{ "schemaVersion": 3, "reportDate": "2026-10-08", "generatedAt": "2026-10-08T16:36:33+00:00", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "sourceSnapshots": { "current": { "id": 598778, "timestamp": "2026-10-08T16:32:00+00:00" }, "previous": { "id": 589531, "timestamp": "2026-10-07T16:32:00+00:00" } }, "windowHours": 24.0, "currency": "SOL", "methodology": { "source": "Derivasys proprietary historical SVI surface and canonical SOL index databases", "comparison": "Nearest successful surface snapshots approximately 24 hours apart", "rrConvention": "25-delta call IV minus 25-delta put IV", "bfConvention": "Average 25-delta wing IV minus ATM forward IV", "greeks": "Black forward Greeks for a normalized one-SOL ATM-forward call, zero rate, fitted SVI IV", "commentary": "Metrics and takeaways are deterministic. Daily headlines and introductions may be model-assisted, constrained to the same stored facts; weekly prose is deterministic.", "fixedTenors": "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.", "smileReconstruction": "Listed-expiry smiles are reconstructed from stored SVI total-variance parameters on a fixed log-moneyness grid.", "ultraShortExpiry": "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.", "causalClaims": "The report describes observed surface and realised-volatility changes only and does not infer unsupported market drivers, flows or forecasts.", "realisedVolatility": "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." }, "realisedVolatility": { "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": "2026-10-08T16:32:00+00:00", "spotWindowStart": "2026-10-07T16:32:00+00:00", "spotMetric": "spot-index return", "spotUnit": "percent", "spotMove24hPercent": -7.23, "rv24hPercent": null, "rv7dPercent": null, "rv30dPercent": null, "observations": { "24h": 1336, "7d": 9976, "30d": 43096 }, "coverage": { "24h": { "status": "unavailable", "observedReturns": 1336, "expectedReturns": 1440, "coveragePercent": 92.7778, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 92.7778% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." }, "7d": { "status": "unavailable", "observedReturns": 9976, "expectedReturns": 10080, "coveragePercent": 98.9683, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.9683% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." }, "30d": { "status": "unavailable", "observedReturns": 43096, "expectedReturns": 43200, "coveragePercent": 99.7593, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.7593% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." } }, "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, "rvStatus": "unavailable", "rvUnavailableReason": "minute-return-coverage-ineligible", "spotReturns": { "schemaVersion": 1, "asset": "SOL", "cutoffAt": "2026-10-08T16:32:00+00:00", "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "points": [ { "timestamp": "2026-08-09T16:32:00+00:00", "price": 77.16, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-10T16:32:00+00:00", "price": 75.71, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", "sourceInstrument": "SOL-USD", "unavailableReason": null }, { "timestamp": "2026-08-11T16:32:00+00:00", "price": 74.86, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "okx", 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"6M", "9M", "1Y" ] }, "commentary": { "source": "codex", "model": "gpt-6.1-sol", "headline": "Solana options: SOL spot index drops 7.23% over 24 hours", "executiveSummary": "Solana 2W RR25 fell 2.46 volatility points from +1.88 to -0.58 volatility points, crossing to a relative put-side tilt. Meanwhile, 1M BF25 increased 0.25 volatility points to 3.94 volatility points, indicating higher wing volatility relative to ATM. Long-dated fixed-tenor comparisons and minute-return realised volatility remain unavailable, preventing an implied-versus-realised assessment.", "evidenceIds": [ "spot-index-24h", "front-atm", "largest-standard-tenor", "rr25", "bf25", "back-atm" ], "newsSummary": "The [Solana Foundation](https://solana.com/news/samsung-wallet) announced Samsung Wallet USDC transfers beginning in the last week of October, a future rollout. [CoinDesk](https://www.coindesk.com/business/2026/10/08/securitize-brings-apple-nvidia-and-tesla-to-solana-with-nyse-trading-in-the-works) reported Securitize's launch of tokenized Apple, Nvidia and Tesla stocks on Solana, with NYSE trading still planned. [The Block](https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924) reported the Orca–Loopscale merger and ambitions to finance AI, robotics and defence; that account remains developing single-source reporting. These developments provide a relevant business backdrop, but no clear measured link explains the spot decline or options changes.", "marketContextSummary": "", "marketContext": [], "newsEvidenceIds": [ "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "26e7ac42-56ca-42d5-bf64-ea656f376d36", "9267edb8-852c-4e31-9981-dc2da145b4f1" ], "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV increased, averaging +1.69 volatility points to 52.93% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV is unavailable because comparable observations were not present at both snapshots." