Published daily report data

SOL options metrics: 2026-11-08

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
08 Nov 2026, 17:31 UTC
Research information cutoff
08 Nov 2026, 17:40 UTC

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

Fixed-tenor implied volatility and skew

TenorATM IVATM ΔRR25RR25 ΔBF25BF25 Δ
1W57.02%0.84-3.39 pts0.691.66 pts0.24
2W56.01%1.24-2.54 pts0.121.59 pts0.11
1M56.10%1.71-1.70 pts-0.351.68 pts0.06
2M56.27%1.74-0.86 pts-0.141.74 pts0.05
3M56.19%1.74-0.26 pts0.181.75 pts0.05
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