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Daily SOL options market report · 24-hour comparison

Solana options show higher 1w ATM IV

SOL spot fell 6.88%; Skew moved toward puts (-4.34 vol points); Wing premium decreased (-0.03 vol points).

By Sean Gordon — Derivasys Research

Published

Snapshot data and comparison

Snapshot · 30 Oct 2026, 17:31 UTC

Generated timestamp:

Scheduled edition reference: 2026-10-30 17:31:00 UTC. Native observations below retain their actual fit times.

Report comparison baseline → current snapshot
2026-10-29 17:31:00 UTC → 2026-10-30 17:31:00 UTC
Report native fit age at scheduled reference
0 minutes

Changes use these stored market-snapshot baselines. The comparison baseline may differ from the snapshot used in the previous published edition.

  • SOLSpot-index 24h -6.88%1W ATM IV 69.64%1W RR25 -5.40 vol pts1W BF25 +1.35 vol pts1W IV − 7D RV +11.59 vol pts

Notable move: SOL 1W ATM IV Δ +16.02 vol pts → 69.64% · percentile rank 100.0% by absolute move · 1-day moves · full history (n=56).

1W ATM IV – selected tenor
Percent

1W ATM IV – selected tenor. Percent. SOL: Current 69.64, Previous 53.62.CurrentPreviousSOL69.6453.620.0037.6175.21

Current: 30 Oct 2026, 17:31 UTC
Previous: 29 Oct 2026, 17:31 UTC

Solana options show higher 1w ATM IV. ATM implied-volatility term structure from Derivasys data.
Source: Derivasys options data. ATM implied-volatility; unsupported tenors remain blank. Cite this report.

View full-size chart

Plotted chart data
ATM IV, percent · 2026-10-30T17:31:00+00:00
TenorSOL currentSOL previous
1W69.6453.62
2W65.0151.83
1M58.3251.63
3MUnavailableUnavailable
6MUnavailableUnavailable
9MUnavailableUnavailable
1YUnavailableUnavailable

The 1W ATM IV change for SOL was +16.02 volatility points over the stored comparison. No news item was selected for this report date.

Chart download and reuse termsDownload 1280 × 720 chart · Reuse terms
Previous report, watch levels and methodology

Uses the stored headline’s selected tenor. Cutoffs 29 Oct, 17:31 UTC to 30 Oct, 17:31 UTC.

Previous publication · research context

2026-10-29: “Solana options see two-week implied volatility fall 1.79 points to 51.83%”

Previous publication cutoff 29 Oct, 17:31 UTC. Today’s market comparison starts at 29 Oct, 17:31 UTC. Snapshot clocks align for the measured comparison below.

Previous publication JSON · SHA-256 4820330c03607c399e3e372028f6afc81eaac76d054eada7f728b679bfb5c203

Prior watch: measured outcome

Against the 2026-10-29 daily edition.

  • SOL 1W ATM IV: prior change -1.73 → current change +16.02 volatility points; direction reversed.
  • SOL spot-index return: prior change +0.66 → current change -6.88 percent; direction reversed.
  • SOL 1W RR25: prior change -1.41 → current change -4.34 volatility points; same direction.
  • SOL 1W BF25: prior change -0.27 → current change -0.03 volatility points; same direction.
  • SOL 2W ATM IV ≤ 51.83 percent (hold the observed endpoint) at 30 Oct, 17:31 UTC: not met (observed 65.01 percent).
  • SOL 2W ATM IV ≥ 53.62 percent (full retrace to the prior endpoint) at 30 Oct, 17:31 UTC: met (observed 65.01 percent).

Next daily cutoff: measurable checks

  • Hold the observed level: SOL 1W ATM IV ≥ 69.64 percent at . Current level 69.64; threshold is the current observed endpoint.
  • Full retrace: SOL 1W ATM IV ≤ 53.62 percent at . Current level 69.64; threshold is the previous observed endpoint.
Measurement basis and receipt

These are observed-level conditions for the next aligned cutoff, with no forecast or trade action. Spot uses exact index endpoints where available; ATM IV is quoted in percent and its change, RR25 and BF25 in volatility points. Stored editorial receipt independently reconstructed against native endpoints.