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -1.68 volatility points to 0.06% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 was broadly unchanged, averaging +0.03 volatility points to 3.68% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest 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"cc98b3a0-18ec-47e3-b68c-e973ab1436d5", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "377c670b-d530-4f09-a9c4-797d410eaa9b", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "67370518-e150-4435-aec4-63539e8f5147", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": true, "reportRelevant": false, "decision": "ineligible" }, { "eventId": "7619be75-4fb0-4814-9d03-00ce73441fc2", "selected": false, "eligible": false, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "inWindow": false, "reportRelevant": false, "decision": "ineligible" } ], "planRationale": "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.", "eventsSelected": 3 }, "items": [ { "id": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "sourceId": "solana_news", "publisher": "Solana Foundation", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00", "summary": "Canonical MCP category: market. Solana Foundation announces USDC transfers beginning in the last week of October; distinguish announced future rollout from current availability.", "matchedTerms": [ "SOL", "stablecoins" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "official", "rightsStatus": "link-and-summary", "selectionScore": 57, "quality": { "eligible": true, "score": 57.1, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.8993, "signals": { "confidence": 0.71, "importance": 0.59, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.8993, "effectiveSourceQuality": 0.8993, "catalystScore": 0.226, "effectiveCatalystScore": 0.226, "contentKind": "reporting", "status": "confirmed" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": false }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-da4389d47444" }, { "id": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "sourceId": "the_defiant", "publisher": "The Defiant", "title": "Securitize Launches Tokenized Apple, Nvidia and Tesla Stocks on Solana", "url": "https://thedefiant.io/converge/tradfi-and-fintech/securitize-launches-tokenized-apple-nvidia-and-tesla-stocks-on-solana", "publishedAt": "2026-10-08T15:10:15+00:00", "summary": "Canonical MCP category: market. The Defiant and CoinDesk report the Solana tokenized-stock launch; planned venues must remain labelled planned.", "matchedTerms": [ "SOL" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 43, "quality": { "eligible": true, "score": 42.7, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.484, "novelty": 0.1244, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1069, "effectiveCatalystScore": 0.1069, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, { "id": "9267edb8-852c-4e31-9981-dc2da145b4f1", "sourceId": "the_block", "publisher": "The Block", "title": "Solana’s Orca merges with Loopscale in push to finance AI, robotics and defense", "url": "https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924", "publishedAt": "2026-10-07T22:01:02+00:00", "summary": "Canonical MCP category: market. The Block reports the merger and financing ambitions; future targets remain ambitions.", "matchedTerms": [ "SOL" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 34, "quality": { "eligible": true, "score": 34.2, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.5851, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.5851, "effectiveSourceQuality": 0.5851, "catalystScore": 0.0726, "effectiveCatalystScore": 0.0726, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as broader crypto context; no validated surface signal was available." ], "selectionReason": "Retained as broader crypto context; no validated surface signal was available.", "canonicalEventId": "9267edb8-852c-4e31-9981-dc2da145b4f1", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "event_cluster_id": "market-event-2f6d86465119" } ], "events": [ { "event_cluster_id": "market-event-da4389d47444", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "sourceId": "solana_news", "publisher": "Solana Foundation", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00", "summary": "Canonical MCP category: market. Solana Foundation announces USDC transfers beginning in the last week of October; distinguish announced future rollout from current availability.", "matchedTerms": [ "SOL", "stablecoins" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "official", "rightsStatus": "link-and-summary", "selectionScore": 57, "quality": { "eligible": true, "score": 57.1, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.8993, "signals": { "confidence": 0.71, "importance": 0.59, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.8993, "effectiveSourceQuality": 0.8993, "catalystScore": 0.226, "effectiveCatalystScore": 0.226, "contentKind": "reporting", "status": "confirmed" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": false }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-da4389d47444" }, "additional_coverage": [] }, { "event_cluster_id": "crypto-regulation-2026-10", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "sourceId": "the_defiant", "publisher": "The Defiant", "title": "Securitize Launches Tokenized Apple, Nvidia and Tesla Stocks on Solana", "url": "https://thedefiant.io/converge/tradfi-and-fintech/securitize-launches-tokenized-apple-nvidia-and-tesla-stocks-on-solana", "publishedAt": "2026-10-08T15:10:15+00:00", "summary": "Canonical MCP category: market. The Defiant and CoinDesk report the Solana tokenized-stock launch; planned venues must remain labelled planned.", "matchedTerms": [ "SOL" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 43, "quality": { "eligible": true, "score": 42.7, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.484, "novelty": 0.1244, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1069, "effectiveCatalystScore": 0.1069, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-2f6d86465119", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "primary_article": { "id": "9267edb8-852c-4e31-9981-dc2da145b4f1", "sourceId": "the_block", "publisher": "The Block", "title": "Solana’s Orca merges with Loopscale in push to finance AI, robotics and