{ "schemaVersion": 2, "reportDate": "2026-05-19", "generatedAt": "2026-07-25T18:42:33+00:00", "currentSnapshotAt": "2026-05-19T23:59:00+00:00", "previousSnapshotAt": "2026-05-18T23:59:00+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": 0.20377119, "previousObjective": 0.14360987, "currentLiveError": 214.38982223, "previousLiveError": 178.89648467 }, "coverage": { "currentListedExpiries": 11, "previousListedExpiries": 11, "comparedListedExpiries": 10, "addedExpiries": [ "23MAY26" ], "removedExpiries": [ "19MAY26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M", "1Y" ] }, "commentary": { "source": "deterministic", "model": null, "headline": "BTC daily surface: 1W ATM IV falls 0.31 volatility points", "executiveSummary": "Across the six headline tenors, ATM IV averaged -0.02 volatility points, RR25 +0.28 volatility points and BF25 -0.13 volatility points between the stored endpoints.", "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV decreased, averaging -0.14 volatility points across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV was broadly unchanged, averaging +0.07 volatility points across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards calls, averaging +0.28 volatility points across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 decreased, averaging -0.13 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 -0.31 volatility points at 1W.", "tenor": "1W", "value": -0.31 } ], "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 -0.14 volatility points across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV was broadly unchanged, averaging +0.07 volatility points across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards calls, averaging +0.28 volatility points across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 decreased, averaging -0.13 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 -0.31 volatility points at 1W.", "tenor": "1W", "value": -0.31 } ], "summaryMetrics": { "basis": "Average change across 1W, 2W, 1M, 3M, 6M and 1Y", "unit": "volatility points", "atmIvChange": -0.02, "rr25Change": 0.28, "bf25Change": -0.13 }, "tenors": [ { "tenor": "1W", "targetExpiry": 1779839941919, "availability": "available", "unavailableReason": null, "atmIv": { "current": 36.44, "previous": 36.75, "change": -0.31, "percentChange": -0.84 }, "rr25": { "current": -4.62, "previous": -5.05, "change": 0.43, "percentChange": 8.51 }, "bf25": { "current": 1.78, "previous": 2.23, "change": -0.45, "percentChange": -20.18 } }, { "tenor": "2W", "targetExpiry": 1780444741919, "availability": "available", "unavailableReason": null, "atmIv": { "current": 36.59, "previous": 36.74, "change": -0.15, "percentChange": -0.41 }, "rr25": { "current": -6.13, "previous": -6.41, "change": 0.28, "percentChange": 4.37 }, "bf25": { "current": 2.11, "previous": 2.31, "change": -0.2, "percentChange": -8.66 } }, { "tenor": "1M", "targetExpiry": 1781827141919, "availability": "available", "unavailableReason": null, "atmIv": { "current": 37.32, "previous": 37.29, "change": 0.03, "percentChange": 0.08 }, "rr25": { "current": -6.07, "previous": -6.73, "change": 0.66, "percentChange": 9.81 }, "bf25": { "current": 2.27, "previous": 2.35, "change": -0.08, "percentChange": -3.4 } }, { "tenor": "3M", "targetExpiry": 1787097541919, "availability": "available", "unavailableReason": null, "atmIv": { "current": 39.16, "previous": 39.01, "change": 0.15, "percentChange": 0.38 }, "rr25": { "current": -5.89, "previous": -6.01, "change": 0.12, "percentChange": 2.0 }, "bf25": { "current": 2.29, "previous": 2.31, "change": -0.02, "percentChange": -0.87 } }, { "tenor": "6M", "targetExpiry": 1794959941919, "availability": "available", "unavailableReason": null, "atmIv": { "current": 42.11, "previous": 42.06, "change": 0.05, "percentChange": 0.12 }, "rr25": { "current": -5.37, "previous": -5.6, "change": 0.23, "percentChange": 4.11 }, "bf25": { "current": 2.47, "previous": 2.42, "change": 0.05, "percentChange": 2.07 } }, { "tenor": "9M", "targetExpiry": 1802822341919, "availability": "available", "unavailableReason": null, "atmIv": { "current": 43.63, "previous": 