{"schemaVersion":1,"asset":"SOL","reportDate":"2026-10-05","timestamps":{"currentSnapshotAt":"2026-10-05T16:29:00+00:00","previousSnapshotAt":"2026-10-04T16:29:00+00:00","generatedAt":"2026-10-05T16:32:16+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-10-05","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":1791822540149,"availability":"available","unavailableReason":null,"atmIv":{"current":50.04,"previous":51.57,"change":-1.53,"percentChange":-2.97},"rr25":{"current":1.05,"previous":1.51,"change":-0.46,"percentChange":-30.46},"bf25":{"current":2.75,"previous":2.43,"change":0.32,"percentChange":13.17}},{"tenor":"2W","targetExpiry":1792427340149,"availability":"available","unavailableReason":null,"atmIv":{"current":51.12,"previous":53.79,"change":-2.67,"percentChange":-4.96},"rr25":{"current":1.55,"previous":2.58,"change":-1.03,"percentChange":-39.92},"bf25":{"current":3.09,"previous":2.8,"change":0.29,"percentChange":10.36}},{"tenor":"1M","targetExpiry":1793809740149,"availability":"available","unavailableReason":null,"atmIv":{"current":52.1,"previous":53.99,"change":-1.89,"percentChange":-3.5},"rr25":{"current":2.24,"previous":3.03,"change":-0.79,"percentChange":-26.07},"bf25":{"current":3.54,"previous":3.03,"change":0.51,"percentChange":16.83}},{"tenor":"3M","targetExpiry":1799080140149,"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":1806942540149,"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":1814804940149,"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":1822753740149,"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":"2026-10-05T16:29:00+00:00","spotWindowStart":"2026-10-04T16:29:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-1.99,"rv24hPercent":42.92,"rv7dPercent":51.21,"rv30dPercent":56.47,"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":50.04,"oneWeekIvMinus7dRvPoints":-1.17,"oneWeekIvMinus24hRvPoints":7.12,"oneWeekIvMinus30dRvPoints":-6.43,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}