{ "schemaVersion": 2, "reportDate": "2026-05-20", "generatedAt": "2026-07-25T18:42:33+00:00", "currentSnapshotAt": "2026-05-20T23:59:00+00:00", "previousSnapshotAt": "2026-05-19T23:59:00+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": 0.06280076, "previousObjective": 0.20377119, "currentLiveError": 95.89100975, "previousLiveError": 214.38982223 }, "coverage": { "currentListedExpiries": 11, "previousListedExpiries": 11, "comparedListedExpiries": 10, "addedExpiries": [ "24MAY26" ], "removedExpiries": [ "20MAY26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M", "1Y" ] }, "commentary": { "source": "deterministic", "model": null, "headline": "BTC daily surface: 1W ATM IV falls 2.71 volatility points", "executiveSummary": "Across the six headline tenors, ATM IV averaged -0.99 volatility points, RR25 +0.40 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 -1.69 volatility points across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV decreased, averaging -0.23 volatility points across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards calls, averaging +0.40 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 -2.71 volatility points at 1W.", "tenor": "1W", "value": -2.71 } ], "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 -1.69 volatility points across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV decreased, averaging -0.23 volatility points across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards calls, averaging +0.40 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 -2.71 volatility points at 1W.", "tenor": "1W", "value": -2.71 } ], "summaryMetrics": { "basis": "Average change across 1W, 2W, 1M, 3M, 6M and 1Y", "unit": "volatility points", "atmIvChange": -0.99, "rr25Change": 0.4, "bf25Change": -0.02 }, "tenors": [ { "tenor": "1W", "targetExpiry": 1779926341901, "availability": "available", "unavailableReason": null, "atmIv": { "current": 33.73, "previous": 36.44, "change": -2.71, "percentChange": -7.44 }, "rr25": { "current": -4.15, "previous": -4.62, "change": 0.47, "percentChange": 10.17 }, "bf25": { "current": 1.91, "previous": 1.78, "change": 0.13, "percentChange": 7.3 } }, { "tenor": "2W", "targetExpiry": 1780531141901, "availability": "available", "unavailableReason": null, "atmIv": { "current": 35.23, "previous": 36.59, "change": -1.36, "percentChange": -3.72 }, "rr25": { "current": -5.18, "previous": -6.13, "change": 0.95, "percentChange": 15.5 }, "bf25": { "current": 1.94, "previous": 2.11, "change": -0.17, "percentChange": -8.06 } }, { "tenor": "1M", "targetExpiry": 1781913541901, "availability": "available", "unavailableReason": null, "atmIv": { "current": 36.31, "previous": 37.32, "change": -1.01, "percentChange": -2.71 }, "rr25": { "current": -5.58, "previous": -6.07, "change": 0.49, "percentChange": 8.07 }, "bf25": { "current": 2.16, "previous": 2.27, "change": -0.11, "percentChange": -4.85 } }, { "tenor": "3M", "targetExpiry": 1787183941901, "availability": "available", "unavailableReason": null, "atmIv": { "current": 38.78, "previous": 39.16, "change": -0.38, "percentChange": -0.97 }, "rr25": { "current": -5.57, "previous": -5.89, "change": 