43.57, "change": 0.06, "percentChange": 0.14 }, "rr25": { "current": -4.96, "previous": -5.09, "change": 0.13, "percentChange": 2.55 }, "bf25": { "current": 2.46, "previous": 2.45, "change": 0.01, "percentChange": 0.41 } }, { "tenor": "1Y", "targetExpiry": 1810771141919, "availability": "available", "unavailableReason": null, "atmIv": { "current": 44.34, "previous": 44.25, "change": 0.09, "percentChange": 0.2 }, "rr25": { "current": -4.67, "previous": -4.61, "change": -0.06, "percentChange": -1.3 }, "bf25": { "current": 2.37, "previous": 2.47, "change": -0.1, "percentChange": -4.05 } } ], "listedExpiries": [ { "label": "20MAY26", "expiry": 1779264000000, "tauYears": 0.0009152, "daysToExpiry": 0.334, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 76762.51, "previous": 76936.03, "change": -173.52, "percentChange": -0.23 }, "atmIv": { "current": 30.33, "previous": 34.11, "change": -3.78, "percentChange": -11.08 }, "rr25": { "current": -1.09, "previous": -2.24, "change": 1.15, "percentChange": 51.34 }, "bf25": { "current": 0.31, "previous": 1.48, "change": -1.17, "percentChange": -79.05 }, "svi": { "a": { "current": -0.0526, "previous": -0.0421, "change": -0.0105, "percentChange": -25.01 }, "b": { "current": 0.048, "previous": 0.0883, "change": -0.0403, "percentChange": -45.63 }, "rho": { "current": -0.0877, "previous": -0.0921, "change": 0.0044, "percentChange": 4.76 }, "m": { "current": -0.0857, "previous": -0.0338, "change": -0.0519, "percentChange": -153.57 }, "sigma": { "current": 1.1013, "previous": 0.4832, "change": 0.6182, "percentChange": 127.95 } }, "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": [ 154.3226, 147.2162, 140.114, 133.0192, 125.9357, 118.8681, 111.8219, 104.8038, 97.8222, 90.8877, 84.014, 77.2192, 70.5275, 63.9728, 57.6026, 51.486, 45.7248, 40.47, 35.9427, 32.4459, 30.3338, 29.8963, 31.198, 34.0338, 38.0561, 42.9265, 48.3837, 54.245, 60.3872, 66.7274, 73.2089, 79.792, 86.4488, 93.1584, 99.9057, 106.6789, 113.4689, 120.2686, 127.0722, 133.8752, 140.6735 ], "previous": [ 155.2642, 148.5325, 141.7584, 134.9467, 128.1031, 121.2342, 114.3485, 107.4557, 100.5682, 93.7011, 86.8732, 80.1091, 73.4405, 66.9097, 60.5746, 54.5155, 48.8459, 43.7258, 39.3752, 36.0748, 34.1269, 33.7583, 35.0061, 37.6946, 41.5275, 46.2022, 51.4708, 57.1502, 63.1107, 69.2615, 75.5383, 81.8952, 88.2984, 94.7232, 101.1505, 107.5662, 113.9589, 120.32, 126.6426, 132.9214, 139.1521 ], "change": [ -0.9416, -1.3163, -1.6444, -1.9275, -2.1674, -2.3661, -2.5266, -2.6519, -2.746, -2.8134, -2.8592, -2.8899, -2.913, -2.9369, -2.972, -3.0295, -3.1211, -3.2558, -3.4325, -3.6289, -3.7931, -3.862, -3.8081, -3.6608, -3.4714, -3.2757, -3.0871, -2.9052, -2.7235, -2.5341, -2.3294, -2.1032, -1.8496, -1.5648, -1.2448, -0.8873, -0.49, -0.0514, 0.4296, 0.9538, 1.5214 ], "classification": [ "parallel shift lower", "rotation towards calls", "wing steepening" ], "parallelShift": -2.994, "rotation": 0.53, "wingChange": 1.199, "rmsChange": 2.607 } }, { "label": "21MAY26", "expiry": 1779350400000, "tauYears": 0.00365489, "daysToExpiry": 1.334, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 76761.8, "previous": 76928.63, "change": -166.83, "percentChange": -0.22 }, "atmIv": { "current": 31.93, "previous": 34.2, "change": -2.27, "percentChange": -6.64 }, "rr25": { "current": -4.09, "previous": -2.54, "change": -1.55, "percentChange": -61.02 }, "bf25": { "current": 1.13, "previous": 1.94, "change": -0.81, "percentChange": -41.75 }, "svi": { "a": { "current": -0.0308, "previous": -0.0373, "change": 0.0065, "percentChange": 17.36 }, "b": { "current": 0.0685, "previous": 0.0946, "change": -0.0261, "percentChange": -27.57 }, "rho": { "current": -0.2564, "previous": -0.0265, "change": -0.2299, "percentChange": -868.14 }, "m": { "current": -0.0982, "previous": 0.0019, "change": -0.1001, "percentChange": -5231.13 }, "sigma": { "current": 0.4709, "previous": 0.4026, "change": 0.0683, "percentChange": 16.95 } }, "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": [ 145.9432, 139.666, 133.363, 127.0395, 120.7013, 114.3555, 108.0101, 101.674, 95.3582, 89.0751, 82.8399, 76.671, 70.5913, 