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%.
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