24-hour Solana surface comparison
Daily Derivasys SOL options reports, combining 24-hour ATM IV, RR25, BF25 and fitted-smile changes with realised volatility and linked market context.
SOL daily archive
46 reports
Solana 1W ATM IV moved higher by 7.16 volatility points to 54.04% versus the prior daily cutoff. According to Derivasys, this was Solana's largest supported standard-tenor ATM IV change in the daily comparison, marking a rise in volatility implied by options near the underlying price.
Solana's 1M call-minus-put RR25 declined 2.55 volatility points from +3.81 to +1.26 between the October 11 and October 12 cutoffs at 16:30 UTC. Calls retained a positive volatility advantage over puts. The absolute daily skew adjustment matched or exceeded all 30 prior comparable moves in the supplied September 11–October 11 history, alongside declines in front-end ATM implied volatility.
Solana 2W ATM IV rose 3.19 volatility points to 51.94%, marking its largest supported fixed-tenor ATM IV increase. Solana 2W ATM IV stood at 48.75% at the prior daily cutoff. The comparison runs from October 10 to October 11 at 16:30 UTC. Higher implied volatility extended across the available front-end tenors; longer-tenor comparisons remained unavailable.
Solana's 2W ATM IV fell 1.57 volatility points to 48.85% against the October 9 snapshot at 17:02 UTC, marking the largest decline among its available standard tenors. Smaller declines at 1W and 1M accompanied a narrower one-week put-call volatility gap and a reduced butterfly premium.
Solana 1W ATM implied volatility fell 8.58 volatility points to 49.63% against the October 8 cutoff, measured at 16:56 UTC on October 9. The decline contrasts with a 1M ATM IV increase of 1.27 volatility points to 51.40%, concentrating the contraction at the shortest supported fixed tenor while the one-month smile strengthened.
SOL's spot index fell 7.23% over 24 hours to the October 8 cutoff, alongside an uneven options repricing. Solana 1W ATM implied volatility increased 5.45 volatility points to 57.54%, while 2W and 1M ATM volatility edged lower. The 2W call-minus-put skew crossed below zero; ecosystem announcements provide context without an established causal link.
Solana’s 1W BF25 butterfly increased 1.84 volatility points to 3.71 points from the October 6 daily cutoff. The rise in wing convexity contrasted with a nearly unchanged ATM implied-volatility average across 1W, 2W and 1M, masking divergent tenor moves. No retrieved news met the report’s eligibility requirements for Solana context.
Solana’s 1M BF25 butterfly fell 0.72 volatility points to 2.86 volatility points between the October 5 and October 6 snapshots at 17:08 UTC. Over that comparison, 1M ATM implied volatility rose 0.82 volatility points to 52.82%, pairing compressed curvature with higher volatility near the underlying price. Settlement infrastructure and treasury-company developments supply Solana news context, without a demonstrated causal link.
Solana options priced lower volatility as Solana 2W ATM IV fell 2.67 volatility points to 51.12% between the October 4 and October 5 16:29 UTC snapshots, according to Derivasys data. This was the largest available fixed-tenor ATM IV change over that window. ATM IV measures implied volatility for options near the forward price. Lower front-end implied volatility accompanied a shift in skew toward puts, while preliminary Solana treasury estimates supplied company-specific news context.
Solana's 2W BF25 fell 0.59 volatility points to 2.80% over the 24 hours ending 4 October at 16:30 UTC, narrowing the butterfly premium of wing volatility over ATM volatility. The adjustment varied across maturities, alongside a 1W skew shift toward calls. Al Jazeera's provisional Hormuz reporting provides broad economic context, with no established link to the options changes.
Solana one-month BF25 rose 0.59 volatility points to 3.50% between the October 2 and October 3 snapshots. The comparison describes the options surface at the report cutoff; it does not establish a news catalyst or a forecast for the underlying price.
Solana one-month BF25 fell 1.26 volatility points to 2.63% between the October 1 and October 2 snapshots at 16:30 UTC, according to Derivasys data. Solana one-month BF25 stood at 3.89% at the prior snapshot.
Solana’s front-end options volatility eased over the 24 hours to October 1 at 16:30 UTC, with average ATM implied volatility across one week, two weeks and one month down 1.73 volatility points to 54.22%.