Canonical current report JSON · SHA-256 b3fac07d48eb756c60517ac542f9d34d2d51cf670981c5fb5d293f094224a4d7

Prior artifact: /v1/sol/daily/2026-10-29/4820330c03607c399e3e372028f6afc81eaac76d054eada7f728b679bfb5c203.json · SHA-256 4820330c03607c399e3e372028f6afc81eaac76d054eada7f728b679bfb5c203

Consumed endpoint proof: 661b47b6cb09a97b038d534b4aee02a75c3001dcb32fc3c1be3d96fdea730778

  • SOL:atmIv:1W:observed-current-level: rows[asset=SOL].report.tenors[tenor=1W].atmIv.previous; rows[asset=SOL].report.tenors[tenor=1W].atmIv.current; rows[asset=SOL].report.tenors[tenor=1W].atmIv.change; evaluation window 2026-10-30T17:31:00+00:00 to 2026-10-31T17:31:00+00:00.
  • SOL:atmIv:1W:observed-previous-level: rows[asset=SOL].report.tenors[tenor=1W].atmIv.previous; rows[asset=SOL].report.tenors[tenor=1W].atmIv.current; rows[asset=SOL].report.tenors[tenor=1W].atmIv.change; evaluation window 2026-10-30T17:31:00+00:00 to 2026-10-31T17:31:00+00:00.
Chart notes

02 · Options market read

What the volatility surface did.

3 of 6 headline tenors were comparable at both endpoints. The largest ATM IV move was 1W at +16.02 volatility points, to 69.64%.

Derived directly from structured Derivasys surface data

03 · Catalyst check

29 Oct 2026, 17:31 UTC to 30 Oct 2026, 17:31 UTC

No catalyst assigned.

No qualifying context was found in the monitored news sources for this reporting window.

04 · Detailed analysis

What changed across the SOL volatility surface.

Implied versus realised

At the 17:31 UTC cutoff, 1W ATM IV was 69.64%, 11.59 volatility points above seven-day realised volatility of 58.05%; 24-hour realised volatility was 100.23% and 30-day realised volatility was 55.29%.

Front end

Front-end ATM IV increased, averaging +11.96 volatility points to 64.32% across 1W, 2W and 1M.

Long end

Long-dated ATM IV is unavailable because comparable observations were not present at both snapshots.

Skew

RR25 moved towards puts, averaging -3.81 volatility points to -4.48 volatility points across the three available headline tenors.

Convexity

BF25 decreased, averaging -0.14 volatility points to 1.49 volatility points across the three available headline tenors.

Largest standard-tenor move

The largest standard-tenor ATM IV move was +16.02 volatility points at 1W, to 69.64%.

24h spot-index return

SOL spot-index return was -6.88% over 24 hours.

7d spot-index return

SOL spot-index return was -9.34% over seven days.

Universe roll: added 1NOV26; removed 30OCT26. Comparisons use common expiries only.

05 · Standard-tenor ranking

Largest surface events

01

Largest standard-tenor ATM IV move

1W, +16.02 vol pts
02

Largest eligible smile rotation

6NOV26, -8.12 vol pts
03

Largest standard-tenor RR25 move

1W, -4.34 vol pts
04

Largest eligible SVI rho move

6NOV26, +0.3353 param
05

Largest standard-tenor BF25 move

2W, -0.33 vol pts
06

Largest eligible SVI sigma move

13NOV26, +0.2414 param

06 · ATM volatility

Standard-tenor ATM implied volatility.

