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Native time is proportional; missing days are not filled. Negative values indicate inversion; zero is flat.","description":"Observed 1M-minus-1W ATM IV copied from existing spread-calculator receipts. Native time is proportional; missing days are not filled. 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No fill, interpolation or gap bridging. Effects add in annualized squared volatility points, not RV percentage points. Current and previous coverage: 100.0% / 100.0%. The denominator effect is explicit; Net is the sum of the three effects. Selected by largest absolute variance change within the qualified common native interval; configured asset order resolves ties.","component_proof_id":"rv-components:14c2ce775c932d27f8e4b34e8b9e6a42832608c798a92c4838eb85a219b71bee","description":"Replayed same-series squared-minute arithmetic; not independent price validation. No fill, interpolation or gap bridging. Effects add in annualized squared volatility points, not RV percentage points. Current and previous coverage: 100.0% / 100.0%. The denominator effect is explicit; Net is the sum of the three effects. 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