Published daily report data
SOL options metrics: 2026-08-31
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 | 66.67% | -5.10 | 1.11% | -3.77 | 4.59% | -1.05 |
| 2W | 65.11% | -4.56 | 2.31% | -1.92 | 4.51% | -1.34 |
| 1M | 63.58% | -3.86 | 3.36% | -2.73 | 4.74% | -1.09 |
| 3M | 59.26% | -1.30 | 3.88% | -1.25 | 5.32% | 0.01 |
| 6M | 58.15% | -0.59 | 4.01% | -0.86 | 5.47% | 0.28 |
| 9M | 57.77% | -0.35 | 4.06% | -0.72 | 5.54% | 0.40 |
| 1Y | 57.58% | -0.23 | 4.08% | -0.66 | 5.56% | 0.44 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV67.99%
- 7d RV72.93%
- 30d RV62.68%
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.