Published daily report data
SOL options metrics: 2026-09-07
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 | 53.53% | -1.14 | -0.14% | -3.33 | 4.02% | 0.21 |
| 2W | 53.43% | -0.41 | 0.95% | -2.70 | 3.95% | -0.02 |
| 1M | 52.58% | -0.32 | 1.68% | -2.16 | 4.02% | -0.26 |
| 3M | 51.68% | -0.23 | 2.59% | -1.10 | 4.93% | 0.32 |
| 6M | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
| 9M | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
| 1Y | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
Realised volatility
Unavailable: Canonical SOL index coverage for 7d is incomplete: expected 10080 returns, found 10045.
Provenance and conventions
Derivasys proprietary historical SVI surface database
- 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 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.