TenorCurrent (vol %)Comparison snapshot (vol %)Change (vol pts)Relative change
1W69.6453.62+16.02 vol pts+29.88%
2W65.0151.83+13.18 vol pts+25.43%
1M58.3251.63+6.69 vol pts+12.96%
3MUnavailableUnavailableUnavailableUnavailable
6MUnavailableUnavailableUnavailableUnavailable
9MUnavailableUnavailableUnavailableUnavailable
1YUnavailableUnavailableUnavailableUnavailable

Source: Derivasys Research — structured data

07 · Risk reversals

RR25 skew moved most at 1W.

RR25 moved towards puts, averaging -3.81 volatility points to -4.48 volatility points across the three available headline tenors. Negative RR25 denotes a richer 25-delta put wing under the call-minus-put convention.

-6.0 vol pts-4.4 vol pts-2.8 vol pts-1.3 vol pts0.3 vol pts1W2W1M
TenorCurrent (vol pts)Comparison snapshot (vol pts)Change (vol pts)
1W-5.40-1.06-4.34 vol pts
2W-4.60-0.67-3.93 vol pts
1M-3.43-0.28-3.15 vol pts
3MUnavailableUnavailableUnavailable
6MUnavailableUnavailableUnavailable
9MUnavailableUnavailableUnavailable
1YUnavailableUnavailableUnavailable

Source: Derivasys Research — structured data

08 · Butterflies

BF25 convexity by standard tenor.

BF25 decreased, averaging -0.14 volatility points to 1.49 volatility points across the three available headline tenors. BF25 measures the average 25-delta wing premium over ATM IV.

1.2 vol pts1.4 vol pts1.6 vol pts1.8 vol pts2.0 vol pts1W2W1M
TenorCurrent (vol pts)Comparison snapshot (vol pts)Change (vol pts)
1W1.351.38-0.03 vol pts
2W1.461.79-0.33 vol pts
1M1.651.70-0.05 vol pts
3MUnavailableUnavailableUnavailable
6MUnavailableUnavailableUnavailable
9MUnavailableUnavailableUnavailable
1YUnavailableUnavailableUnavailable

Source: Derivasys Research — structured data

09 · Expiry effects

Near-settlement moves, shown with context.

Contracts with fewer than 2 full days to expiry remain in the tables but are excluded from headline rankings. Settlement proximity, time decay, changing liquidity and fewer quotes can exaggerate their changes.

0.6d

Smile rotation

31OCT26, -27.80 vol pts

10 · Volatility term structure

Today against the previous 24-hour snapshot.

Only fixed tenors bracketed by listed expiries at both snapshots are charted. The listed-expiry table preserves the observable exchange maturities underneath those interpolated points.

49.5%55.1%60.6%66.2%71.8%1W2W1M

Suppressed outside the observable listed-expiry range: 3M, 6M, 9M, 1Y.

ExpiryTime leftForward now (USD)Forward change (USD)ATM IV nowATM IV changeRR25 changeBF25 change
31OCT26Expiry effect0.6 days94.79-6.83 USD66.07%+21.08 vol pts-4.24 vol pts-0.39 vol pts
6NOV266.6 days94.86-6.77 USD70.15%+16.34 vol pts-4.43 vol pts-0.04 vol pts
13NOV2613.6 days94.91-6.82 USD65.35%+13.62 vol pts-4.00 vol pts-0.35 vol pts
27NOV2627.6 days95.09-6.81 USD58.94%+7.38 vol pts-3.36 vol pts-0.07 vol pts
25DEC2655.6 days95.33-6.86 USD54.93%+2.68 vol pts-2.28 vol pts-0.14 vol pts

11 · Smile movement

Reconstructed SVI smiles for every common expiry.

Each overlay uses the stored five-parameter SVI fit and the snapshot-specific time to expiry. Ultra-short expiries are displayed but do not determine the headline ranking.

31OCT26rotation towards puts · wing flattening
-0.30k0.00k+0.30k
6NOV26parallel shift higher · rotation towards puts · wing flattening
-0.30k0.00k+0.30k
13NOV26parallel shift higher · rotation towards puts · wing flattening
-0.30k0.00k+0.30k
27NOV26parallel shift higher · rotation towards puts · wing flattening
-0.30k0.00k+0.30k
25DEC26rotation towards puts
-0.30k0.00k+0.30k

Surface movement heatmap

Each cell is the fitted IV change in volatility points. Rows are listed expiries; columns run from the put wing through ATM to the call wing.

