{"schemaVersion":1,"asset":"SOL","reportDate":"2026-10-02","timestamps":{"currentSnapshotAt":"2026-10-02T16:30:00+00:00","previousSnapshotAt":"2026-10-01T16:30:00+00:00","generatedAt":"2026-10-02T16:33:42+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-10-02","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":1791563400097,"availability":"available","unavailableReason":null,"atmIv":{"current":52.98,"previous":53.09,"change":-0.11,"percentChange":-0.21},"rr25":{"current":1.69,"previous":2.22,"change":-0.53,"percentChange":-23.87},"bf25":{"current":1.61,"previous":2.58,"change":-0.97,"percentChange":-37.6}},{"tenor":"2W","targetExpiry":1792168200097,"availability":"available","unavailableReason":null,"atmIv":{"current":54.11,"previous":55.3,"change":-1.19,"percentChange":-2.15},"rr25":{"current":2.23,"previous":1.1,"change":1.13,"percentChange":102.73},"bf25":{"current":2.49,"previous":3.46,"change":-0.97,"percentChange":-28.03}},{"tenor":"1M","targetExpiry":1793550600097,"availability":"available","unavailableReason":null,"atmIv":{"current":54.36,"previous":54.28,"change":0.08,"percentChange":0.15},"rr25":{"current":3.09,"previous":2.05,"change":1.04,"percentChange":50.73},"bf25":{"current":2.63,"previous":3.89,"change":-1.26,"percentChange":-32.39}},{"tenor":"3M","targetExpiry":1798821000097,"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":1806683400097,"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":1814545800097,"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":1822494600097,"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":"2026-10-02T16:30:00+00:00","spotWindowStart":"2026-10-01T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":2.12,"rv24hPercent":null,"rv7dPercent":null,"rv30dPercent":null,"observations":{"24h":1183,"7d":9806,"30d":42852},"coverage":{"24h":{"status":"unavailable","observedReturns":1183,"expectedReturns":1440,"coveragePercent":82.1528,"missingPriceMinutes":255,"missingIntervals":2,"largestMissingRunMinutes":247,"unavailableReason":"24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 82.1528% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes."},"7d":{"status":"unavailable","observedReturns":9806,"expectedReturns":10080,"coveragePercent":97.2817,"missingPriceMinutes":271,"missingIntervals":3,"largestMissingRunMinutes":247,"unavailableReason":"7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.2817% with 271 missing price minutes across 3 intervals and a largest gap of 247 minutes."},"30d":{"status":"unavailable","observedReturns":42852,"expectedReturns":43200,"coveragePercent":99.1944,"missingPriceMinutes":343,"missingIntervals":5,"largestMissingRunMinutes":247,"unavailableReason":"30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.1944% with 343 missing price minutes across 5 intervals and a largest gap of 247 minutes."}},"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":52.98,"oneWeekIvMinus7dRvPoints":null,"oneWeekIvMinus24hRvPoints":null,"oneWeekIvMinus30dRvPoints":null,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}