defense", "url": "https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924", "publishedAt": "2026-10-07T22:01:02+00:00", "summary": "Canonical MCP category: market. The Block reports the merger and financing ambitions; future targets remain ambitions.", "matchedTerms": [ "SOL" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 34, "quality": { "eligible": true, "score": 34.2, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.5851, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.5851, "effectiveSourceQuality": 0.5851, "catalystScore": 0.0726, "effectiveCatalystScore": 0.0726, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as broader crypto context; no validated surface signal was available." ], "selectionReason": "Retained as broader crypto context; no validated surface signal was available.", "canonicalEventId": "9267edb8-852c-4e31-9981-dc2da145b4f1", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "event_cluster_id": "market-event-2f6d86465119" }, "additional_coverage": [] } ] }, "newsContext": { "outcome": "Relevant context found; no confirmed catalyst", "highest_causal_confidence": "low", "section_heading": "Relevant market events", "events": [ { "event_cluster_id": "market-event-da4389d47444", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "sourceId": "solana_news", "publisher": "Solana Foundation", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00", "summary": "Canonical MCP category: market. Solana Foundation announces USDC transfers beginning in the last week of October; distinguish announced future rollout from current availability.", "matchedTerms": [ "SOL", "stablecoins" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "official", "rightsStatus": "link-and-summary", "selectionScore": 57, "quality": { "eligible": true, "score": 57.1, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.8993, "signals": { "confidence": 0.71, "importance": 0.59, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.8993, "effectiveSourceQuality": 0.8993, "catalystScore": 0.226, "effectiveCatalystScore": 0.226, "contentKind": "reporting", "status": "confirmed" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": false }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-da4389d47444" }, "additional_coverage": [] }, { "event_cluster_id": "crypto-regulation-2026-10", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "sourceId": "the_defiant", "publisher": "The Defiant", "title": "Securitize Launches Tokenized Apple, Nvidia and Tesla Stocks on Solana", "url": "https://thedefiant.io/converge/tradfi-and-fintech/securitize-launches-tokenized-apple-nvidia-and-tesla-stocks-on-solana", "publishedAt": "2026-10-08T15:10:15+00:00", "summary": "Canonical MCP category: market. The Defiant and CoinDesk report the Solana tokenized-stock launch; planned venues must remain labelled planned.", "matchedTerms": [ "SOL" ], "topics": [ "broader_crypto", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 43, "quality": { "eligible": true, "score": 42.7, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 2, "sourceQuality": 0.6125, "signals": { "confidence": 0.61, "importance": 0.484, "novelty": 0.1244, "corroboration": 0.3333, "sourceQuality": 0.6125, "effectiveSourceQuality": 0.6125, "catalystScore": 0.1069, "effectiveCatalystScore": 0.1069, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "canonicalEventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "status": "selected", "eventCategory": "broader_crypto", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 16OCT26: -8.76 USD (-7.47%) to 108.45 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "crypto-regulation-2026-10" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-2f6d86465119", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "primary_article": { "id": "9267edb8-852c-4e31-9981-dc2da145b4f1", "sourceId": "the_block", "publisher": "The Block", "title": "Solana’s Orca merges with Loopscale in push to finance AI, robotics and defense", "url": "https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924", "publishedAt": "2026-10-07T22:01:02+00:00", "summary": "Canonical MCP category: market. The Block reports the merger and financing ambitions; future targets remain ambitions.", "matchedTerms": [ "SOL" ], "topics": [ "defi_credit", "other" ], "sourceKind": "media", "rightsStatus": "link-and-summary", "selectionScore": 34, "quality": { "eligible": true, "score": 34.2, "checks": { "verifiedSourceMetadata": true, "contentKind": true, "status": true }, "sourceCount": 1, "sourceQuality": 0.5851, "signals": { "confidence": 0.53, "importance": 0.39, "novelty": 1.0, "corroboration": 0.0, "sourceQuality": 0.5851, "effectiveSourceQuality": 0.5851, "catalystScore": 0.0726, "effectiveCatalystScore": 0.0726, "contentKind": "reporting", "status": "developing" }, "thresholds": { "minimumConfidence": null, "minimumImportance": null, "minimumSourceQuality": 0.58, "minimumCatalystScore": null, "minimumMediaReliability": 0.6 }, "policy": "source-backed-context-v1", "role": "context", "attributionRequired": true }, "relevanceReasons": [ "Retained as broader crypto context; no validated surface signal was available." ], "selectionReason": "Retained as broader crypto context; no validated surface signal was available.", "canonicalEventId": "9267edb8-852c-4e31-9981-dc2da145b4f1", "status": "selected", "eventCategory": "defi_credit", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [], "selection_reason": "Retained as broader crypto context; no validated surface signal was available.", "event_cluster_id": "market-event-2f6d86465119" }, "additional_coverage": [] } ], "coverage_status": "healthy", "coverage_basis": "monitored-source-search" }, "marketRead": { "text": "1W ATM IV rose 5.45 volatility points to 57.54%, a routine move at the 78th percentile among 41 comparable historical observations. Front-end ATM IV averaged 52.93%, +1.69 points from the prior snapshot. Long-dated fixed tenors were suppressed because listed expiries did not bracket them. 2W RR25 moved 2.46 volatility points toward puts to -0.58%, leaving puts richer than calls. 