0.32, "percentChange": 5.43 }, "bf25": { "current": 2.23, "previous": 2.29, "change": -0.06, "percentChange": -2.62 } }, { "tenor": "6M", "targetExpiry": 1795046341901, "availability": "available", "unavailableReason": null, "atmIv": { "current": 41.9, "previous": 42.11, "change": -0.21, "percentChange": -0.5 }, "rr25": { "current": -5.22, "previous": -5.37, "change": 0.15, "percentChange": 2.79 }, "bf25": { "current": 2.44, "previous": 2.47, "change": -0.03, "percentChange": -1.21 } }, { "tenor": "9M", "targetExpiry": 1802908741901, "availability": "available", "unavailableReason": null, "atmIv": { "current": 43.4, "previous": 43.63, "change": -0.23, "percentChange": -0.53 }, "rr25": { "current": -4.88, "previous": -4.96, "change": 0.08, "percentChange": 1.61 }, "bf25": { "current": 2.48, "previous": 2.46, "change": 0.02, "percentChange": 0.81 } }, { "tenor": "1Y", "targetExpiry": 1810857541901, "availability": "available", "unavailableReason": null, "atmIv": { "current": 44.08, "previous": 44.34, "change": -0.26, "percentChange": -0.59 }, "rr25": { "current": -4.65, "previous": -4.67, "change": 0.02, "percentChange": 0.43 }, "bf25": { "current": 2.47, "previous": 2.37, "change": 0.1, "percentChange": 4.22 } } ], "listedExpiries": [ { "label": "21MAY26", "expiry": 1779350400000, "tauYears": 0.00091517, "daysToExpiry": 0.334, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 77466.2, "previous": 76761.8, "change": 704.4, "percentChange": 0.92 }, "atmIv": { "current": 27.46, "previous": 31.93, "change": -4.47, "percentChange": -14.0 }, "rr25": { "current": -1.91, "previous": -4.09, "change": 2.18, "percentChange": 53.3 }, "bf25": { "current": 0.55, "previous": 1.13, "change": -0.58, "percentChange": -51.33 }, "svi": { "a": { "current": -0.0203, "previous": -0.0308, "change": 0.0105, "percentChange": 34.07 }, "b": { "current": 0.0429, "previous": 0.0685, "change": -0.0256, "percentChange": -37.33 }, "rho": { "current": -0.2194, "previous": -0.2564, "change": 0.0369, "percentChange": 14.4 }, "m": { "current": -0.0994, "previous": -0.0982, "change": -0.0012, "percentChange": -1.21 }, "sigma": { "current": 0.4872, "previous": 0.4709, "change": 0.0163, "percentChange": 3.46 } }, "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": [ 213.4213, 203.4996, 193.5259, 183.5062, 173.4474, 163.3572, 153.2442, 143.1182, 132.9907, 122.8746, 112.7858, 102.7435, 92.772, 82.9039, 73.1846, 63.6818, 54.5024, 45.8272, 37.9781, 31.5387, 27.4634, 26.7867, 29.6758, 35.2041, 42.2954, 50.2439, 58.658, 67.3237, 76.1186, 84.9696, 93.8304, 102.6706, 111.4694, 120.2125, 128.8895, 137.4928, 146.017, 154.4583, 162.8138, 171.0816, 179.2606 ], "previous": [ 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 ], "change": [ 67.4781, 63.8336, 60.1629, 56.4667, 52.7461, 49.0017, 45.2341, 41.4442, 37.6325, 33.7995, 29.9459, 26.0725, 22.1807, 18.2736, 14.3586, 10.452, 6.5908, 2.859, -0.5558, -3.2497, -4.4912, -3.478, -0.209, 4.371, 9.3308, 14.2034, 18.8435, 23.2424, 27.4315, 31.4477, 35.3223, 39.0798, 42.7384, 46.3122, 49.8114, 53.2439, 56.6155, 59.9314, 63.195, 66.4094, 69.5774 ], "classification": [ "rotation towards calls", "wing steepening" ], "parallelShift": 