Published daily report data
SOL options metrics: 2026-08-29
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 71.20% | -1.58 | 3.38% | 1.79 | 4.88% | -0.79 |
| 2W | 70.20% | -1.85 | 2.82% | 1.36 | 6.12% | -1.06 |
| 1M | 66.24% | -2.13 | 1.92% | 1.27 | 5.20% | -1.15 |
| 3M | 61.04% | -1.18 | 3.83% | 0.57 | 5.07% | 0.17 |
| 6M | 59.70% | -0.91 | 4.35% | 0.37 | 5.01% | 0.51 |
| 9M | 59.24% | -0.83 | 4.53% | 0.28 | 5.01% | 0.66 |
| 1Y | 59.01% | -0.78 | 4.62% | 0.24 | 5.00% | 0.72 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV45.34%
- 7d RV80.73%
- 30d RV61.55%
Provenance and conventions
Derivasys proprietary historical SVI surface and canonical SOL index databases
- Source report: SOL
- RR25: 25-delta call IV minus 25-delta put IV
- BF25: Average 25-delta wing IV minus ATM forward IV
- Fixed tenors: Fixed-tenor measures are interpolated independently at 1W, 2W, 1M, 3M, 6M, 9M and 1Y; headline rankings prioritise 1W, 2W, 1M, 3M, 6M and 1Y.