Published daily report data
SOL options metrics: 2026-09-15
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 | 57.41% | -1.94 | -0.20% | -4.81 | 4.52% | -0.31 |
| 2W | 55.83% | -1.05 | 0.37% | -3.30 | 4.53% | -0.12 |
| 1M | 54.86% | -0.83 | 0.82% | -2.35 | 4.64% | -0.35 |
| 3M | 53.99% | -0.89 | 0.97% | -1.96 | 5.71% | 0.44 |
| 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 24h is incomplete: expected 1440 one-minute returns, found 1402 (97.3611% 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.