Published daily report data
SOL options metrics: 2026-09-01
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 | 55.40% | -10.73 | -0.50% | -1.90 | 3.16% | -1.46 |
| 2W | 55.35% | -9.74 | 0.32% | -2.84 | 3.68% | -0.92 |
| 1M | 55.36% | -8.38 | 1.38% | -2.82 | 4.50% | -0.32 |
| 3M | 55.00% | -5.01 | 2.58% | -1.28 | 5.28% | 0.12 |
| 6M | 54.91% | -4.15 | 2.87% | -0.90 | 5.47% | 0.22 |
| 9M | 54.88% | -3.86 | 2.97% | -0.77 | 5.53% | 0.25 |
| 1Y | 54.86% | -3.71 | 3.02% | -0.71 | 5.58% | 0.27 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV55.72%
- 7d RV66.80%
- 30d RV63.28%
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.