Published daily report data
SOL options metrics: 2026-09-02
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 | 53.34% | -7.61 | -0.62% | -1.41 | 3.42% | -1.47 |
| 2W | 53.55% | -7.15 | -0.26% | -1.48 | 3.62% | -1.22 |
| 1M | 53.68% | -6.50 | 0.67% | -1.15 | 4.15% | -0.69 |
| 3M | 53.44% | -4.60 | 2.33% | -0.60 | 4.95% | 0.34 |
| 6M | 53.39% | -4.11 | 2.75% | -0.47 | 5.13% | 0.57 |
| 9M | 53.37% | -3.95 | 2.89% | -0.43 | 5.19% | 0.65 |
| 1Y | 53.36% | -3.87 | 2.95% | -0.42 | 5.23% | 0.70 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV60.73%
- 7d RV66.53%
- 30d RV63.66%
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.