64.6303, 58.826, 53.2298, 47.9116, 42.9682, 38.5339, 34.7884, 31.9546, 30.2647, 29.8848, 30.8331, 32.9646, 36.0405, 39.8145, 44.0813, 48.6871, 53.5219, 58.5081, 63.5908, 68.731, 73.9003, 79.0781, 84.2489, 89.4015, 94.5269, 99.6188, 104.6722, 109.6832 ], "previous": [ 131.2443, 125.9252, 120.5565, 115.1418, 109.6855, 104.1932, 98.6721, 93.1312, 87.5816, 82.0378, 76.518, 71.0456, 65.6512, 60.3747, 55.2696, 50.4074, 45.8843, 41.8284, 38.4032, 35.8029, 34.2239, 33.8129, 34.6097, 36.5289, 39.3968, 43.011, 47.1857, 51.7692, 56.6456, 61.7284, 66.9537, 72.2738, 77.6531, 83.0645, 88.4872, 93.9053, 99.3062, 104.6803, 110.0197, 115.3186, 120.5722 ], "change": [ 14.6989, 13.7408, 12.8065, 11.8977, 11.0158, 10.1623, 9.338, 8.5428, 7.7766, 7.0373, 6.3219, 5.6254, 4.9401, 4.2556, 3.5564, 2.8224, 2.0273, 1.1398, 0.1307, -1.0145, -2.2693, -3.5482, -4.7249, -5.6958, -6.4322, -6.9705, -7.3712, -7.6879, -7.9585, -8.2065, -8.4456, -8.683, -8.9221, -9.1642, -9.4091, -9.6564, -9.9047, -10.1534, -10.4009, -10.6464, -10.889 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": -1.464, "rotation": -14.767, "wingChange": 1.207, "rmsChange": 8.244 } }, { "label": "22MAY26", "expiry": 1779436800000, "tauYears": 0.00639461, "daysToExpiry": 2.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 76766.45, "previous": 76945.45, "change": -179.0, "percentChange": -0.23 }, "atmIv": { "current": 34.66, "previous": 35.66, "change": -1.0, "percentChange": -2.8 }, "rr25": { "current": -2.83, "previous": -2.39, "change": -0.44, "percentChange": -18.41 }, "bf25": { "current": 1.51, "previous": 2.27, "change": -0.76, "percentChange": -33.48 }, "svi": { "a": { "current": -0.0738, "previous": -0.0378, "change": -0.0359, "percentChange": -94.99 }, "b": { "current": 0.1181, "previous": 0.1017, "change": 0.0164, "percentChange": 16.09 }, "rho": { "current": -0.1585, "previous": 0.0328, "change": -0.1913, "percentChange": -582.74 }, "m": { "current": -0.0842, "previous": 0.0253, "change": -0.1096, "percentChange": -432.29 }, "sigma": { "current": 0.6393, "previous": 0.3835, "change": 0.2558, "percentChange": 66.7 } }, "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": [ 124.5283, 119.2067, 113.8841, 108.5656, 103.257, 97.9649, 92.6973, 87.4633, 82.2742, 77.1435, 72.0879, 67.1281, 62.2902, 57.6077, 53.1236, 48.8933, 44.9886, 41.4999, 38.5374, 36.2259, 34.6895, 34.0256, 34.2759, 35.4109, 37.3393, 39.9355, 43.068, 46.6179, 50.4866, 54.5963, 58.8865, 63.311, 67.8345, 72.4297, 77.0754, 81.7552, 86.4558, 91.167, 95.8803, 100.5889, 105.2875 ], "previous": [ 115.6823, 111.2265, 106.7285, 102.1915, 97.6197, 93.0186, 88.395, 83.7578, 79.1179, 74.4894, 69.8905, 65.3439, 60.8792, 56.5344, 52.3589, 48.4164, 44.7881, 41.576, 38.9012, 36.8968, 35.6888, 35.3681, 35.9632, 37.4314, 39.6727, 42.5589, 45.9598, 49.7592, 53.8606, 58.187, 62.6782, 67.2872, 71.9777, 76.721, 81.4949, 86.2815, 91.0669, 95.8399, 100.5915, 105.3146, 110.0036 ], "change": [ 8.846, 7.9802, 7.1556, 6.3741, 5.6373, 4.9463, 4.3023, 3.7055, 3.1563, 2.6541, 2.1974, 1.7842, 1.411, 1.0733, 0.7647, 0.4769, 0.2005, -0.0761, -0.3638, -0.6709, -0.9993, -1.3425, -1.6873, -2.0205, -2.3334, -2.6234, -2.8918, -3.1413, -3.374, -3.5907, -3.7917, -3.9762, -4.1432, -4.2913, -4.4195, -4.5263, -4.6111, -4.6729, -4.7112, -4.7257, -4.7161 ], "classification": [ "rotation towards puts" ], "parallelShift": -0.865, "rotation": -5.989, "wingChange": 0.202, "rmsChange": 3.926 } }, { "label": "29MAY26", "expiry": 1780041600000, "tauYears": 0.0255727, "daysToExpiry": 9.