{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-24","timestamps":{"currentSnapshotAt":"2026-09-24T16:30:00+00:00","previousSnapshotAt":"2026-09-23T16:30:00+00:00","generatedAt":"2026-09-24T16:31:40+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-24","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":1790872200591,"availability":"available","unavailableReason":null,"atmIv":{"current":57.85,"previous":57.76,"change":0.09,"percentChange":0.16},"rr25":{"current":5.86,"previous":2.26,"change":3.6,"percentChange":159.29},"bf25":{"current":4,"previous":3.66,"change":0.34,"percentChange":9.29}},{"tenor":"2W","targetExpiry":1791477000591,"availability":"available","unavailableReason":null,"atmIv":{"current":58.21,"previous":57.14,"change":1.07,"percentChange":1.87},"rr25":{"current":4.02,"previous":2.43,"change":1.59,"percentChange":65.43},"bf25":{"current":4.28,"previous":4.03,"change":0.25,"percentChange":6.2}},{"tenor":"1M","targetExpiry":1792859400591,"availability":"available","unavailableReason":null,"atmIv":{"current":56.92,"previous":56.9,"change":0.02,"percentChange":0.04},"rr25":{"current":5.15,"previous":2.66,"change":2.49,"percentChange":93.61},"bf25":{"current":4.23,"previous":4.36,"change":-0.13,"percentChange":-2.98}},{"tenor":"3M","targetExpiry":1798129800591,"availability":"available","unavailableReason":null,"atmIv":{"current":55.2,"previous":54.81,"change":0.39,"percentChange":0.71},"rr25":{"current":5.26,"previous":3.88,"change":1.38,"percentChange":35.57},"bf25":{"current":4.9,"previous":4.64,"change":0.26,"percentChange":5.6}},{"tenor":"6M","targetExpiry":1805992200591,"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":1813854600591,"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":1821803400591,"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 9824 (97.4603% coverage); returns spanning missing minutes are excluded"}