{"schemaVersion":1,"asset":"SOL","reportDate":"2026-10-01","timestamps":{"currentSnapshotAt":"2026-10-01T16:30:00+00:00","previousSnapshotAt":"2026-09-30T16:30:00+00:00","generatedAt":"2026-10-01T16:32:11+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-10-01","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":1791477000675,"availability":"available","unavailableReason":null,"atmIv":{"current":53.09,"previous":56.37,"change":-3.28,"percentChange":-5.82},"rr25":{"current":2.22,"previous":2,"change":0.22,"percentChange":11},"bf25":{"current":2.58,"previous":3.38,"change":-0.8,"percentChange":-23.67}},{"tenor":"2W","targetExpiry":1792081800675,"availability":"available","unavailableReason":null,"atmIv":{"current":55.3,"previous":55.9,"change":-0.6,"percentChange":-1.07},"rr25":{"current":1.1,"previous":2.62,"change":-1.52,"percentChange":-58.02},"bf25":{"current":3.46,"previous":3.64,"change":-0.18,"percentChange":-4.95}},{"tenor":"1M","targetExpiry":1793464200675,"availability":"available","unavailableReason":null,"atmIv":{"current":54.28,"previous":55.6,"change":-1.32,"percentChange":-2.37},"rr25":{"current":2.05,"previous":3.1,"change":-1.05,"percentChange":-33.87},"bf25":{"current":3.89,"previous":3.86,"change":0.03,"percentChange":0.78}},{"tenor":"3M","targetExpiry":1798734600675,"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":1806597000675,"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":1814459400675,"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":1822408200675,"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":"2026-10-01T16:30:00+00:00","spotWindowStart":"2026-09-30T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-1.77,"rv24hPercent":49.63,"rv7dPercent":59.74,"rv30dPercent":58.3,"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":53.09,"oneWeekIvMinus7dRvPoints":-6.65,"oneWeekIvMinus24hRvPoints":3.46,"oneWeekIvMinus30dRvPoints":-5.21,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}