Published daily report data
SOL options metrics: 2026-09-14
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 | 57.12% | 3.20 | 3.10% | 1.21 | 4.30% | -0.01 |
| 2W | 55.35% | 2.39 | 2.96% | 0.93 | 4.42% | 0.53 |
| 1M | 54.35% | 0.71 | 2.82% | 0.72 | 4.92% | 1.18 |
| 3M | 53.46% | 0.73 | 2.92% | 0.06 | 5.52% | 0.98 |
| 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 30d is incomplete: expected 43200 one-minute returns, found 43164 (99.9167% coverage); returns spanning missing minutes are excluded.
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.