{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-26","timestamps":{"currentSnapshotAt":"2026-09-26T18:31:00+00:00","previousSnapshotAt":"2026-09-25T18:31:00+00:00","generatedAt":"2026-09-26T18:33:15+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-26","source":"Derivasys proprietary historical SVI surface and canonical SOL index databases","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":"Annualised root-mean-square of one-minute canonical SOL-USD index log returns using a 365-day basis; all windows end at the current snapshot."},"tenors":[{"tenor":"1W","targetExpiry":1791052260546,"availability":"available","unavailableReason":null,"atmIv":{"current":53.83,"previous":55.22,"change":-1.39,"percentChange":-2.52},"rr25":{"current":3.03,"previous":6.37,"change":-3.34,"percentChange":-52.43},"bf25":{"current":3.07,"previous":4.05,"change":-0.98,"percentChange":-24.2}},{"tenor":"2W","targetExpiry":1791657060546,"availability":"available","unavailableReason":null,"atmIv":{"current":54.22,"previous":54.62,"change":-0.4,"percentChange":-0.73},"rr25":{"current":2.23,"previous":3.97,"change":-1.74,"percentChange":-43.83},"bf25":{"current":2.93,"previous":3.75,"change":-0.82,"percentChange":-21.87}},{"tenor":"1M","targetExpiry":1793039460546,"availability":"available","unavailableReason":null,"atmIv":{"current":54.7,"previous":54.42,"change":0.28,"percentChange":0.51},"rr25":{"current":1.43,"previous":3.35,"change":-1.92,"percentChange":-57.31},"bf25":{"current":2.83,"previous":3.65,"change":-0.82,"percentChange":-22.47}},{"tenor":"3M","targetExpiry":1798309860546,"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":"6M","targetExpiry":1806172260546,"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":1814034660546,"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":1821983460546,"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":{"source":"canonical/SOL-USDC-INDEX (DERIBIT and OKX indexes)","fallbackObservations":0,"fallbackPolicy":"Missing canonical minutes use the stored Deribit index first, then the stored OKX index; canonical bars always take precedence.","samplingInterval":"1 minute","annualizationBasis":"365 days","windowEnd":"2026-09-26T18:31:00+00:00","spotWindowStart":"2026-09-25T18:31:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-0.5,"rv24hPercent":42.28,"rv7dPercent":null,"rv30dPercent":null,"observations":{"24h":1440,"7d":10010,"30d":43056},"coverage":{"24h":{"status":"complete","observedReturns":1440,"expectedReturns":1440,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"7d":{"status":"unavailable","observedReturns":10010,"expectedReturns":10080,"coveragePercent":99.3056,"missingPriceMinutes":68,"missingIntervals":2,"largestMissingRunMinutes":67,"unavailableReason":"7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3056% with 68 missing price minutes across 2 intervals and a largest gap of 67 minutes."},"30d":{"status":"unavailable","observedReturns":43056,"expectedReturns":43200,"coveragePercent":99.6667,"missingPriceMinutes":140,"missingIntervals":4,"largestMissingRunMinutes":67,"unavailableReason":"30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.6667% with 140 missing price minutes across 4 intervals and a largest gap of 67 minutes."}},"coveragePolicy":{"version":"observed-minute-returns-v1","minimumCoveragePercent":99.5,"minimumCoveragePercentByWindow":{"24h":99.5,"7d":99.5,"30d":99.5},"maximumMissingRunMinutes":60,"methodology":"Each RV window qualifies independently. RV annualises the mean squared observed one-minute log return; returns spanning gaps are excluded, not interpolated or zero-filled. Partial estimates assume observed minutes are representative and may miss volatility during gaps."},"spotUnavailableReason":null,"oneWeekAtmIvPercent":53.83,"oneWeekIvMinus7dRvPoints":null,"oneWeekIvMinus24hRvPoints":11.55,"oneWeekIvMinus30dRvPoints":null,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}