{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-06","timestamps":{"currentSnapshotAt":"2026-09-06T16:59:00+00:00","previousSnapshotAt":"2026-09-05T16:59:00+00:00","generatedAt":"2026-09-06T17:27:07+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-06","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":1789318740726,"availability":"available","unavailableReason":null,"atmIv":{"current":54.69,"previous":51.61,"change":3.08,"percentChange":5.97},"rr25":{"current":3.19,"previous":1.63,"change":1.56,"percentChange":95.71},"bf25":{"current":3.81,"previous":3.69,"change":0.12,"percentChange":3.25}},{"tenor":"2W","targetExpiry":1789923540726,"availability":"available","unavailableReason":null,"atmIv":{"current":53.84,"previous":51.7,"change":2.14,"percentChange":4.14},"rr25":{"current":3.64,"previous":2.34,"change":1.3,"percentChange":55.56},"bf25":{"current":3.98,"previous":3.86,"change":0.12,"percentChange":3.11}},{"tenor":"1M","targetExpiry":1791305940726,"availability":"available","unavailableReason":null,"atmIv":{"current":52.9,"previous":51.62,"change":1.28,"percentChange":2.48},"rr25":{"current":3.83,"previous":2.87,"change":0.96,"percentChange":33.45},"bf25":{"current":4.29,"previous":4.13,"change":0.16,"percentChange":3.87}},{"tenor":"3M","targetExpiry":1796576340726,"availability":"available","unavailableReason":null,"atmIv":{"current":51.91,"previous":51.63,"change":0.28,"percentChange":0.54},"rr25":{"current":3.69,"previous":2.59,"change":1.1,"percentChange":42.47},"bf25":{"current":4.61,"previous":4.75,"change":-0.14,"percentChange":-2.95}},{"tenor":"6M","targetExpiry":1804438740726,"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":1812301140726,"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":1820249940726,"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 7d is incomplete: expected 10080 returns, found 10045"}