)) + 3 * strict zero-crossing count; unavailable history contributes zero", "selectionAdjustment": 0.0, "selectionScore": 28.4717 }, "story": "One-week RR25 moved lower across BTC, ETH and SOL", "source": "crossAssetAnalysis.coordinatedSkewShift", "scope": "cross-asset", "leader": null, "laggard": null, "kind": "coordinatedSkewShift", "evidence": { "id": "majors-cross-1w-rr25-coordinated-shift", "kind": "coordinatedSkewShift", "metric": "1W coordinated RR25 shift", "unit": "volatility points", "tenor": "1W", "direction": "lower", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "minimumChangeVolPoints": 0.25, "crossingToleranceVolPoints": 0.1, "observations": [ { "asset": "BTC", "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", "valuesRef": "rows[asset=BTC].report.tenors[tenor=1W].rr25", "crossing": null }, { "asset": "ETH", "current": -4.91, "previous": -3.79, "change": -1.12, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "valuesRef": "rows[asset=ETH].report.tenors[tenor=1W].rr25", "crossing": null }, { "asset": "SOL", "current": -0.25, "previous": 0.72, "change": -0.97, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "valuesRef": "rows[asset=SOL].report.tenors[tenor=1W].rr25", "crossing": "positive-to-negative" } ] }, "scoring": { "version": 2, "meanAbsoluteChangeVolPoints": 1.7433, "weakestChangeVolPoints": 0.97, "magnitudeScore": 3.4867, "breadthBonus": 2.91, "historicalMateriality": { "statistic": "weakest absolute 1W RR25 change when all three changes share a sign; otherwise zero", "unit": "volatility points", "basis": "all valid prior aligned BTC/ETH/SOL 23-25h periods", "percentileDefinition": "100 * prior joint magnitudes <= current joint magnitude / observations", "minimumObservations": 20, "observations": 30, "currentJointMagnitudeVolPoints": 0.97, "percentile": 76.7, "unavailableReason": null, "excluded": { "invalidMeasurements": 2, "currentOrFuture": 0, "overlappingCurrentWindow": 0, "duplicatePeriods": 0, "conflictingDays": 0 }, "samples": [ { "currentSnapshotAt": "2026-08-29T23:59:00+00:00", "previousSnapshotAt": "2026-08-28T23:59:00+00:00", "changesVolPoints": { "BTC": 1.81, "ETH": 1.28, "SOL": 4.14 }, "jointMagnitudeVolPoints": 1.28 }, { "currentSnapshotAt": "2026-08-30T23:59:00+00:00", "previousSnapshotAt": "2026-08-29T23:59:00+00:00", "changesVolPoints": { "BTC": -0.08, "ETH": 0.48, "SOL": -0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-08-31T22:04:00+00:00", "previousSnapshotAt": "2026-08-30T22:04:00+00:00", "changesVolPoints": { "BTC": 1.06, "ETH": 0.72, "SOL": -1.98 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-02T16:30:00+00:00", "previousSnapshotAt": "2026-09-01T16:30:00+00:00", "changesVolPoints": { "BTC": -1.07, "ETH": -1.81, "SOL": -1.41 }, "jointMagnitudeVolPoints": 1.07 }, { "currentSnapshotAt": "2026-09-03T16:38:00+00:00", "previousSnapshotAt": "2026-09-02T16:38:00+00:00", "changesVolPoints": { "BTC": 2.86, "ETH": 2.11, "SOL": 3.76 }, "jointMagnitudeVolPoints": 2.11 }, { "currentSnapshotAt": "2026-09-04T16:48:00+00:00", "previousSnapshotAt": "2026-09-03T16:48:00+00:00", "changesVolPoints": { "BTC": -1.82, "ETH": -2.06, "SOL": -1.24 }, "jointMagnitudeVolPoints": 1.24 }, { "currentSnapshotAt": "2026-09-05T18:43:00+00:00", "previousSnapshotAt": "2026-09-04T18:43:00+00:00", "changesVolPoints": { "BTC": 1.02, "ETH": 2.83, "SOL": -0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-06T16:59:00+00:00", "previousSnapshotAt": "2026-09-05T16:59:00+00:00", "changesVolPoints": { "BTC": -0.08, "ETH": 1.79, "SOL": 1.56 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-07T16:54:00+00:00", "previousSnapshotAt": "2026-09-06T16:54:00+00:00", "changesVolPoints": { "BTC": -1.38, "ETH": -1.86, "SOL": -3.33 }, "jointMagnitudeVolPoints": 1.38 }, { "currentSnapshotAt": "2026-09-08T16:30:00+00:00", "previousSnapshotAt": "2026-09-07T16:30:00+00:00", "changesVolPoints": { "BTC": 1.52, "ETH": 0.83, "SOL": 1.16 }, "jointMagnitudeVolPoints": 0.83 }, { "currentSnapshotAt": "2026-09-09T16:30:00+00:00", "previousSnapshotAt": "2026-09-08T16:30:00+00:00", "changesVolPoints": { "BTC": -0.53, "ETH": 1.0, "SOL": -0.38 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-10T16:30:00+00:00", "previousSnapshotAt": "2026-09-09T16:30:00+00:00", "changesVolPoints": { "BTC": 0.01, "ETH": -2.96, "SOL": -1.39 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-11T16:29:00+00:00", "previousSnapshotAt": "2026-09-10T16:29:00+00:00", "changesVolPoints": { "BTC": -0.68, "ETH": 2.9, "SOL": 4.51 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-12T16:29:00+00:00", "previousSnapshotAt": "2026-09-11T16:29:00+00:00", "changesVolPoints": { "BTC": -0.48, "ETH": -3.76, "SOL": 0.45 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-13T16:30:00+00:00", "previousSnapshotAt": "2026-09-12T16:30:00+00:00", "changesVolPoints": { "BTC": -0.41, "ETH": -0.31, "SOL": -2.59 }, "jointMagnitudeVolPoints": 0.31 }, { "currentSnapshotAt": "2026-09-14T16:30:00+00:00", "previousSnapshotAt": "2026-09-13T16:30:00+00:00", "changesVolPoints": { "BTC": 0.62, "ETH": 1.78, "SOL": 1.21 }, "jointMagnitudeVolPoints": 0.62 }, { "currentSnapshotAt": "2026-09-15T21:01:00+00:00", "previousSnapshotAt": "2026-09-14T21:01:00+00:00", "changesVolPoints": { "BTC": -1.69, "ETH": -4.48, "SOL": -4.81 }, "jointMagnitudeVolPoints": 1.69 }, { "currentSnapshotAt": "2026-09-16T16:30:00+00:00", "previousSnapshotAt": "2026-09-15T16:30:00+00:00", "changesVolPoints": { "BTC": -1.59, "ETH": 0.73, "SOL": 0.29 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-17T16:39:00+00:00", "previousSnapshotAt": "2026-09-16T16:39:00+00:00", "changesVolPoints": { "BTC": 1.48, "ETH": 0.23, "SOL": 2.83 }, "jointMagnitudeVolPoints": 0.23 }, { "currentSnapshotAt": "2026-09-18T16:30:00+00:00", "previousSnapshotAt": "2026-09-17T16:30:00+00:00", "changesVolPoints": { "BTC": 0.73, "ETH": 1.98, "SOL": 0.03 }, "jointMagnitudeVolPoints": 0.03 }, { "currentSnapshotAt": "2026-09-19T16:59:00+00:00", "previousSnapshotAt": "2026-09-18T16:59:00+00:00", "changesVolPoints": { "BTC": 0.19, "ETH": 0.26, "SOL": -1.82 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-20T16:30:00+00:00", "previousSnapshotAt": "2026-09-19T16:30:00+00:00", "changesVolPoints": { "BTC": -1.08, "ETH": -1.99, "SOL": -0.75 }, "jointMagnitudeVolPoints": 0.75 }, { "currentSnapshotAt": "2026-09-21T18:42:00+00:00", "previousSnapshotAt": "2026-09-20T18:42:00+00:00", "changesVolPoints": { "BTC": 0.39, "ETH": 0.49, "SOL": 3.16 }, "jointMagnitudeVolPoints": 0.39 }, { "currentSnapshotAt": "2026-09-22T18:18:00+00:00", "previousSnapshotAt": "2026-09-21T18:37:00+00:00", "changesVolPoints": { "BTC": 1.27, "ETH": -1.1, "SOL": 0.31 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-23T19:20:00+00:00", "previousSnapshotAt": "2026-09-22T19:20:00+00:00", "changesVolPoints": { "BTC": -3.05, "ETH": -1.32, "SOL": -1.66 }, "jointMagnitudeVolPoints": 1.32 }, { "currentSnapshotAt": "2026-09-24T16:30:00+00:00", "previousSnapshotAt": "2026-09-23T16:30:00+00:00", "changesVolPoints": { "BTC": -0.86, "ETH": -0.84, "SOL": 3.6 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-25T17:28:00+00:00", "previousSnapshotAt": "2026-09-24T17:28:00+00:00", "changesVolPoints": { "BTC": 1.24, "ETH": -0.08, "SOL": 0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-26T17:24:00+00:00", "previousSnapshotAt": "2026-09-25T17:24:00+00:00", "changesVolPoints": { "BTC": -0.18, "ETH": -0.25, "SOL": -3.88 }, "jointMagnitudeVolPoints": 0.18 }, { "currentSnapshotAt": "2026-09-27T19:05:00+00:00", "previousSnapshotAt": "2026-09-26T19:05:00+00:00", "changesVolPoints": { "BTC": 0.67, "ETH": 0.49, "SOL": 1.4 }, "jointMagnitudeVolPoints": 0.49 }, { "currentSnapshotAt": "2026-09-29T15:01:00+00:00", "previousSnapshotAt": "2026-09-28T14:01:00+00:00", "changesVolPoints": { "BTC": 0.93, "ETH": 2.89, "SOL": 2.89 }, "jointMagnitudeVolPoints": 0.93 } ] }, "historicalZScoreBasis": "inverse standard-normal CDF of joint percentile / 100, clamped to [0.005, 0.995] and rounded to four decimals", "historicalTailScore": 16.02, "historicalZScoreContribution": 3.645, "historicalMagnitudeScale": 0.97, "historicalBonus": 19.075, "strongCrossingAssets": [ "SOL" ], "strongCrossingCount": 1, "crossingPointsPerAsset": 3.0, "crossingBonus": 3.0, "totalScore": 28.4717, "formula": "2 * min(abs(mean change), 20) + 3 * min(weakest absolute change, 2) + min(weakest absolute change / 1, 1) * (0.6 * max(joint percentile - 50, 0) + 5 * min(max(joint z, 0), 3)) + 3 * strict zero-crossing count; unavailable history contributes zero" }, "selectionScore": 28.4717, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "majors-cross-1w-rr25-dispersion", "asset": "MAJORS", "metric": "relativeSkew", "metricLabel": "relative skew", "tenor": "1W", "expiry": null, "observationKind": "level", "change": null, "current": 4.66, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": 80.0, "historicalZScore": 0.8416, "score": 26.868, "historicalContext": { "status": "available", "observationKind": "level", "basis": "prior aligned same-asset same-cadence cross-sectional ranges; oneWeek.rr25Level", "percentile": 80.0, "observations": 30, "minimumObservations": 20, "window": { "start": "2026-08-29T23:59:00+00:00", "end": "2026-09-29T15:01:00+00:00" }, "sourceRefs": [ "storedHistoricalReports.oneWeek.rr25Level", "crossAssetAnalysis.oneWeek.rr25Level" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 2.0, "normalizedMagnitude": 2.33, "magnitudeScore": 4.66, "historicalMagnitudeScale": 1.0, "historicalBonus": 22.208, "evidenceQuality": 1.0, "totalScore": 26.868, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 80.0, "tailDistance": 30.0, "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": 26.868 }, "story": "1W RR25 level dispersion widened by 0.15 volatility points to 4.66 between SOL and ETH", "source": "crossAssetAnalysis.evidence[majors-cross-1w-rr25-dispersion]", "scope": "cross-asset", "leader": "SOL", "laggard": "ETH", "evidence": { "id": "majors-cross-1w-rr25-dispersion", "metric": "1W RR25 level dispersion", "unit": "volatility points", "leader": "SOL", "laggard": "ETH", "highest": -0.25, "lowest": -4.91, "spread": 4.66, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "ETH", "largestAbsoluteMoveValue": -4.91, "values": [ { "asset": "BTC", "value": -3.64 }, { "asset": "ETH", "value": -4.91 }, { "asset": "SOL", "value": -0.25 } ], "previousSpread": 4.51, "spreadChange": 0.15, "dispersionDirection": "widening" }, "supportingSpreadChange": 0.15, "selectionScore": 26.868, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "majors-cross-1w-atm-change-dispersion", "asset": "MAJORS", "metric": "crossAssetDivergence", "metricLabel": "cross-asset divergence", "tenor": "1W", "expiry": null, "observationKind": "level", "change": null, "current": 3.97, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": 63.3, "historicalZScore": 0.3398, "score": 17.619, "historicalContext": { "status": "available", "observationKind": "level", "basis": "prior aligned same-asset same-cadence cross-sectional ranges; oneWeek.atmIvChange", "percentile": 63.3, "observations": 30, "minimumObservations": 20, "window": { "start": "2026-08-29T23:59:00+00:00", "end": "2026-09-29T15:01:00+00:00" }, "sourceRefs": [ "storedHistoricalReports.oneWeek.atmIvChange", "crossAssetAnalysis.oneWeek.atmIvChange" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 3.97, "magnitudeScore": 7.94, "historicalMagnitudeScale": 1.0, "historicalBonus": 9.679, "evidenceQuality": 1.0, "totalScore": 17.619, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 63.3, "tailDistance": 13.3, "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": 17.619 }, "story": "ETH drove 1W ATM IV divergence as it rose 8.90 volatility points and cross-asset dispersion reached 3.97", "source": "crossAssetAnalysis.evidence[majors-cross-1w-atm-change-dispersion]", "scope": "cross-asset", "leader": "ETH", "laggard": "BTC", "evidence": { "id": "majors-cross-1w-atm-change-dispersion", "metric": "1W ATM IV change dispersion", "unit": "volatility points", "leader": "ETH", "laggard": "BTC", "highest": 8.9, "lowest": 4.93, "spread": 3.97, "highestToLowestRatio": 1.8053, "largestAbsoluteMoveAsset": "ETH", "largestAbsoluteMoveValue": 8.9, "values": [ { "asset": "BTC", "value": 4.93 }, { "asset": "ETH", "value": 8.9 }, { "asset": "SOL", "value": 5.45 } ] }, "supportingSpreadChange": null, "selectionScore": 17.619, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "majors-cross-1w-atm-breadth", "asset": "MAJORS", "metric": "crossAssetDivergence", "metricLabel": "cross-asset divergence", "tenor": "1W", "expiry": null, "observationKind": "change", "change": 6.426666666666667, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": null, "historicalZScore": null, "score": 12.8533, "historicalContext": { "status": "unavailable", "observationKind": "change", "basis": "matching stored history unavailable", "percentile": null, "observations": null, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "crossAssetAnalysis.oneWeek.atmIvChange.values" ], "unavailableReason": "history-status-unavailable-or-invalid" }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 6.4267, "magnitudeScore": 12.8533, "historicalMagnitudeScale": 1.0, "historicalBonus": 0.0, "evidenceQuality": 1.0, "totalScore": 12.8533, "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": 12.8533 }, "story": "One-week options volatility rose across every covered market", "source": "crossAssetAnalysis.oneWeek.atmIvChange.values", "scope": "cross-asset", "leader": "ETH", "laggard": "BTC", "selectionScore": 12.8533, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "majors-cross-1w-atm-level-dispersion", "asset": "MAJORS", "metric": "relativeVolatility", "metricLabel": "relative volatility", "tenor": "1W", "expiry": null, "observationKind": "level", "change": null, "current": 20.81, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": 56.7, "historicalZScore": 0.1687, "score": 9.0255, "historicalContext": { "status": "available", "observationKind": "level", "basis": "prior aligned same-asset same-cadence cross-sectional ranges; oneWeek.atmIvLevel", "percentile": 56.7, "observations": 30, "minimumObservations": 20, "window": { "start": "2026-08-29T23:59:00+00:00", "end": "2026-09-29T15:01:00+00:00" }, "sourceRefs": [ "storedHistoricalReports.oneWeek.atmIvLevel", "crossAssetAnalysis.oneWeek.atmIvLevel" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 10.0, "normalizedMagnitude": 2.081, "magnitudeScore": 4.162, "historicalMagnitudeScale": 1.0, "historicalBonus": 4.8635, "evidenceQuality": 1.0, "totalScore": 9.0255, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 56.7, "tailDistance": 6.7, "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": 9.0255 }, "story": "1W ATM IV level dispersion widened by 0.52 volatility points to 20.81 between SOL and BTC", "source": "crossAssetAnalysis.evidence[majors-cross-1w-atm-level-dispersion]", "scope": "cross-asset", "leader": "SOL", "laggard": "BTC", "evidence": { "id": "majors-cross-1w-atm-level-dispersion", "metric": "1W ATM IV level dispersion", "unit": "volatility points", "leader": "SOL", "laggard": "BTC", "highest": 57.54, "lowest": 36.73, "spread": 20.81, "highestToLowestRatio": 1.5666, "largestAbsoluteMoveAsset": "SOL", "largestAbsoluteMoveValue": 57.54, "values": [ { "asset": "BTC", "value": 36.73 }, { "asset": "ETH", "value": 48.73 }, { "asset": "SOL", "value": 57.54 } ], "previousSpread": 20.29, "spreadChange": 0.52, "dispersionDirection": "widening" }, "supportingSpreadChange": 0.52, "selectionScore": 9.0255, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "majors-cross-spot-performance", "asset": "MAJORS", "metric": "spot", "metricLabel": "spot", "tenor": null, "expiry": null, "observationKind": "level", "change": null, "current": 4.4, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": null, "historicalZScore": null, "score": 4.4, "historicalContext": { "status": "unavailable", "observationKind": "level", "basis": "matching stored history unavailable", "percentile": null, "observations": null, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "crossAssetAnalysis.evidence[majors-cross-spot-performance]" ], "unavailableReason": "history-status-unavailable-or-invalid" }, "scoreComponents": { "version": 3, "unit": "percent", "magnitudeScale": 2.0, "normalizedMagnitude": 2.2, "magnitudeScore": 4.4, "historicalMagnitudeScale": 1.0, "historicalBonus": 0.0, "evidenceQuality": 1.0, "totalScore": 4.4, "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": -3.3, "selectionScore": 1.1 }, "story": "BTC leads SOL by 4.40 percentage points in 24h spot performance dispersion", "source": "crossAssetAnalysis.evidence[majors-cross-spot-performance]", "scope": "cross-asset", "leader": "BTC", "laggard": "SOL", "evidence": { "id": "majors-cross-spot-performance", "metric": "24H spot performance dispersion", "unit": "percentage points", "leader": "BTC", "laggard": "SOL", "highest": -2.83, "lowest": -7.23, "spread": 4.4, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "SOL", "largestAbsoluteMoveValue": -7.23, "values": [ { "asset": "BTC", "value": -2.83 }, { "asset": "ETH", "value": -5.65 }, { "asset": "SOL", "value": -7.23 } ] }, "supportingSpreadChange": null, "selectionScore": 1.1, "selectionReason": "Prefer an options comparison to a spot recap" } ], "reportSignals": { "schemaVersion": 1, "reportKey": "daily:MAJOR_COINS", "cadence": "daily", "reportDate": "2026-10-08", "canonicalReportUrl": "https://www.derivasys.com/reports/major-coins/2026-10-08/", "comparisonWindow": { "startAt": "2026-10-07T16:32:00+00:00", "startAtReason": null, "endAt": "2026-10-08T16:32:00+00:00", "comparisonCutoffAt": null, "basis": "stored surface snapshots; per-asset actual timestamps are in provenance.snapshots", "targetDuration": "24h" }, "leadSignal": { "id": "majors-cross-1w-rr25-coordinated-shift", "asset": "MAJORS", "metric": "rr25", "metricLabel": "RR25", "tenor": "1W", "expiry": null, "scope": "cross-asset", "observationKind": "change", "current": -2.9333333333333336, "previous": -1.1900000000000002, "change": -1.7433333333333334, "relativeChangePercent": null, "historicalPercentile": 76.7, "historicalLevelPercentile": null, "historicalZScore": 0.729, "source": "crossAssetAnalysis.coordinatedSkewShift", "leader": null, "laggard": null, "historicalContext": { "status": "available", "observationKind": "change", "basis": "all valid prior aligned BTC/ETH/SOL 23-25h periods", "percentile": 76.7, "observations": 30, "minimumObservations": 20, "window": { "start": "2026-08-29T23:59:00+00:00", "end": "2026-09-29T15:01:00+00:00" }, "sourceRefs": [ "crossAssetAnalysis.historicalContext.coordinatedSkewShiftMateriality", "crossAssetAnalysis.coordinatedSkewShift.observations" ], "unavailableReason": null }, "scoreComponents": { "version": 2, "magnitudeScore": 3.4867, "historicalBonus": 19.075, "breadthBonus": 2.91, "crossingBonus": 3.0, "evidenceQuality": 1.0, "totalScore": 28.4717, "formula": "2 * min(abs(mean change), 20) + 3 * min(weakest absolute change, 2) + min(weakest absolute change / 1, 1) * (0.6 * max(joint percentile - 50, 0) + 5 * min(max(joint z, 0), 3)) + 3 * strict zero-crossing count; unavailable history contributes zero", "selectionAdjustment": 0.0, "selectionScore": 28.4717 }, "selectionAuditVersion": 1, "kind": "coordinatedSkewShift", "evidence": { "id": "majors-cross-1w-rr25-coordinated-shift", "kind": "coordinatedSkewShift", "metric": "1W coordinated RR25 shift", "unit": "volatility points", "tenor": "1W", "direction": "lower", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "minimumChangeVolPoints": 0.25, "crossingToleranceVolPoints": 0.1, "observations": [ { "asset": "BTC", "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", "valuesRef": "rows[asset=BTC].report.tenors[tenor=1W].rr25", "crossing": null }, { "asset": "ETH", "current": -4.91, "previous": -3.79, "change": -1.12, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "valuesRef": "rows[asset=ETH].report.tenors[tenor=1W].rr25", "crossing": null }, { "asset": "SOL", "current": -0.25, "previous": 0.72, "change": -0.97, "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "valuesRef": "rows[asset=SOL].report.tenors[tenor=1W].rr25", "crossing": "positive-to-negative" } ] }, "scoring": { "version": 2, "meanAbsoluteChangeVolPoints": 1.7433, "weakestChangeVolPoints": 0.97, "magnitudeScore": 3.4867, "breadthBonus": 2.91, "historicalMateriality": { "statistic": "weakest absolute 1W RR25 change when all three changes share a sign; otherwise zero", "unit": "volatility points", "basis": "all valid prior aligned BTC/ETH/SOL 23-25h periods", "percentileDefinition": "100 * prior joint magnitudes <= current joint magnitude / observations", "minimumObservations": 20, "observations": 30, "currentJointMagnitudeVolPoints": 0.97, "percentile": 76.7, "unavailableReason": null, "excluded": { "invalidMeasurements": 2, "currentOrFuture": 0, "overlappingCurrentWindow": 0, "duplicatePeriods": 0, "conflictingDays": 0 }, "samples": [ { "currentSnapshotAt": "2026-08-29T23:59:00+00:00", "previousSnapshotAt": "2026-08-28T23:59:00+00:00", "changesVolPoints": { "BTC": 1.81, "ETH": 1.28, "SOL": 4.14 }, "jointMagnitudeVolPoints": 1.28 }, { "currentSnapshotAt": "2026-08-30T23:59:00+00:00", "previousSnapshotAt": "2026-08-29T23:59:00+00:00", "changesVolPoints": { "BTC": -0.08, "ETH": 0.48, "SOL": -0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-08-31T22:04:00+00:00", "previousSnapshotAt": "2026-08-30T22:04:00+00:00", "changesVolPoints": { "BTC": 1.06, "ETH": 0.72, "SOL": -1.98 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-02T16:30:00+00:00", "previousSnapshotAt": "2026-09-01T16:30:00+00:00", "changesVolPoints": { "BTC": -1.07, "ETH": -1.81, "SOL": -1.41 }, "jointMagnitudeVolPoints": 1.07 }, { "currentSnapshotAt": "2026-09-03T16:38:00+00:00", "previousSnapshotAt": "2026-09-02T16:38:00+00:00", "changesVolPoints": { "BTC": 2.86, "ETH": 2.11, "SOL": 3.76 }, "jointMagnitudeVolPoints": 2.11 }, { "currentSnapshotAt": "2026-09-04T16:48:00+00:00", "previousSnapshotAt": "2026-09-03T16:48:00+00:00", "changesVolPoints": { "BTC": -1.82, "ETH": -2.06, "SOL": -1.24 }, "jointMagnitudeVolPoints": 1.24 }, { "currentSnapshotAt": "2026-09-05T18:43:00+00:00", "previousSnapshotAt": "2026-09-04T18:43:00+00:00", "changesVolPoints": { "BTC": 1.02, "ETH": 