Implied volatility surface

Daily reports

Each day at 00:00 UTC the worker writes a JSON summary of the previous 24 hours. Every number below is read from those files. Changes are against the surface 24 hours earlier, in vol points. A report uses extended SSVI only when both ends of its day carry that fit, so changes always compare like with like.

Daily reports, newest first
DayBTC 30d ATMchangeETH 30d ATMchangeTradeable arbFitFile
20 October 202635.1%−0.548.4%0.015SSVIJSON
19 October 202635.6%n/a48.5%n/a3SSVIJSON