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.
Solana one-week ATM IV rose 2.72 volatility points to 53.62%, the largest standard-tenor volatility move in the surface. Solana two-week RR25 fell 2.00 volatility points to 2.64%, a relative rotation toward put volatility, although the positive reading still left calls richer than puts. Front-end ATM IV averaged 53.03% after a 1.52-point increase at the cutoff.
Solana one-month BF25 fell 1.03 volatility points to 3.69%, a large convexity repricing at the 95.2 percentile of comparable history. Separately, Solana two-week RR25 rose 2.05 volatility points to 5.09%, leaving calls materially richer than puts. One-month ATM IV fell 2.13 volatility points to 52.69%, according to Derivasys data; realised-volatility comparisons were unavailable.
Solana one-week ATM IV fell 4.27 volatility points to 50.11% over the 24-hour observation window, while Solana one-week RR25 rose 2.83 volatility points to 3.87%. The positive RR25 level means call volatility was richer than put volatility at that tenor. Front-end Solana ATM IV averaged 52.38%, down 1.89 volatility points; comparable long-dated fixed-tenor observations were unavailable.
Solana one-week ATM IV fell 2.14 volatility points to 54.33% over the 24-hour observation window. Solana one-week RR25 rose 0.29 volatility points to 1.11%, leaving call volatility richer than put volatility at that tenor. Derivasys data show front-end ATM IV averaged 54.22%; realised-volatility comparisons were unavailable at the cutoff.
Solana’s near-expiry options smile rotated lower over the observation window, alongside a 4.81-volatility-point fall in Solana one-week RR25 to -0.20%. Solana one-week ATM IV fell 1.94 volatility points to 57.41%, and front-end ATM IV averaged 56.03%, down 1.27 volatility points. The combination indicates lower overall front-end implied volatility with a marked move toward relative put-side volatility. Realised-volatility comparisons were unavailable because the required minute-series completeness threshold was not met.
Solana one-week ATM IV rose 3.20 volatility points to 57.12%, the largest standard-tenor move on the surface. One-week RR25 also increased 1.21 points to 3.10%, indicating relatively richer call-side volatility. Front-end ATM IV averaged 55.61%, up 2.10 points from the prior snapshot.
Solana one-week ATM IV rose 4.05 volatility points to 53.92% over the observation window, the largest standard-tenor rise on the surface. One-week RR25 fell 2.59 volatility points to 1.89%, a substantial shift toward puts in relative volatility while calls remained richer than puts at the cutoff. Front-end ATM IV averaged 53.51%, up 2.21 points. Realised-volatility comparisons were unavailable because the minute series did not meet the completeness requirement.
Solana’s options surface rotated lower across strikes, while front-end ATM IV increased only 0.17 volatility points on average to 51.32%. The largest standard-tenor ATM IV change was a 0.64-point rise in two-week ATM IV to 51.38%; realised-volatility comparisons were unavailable at the cutoff.
Solana two-week RR25 rose 5.52 volatility points to 5.41%, a sharp shift in relative volatility toward calls. At the same cutoff, front-end ATM IV averaged 51.15%, down 1.46 points, and one-week ATM IV fell 2.80 points to 50.46%. Realised-volatility comparisons were unavailable because the minute series did not meet completeness requirements.
Solana’s options surface rotated lower during the observation window as downside skew strengthened alongside softer front-end implied volatility. One-week ATM IV fell 1.70 volatility points to 52.96%, while two-week RR25 declined 1.98 points to minus 0.12%, leaving put-side volatility relatively richer than call-side volatility. Three-month BF25 also dropped 1.03 points to 4.11%. Realised-volatility comparisons were unavailable because the required minute-series completeness threshold was not met.
Solana’s 18SEP26 option smile rotated lower by 1.19 volatility points, the largest surface movement, while front-end ATM IV averaged 53.37%, down 0.59 points. The two-week ATM IV fell 0.79 points to 52.93%. DerivaSys data showed one-week RR25 moving 0.38 points toward puts to 0.90%, although calls remained relatively richer than puts. Realised-volatility comparisons were unavailable because the canonical minute series did not meet completeness requirements.
Solana one-week ATM IV increased 2.45 volatility points to 55.35% during the observation window, while one-week RR25 rose 1.16 points to 1.28%, making call-side volatility richer than put-side volatility. The nearest eligible forward gained 0.27%. Limited surface history and unavailable realised-volatility comparisons constrain broader interpretation.
Solana’s near-dated options surface moved higher, with one-week ATM IV gaining 3.08 volatility points to 54.69%. One-week RR25 rose 1.56 points to 3.19%, placing call-side volatility above put-side volatility. Front-end ATM IV averaged 53.81%, and the nearest eligible forward rose 2.44%, while realised-volatility comparisons were unavailable.
Solana’s nearest-expiry smile rotation led the daily options-surface changes. Solana one-week ATM IV rose 1.90 volatility points to 50.62%, while Solana one-week, two-week and one-month ATM IV averaged 51.17% after a 1.35-point increase. Solana two-week RR25 moved 1.58 volatility points toward call-side volatility to 2.60%.
Solana one-week implied volatility remained below seven-day realised volatility. The front end softened and two-week skew moved toward puts while remaining call-rich.
Solana two-week RR25 jumped 3.88 volatility points to 3.97%, an exceptional 100th percentile move that left call-side volatility richer than put-side volatility. Meanwhile, front-end ATM IV declined 1.19 points on average and one-week ATM IV fell 1.67 points to 51.89%.
Solana’s front-end options repriced sharply lower: one-week ATM IV fell 7.61 volatility points to 53.34%, 13.19 volatility points below seven-day realised volatility. The front-end average declined 7.09 volatility points, more than the 3.99-point decline at the long end. One-week BF25 fell 1.47 volatility points to 3.42%, while short-dated relative put-side volatility increased.
SOL 1W ATM IV fell 10.73 volatility points to 55.40%, an exceptional move at the 100th percentile. SOL front-end ATM IV fell 9.62 volatility points to 55.37%, while SOL long-dated ATM IV fell 3.93 volatility points to 54.88%. The 1Y-minus-1W ATM IV slope became less inverted by 7.02 volatility points to -0.54 volatility points.