Solana one-week ATM IV fell 2.77 volatility points to 56.37% between the September 29 and September 30 observations, the largest standard-tenor ATM move in Derivasys data. The easing extended across the front end: Solana ATM IV averaged 55.96% across one-week, two-week and one-month tenors, down 2.09 volatility points. These readings describe lower volatility implied by options near the underlying price, with the focal move classified as routine.
Solana one-week call-minus-put RR25 rose 3.61 volatility points to +2.49% over the 24-hour observation window ending September 29, according to Derivasys data. The adjustment left call-side implied volatility above comparable put-side volatility. Solana's one-week RR25 move registered at the 86.7 percentile of comparable changes over the preceding month, marking a notable relative shift between the wings. This measures the balance of call and put volatility, without establishing investor demand, positioning or an absolute increase in call IV.
Derivasys data show Solana one-week RR25 fell 4.08 volatility points to −0.14% over the daily observation window, moving from a call-rich reading to one close to neutral but slightly put-rich. RR25 is the difference between call-side and put-side implied volatility, so the fall marks a relative shift rather than proof that put implied volatility rose outright. Meanwhile, Solana one-month BF25 rose 0.70 points to 3.80%, adding a distinct change in the shape of the options surface.
Derivasys data show Solana one-week at-the-money implied volatility at 56.12%, or 6.10 volatility points below its seven-day realised volatility, at the cutoff. That is a level comparison between volatility implied by options near Solana’s current price and volatility observed in one-minute returns. Solana one-week ATM IV nevertheless rose 1.99 volatility points over the observation window. The current implied-versus-realised shortfall should therefore be read alongside, rather than mistaken for, a measured daily change in that gap.
Solana’s one-week options lost wing premium between 25 September, 18:31 UTC and 26 September, 18:31 UTC. Derivasys data show Solana one-week BF25, a measure of volatility at the call and put wings relative to the centre, falling 0.98 volatility points to 3.07%. Solana one-week RR25 also fell sharply, shifting relative volatility toward puts while remaining call-rich. Both changes were notable against Solana’s short available history. The underlying one-week ATM IV level eased too, but the distinctive daily development lay in the shape of the options surface.
Solana one-month BF25 fell 0.54 volatility points to 3.62%, reducing the relative premium of the wings while remaining positive. Solana two-week ATM IV fell 2.15 volatility points to 54.79%, while Solana two-week RR25 rose 1.29 volatility points to 4.45%, leaving calls richer than puts. The 24-hour Solana spot-index return was 3.00%; intraday realised-volatility comparisons were unavailable.
Solana one-week RR25 rose 3.60 volatility points to 5.86%, making call-side volatility richer than put-side volatility at the cutoff. Derivasys data show the move was notable at the 82nd percentile of 27 comparable observations, while front-end ATM IV averaged 57.66%, up 0.39 volatility points, indicating a skew-led repricing rather than a broad volatility retreat.
Solana one-week ATM IV fell 4.33 volatility points to 56.08%, the largest absolute one-week ATM IV move among the major coins in Derivasys data. Front-end ATM IV across one week to one month averaged 56.16%, down 2.51 points. Solana one-week RR25 fell 1.66 volatility points to 3.55%, but remained positive, meaning call-side volatility was still richer than put-side volatility. The nearest forward proxy, 2OCT26, fell 3.51% to $114.36. One-minute realised-volatility comparisons were unavailable, and long-dated fixed-tenor observations were unavailable.
Solana one-week BF25 fell 0.79 volatility points to 4.31% over the observation window, while Solana two-week ATM IV rose 1.38 points to 60.47%. The combination left front-end ATM IV averaging 60.86%, up 1.09 points, even as the premium for one-week options away from the centre of the distribution contracted. Derivasys data showed the nearest eligible forward proxy, 25SEP26, up 0.74% to $118.22.
Solana one-week ATM IV rose 5.85 volatility points to 63.31% over the observation window, a notable repricing at the 75th percentile of comparable history. The 25SEP26 Solana forward-proxy price rose 6.72% to $117.38. Derivasys data show one-week RR25 rose 3.16 volatility points to 3.29%, making call-side volatility relatively richer, but unavailable long-dated tenors prevent a full curve reading.
Solana three-month BF25 rose 0.88 volatility points to 5.36% at the 16:30 UTC cutoff, a notable 87th percentile move in comparable history that lifted the premium for wings relative to at-the-money volatility. Solana one-week ATM IV also rose 2.00 points to 55.38%, while front-end ATM IV averaged 54.21%, up 1.26 points. Solana’s 24-hour spot return was unavailable in the realised-volatility comparison.
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