2.83, "SOL": -0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-06T16:59:00+00:00", "previousSnapshotAt": "2026-09-05T16:59:00+00:00", "changesVolPoints": { "BTC": -0.08, "ETH": 1.79, "SOL": 1.56 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-07T16:54:00+00:00", "previousSnapshotAt": "2026-09-06T16:54:00+00:00", "changesVolPoints": { "BTC": -1.38, "ETH": -1.86, "SOL": -3.33 }, "jointMagnitudeVolPoints": 1.38 }, { "currentSnapshotAt": "2026-09-08T16:30:00+00:00", "previousSnapshotAt": "2026-09-07T16:30:00+00:00", "changesVolPoints": { "BTC": 1.52, "ETH": 0.83, "SOL": 1.16 }, "jointMagnitudeVolPoints": 0.83 }, { "currentSnapshotAt": "2026-09-09T16:30:00+00:00", "previousSnapshotAt": "2026-09-08T16:30:00+00:00", "changesVolPoints": { "BTC": -0.53, "ETH": 1.0, "SOL": -0.38 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-10T16:30:00+00:00", "previousSnapshotAt": "2026-09-09T16:30:00+00:00", "changesVolPoints": { "BTC": 0.01, "ETH": -2.96, "SOL": -1.39 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-11T16:29:00+00:00", "previousSnapshotAt": "2026-09-10T16:29:00+00:00", "changesVolPoints": { "BTC": -0.68, "ETH": 2.9, "SOL": 4.51 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-12T16:29:00+00:00", "previousSnapshotAt": "2026-09-11T16:29:00+00:00", "changesVolPoints": { "BTC": -0.48, "ETH": -3.76, "SOL": 0.45 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-13T16:30:00+00:00", "previousSnapshotAt": "2026-09-12T16:30:00+00:00", "changesVolPoints": { "BTC": -0.41, "ETH": -0.31, "SOL": -2.59 }, "jointMagnitudeVolPoints": 0.31 }, { "currentSnapshotAt": "2026-09-14T16:30:00+00:00", "previousSnapshotAt": "2026-09-13T16:30:00+00:00", "changesVolPoints": { "BTC": 0.62, "ETH": 1.78, "SOL": 1.21 }, "jointMagnitudeVolPoints": 0.62 }, { "currentSnapshotAt": "2026-09-15T21:01:00+00:00", "previousSnapshotAt": "2026-09-14T21:01:00+00:00", "changesVolPoints": { "BTC": -1.69, "ETH": -4.48, "SOL": -4.81 }, "jointMagnitudeVolPoints": 1.69 }, { "currentSnapshotAt": "2026-09-16T16:30:00+00:00", "previousSnapshotAt": "2026-09-15T16:30:00+00:00", "changesVolPoints": { "BTC": -1.59, "ETH": 0.73, "SOL": 0.29 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-17T16:39:00+00:00", "previousSnapshotAt": "2026-09-16T16:39:00+00:00", "changesVolPoints": { "BTC": 1.48, "ETH": 0.23, "SOL": 2.83 }, "jointMagnitudeVolPoints": 0.23 }, { "currentSnapshotAt": "2026-09-18T16:30:00+00:00", "previousSnapshotAt": "2026-09-17T16:30:00+00:00", "changesVolPoints": { "BTC": 0.73, "ETH": 1.98, "SOL": 0.03 }, "jointMagnitudeVolPoints": 0.03 }, { "currentSnapshotAt": "2026-09-19T16:59:00+00:00", "previousSnapshotAt": "2026-09-18T16:59:00+00:00", "changesVolPoints": { "BTC": 0.19, "ETH": 0.26, "SOL": -1.82 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-20T16:30:00+00:00", "previousSnapshotAt": "2026-09-19T16:30:00+00:00", "changesVolPoints": { "BTC": -1.08, "ETH": -1.99, "SOL": -0.75 }, "jointMagnitudeVolPoints": 0.75 }, { "currentSnapshotAt": "2026-09-21T18:42:00+00:00", "previousSnapshotAt": "2026-09-20T18:42:00+00:00", "changesVolPoints": { "BTC": 0.39, "ETH": 0.49, "SOL": 3.16 }, "jointMagnitudeVolPoints": 0.39 }, { "currentSnapshotAt": "2026-09-22T18:18:00+00:00", "previousSnapshotAt": "2026-09-21T18:37:00+00:00", "changesVolPoints": { "BTC": 1.27, "ETH": -1.1, "SOL": 0.31 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-23T19:20:00+00:00", "previousSnapshotAt": "2026-09-22T19:20:00+00:00", "changesVolPoints": { "BTC": -3.05, "ETH": -1.32, "SOL": -1.66 }, "jointMagnitudeVolPoints": 1.32 }, { "currentSnapshotAt": "2026-09-24T16:30:00+00:00", "previousSnapshotAt": "2026-09-23T16:30:00+00:00", "changesVolPoints": { "BTC": -0.86, "ETH": -0.84, "SOL": 3.6 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-25T17:28:00+00:00", "previousSnapshotAt": "2026-09-24T17:28:00+00:00", "changesVolPoints": { "BTC": 1.24, "ETH": -0.08, "SOL": 0.19 }, "jointMagnitudeVolPoints": 0.0 }, { "currentSnapshotAt": "2026-09-26T17:24:00+00:00", "previousSnapshotAt": "2026-09-25T17:24:00+00:00", "changesVolPoints": { "BTC": -0.18, "ETH": -0.25, "SOL": -3.88 }, "jointMagnitudeVolPoints": 0.18 }, { "currentSnapshotAt": "2026-09-27T19:05:00+00:00", "previousSnapshotAt": "2026-09-26T19:05:00+00:00", "changesVolPoints": { "BTC": 0.67, "ETH": 0.49, "SOL": 1.4 }, "jointMagnitudeVolPoints": 0.49 }, { "currentSnapshotAt": "2026-09-29T15:01:00+00:00", "previousSnapshotAt": "2026-09-28T14:01:00+00:00", "changesVolPoints": { "BTC": 0.93, "ETH": 2.89, "SOL": 2.89 }, "jointMagnitudeVolPoints": 0.93 } ] }, "historicalZScoreBasis": "inverse standard-normal CDF of joint percentile / 100, clamped to [0.005, 0.995] and rounded to four decimals", "historicalTailScore": 16.02, "historicalZScoreContribution": 3.645, "historicalMagnitudeScale": 0.97, "historicalBonus": 19.075, "strongCrossingAssets": [ "SOL" ], "strongCrossingCount": 1, "crossingPointsPerAsset": 3.0, "crossingBonus": 3.0, "totalScore": 28.4717, "formula": "2 * min(abs(mean change), 20) + 3 * min(weakest absolute change, 2) + min(weakest absolute change / 1, 1) * (0.6 * max(joint percentile - 50, 0) + 5 * min(max(joint z, 0), 3)) + 3 * strict zero-crossing count; unavailable history contributes zero" }, "unit": "volatility points", "fieldUnits": { "current": "volatility points", "previous": "volatility points", "change": "volatility points", "relativeChangePercent": "percent", "historicalPercentile": "percentile", "historicalLevelPercentile": "percentile", "historicalZScore": "standard-normal quantile of empirical percentile" }, "basis": "crossAssetAnalysis.coordinatedSkewShift", "selectionMethod": "final-dossier-chosen-story-id", "metricWindow": "report-comparison-window" }, "leadSignalReason": null, "levelDispersion": { "status": "partial", "reason": null, "metrics": { "oneWeekAtmIv": { "leader": "SOL", "laggard": "BTC", "highest": 57.54, "lowest": 36.73, "spread": 20.81, "highestToLowestRatio": 1.5666, "largestAbsoluteMoveAsset": "SOL", "largestAbsoluteMoveValue": 57.54, "values": [ { "asset": "BTC", "value": 36.73 }, { "asset": "ETH", "value": 48.73 }, { "asset": "SOL", "value": 57.54 } ], "previousSpread": 20.29, "spreadChange": 0.52, "dispersionDirection": "widening", "value": 20.81, "metric": "1W ATM IV level", "unit": "volatility points", "valuesUnit": "percent annualised", "basis": "highest minus lowest current level", "source": "crossAssetAnalysis.oneWeek.atmIvLevel", "status": "complete", "reason": null, "coverage": { "expectedAssets": [ "BTC", "ETH", "SOL" ], "availableAssets": [ "BTC", "ETH", "SOL" ], "excludedAssets": [] } }, "oneWeekRr25": { "leader": "SOL", "laggard": "ETH", "highest": -0.25, "lowest": -4.91, "spread": 4.66, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "ETH", "largestAbsoluteMoveValue": -4.91, "values": [ { "asset": "BTC", "value": -3.64 }, { "asset": "ETH", "value": -4.91 }, { "asset": "SOL", "value": -0.25 } ], "previousSpread": 4.51, "spreadChange": 0.15, "dispersionDirection": "widening", "value": 4.66, "metric": "1W RR25 level", "unit": "volatility points", "valuesUnit": "volatility points", "basis": "highest minus lowest current level", "source": "crossAssetAnalysis.oneWeek.rr25Level", "status": "complete", "reason": null, "coverage": { "expectedAssets": [ "BTC", "ETH", "SOL" ], "availableAssets": [ "BTC", "ETH", "SOL" ], "excludedAssets": [] } }, "termStructureSlope": { "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ], "previousSpread": null, "spreadChange": null, "dispersionDirection": "unavailable", "value": null, "metric": "1Y minus 1W ATM IV slope", "unit": "volatility points", "valuesUnit": "volatility points", "basis": "highest minus lowest current level", "source": "crossAssetAnalysis.termStructure.currentSlope", "status": "unavailable", "reason": "fewer-than-two-comparable-assets", "coverage": { "expectedAssets": [ "BTC", "ETH", "SOL" ], "availableAssets": [], "excludedAssets": [ { "asset": "BTC", "reason": "source-metric-unavailable" }, { "asset": "ETH", "reason": "source-metric-unavailable" }, { "asset": "SOL", "reason": "source-metric-unavailable" } ] } }, "ivMinusRealised7d": { "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ], "value": null, "metric": "1W IV minus 7D realised volatility", "unit": "volatility points", "valuesUnit": "volatility points", "basis": "highest minus lowest current level", "source": "crossAssetAnalysis.relativeValue.ivMinusRealised7d", "status": "unavailable", "reason": "fewer-than-two-comparable-assets", "coverage": { "expectedAssets": [ "BTC", "ETH", "SOL" ], "availableAssets": [], "excludedAssets": [ { "asset": "BTC", "reason": "source-metric-unavailable" }, { "asset": "ETH", "reason": "source-metric-unavailable" }, { "asset": "SOL", "reason": "source-metric-unavailable" } ] } } } }, "changeDispersion": { "status": "partial", "reason": null, "metrics": { "oneWeekAtmIv": { "leader": "ETH", "laggard": "BTC", "highest": 8.9, "lowest": 4.93, "spread": 3.97, "highestToLowestRatio": 1.8053, "largestAbsoluteMoveAsset": "ETH", "largestAbsoluteMoveValue": 8.9, "values": [ { "asset": "BTC", "value": 4.93 }, { "asset": "ETH", "value": 8.9 }, { "asset": "SOL", "value": 5.45 } ], "value": 3.97, "metric": "1W ATM IV change", "unit": "volatility points", "valuesUnit": "volatility points", "basis": "highest minus lowest signed 24h change", "source": "crossAssetAnalysis.oneWeek.atmIvChange", "status": "complete", "reason": null, "coverage": { "expectedAssets": [ "BTC", "ETH", "SOL" ], "availableAssets": [ "BTC", "ETH", "SOL" ], "excludedAssets": [] } }, "oneWeekRr25": { "leader": "SOL", "laggard": "BTC", "highest": -0.97, "lowest": -3.14, "spread": 2.17, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": "BTC", "largestAbsoluteMoveValue": -3.14, "values": [ { "asset": "BTC", "value": -3.14 }, { "asset": "ETH", "value": -1.12 }, { "asset": "SOL", "value": -0.97 } ], "value": 2.17, "metric": "1W RR25 change", "unit": "volatility points", "valuesUnit": "volatility points", "basis": "highest minus lowest signed 24h change", "source": "crossAssetAnalysis.oneWeek.rr25Change", "status": "complete", "reason": null, "coverage": { "expectedAssets": [ "BTC", "ETH", "SOL" ], "availableAssets": [ "BTC", "ETH", "SOL" ], "excludedAssets": [] } }, "termStructureSlope": { "leader": null, "laggard": null, "highest": null, "lowest": null, "spread": null, "highestToLowestRatio": null, "largestAbsoluteMoveAsset": null, "largestAbsoluteMoveValue": null, "values": [ { "asset": "BTC", "value": null }, { "asset": "ETH", "value": null }, { "asset": "SOL", "value": null } ], "value": null, "metric": "1Y minus 1W ATM IV slope change", "unit": "volatility points", "valuesUnit": "volatility points", "basis": "highest minus lowest signed 24h change", "source": "crossAssetAnalysis.termStructure.slopeChange", "status": "unavailable", "reason": "fewer-than-two-comparable-assets", "coverage": { "expectedAssets": [ "BTC", "ETH", "SOL" ], "availableAssets": [], "excludedAssets": [ { "asset": "BTC", "reason": "source-metric-unavailable" }, { "asset": "ETH", "reason": "source-metric-unavailable" }, { "asset": "SOL", "reason": "source-metric-unavailable" } ] } } } }, "rankings": { "values": { "oneWeekAtmIvLevel": [ { "rank": 1, "asset": "SOL", "value": 57.54, "previousRank": 