1M BF25 rose 0.25 volatility points to 3.94%. 24-hour spot-index: -7.23%; nearest eligible forward 16OCT26: -7.47% to $108.45. Relevant context found; no confirmed catalyst; the strongest assessed relationship has low causal confidence.", "wordCount": 91, "source": "deterministic structured report facts", "evidenceFields": [ "summaryMetrics.largestAtmMove", "realisedVolatility.spotMove24hPercent", "summaryMetrics.frontEndAverageAtm", "summaryMetrics.largestRr25Move", "summaryMetrics.largestBf25Move", "summaryMetrics.nearestEligibleForwardMove", "newsContext.outcome", "newsContext.highest_causal_confidence" ] }, "facts": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV increased, averaging +1.69 volatility points to 52.93% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV is unavailable because comparable observations were not present at both snapshots." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -1.68 volatility points to 0.06% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 was broadly unchanged, averaging +0.03 volatility points to 3.68% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +5.45 volatility points at 1W, to 57.54%.", "tenor": "1W", "value": 5.45 }, { "id": "spot-index-24h", "label": "24h spot-index return", "text": "SOL spot-index return was -7.23% over 24 hours.", "source": "realisedVolatility.spotReturns.windows.24h" }, { "id": "spot-index-7d", "label": "7d spot-index return", "text": "SOL spot-index return was -7.64% over seven days.", "source": "realisedVolatility.spotReturns.windows.7d" } ], "summaryMetrics": { "basis": "Fixed-tenor endpoint comparison", "unit": "volatility points", "atmIvChange": 1.69, "rr25Change": -1.68, "bf25Change": 0.03, "largestAtmMove": { "tenor": "1W", "current": 57.54, "previous": 52.09, "change": 5.45, "historicalSignificance": { "absoluteMove": 5.45, "movePercentile30d": 76.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 83.3, "classificationPercentile": 78.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } }, "frontEndAverageAtm": { "current": 52.93, "previous": 51.24, "change": 1.69 }, "longEndAverageAtm": { "current": null, "previous": null, "change": null }, "oneYearMinusOneWeekAtmSlope": { "current": null, "previous": null, "change": null }, "largestRr25Move": { "tenor": "2W", "current": -0.58, "previous": 1.88, "change": -2.46, "historicalSignificance": { "absoluteMove": 2.46, "movePercentile30d": 86.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 2.4, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "direction": "toward puts", "currentSign": "put-rich" }, "largestBf25Move": { "tenor": "1M", "current": 3.94, "previous": 3.69, "change": 0.25, "historicalSignificance": { "absoluteMove": 0.25, "movePercentile30d": 43.3, "movePercentileFullHistory": 46.3, "currentLevelPercentileFullHistory": 35.7, "classificationPercentile": 46.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } }, "nearestEligibleForwardMove": { "label": "16OCT26", "daysToExpiry": 7.645, "current": 108.45, "previous": 117.21, "change": -8.76, "percentChange": -7.47 } }, "tenors": [ { "tenor": "1W", "targetExpiry": 1792081920059, "availability": "available", "unavailableReason": null, "atmIv": { "current": 57.54, "previous": 52.09, "change": 5.45, "percentChange": 10.46 }, "rr25": { "current": -0.25, "previous": 0.72, "change": -0.97, "percentChange": -134.72 }, "bf25": { "current": 3.53, "previous": 3.62, "change": -0.09, "percentChange": -2.49 }, "historicalSignificance": { "atmIv": { "absoluteMove": 5.45, "movePercentile30d": 76.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 83.3, "classificationPercentile": 78.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "rr25": { "absoluteMove": 0.97, "movePercentile30d": 40.0, "movePercentileFullHistory": 39.0, "currentLevelPercentileFullHistory": 19.0, "classificationPercentile": 40.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "bf25": { "absoluteMove": 0.09, "movePercentile30d": 13.3, "movePercentileFullHistory": 14.6, "currentLevelPercentileFullHistory": 26.2, "classificationPercentile": 14.6, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } } }, { "tenor": "2W", "targetExpiry": 1792686720059, "availability": "available", "unavailableReason": null, "atmIv": { "current": 50.79, "previous": 50.88, "change": -0.09, "percentChange": -0.18 }, "rr25": { "current": -0.58, "previous": 1.88, "change": -2.46, "percentChange": -130.85 }, "bf25": { "current": 3.56, "previous": 3.64, "change": -0.08, "percentChange": -2.2 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.09, "movePercentile30d": 3.3, "movePercentileFullHistory": 4.9, "currentLevelPercentileFullHistory": 14.3, "classificationPercentile": 4.9, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "rr25": { "absoluteMove": 2.46, "movePercentile30d": 86.7, "movePercentileFullHistory": 78.0, "currentLevelPercentileFullHistory": 2.4, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "bf25": { "absoluteMove": 0.08, "movePercentile30d": 6.7, "movePercentileFullHistory": 7.3, "currentLevelPercentileFullHistory": 28.6, "classificationPercentile": 7.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } } }, { "tenor": "1M", "targetExpiry": 1794069120059, "availability": "available", "unavailableReason": null, "atmIv": { "current": 50.46, "previous": 50.76, "change": -0.3, "percentChange": -0.59 }, "rr25": { "current": 1.02, "previous": 2.63, "change": -1.61, "percentChange": -61.22 }, "bf25": { "current": 3.94, "previous": 3.69, "change": 0.25, "percentChange": 6.78 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.3, "movePercentile30d": 30.0, "movePercentileFullHistory": 26.8, "currentLevelPercentileFullHistory": 4.8, "classificationPercentile": 30.