Published daily report data

SOL options metrics: 2026-11-09

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
09 Nov 2026, 17:31 UTC
Research information cutoff
09 Nov 2026, 17:59 UTC

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

Fixed-tenor implied volatility and skew

TenorATM IVATM ΔRR25RR25 ΔBF25BF25 Δ
1W61.73%4.71-2.87 pts0.521.59 pts-0.07
2W59.02%3.01-2.00 pts0.541.60 pts0.01
1M57.18%1.08-1.65 pts0.051.80 pts0.12
2M56.42%0.15-1.25 pts-0.391.86 pts0.12
3M56.01%-0.18-0.89 pts-0.631.83 pts0.08
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