1, "rankChange": 0 }, { "rank": 2, "asset": "ETH", "value": 48.73, "previousRank": 2, "rankChange": 0 }, { "rank": 3, "asset": "BTC", "value": 36.73, "previousRank": 3, "rankChange": 0 } ], "oneWeekAtmIvChange": [ { "rank": 1, "asset": "ETH", "value": 8.9, "previousRank": null, "rankChange": null }, { "rank": 2, "asset": "SOL", "value": 5.45, "previousRank": null, "rankChange": null }, { "rank": 3, "asset": "BTC", "value": 4.93, "previousRank": null, "rankChange": null } ], "oneWeekAtmIvAbsoluteMove": [ { "rank": 1, "asset": "ETH", "value": 8.9, "previousRank": null, "rankChange": null }, { "rank": 2, "asset": "SOL", "value": 5.45, "previousRank": null, "rankChange": null }, { "rank": 3, "asset": "BTC", "value": 4.93, "previousRank": null, "rankChange": null } ], "ivMinusRealised7d": [ { "rank": null, "asset": "BTC", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "ETH", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "SOL", "value": null, "previousRank": null, "rankChange": null } ], "oneWeekRr25CallRichness": [ { "rank": 1, "asset": "SOL", "value": -0.25, "previousRank": 1, "rankChange": 0 }, { "rank": 2, "asset": "BTC", "value": -3.64, "previousRank": 2, "rankChange": 0 }, { "rank": 3, "asset": "ETH", "value": -4.91, "previousRank": 3, "rankChange": 0 } ], "oneWeekRr25PutRichness": [ { "rank": 1, "asset": "ETH", "value": -4.91, "previousRank": 1, "rankChange": 0 }, { "rank": 2, "asset": "BTC", "value": -3.64, "previousRank": 2, "rankChange": 0 }, { "rank": 3, "asset": "SOL", "value": -0.25, "previousRank": 3, "rankChange": 0 } ], "termStructureSlope": [ { "rank": null, "asset": "BTC", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "ETH", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "SOL", "value": null, "previousRank": null, "rankChange": null } ], "termStructureSlopeChange": [ { "rank": null, "asset": "BTC", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "ETH", "value": null, "previousRank": null, "rankChange": null }, { "rank": null, "asset": "SOL", "value": null, "previousRank": null, "rankChange": null } ], "spotPerformance24h": [ { "rank": 1, "asset": "BTC", "value": -2.83, "previousRank": null, "rankChange": null }, { "rank": 2, "asset": "ETH", "value": -5.65, "previousRank": null, "rankChange": null }, { "rank": 3, "asset": "SOL", "value": -7.23, "previousRank": null, "rankChange": null } ] }, "metadata": { "oneWeekAtmIvLevel": { "unit": "percent annualised", "metricWindow": "current-snapshot", "ordering": "descending", "returnSource": null }, "oneWeekAtmIvChange": { "unit": "volatility points", "metricWindow": "24h", "ordering": "descending", "returnSource": null }, "oneWeekAtmIvAbsoluteMove": { "unit": "volatility points", "metricWindow": "24h", "ordering": "descending-absolute-value", "returnSource": null }, "ivMinusRealised7d": { "unit": "volatility points", "metricWindow": "current-snapshot", "ordering": "descending", "returnSource": null }, "oneWeekRr25CallRichness": { "unit": "volatility points", "metricWindow": "current-snapshot", "ordering": "descending", "returnSource": null }, "oneWeekRr25PutRichness": { "unit": "volatility points", "metricWindow": "current-snapshot", "ordering": "ascending", "returnSource": null }, "termStructureSlope": { "unit": "volatility points", "metricWindow": "current-snapshot", "ordering": "descending", "returnSource": null }, "termStructureSlopeChange": { "unit": "volatility points", "metricWindow": "24h", "ordering": "descending-absolute-value", "returnSource": null }, "spotPerformance24h": { "unit": "percent", "metricWindow": "24h", "ordering": "descending", "returnSource": "spotMove24hPercent" } }, "basis": "source ranking order; null ranks remain excluded", "returnMetric": { "key": "spotPerformance24h", "source": "spotMove24hPercent", "label": "24h spot-index return", "unit": "percent" }, "source": "crossAssetAnalysis.rankings" }, "crossAssetReason": null, "percentiles": { "unit": "percentile", "crossAsset": { "oneWeekAtmIvLevelDispersionPercentile": { "value": 56.7, "unit": "percentile", "basis": "prior non-null aligned ranges less than or equal to the current range", "source": "crossAssetAnalysis.historicalContext.oneWeekAtmIvLevelDispersionPercentile", "minimumObservations": 20, "priorAlignedReports": 32, "effectiveObservations": null, "effectiveObservationsReason": "not-reported-by-source", "reason": null }, "oneWeekAtmIvChangeDispersionPercentile": { "value": 63.3, "unit": "percentile", "basis": "prior non-null aligned ranges less than or equal to the current range", "source": "crossAssetAnalysis.historicalContext.oneWeekAtmIvChangeDispersionPercentile", "minimumObservations": 20, "priorAlignedReports": 32, "effectiveObservations": null, "effectiveObservationsReason": "not-reported-by-source", "reason": null }, "oneWeekRr25LevelDispersionPercentile": { "value": 80.0, "unit": "percentile", "basis": "prior non-null aligned ranges less than or equal to the current range", "source": "crossAssetAnalysis.historicalContext.oneWeekRr25LevelDispersionPercentile", "minimumObservations": 20, "priorAlignedReports": 32, "effectiveObservations": null, "effectiveObservationsReason": "not-reported-by-source", "reason": null }, "termStructureDispersionPercentile": { "value": null, "unit": "percentile", "basis": "prior non-null aligned ranges less than or equal to the current range", "source": "crossAssetAnalysis.historicalContext.termStructureDispersionPercentile", "minimumObservations": 20, "priorAlignedReports": 32, "effectiveObservations": null, "effectiveObservationsReason": "not-reported-by-source", "reason": "metric-history-or-current-value-unavailable" }, "ivMinusRealisedDispersionPercentile": { "value": null, "unit": "percentile", "basis": "prior non-null aligned ranges less than or equal to the current range", "source": "crossAssetAnalysis.historicalContext.ivMinusRealisedDispersionPercentile", "minimumObservations": 20, "priorAlignedReports": 32, "effectiveObservations": null, "effectiveObservationsReason": "not-reported-by-source", "reason": "metric-history-or-current-value-unavailable" } }, "crossAssetReason": null, "selectedLead": { "historicalPercentile": 76.7, "historicalLevelPercentile": null, "basis": "exact frozen material candidate; source-specific history and classification", "source": "crossAssetAnalysis.coordinatedSkewShift", "reason": null }, "selectedLeadReason": null }, "dataQuality": { "status": "partial", "basis": "availability of published surface, realised-volatility and cross-asset metrics; excludes news quality", "nullPolicy": "unavailable observations stay null; no extrapolation or substituted baselines", "assets": [ { "asset": "BTC", "comparisonStatus": null, "comparisonNote": null, "coverage": { "currentListedExpiries": 12, "previousListedExpiries": 12, "comparedListedExpiries": 11, "addedExpiries": [ "12OCT26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M" ], "suppressedFixedTenors": [ "1Y" ] }, "currentListedExpiries": null, "comparedListedExpiries": null, "tenors": [ { "tenor": "1W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "2W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "3M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "6M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "9M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1Y", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." } ], "realisedVolatilityCoverage": { "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." } }, "realisedVolatilityReason": null, "realisedVolatilityUnavailableReason": null, "realisedVolatilityCoveragePolicy": { "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 }, { "asset": "ETH", "comparisonStatus": null, "comparisonNote": null, "coverage": { "currentListedExpiries": 12, "previousListedExpiries": 12, "comparedListedExpiries": 11, "addedExpiries": [ "12OCT26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M" ], "suppressedFixedTenors": [ "1Y" ] }, "currentListedExpiries": null, "comparedListedExpiries": null, "tenors": [ { "tenor": "1W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "2W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "3M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "6M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "9M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1Y", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." } ], "realisedVolatilityCoverage": { "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." } }, "realisedVolatilityReason": null, "realisedVolatilityUnavailableReason": null, "realisedVolatilityCoveragePolicy": { "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 }, { "asset": "SOL", "comparisonStatus": null, "comparisonNote": null, "coverage": { "currentListedExpiries": 7, "previousListedExpiries": 5, "comparedListedExpiries": 4, "addedExpiries": [ "10OCT26", "23OCT26", "27NOV26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M" ], "suppressedFixedTenors": [ "3M", "6M", "9M", "1Y" ] }, "currentListedExpiries": null, "comparedListedExpiries": null, "tenors": [ { "tenor": "1W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "2W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "3M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "6M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "9M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "1Y", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." } ], "realisedVolatilityCoverage": { "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." } }, "realisedVolatilityReason": null, "realisedVolatilityUnavailableReason": null, "realisedVolatilityCoveragePolicy": { "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 } ] }, "provenance": { "calculationSource": "existing verified report metrics and frozen material candidates", "snapshots": [ { "asset": "BTC", "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" } }, "currentSnapshotId": null, "previousSnapshotId": null }, { "asset": "ETH", "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" } }, "currentSnapshotId": null, "previousSnapshotId": null }, { "asset": "SOL", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "sourceSnapshots": { "current": { "id": 598778, "timestamp": "2026-10-08T16:32:00+00:00" }, "previous": { "id": 589531, "timestamp": "2026-10-07T16:32:00+00:00" } }, "currentSnapshotId": null, "previousSnapshotId": null } ], "methodologySource": null, "crossAssetAnalysisSchemaVersion": 1 }, "spotReturns": { "BTC": { "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": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 64060.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 64650.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 68793.4, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 72282.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 77297.6, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 77188.59, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 77355.23, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 79668.93, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 79302.99, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 78089.91, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 80365.49, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 77814.97, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 77969.