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "rr25": { "absoluteMove": 1.61, "movePercentile30d": 86.7, "movePercentileFullHistory": 80.5, "currentLevelPercentileFullHistory": 11.9, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 }, "bf25": { "absoluteMove": 0.25, "movePercentile30d": 43.3, "movePercentileFullHistory": 46.3, "currentLevelPercentileFullHistory": 35.7, "classificationPercentile": 46.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 41, "levelObservationsFullHistory": 42 } } }, { "tenor": "3M", "targetExpiry": 1799339520059, "availability": "unavailable", "unavailableReason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed.", "atmIv": { "current": null, "previous": null, "change": null, "percentChange": null }, "rr25": { "current": null, "previous": null, "change": null, "percentChange": null }, "bf25": { "current": null, "previous": null, "change": null, "percentChange": null }, "historicalSignificance": { "atmIv": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 16, "observationsFullHistory": 27, "levelObservationsFullHistory": 28 }, "rr25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 16, "observationsFullHistory": 27, "levelObservationsFullHistory": 28 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 16, "observationsFullHistory": 27, "levelObservationsFullHistory": 28 } } }, { "tenor": "6M", "targetExpiry": 1807201920059, "availability": "unavailable", "unavailableReason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed.", "atmIv": { "current": null, "previous": null, "change": null, "percentChange": null }, "rr25": { "current": null, "previous": null, "change": null, "percentChange": null }, "bf25": { "current": null, "previous": null, "change": null, "percentChange": null }, "historicalSignificance": { "atmIv": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "rr25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 } } }, { "tenor": "9M", "targetExpiry": 1815064320059, "availability": "unavailable", "unavailableReason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed.", "atmIv": { "current": null, "previous": null, "change": null, "percentChange": null }, "rr25": { "current": null, "previous": null, "change": null, "percentChange": null }, "bf25": { "current": null, "previous": null, "change": null, "percentChange": null }, "historicalSignificance": { "atmIv": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "rr25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 } } }, { "tenor": "1Y", "targetExpiry": 1823013120059, "availability": "unavailable", "unavailableReason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed.", "atmIv": { "current": null, "previous": null, "change": null, "percentChange": null }, "rr25": { "current": null, "previous": null, "change": null, "percentChange": null }, "bf25": { "current": null, "previous": null, "change": null, "percentChange": null }, "historicalSignificance": { "atmIv": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "rr25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 }, "bf25": { "absoluteMove": null, "movePercentile30d": null, "movePercentileFullHistory": null, "currentLevelPercentileFullHistory": null, "classificationPercentile": null, "label": "unavailable", "observations30d": 0, "observationsFullHistory": 0, "levelObservationsFullHistory": 0 } } } ], "listedExpiries": [ { "label": "9OCT26", "expiry": 1791532800000, "tauYears": 0.00176629, "daysToExpiry": 0.645, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 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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.", "days": [ { "reportDate": "2026-10-08", "headline": "Solana options: SOL spot index drops 7.23% over 24 hours", "summary": "Solana's spot-index return measured -7.23% over 24 hours between October 7 and October 8 at 16:32 UTC. Its absolute magnitude ranked at the 94.9 percentile across 59 matching daily endpoint returns reconstructed from stored prices spanning August 9 to October 7. Across the same snapshot comparison, 1W ATM IV rose from 52.09% to 57.54%, but 2W ATM IV fell 0.09 volatility points to 50.79% and 1M ATM IV declined 0.30 points to 50.46%. The increase was concentrated at 1W.", "macro": { "summary": "No qualifying macro event was retained for this report window.", "events": [] }, "crypto": { "summary": "The [Solana Foundation](https://solana.com/news/samsung-wallet) announced Samsung Wallet USDC transfers beginning in the last week of October, a future rollout. [CoinDesk](https://www.coindesk.com/business/2026/10/08/securitize-brings-apple-nvidia-and-tesla-to-solana-with-nyse-trading-in-the-works) reported Securitize's launch of tokenized Apple, Nvidia and Tesla stocks on Solana, with NYSE trading still planned. [The Block](https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924) reported the Orca–Loopscale merger and ambitions to finance AI, robotics and defence; that account remains developing single-source reporting. These developments provide a relevant business backdrop, but no clear measured link explains the spot decline or options changes.", "events": [ { "eventId": "5e8872f7-ec19-4323-87dd-f00bb9f4e0e8", "title": "Samsung Partners with Solana to Natively Deliver Stablecoins in Samsung Wallet to 82 Million U.S. Galaxy Devices", "publisher": "Solana Foundation", "url": "https://solana.com/news/samsung-wallet", "publishedAt": "2026-10-07T23:30:00+00:00" }, { "eventId": "26e7ac42-56ca-42d5-bf64-ea656f376d36", "title": "Securitize Launches Tokenized Apple, Nvidia and Tesla Stocks on Solana", "publisher": "The