Solana’s short-dated implied volatility jumps 18.3 points in a week

Options traders are paying up for protection on SOL contracts that expire within days, while longer-dated pricing stays calmer Solana options traders had a busy week. Implied volatility on SOL contracts with 2 days left to expiry climbed by 18.3 points over the span of a single week. Implied volatility, or IV, is the market’s guess at how wildly an asset will swing, backed out from what people are willing to pay for options. Data from options analytics provider Derivasys shows how jumpy that pricing has been. On October 9, 2026, SOL’s one-week at-the-money IV dropped 8.58 points to 49.63%.

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