{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-15","timestamps":{"currentSnapshotAt":"2026-09-15T21:01:00+00:00","previousSnapshotAt":"2026-09-14T21:01:00+00:00","generatedAt":"2026-09-15T21:01:41+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-15","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":1790110860677,"availability":"available","unavailableReason":null,"atmIv":{"current":57.41,"previous":59.35,"change":-1.94,"percentChange":-3.27},"rr25":{"current":-0.2,"previous":4.61,"change":-4.81,"percentChange":-104.34},"bf25":{"current":4.52,"previous":4.83,"change":-0.31,"percentChange":-6.42}},{"tenor":"2W","targetExpiry":1790715660677,"availability":"available","unavailableReason":null,"atmIv":{"current":55.83,"previous":56.88,"change":-1.05,"percentChange":-1.85},"rr25":{"current":0.37,"previous":3.67,"change":-3.3,"percentChange":-89.92},"bf25":{"current":4.53,"previous":4.65,"change":-0.12,"percentChange":-2.58}},{"tenor":"1M","targetExpiry":1792098060677,"availability":"available","unavailableReason":null,"atmIv":{"current":54.86,"previous":55.69,"change":-0.83,"percentChange":-1.49},"rr25":{"current":0.82,"previous":3.17,"change":-2.35,"percentChange":-74.13},"bf25":{"current":4.64,"previous":4.99,"change":-0.35,"percentChange":-7.01}},{"tenor":"3M","targetExpiry":1797368460677,"availability":"available","unavailableReason":null,"atmIv":{"current":53.99,"previous":54.88,"change":-0.89,"percentChange":-1.62},"rr25":{"current":0.97,"previous":2.93,"change":-1.96,"percentChange":-66.89},"bf25":{"current":5.71,"previous":5.27,"change":0.44,"percentChange":8.35}},{"tenor":"6M","targetExpiry":1805230860677,"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":1813093260677,"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":1821042060677,"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 24h is incomplete: expected 1440 one-minute returns, found 1402 (97.3611% coverage); returns spanning missing minutes are excluded"}