{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-07","timestamps":{"currentSnapshotAt":"2026-09-07T16:54:00+00:00","previousSnapshotAt":"2026-09-06T16:54:00+00:00","generatedAt":"2026-09-07T17:03:03+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-07","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":1789404840265,"availability":"available","unavailableReason":null,"atmIv":{"current":53.53,"previous":54.67,"change":-1.14,"percentChange":-2.09},"rr25":{"current":-0.14,"previous":3.19,"change":-3.33,"percentChange":-104.39},"bf25":{"current":4.02,"previous":3.81,"change":0.21,"percentChange":5.51}},{"tenor":"2W","targetExpiry":1790009640265,"availability":"available","unavailableReason":null,"atmIv":{"current":53.43,"previous":53.84,"change":-0.41,"percentChange":-0.76},"rr25":{"current":0.95,"previous":3.65,"change":-2.7,"percentChange":-73.97},"bf25":{"current":3.95,"previous":3.97,"change":-0.02,"percentChange":-0.5}},{"tenor":"1M","targetExpiry":1791392040265,"availability":"available","unavailableReason":null,"atmIv":{"current":52.58,"previous":52.9,"change":-0.32,"percentChange":-0.6},"rr25":{"current":1.68,"previous":3.84,"change":-2.16,"percentChange":-56.25},"bf25":{"current":4.02,"previous":4.28,"change":-0.26,"percentChange":-6.07}},{"tenor":"3M","targetExpiry":1796662440265,"availability":"available","unavailableReason":null,"atmIv":{"current":51.68,"previous":51.91,"change":-0.23,"percentChange":-0.44},"rr25":{"current":2.59,"previous":3.69,"change":-1.1,"percentChange":-29.81},"bf25":{"current":4.93,"previous":4.61,"change":0.32,"percentChange":6.94}},{"tenor":"6M","targetExpiry":1804524840265,"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":1812387240265,"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":1820336040265,"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"}