{"schemaVersion":1,"asset":"SOL","reportDate":"2026-09-30","timestamps":{"currentSnapshotAt":"2026-09-30T16:30:00+00:00","previousSnapshotAt":"2026-09-29T16:31:00+00:00","generatedAt":"2026-09-30T16:31:57+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-09-30","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":1791390600154,"availability":"available","unavailableReason":null,"atmIv":{"current":56.37,"previous":59.14,"change":-2.77,"percentChange":-4.68},"rr25":{"current":2,"previous":1.93,"change":0.07,"percentChange":3.63},"bf25":{"current":3.38,"previous":3.19,"change":0.19,"percentChange":5.96}},{"tenor":"2W","targetExpiry":1791995400154,"availability":"available","unavailableReason":null,"atmIv":{"current":55.9,"previous":58.01,"change":-2.11,"percentChange":-3.64},"rr25":{"current":2.62,"previous":1.91,"change":0.71,"percentChange":37.17},"bf25":{"current":3.64,"previous":3.35,"change":0.29,"percentChange":8.66}},{"tenor":"1M","targetExpiry":1793377800154,"availability":"available","unavailableReason":null,"atmIv":{"current":55.6,"previous":56.98,"change":-1.38,"percentChange":-2.42},"rr25":{"current":3.1,"previous":1.95,"change":1.15,"percentChange":58.97},"bf25":{"current":3.86,"previous":3.59,"change":0.27,"percentChange":7.52}},{"tenor":"3M","targetExpiry":1798648200154,"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":1806510600154,"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":1814373000154,"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":1822321800154,"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":"2026-09-30T16:30:00+00:00","spotWindowStart":"2026-09-29T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":1.09,"rv24hPercent":65.84,"rv7dPercent":60.86,"rv30dPercent":58.34,"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":56.37,"oneWeekIvMinus7dRvPoints":-4.49,"oneWeekIvMinus24hRvPoints":-9.47,"oneWeekIvMinus30dRvPoints":-1.97,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}