{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-16","timestamps":{"currentSnapshotAt":"2026-09-16T16:30:00+00:00","previousSnapshotAt":"2026-09-15T16:30:00+00:00","generatedAt":"2026-09-16T16:31:08+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-16","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":1790181000543,"availability":"available","unavailableReason":null,"atmIv":{"current":54.33,"previous":56.47,"change":-2.14,"percentChange":-3.79},"rr25":{"current":1.11,"previous":0.82,"change":0.29,"percentChange":35.37},"bf25":{"current":4.57,"previous":5.12,"change":-0.55,"percentChange":-10.74}},{"tenor":"2W","targetExpiry":1790785800543,"availability":"available","unavailableReason":null,"atmIv":{"current":54.12,"previous":55.36,"change":-1.24,"percentChange":-2.24},"rr25":{"current":1.24,"previous":1.23,"change":0.01,"percentChange":0.81},"bf25":{"current":4.7,"previous":4.89,"change":-0.19,"percentChange":-3.89}},{"tenor":"1M","targetExpiry":1792168200543,"availability":"available","unavailableReason":null,"atmIv":{"current":54.2,"previous":55.47,"change":-1.27,"percentChange":-2.29},"rr25":{"current":1.34,"previous":1.37,"change":-0.03,"percentChange":-2.19},"bf25":{"current":4.9,"previous":4.63,"change":0.27,"percentChange":5.83}},{"tenor":"3M","targetExpiry":1797438600543,"availability":"available","unavailableReason":null,"atmIv":{"current":54.67,"previous":54.48,"change":0.19,"percentChange":0.35},"rr25":{"current":2.1,"previous":2.29,"change":-0.19,"percentChange":-8.3},"bf25":{"current":5.1,"previous":5.89,"change":-0.79,"percentChange":-13.41}},{"tenor":"6M","targetExpiry":1805301000543,"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":1813163400543,"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":1821112200543,"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 10042 (99.6230% coverage); returns spanning missing minutes are excluded"}