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 76810.29, "previous": 76964.42, "change": -154.13, "percentChange": -0.2 }, "atmIv": { "current": 36.7, "previous": 37.06, "change": -0.36, "percentChange": -0.97 }, "rr25": { "current": -4.76, "previous": -5.81, "change": 1.05, "percentChange": 18.07 }, "bf25": { "current": 1.82, "previous": 2.21, "change": -0.39, "percentChange": -17.65 }, "svi": { "a": { "current": -0.0901, "previous": -0.044, "change": -0.0461, "percentChange": -104.87 }, "b": { "current": 0.1363, "previous": 0.1099, "change": 0.0264, "percentChange": 24.06 }, "rho": { "current": -0.0069, "previous": 0.1017, "change": -0.1086, "percentChange": -106.81 }, "m": { "current": 0.0518, "previous": 0.104, "change": -0.0523, "percentChange": -50.22 }, "sigma": { "current": 0.6844, "previous": 0.4344, "change": 0.25, "percentChange": 57.56 } }, "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": [ 76.7956, 74.3825, 71.9763, 69.5803, 67.198, 64.8333, 62.4908, 60.1757, 57.8941, 55.6527, 53.4593, 51.3229, 49.2535, 47.2627, 45.3635, 43.5704, 41.8996, 40.3684, 38.9955, 37.8001, 36.801, 36.016, 35.4604, 35.1457, 35.0787, 35.2609, 35.6881, 36.3509, 37.2356, 38.3258, 39.6027, 41.0473, 42.6405, 44.3641, 46.2015, 48.1371, 50.1572, 52.2496, 54.4034, 56.6091, 58.8584 ], "previous": [ 76.7269, 74.5237, 72.3109, 70.0905, 67.8654, 65.6386, 63.4139, 61.1958, 58.9894, 56.8012, 54.6383, 52.5094, 50.4248, 48.3961, 46.4372, 44.564, 42.7945, 41.1491, 39.6501, 38.3216, 37.1886, 36.2757, 35.6055, 35.197, 35.0637, 35.2119, 35.6407, 36.3416, 37.2995, 38.4948, 39.9047, 41.5053, 43.2725, 45.1834, 47.2167, 49.353, 51.575, 53.8676, 56.2174, 58.6128, 61.0437 ], "change": [ 0.0687, -0.1412, -0.3346, -0.5102, -0.6674, -0.8053, -0.9231, -1.0201, -1.0953, -1.1485, -1.179, -1.1865, -1.1713, -1.1334, -1.0737, -0.9936, -0.8949, -0.7807, -0.6546, -0.5215, -0.3876, -0.2597, -0.1451, -0.0513, 0.015, 0.049, 0.0474, 0.0093, -0.0639, -0.169, -0.302, -0.458, -0.632, -0.8193, -1.0152, -1.2159, -1.4178, -1.618, -1.814, -2.0037, -2.1853 ], "classification": [ "rotation towards calls" ], "parallelShift": -0.623, "rotation": 0.877, "wingChange": -0.353, "rmsChange": 0.943 } }, { "label": "5JUN26", "expiry": 1780646400000, "tauYears": 0.04475078, "daysToExpiry": 16.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 76834.62, "previous": 76985.9, "change": -151.28, "percentChange": -0.2 }, "atmIv": { "current": 36.56, "previous": 36.56, "change": 0.0, "percentChange": 0.0 }, "rr25": { "current": -6.52, "previous": -6.73, "change": 0.21, "percentChange": 3.12 }, "bf25": { "current": 2.18, "previous": 2.37, "change": -0.19, "percentChange": -8.02 }, "svi": { "a": { "current": -0.0889, "previous": -0.0668, "change": -0.022, "percentChange": -32.99 }, "b": { "current": 0.1462, "previous": 0.138, "change": 0.0083, "percentChange": 5.99 }, "rho": { "current": -0.0664, "previous": 0.0391, "change": -0.1055, "percentChange": -269.73 }, "m": { "current": 0.0472, "previous": 0.1053, "change": -0.0581, "percentChange": -55.19 }, "sigma": { "current": 0.6442, "previous": 0.5244, "change": 0.1197, "percentChange": 22.83 } }, "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": [ 69.3292, 67.4198, 65.5158, 63.6197, 61.7339, 59.8613, 58.0052, 56.1691, 54.3571, 52.5737, 50.8239, 49.1134, 47.4484, 45.8358, 44.2832, 42.7992, 41.3927, 40.0737, 38.8524, 37.7398, 36.7468, 35.8843, 35.1625, 34.5908, 34.1769, 33.9263, 33.8424, 33.9258, 34.1744, 34.5834, 35.1459, 35.8531, 36.6949, 37.6605, 38.7385, 39.9177, 41.1874, 42.5373, 43.9576, 45.4395, 46.975 ], "previous": [ 68.737, 66.9216, 65.105, 63.2893, 61.4766, 59.6698, 57.8718, 56.0861, 54.3167, 52.5681, 50.8454, 49.1546, 47.5021, 45.8954, 44.343, 42.854, 41.4387, 40.1084, 38.8751, 37.7514, 36.7506, 35.8858, 35.1695, 34.6134, 34.2272, 34.0181, 33.9906, 34.1459, 34.4815, 34.9922, 35.6698, 36.504, 37.4829, 38.5939, 39.8239, 41.16, 42.5898, 44.1017, 45.6849, 47.3295, 49.0266 ], "change": [ 0.5922, 0.4982, 0.4108, 0.3304, 0.2573, 0.1915, 0.1334, 0.083, 0.0404, 0.0056, -0.0215, -0.0412, -0.0537, -0.0596, -0.0598, -0.0548, -0.046, -0.0347, -0.0227, -0.0116, -0.0038, -0.0015, -0.007, -0.0226, -0.0503, -0.0918, -0.1482, -0.2201, -0.3071, -0.4088, -0.5239, -0.6509, -0.788, -0.9334, -1.0854, -1.2423, -1.4024, -1.5644, -1.7273, -1.89, -2.0516 ], "classification": [ "rotation towards puts" ], "parallelShift": -0.183, "rotation": -0.502, "wingChange": -0.269, "rmsChange": 0.723 } }, { "label": "26JUN26", "expiry": 1782460800000, "tauYears": 0.10228502, "daysToExpiry": 37.