{"schemaVersion":1,"asset":"SOL","reportDate":"2026-10-04","timestamps":{"currentSnapshotAt":"2026-10-04T16:30:00+00:00","previousSnapshotAt":"2026-10-03T16:30:00+00:00","generatedAt":"2026-10-04T16:32:16+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-10-04","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":1791736260001,"availability":"available","unavailableReason":null,"atmIv":{"current":51.58,"previous":52.94,"change":-1.36,"percentChange":-2.57},"rr25":{"current":1.51,"previous":-0.83,"change":2.34,"percentChange":281.93},"bf25":{"current":2.43,"previous":2.25,"change":0.18,"percentChange":8}},{"tenor":"2W","targetExpiry":1792341060001,"availability":"available","unavailableReason":null,"atmIv":{"current":53.79,"previous":54.04,"change":-0.25,"percentChange":-0.46},"rr25":{"current":2.58,"previous":1.43,"change":1.15,"percentChange":80.42},"bf25":{"current":2.8,"previous":3.39,"change":-0.59,"percentChange":-17.4}},{"tenor":"1M","targetExpiry":1793723460001,"availability":"available","unavailableReason":null,"atmIv":{"current":53.99,"previous":53.32,"change":0.67,"percentChange":1.26},"rr25":{"current":3.03,"previous":2.48,"change":0.55,"percentChange":22.18},"bf25":{"current":3.03,"previous":3.48,"change":-0.45,"percentChange":-12.93}},{"tenor":"3M","targetExpiry":1798993860001,"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":1806856260001,"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":1814718660001,"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":1822667460001,"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":"2026-10-04T16:30:00+00:00","spotWindowStart":"2026-10-03T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":1.58,"rv24hPercent":25.52,"rv7dPercent":54.79,"rv30dPercent":56.2,"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":51.58,"oneWeekIvMinus7dRvPoints":-3.21,"oneWeekIvMinus24hRvPoints":26.06,"oneWeekIvMinus30dRvPoints":-4.62,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}