{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-05","timestamps":{"currentSnapshotAt":"2026-09-05T18:43:00+00:00","previousSnapshotAt":"2026-09-04T18:43:00+00:00","generatedAt":"2026-09-05T19:44:17+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-05","source":"Derivasys proprietary historical SVI surface database","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 published only when listed expiries bracket the target at both comparison snapshots. Targets outside either observable range are suppressed, not extrapolated; headline rankings use only supported tenors.","realisedVolatility":null},"tenors":[{"tenor":"1W","targetExpiry":1789238580195,"availability":"available","unavailableReason":null,"atmIv":{"current":50.62,"previous":48.72,"change":1.9,"percentChange":3.9},"rr25":{"current":2.25,"previous":2.44,"change":-0.19,"percentChange":-7.79},"bf25":{"current":3.49,"previous":3.26,"change":0.23,"percentChange":7.06}},{"tenor":"2W","targetExpiry":1789843380195,"availability":"available","unavailableReason":null,"atmIv":{"current":51.26,"previous":49.98,"change":1.28,"percentChange":2.56},"rr25":{"current":2.6,"previous":1.02,"change":1.58,"percentChange":154.9},"bf25":{"current":3.56,"previous":3.5,"change":0.06,"percentChange":1.71}},{"tenor":"1M","targetExpiry":1791225780195,"availability":"available","unavailableReason":null,"atmIv":{"current":51.62,"previous":50.74,"change":0.88,"percentChange":1.73},"rr25":{"current":3.2,"previous":1.72,"change":1.48,"percentChange":86.05},"bf25":{"current":4.02,"previous":4.1,"change":-0.08,"percentChange":-1.95}},{"tenor":"3M","targetExpiry":1796496180195,"availability":"available","unavailableReason":null,"atmIv":{"current":51.44,"previous":50.85,"change":0.59,"percentChange":1.16},"rr25":{"current":3.65,"previous":2.42,"change":1.23,"percentChange":50.83},"bf25":{"current":4.91,"previous":4.98,"change":-0.07,"percentChange":-1.41}},{"tenor":"6M","targetExpiry":1804358580195,"availability":"unavailable","unavailableReason":"The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}},{"tenor":"9M","targetExpiry":1812220980195,"availability":"unavailable","unavailableReason":"The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}},{"tenor":"1Y","targetExpiry":1820169780195,"availability":"unavailable","unavailableReason":"The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed.","atmIv":{"current":null,"previous":null,"change":null,"percentChange":null},"rr25":{"current":null,"previous":null,"change":null,"percentChange":null},"bf25":{"current":null,"previous":null,"change":null,"percentChange":null}}],"realisedVolatility":null,"realisedVolatilityUnavailableReason":"Canonical SOL index coverage for 24h is incomplete: expected 1440 returns, found 1405"}