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 79106.83, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 78624.3, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 77533.44, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 77522.3, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 80885.43, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 79657.53, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 79964.14, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 79763.77, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 78912.05, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 78664.85, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 78746.37, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 76899.33, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 77534.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 77366.01, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 77225.86, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 78643.43, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 76371.16, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 75733.78, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 76594.13, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 81140.11, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 81868.33, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 81180.4, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 85892.7, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 86101.79, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 84254.63, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 84505.89, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 84003.1, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 84142.42, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 84519.36, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 83930.5, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "BTC-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 83132.97, "venue": "canonical", "instrument": "BTC-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "btc_usd", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 84226.21, "venue": "canonical", "instrument": "BTC-USD-INDEX", "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; rolling historical windows may overlap each other; not original past published prices", "percentile": 83.1, "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" ], "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -1.71, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -0.86, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": -0.01, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.23, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": -0.42, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": -0.05, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.37, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.24, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 0.92, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 6.41, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 5.07, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 6.94, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": -0.14, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 2.99, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": -0.46, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -1.53, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 2.91, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -3.17, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.2, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 1.46, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -0.61, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.39, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -0.01, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 4.34, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -1.52, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.38, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -0.25, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -1.07, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": -0.31, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 0.1, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.35, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 0.83, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -0.22, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -0.18, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 1.84, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.89, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -0.83, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 1.14, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 5.94, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 0.9, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -0.84, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 5.8, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 0.24, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -2.15, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 0.3, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": -0.59, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 0.17, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 0.45, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -0.7, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -0.95, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 1.32, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.19, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 0.91, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.39, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 0.53, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -0.09, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 0.55, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -2.43, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "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 }, "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": -3.77, "unavailableReason": null, "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 59.6, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -2.9, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.01, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 8.35, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 14.11, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 22.54, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 22.43, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 22.25, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 24.36, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 22.66, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 13.51, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 11.18, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 0.67, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 1.01, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.26, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -1.31, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -2.23, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -0.73, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 0.65, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": 2.37, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 2.56, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 0.83, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 0.37, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 1.46, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 1.58, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.93, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": -2.67, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -3.25, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -3.18, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": -0.34, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.92, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -3.83, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 4.65, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 5.82, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 5.12, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 9.22, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 12.74, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 11.25, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 10.33, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 3.53, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 2.78, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 4.11, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -2.28, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -3.45, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": -0.03, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": -0.14, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } }, "ETH": { "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", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-12T16:32:00+00:00", "price": 1892.8, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-13T16:32:00+00:00", "price": 1878.43, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-14T16:32:00+00:00", "price": 1882.56, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-15T16:32:00+00:00", "price": 1883.38, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-16T16:32:00+00:00", "price": 1887.46, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 1907.11, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 1911.96, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 2097.79, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 2322.69, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 2400.27, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 2420.89, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 2449.11, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 2496.5, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 2476.46, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 2450.76, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 2522.14, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 2439.79, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 2448.68, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 2516.18, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 2465.88, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 2431.28, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 2401.25, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 2495.74, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 2457.86, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 2469.36, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 2484.33, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 2473.39, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 2492.31, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 2495.23, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 2436.18, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 2561.09, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 2531.82, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 