{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-28","timestamps":{"currentSnapshotAt":"2026-09-28T13:13:00+00:00","previousSnapshotAt":"2026-09-27T13:13:00+00:00","generatedAt":"2026-09-28T16:31:53+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-28","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":1791205980708,"availability":"available","unavailableReason":null,"atmIv":{"current":57.69,"previous":56.96,"change":0.73,"percentChange":1.28},"rr25":{"current":-0.14,"previous":3.94,"change":-4.08,"percentChange":-103.55},"bf25":{"current":3.42,"previous":3.4,"change":0.02,"percentChange":0.59}},{"tenor":"2W","targetExpiry":1791810780708,"availability":"available","unavailableReason":null,"atmIv":{"current":55.89,"previous":55.74,"change":0.15,"percentChange":0.27},"rr25":{"current":0.81,"previous":2.6,"change":-1.79,"percentChange":-68.85},"bf25":{"current":3.57,"previous":2.96,"change":0.61,"percentChange":20.61}},{"tenor":"1M","targetExpiry":1793193180708,"availability":"available","unavailableReason":null,"atmIv":{"current":54.92,"previous":55.54,"change":-0.62,"percentChange":-1.12},"rr25":{"current":2.18,"previous":1.58,"change":0.6,"percentChange":37.97},"bf25":{"current":3.8,"previous":3.1,"change":0.7,"percentChange":22.58}},{"tenor":"3M","targetExpiry":1798463580708,"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":1806325980708,"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":1814188380708,"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":1822137180708,"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":"2026-09-28T13:13:00+00:00","spotWindowStart":"2026-09-27T13:13:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-2.79,"rv24hPercent":null,"rv7dPercent":61.04,"rv30dPercent":57.46,"observations":{"24h":1423,"7d":10063,"30d":43109},"coverage":{"24h":{"status":"unavailable","observedReturns":1423,"expectedReturns":1440,"coveragePercent":98.8194,"missingPriceMinutes":16,"missingIntervals":1,"largestMissingRunMinutes":16,"unavailableReason":"24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.8194% with 16 missing price minutes across 1 intervals and a largest gap of 16 minutes."},"7d":{"status":"partial","observedReturns":10063,"expectedReturns":10080,"coveragePercent":99.8313,"missingPriceMinutes":16,"missingIntervals":1,"largestMissingRunMinutes":16,"unavailableReason":null},"30d":{"status":"partial","observedReturns":43109,"expectedReturns":43200,"coveragePercent":99.7894,"missingPriceMinutes":88,"missingIntervals":3,"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":57.69,"oneWeekIvMinus7dRvPoints":-3.35,"oneWeekIvMinus24hRvPoints":null,"oneWeekIvMinus30dRvPoints":0.23,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}