{ "schemaVersion": 2, "reportDate": "2026-05-12", "generatedAt": "2026-07-25T18:42:32+00:00", "currentSnapshotAt": "2026-05-12T23:59:00+00:00", "previousSnapshotAt": "2026-05-11T23:59:00+00:00", "windowHours": 24.0, "currency": "BTC", "methodology": { "source": "Derivasys proprietary historical SVI surface database", "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-BTC 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 interpolated independently at 1W, 2W, 1M, 3M, 6M, 9M and 1Y; headline rankings prioritise 1W, 2W, 1M, 3M, 6M and 1Y.", "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 changes only and does not infer unsupported market drivers, spot moves, flows or forecasts." }, "fitQuality": { "currentObjective": 0.05361224, "previousObjective": 0.0761328, "currentLiveError": 115.89240046, "previousLiveError": 135.27313433 }, "coverage": { "currentListedExpiries": 11, "previousListedExpiries": 11, "comparedListedExpiries": 10, "addedExpiries": [ "16MAY26" ], "removedExpiries": [ "12MAY26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M", "1Y" ] }, "commentary": { "source": "deterministic", "model": null, "headline": "BTC daily surface: 2W ATM IV falls 0.50 volatility points", "executiveSummary": "Across the six headline tenors, ATM IV averaged -0.11 volatility points, RR25 -0.02 volatility points and BF25 +0.02 volatility points between the stored endpoints.", "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV decreased, averaging -0.33 volatility points across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.15 volatility points across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 was broadly unchanged, averaging -0.02 volatility points across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 was broadly unchanged, averaging +0.02 volatility points across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was -0.50 volatility points at 2W.", "tenor": "2W", "value": -0.5 } ], "evidenceIds": [ "front-atm", "back-atm", "rr25", "bf25", "largest-standard-tenor" ] }, "newsEvidence": null, "facts": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV decreased, averaging -0.33 volatility points across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.15 volatility points across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 was broadly unchanged, averaging -0.02 volatility points across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 was broadly unchanged, averaging +0.02 volatility points across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was -0.50 volatility points at 2W.", "tenor": "2W", "value": -0.5 } ], "summaryMetrics": { "basis": "Average change across 1W, 2W, 1M, 3M, 6M and 1Y", "unit": "volatility points", "atmIvChange": -0.11, "rr25Change": -0.02, "bf25Change": 0.02 }, "tenors": [ { "tenor": "1W", "targetExpiry": 1779235144157, "availability": "available", "unavailableReason": null, "atmIv": { "current": 35.0, "previous": 35.34, "change": -0.34, "percentChange": -0.96 }, "rr25": { "current": -2.41, "previous": -2.34, "change": -0.07, "percentChange": -2.99 }, "bf25": { "current": 1.43, "previous": 1.34, "change": 0.09, "percentChange": 6.72 } }, { "tenor": "2W", "targetExpiry": 1779839944157, "availability": "available", "unavailableReason": null, "atmIv": { "current": 35.29, "previous": 35.79, "change": -0.5, "percentChange": -1.4 }, "rr25": { "current": -2.98, "previous": -2.83, "change": -0.15, "percentChange": -5.3 }, "bf25": { "current": 1.64, "previous": 1.47, "change": 0.17, "percentChange": 11.56 } }, { "tenor": "1M", "targetExpiry": 1781222344157, "availability": "available", "unavailableReason": null, "atmIv": { "current": 36.79, "previous": 36.94, "change": -0.15, "percentChange": -0.41 }, "rr25": { "current": -3.43, "previous": -3.29, "change": -0.14, "percentChange": -4.26 }, "bf25": { "current": 1.93, "previous": 1.87, "change": 0.06, "percentChange": 3.21 } }, { "tenor": "3M", "targetExpiry": 1786492744157, "availability": "available", "unavailableReason": null, "atmIv": { "current": 39.19, "previous": 39.18, "change": 0.01, "percentChange": 0.03 }, "rr25": { "current": -3.73, "previous": -3.89, "change": 0.16, "percentChange": 4.11 }, "bf25": { "current": 1.99, "previous": 