20.259, "rotation": 5.376, "wingChange": 37.125, "rmsChange": 39.756 } }, { "label": "22MAY26", "expiry": 1779436800000, "tauYears": 0.0036549, "daysToExpiry": 1.334, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 77468.8, "previous": 76766.45, "change": 702.35, "percentChange": 0.91 }, "atmIv": { "current": 29.25, "previous": 34.66, "change": -5.41, "percentChange": -15.61 }, "rr25": { "current": -1.95, "previous": -2.83, "change": 0.88, "percentChange": 31.1 }, "bf25": { "current": 1.75, "previous": 1.51, "change": 0.24, "percentChange": 15.89 }, "svi": { "a": { "current": -0.0226, "previous": -0.0738, "change": 0.0512, "percentChange": 69.37 }, "b": { "current": 0.0759, "previous": 0.1181, "change": -0.0422, "percentChange": -35.74 }, "rho": { "current": -0.087, "previous": -0.1585, "change": 0.0715, "percentChange": 45.13 }, "m": { "current": -0.0196, "previous": -0.0842, "change": 0.0646, "percentChange": 76.69 }, "sigma": { "current": 0.303, "previous": 0.6393, "change": -0.3362, "percentChange": -52.6 } }, "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": [ 170.1162, 163.0487, 155.8714, 148.5852, 141.192, 133.6952, 126.0995, 118.4119, 110.6419, 102.8024, 94.9106, 86.9897, 79.0708, 71.1971, 63.4293, 55.8566, 48.614, 41.9135, 36.092, 31.6595, 29.258, 29.3742, 31.9494, 36.4248, 42.1535, 48.6466, 55.5887, 62.7843, 70.1111, 77.4903, 84.8698, 92.2142, 99.499, 106.7073, 113.8272, 120.8508, 127.7726, 134.5893, 141.2993, 147.9018, 154.3973 ], "previous": [ 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 ], "change": [ 45.5879, 43.842, 41.9873, 40.0196, 37.935, 35.7303, 33.4022, 30.9486, 28.3677, 25.6589, 22.8227, 19.8616, 16.7806, 13.5894, 10.3057, 6.9633, 3.6254, 0.4136, -2.4454, -4.5664, -5.4315, -4.6514, -2.3265, 1.0139, 4.8142, 8.7111, 12.5207, 16.1664, 19.6245, 22.894, 25.9833, 28.9032, 31.6645, 34.2776, 36.7518, 39.0956, 41.3168, 43.4223, 45.419, 47.3129, 49.1098 ], "classification": [ "rotation towards calls", "wing steepening" ], "parallelShift": 14.458, "rotation": 3.161, "wingChange": 29.835, "rmsChange": 28.606 } }, { "label": "23MAY26", "expiry": 1779523200000, "tauYears": 0.00639463, "daysToExpiry": 2.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 77479.72, "previous": 76776.7, "change": 703.02, "percentChange": 0.92 }, "atmIv": { "current": 31.21, "previous": 35.26, "change": -4.05, "percentChange": -11.49 }, "rr25": { "current": -3.18, "previous": -3.96, "change": 0.78, "percentChange": 19.7 }, "bf25": { "current": 1.7, "previous": 1.64, "change": 0.06, "percentChange": 3.66 }, "svi": { "a": { "current": -0.0317, "previous": -0.0724, "change": 0.0408, "percentChange": 56.28 }, "b": { "current": 0.0848, "previous": 0.1187, "change": -0.0339, "percentChange": -28.55 }, "rho": { "current": -0.0889, "previous": -0.1559, "change": 0.0669, "percentChange": 42.94 }, "m": { "current": -0.0175, "previous": -0.0691, "change": 0.0515, "percentChange": 74.61 }, "sigma": { "current": 0.3817, "previous": 0.6266, "change": -0.2448, "percentChange": -39.08 } }, "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": [ 129.6917, 124.4181, 119.0913, 113.7146, 108.2921, 102.8288, 97.3314, 