Defiant", "url": "https://thedefiant.io/converge/tradfi-and-fintech/securitize-launches-tokenized-apple-nvidia-and-tesla-stocks-on-solana", "publishedAt": "2026-10-08T15:10:15+00:00" }, { "eventId": "9267edb8-852c-4e31-9981-dc2da145b4f1", "title": "Solana’s Orca merges with Loopscale in push to finance AI, robotics and defense", "publisher": "The Block", "url": "https://www.theblock.co/news/defi/2026-10-07-solanas-orca-merges-with-loopscale-push-to-finance-ai-robotics-defense-417924", "publishedAt": "2026-10-07T22:01:02+00:00" } ] } } ] }, "newsStatus": "context", "headline": "Solana options: SOL spot index drops 7.23% over 24 hours", "standfirst": "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.", "leadChart": { "status": "unavailable", "reason": "A chart is unavailable for the leading observation" }, "crossAssetMarketContext": { "schemaVersion": 1, "source": "market-context-mcp", "status": "available", "asset": "SOL", "sessionDate": "2026-10-07", "asOfTimestamp": "2026-10-07T20:00:00+00:00", "summary": "Latest completed common benchmark session retrieved with as_of=2026-10-08T16:32:00+00:00. Crypto snapshot and all reported metric observation timestamps: 2026-10-07T20:00:00Z. Cross-asset ingestion: 2026-10-07T22:30:50.466734Z; methodologyVersion=market-context-v1; qualityStatus=valid. Benchmark providers: yahoo_finance; crypto metrics: Derivasys; combined metrics: Derivasys+yahoo_finance. IV spread and ratio percentiles are null with 26 prior samples each. The crypto-to-SPX realised-volatility ratio was 6.92, at the 65.6 percentile across 244 prior observations. The 60-session crypto-SPX return correlation was 0.36 from 60 aligned observations.", "regimeInsights": [ "The crypto-to-SPX realised-volatility ratio was 6.92, at the 65.6 percentile across 244 prior observations.", "The 60-session crypto-SPX return correlation was 0.36 from 60 aligned observations." ], "metrics": { "cryptoAtmIv30d": 51.17, "vix": 15.079999923706055, "vix9d": 11.779999732971191, "vix3m": 17.719999313354492, "ivSpread": 36.09000007629395, "ivRatio": 3.393236091437889, "cryptoRealisedVol20d": 70.9001810533284, "spxRealisedVol20": 10.23945668101644, "rvSpread": 60.660724372311954, "rvRatio": 6.924213194316708, "rvSpreadPercentile": 48.36065573770492, "rvSpreadPercentileSampleCount": 244, "rvRatioPercentile": 65.57377049180327, "rvRatioPercentileSampleCount": 244, "returnCorrelation30": 0.5786520352494767, "returnCorrelation30SampleCount": 30, "returnCorrelation60": 0.3630930400758451, "returnCorrelation60SampleCount": 60 }, "methodology": "Derivasys persisted market_context_latest schemaVersion=1. Crypto ATM IV: 30 calendar-day fixed tenor nearest the US close, ACT/365 implied-volatility convention, source Derivasys 30-day fixed-tenor surface. VIX-family levels: completed US cash-session close, sources ^VIX/^VIX9D/^VIX3M. IV spread=crypto ATM IV minus VIX in volatility_points; IV ratio=crypto ATM IV divided by VIX. Crypto RV uses 20 calendar-day close-to-close log returns and sqrt(365), source Derivasys canonical crypto index; SPX RV uses 20 US trading-session close-to-close log returns and sqrt(252), source ^GSPC. RV spreads use volatility_points; ratios use ratio; correlations use correlation_coefficient over 30/60 aligned US-session daily returns. Percentiles use prior valid persisted observations only, units percentile_rank. Alignment tolerance=600 seconds. These completed-session RV measurements are distinct from the report's unavailable one-minute RV windows. Returned freshness is fresh, ageSeconds=73920, evaluatedAt=2026-10-08T16:32:00Z; preserved as returned." }, "materialCandidates": [ { "id": "sol-spot-24h", "asset": "SOL", "metric": "spot", "metricLabel": "spot", "tenor": null, "expiry": null, "observationKind": "change", "change": -7.23, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": 94.9, "historicalLevelPercentile": null, "historicalZScore": 1.6352, "score": 42.346, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 24h exact index endpoint returns observed from stored prices in this run; same UTC clock; historical windows end at or before current period start; rolling historical windows may overlap each other; not original past published prices", "percentile": 94.9, "observations": 59, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-07T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.24h", "realisedVolatility.spotReturns.points" ], "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9" }, "scoreComponents": { "version": 3, "unit": "percent", "magnitudeScale": 2.0, "normalizedMagnitude": 3.615, "magnitudeScore": 7.23, "historicalMagnitudeScale": 1.0, "historicalBonus": 35.116, "evidenceQuality": 1.0, "totalScore": 42.346, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 94.9, "tailDistance": 44.9, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 42.346 }, "story": "SOL spot-index return was -7.23% over 24 hours", "source": "realisedVolatility.spotMove24hPercent", "scope": "single-asset", "leader": null, "laggard": null, "metricWindow": "24h", "spotReturnEvidence": { "status": "available", "startAt": "2026-10-07T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "timestamp": "2026-10-07T16:32:00+00:00", "price": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.23, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9" }, "selectionScore": 42.346, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "sol-largestRr25Move", "asset": "SOL", "metric": "rr25", "metricLabel": "RR25", "tenor": "2W", "expiry": null, "observationKind": "change", "change": -2.46, "current": -0.58, "previous": 1.88, "relativeChangePercent": null, "historicalPercentile": 86.7, "historicalLevelPercentile": null, "historicalZScore": 1.1123, "score": 32.5015, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in