2.01, "change": -0.02, "percentChange": -1.0 } }, { "tenor": "6M", "targetExpiry": 1794355144157, "availability": "available", "unavailableReason": null, "atmIv": { "current": 42.24, "previous": 42.11, "change": 0.13, "percentChange": 0.31 }, "rr25": { "current": -4.06, "previous": -4.01, "change": -0.05, "percentChange": -1.25 }, "bf25": { "current": 2.32, "previous": 2.45, "change": -0.13, "percentChange": -5.31 } }, { "tenor": "9M", "targetExpiry": 1802217544157, "availability": "available", "unavailableReason": null, "atmIv": { "current": 43.87, "previous": 43.72, "change": 0.15, "percentChange": 0.34 }, "rr25": { "current": -3.92, "previous": -3.96, "change": 0.04, "percentChange": 1.01 }, "bf25": { "current": 2.34, "previous": 2.46, "change": -0.12, "percentChange": -4.88 } }, { "tenor": "1Y", "targetExpiry": 1810166344157, "availability": "available", "unavailableReason": null, "atmIv": { "current": 44.61, "previous": 44.43, "change": 0.18, "percentChange": 0.41 }, "rr25": { "current": -3.71, "previous": -3.84, "change": 0.13, "percentChange": 3.39 }, "bf25": { "current": 2.29, "previous": 2.36, "change": -0.07, "percentChange": -2.97 } } ], "listedExpiries": [ { "label": "13MAY26", "expiry": 1778659200000, "tauYears": 0.00091517, "daysToExpiry": 0.334, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 80494.02, "previous": 81731.84, "change": -1237.82, "percentChange": -1.51 }, "atmIv": { "current": 26.64, "previous": 32.18, "change": -5.54, "percentChange": -17.22 }, "rr25": { "current": -1.68, "previous": 0.15, "change": -1.83, "percentChange": -1220.0 }, "bf25": { "current": 0.46, "previous": 1.43, "change": -0.97, "percentChange": -67.83 }, "svi": { "a": { "current": -0.0233, "previous": -0.0431, "change": 0.0198, "percentChange": 45.91 }, "b": { "current": 0.0424, "previous": 0.0908, "change": -0.0483, "percentChange": -53.27 }, "rho": { "current": -0.1833, "previous": 0.0051, "change": -0.1883, "percentChange": -3711.47 }, "m": { "current": -0.0942, "previous": 0.002, "change": -0.0962, "percentChange": -4906.36 }, "sigma": { "current": 0.5609, "previous": 0.4792, "change": 0.0816, "percentChange": 17.04 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 198.7107, 189.4608, 180.1738, 170.8547, 161.509, 152.143, 142.7639, 133.3798, 124.0002, 114.6362, 105.3013, 96.0127, 86.7924, 77.6703, 68.6892, 59.9131, 51.4442, 43.4541, 36.2459, 30.3568, 26.6413, 26.0049, 28.61, 33.672, 40.2369, 47.6534, 55.5499, 63.7193, 72.042, 80.4456, 88.8842, 97.3271, 105.7534, 114.1481, 122.5003, 130.8019, 139.0466, 147.23, 155.3483, 163.3988, 171.3796 ], "previous": [ 149.3631, 142.7528, 136.092, 129.3847, 122.6359, 115.8519, 109.0406, 102.2115, 95.377, 88.5529, 81.7596, 75.0241, 68.3829, 61.8864, 55.6057, 49.6434, 44.149, 39.3384, 35.5074, 33.0126, 32.1749, 33.1236, 35.7149, 39.6218, 44.4904, 50.0294, 56.0277, 62.3391, 68.8633, 75.5305, 82.2911, 89.1094, 95.9587, 102.8186, 109.6736, 116.5115, 123.3225, 130.0988, 136.8341, 143.5233, 150.1625 ], "change": [ 49.3476, 46.708, 44.0818, 41.47, 38.8731, 36.2911, 33.7233, 31.1683, 28.6232, 26.0833, 23.5417, 20.9886, 18.4095, 15.7839, 13.0835, 10.2697, 7.2952, 4.1157, 0.7385, -2.6558, -5.5336, -7.1187, -7.1049, -5.9498, -4.2535, -2.376, -0.4778, 1.3802, 3.1787, 4.9151, 6.5931, 8.2177, 9.7947, 11.3295, 12.8267, 14.2904, 15.7241, 17.1312, 18.5142, 19.8755, 21.2171 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 8.2, "rotation": -16.949, "wingChange": 20.601, "rmsChange": 21.704 } }, { "label": "14MAY26", "expiry": 1778745600000, "tauYears": 0.0036549, "daysToExpiry": 1.334, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 80510.7, "previous": 81736.13, "change": -1225.43, "percentChange": -1.5 }, "atmIv": { "current": 31.02, "previous": 34.09, "change": -3.07, "percentChange": -9.01 }, "rr25": { "current": -0.91, "previous": -0.03, "change": -0.88, "percentChange": -2933.33 }, "bf25": { "current": 1.17, "previous": 1.45, "change": -0.28, "percentChange": -19.31 }, "svi": { "a": { "current": -0.0354, "previous": -0.0612, "change": 0.0258, "percentChange": 42.2 }, "b": { "current": 0.0763, "previous": 0.1059, "change": -0.0296, "percentChange": -27.91 }, "rho": { "current": -0.0733, "previous": -0.0381, "change": -0.0352, "percentChange": -92.57 }, "m": { "current": -0.0295, "previous": -0.0218, "change": -0.0078, "percentChange": -35.61 }, "sigma": { "current": 0.4695, "previous": 0.5857, "change": -0.1162, "percentChange": -19.84 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 143.082, 136.791, 130.4567, 124.0834, 117.6765, 111.2424, 104.7889, 98.3258, 91.865, 85.4215, 79.0142, 72.6677, 66.4147, 60.299, 54.3815, 48.748, 43.5208, 38.8741, 35.0463, 32.3321, 31.0228, 31.2881, 33.079, 36.1552, 40.2069, 44.9538, 50.1814, 55.7367, 61.5135, 67.4375, 73.4565, 79.5327, 85.6386, 91.7536, 97.8619, 103.9517, 110.0134, 116.0399, 122.0253, 127.9651, 133.8558 ], "previous": [ 115.6489, 110.6251, 105.5908, 100.5513, 95.513, 90.4834, 85.4716, 80.4887, 75.5484, 70.6677, 65.868, 61.1764, 56.6278, 52.2675, 48.1539, 44.3625, 40.989, 38.1493, 35.9735, 34.5891, 34.0928, 34.521, 35.8374, 37.9447, 40.7146, 44.0153, 47.7294, 51.7604, 56.0319, 60.4848, 65.0737, 69.7636, 74.5275, 79.3442, 84.197, 89.0725, 93.9599, 98.8505, 103.7372, 108.6141, 113.4762 ], "change": [ 27.4331, 26.1659, 24.8659, 23.5321, 22.1635, 20.759, 19.3173, 17.8371, 16.3166, 14.7538, 13.1462, 11.4913, 9.7869, 8.0315, 6.2276, 4.3855, 2.5318, 0.7248, -0.9272, -2.257, -3.07, -3.2329, -2.7584, -1.7895, -0.5077, 0.9385, 2.452, 3.9763, 5.4816, 6.9527, 8.3828, 9.7691, 11.1111, 12.4094, 13.6649, 14.8792, 16.0535, 17.1894, 18.2881, 19.351, 20.3796 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 6.153, "rotation": -4.763, "wingChange": 13.835, "rmsChange": 13.884 } }, { "label": "15MAY26", "expiry": 1778832000000, "tauYears": 0.00639462, "daysToExpiry": 2.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 80512.56, "previous": 81757.98, "change": -1245.42, "percentChange": -1.52 }, "atmIv": { "current": 35.29, "previous": 35.19, "change": 0.1, "percentChange": 0.28 }, "rr25": { "current": -0.76, "previous": -0.96, "change": 0.2, "percentChange": 20.83 }, "bf25": { "current": 1.64, "previous": 1.44, "change": 0.2, "percentChange": 13.89 }, "svi": { "a": { "current": -0.0485, "previous": -0.0698, "change": 0.0213, "percentChange": 30.53 }, "b": { "current": 0.0984, "previous": 0.1108, "change": -0.0125, "percentChange": -11.24 }, "rho": { "current": 0.0432, "previous": -0.0167, "change": 0.0599, "percentChange": 358.65 }, "m": { "current": 0.0265, "previous": -0.0026, "change": 0.0292, "percentChange": 1118.6 }, "sigma": { "current": 0.5016, "previous": 0.6402, "change": -0.1386, "percentChange": -21.65 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 118.5566, 113.6526, 108.7221, 103.7694, 98.8001, 93.8208, 88.8399, 83.8676, 78.9166, 74.0031, 69.1473, 64.375, 59.7198, 55.2248, 50.9466, 46.9586, 43.3545, 40.2511, 37.7839, 36.0943, 35.3025, 35.4744, 36.5998, 38.5958, 41.3351, 44.6774, 48.4933, 52.6734, 57.1308, 61.7974, 66.6208, 71.5606, 76.5853, 81.6703, 86.7961, 91.9469, 97.1102, 102.2756, 107.4348, 112.5807, 117.7076 ], "previous": [ 99.093, 95.0697, 91.048, 87.0329, 83.0305, 79.0477, 75.093, 71.1766, 67.3105, 63.5096, 59.7918, 56.1793, 52.6994, 49.3853, 46.2779, 43.4264, 40.8889, 38.7309, 37.0219, 35.8286, 35.2047, 35.1808, 35.7575, 36.905, 38.5701, 40.6862, 43.1832, 45.9951, 49.0634, 52.338, 55.7779, 59.3492, 63.0246, 66.7816, 70.6022, 74.4715, 78.3774, 82.3097, 86.2602, 90.2217, 94.1885 ], "change": [ 19.4636, 18.5829, 17.6741, 16.7365, 15.7696, 14.7731, 13.7469, 12.691, 11.6061, 10.4935, 9.3555, 8.1957, 7.0204, 5.8395, 4.6687, 3.5322, 2.4656, 1.5202, 0.762, 0.2657, 0.0978, 0.2936, 0.8423, 1.6908, 2.765, 3.9912, 5.3101, 6.6783, 8.0674, 9.4594, 10.8429, 12.2114, 13.5607, 14.8887, 16.1939, 17.4754, 18.7328, 19.9659, 21.1746, 22.359, 23.5191 ], "classification": [ "rotation towards calls", "wing steepening" ], "parallelShift": 6.765, "rotation": 1.487, "wingChange": 10.001, "rmsChange": 12.499 } }, { "label": "22MAY26", "expiry": 1779436800000, "tauYears": 0.0255727, "daysToExpiry": 9.