91.8081, 86.2691, 80.7273, 75.1991, 69.7055, 64.2733, 58.9382, 53.7473, 48.7643, 44.0766, 39.803, 36.1024, 33.1744, 31.2388, 30.4814, 30.979, 32.6599, 35.338, 38.7874, 42.8008, 47.2132, 51.9013, 56.7761, 61.7731, 66.8456, 71.9596, 77.0896, 82.2167, 87.3267, 92.4085, 97.4539, 102.4566, 107.4119, 112.3162 ], "previous": [ 110.3917, 105.9603, 101.5298, 97.1047, 92.6901, 88.2921, 83.9178, 79.5754, 75.2745, 71.027, 66.8468, 62.751, 58.7604, 54.9007, 51.2039, 47.7093, 44.4656, 41.5313, 38.9754, 36.8743, 35.3057, 34.3382, 34.0172, 34.354, 35.3224, 36.8646, 38.904, 41.3587, 44.151, 47.2127, 50.4865, 53.9258, 57.4931, 61.1587, 64.8987, 68.694, 72.5295, 76.3927, 80.2738, 84.1645, 88.0582 ], "change": [ 19.3, 18.4578, 17.5615, 16.6099, 15.602, 14.5367, 13.4136, 12.2327, 10.9946, 9.7003, 8.3523, 6.9545, 5.5129, 4.0375, 2.5434, 1.055, -0.389, -1.7283, -2.873, -3.6999, -4.0669, -3.8568, -3.0382, -1.6941, 0.0156, 1.9228, 3.8968, 5.8545, 7.7503, 9.5634, 11.2866, 12.9198, 14.4665, 15.9309, 17.318, 18.6327, 19.879, 21.0612, 22.1828, 23.2474, 24.258 ], "classification": [ "rotation towards calls", "wing steepening" ], "parallelShift": 5.191, "rotation": 2.934, "wingChange": 13.886, "rmsChange": 12.694 } }, { "label": "29MAY26", "expiry": 1780041600000, "tauYears": 0.02283298, "daysToExpiry": 8.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 77504.95, "previous": 76810.29, "change": 694.66, "percentChange": 0.9 }, "atmIv": { "current": 34.42, "previous": 36.7, "change": -2.28, "percentChange": -6.21 }, "rr25": { "current": -4.27, "previous": -4.76, "change": 0.49, "percentChange": 10.29 }, "bf25": { "current": 1.95, "previous": 1.82, "change": 0.13, "percentChange": 7.14 }, "svi": { "a": { "current": -0.0416, "previous": -0.0901, "change": 0.0485, "percentChange": 53.81 }, "b": { "current": 0.1034, "previous": 0.1363, "change": -0.0329, "percentChange": -24.11 }, "rho": { "current": 0.1018, "previous": -0.0069, "change": 0.1087, "percentChange": 1569.83 }, "m": { "current": 0.0848, "previous": 0.0518, "change": 0.033, "percentChange": 63.68 }, "sigma": { "current": 0.4291, "previous": 0.6844, "change": -0.2552, "percentChange": -37.3 } }, "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": [ 78.1117, 75.6436, 73.1629, 70.672, 68.1741, 65.6728, 63.1728, 60.6793, 58.1991, 55.7397, 53.3108, 50.9235, 48.5913, 46.3302, 44.1591, 42.1002, 40.1794, 38.4258, 36.8718, 35.5517, 34.5002, 33.7494, 33.3259, 33.2474, 33.5202, 34.1387, 35.0859, 36.3363, 37.859, 39.6205, 41.5876, 43.729, 46.016, 48.4233, 50.9287, 53.5132, 56.1603, 58.8562, 61.589, 64.3485, 67.1262 ], "previous": [ 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 ], "change": [ 1.3161, 1.2611, 1.1866, 1.0917, 0.9761, 0.8395, 0.682, 0.5036, 0.305, 0.087, -0.1485, -0.3994, -0.6622, -0.9325, -1.2044, -1.4702, -1.7202, -1.9426, -2.1237, -2.2484, -2.3008, -2.2666, -2.1345, -1.8983, -1.5585, -1.1222, -0.6022, -0.0146, 0.6234, 1.2947, 1.9849, 2.6817, 3.3755, 4.0592, 4.7272, 5.3761, 6.0031, 6.6066, 7.1856, 7.7394, 8.2678 ], "classification": [ "rotation towards calls", "wing steepening" ], "parallelShift": -0.155, "rotation": 2.133, "wingChange": 3.219, "rmsChange": 3.14 } }, { "label": "5JUN26", "expiry": 1780646400000, "tauYears": 0.04201106, "daysToExpiry": 15.