{"schemaVersion":1,"asset":"SOL","reportDate":"2026-10-06","timestamps":{"currentSnapshotAt":"2026-10-06T17:08:00+00:00","previousSnapshotAt":"2026-10-05T17:08:00+00:00","generatedAt":"2026-10-06T17:11:24+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-10-06","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":1791911280162,"availability":"available","unavailableReason":null,"atmIv":{"current":50.08,"previous":49.97,"change":0.11,"percentChange":0.22},"rr25":{"current":2.18,"previous":0.91,"change":1.27,"percentChange":139.56},"bf25":{"current":2.06,"previous":2.69,"change":-0.63,"percentChange":-23.42}},{"tenor":"2W","targetExpiry":1792516080162,"availability":"available","unavailableReason":null,"atmIv":{"current":51.42,"previous":50.99,"change":0.43,"percentChange":0.84},"rr25":{"current":2.01,"previous":1.67,"change":0.34,"percentChange":20.36},"bf25":{"current":2.39,"previous":3.09,"change":-0.7,"percentChange":-22.65}},{"tenor":"1M","targetExpiry":1793898480162,"availability":"available","unavailableReason":null,"atmIv":{"current":52.82,"previous":52,"change":0.82,"percentChange":1.58},"rr25":{"current":2.08,"previous":2.26,"change":-0.18,"percentChange":-7.96},"bf25":{"current":2.86,"previous":3.58,"change":-0.72,"percentChange":-20.11}},{"tenor":"3M","targetExpiry":1799168880162,"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":1807031280162,"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":1814893680162,"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":1822842480162,"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":"2026-10-06T17:08:00+00:00","spotWindowStart":"2026-10-05T17:08:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":0.8,"rv24hPercent":38.22,"rv7dPercent":47.43,"rv30dPercent":56,"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":50.08,"oneWeekIvMinus7dRvPoints":2.65,"oneWeekIvMinus24hRvPoints":11.86,"oneWeekIvMinus30dRvPoints":-5.92,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}