Completed-session cross-asset context

Crypto volatility against US equity risk.

SOL 30-day implied volatility was 3.0 times VIX, while its 30-session return correlation with SPX was mixed at 0.54.

Implied-volatility premium

SOL 30-day ATM IV was 51.81%, against VIX at 17.20: a 34.61-point spread and 3.01× ratio.

Daily-close realised-volatility regime

SOL reported crypto realised volatility was 42.00%, versus SPX reported realised volatility of 10.16%. The spread ranked at percentile rank 18.8% of 260 prior observations.

Equity co-movement

Return correlation with SPX was 0.536 over 30 aligned sessions and 0.457 over 60 sessions. VIX9D, VIX and VIX3M closed at 15.87, 17.20 and 19.37.

RV comparison basis unverified: this edition does not record the recognised provider methodology for both horizons and annualisation conventions. The displayed spread rank does not establish matched-horizon comparability.

As of 29 Oct 2026, 20:00 UTC. Implied volatility and completed-session realised volatility use their respective observation windows shown above.

Evidence and methodology

market-context-v1

RV observation windows and sampling

The 24-hour, seven-day and 30-day RV windows are assessed independently using observed one-minute index returns, annualised on a 365-day basis. Recorded minimums: at least 99.5% coverage over 24 hours, 99.5% coverage over seven days, 99.5% coverage over 30 days, with no gap longer than 60 minutes. Returns spanning gaps are excluded, not interpolated; unavailable windows remain unreported. The exact 24-hour spot return requires prices at both endpoints.

Evidence, source data and methodology

Scheduled edition reference: 2026-10-30 17:31:00 UTC. Native observations below retain their actual fit times.

Report comparison baseline → current snapshot
2026-10-29 17:31:00 UTC → 2026-10-30 17:31:00 UTC
Report native fit age at scheduled reference
0 minutes

Changes use these stored market-snapshot baselines. The comparison baseline may differ from the snapshot used in the previous published edition.

Lead signal · 30 Oct 2026, 17:31 UTC

The measurement behind the lead chart

SOL 1W ATM IV 69.64% · Δ +16.02 vol pts

SOL percentile rank 100.0% by absolute move · full history (n=56); 1-day moves sampled daily UTC; 2026-08-28 to 2026-10-29

Original report summary

SOL 1W ATM IV is 69.64 percent, compared with 53.62 percent at the prior cutoff. The diary separates sourced context from measured market changes; the timing of an event alone does not establish a causal link.

At report cutoff · Levels and stored endpoint changes

What matters now

Vol: SOL 1W ATM IV 69.64% · Δ +16.02 vol pts

Skew: SOL 1W RR25 -5.40 vol pts · Δ -4.34 vol pts

Relative value: SOL 1W IV 69.64% / 7D RV 58.05% · spread +11.59 vol pts

Vol

SOL 1W ATM IV 69.64% · Δ +16.02 vol ptspercentile rank 100.0% by absolute move · full history (n=56); 1-day moves sampled daily UTC; 2026-08-28 to 2026-10-29

Skew

SOL 1W RR25 -5.40 vol pts · Δ -4.34 vol ptspercentile rank 96.7% by absolute move · 30-day window (n=30); 1-day moves sampled daily UTC; 2026-09-29 to 2026-10-29

Wings

SOL 1W BF25 1.35 vol pts · Δ -0.03 vol ptspercentile rank 3.6% by absolute move · full history (n=56); 1-day moves sampled daily UTC; 2026-08-28 to 2026-10-29

IV versus RV

SOL 1W IV 69.64% / 7D RV 58.05% · spread +11.59 vol pts

Δ compares the report’s stored surface endpoints. IV versus RV is a level comparison, not a daily change.