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 77529.02, "previous": 76834.62, "change": 694.4, "percentChange": 0.9 }, "atmIv": { "current": 35.33, "previous": 36.56, "change": -1.23, "percentChange": -3.36 }, "rr25": { "current": -5.3, "previous": -6.52, "change": 1.22, "percentChange": 18.71 }, "bf25": { "current": 1.94, "previous": 2.18, "change": -0.24, "percentChange": -11.01 }, "svi": { "a": { "current": -0.0527, "previous": -0.0889, "change": 0.0361, "percentChange": 40.66 }, "b": { "current": 0.1181, "previous": 0.1462, "change": -0.0281, "percentChange": -19.2 }, "rho": { "current": 0.1328, "previous": -0.0664, "change": 0.1992, "percentChange": 300.16 }, "m": { "current": 0.1374, "previous": 0.0472, "change": 0.0902, "percentChange": 191.3 }, "sigma": { "current": 0.4903, "previous": 0.6442, "change": -0.1538, "percentChange": -23.88 } }, "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": [ 65.5413, 63.8248, 62.106, 60.387, 58.6699, 56.9575, 55.2527, 53.5591, 51.8808, 50.2223, 48.5892, 46.9875, 45.4243, 43.9074, 42.4458, 41.0496, 39.7299, 38.4988, 37.3694, 36.3555, 35.4713, 34.7307, 34.147, 33.7318, 33.4947, 33.4424, 33.578, 33.9013, 34.4083, 35.0918, 35.9423, 36.9479, 38.0957, 39.3723, 40.7641, 42.2579, 43.8414, 45.5027, 47.2312, 49.0172, 50.8519 ], "previous": [ 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 ], "change": [ -3.7879, -3.595, -3.4098, -3.2327, -3.064, -2.9038, -2.7525, -2.61, -2.4763, -2.3514, -2.2347, -2.1259, -2.0241, -1.9284, -1.8374, -1.7496, -1.6628, -1.5749, -1.483, -1.3843, -1.2755, -1.1536, -1.0155, -0.859, -0.6822, -0.4839, -0.2644, -0.0245, 0.2339, 0.5084, 0.7964, 1.0948, 1.4008, 1.7118, 2.0256, 2.3402, 2.654, 2.9654, 3.2736, 3.5777, 3.8769 ], "classification": [ "rotation towards calls", "wing steepening" ], "parallelShift": -0.905, "rotation": 3.031, "wingChange": 0.556, "rmsChange": 2.224 } }, { "label": "26JUN26", "expiry": 1782460800000, "tauYears": 0.09954531, "daysToExpiry": 36.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 77583.64, "previous": 76876.84, "change": 706.8, "percentChange": 0.92 }, "atmIv": { "current": 36.49, "previous": 37.5, "change": -1.01, "percentChange": -2.69 }, "rr25": { "current": -5.63, "previous": -5.96, "change": 0.33, "percentChange": 5.54 }, "bf25": { "current": 2.19, "previous": 2.28, "change": -0.09, "percentChange": -3.95 }, "svi": { "a": { "current": -0.1099, "previous": -0.1, "change": -0.0099, "percentChange": -9.9 }, "b": { "current": 0.1808, "previous": 0.1755, "change": 0.0053, "percentChange": 3.0 }, "rho": { "current": 0.1136, "previous": 0.1118, "change": 0.0018, "percentChange": 1.6 }, "m": { "current": 0.1857, "previous": 0.1877, "change": -0.0021, "percentChange": -1.1 }, "sigma": { "current": 0.6779, "previous": 0.6468, "change": 0.0311, "percentChange": 4.81 } }, "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": [ 55.7706, 54.6284, 53.4932, 52.3662, 51.2491, 50.1437, 49.0517, 47.9755, 46.9171, 45.8791, 44.8641, 43.8752, 42.9153, 41.9879, 41.0966, 40.245, 39.4372, 38.6774, 37.9697, 37.3186, 36.7283, 36.2031, 35.7472, 