Published daily report data
SOL options metrics: 2026-08-30
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 | 72.36% | 2.56 | 4.66% | 2.73 | 4.98% | -0.29 |
| 2W | 69.95% | -0.33 | 5.44% | 4.02 | 5.44% | -0.74 |
| 1M | 67.05% | 0.35 | 5.00% | 4.02 | 5.12% | -0.76 |
| 3M | 61.38% | 0.42 | 3.45% | 0.18 | 4.85% | -0.84 |
| 6M | 59.90% | 0.43 | 3.03% | -0.87 | 4.79% | -0.83 |
| 9M | 59.40% | 0.44 | 2.89% | -1.23 | 4.77% | -0.83 |
| 1Y | 59.14% | 0.43 | 2.81% | -1.42 | 4.77% | -0.80 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV41.65%
- 7d RV76.46%
- 30d RV61.57%
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.