{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-12","timestamps":{"currentSnapshotAt":"2026-09-12T16:29:00+00:00","previousSnapshotAt":"2026-09-11T16:29:00+00:00","generatedAt":"2026-09-12T16:40:31+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-12","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":1789835340867,"availability":"available","unavailableReason":null,"atmIv":{"current":50.01,"previous":50.46,"change":-0.45,"percentChange":-0.89},"rr25":{"current":4.5,"previous":4.05,"change":0.45,"percentChange":11.11},"bf25":{"current":3.68,"previous":3.99,"change":-0.31,"percentChange":-7.77}},{"tenor":"2W","targetExpiry":1790440140867,"availability":"available","unavailableReason":null,"atmIv":{"current":51.38,"previous":50.74,"change":0.64,"percentChange":1.26},"rr25":{"current":4.49,"previous":5.41,"change":-0.92,"percentChange":-17.01},"bf25":{"current":3.25,"previous":3.69,"change":-0.44,"percentChange":-11.92}},{"tenor":"1M","targetExpiry":1791822540867,"availability":"available","unavailableReason":null,"atmIv":{"current":52.58,"previous":52.26,"change":0.32,"percentChange":0.61},"rr25":{"current":3.36,"previous":3.07,"change":0.29,"percentChange":9.45},"bf25":{"current":3.84,"previous":3.83,"change":0.01,"percentChange":0.26}},{"tenor":"3M","targetExpiry":1797092940867,"availability":"available","unavailableReason":null,"atmIv":{"current":51.94,"previous":51.8,"change":0.14,"percentChange":0.27},"rr25":{"current":2.98,"previous":2.96,"change":0.02,"percentChange":0.68},"bf25":{"current":4.78,"previous":4.54,"change":0.24,"percentChange":5.29}},{"tenor":"6M","targetExpiry":1804955340867,"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":1812817740867,"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":1820766540867,"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 30d is incomplete: expected 43200 one-minute returns, found 43164 (99.9167% coverage); returns spanning missing minutes are excluded"}