35.3644, 35.0582, 34.8316, 34.6872, 34.6268, 34.6515, 34.7618, 34.9574, 35.2372, 35.5994, 36.0417, 36.5611, 37.1543, 37.8176, 38.5469, 39.3382, 40.1873, 41.0899 ], "previous": [ 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 ], "change": [ -0.7489, -0.7772, -0.8046, -0.8312, -0.8569, -0.8815, -0.9052, -0.9274, -0.9483, -0.9678, -0.9857, -1.0017, -1.0158, -1.0277, -1.0372, -1.0443, -1.0486, -1.0499, -1.0481, -1.0428, -1.0341, -1.0216, -1.0054, -0.9852, -0.9611, -0.9333, -0.9018, -0.8667, -0.8285, -0.7873, -0.7436, -0.6978, -0.6503, -0.6016, -0.552, -0.502, -0.4518, -0.402, -0.3525, -0.3036, -0.2556 ], "classification": [ "parallel shift lower" ], "parallelShift": -0.921, "rotation": 0.242, "wingChange": 0.169, "rmsChange": 0.854 } }, { "label": "31JUL26", "expiry": 1785484800000, "tauYears": 0.19543572, "daysToExpiry": 71.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 77757.26, "previous": 77025.97, "change": 731.29, "percentChange": 0.95 }, "atmIv": { "current": 37.83, "previous": 38.41, "change": -0.58, "percentChange": -1.51 }, "rr25": { "current": -5.67, "previous": -6.1, "change": 0.43, "percentChange": 7.05 }, "bf25": { "current": 2.15, "previous": 2.2, "change": -0.05, "percentChange": -2.27 }, "svi": { "a": { "current": -0.1454, "previous": -0.1161, "change": -0.0292, "percentChange": -25.15 }, "b": { "current": 0.2068, "previous": 0.1987, "change": 0.0081, "percentChange": 4.07 }, "rho": { "current": 0.0444, "previous": 0.1303, "change": -0.0859, "percentChange": -65.91 }, "m": { "current": 0.2012, "previous": 0.2678, "change": -0.0666, "percentChange": -24.86 }, "sigma": { "current": 0.8256, "previous": 0.7216, "change": 0.104, "percentChange": 14.41 } }, "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": [ 50.451, 49.7082, 48.973, 48.2461, 47.5285, 46.8209, 46.1245, 45.4401, 44.7689, 44.1119, 43.4703, 42.8454, 42.2383, 41.6503, 41.0829, 40.5374, 40.0151, 39.5176, 39.0462, 38.6025, 38.1877, 37.8034, 37.4509, 37.1315, 36.8465, 36.597, 36.384, 36.2086, 36.0715, 35.9734, 35.9148, 35.8961, 35.9174, 35.9787, 36.0799, 36.2206, 36.4003, 36.6185, 36.8742, 37.1665, 37.4944 ], "previous": [ 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 ], "change": [ -0.5683, -0.5944, -0.6182, -0.6399, -0.6592, -0.6762, -0.6906, -0.7026, -0.7119, -0.7187, -0.7228, -0.7241, -0.7228, -0.7189, -0.7122, -0.7029, -0.6911, -0.6768, -0.6602, -0.6413, -0.6204, -0.5977, -0.5734, -0.5478, -0.521, -0.4936, -0.4658, -0.4379, -0.4104, -0.3835, -0.3578, -0.3334, -0.3108, -0.2905, -0.2725, -0.2573, -0.2451, -0.236, -0.2303, -0.2282, -0.2296 ], "classification": [ "parallel shift lower" ], "parallelShift": -0.567, "rotation": 0.365, "wingChange": 0.08, "rmsChange": 0.556 } }, { "label": "25SEP26", "expiry": 1790323200000, "tauYears": 0.34886038, "daysToExpiry": 127.