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 76876.84, "previous": 77044.16, "change": -167.32, "percentChange": -0.22 }, "atmIv": { "current": 37.5, "previous": 37.51, "change": -0.01, "percentChange": -0.03 }, "rr25": { "current": -5.96, "previous": -6.73, "change": 0.77, "percentChange": 11.44 }, "bf25": { "current": 2.28, "previous": 2.33, "change": -0.05, "percentChange": -2.15 }, "svi": { "a": { "current": -0.1, "previous": -0.0707, "change": -0.0293, "percentChange": -41.42 }, "b": { "current": 0.1755, "previous": 0.1605, "change": 0.015, "percentChange": 9.34 }, "rho": { "current": 0.1118, "previous": 0.1743, "change": -0.0625, "percentChange": -35.85 }, "m": { "current": 0.1877, "previous": 0.2194, "change": -0.0316, "percentChange": -14.42 }, "sigma": { "current": 0.6468, "previous": 0.5284, "change": 0.1185, "percentChange": 22.43 } }, "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": [ 56.5195, 55.4056, 54.2978, 53.1974, 52.106, 51.0252, 49.9569, 48.9029, 47.8654, 46.8469, 45.8498, 44.8769, 43.9311, 43.0156, 42.1338, 41.2893, 40.4858, 39.7273, 39.0178, 38.3614, 37.7624, 37.2247, 36.7526, 36.3496, 36.0193, 35.7649, 35.589, 35.4935, 35.48, 35.5491, 35.701, 35.935, 36.2497, 36.6433, 37.1131, 37.6563, 38.2694, 38.9489, 39.6907, 40.4909, 41.3455 ], "previous": [ 56.6649, 55.5998, 54.5365, 53.476, 52.4197, 51.3689, 50.3252, 49.2902, 48.2659, 47.2543, 46.2579, 45.2791, 44.3208, 43.3859, 42.478, 41.6005, 40.7574, 39.9528, 39.1911, 38.477, 37.8151, 37.2104, 36.6678, 36.1921, 35.788, 35.46, 35.212, 35.0474, 34.969, 34.9788, 35.0781, 35.2672, 35.5455, 35.9117, 36.3634, 36.8979, 37.5115, 38.2004, 38.9601, 39.7861, 40.6735 ], "change": [ -0.1454, -0.1942, -0.2387, -0.2786, -0.3137, -0.3437, -0.3683, -0.3873, -0.4005, -0.4074, -0.4081, -0.4022, -0.3897, -0.3703, -0.3442, -0.3112, -0.2716, -0.2255, -0.1733, -0.1156, -0.0527, 0.0143, 0.0848, 0.1575, 0.2313, 0.3049, 0.377, 0.4461, 0.511, 0.5703, 0.6229, 0.6678, 0.7042, 0.7316, 0.7497, 0.7584, 0.7579, 0.7485, 0.7306, 0.7048, 0.672 ], "classification": [ "rotation towards calls" ], "parallelShift": 0.054, "rotation": 1.031, "wingChange": 0.16, "rmsChange": 0.462 } }, { "label": "31JUL26", "expiry": 1785484800000, "tauYears": 0.19817543, "daysToExpiry": 72.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 77025.97, "previous": 77171.52, "change": -145.55, "percentChange": -0.19 }, "atmIv": { "current": 38.41, "previous": 38.18, "change": 0.23, "percentChange": 0.6 }, "rr25": { "current": -6.1, "previous": -6.25, "change": 0.15, "percentChange": 2.4 }, "bf25": { "current": 2.2, "previous": 2.27, "change": -0.07, "percentChange": -3.08 }, "svi": { "a": { "current": -0.1161, "previous": -0.0783, "change": -0.0379, "percentChange": -48.39 }, "b": { "current": 0.1987, "previous": 0.1766, "change": 0.022, "percentChange": 12.48 }, "rho": { "current": 0.1303, "previous": 0.1253, "change": 0.0051, "percentChange": 4.05 }, "m": { "current": 0.2678, "previous": 0.2438, "change": 0.024, "percentChange": 9.85 }, "sigma": { "current": 0.7216, "previous": 0.595, "change": 0.1266, "percentChange": 21.27 } }, "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": [ 51.0193, 50.3026, 49.5912, 48.886, 48.1877, 47.4971, 46.8151, 46.1427, 45.4808, 44.8306, 44.1931, 43.5695, 42.9611, 42.3692, 41.7951, 41.2403, 40.7062, 40.1944, 39.7064, 39.2438, 38.8081, 38.4011, 38.0243, 37.6793, 37.3675, 37.0906, 36.8498, 36.6465, 36.4819, 36.3569, 36.2726, 36.2295, 36.2282, 36.2692, 36.3524, 36.4779, 36.6454, 36.8545, 37.1045, 37.3947, 37.724 ], "previous": [ 50.9133, 50.2035, 49.4977, 48.7963, 48.1004, 47.4105, 46.7278, 46.053, 45.3873, 44.7318, 44.0877, 43.4562, 42.8387, 42.2366, 41.6514, 41.0847, 40.5382, 40.0136, 39.5127, 39.0372, 38.5891, 38.1703, 37.7826, 37.4279, 37.1081, 36.8249, 36.5799, 36.3748, 36.2109, 36.0896, 36.0117, 35.9783, 35.9898, 36.0467, 36.149, 36.2967, 36.4892, 36.726, 37.0062, 37.3287, 37.6923 ], "change": [ 0.106, 0.0991, 0.0935, 0.0897, 0.0873, 0.0866, 0.0873, 0.0897, 0.0935, 0.0988, 0.1054, 0.1133, 0.1224, 0.1326, 0.1437, 0.1556, 0.168, 0.1808, 0.1937, 0.2066, 0.219, 0.2308, 0.2417, 0.2514, 0.2594, 0.2657, 0.2699, 0.2717, 0.271, 0.2673, 0.2609, 0.2512, 0.2384, 0.2225, 0.2034, 0.1812, 0.1562, 0.1285, 0.0983, 0.066, 0.0317 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.195, "rotation": 0.155, "wingChange": -0.036, "rmsChange": 0.181 } }, { "label": "25SEP26", "expiry": 1790323200000, "tauYears": 0.35160013, "daysToExpiry": 128.