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 80530.79, "previous": 81765.14, "change": -1234.35, "percentChange": -1.51 }, "atmIv": { "current": 34.96, "previous": 35.39, "change": -0.43, "percentChange": -1.22 }, "rr25": { "current": -2.64, "previous": -2.74, "change": 0.1, "percentChange": 3.65 }, "bf25": { "current": 1.4, "previous": 1.3, "change": 0.1, "percentChange": 7.69 }, "svi": { "a": { "current": -0.0707, "previous": -0.1272, "change": 0.0565, "percentChange": 44.42 }, "b": { "current": 0.1154, "previous": 0.1431, "change": -0.0277, "percentChange": -19.36 }, "rho": { "current": 0.1565, "previous": 0.0805, "change": 0.0759, "percentChange": 94.31 }, "m": { "current": 0.1399, "previous": 0.1189, "change": 0.021, "percentChange": 17.7 }, "sigma": { "current": 0.6466, "previous": 0.9154, "change": -0.2688, "percentChange": -29.36 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 67.4239, 65.3878, 63.3586, 61.3394, 59.3337, 57.3457, 55.38, 53.4419, 51.5377, 49.6743, 47.8597, 46.1032, 44.4151, 42.807, 41.2919, 39.8841, 38.5989, 37.4528, 36.4623, 35.644, 35.0134, 34.5838, 34.3657, 34.3659, 34.5866, 35.0258, 35.677, 36.5301, 37.5725, 38.7893, 40.1651, 41.684, 43.3306, 45.0904, 46.9498, 48.8963, 50.9188, 53.0071, 55.1522, 57.3461, 59.5817 ], "previous": [ 65.2845, 63.3426, 61.4168, 59.51, 57.6257, 55.7676, 53.9401, 52.1478, 50.3961, 48.691, 47.0393, 45.4483, 43.9263, 42.4823, 41.1262, 39.8685, 38.7203, 37.6931, 36.7986, 36.0478, 35.4513, 35.018, 34.7551, 34.6673, 34.7568, 35.0227, 35.4617, 36.0678, 36.8328, 37.7472, 38.8004, 39.9811, 41.2782, 42.6805, 44.1777, 45.7597, 47.4174, 49.1424, 50.9271, 52.7645, 54.6485 ], "change": [ 2.1394, 2.0452, 1.9418, 1.8294, 1.708, 1.5781, 1.4399, 1.2941, 1.1416, 0.9833, 0.8204, 0.6549, 0.4888, 0.3247, 0.1657, 0.0156, -0.1214, -0.2403, -0.3363, -0.4038, -0.4379, -0.4342, -0.3894, -0.3014, -0.1702, 0.0031, 0.2153, 0.4623, 0.7397, 1.0421, 1.3647, 1.7029, 2.0524, 2.4099, 2.7721, 3.1366, 3.5014, 3.8647, 4.2251, 4.5816, 4.9332 ], "classification": [ "rotation towards calls", "wing steepening" ], "parallelShift": 0.582, "rotation": 0.544, "wingChange": 1.53, "rmsChange": 1.94 } }, { "label": "29MAY26", "expiry": 1780041600000, "tauYears": 0.04475078, "daysToExpiry": 16.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 80551.6, "previous": 81784.45, "change": -1232.85, "percentChange": -1.51 }, "atmIv": { "current": 35.39, "previous": 36.01, "change": -0.62, "percentChange": -1.72 }, "rr25": { "current": -3.08, "previous": -2.89, "change": -0.19, "percentChange": -6.57 }, "bf25": { "current": 1.7, "previous": 1.55, "change": 0.15, "percentChange": 9.68 }, "svi": { "a": { "current": -0.0844, "previous": -0.1611, "change": 0.0766, "percentChange": 47.59 }, "b": { "current": 0.1421, "previous": 0.1758, "change": -0.0337, "percentChange": -19.16 }, "rho": { "current": 0.1854, "previous": 0.0993, "change": 0.0861, "percentChange": 86.68 }, "m": { "current": 0.1699, "previous": 0.1488, "change": 0.0211, "percentChange": 14.19 }, "sigma": { "current": 0.643, "previous": 0.9546, "change": -0.3116, "percentChange": -32.64 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 60.5227, 58.9338, 57.3536, 55.7846, 54.2297, 52.6922, 51.1756, 49.6841, 48.2223, 46.7954, 45.4089, 44.0694, 42.7837, 41.5596, 40.4053, 39.3299, 38.3426, 37.4533, 36.6718, 36.0079, 35.4708, 35.0689, 34.8093, 34.6975, 34.7369, 34.9289, 35.2727, 35.7653, 36.4019, 37.1758, 38.0796, 39.1044, 40.2414, 41.4812, 42.8147, 44.2329, 45.7274, 47.29, 48.9135, 50.5908, 52.3157 ], "previous": [ 59.0276, 57.5013, 55.9922, 54.5027, 53.0357, 51.5941, 50.1813, 48.8009, 47.457, 46.1538, 44.8961, 43.6891, 42.5381, 41.4491, 40.4282, 39.4818, 38.6166, 37.8392, 37.1562, 36.5738, 36.0978, 35.7334, 35.4849, 35.3554, 35.347, 35.4601, 35.6942, 36.0473, 36.5163, 37.097, 37.7842, 38.5725, 39.4557, 40.4273, 41.4811, 42.6107, 43.8098, 45.0725, 46.3932, 47.7666, 49.1877 ], "change": [ 1.4951, 1.4325, 1.3614, 1.2819, 1.194, 1.0981, 0.9943, 0.8832, 0.7653, 0.6416, 0.5128, 0.3803, 0.2456, 0.1105, -0.0229, -0.1519, -0.274, -0.3859, -0.4844, -0.5659, -0.627, -0.6645, -0.6756, -0.6579, -0.6101, -0.5312, -0.4215, -0.282, -0.1144, 0.0788, 0.2954, 0.5319, 0.7857, 1.0539, 1.3336, 1.6222, 1.9176, 2.2175, 2.5203, 2.8242, 3.128 ], "classification": [ "wing steepening" ], "parallelShift": 0.06, "rotation": -0.217, "wingChange": 1.031, "rmsChange": 1.172 } }, { "label": "26JUN26", "expiry": 1782460800000, "tauYears": 0.12146311, "daysToExpiry": 44.