Published daily report data

SOL options metrics: 2026-11-05

Structured values from the immutable published report artifact. ATM IV levels are percentages; RR25, BF25 and daily changes are volatility points.

Snapshot

Current snapshot
Previous snapshot
Unavailable
Report generated
Report market snapshot
05 Nov 2026, 17:31 UTC
Research information cutoff
05 Nov 2026, 17:47 UTC

Comparison availability and native timestamps are recorded on each research row.

Fixed-tenor implied volatility and skew

TenorATM IVATM ΔRR25RR25 ΔBF25BF25 Δ
1W62.13%11.42-0.19 pts-2.501.06 pts-0.31
2W55.64%2.860.56 pts-0.071.08 pts-0.25
1M54.36%0.900.29 pts0.191.47 pts-0.03
2MUnavailable: source_measurement_unavailable
3MUnavailable: source_measurement_unavailable
6MUnavailable: no_captured_comparable_endpoints
9MUnavailable: no_captured_comparable_endpoints
1YUnavailable: no_captured_comparable_endpoints

Realised volatility

Unavailable: See the source research JSON for realised volatility observations.

Provenance and conventions

SHA-256 verified published research data attachment

Original research data with source receipts (JSON)

  • Source report: SOL
  • RR25: 25-delta call IV minus put IV
  • BF25: BF25 = (25-delta call IV + 25-delta put IV) / 2 − ATM IV
  • Fixed tenors: 1W, 2W, 1M, 2M, 3M, 6M, 9M, 1Y