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 77380.95, "previous": 77522.72, "change": -141.77, "percentChange": -0.18 }, "atmIv": { "current": 39.99, "previous": 40.01, "change": -0.02, "percentChange": -0.05 }, "rr25": { "current": -5.66, "previous": -5.74, "change": 0.08, "percentChange": 1.39 }, "bf25": { "current": 2.38, "previous": 2.36, "change": 0.02, "percentChange": 0.85 }, "svi": { "a": { "current": -0.1852, "previous": -0.2167, "change": 0.0315, "percentChange": 14.54 }, "b": { "current": 0.2474, "previous": 0.2661, "change": -0.0187, "percentChange": -7.02 }, "rho": { "current": -0.0537, "previous": 0.0094, "change": -0.0631, "percentChange": -670.37 }, "m": { "current": 0.1683, "previous": 0.2321, "change": -0.0638, "percentChange": -27.49 }, "sigma": { "current": 0.9583, "previous": 1.0093, "change": -0.051, "percentChange": -5.05 } }, "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": [ 49.129, 48.6031, 48.0841, 47.5725, 47.0688, 46.5735, 46.087, 45.6099, 45.1427, 44.686, 44.2403, 43.8061, 43.3842, 42.9749, 42.579, 42.197, 41.8295, 41.4771, 41.1403, 40.8197, 40.516, 40.2295, 39.9609, 39.7107, 39.4793, 39.2672, 39.0747, 38.9023, 38.7504, 38.6192, 38.5089, 38.4198, 38.352, 38.3057, 38.2809, 38.2776, 38.2957, 38.3353, 38.396, 38.4777, 38.5802 ], "previous": [ 49.1261, 48.6054, 48.0914, 47.5845, 47.0851, 46.5937, 46.1108, 45.6369, 45.1724, 44.718, 44.2742, 43.8415, 43.4205, 43.0117, 42.6158, 42.2333, 41.8648, 41.511, 41.1723, 40.8493, 40.5428, 40.2531, 39.9809, 39.7267, 39.4911, 39.2744, 39.0772, 38.8999, 38.7428, 38.6065, 38.4911, 38.3969, 38.3242, 38.2732, 38.2439, 38.2365, 38.251, 38.2873, 38.3454, 38.4252, 38.5264 ], "change": [ 0.0029, -0.0023, -0.0073, -0.012, -0.0163, -0.0202, -0.0238, -0.027, -0.0297, -0.032, -0.0339, -0.0354, -0.0363, -0.0368, -0.0368, -0.0363, -0.0353, -0.0339, -0.032, -0.0296, -0.0268, -0.0236, -0.02, -0.016, -0.0118, -0.0072, -0.0025, 0.0024, 0.0076, 0.0127, 0.0178, 0.0229, 0.0278, 0.0325, 0.037, 0.0411, 0.0447, 0.048, 0.0506, 0.0525, 0.0538 ], "classification": [ "limited movement" ], "parallelShift": -0.014, "rotation": 0.052, "wingChange": 0.019, "rmsChange": 0.03 } }, { "label": "25DEC26", "expiry": 1798185600000, "tauYears": 0.60091516, "daysToExpiry": 219.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 78081.0, "previous": 78237.2, "change": -156.2, "percentChange": -0.2 }, "atmIv": { "current": 42.94, "previous": 42.91, "change": 0.03, "percentChange": 0.07 }, "rr25": { "current": -5.26, "previous": -5.55, "change": 0.29, "percentChange": 5.23 }, "bf25": { "current": 2.52, "previous": 2.43, "change": 0.09, "percentChange": 3.7 }, "svi": { "a": { "current": -0.1958, "previous": -0.2418, "change": 0.046, "percentChange": 19.03 }, "b": { "current": 0.2799, "previous": 0.298, "change": -0.0181, "percentChange": -6.07 }, "rho": { "current": -0.1588, "previous": -0.0446, "change": -0.1142, "percentChange": -256.25 }, "m": { "current": 0.1159, "previous": 0.2566, "change": -0.1407, "percentChange": -54.83 }, "sigma": { "current": 1.0842, "previous": 1.1584, "change": -0.0742, "percentChange": -6.4 } }, "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": [ 49.5753, 49.2137, 48.8575, 48.5071, 48.1626, 47.8243, 47.4924, 47.1672, 46.8489, 46.5377, 46.234, 45.9378, 45.6496, 45.3694, 45.0976, 44.8343, 44.5799, 44.3345, 44.0983, 43.8716, 43.6545, 43.4473, 43.2502, 43.0632, 42.8866, 42.7206, 42.5653, 42.4207, 42.2871, 42.1646, 42.0532, 41.9529, 41.864, 41.7864, 41.7201, 41.6652, 41.6217, 41.5895, 41.5686, 41.559, 41.5606 ], "previous": [ 49.6009, 49.2466, 48.8971, 48.5525, 48.213, 47.8789, 47.5504, 47.2277, 46.9111, 46.6007, 46.2969, 45.9998, 45.7097, 45.4268, 45.1513, 44.8836, 44.6238, 44.3722, 44.1291, 43.8945, 43.6688, 43.4523, 43.245, 43.0473, 42.8593, 42.6812, 42.5133, 42.3557, 42.2086, 42.0721, 41.9464, 41.8317, 41.728, 41.6355, 41.5543, 41.4845, 41.4261, 41.3792, 41.3439, 41.3201, 41.3079 ], "change": [ -0.0256, -0.0329, -0.0396, -0.0454, -0.0504, -0.0546, -0.058, -0.0605, -0.0622, -0.063, -0.0629, -0.062, -0.0601, -0.0574, -0.0537, -0.0493, -0.0439, -0.0377, -0.0308, -0.0229, -0.0143, -0.005, 0.0052, 0.0159, 0.0273, 0.0394, 0.052, 0.065, 0.0785, 0.0925, 0.1068, 0.1212, 0.136, 0.1509, 0.1658, 0.1807, 0.1956, 0.2103, 0.2247, 0.2389, 0.2527 ], "classification": [ "limited movement" ], "parallelShift": 0.01, "rotation": 0.17, "wingChange": 0.036, "rmsChange": 0.106 } }, { "label": "26MAR27", "expiry": 1806048000000, "tauYears": 0.85023023, "daysToExpiry": 310.