2501.25, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 2523.0, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 2420.96, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 2392.92, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 2462.93, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 2607.45, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 2649.67, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 2623.26, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 2766.08, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 2732.0, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 2666.37, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 2687.81, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 2693.98, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 2693.44, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 2689.5, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 2691.51, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "ETH-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 2677.33, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 2684.29, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "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": 2689.42, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "timestamp": "2026-10-06T16:32:00+00:00", "price": 2701.7, "venue": "canonical", "instrument": "ETH-USD-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "eth_usd", "unavailableReason": null }, { "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 }, { "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 } ], "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": 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 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" ], "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -2.54, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -0.6, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": 1.66, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.76, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": 0.04, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.22, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.04, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 0.25, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 9.72, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 10.72, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 3.34, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 0.86, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 1.17, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 1.93, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": -0.8, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -1.04, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 2.91, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -3.27, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.36, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.76, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -2.0, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.4, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -1.24, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 3.94, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -1.52, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.47, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 0.61, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -0.44, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 0.76, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 0.12, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.37, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 5.13, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -1.14, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -1.21, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 0.87, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -4.04, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -1.16, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 2.93, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 5.87, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 1.62, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -1.0, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 5.44, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": -1.23, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -2.4, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 0.8, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 0.23, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": -0.02, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": -0.15, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": 0.07, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -0.53, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 0.26, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.16, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 0.13, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 0.71, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -0.4, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 0.46, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -4.8, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "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 }, "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": -9.74, "unavailableReason": null, "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 78.7, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 2.69, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 10.83, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 23.65, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 27.5, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 28.54, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 29.76, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 30.9, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 29.52, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 16.83, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 8.59, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 1.15, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 2.74, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -1.23, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.82, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -2.02, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": -1.05, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": 0.74, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 0.84, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -1.27, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 0.3, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 2.51, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 3.91, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -2.39, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 4.2, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": 2.53, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": 0.68, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 2.01, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -2.86, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -4.1, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 1.1, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 1.81, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 4.65, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 4.88, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 9.63, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 12.85, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 11.43, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 9.13, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 3.32, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 2.53, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -2.7, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -2.0, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 0.67, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.03, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } }, "SOL": { "schemaVersion": 1, "asset": "SOL", "cutoffAt": "2026-10-08T16:32:00+00:00", "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "points": [ { "timestamp": "2026-08-09T16:32:00+00:00", "price": 77.16, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-10T16:32:00+00:00", "price": 75.71, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-11T16:32:00+00:00", "price": 74.86, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-12T16:32:00+00:00", "price": 75.67, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-13T16:32:00+00:00", "price": 75.62, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-14T16:32:00+00:00", "price": 75.51, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-15T16:32:00+00:00", "price": 75.41, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-16T16:32:00+00:00", "price": 75.54, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-17T16:32:00+00:00", "price": 75.98, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-18T16:32:00+00:00", "price": 76.8, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-19T16:32:00+00:00", "price": 81.94, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-20T16:32:00+00:00", "price": 86.98, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-21T16:32:00+00:00", "price": 91.47, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-22T16:32:00+00:00", "price": 94.0, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-23T16:32:00+00:00", "price": 95.51, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-24T16:32:00+00:00", "price": 97.07, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-25T16:32:00+00:00", "price": 98.32, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-26T16:32:00+00:00", "price": 95.83, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-27T16:32:00+00:00", "price": 108.22, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-28T16:32:00+00:00", "price": 105.07, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-29T16:32:00+00:00", "price": 105.1436, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-08-30T16:32:00+00:00", "price": 106.6866, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-08-31T16:32:00+00:00", "price": 102.4677, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-01T16:32:00+00:00", "price": 101.2292, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-02T16:32:00+00:00", "price": 99.596, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-03T16:32:00+00:00", "price": 104.2135, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-04T16:32:00+00:00", "price": 101.9535, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-05T16:32:00+00:00", "price": 103.3057, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-06T16:32:00+00:00", "price": 106.2098, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-07T16:32:00+00:00", "price": 103.5833, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-08T16:32:00+00:00", "price": 103.9785, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-09T16:32:00+00:00", "price": 103.2719, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-10T16:32:00+00:00", "price": 99.0361, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-11T16:32:00+00:00", "price": 