{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-27","timestamps":{"currentSnapshotAt":"2026-09-27T19:05:00+00:00","previousSnapshotAt":"2026-09-26T19:05:00+00:00","generatedAt":"2026-09-27T19:06:49+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-27","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":1791140700320,"availability":"available","unavailableReason":null,"atmIv":{"current":56.12,"previous":54.13,"change":1.99,"percentChange":3.68},"rr25":{"current":4.04,"previous":2.64,"change":1.4,"percentChange":53.03},"bf25":{"current":3.68,"previous":3.18,"change":0.5,"percentChange":15.72}},{"tenor":"2W","targetExpiry":1791745500320,"availability":"available","unavailableReason":null,"atmIv":{"current":55.38,"previous":54.24,"change":1.14,"percentChange":2.1},"rr25":{"current":3.02,"previous":1.78,"change":1.24,"percentChange":69.66},"bf25":{"current":3.4,"previous":3.08,"change":0.32,"percentChange":10.39}},{"tenor":"1M","targetExpiry":1793127900320,"availability":"available","unavailableReason":null,"atmIv":{"current":55.05,"previous":54.63,"change":0.42,"percentChange":0.77},"rr25":{"current":1.95,"previous":1.45,"change":0.5,"percentChange":34.48},"bf25":{"current":3.07,"previous":2.91,"change":0.16,"percentChange":5.5}},{"tenor":"3M","targetExpiry":1798398300320,"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":1806260700320,"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":1814123100320,"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":1822071900320,"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":"2026-09-27T19:05:00+00:00","spotWindowStart":"2026-09-26T19:05:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":1.39,"rv24hPercent":46.61,"rv7dPercent":62.22,"rv30dPercent":56.96,"observations":{"24h":1440,"7d":10080,"30d":43126},"coverage":{"24h":{"status":"complete","observedReturns":1440,"expectedReturns":1440,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"7d":{"status":"complete","observedReturns":10080,"expectedReturns":10080,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"30d":{"status":"partial","observedReturns":43126,"expectedReturns":43200,"coveragePercent":99.8287,"missingPriceMinutes":72,"missingIntervals":2,"largestMissingRunMinutes":37,"unavailableReason":null}},"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":56.12,"oneWeekIvMinus7dRvPoints":-6.1,"oneWeekIvMinus24hRvPoints":9.51,"oneWeekIvMinus30dRvPoints":-0.84,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}