{"schemaVersion":1,"asset":"SOL","reportDate":"2026-10-07","timestamps":{"currentSnapshotAt":"2026-10-07T16:30:00+00:00","previousSnapshotAt":"2026-10-06T16:30:00+00:00","generatedAt":"2026-10-07T16:32:35+00:00"},"comparison":{"status":"available","note":null},"provenance":{"reportArtifact":"published daily report","sourceReport":"SOL","sourceReportHref":"/reports/sol/2026-10-07","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":1791995400307,"availability":"available","unavailableReason":null,"atmIv":{"current":51.97,"previous":50.24,"change":1.73,"percentChange":3.44},"rr25":{"current":0.97,"previous":1.99,"change":-1.02,"percentChange":-51.26},"bf25":{"current":3.71,"previous":1.87,"change":1.84,"percentChange":98.4}},{"tenor":"2W","targetExpiry":1792600200307,"availability":"available","unavailableReason":null,"atmIv":{"current":50.85,"previous":51.36,"change":-0.51,"percentChange":-0.99},"rr25":{"current":2.12,"previous":2.12,"change":0,"percentChange":0},"bf25":{"current":3.68,"previous":2.3,"change":1.38,"percentChange":60}},{"tenor":"1M","targetExpiry":1793982600307,"availability":"available","unavailableReason":null,"atmIv":{"current":50.79,"previous":52.54,"change":-1.75,"percentChange":-3.33},"rr25":{"current":2.71,"previous":2.6,"change":0.11,"percentChange":4.23},"bf25":{"current":3.73,"previous":2.88,"change":0.85,"percentChange":29.51}},{"tenor":"3M","targetExpiry":1799253000307,"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":1807115400307,"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":1814977800307,"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":1822926600307,"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":"2026-10-07T16:30:00+00:00","spotWindowStart":"2026-10-06T16:30:00+00:00","spotMetric":"spot-index return","spotUnit":"percent","spotMove24hPercent":-3.08,"rv24hPercent":46.04,"rv7dPercent":44.11,"rv30dPercent":55.89,"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":51.97,"oneWeekIvMinus7dRvPoints":7.86,"oneWeekIvMinus24hRvPoints":5.93,"oneWeekIvMinus30dRvPoints":-3.92,"oneWeekIvTo7dRvRatio":null,"spreadPercentile":null},"realisedVolatilityUnavailableReason":null}