{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-21","timestamps":{"currentSnapshotAt":"2026-09-21T18:42:00+00:00","previousSnapshotAt":"2026-09-20T18:42:00+00:00","generatedAt":"2026-09-21T18:43:38+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-21","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":1790620920450,"availability":"available","unavailableReason":null,"atmIv":{"current":63.31,"previous":57.46,"change":5.85,"percentChange":10.18},"rr25":{"current":3.29,"previous":0.13,"change":3.16,"percentChange":2430.77},"bf25":{"current":5.13,"previous":4.53,"change":0.6,"percentChange":13.25}},{"tenor":"2W","targetExpiry":1791225720450,"availability":"available","unavailableReason":null,"atmIv":{"current":59.47,"previous":55.78,"change":3.69,"percentChange":6.62},"rr25":{"current":3.36,"previous":0.98,"change":2.38,"percentChange":242.86},"bf25":{"current":4.9,"previous":4.32,"change":0.58,"percentChange":13.43}},{"tenor":"1M","targetExpiry":1792608120450,"availability":"available","unavailableReason":null,"atmIv":{"current":57.79,"previous":54.88,"change":2.91,"percentChange":5.3},"rr25":{"current":3.73,"previous":2.75,"change":0.98,"percentChange":35.64},"bf25":{"current":4.33,"previous":4.41,"change":-0.08,"percentChange":-1.81}},{"tenor":"3M","targetExpiry":1797878520450,"availability":"available","unavailableReason":null,"atmIv":{"current":56.47,"previous":54.89,"change":1.58,"percentChange":2.88},"rr25":{"current":4.92,"previous":3.78,"change":1.14,"percentChange":30.16},"bf25":{"current":5.5,"previous":5.46,"change":0.04,"percentChange":0.73}},{"tenor":"6M","targetExpiry":1805740920450,"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":1813603320450,"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":1821552120450,"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 1211 (84.0972% coverage); returns spanning missing minutes are excluded"}