{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-17","timestamps":{"currentSnapshotAt":"2026-09-17T16:39:00+00:00","previousSnapshotAt":"2026-09-16T16:39:00+00:00","generatedAt":"2026-09-17T16:40:43+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-17","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":1790267940948,"availability":"available","unavailableReason":null,"atmIv":{"current":50.11,"previous":54.38,"change":-4.27,"percentChange":-7.85},"rr25":{"current":3.87,"previous":1.04,"change":2.83,"percentChange":272.12},"bf25":{"current":4.43,"previous":4.58,"change":-0.15,"percentChange":-3.28}},{"tenor":"2W","targetExpiry":1790872740948,"availability":"available","unavailableReason":null,"atmIv":{"current":52.12,"previous":54.17,"change":-2.05,"percentChange":-3.78},"rr25":{"current":3.1,"previous":1.25,"change":1.85,"percentChange":148},"bf25":{"current":4.38,"previous":4.67,"change":-0.29,"percentChange":-6.21}},{"tenor":"1M","targetExpiry":1792255140948,"availability":"available","unavailableReason":null,"atmIv":{"current":54.91,"previous":54.27,"change":0.64,"percentChange":1.18},"rr25":{"current":3.41,"previous":1.39,"change":2.02,"percentChange":145.32},"bf25":{"current":4.71,"previous":4.83,"change":-0.12,"percentChange":-2.48}},{"tenor":"3M","targetExpiry":1797525540948,"availability":"available","unavailableReason":null,"atmIv":{"current":55.87,"previous":54.62,"change":1.25,"percentChange":2.29},"rr25":{"current":2.9,"previous":2.05,"change":0.85,"percentChange":41.46},"bf25":{"current":5.12,"previous":5.11,"change":0.01,"percentChange":0.2}},{"tenor":"6M","targetExpiry":1805387940948,"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":1813250340948,"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":1821199140948,"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"}