{"schemaVersion":1,"asset":"SOL","reportDate":"2026-08-29","timestamps":{"currentSnapshotAt":"2026-08-29T18:14:00+00:00","previousSnapshotAt":"2026-08-28T18:14:00+00:00","generatedAt":"2026-08-29T18:26:57+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-08-29","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","fixedTenors":"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.","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."},"tenors":[{"tenor":"1W","targetExpiry":1788632040095,"availability":"available","unavailableReason":null,"atmIv":{"current":71.2,"previous":72.78,"change":-1.58,"percentChange":-2.17},"rr25":{"current":3.38,"previous":1.59,"change":1.79,"percentChange":112.58},"bf25":{"current":4.88,"previous":5.67,"change":-0.79,"percentChange":-13.93}},{"tenor":"2W","targetExpiry":1789236840095,"availability":"available","unavailableReason":null,"atmIv":{"current":70.2,"previous":72.05,"change":-1.85,"percentChange":-2.57},"rr25":{"current":2.82,"previous":1.46,"change":1.36,"percentChange":93.15},"bf25":{"current":6.12,"previous":7.18,"change":-1.06,"percentChange":-14.76}},{"tenor":"1M","targetExpiry":1790619240095,"availability":"available","unavailableReason":null,"atmIv":{"current":66.24,"previous":68.37,"change":-2.13,"percentChange":-3.12},"rr25":{"current":1.92,"previous":0.65,"change":1.27,"percentChange":195.38},"bf25":{"current":5.2,"previous":6.35,"change":-1.15,"percentChange":-18.11}},{"tenor":"3M","targetExpiry":1795889640095,"availability":"available","unavailableReason":null,"atmIv":{"current":61.04,"previous":62.22,"change":-1.18,"percentChange":-1.9},"rr25":{"current":3.83,"previous":3.26,"change":0.57,"percentChange":17.48},"bf25":{"current":5.07,"previous":4.9,"change":0.17,"percentChange":3.47}},{"tenor":"6M","targetExpiry":1803752040095,"availability":"available","unavailableReason":null,"atmIv":{"current":59.7,"previous":60.61,"change":-0.91,"percentChange":-1.5},"rr25":{"current":4.35,"previous":3.98,"change":0.37,"percentChange":9.3},"bf25":{"current":5.01,"previous":4.5,"change":0.51,"percentChange":11.33}},{"tenor":"9M","targetExpiry":1811614440095,"availability":"available","unavailableReason":null,"atmIv":{"current":59.24,"previous":60.07,"change":-0.83,"percentChange":-1.38},"rr25":{"current":4.53,"previous":4.25,"change":0.28,"percentChange":6.59},"bf25":{"current":5.01,"previous":4.35,"change":0.66,"percentChange":15.17}},{"tenor":"1Y","targetExpiry":1819563240095,"availability":"available","unavailableReason":null,"atmIv":{"current":59.01,"previous":59.79,"change":-0.78,"percentChange":-1.3},"rr25":{"current":4.62,"previous":4.38,"change":0.24,"percentChange":5.48},"bf25":{"current":5,"previous":4.28,"change":0.72,"percentChange":16.82}}],"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":"2026-08-29T18:14:00+00:00","spotMove24hPercent":0.87,"rv24hPercent":45.34,"rv7dPercent":80.73,"rv30dPercent":61.55,"observations":{"24h":1440,"7d":10080,"30d":43200},"oneWeekAtmIvPercent":71.2,"oneWeekIvMinus7dRvPoints":-9.53,"oneWeekIvMinus24hRvPoints":25.86,"oneWeekIvMinus30dRvPoints":9.65,"coverage":null,"coveragePolicy":null,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null,"spotUnavailableReason":null},"realisedVolatilityUnavailableReason":null}