{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-23","timestamps":{"currentSnapshotAt":"2026-09-23T19:20:00+00:00","previousSnapshotAt":"2026-09-22T19:20:00+00:00","generatedAt":"2026-09-23T19:21:44+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-23","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":1790796000527,"availability":"available","unavailableReason":null,"atmIv":{"current":56.08,"previous":60.41,"change":-4.33,"percentChange":-7.17},"rr25":{"current":3.55,"previous":5.21,"change":-1.66,"percentChange":-31.86},"bf25":{"current":3.89,"previous":4.01,"change":-0.12,"percentChange":-2.99}},{"tenor":"2W","targetExpiry":1791400800527,"availability":"available","unavailableReason":null,"atmIv":{"current":56.09,"previous":58.47,"change":-2.38,"percentChange":-4.07},"rr25":{"current":3.26,"previous":4.75,"change":-1.49,"percentChange":-31.37},"bf25":{"current":4.2,"previous":4.23,"change":-0.03,"percentChange":-0.71}},{"tenor":"1M","targetExpiry":1792783200527,"availability":"available","unavailableReason":null,"atmIv":{"current":56.31,"previous":57.13,"change":-0.82,"percentChange":-1.44},"rr25":{"current":3.1,"previous":4.16,"change":-1.06,"percentChange":-25.48},"bf25":{"current":4.46,"previous":4.42,"change":0.04,"percentChange":0.9}},{"tenor":"3M","targetExpiry":1798053600527,"availability":"available","unavailableReason":null,"atmIv":{"current":54.66,"previous":54.95,"change":-0.29,"percentChange":-0.53},"rr25":{"current":4.36,"previous":4.08,"change":0.28,"percentChange":6.86},"bf25":{"current":4.9,"previous":5.2,"change":-0.3,"percentChange":-5.77}},{"tenor":"6M","targetExpiry":1805916000527,"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":1813778400527,"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":1821727200527,"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 1415 (98.2639% coverage); returns spanning missing minutes are excluded"}