{"schemaVersion":1,"asset":"SOL","reportDate":"2026-10-03","timestamps":{"currentSnapshotAt":"2026-10-03T17:58:00+00:00","previousSnapshotAt":"2026-10-02T17:58:00+00:00","generatedAt":"2026-10-03T18:00:22+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-10-03","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":1791655080293,"availability":"available","unavailableReason":null,"atmIv":{"current":53.71,"previous":52.07,"change":1.64,"percentChange":3.15},"rr25":{"current":-0.01,"previous":1.27,"change":-1.28,"percentChange":-100.79},"bf25":{"current":1.95,"previous":1.61,"change":0.34,"percentChange":21.12}},{"tenor":"2W","targetExpiry":1792259880293,"availability":"available","unavailableReason":null,"atmIv":{"current":54.73,"previous":52.93,"change":1.8,"percentChange":3.4},"rr25":{"current":1.43,"previous":2.53,"change":-1.1,"percentChange":-43.48},"bf25":{"current":2.91,"previous":2.39,"change":0.52,"percentChange":21.76}},{"tenor":"1M","targetExpiry":1793642280293,"availability":"available","unavailableReason":null,"atmIv":{"current":53.23,"previous":53.69,"change":-0.46,"percentChange":-0.86},"rr25":{"current":2.98,"previous":3.29,"change":-0.31,"percentChange":-9.42},"bf25":{"current":3.5,"previous":2.91,"change":0.59,"percentChange":20.27}},{"tenor":"3M","targetExpiry":1798912680293,"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":1806775080293,"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":1814637480293,"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":1822586280293,"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":"2026-10-03T17:58:00+00:00","spotWindowStart":"2026-10-02T17:58:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":0.29,"rv24hPercent":36.09,"rv7dPercent":56.67,"rv30dPercent":57.58,"observations":{"24h":1440,"7d":10080,"30d":43200},"coverage":{"24h":{"status":"complete","observedReturns":1440,"expectedReturns":1440,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"7d":{"status":"complete","observedReturns":10080,"expectedReturns":10080,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"unavailableReason":null},"30d":{"status":"complete","observedReturns":43200,"expectedReturns":43200,"coveragePercent":100,"missingPriceMinutes":0,"missingIntervals":0,"largestMissingRunMinutes":0,"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":53.71,"oneWeekIvMinus7dRvPoints":-2.96,"oneWeekIvMinus24hRvPoints":17.62,"oneWeekIvMinus30dRvPoints":-3.87,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}