Historical move evidence

SOL 1W ATM IV: percentile rank 100.0% by absolute move · full history (n=56); 1-day moves sampled daily UTC; 2026-08-28 to 2026-10-29

SOL 1W RR25: percentile rank 96.7% by absolute move · 30-day window (n=30); 1-day moves sampled daily UTC; 2026-09-29 to 2026-10-29

SOL 1W BF25: percentile rank 3.6% by absolute move · full history (n=56); 1-day moves sampled daily UTC; 2026-08-28 to 2026-10-29

Technical appendix: measurement and history provenance

Download the full canonical report and evidence receipts (JSON). Artifact SHA-256: b3fac07d48eb756c60517ac542f9d34d2d51cf670981c5fb5d293f094224a4d7.

Daily options-surface context: active. Quiet describes only daily options-surface movements under the stored operational policy; it makes no weekly stabilization claim.

Percentile sample windows, horizons and receipts

Samples use daily UTC observations. Weekly moves can be rolling and overlapping; observation counts do not imply independent periods. Missing legacy bounds and source revisions remain unavailable.

Frozen percentile denominators
Asset / tenor / metricCohortCount / horizonActual boundsOverlap / provenance
SOL 1W atmIvmove30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:9acd5b7d11149e3378f0e9416c55121ed668138ec7a5dfafa3577ecc4a9bf356
SOL 1W atmIvmoveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:c56ed05b7023a6487f3d1dbdb2074e6a9b641409680f2236f67c16a42d12ef95
SOL 1W atmIvlevelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:ecd50cea80b718167c772099e8e283b4bbb3612cc965d93826374be87fe2150e
SOL 1W bf25move30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:d0ade5f6465d1cfc8aab30f9ec37d22e24bb36625e390c279e513969c91f8b21
SOL 1W bf25moveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:e4e95286b262998389ffb907848b0c8a297b369c786ed173574b93278a888e16
SOL 1W bf25levelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:5065692d65408560976e510d08c724b3b8f84d17430ae832ed9685f6227ab5fe
SOL 1W rr25move30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:1840ad08448e7482ef5395af307b567215f5a04ddde06c9decd27b6301283def
SOL 1W rr25moveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:1182f458cf6806d4bdbd545f183b1f99bc98148471dba10bf1e81f8a0ef10e79
SOL 1W rr25levelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:bb850e313488482b4b6425d2e4debe9e40a2df371e8d33a6e1d0cf2a5d3fa84f
SOL 2W atmIvmove30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:ba6cedd42468ef1ed72bf92eefbfc033725fb46f5ec462bc3938017c7010f598
SOL 2W atmIvmoveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:f55a93b1bfdc0e4be46017110503af7082d290e457402b74e473cb9da863ca86
SOL 2W atmIvlevelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:017428792b11918fea6c21552923c5f5ed8a9414a2f76157970175858f2c08ed
SOL 2W bf25move30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:910fc447ce98a1e614c8ea81799c1a430bc5f7ce8f8b462044085cee612085f4
SOL 2W bf25moveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:d40adfa09807dae2730f7fbb746afff6c1fa618a2e3720fb425783067847972c
SOL 2W bf25levelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:b8a1f76499a50f21b43b0e241b0a56789be80bad23812b3365ab3ef64d8c974f
SOL 2W rr25move30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:36c9e37771552a29a1eb9e52160a852afda2b2964f2caa7265d57b25acb91ff2
SOL 2W rr25moveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:8f7e1be1f816022cf2b67882a2c187b8bf8e2d47b0ad306afa8b3e92266703c1
SOL 2W rr25levelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:a07f072a7bb76dd374055c6c7dc6dec4d97e169f7aa106e2cf47edd5dd018255
SOL 1M atmIvmove30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:2494a8e099335ff7e5659efdd6dac966e35cf09557bab5b9c9591dfeb64d2cd5
SOL 1M atmIvmoveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:d152bb7262af6954ed7d2b9e5e67820be8136b8dbb9b60c127acc9f3a84fde8b
SOL 1M atmIvlevelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:fae8d28c4e40b590c8c1280994df5c161ba466cf2a5c14335ae8998a524cdc4b
SOL 1M bf25move30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:b58e97f482a61b623381f6859be6bc4db8b6912b4b5dc1777e73eaae9ef8b789
SOL 1M bf25moveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:e89debfbcd0f658f11f4c7d0fce69ef0acc4ad1db95d68c6bc918b5614238149
SOL 1M bf25levelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:cc3632305523df29303014fd5713ba16bfd6023ab64fb861c8e4f14549d1cce1