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 80676.35, "previous": 81911.96, "change": -1235.61, "percentChange": -1.51 }, "atmIv": { "current": 37.32, "previous": 37.36, "change": -0.04, "percentChange": -0.11 }, "rr25": { "current": -3.55, "previous": -3.47, "change": -0.08, "percentChange": -2.31 }, "bf25": { "current": 2.01, "previous": 2.03, "change": -0.02, "percentChange": -0.99 }, "svi": { "a": { "current": -0.2215, "previous": -0.2268, "change": 0.0053, "percentChange": 2.35 }, "b": { "current": 0.2333, "previous": 0.2374, "change": -0.0041, "percentChange": -1.72 }, "rho": { "current": -0.1482, "previous": -0.1338, "change": -0.0143, "percentChange": -10.69 }, "m": { "current": -0.0667, "previous": -0.0541, "change": -0.0126, "percentChange": -23.33 }, "sigma": { "current": 1.0301, "previous": 1.0349, "change": -0.0047, "percentChange": -0.46 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 52.148, 51.1373, 50.1454, 49.1737, 48.224, 47.2976, 46.3965, 45.5223, 44.6768, 43.8621, 43.08, 42.3325, 41.6217, 40.9496, 40.3182, 39.7296, 39.1857, 38.6883, 38.2394, 37.8405, 37.4931, 37.1986, 36.9579, 36.7721, 36.6416, 36.5667, 36.5476, 36.5839, 36.6751, 36.8203, 37.0187, 37.2687, 37.5689, 37.9177, 38.3132, 38.7535, 39.2364, 39.76, 40.322, 40.9203, 41.5529 ], "previous": [ 51.9606, 50.9623, 49.9827, 49.0233, 48.0856, 47.1713, 46.2821, 45.4197, 44.5859, 43.7827, 43.012, 42.2758, 41.5761, 40.9149, 40.2943, 39.7162, 39.1826, 38.6953, 38.2562, 37.8669, 37.5288, 37.2432, 37.0112, 36.8337, 36.7112, 36.6439, 36.6321, 36.6753, 36.7731, 36.9246, 37.1288, 37.3844, 37.6899, 38.0437, 38.4439, 38.8887, 39.3759, 39.9036, 40.4695, 41.0717, 41.7079 ], "change": [ 0.1874, 0.175, 0.1627, 0.1504, 0.1384, 0.1263, 0.1144, 0.1026, 0.0909, 0.0794, 0.068, 0.0567, 0.0456, 0.0347, 0.0239, 0.0134, 0.0031, -0.007, -0.0168, -0.0264, -0.0357, -0.0446, -0.0533, -0.0616, -0.0696, -0.0772, -0.0845, -0.0914, -0.098, -0.1043, -0.1101, -0.1157, -0.121, -0.126, -0.1307, -0.1352, -0.1395, -0.1436, -0.1475, -0.1514, -0.155 ], "classification": [ "limited movement" ], "parallelShift": -0.026, "rotation": -0.178, "wingChange": 0.015, "rmsChange": 0.106 } }, { "label": "31JUL26", "expiry": 1785484800000, "tauYears": 0.21735352, "daysToExpiry": 79.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 80859.16, "previous": 82066.34, "change": -1207.18, "percentChange": -1.47 }, "atmIv": { "current": 38.65, "previous": 38.71, "change": -0.06, "percentChange": -0.15 }, "rr25": { "current": -3.6, "previous": -3.86, "change": 0.26, "percentChange": 6.74 }, "bf25": { "current": 1.88, "previous": 1.9, "change": -0.02, "percentChange": -1.05 }, "svi": { "a": { "current": -0.25, "previous": -0.2497, "change": -0.0003, "percentChange": -0.12 }, "b": { "current": 0.2435, "previous": 0.2422, "change": 0.0014, "percentChange": 0.58 }, "rho": { "current": -0.1591, "previous": -0.1161, "change": -0.0429, "percentChange": -36.98 }, "m": { "current": -0.054, "previous": 0.007, "change": -0.061, "percentChange": -872.17 }, "sigma": { "current": 1.1689, "previous": 1.1684, "change": 0.0004, "percentChange": 0.04 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 48.1705, 47.5401, 46.9229, 46.3197, 45.731, 45.1577, 44.6005, 44.06, 43.5371, 43.0324, 42.5468, 42.0809, 41.6356, 41.2115, 40.8093, 40.4298, 40.0736, 39.7413, 39.4336, 39.1511, 38.8941, 38.6633, 38.4589, 38.2815, 38.1312, 38.0083, 37.9129, 37.8452, 37.8051, 37.7926, 37.8076, 37.8497, 37.9189, 38.0147, 38.1367, 38.2845, 38.4575, 38.6552, 38.8769, 39.1221, 39.39 ], "previous": [ 48.3603, 47.7344, 47.1208, 46.52, 45.9329, 45.3599, 44.802, 44.2598, 43.734, 43.2255, 42.7349, 42.263, 41.8106, 41.3784, 40.9671, 40.5775, 40.2103, 39.8662, 39.5458, 39.2497, 38.9785, 38.7328, 38.5131, 38.3197, 38.1531, 38.0135, 37.9012, 37.8164, 37.7592, 37.7296, 37.7276, 37.753, 37.8057, 37.8854, 37.9917, 38.1244, 38.2829, 38.4667, 38.6752, 38.908, 39.1643 ], "change": [ -0.1898, -0.1943, -0.1979, -0.2003, -0.2019, -0.2022, -0.2015, -0.1998, -0.1969, -0.1931, -0.1881, -0.1821, -0.175, -0.1669, -0.1578, -0.1477, -0.1367, -0.1249, -0.1122, -0.0986, -0.0844, -0.0695, -0.0542, -0.0382, -0.0219, -0.0052, 0.0117, 0.0288, 0.0459, 0.063, 0.08, 0.0967, 0.1132, 0.1293, 0.145, 0.1601, 0.1746, 0.1885, 0.2017, 0.2141, 0.2257 ], "classification": [ "limited movement" ], "parallelShift": -0.064, "rotation": 0.268, "wingChange": 0.03, "rmsChange": 0.151 } }, { "label": "25SEP26", "expiry": 1790323200000, "tauYears": 0.37077818, "daysToExpiry": 135.