prior 30 days", "percentile": 86.7, "observations": 30, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "summaryMetrics.largestRr25Move.historicalSignificance.movePercentile30d" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 2.46, "magnitudeScore": 4.92, "historicalMagnitudeScale": 1.0, "historicalBonus": 27.5815, "evidenceQuality": 1.0, "totalScore": 32.5015, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 86.7, "tailDistance": 36.7, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 32.5015 }, "story": "SOL 2W RR25 moved lower by 2.46", "source": "summaryMetrics.largestRr25Move", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 32.5015, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "sol-largestAtmMove", "asset": "SOL", "metric": "atmIv", "metricLabel": "ATM IV", "tenor": "1W", "expiry": null, "observationKind": "change", "change": 5.45, "current": 57.54, "previous": 52.09, "relativeChangePercent": 10.4627, "historicalPercentile": 78.0, "historicalLevelPercentile": null, "historicalZScore": 0.7722, "score": 31.561, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in stored history", "percentile": 78.0, "observations": 41, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "summaryMetrics.largestAtmMove.historicalSignificance.movePercentileFullHistory" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 5.45, "magnitudeScore": 10.9, "historicalMagnitudeScale": 1.0, "historicalBonus": 20.661, "evidenceQuality": 1.0, "totalScore": 31.561, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 78.0, "tailDistance": 28.0, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 31.561 }, "story": "SOL 1W ATM IV moved higher by 5.45", "source": "summaryMetrics.largestAtmMove", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 31.561, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "sol-smile-rotation", "asset": "SOL", "metric": "smileRotation", "metricLabel": "smile rotation", "tenor": null, "expiry": "30OCT26", "observationKind": "change", "change": -2.192, "current": null, "previous": null, "relativeChangePercent": null, "historicalPercentile": null, "historicalLevelPercentile": null, "historicalZScore": null, "score": 4.384, "historicalContext": { "status": "unavailable", "observationKind": "change", "basis": "matching stored history unavailable", "percentile": null, "observations": null, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "surfaceEvents[rotation]" ], "unavailableReason": "history-status-unavailable-or-invalid" }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 1.0, "normalizedMagnitude": 2.192, "magnitudeScore": 4.384, "historicalMagnitudeScale": 1.0, "historicalBonus": 0.0, "evidenceQuality": 1.0, "totalScore": 4.384, "rarity": { "policyVersion": 1, "tail": "none", "percentile": null, "tailDistance": 0.0, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 4.384 }, "story": "SOL 30OCT26 smile rotation moved lower by 2.19", "source": "surfaceEvents[rotation]", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 4.384, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" }, { "id": "sol-largestBf25Move", "asset": "SOL", "metric": "bf25", "metricLabel": "BF25", "tenor": "1M", "expiry": null, "observationKind": "change", "change": 0.25, "current": 3.94, "previous": 3.69, "relativeChangePercent": null, "historicalPercentile": 46.3, "historicalLevelPercentile": null, "historicalZScore": -0.0929, "score": 1.0, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute matching cadence moves in stored history", "percentile": 46.3, "observations": 41, "minimumObservations": 20, "window": { "start": null, "end": null }, "sourceRefs": [ "summaryMetrics.largestBf25Move.historicalSignificance.movePercentileFullHistory" ], "unavailableReason": null }, "scoreComponents": { "version": 3, "unit": "volatility points", "magnitudeScale": 0.5, "normalizedMagnitude": 0.5, "magnitudeScore": 1.0, "historicalMagnitudeScale": 0.5, "historicalBonus": 0.0, "evidenceQuality": 1.0, "totalScore": 1.0, "rarity": { "policyVersion": 1, "tail": "none", "percentile": 46.3, "tailDistance": 0.0, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 1.0 }, "story": "SOL 1M BF25 moved higher by 0.25", "source": "summaryMetrics.largestBf25Move", "scope": "single-asset", "leader": null, "laggard": null, "selectionScore": 1.0, "selectionReason": "Deterministic metric-scaled magnitude, matching historical rarity, evidence availability and validated coordination/crossings; ties ordered by candidate ID" } ], "reportSignals": { "schemaVersion": 1, "reportKey": "daily:SOL", "cadence": "daily", "reportDate": "2026-10-08", "canonicalReportUrl": "https://www.derivasys.com/reports/sol/2026-10-08/", "comparisonWindow": { "startAt": "2026-10-07T16:32:00+00:00", "startAtReason": null, "endAt": "2026-10-08T16:32:00+00:00", "comparisonCutoffAt": null, "basis": "stored surface snapshots; per-asset actual timestamps are in provenance.snapshots", "targetDuration": "24h" }, "leadSignal": { "id": "sol-spot-24h", "asset": "SOL", "metric": "spot", "metricLabel": "spot", "tenor": null, "expiry": null, "scope": "single-asset", "observationKind": "change", "current": null, "previous": null, "change": -7.23, "relativeChangePercent": null, "historicalPercentile": 94.9, "historicalLevelPercentile": null, "historicalZScore": 1.6352, "source": "realisedVolatility.spotMove24hPercent", "leader": null, "laggard": null, "historicalContext": { "status": "available", "observationKind": "change", "basis": "absolute 24h exact index endpoint returns observed from stored prices in this run; same UTC clock; historical windows end at or before current period start; rolling historical windows may overlap each other; not original past published prices", "percentile": 94.9, "observations": 59, "minimumObservations": 