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Market intelligence analysis

SOL At-the-Money Volatility Falls as One-Month Skew Turns Put-Favoring

Derivasys reports a sharp decline in SOL one-month at-the-money implied volatility. A separate one-month risk-reversal observation shows put implied volatility moving above call implied volatility, adding a contrasting wing-pricing signal without establishing a shared cause or broader market direction.

Published Observed
SOL

01

At-the-money uncertainty reprices lower

The primary observation records a sharp fall in one-month at-the-money implied volatility. This indicates cheaper implied pricing for uncertainty at that tenor, but does not establish a broader change across maturities or the options surface.

EvidenceDerivasys: SOL 1M ATM implied volatility fell

02

One-month skew shifts toward puts

A separately approved one-month risk-reversal observation shows call implied volatility falling relative to put implied volatility, leaving puts richer on that comparison. Read alongside the lower at-the-money measure, it suggests different repricing across the center and wings of the surface; the observations have separate clocks and do not establish a common cause.

EvidenceDerivasys: SOL 1M RR25 fell

Measurements

Original measurements.

  • SOL 1M ATM IV changed -2.52 volatility points.

Evidence

Sources.

  1. SOL 1M ATM implied volatility fellDerivasys

    Evidence timestamp .

    Source URL unavailable
  2. SOL 1M RR25 fellDerivasys

    Evidence timestamp .

    Source URL unavailable