{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-29","timestamps":{"currentSnapshotAt":"2026-09-29T21:59:00+00:00","previousSnapshotAt":"2026-09-28T21:59:00+00:00","generatedAt":"2026-09-29T22:01:53+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-29","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":1791323940382,"availability":"available","unavailableReason":null,"atmIv":{"current":56.45,"previous":56.91,"change":-0.46,"percentChange":-0.81},"rr25":{"current":2.49,"previous":-1.12,"change":3.61,"percentChange":322.32},"bf25":{"current":3.77,"previous":3.68,"change":0.09,"percentChange":2.45}},{"tenor":"2W","targetExpiry":1791928740382,"availability":"available","unavailableReason":null,"atmIv":{"current":55.8,"previous":55.17,"change":0.63,"percentChange":1.14},"rr25":{"current":2.59,"previous":-0.15,"change":2.74,"percentChange":1826.67},"bf25":{"current":3.75,"previous":3.67,"change":0.08,"percentChange":2.18}},{"tenor":"1M","targetExpiry":1793311140382,"availability":"available","unavailableReason":null,"atmIv":{"current":55.5,"previous":54.44,"change":1.06,"percentChange":1.95},"rr25":{"current":2.48,"previous":0.89,"change":1.59,"percentChange":178.65},"bf25":{"current":3.84,"previous":3.77,"change":0.07,"percentChange":1.86}},{"tenor":"3M","targetExpiry":1798581540382,"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":1806443940382,"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":1814306340382,"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":1822255140382,"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":"2026-09-29T21:59:00+00:00","spotWindowStart":"2026-09-28T21:59:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":1.03,"rv24hPercent":58.62,"rv7dPercent":60.39,"rv30dPercent":58.29,"observations":{"24h":1440,"7d":10063,"30d":43109},"coverage":{"24h":{"status":"complete","observedReturns":1440,"expectedReturns":1440,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"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":56.45,"oneWeekIvMinus7dRvPoints":-3.94,"oneWeekIvMinus24hRvPoints":-2.17,"oneWeekIvMinus30dRvPoints":-1.84,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}