Published daily report data
SOL options metrics: 2026-11-07
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
- 07 Nov 2026, 17:31 UTC
- Research information cutoff
- 07 Nov 2026, 18:11 UTC
Comparison availability and native timestamps are recorded on each research row.
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 56.18% | -1.06 | -4.08 pts | 0.14 | 1.42 pts | -0.18 |
| 2W | 54.77% | -1.93 | -2.66 pts | 0.10 | 1.48 pts | -0.19 |
| 1M | 54.39% | -1.11 | -1.35 pts | -0.95 | 1.62 pts | -0.21 |
| 2M | 54.53% | -0.81 | -0.72 pts | -1.09 | 1.69 pts | -0.36 |
| 3M | 54.45% | -0.94 | -0.44 pts | -1.09 | 1.70 pts | -0.32 |
| 6M | Unavailable: no_captured_comparable_endpoints | |||||
| 9M | Unavailable: no_captured_comparable_endpoints | |||||
| 1Y | Unavailable: 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