Solana (SOL) options IV surface
Observed mark implied volatility by expiry and delta, from one public options venue. IV is annualized, in percent.
Bybit only. The first public venue with usable IV in configured venue order. 0 rows from other public venues left out; venues are never combined.
Data delayed. No fresh usable IV remains at Bybit. Quotes older than 20 minutes are excluded; the recorder normally updates every 5 minutes.
Excluded at the selected venue: 104 stale, 0 future-dated, 0 expired, 0 invalid IV / forward / strike / signed delta.
Methodology & observed coverage
This is an observed-quote matrix, not a fitted volatility surface. Put and call IVs interpolate linearly between the nearest listed signed deltas bracketing −0.10, −0.25, +0.25 and +0.10. Outside listed deltas, the nearest quote is accepted only within 0.05 delta; otherwise a dash means unavailable. ATM IV interpolates linearly in strike at the forward, only when bracketed. No interpolation across venues or expiries.
A missing delta uses the existing Black-76 fallback at the quote's own observation time. Invalid signed deltas are excluded. Quotes must have positive finite mark IV, forward and strike, be unexpired, at most 20 minutes old and no more than 60 seconds in the future. Each row shows its oldest usable observation in UTC and the number of usable quotes. Incomplete open interest does not exclude IV: no OI weighting is used.
Only public-gated Bybit / Binance snapshots are eligible, recorded every 5 minutes. Coverage is limited to the selected venue's listed quotes and up to 16 nearest usable expiries; this is not the whole options market. Not financial advice.