101.5266, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-12T16:32:00+00:00", "price": 102.007, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-13T16:32:00+00:00", "price": 100.6012, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-14T16:32:00+00:00", "price": 102.5539, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-15T16:32:00+00:00", "price": 99.178, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-16T16:32:00+00:00", "price": 97.1855, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-17T16:32:00+00:00", "price": 101.0357, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-18T16:32:00+00:00", "price": 111.9802, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-19T16:32:00+00:00", "price": 111.6911, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-20T16:32:00+00:00", "price": 109.6818, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-21T16:32:00+00:00", "price": 117.62, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-22T16:32:00+00:00", "price": 116.8956, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-23T16:32:00+00:00", "price": 114.7958, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-24T16:32:00+00:00", "price": 116.8859, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-25T16:32:00+00:00", "price": 121.58, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-26T16:32:00+00:00", "price": 121.6983, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-27T16:32:00+00:00", "price": 121.9766, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-28T16:32:00+00:00", "price": 119.68, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-09-29T16:32:00+00:00", "price": 118.2647, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-09-30T16:32:00+00:00", "price": 119.5489, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-01T16:32:00+00:00", "price": 117.6298, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-02T16:32:00+00:00", "price": 119.7865, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-03T16:32:00+00:00", "price": 119.6348, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-04T16:32:00+00:00", "price": 121.6038, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-05T16:32:00+00:00", "price": 119.183, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-06T16:32:00+00:00", "price": 120.6331, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-07T16:32:00+00:00", "price": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "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": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.23, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "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" ], "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-10T16:32:00+00:00", "valuePercent": -1.88, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-10T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-11T16:32:00+00:00", "valuePercent": -1.12, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-11T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-12T16:32:00+00:00", "valuePercent": 1.08, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-12T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-13T16:32:00+00:00", "valuePercent": -0.07, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-13T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-14T16:32:00+00:00", "valuePercent": -0.15, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-14T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-15T16:32:00+00:00", "valuePercent": -0.13, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-15T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": 0.17, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.58, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 1.08, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 6.69, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 6.15, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 5.16, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 2.77, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 1.61, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 1.63, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 1.29, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": -2.53, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 12.93, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": -2.91, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 0.07, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 1.47, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": -3.95, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": -1.21, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": -1.61, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": 4.64, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -2.17, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": 1.33, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": 2.81, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": -2.47, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 0.38, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": -0.68, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.1, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": 2.51, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": 0.47, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -1.38, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": 1.94, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -3.29, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -2.01, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 3.96, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 10.83, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": -0.26, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 7.24, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": -0.62, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": -1.8, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 1.82, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 4.02, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-25T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 0.1, "sourceRefs": [ "points[timestamp=2026-09-25T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-26T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 0.23, "sourceRefs": [ "points[timestamp=2026-09-26T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-27T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": -1.88, "sourceRefs": [ "points[timestamp=2026-09-27T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-28T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": -1.18, "sourceRefs": [ "points[timestamp=2026-09-28T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-29T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 1.09, "sourceRefs": [ "points[timestamp=2026-09-29T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-30T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": -1.61, "sourceRefs": [ "points[timestamp=2026-09-30T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] }, { "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-02T16:32:00+00:00", "valuePercent": 1.83, "sourceRefs": [ "points[timestamp=2026-10-01T16:32:00+00:00]", "points[timestamp=2026-10-02T16:32:00+00:00]" ] }, { "startAt": "2026-10-02T16:32:00+00:00", "endAt": "2026-10-03T16:32:00+00:00", "valuePercent": -0.13, "sourceRefs": [ "points[timestamp=2026-10-02T16:32:00+00:00]", "points[timestamp=2026-10-03T16:32:00+00:00]" ] }, { "startAt": "2026-10-03T16:32:00+00:00", "endAt": "2026-10-04T16:32:00+00:00", "valuePercent": 1.65, "sourceRefs": [ "points[timestamp=2026-10-03T16:32:00+00:00]", "points[timestamp=2026-10-04T16:32:00+00:00]" ] }, { "startAt": "2026-10-04T16:32:00+00:00", "endAt": "2026-10-05T16:32:00+00:00", "valuePercent": -1.99, "sourceRefs": [ "points[timestamp=2026-10-04T16:32:00+00:00]", "points[timestamp=2026-10-05T16:32:00+00:00]" ] }, { "startAt": "2026-10-05T16:32:00+00:00", "endAt": "2026-10-06T16:32:00+00:00", "valuePercent": 1.22, "sourceRefs": [ "points[timestamp=2026-10-05T16:32:00+00:00]", "points[timestamp=2026-10-06T16:32:00+00:00]" ] }, { "startAt": "2026-10-06T16:32:00+00:00", "endAt": "2026-10-07T16:32:00+00:00", "valuePercent": -2.92, "sourceRefs": [ "points[timestamp=2026-10-06T16:32:00+00:00]", "points[timestamp=2026-10-07T16:32:00+00:00]" ] } ] } }, "7d": { "status": "available", "startAt": "2026-10-01T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "timestamp": "2026-10-01T16:32:00+00:00", "price": 117.6298, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.64, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 7d 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": 53.2, "observations": 47, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-01T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.7d", "realisedVolatility.spotReturns.points" ], "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "unavailableReason": null, "samples": [ { "startAt": "2026-08-09T16:32:00+00:00", "endAt": "2026-08-16T16:32:00+00:00", "valuePercent": -2.1, "sourceRefs": [ "points[timestamp=2026-08-09T16:32:00+00:00]", "points[timestamp=2026-08-16T16:32:00+00:00]" ] }, { "startAt": "2026-08-10T16:32:00+00:00", "endAt": "2026-08-17T16:32:00+00:00", "valuePercent": 0.36, "sourceRefs": [ "points[timestamp=2026-08-10T16:32:00+00:00]", "points[timestamp=2026-08-17T16:32:00+00:00]" ] }, { "startAt": "2026-08-11T16:32:00+00:00", "endAt": "2026-08-18T16:32:00+00:00", "valuePercent": 2.59, "sourceRefs": [ "points[timestamp=2026-08-11T16:32:00+00:00]", "points[timestamp=2026-08-18T16:32:00+00:00]" ] }, { "startAt": "2026-08-12T16:32:00+00:00", "endAt": "2026-08-19T16:32:00+00:00", "valuePercent": 8.29, "sourceRefs": [ "points[timestamp=2026-08-12T16:32:00+00:00]", "points[timestamp=2026-08-19T16:32:00+00:00]" ] }, { "startAt": "2026-08-13T16:32:00+00:00", "endAt": "2026-08-20T16:32:00+00:00", "valuePercent": 15.02, "sourceRefs": [ "points[timestamp=2026-08-13T16:32:00+00:00]", "points[timestamp=2026-08-20T16:32:00+00:00]" ] }, { "startAt": "2026-08-14T16:32:00+00:00", "endAt": "2026-08-21T16:32:00+00:00", "valuePercent": 21.14, "sourceRefs": [ "points[timestamp=2026-08-14T16:32:00+00:00]", "points[timestamp=2026-08-21T16:32:00+00:00]" ] }, { "startAt": "2026-08-15T16:32:00+00:00", "endAt": "2026-08-22T16:32:00+00:00", "valuePercent": 24.65, "sourceRefs": [ "points[timestamp=2026-08-15T16:32:00+00:00]", "points[timestamp=2026-08-22T16:32:00+00:00]" ] }, { "startAt": "2026-08-16T16:32:00+00:00", "endAt": "2026-08-23T16:32:00+00:00", "valuePercent": 26.44, "sourceRefs": [ "points[timestamp=2026-08-16T16:32:00+00:00]", "points[timestamp=2026-08-23T16:32:00+00:00]" ] }, { "startAt": "2026-08-17T16:32:00+00:00", "endAt": "2026-08-24T16:32:00+00:00", "valuePercent": 27.76, "sourceRefs": [ "points[timestamp=2026-08-17T16:32:00+00:00]", "points[timestamp=2026-08-24T16:32:00+00:00]" ] }, { "startAt": "2026-08-18T16:32:00+00:00", "endAt": "2026-08-25T16:32:00+00:00", "valuePercent": 28.02, "sourceRefs": [ "points[timestamp=2026-08-18T16:32:00+00:00]", "points[timestamp=2026-08-25T16:32:00+00:00]" ] }, { "startAt": "2026-08-19T16:32:00+00:00", "endAt": "2026-08-26T16:32:00+00:00", "valuePercent": 16.95, "sourceRefs": [ "points[timestamp=2026-08-19T16:32:00+00:00]", "points[timestamp=2026-08-26T16:32:00+00:00]" ] }, { "startAt": "2026-08-20T16:32:00+00:00", "endAt": "2026-08-27T16:32:00+00:00", "valuePercent": 24.42, "sourceRefs": [ "points[timestamp=2026-08-20T16:32:00+00:00]", "points[timestamp=2026-08-27T16:32:00+00:00]" ] }, { "startAt": "2026-08-21T16:32:00+00:00", "endAt": "2026-08-28T16:32:00+00:00", "valuePercent": 14.87, "sourceRefs": [ "points[timestamp=2026-08-21T16:32:00+00:00]", "points[timestamp=2026-08-28T16:32:00+00:00]" ] }, { "startAt": "2026-08-22T16:32:00+00:00", "endAt": "2026-08-29T16:32:00+00:00", "valuePercent": 11.85, "sourceRefs": [ "points[timestamp=2026-08-22T16:32:00+00:00]", "points[timestamp=2026-08-29T16:32:00+00:00]" ] }, { "startAt": "2026-08-23T16:32:00+00:00", "endAt": "2026-08-30T16:32:00+00:00", "valuePercent": 11.7, "sourceRefs": [ "points[timestamp=2026-08-23T16:32:00+00:00]", "points[timestamp=2026-08-30T16:32:00+00:00]" ] }, { "startAt": "2026-08-24T16:32:00+00:00", "endAt": "2026-08-31T16:32:00+00:00", "valuePercent": 5.56, "sourceRefs": [ "points[timestamp=2026-08-24T16:32:00+00:00]", "points[timestamp=2026-08-31T16:32:00+00:00]" ] }, { "startAt": "2026-08-25T16:32:00+00:00", "endAt": "2026-09-01T16:32:00+00:00", "valuePercent": 2.96, "sourceRefs": [ "points[timestamp=2026-08-25T16:32:00+00:00]", "points[timestamp=2026-09-01T16:32:00+00:00]" ] }, { "startAt": "2026-08-26T16:32:00+00:00", "endAt": "2026-09-02T16:32:00+00:00", "valuePercent": 3.93, "sourceRefs": [ "points[timestamp=2026-08-26T16:32:00+00:00]", "points[timestamp=2026-09-02T16:32:00+00:00]" ] }, { "startAt": "2026-08-27T16:32:00+00:00", "endAt": "2026-09-03T16:32:00+00:00", "valuePercent": -3.7, "sourceRefs": [ "points[timestamp=2026-08-27T16:32:00+00:00]", "points[timestamp=2026-09-03T16:32:00+00:00]" ] }, { "startAt": "2026-08-28T16:32:00+00:00", "endAt": "2026-09-04T16:32:00+00:00", "valuePercent": -2.97, "sourceRefs": [ "points[timestamp=2026-08-28T16:32:00+00:00]", "points[timestamp=2026-09-04T16:32:00+00:00]" ] }, { "startAt": "2026-08-29T16:32:00+00:00", "endAt": "2026-09-05T16:32:00+00:00", "valuePercent": -1.75, "sourceRefs": [ "points[timestamp=2026-08-29T16:32:00+00:00]", "points[timestamp=2026-09-05T16:32:00+00:00]" ] }, { "startAt": "2026-08-30T16:32:00+00:00", "endAt": "2026-09-06T16:32:00+00:00", "valuePercent": -0.45, "sourceRefs": [ "points[timestamp=2026-08-30T16:32:00+00:00]", "points[timestamp=2026-09-06T16:32:00+00:00]" ] }, { "startAt": "2026-08-31T16:32:00+00:00", "endAt": "2026-09-07T16:32:00+00:00", "valuePercent": 1.09, "sourceRefs": [ "points[timestamp=2026-08-31T16:32:00+00:00]", "points[timestamp=2026-09-07T16:32:00+00:00]" ] }, { "startAt": "2026-09-01T16:32:00+00:00", "endAt": "2026-09-08T16:32:00+00:00", "valuePercent": 2.72, "sourceRefs": [ "points[timestamp=2026-09-01T16:32:00+00:00]", "points[timestamp=2026-09-08T16:32:00+00:00]" ] }, { "startAt": "2026-09-02T16:32:00+00:00", "endAt": "2026-09-09T16:32:00+00:00", "valuePercent": 3.69, "sourceRefs": [ "points[timestamp=2026-09-02T16:32:00+00:00]", "points[timestamp=2026-09-09T16:32:00+00:00]" ] }, { "startAt": "2026-09-03T16:32:00+00:00", "endAt": "2026-09-10T16:32:00+00:00", "valuePercent": -4.97, "sourceRefs": [ "points[timestamp=2026-09-03T16:32:00+00:00]", "points[timestamp=2026-09-10T16:32:00+00:00]" ] }, { "startAt": "2026-09-04T16:32:00+00:00", "endAt": "2026-09-11T16:32:00+00:00", "valuePercent": -0.42, "sourceRefs": [ "points[timestamp=2026-09-04T16:32:00+00:00]", "points[timestamp=2026-09-11T16:32:00+00:00]" ] }, { "startAt": "2026-09-05T16:32:00+00:00", "endAt": "2026-09-12T16:32:00+00:00", "valuePercent": -1.26, "sourceRefs": [ "points[timestamp=2026-09-05T16:32:00+00:00]", "points[timestamp=2026-09-12T16:32:00+00:00]" ] }, { "startAt": "2026-09-06T16:32:00+00:00", "endAt": "2026-09-13T16:32:00+00:00", "valuePercent": -5.28, "sourceRefs": [ "points[timestamp=2026-09-06T16:32:00+00:00]", "points[timestamp=2026-09-13T16:32:00+00:00]" ] }, { "startAt": "2026-09-07T16:32:00+00:00", "endAt": "2026-09-14T16:32:00+00:00", "valuePercent": -0.99, "sourceRefs": [ "points[timestamp=2026-09-07T16:32:00+00:00]", "points[timestamp=2026-09-14T16:32:00+00:00]" ] }, { "startAt": "2026-09-08T16:32:00+00:00", "endAt": "2026-09-15T16:32:00+00:00", "valuePercent": -4.62, "sourceRefs": [ "points[timestamp=2026-09-08T16:32:00+00:00]", "points[timestamp=2026-09-15T16:32:00+00:00]" ] }, { "startAt": "2026-09-09T16:32:00+00:00", "endAt": "2026-09-16T16:32:00+00:00", "valuePercent": -5.89, "sourceRefs": [ "points[timestamp=2026-09-09T16:32:00+00:00]", "points[timestamp=2026-09-16T16:32:00+00:00]" ] }, { "startAt": "2026-09-10T16:32:00+00:00", "endAt": "2026-09-17T16:32:00+00:00", "valuePercent": 2.02, "sourceRefs": [ "points[timestamp=2026-09-10T16:32:00+00:00]", "points[timestamp=2026-09-17T16:32:00+00:00]" ] }, { "startAt": "2026-09-11T16:32:00+00:00", "endAt": "2026-09-18T16:32:00+00:00", "valuePercent": 10.3, "sourceRefs": [ "points[timestamp=2026-09-11T16:32:00+00:00]", "points[timestamp=2026-09-18T16:32:00+00:00]" ] }, { "startAt": "2026-09-12T16:32:00+00:00", "endAt": "2026-09-19T16:32:00+00:00", "valuePercent": 9.49, "sourceRefs": [ "points[timestamp=2026-09-12T16:32:00+00:00]", "points[timestamp=2026-09-19T16:32:00+00:00]" ] }, { "startAt": "2026-09-13T16:32:00+00:00", "endAt": "2026-09-20T16:32:00+00:00", "valuePercent": 9.03, "sourceRefs": [ "points[timestamp=2026-09-13T16:32:00+00:00]", "points[timestamp=2026-09-20T16:32:00+00:00]" ] }, { "startAt": "2026-09-14T16:32:00+00:00", "endAt": "2026-09-21T16:32:00+00:00", "valuePercent": 14.69, "sourceRefs": [ "points[timestamp=2026-09-14T16:32:00+00:00]", "points[timestamp=2026-09-21T16:32:00+00:00]" ] }, { "startAt": "2026-09-15T16:32:00+00:00", "endAt": "2026-09-22T16:32:00+00:00", "valuePercent": 17.86, "sourceRefs": [ "points[timestamp=2026-09-15T16:32:00+00:00]", "points[timestamp=2026-09-22T16:32:00+00:00]" ] }, { "startAt": "2026-09-16T16:32:00+00:00", "endAt": "2026-09-23T16:32:00+00:00", "valuePercent": 18.12, "sourceRefs": [ "points[timestamp=2026-09-16T16:32:00+00:00]", "points[timestamp=2026-09-23T16:32:00+00:00]" ] }, { "startAt": "2026-09-17T16:32:00+00:00", "endAt": "2026-09-24T16:32:00+00:00", "valuePercent": 15.69, "sourceRefs": [ "points[timestamp=2026-09-17T16:32:00+00:00]", "points[timestamp=2026-09-24T16:32:00+00:00]" ] }, { "startAt": "2026-09-18T16:32:00+00:00", "endAt": "2026-09-25T16:32:00+00:00", "valuePercent": 8.57, "sourceRefs": [ "points[timestamp=2026-09-18T16:32:00+00:00]", "points[timestamp=2026-09-25T16:32:00+00:00]" ] }, { "startAt": "2026-09-19T16:32:00+00:00", "endAt": "2026-09-26T16:32:00+00:00", "valuePercent": 8.96, "sourceRefs": [ "points[timestamp=2026-09-19T16:32:00+00:00]", "points[timestamp=2026-09-26T16:32:00+00:00]" ] }, { "startAt": "2026-09-20T16:32:00+00:00", "endAt": "2026-09-27T16:32:00+00:00", "valuePercent": 11.21, "sourceRefs": [ "points[timestamp=2026-09-20T16:32:00+00:00]", "points[timestamp=2026-09-27T16:32:00+00:00]" ] }, { "startAt": "2026-09-21T16:32:00+00:00", "endAt": "2026-09-28T16:32:00+00:00", "valuePercent": 1.75, "sourceRefs": [ "points[timestamp=2026-09-21T16:32:00+00:00]", "points[timestamp=2026-09-28T16:32:00+00:00]" ] }, { "startAt": "2026-09-22T16:32:00+00:00", "endAt": "2026-09-29T16:32:00+00:00", "valuePercent": 1.17, "sourceRefs": [ "points[timestamp=2026-09-22T16:32:00+00:00]", "points[timestamp=2026-09-29T16:32:00+00:00]" ] }, { "startAt": "2026-09-23T16:32:00+00:00", "endAt": "2026-09-30T16:32:00+00:00", "valuePercent": 4.14, "sourceRefs": [ "points[timestamp=2026-09-23T16:32:00+00:00]", "points[timestamp=2026-09-30T16:32:00+00:00]" ] }, { "startAt": "2026-09-24T16:32:00+00:00", "endAt": "2026-10-01T16:32:00+00:00", "valuePercent": 0.64, "sourceRefs": [ "points[timestamp=2026-09-24T16:32:00+00:00]", "points[timestamp=2026-10-01T16:32:00+00:00]" ] } ] } } } } }, "crossMetricResponse": { "version": 1, "kind": "crossMetricResponse", "id": "majors-cross-metric-response", "currentAt": "2026-10-08T16:32:00+00:00", "previousAt": "2026-10-07T16:32:00+00:00", "coveredAssets": [ "BTC", "ETH", "SOL" ], "scope": "all-covered-assets", "spotDirection": "lower", "spotObservations": [ { "asset": "BTC", "valuePercent": -2.83, "metricWindow": "24h", "sourceSha256": "2ffa4d8f27cab27448f22c3117f387d61f2dc3cdc1b49d49a0e2af9472891778", "sourceRefs": [ "rows[asset=BTC].report.realisedVolatility.spotMove24hPercent", "rows[asset=BTC].report.realisedVolatility.spotReturns.windows.24h" ] }, { "asset": "ETH", "valuePercent": -5.65, "metricWindow": "24h", "sourceSha256": "f2e48ea8940ccb42bfa2da8d3f900d5795d4e47f5abe66f2430e864e6bee636e", "sourceRefs": [ "rows[asset=ETH].report.realisedVolatility.spotMove24hPercent", "rows[asset=ETH].report.realisedVolatility.spotReturns.windows.24h" ] }, { "asset": "SOL", "valuePercent": -7.23, "metricWindow": "24h", "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "sourceRefs": [ "rows[asset=SOL].report.realisedVolatility.spotMove24hPercent", "rows[asset=SOL].report.realisedVolatility.spotReturns.windows.24h" ] } ], "observations": [ { "asset": "BTC", "metric": "rr25", "metricLabel": "RR25", "tenor": "1W", "current": -3.64, "previous": -0.5, "change": -3.14, "sourceRefs": [ "rows[asset=BTC].report.tenors[tenor=1W].rr25.current", "rows[asset=BTC].report.tenors[tenor=1W].rr25.previous", "rows[asset=BTC].report.tenors[tenor=1W].rr25.change", "rows[asset=BTC].report.currentSnapshotAt", "rows[asset=BTC].report.previousSnapshotAt", "rows[asset=BTC].report.tenors[tenor=1W].historicalSignificance.rr25" ], "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": [ "rows[asset=BTC].report.tenors[tenor=1W].historicalSignificance.rr25.movePercentile30d" ], "unavailableReason": null } }, { "asset": "ETH", "metric": "atmIv", "metricLabel": "ATM IV", "tenor": "1W", "current": 48.73, "previous": 39.83, "change": 8.9, "sourceRefs": [ "rows[asset=ETH].report.tenors[tenor=1W].atmIv.current", "rows[asset=ETH].report.tenors[tenor=1W].atmIv.previous", "rows[asset=ETH].report.tenors[tenor=1W].atmIv.change", "rows[asset=ETH].report.currentSnapshotAt", "rows[asset=ETH].report.previousSnapshotAt", "rows[asset=ETH].report.tenors[tenor=1W].historicalSignificance.atmIv" ], "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": [ "rows[asset=ETH].report.tenors[tenor=1W].historicalSignificance.atmIv.movePercentile30d" ], "unavailableReason": null } } ], "flatAtmObservations": [], "policy": { "version": 1, "minimumCoveredAssets": 3, "minimumCommonSpotAssets": 2, "minimumRareObservations": 2, "minimumDistinctMetrics": 2, "minimumAbsoluteChangeVolPoints": 0.5, "minimumMovePercentile": 90, "minimumHistoryObservations": 20, "dailyWindowHours": { "minimum": 23, "maximum": 25 }, "flatAtmAbsoluteToleranceVolPoints": 0.25, "rarityBasis": "separate matching absolute-move histories; no pooled or joint percentile", "causality": "not assessed" }, "statement": "24-hour spot-index returns moved lower in BTC, ETH, SOL, while separate 1W options metrics had unusually large changes in their own matching histories: BTC RR25 -3.14 volatility points (percentile rank 100, 30 observations); ETH ATM IV +8.90 volatility points (percentile rank 100, 30 observations)." } } }