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 78744.88, "previous": 78879.95, "change": -135.07, "percentChange": -0.17 }, "atmIv": { "current": 43.97, "previous": 43.9, "change": 0.07, "percentChange": 0.16 }, "rr25": { "current": -4.82, "previous": -4.85, "change": 0.03, "percentChange": 0.62 }, "bf25": { "current": 2.42, "previous": 2.47, "change": -0.05, "percentChange": -2.02 }, "svi": { "a": { "current": -0.1717, "previous": -0.2322, "change": 0.0605, "percentChange": 26.05 }, "b": { "current": 0.2877, "previous": 0.3186, "change": -0.0309, "percentChange": -9.69 }, "rho": { "current": -0.1748, "previous": -0.0617, "change": -0.1131, "percentChange": -183.44 }, "m": { "current": 0.1459, "previous": 0.2668, "change": -0.121, "percentChange": -45.34 }, "sigma": { "current": 1.1551, "previous": 1.2193, "change": -0.0642, "percentChange": -5.26 } }, "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": [ 49.3406, 49.0674, 48.7983, 48.5333, 48.2727, 48.0164, 47.7648, 47.5179, 47.2758, 47.0387, 46.8068, 46.5802, 46.3589, 46.1433, 45.9333, 45.7291, 45.5308, 45.3387, 45.1527, 44.973, 44.7998, 44.6331, 44.4731, 44.3197, 44.1733, 44.0338, 43.9013, 43.7759, 43.6576, 43.5467, 43.443, 43.3467, 43.2577, 43.1763, 43.1023, 43.0357, 42.9767, 42.9253, 42.8813, 42.8449, 42.8159 ], "previous": [ 49.3081, 49.0354, 48.7665, 48.5016, 48.2408, 47.9842, 47.732, 47.4844, 47.2414, 47.0032, 46.7699, 46.5418, 46.319, 46.1015, 45.8895, 45.6833, 45.4829, 45.2884, 45.1001, 44.918, 44.7423, 44.5731, 44.4106, 44.2548, 44.1059, 43.9641, 43.8293, 43.7018, 43.5816, 43.4689, 43.3636, 43.266, 43.176, 43.0938, 43.0194, 42.9529, 42.8943, 42.8436, 42.8009, 42.7663, 42.7397 ], "change": [ 0.0325, 0.032, 0.0318, 0.0317, 0.0319, 0.0322, 0.0328, 0.0335, 0.0344, 0.0355, 0.0369, 0.0384, 0.0399, 0.0418, 0.0438, 0.0458, 0.0479, 0.0503, 0.0526, 0.055, 0.0575, 0.06, 0.0625, 0.0649, 0.0674, 0.0697, 0.072, 0.0741, 0.076, 0.0778, 0.0794, 0.0807, 0.0817, 0.0825, 0.0829, 0.0828, 0.0824, 0.0817, 0.0804, 0.0786, 0.0762 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.058, "rotation": 0.042, "wingChange": 0.001, "rmsChange": 0.061 } } ], "events": [ { "type": "rotation", "title": "Largest eligible smile rotation", "label": "22MAY26", "value": -5.989, "score": 5.989, "unit": "volatility points" }, { "type": "rr25", "title": "Largest standard-tenor RR25 move", "label": "1M", "value": 0.66, "score": 0.66, "unit": "volatility points" }, { "type": "bf25", "title": "Largest standard-tenor BF25 move", "label": "1W", "value": -0.45, "score": 0.45, "unit": "volatility points" }, { "type": "atmIv", "title": "Largest standard-tenor ATM IV move", "label": "1W", "value": -0.31, "score": 0.31, "unit": "volatility points" }, { "type": "sigma", "title": "Largest eligible SVI sigma move", "label": "22MAY26", "value": 0.2558, "score": 0.2558, "unit": "parameter units" }, { "type": "rho", "title": "Largest eligible SVI rho move", "label": "22MAY26", "value": -0.1913, "score": 0.1913, "unit": "parameter units" } ], "expiryEffects": [ { "label": "21MAY26", "daysToExpiry": 1.334, "metric": "Smile rotation", "value": -14.767, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." }, { "label": "20MAY26", "daysToExpiry": 0.334, "metric": "ATM IV change", "value": -3.78, "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": 283.77686438, "metric": "vega", "availability": "available" }, "highestGamma": { "label": "20MAY26", "expiry": 1779264000000, "value": 0.000566403232, "metric": "gamma", "availability": "available" }, "highestThetaDecay": { "label": "20MAY26", "expiry": 