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 81225.7, "previous": 82480.39, "change": -1254.69, "percentChange": -1.52 }, "atmIv": { "current": 40.37, "previous": 40.33, "change": 0.04, "percentChange": 0.1 }, "rr25": { "current": -4.0, "previous": -3.96, "change": -0.04, "percentChange": -1.01 }, "bf25": { "current": 2.24, "previous": 2.26, "change": -0.02, "percentChange": -0.88 }, "svi": { "a": { "current": -0.25, "previous": -0.2497, "change": -0.0003, "percentChange": -0.13 }, "b": { "current": 0.275, "previous": 0.2766, "change": -0.0016, "percentChange": -0.58 }, "rho": { "current": -0.2105, "previous": -0.2089, "change": -0.0016, "percentChange": -0.76 }, "m": { "current": -0.0655, "previous": -0.0646, "change": -0.0009, "percentChange": -1.38 }, "sigma": { "current": 1.1448, "previous": 1.138, "change": 0.0068, "percentChange": 0.6 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 47.8761, 47.4031, 46.94, 46.4873, 46.0453, 45.6145, 45.1953, 44.788, 44.3931, 44.011, 43.642, 43.2866, 42.9452, 42.618, 42.3056, 42.0081, 41.726, 41.4596, 41.2091, 40.9749, 40.7572, 40.5561, 40.3721, 40.2051, 40.0553, 39.923, 39.8081, 39.7107, 39.6309, 39.5687, 39.524, 39.4968, 39.4869, 39.4943, 39.5188, 39.5603, 39.6184, 39.693, 39.7839, 39.8907, 40.0131 ], "previous": [ 47.8209, 47.3477, 46.8846, 46.4319, 45.9899, 45.5593, 45.1402, 44.7332, 44.3387, 43.957, 43.5886, 43.2338, 42.8931, 42.5668, 42.2553, 41.9589, 41.678, 41.4128, 41.1637, 40.931, 40.7149, 40.5156, 40.3333, 40.1683, 40.0206, 39.8904, 39.7778, 39.6828, 39.6055, 39.5459, 39.5038, 39.4794, 39.4724, 39.4827, 39.5102, 39.5547, 39.6159, 39.6937, 39.7878, 39.8979, 40.0236 ], "change": [ 0.0552, 0.0554, 0.0554, 0.0554, 0.0554, 0.0552, 0.0551, 0.0548, 0.0544, 0.054, 0.0534, 0.0528, 0.0521, 0.0512, 0.0503, 0.0492, 0.048, 0.0468, 0.0454, 0.0439, 0.0423, 0.0405, 0.0388, 0.0368, 0.0347, 0.0326, 0.0303, 0.0279, 0.0254, 0.0228, 0.0202, 0.0174, 0.0145, 0.0116, 0.0086, 0.0056, 0.0025, -0.0007, -0.0039, -0.0072, -0.0105 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.039, "rotation": -0.033, "wingChange": -0.005, "rmsChange": 0.041 } }, { "label": "25DEC26", "expiry": 1798185600000, "tauYears": 0.62009324, "daysToExpiry": 226.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 81970.44, "previous": 83229.58, "change": -1259.14, "percentChange": -1.51 }, "atmIv": { "current": 43.26, "previous": 43.14, "change": 0.12, "percentChange": 0.28 }, "rr25": { "current": -4.1, "previous": -4.05, "change": -0.05, "percentChange": -1.23 }, "bf25": { "current": 2.38, "previous": 2.55, "change": -0.17, "percentChange": -6.67 }, "svi": { "a": { "current": -0.25, "previous": -0.2493, "change": -0.0007, "percentChange": -0.28 }, "b": { "current": 0.2976, "previous": 0.3075, "change": -0.01, "percentChange": -3.24 }, "rho": { "current": -0.1566, "previous": -0.115, "change": -0.0416, "percentChange": -36.15 }, "m": { "current": 0.0607, "previous": 0.1021, "change": -0.0414, "percentChange": -40.53 }, "sigma": { "current": 1.2298, "previous": 1.1817, "change": 0.0481, "percentChange": 4.07 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 48.8837, 48.5641, 48.2505, 47.943, 47.642, 47.3475, 47.0599, 46.7792, 46.5056, 46.2394, 45.9808, 45.7299, 45.4869, 45.252, 45.0253, 44.8071, 44.5975, 44.3966, 44.2047, 44.0218, 43.8481, 43.6837, 43.5288, 43.3834, 43.2477, 43.1217, 43.0056, 42.8994, 42.8032, 42.717, 42.6408, 42.5747, 42.5188, 42.473, 42.4373, 42.4117, 42.3961, 42.3906, 42.3951, 42.4095, 42.4337 ], "previous": [ 48.8807, 48.5524, 48.2303, 47.9145, 47.6053, 47.3029, 47.0075, 46.7193, 46.4386, 46.1655, 45.9003, 45.6432, 45.3944, 45.1541, 44.9226, 44.6999, 44.4864, 44.2821, 44.0873, 43.9022, 43.7269, 43.5615, 43.4063, 43.2613, 43.1267, 43.0025, 42.889, 42.7862, 42.6941, 42.6128, 42.5424, 42.483, 42.4345, 42.3969, 42.3704, 42.3547, 42.35, 42.3562, 42.3732, 42.4009, 42.4393 ], "change": [ 0.003, 0.0117, 0.0202, 0.0285, 0.0367, 0.0446, 0.0524, 0.0599, 0.067, 0.0739, 0.0805, 0.0867, 0.0925, 0.0979, 0.1027, 0.1072, 0.1111, 0.1145, 0.1174, 0.1196, 0.1212, 0.1222, 0.1225, 0.1221, 0.121, 0.1192, 0.1166, 0.1132, 0.1091, 0.1042, 0.0984, 0.0917, 0.0843, 0.0761, 0.0669, 0.057, 0.0461, 0.0344, 0.0219, 0.0086, -0.0056 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.1, "rotation": 0.018, "wingChange": -0.032, "rmsChange": 0.087 } }, { "label": "26MAR27", "expiry": 1806048000000, "tauYears": 0.86940836, "daysToExpiry": 317.