Daily cross-asset options reports comparing BTC, ETH and SOL implied volatility, skew, convexity and realised volatility from the same Derivasys snapshots.
Ether and Bitcoin bracket the majors' 1W ATM implied-volatility-minus-seven-day realised-volatility spreads: Ether's one-week ATM implied volatility is 3.51 volatility points above seven-day realised volatility, while Bitcoin's one-week ATM implied volatility is 0.27 volatility points below seven-day realised volatility. The resulting cross-asset dispersion is 3.78 volatility points at the October 6 cutoff, with Solana between them. Daily options repricing diverged across the constituents, alongside derivatives-access and infrastructure news.
Ether (ETH) and Solana (SOL) defined the 1W IV minus 7D realised volatility dispersion of 4.17 volatility points at the October 5, 16:29 UTC cutoff. Ether had the highest spread and Solana the lowest when comparing one-week ATM implied volatility with seven-day realised volatility. Bitcoin stood between them, while daily changes compressed the outright 1W ATM IV range.
Ether and Solana show dispersion of 5.79 volatility points in 1W ATM implied volatility minus seven-day realised volatility, according to Derivasys data at the 4 October cutoff. Ether stands 2.58 volatility points above seven-day realised volatility, while Solana stands 3.21 volatility points below it. Bitcoin falls between these endpoints. The comparison measures implied volatility against recent realised volatility without establishing whether options are cheap or expensive.
Solana’s one-week ATM implied volatility exceeded Bitcoin’s by 24.37 volatility points, up from 23.54 points over October 2–3. Solana stood at 53.71%, versus Bitcoin at 29.34%. The comparison describes the options surface at the report cutoff; it does not establish a news catalyst or a forecast for the underlying price.
The Solana–Bitcoin one-week ATM implied-volatility gap widened 1.26 volatility points to 24.36 points over the day ending October 2 at 16:30 UTC. Bitcoin’s implied volatility declined faster than Solana’s.
Derivasys data at October 1, 16:30 UTC show the Solana–Bitcoin one-week ATM implied-volatility gap narrowing by 2.41 volatility points to 23.10 points, while the Solana–Ether skew gap widened.