20, "window": { "start": "2026-08-09T16:32:00+00:00", "end": "2026-10-07T16:32:00+00:00" }, "sourceRefs": [ "realisedVolatility.spotReturns.windows.24h", "realisedVolatility.spotReturns.points" ], "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9" }, "scoreComponents": { "version": 3, "unit": "percent", "magnitudeScale": 2.0, "normalizedMagnitude": 3.615, "magnitudeScore": 7.23, "historicalMagnitudeScale": 1.0, "historicalBonus": 35.116, "evidenceQuality": 1.0, "totalScore": 42.346, "rarity": { "policyVersion": 1, "tail": "upper", "percentile": 94.9, "tailDistance": 44.9, "magnitudeIndependent": false }, "formula": "(2 * min(abs(observation) / metric scale, 20) + rarity * historical magnitude scale) * evidence quality; validated dispersion lower tail <= 10 uses scale 1", "selectionAdjustment": 0.0, "selectionScore": 42.346 }, "selectionAuditVersion": 1, "spotReturnEvidence": { "status": "available", "startAt": "2026-10-07T16:32:00+00:00", "endAt": "2026-10-08T16:32:00+00:00", "startEndpoint": { "timestamp": "2026-10-07T16:32:00+00:00", "price": 117.1082, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "endEndpoint": { "timestamp": "2026-10-08T16:32:00+00:00", "price": 108.6373, "venue": "canonical", "instrument": "SOL-USDC-INDEX", "fallback": false, "sourceVenue": "deribit", "sourceInstrument": "sol_usdc", "unavailableReason": null }, "valuePercent": -7.23, "unavailableReason": null, "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9" }, "unit": "percent", "fieldUnits": { "current": "percent", "previous": "percent", "change": "percent", "relativeChangePercent": "percent", "historicalPercentile": "percentile", "historicalLevelPercentile": "percentile", "historicalZScore": "standard-normal quantile of empirical percentile" }, "basis": "realisedVolatility.spotMove24hPercent", "selectionMethod": "final-dossier-chosen-story-id", "metricWindow": "24h" }, "leadSignalReason": null, "levelDispersion": null, "changeDispersion": null, "rankings": null, "crossAssetReason": "not-applicable-single-asset-report", "percentiles": { "unit": "percentile", "crossAsset": null, "crossAssetReason": "not-applicable-single-asset-report", "selectedLead": { "historicalPercentile": 94.9, "historicalLevelPercentile": null, "basis": "exact frozen material candidate; source-specific history and classification", "source": "realisedVolatility.spotMove24hPercent", "reason": null }, "selectedLeadReason": null }, "dataQuality": { "status": "partial", "basis": "availability of published surface, realised-volatility and cross-asset metrics; excludes news quality", "nullPolicy": "unavailable observations stay null; no extrapolation or substituted baselines", "assets": [ { "asset": "SOL", "comparisonStatus": null, "comparisonNote": null, "coverage": { "currentListedExpiries": 7, "previousListedExpiries": 5, "comparedListedExpiries": 4, "addedExpiries": [ "10OCT26", "23OCT26", "27NOV26" ], "removedExpiries": [ "8OCT26" ], "fixedTenors": [ "1W", "2W", "1M" ], "suppressedFixedTenors": [ "3M", "6M", "9M", "1Y" ] }, "currentListedExpiries": null, "comparedListedExpiries": null, "tenors": [ { "tenor": "1W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "2W", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "1M", "status": "complete", "availableMetrics": [ "atmIv.current", "atmIv.previous", "atmIv.change", "rr25.current", "rr25.previous", "rr25.change", "bf25.current", "bf25.previous", "bf25.change" ], "sourceAvailability": "available", "reason": null }, { "tenor": "3M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "6M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "9M", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." }, { "tenor": "1Y", "status": "unavailable", "availableMetrics": [], "sourceAvailability": "unavailable", "reason": "The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed." } ], "realisedVolatilityCoverage": { "24h": { "status": "unavailable", "observedReturns": 1336, "expectedReturns": 1440, "coveragePercent": 92.7778, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 92.7778% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." }, "7d": { "status": "unavailable", "observedReturns": 9976, "expectedReturns": 10080, "coveragePercent": 98.9683, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 98.9683% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." }, "30d": { "status": "unavailable", "observedReturns": 43096, "expectedReturns": 43200, "coveragePercent": 99.7593, "missingPriceMinutes": 100, "missingIntervals": 4, "largestMissingRunMinutes": 91, "unavailableReason": "30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.7593% with 100 missing price minutes across 4 intervals and a largest gap of 91 minutes." } }, "realisedVolatilityReason": null, "realisedVolatilityUnavailableReason": null, "realisedVolatilityCoveragePolicy": { "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 } ] }, "provenance": { "calculationSource": "existing verified report metrics and frozen material candidates", "snapshots": [ { "asset": "SOL", "currentSnapshotAt": "2026-10-08T16:32:00+00:00", "previousSnapshotAt": "2026-10-07T16:32:00+00:00", "sourceSnapshots": { "current": { "id": 598778, "timestamp": "2026-10-08T16:32:00+00:00" }, "previous": { "id": 589531, "timestamp": "2026-10-07T16:32:00+00:00" } }, "currentSnapshotId": null, "previousSnapshotId": null } ], "methodologySource": "Derivasys proprietary historical SVI surface and canonical SOL index databases", "crossAssetAnalysisSchemaVersion": null }, "spotReturns": { "SOL": { "schemaVersion": 1, "asset": "SOL", "cutoffAt": "2026-10-08T16:32:00+00:00", "sourceSha256": "e290e344a02eb0ea8655638655e981eb77687aab63612012f229e509e2408ca9", "points": [ { "timestamp": "2026-08-09T16:32:00+00:00", "price": 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