SOL 1M rr25move30d30 samples; 1 days; daily UTC observations2026-09-29 → 2026-10-29
2026-09-29T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:c1d9180e68488469af4f017fa1e427776733cb0bd6d86453e7251acbb37375c4
SOL 1M rr25moveFullHistory56 samples; 1 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:a71463f8b9884cff8d4cb1dc04747dd85202cf6cf1a5a158c149a07478ed3cf4
SOL 1M rr25levelFullHistory60 samples; 0 days; daily UTC observations2026-08-28 → 2026-10-29
2026-08-28T17:31:00+00:00 → 2026-10-29T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:7363692524bf8cbffd4d65a5b6daa91dfe6c73af9cc45c58a3684c7bcaed499f
SOL 3M atmIvmove30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 3M atmIvmoveFullHistory23 samples; 1 days; daily UTC observations2026-08-28 → 2026-09-24
2026-08-28T17:31:00+00:00 → 2026-09-24T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:eabe301979cbc75ac14f996456138b35e52b3339205922334d83da2d8b578bf7
SOL 3M atmIvlevelFullHistory26 samples; 0 days; daily UTC observations2026-08-28 → 2026-09-24
2026-08-28T17:31:00+00:00 → 2026-09-24T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:d2d1554ad6103fa2fa9840ad60ad067033fad288080832c8f0e2375af6ae0efe
SOL 3M bf25move30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 3M bf25moveFullHistory23 samples; 1 days; daily UTC observations2026-08-28 → 2026-09-24
2026-08-28T17:31:00+00:00 → 2026-09-24T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:54cc918445a350435f62ccc2c3515010e76a79119a328b1dc7f39940de4024e2
SOL 3M bf25levelFullHistory26 samples; 0 days; daily UTC observations2026-08-28 → 2026-09-24
2026-08-28T17:31:00+00:00 → 2026-09-24T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:8c4eb108fc35fa212bcbdbc5a8a3dc1cc4c02b5e46816e41e635260846541693
SOL 3M rr25move30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 3M rr25moveFullHistory23 samples; 1 days; daily UTC observations2026-08-28 → 2026-09-24
2026-08-28T17:31:00+00:00 → 2026-09-24T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:8f4f205339259ade2bf7e4ef18c57f629f40725caa126c49cf9da870c28b287f
SOL 3M rr25levelFullHistory26 samples; 0 days; daily UTC observations2026-08-28 → 2026-09-24
2026-08-28T17:31:00+00:00 → 2026-09-24T17:31:00+00:00		No period overlap in this cohort; source revision unknown; sha256:6b60fa16d9b1581c5fba1cf1e8f1286994f07cb66e87496db52b01fa430ebf88
SOL 6M atmIvmove30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 6M atmIvmoveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 6M atmIvlevelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 6M bf25move30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 6M bf25moveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 6M bf25levelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 6M rr25move30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 6M rr25moveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 6M rr25levelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M atmIvmove30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M atmIvmoveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M atmIvlevelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M bf25move30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M bf25moveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M bf25levelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M rr25move30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M rr25moveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 9M rr25levelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y atmIvmove30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y atmIvmoveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y atmIvlevelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y bf25move30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y bf25moveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y bf25levelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y rr25move30d0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y rr25moveFullHistory0 samples; 1 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
SOL 1Y rr25levelFullHistory0 samples; 0 days; daily UTC observationsUnavailable → Unavailable
Exact start unavailable → Exact end unavailable		No period overlap in this cohort; source revision unknown; sha256:4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945

12 · Technical appendix

Model parameters and normalized Greeks.

