{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-11","timestamps":{"currentSnapshotAt":"2026-09-11T16:29:00+00:00","previousSnapshotAt":"2026-09-10T16:29:00+00:00","generatedAt":"2026-09-11T16:45:49+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-11","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":1789748940975,"availability":"available","unavailableReason":null,"atmIv":{"current":50.46,"previous":53.26,"change":-2.8,"percentChange":-5.26},"rr25":{"current":4.05,"previous":-0.46,"change":4.51,"percentChange":980.43},"bf25":{"current":3.99,"previous":4.16,"change":-0.17,"percentChange":-4.09}},{"tenor":"2W","targetExpiry":1790353740975,"availability":"available","unavailableReason":null,"atmIv":{"current":50.74,"previous":52.54,"change":-1.8,"percentChange":-3.43},"rr25":{"current":5.41,"previous":-0.11,"change":5.52,"percentChange":5018.18},"bf25":{"current":3.69,"previous":3.89,"change":-0.2,"percentChange":-5.14}},{"tenor":"1M","targetExpiry":1791736140975,"availability":"available","unavailableReason":null,"atmIv":{"current":52.26,"previous":52.05,"change":0.21,"percentChange":0.4},"rr25":{"current":3.07,"previous":0.54,"change":2.53,"percentChange":468.52},"bf25":{"current":3.83,"previous":3.76,"change":0.07,"percentChange":1.86}},{"tenor":"3M","targetExpiry":1797006540975,"availability":"available","unavailableReason":null,"atmIv":{"current":51.8,"previous":51.5,"change":0.3,"percentChange":0.58},"rr25":{"current":2.96,"previous":2.15,"change":0.81,"percentChange":37.67},"bf25":{"current":4.54,"previous":4.11,"change":0.43,"percentChange":10.46}},{"tenor":"6M","targetExpiry":1804868940975,"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":1812731340975,"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":1820680140975,"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 one-minute returns, found 10044 (99.6429% coverage); returns spanning missing minutes are excluded"}