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 82656.88, "previous": 83929.45, "change": -1272.57, "percentChange": -1.52 }, "atmIv": { "current": 44.28, "previous": 44.12, "change": 0.16, "percentChange": 0.36 }, "rr25": { "current": -3.8, "previous": -3.89, "change": 0.09, "percentChange": 2.31 }, "bf25": { "current": 2.32, "previous": 2.41, "change": -0.09, "percentChange": -3.73 }, "svi": { "a": { "current": -0.25, "previous": -0.249, "change": -0.001, "percentChange": -0.4 }, "b": { "current": 0.3139, "previous": 0.3207, "change": -0.0068, "percentChange": -2.12 }, "rho": { "current": -0.1612, "previous": -0.0692, "change": -0.0921, "percentChange": -133.06 }, "m": { "current": 0.0923, "previous": 0.2149, "change": -0.1226, "percentChange": -57.05 }, "sigma": { "current": 1.3382, "previous": 1.2902, "change": 0.0481, "percentChange": 3.72 } }, "smile": { "logMoneyness": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "current": [ 48.8696, 48.6265, 48.3878, 48.1535, 47.9239, 47.699, 47.4789, 47.2638, 47.0537, 46.8487, 46.649, 46.4547, 46.2658, 46.0826, 45.9049, 45.7331, 45.5671, 45.4071, 45.2531, 45.1052, 44.9635, 44.8281, 44.6991, 44.5764, 44.4603, 44.3507, 44.2476, 44.1512, 44.0615, 43.9785, 43.9022, 43.8327, 43.77, 43.7141, 43.665, 43.6228, 43.5874, 43.5587, 43.5369, 43.5219, 43.5136 ], "previous": [ 48.8302, 48.5837, 48.3414, 48.1034, 47.8697, 47.6405, 47.416, 47.1961, 46.9812, 46.7713, 46.5665, 46.367, 46.1728, 45.9842, 45.8012, 45.6239, 45.4525, 45.2871, 45.1277, 44.9746, 44.8277, 44.6873, 44.5533, 44.426, 44.3053, 44.1915, 44.0844, 43.9843, 43.8912, 43.8052, 43.7263, 43.6545, 43.59, 43.5328, 43.4828, 43.4402, 43.4049, 43.377, 43.3564, 43.3432, 43.3374 ], "change": [ 0.0394, 0.0428, 0.0464, 0.0501, 0.0542, 0.0585, 0.0629, 0.0677, 0.0725, 0.0774, 0.0825, 0.0877, 0.093, 0.0984, 0.1037, 0.1092, 0.1146, 0.12, 0.1254, 0.1306, 0.1358, 0.1408, 0.1458, 0.1504, 0.155, 0.1592, 0.1632, 0.1669, 0.1703, 0.1733, 0.1759, 0.1782, 0.18, 0.1813, 0.1822, 0.1826, 0.1825, 0.1817, 0.1805, 0.1787, 0.1762 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.131, "rotation": 0.093, "wingChange": -0.007, "rmsChange": 0.135 } } ], "events": [ { "type": "rotation", "title": "Largest eligible smile rotation", "label": "15MAY26", "value": 1.487, "score": 1.487, "unit": "volatility points" }, { "type": "atmIv", "title": "Largest standard-tenor ATM IV move", "label": "2W", "value": -0.5, "score": 0.5, "unit": "volatility points" }, { "type": "sigma", "title": "Largest eligible SVI sigma move", "label": "29MAY26", "value": -0.3116, "score": 0.3116, "unit": "parameter units" }, { "type": "bf25", "title": "Largest standard-tenor BF25 move", "label": "2W", "value": 0.17, "score": 0.17, "unit": "volatility points" }, { "type": "rr25", "title": "Largest standard-tenor RR25 move", "label": "3M", "value": 0.16, "score": 0.16, "unit": "volatility points" }, { "type": "rho", "title": "Largest eligible SVI rho move", "label": "26MAR27", "value": -0.0921, "score": 0.0921, "unit": "parameter units" } ], "expiryEffects": [ { "label": "13MAY26", "daysToExpiry": 0.334, "metric": "Smile rotation", "value": -16.949, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." }, { "label": "14MAY26", "daysToExpiry": 1.334, "metric": "Smile rotation", "value": -4.763, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." } ], "ultraShortThresholdDays": 2.0, "greekCharacteristics": { "highestVega": { "label": "26MAR27", "expiry": 1806048000000, "value": 300.98641683, "metric": "vega", "availability": "available" }, "highestGamma": { "label": "13MAY26", "expiry": 1778659200000, "value": 0.000614974963, "metric": "gamma", "availability": "available" }, "highestThetaDecay": { "label": "13MAY26", "expiry": 1778659200000, "value": -387.37380581, "metric": "theta", "availability": "available" }, "highestVanna": { "label": "26MAR27", "expiry": 1806048000000, "value": 