These diagnostics preserve the fitted-surface audit trail without competing with the main market story.

Show SVI parameter changes and normalized Greeks

SVI diagnostics

Daily movement in a, b, rho, m and sigma.

Among ranking-eligible expiries, the largest absolute rho change occurred at 6NOV26; the largest sigma change occurred at 13NOV26.

ExpiryΔ aΔ bΔ rhoΔ mΔ sigmaSmile classification
31OCT26+0.01440-0.05500-0.07530-0.05250+0.35760rotation towards puts, wing flattening
6NOV26-0.03160+0.00340+0.33530+0.32230+0.21260parallel shift higher, rotation towards puts, wing flattening
13NOV26-0.03260-0.00080+0.22150+0.21970+0.24140parallel shift higher, rotation towards puts, wing flattening
27NOV26-0.00230-0.00260+0.22580+0.20190+0.05660parallel shift higher, rotation towards puts, wing flattening
25DEC26-0.00370-0.01300+0.23590+0.18960+0.06690rotation towards puts

Current surface characteristics

Where normalized model Greek intensity is highest.

These are comparable Black-forward Greeks for a one-SOL ATM-forward call at each listed expiry—not portfolio exposure, open interest or a prediction of dealer positioning.

Highest Gamma31OCT26, 0.156645 1 / USD
Highest Theta Decay31OCT26, -0.84164 USD / day
Highest Vanna25DEC26, 0.000774 delta / vol pt
Highest Vega25DEC26, 0.147587 USD / vol pt
Highest Volga25DEC26, -0.000031 USD / vol pt²

7D realised volatility · data quality

AssetRecorded RVStatusCoverage / requiredLongest gap / maximum
SOL58.05%Available100% / 99.5% required0 min / 60 min maximum

Thresholds are asset-specific policies recorded in this edition. Each window is assessed independently; returns spanning gaps are excluded. Partial estimates may miss volatility during gaps.

RV coverage and methodology

SOL · Available · Surface cutoff 30 Oct 2026, 17:31:00 UTC · 7D coverage 100% / 99.5% required · largest 7D gap 0 min / 60 min maximum · maximum gap 60 min.

24h: complete; 1440/1440 observed returns; 100% coverage; 99.5% minimum; 0 min largest gap.

30d: complete; 43200/43200 observed returns; 100% coverage; 99.5% minimum; 0 min largest gap.

7d: complete; 10080/10080 observed returns; 100% coverage; 99.5% minimum; 0 min largest gap.

Source data JSON

13 · Methodology and provenance

Generated from measured Derivasys surface data.

Current snapshot
30 Oct 2026, 17:31 UTC
Comparison snapshot
29 Oct 2026, 17:31 UTC
Source
Derivasys proprietary historical SVI surface and canonical SOL index databases
Realised volatility
Annualised root-mean-square of one-minute canonical SOL-USD index log returns using a 365-day basis; all windows end at the current snapshot.
Comparison window
Nearest successful surface snapshots approximately 24 hours apart
RR convention
25-delta call IV minus 25-delta put IV
BF convention
Average 25-delta wing IV minus ATM forward IV
Fixed tenors
Fixed-tenor measures are published only when listed expiries bracket the target at both comparison snapshots. Targets outside either observable range are suppressed, not extrapolated; headline rankings use only supported tenors.
Smile reconstruction
Listed-expiry smiles are reconstructed from stored SVI total-variance parameters on a fixed log-moneyness grid.
Ultra-short expiries
Expiries with fewer than 2 full days remaining stay in detailed tables but are excluded from headline rankings. Settlement proximity, time decay, changing liquidity and fewer quotes can exaggerate their changes.
Greek normalization
Black forward Greeks for a normalized one-SOL ATM-forward call, zero rate, fitted SVI IV
Catalyst policy
Only sufficiently relevant, reliably sourced events are shown; otherwise no catalyst is assigned.

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