Published daily report data
SOL options metrics: 2026-10-18
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 57.10% | 3.46 | -4.71% | -1.29 | 4.35% | 0.47 |
| 2W | 55.33% | 1.56 | -3.20% | -1.43 | 4.72% | 0.27 |
| 1M | 54.41% | -0.27 | -0.56% | -0.58 | 5.24% | 0.60 |
| 3M | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
| 6M | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
| 9M | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
| 1Y | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV50.34%Complete: 100.00% coverage
- 7d RV64.98%Complete: 100.00% coverage
- 30d RV57.36%Complete: 100.00% coverage
Provenance and conventions
Derivasys proprietary historical SVI surface and canonical SOL index databases
- Source report: SOL
- RR25: 25-delta call IV minus 25-delta put IV
- BF25: Average 25-delta wing IV minus ATM forward IV
- Fixed tenors: 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.