0.0018207, "metric": "vanna", "availability": "available" }, "highestVolga": { "label": "26MAR27", "expiry": 1806048000000, "value": -28.96798774, "metric": "volga", "availability": "available" } }, "heatmap": { "x": [ -0.3, -0.285, -0.27, -0.255, -0.24, -0.225, -0.21, -0.195, -0.18, -0.165, -0.15, -0.135, -0.12, -0.105, -0.09, -0.075, -0.06, -0.045, -0.03, -0.015, 0.0, 0.015, 0.03, 0.045, 0.06, 0.075, 0.09, 0.105, 0.12, 0.135, 0.15, 0.165, 0.18, 0.195, 0.21, 0.225, 0.24, 0.255, 0.27, 0.285, 0.3 ], "rows": [ { "label": "13MAY26", "values": [ 49.3476, 46.708, 44.0818, 41.47, 38.8731, 36.2911, 33.7233, 31.1683, 28.6232, 26.0833, 23.5417, 20.9886, 18.4095, 15.7839, 13.0835, 10.2697, 7.2952, 4.1157, 0.7385, -2.6558, -5.5336, -7.1187, -7.1049, -5.9498, -4.2535, -2.376, -0.4778, 1.3802, 3.1787, 4.9151, 6.5931, 8.2177, 9.7947, 11.3295, 12.8267, 14.2904, 15.7241, 17.1312, 18.5142, 19.8755, 21.2171 ] }, { "label": "14MAY26", "values": [ 27.4331, 26.1659, 24.8659, 23.5321, 22.1635, 20.759, 19.3173, 17.8371, 16.3166, 14.7538, 13.1462, 11.4913, 9.7869, 8.0315, 6.2276, 4.3855, 2.5318, 0.7248, -0.9272, -2.257, -3.07, -3.2329, -2.7584, -1.7895, -0.5077, 0.9385, 2.452, 3.9763, 5.4816, 6.9527, 8.3828, 9.7691, 11.1111, 12.4094, 13.6649, 14.8792, 16.0535, 17.1894, 18.2881, 19.351, 20.3796 ] }, { "label": "15MAY26", "values": [ 19.4636, 18.5829, 17.6741, 16.7365, 15.7696, 14.7731, 13.7469, 12.691, 11.6061, 10.4935, 9.3555, 8.1957, 7.0204, 5.8395, 4.6687, 3.5322, 2.4656, 1.5202, 0.762, 0.2657, 0.0978, 0.2936, 0.8423, 1.6908, 2.765, 3.9912, 5.3101, 6.6783, 8.0674, 9.4594, 10.8429, 12.2114, 13.5607, 14.8887, 16.1939, 17.4754, 18.7328, 19.9659, 21.1746, 22.359, 23.5191 ] }, { "label": "22MAY26", "values": [ 2.1394, 2.0452, 1.9418, 1.8294, 1.708, 1.5781, 1.4399, 1.2941, 1.1416, 0.9833, 0.8204, 0.6549, 0.4888, 0.3247, 0.1657, 0.0156, -0.1214, -0.2403, -0.3363, -0.4038, -0.4379, -0.4342, -0.3894, -0.3014, -0.1702, 0.0031, 0.2153, 0.4623, 0.7397, 1.0421, 1.3647, 1.7029, 2.0524, 2.4099, 2.7721, 3.1366, 3.5014, 3.8647, 4.2251, 4.5816, 4.9332 ] }, { "label": "29MAY26", "values": [ 1.4951, 1.4325, 1.3614, 1.2819, 1.194, 1.0981, 0.9943, 0.8832, 0.7653, 0.6416, 0.5128, 0.3803, 0.2456, 0.1105, -0.0229, -0.1519, -0.274, -0.3859, -0.4844, -0.5659, -0.627, -0.6645, -0.6756, -0.6579, -0.6101, -0.5312, -0.4215, -0.282, -0.1144, 0.0788, 0.2954, 0.5319, 0.7857, 1.0539, 1.3336, 1.6222, 1.9176, 2.2175, 2.5203, 2.8242, 3.128 ] }, { "label": "26JUN26", "values": [ 0.1874, 0.175, 0.1627, 0.1504, 0.1384, 0.1263, 0.1144, 0.1026, 0.0909, 0.0794, 0.068, 0.0567, 0.0456, 0.0347, 0.0239, 0.0134, 0.0031, -0.007, -0.0168, -0.0264, -0.0357, -0.0446, -0.0533, -0.0616, -0.0696, -0.0772, -0.0845, -0.0914, -0.098, -0.1043, -0.1101, -0.1157, -0.121, -0.126, -0.1307, -0.1352, -0.1395, -0.1436, -0.1475, -0.1514, -0.155 ] }, { "label": "31JUL26", "values": [ -0.1898, -0.1943, -0.1979, -0.2003, -0.2019, -0.2022, -0.2015, -0.1998, -0.1969, -0.1931, -0.1881, -0.1821, -0.175, -0.1669, -0.1578, -0.1477, -0.1367, -0.1249, -0.1122, -0.0986, -0.0844, -0.0695, -0.0542, -0.0382, -0.0219, -0.0052, 0.0117, 0.0288, 0.0459, 0.063, 0.08, 0.0967, 0.1132, 0.1293, 0.145, 0.1601, 0.1746, 0.1885, 0.2017, 0.2141, 0.2257 ] }, { "label": "25SEP26", "values": [ 0.0552, 0.0554, 0.0554, 0.0554, 0.0554, 0.0552, 0.0551, 0.0548, 0.0544, 0.054, 0.0534, 0.0528, 0.0521, 0.0512, 0.0503, 0.0492, 0.048, 0.0468, 0.0454, 0.0439, 0.0423, 0.0405, 0.0388, 0.0368, 0.0347, 0.0326, 0.0303, 0.0279, 0.0254, 0.0228, 0.0202, 0.0174, 0.0145, 0.0116, 0.0086, 0.0056, 0.0025, -0.0007, -0.0039, -0.0072, -0.0105 ] }, { "label": "25DEC26", "values": [ 0.003, 0.0117, 0.0202, 0.0285, 0.0367, 0.0446, 0.0524, 0.0599, 0.067, 0.0739, 0.0805, 0.0867, 0.0925, 0.0979, 0.1027, 0.1072, 0.1111, 0.1145, 0.1174, 0.1196, 0.1212, 0.1222, 0.1225, 0.1221, 0.121, 0.1192, 0.1166, 0.1132, 0.1091, 0.1042, 0.0984, 0.0917, 0.0843, 0.0761, 0.0669, 0.057, 0.0461, 0.0344, 0.0219, 0.0086, -0.0056 ] }, { "label": "26MAR27", "values": [ 0.0394, 0.0428, 0.0464, 0.0501, 0.0542, 0.0585, 0.0629, 0.0677, 0.0725, 0.0774, 0.0825, 0.0877, 0.093, 0.0984, 0.1037, 0.1092, 0.1146, 0.12, 0.1254, 0.1306, 0.1358, 0.1408, 0.1458, 0.1504, 0.155, 0.1592, 0.1632, 0.1669, 0.1703, 0.1733, 0.1759, 0.1782, 0.18, 0.1813, 0.1822, 0.1826, 0.1825, 0.1817, 0.1805, 0.1787, 0.1762 ] } ] } }