Published daily report data
SOL options metrics: 2026-10-31
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 | 64.07% | -5.57 | -4.77% | 0.63 | 1.78% | 0.43 |
| 2W | 61.51% | -3.50 | -3.50% | 1.10 | 1.95% | 0.49 |
| 1M | 57.17% | -1.15 | -2.78% | 0.65 | 1.91% | 0.26 |
| 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 RV39.93%Complete: 100.00% coverage
- 7d RV56.82%Complete: 100.00% coverage
- 30d RV55.02%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: (iv25Call + iv25Put) / 2 - ivAtm
- 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.