Solana options turn toward puts as one-week skew drops sharply

SOL · Surface cutoff 28 Sept 2026, 13:13:00 UTC. Partial estimate: gaps may miss volatility.

{
  "source": "canonical/SOL-USDC-INDEX (DERIBIT and OKX indexes)",
  "fallbackObservations": 0,
  "fallbackPolicy": "Missing canonical minutes use the stored Deribit index first, then the stored OKX index; canonical bars always take precedence.",
  "samplingInterval": "1 minute",
  "annualizationBasis": "365 days",
  "windowEnd": "2026-09-28T13:13:00+00:00",
  "spotWindowStart": "2026-09-27T13:13:00+00:00",
  "spotMetric": "spot-index return",
  "spotUnit": "percent",
  "spotMove24hPercent": -2.79,
  "rv24hPercent": null,
  "rv7dPercent": 61.04,
  "rv30dPercent": 57.46,
  "observations": {
    "24h": 1423,
    "7d": 10063,
    "30d": 43109
  },
  "coverage": {
    "24h": {
      "status": "unavailable",
      "observedReturns": 1423,
      "expectedReturns": 1440,
      "coveragePercent": 98.8194,
      "missingPriceMinutes": 16,
      "missingIntervals": 1,
      "largestMissingRunMinutes": 16,
      "unavailableReason": "24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.8194% with 16 missing price minutes across 1 intervals and a largest gap of 16 minutes."
    },
    "7d": {
      "status": "partial",
      "observedReturns": 10063,
      "expectedReturns": 10080,
      "coveragePercent": 99.8313,
      "missingPriceMinutes": 16,
      "missingIntervals": 1,
      "largestMissingRunMinutes": 16,
      "unavailableReason": null
    },
    "30d": {
      "status": "partial",
      "observedReturns": 43109,
      "expectedReturns": 43200,
      "coveragePercent": 99.7894,
      "missingPriceMinutes": 88,
      "missingIntervals": 3,
      "largestMissingRunMinutes": 37,
      "unavailableReason": null
    }
  },
  "coveragePolicy": {
    "version": "observed-minute-returns-v1",
    "minimumCoveragePercent": 99.5,
    "minimumCoveragePercentByWindow": {
      "24h": 99.5,
      "7d": 99.5,
      "30d": 99.5
    },
    "maximumMissingRunMinutes": 60,
    "methodology": "Each RV window qualifies independently. RV annualises the mean squared observed one-minute log return; returns spanning gaps are excluded, not interpolated or zero-filled. Partial estimates assume observed minutes are representative and may miss volatility during gaps."
  },
  "spotUnavailableReason": null,
  "oneWeekAtmIvPercent": 57.69,
  "oneWeekIvMinus7dRvPoints": -3.35,
  "oneWeekIvMinus24hRvPoints": null,
  "oneWeekIvMinus30dRvPoints": 0.23
}