1779264000000, "value": -420.57748246, "metric": "theta", "availability": "available" }, "highestVanna": { "label": "26MAR27", "expiry": 1806048000000, "value": 0.00180188, "metric": "vanna", "availability": "available" }, "highestVolga": { "label": "26MAR27", "expiry": 1806048000000, "value": -26.52222778, "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": "20MAY26", "values": [ -0.9416, -1.3163, -1.6444, -1.9275, -2.1674, -2.3661, -2.5266, -2.6519, -2.746, -2.8134, -2.8592, -2.8899, -2.913, -2.9369, -2.972, -3.0295, -3.1211, -3.2558, -3.4325, -3.6289, -3.7931, -3.862, -3.8081, -3.6608, -3.4714, -3.2757, -3.0871, -2.9052, -2.7235, -2.5341, -2.3294, -2.1032, -1.8496, -1.5648, -1.2448, -0.8873, -0.49, -0.0514, 0.4296, 0.9538, 1.5214 ] }, { "label": "21MAY26", "values": [ 14.6989, 13.7408, 12.8065, 11.8977, 11.0158, 10.1623, 9.338, 8.5428, 7.7766, 7.0373, 6.3219, 5.6254, 4.9401, 4.2556, 3.5564, 2.8224, 2.0273, 1.1398, 0.1307, -1.0145, -2.2693, -3.5482, -4.7249, -5.6958, -6.4322, -6.9705, -7.3712, -7.6879, -7.9585, -8.2065, -8.4456, -8.683, -8.9221, -9.1642, -9.4091, -9.6564, -9.9047, -10.1534, -10.4009, -10.6464, -10.889 ] }, { "label": "22MAY26", "values": [ 8.846, 7.9802, 7.1556, 6.3741, 5.6373, 4.9463, 4.3023, 3.7055, 3.1563, 2.6541, 2.1974, 1.7842, 1.411, 1.0733, 0.7647, 0.4769, 0.2005, -0.0761, -0.3638, -0.6709, -0.9993, -1.3425, -1.6873, -2.0205, -2.3334, -2.6234, -2.8918, -3.1413, -3.374, -3.5907, -3.7917, -3.9762, -4.1432, -4.2913, -4.4195, -4.5263, -4.6111, -4.6729, -4.7112, -4.7257, -4.7161 ] }, { "label": "29MAY26", "values": [ 0.0687, -0.1412, -0.3346, -0.5102, -0.6674, -0.8053, -0.9231, -1.0201, -1.0953, -1.1485, -1.179, -1.1865, -1.1713, -1.1334, -1.0737, -0.9936, -0.8949, -0.7807, -0.6546, -0.5215, -0.3876, -0.2597, -0.1451, -0.0513, 0.015, 0.049, 0.0474, 0.0093, -0.0639, -0.169, -0.302, -0.458, -0.632, -0.8193, -1.0152, -1.2159, -1.4178, -1.618, -1.814, -2.0037, -2.1853 ] }, { "label": "5JUN26", "values": [ 0.5922, 0.4982, 0.4108, 0.3304, 0.2573, 0.1915, 0.1334, 0.083, 0.0404, 0.0056, -0.0215, -0.0412, -0.0537, -0.0596, -0.0598, -0.0548, -0.046, -0.0347, -0.0227, -0.0116, -0.0038, -0.0015, -0.007, -0.0226, -0.0503, -0.0918, -0.1482, -0.2201, -0.3071, -0.4088, -0.5239, -0.6509, -0.788, -0.9334, -1.0854, -1.2423, -1.4024, -1.5644, -1.7273, -1.89, -2.0516 ] }, { "label": "26JUN26", "values": [ -0.1454, -0.1942, -0.2387, -0.2786, -0.3137, -0.3437, -0.3683, -0.3873, -0.4005, -0.4074, -0.4081, -0.4022, -0.3897, -0.3703, -0.3442, -0.3112, -0.2716, -0.2255, -0.1733, -0.1156, -0.0527, 0.0143, 0.0848, 0.1575, 0.2313, 0.3049, 0.377, 0.4461, 0.511, 0.5703, 0.6229, 0.6678, 0.7042, 0.7316, 0.7497, 0.7584, 0.7579, 0.7485, 0.7306, 0.7048, 0.672 ] }, { "label": "31JUL26", "values": [ 0.106, 0.0991, 0.0935, 0.0897, 0.0873, 0.0866, 0.0873, 0.0897, 0.0935, 0.0988, 0.1054, 0.1133, 0.1224, 0.1326, 0.1437, 0.1556, 0.168, 0.1808, 0.1937, 0.2066, 0.219, 0.2308, 0.2417, 0.2514, 0.2594, 0.2657, 0.2699, 0.2717, 0.271, 0.2673, 0.2609, 0.2512, 0.2384, 0.2225, 0.2034, 0.1812, 0.1562, 0.1285, 0.0983, 0.066, 0.0317 ] }, { "label": "25SEP26", "values": [ 0.0029, -0.0023, -0.0073, -0.012, -0.0163, -0.0202, -0.0238, -0.027, -0.0297, -0.032, -0.0339, -0.0354, -0.0363, -0.0368, -0.0368, -0.0363, -0.0353, -0.0339, -0.032, -0.0296, -0.0268, -0.0236, -0.02, -0.016, -0.0118, -0.0072, -0.0025, 0.0024, 0.0076, 0.0127, 0.0178, 0.0229, 0.0278, 0.0325, 0.037, 0.0411, 0.0447, 0.048, 0.0506, 0.0525, 0.0538 ] }, { "label": "25DEC26", "values": [ -0.0256, -0.0329, -0.0396, -0.0454, -0.0504, -0.0546, -0.058, -0.0605, -0.0622, -0.063, -0.0629, -0.062, -0.0601, -0.0574, -0.0537, -0.0493, -0.0439, -0.0377, -0.0308, -0.0229, -0.0143, -0.005, 0.0052, 0.0159, 0.0273, 0.0394, 0.052, 0.065, 0.0785, 0.0925, 0.1068, 0.1212, 0.136, 0.1509, 0.1658, 0.1807, 0.1956, 0.2103, 0.2247, 0.2389, 0.2527 ] }, { "label": "26MAR27", "values": [ 0.0325, 0.032, 0.0318, 0.0317, 0.0319, 0.0322, 0.0328, 0.0335, 0.0344, 0.0355, 0.0369, 0.0384, 0.0399, 0.0418, 0.0438, 0.0458, 0.0479, 0.0503, 0.0526, 0.055, 0.0575, 0.06, 0.0625, 0.0649, 0.0674, 0.0697, 0.072, 0.0741, 0.076, 0.0778, 0.0794, 0.0807, 0.0817, 0.0825, 0.0829, 0.0828, 0.0824, 0.0817, 0.0804, 0.0786, 0.0762 ] } ] } }