Solana’s One-Week Implied Volatility Fell, Then Rebounded

Solana (SOL) one-week at-the-money implied volatility fell to 49.63% on Oct. 9, then rose to 54.04% by Oct. 13, showing how options pricing for near-term price swings changed over the period.

The Oct. 9 reading was recorded at 16:56 UTC, down 8.58 volatility points from the prior daily cutoff. The Oct. 13 reading was up 7.16 volatility points from its prior daily cutoff.

Implied volatility is derived from options prices and reflects the magnitude of future price moves those prices imply. It does not indicate whether SOL will rise or fall. The one-week tenor describes the options’ time to expiry, while at-the-money options have strike prices near the asset’s current price.