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 78115.64, "previous": 77380.95, "change": 734.69, "percentChange": 0.95 }, "atmIv": { "current": 39.73, "previous": 39.99, "change": -0.26, "percentChange": -0.65 }, "rr25": { "current": -5.48, "previous": -5.66, "change": 0.18, "percentChange": 3.18 }, "bf25": { "current": 2.34, "previous": 2.38, "change": -0.04, "percentChange": -1.68 }, "svi": { "a": { "current": -0.2499, "previous": -0.1852, "change": -0.0647, "percentChange": -34.96 }, "b": { "current": 0.2753, "previous": 0.2474, "change": 0.0279, "percentChange": 11.29 }, "rho": { "current": -0.0844, "previous": -0.0537, "change": -0.0308, "percentChange": -57.29 }, "m": { "current": 0.1229, "previous": 0.1683, "change": -0.0454, "percentChange": -26.96 }, "sigma": { "current": 1.0956, "previous": 0.9583, "change": 0.1374, "percentChange": 14.34 } }, "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": [ 48.8407, 48.3058, 47.7789, 47.2605, 46.7509, 46.2507, 45.7603, 45.2803, 44.8112, 44.3535, 43.9077, 43.4744, 43.0541, 42.6473, 42.2546, 41.8765, 41.5136, 41.1663, 40.8353, 40.521, 40.2239, 39.9446, 39.6833, 39.4407, 39.2171, 39.0129, 38.8284, 38.664, 38.5199, 38.3964, 38.2937, 38.2118, 38.151, 38.1112, 38.0926, 38.095, 38.1184, 38.1627, 38.2277, 38.3131, 38.4188 ], "previous": [ 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 ], "change": [ -0.2883, -0.2973, -0.3052, -0.312, -0.3179, -0.3228, -0.3267, -0.3296, -0.3315, -0.3325, -0.3326, -0.3317, -0.3301, -0.3276, -0.3244, -0.3205, -0.3159, -0.3108, -0.305, -0.2987, -0.2921, -0.2849, -0.2776, -0.27, -0.2622, -0.2543, -0.2463, -0.2383, -0.2305, -0.2228, -0.2152, -0.208, -0.201, -0.1945, -0.1883, -0.1826, -0.1773, -0.1726, -0.1683, -0.1646, -0.1614 ], "classification": [ "parallel shift lower" ], "parallelShift": -0.28, "rotation": 0.117, "wingChange": 0.018, "rmsChange": 0.274 } }, { "label": "25DEC26", "expiry": 1798185600000, "tauYears": 0.59817544, "daysToExpiry": 218.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 78816.27, "previous": 78081.0, "change": 735.27, "percentChange": 0.94 }, "atmIv": { "current": 42.71, "previous": 42.94, "change": -0.23, "percentChange": -0.54 }, "rr25": { "current": -5.12, "previous": -5.26, "change": 0.14, "percentChange": 2.66 }, "bf25": { "current": 2.48, "previous": 2.52, "change": -0.04, "percentChange": -1.59 }, "svi": { "a": { "current": -0.25, "previous": -0.1958, "change": -0.0542, "percentChange": -27.67 }, "b": { "current": 0.3022, "previous": 0.2799, "change": 0.0223, "percentChange": 7.97 }, "rho": { "current": -0.1619, "previous": -0.1588, "change": -0.0031, "percentChange": -1.92 }, "m": { "current": 0.0906, "previous": 0.1159, "change": -0.0253, "percentChange": -21.81 }, "sigma": { "current": 1.1819, "previous": 1.0842, "change": 0.0977, "percentChange": 9.01 } }, "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": [ 49.2806, 48.9177, 48.5606, 48.2097, 47.8651, 47.527, 47.1956, 46.8713, 46.5542, 46.2445, 45.9426, 45.6485, 45.3626, 45.0851, 44.8161, 44.556, 44.3048, 44.0629, 43.8304, 43.6075, 43.3945, 43.1914, 42.9985, 42.8159, 42.6437, 42.4822, 42.3314, 42.1915, 42.0626, 41.9447, 41.8379, 41.7423, 41.6581, 41.5851, 41.5234, 41.473, 41.434, 41.4063, 41.3898, 41.3846, 41.3906 ], "previous": [ 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 ], "change": [ -0.2947, -0.296, -0.2969, -0.2974, -0.2975, -0.2973, -0.2968, -0.2959, -0.2947, -0.2932, -0.2914, -0.2893, -0.287, -0.2843, -0.2815, -0.2783, -0.2751, -0.2716, -0.2679, -0.2641, -0.26, -0.2559, -0.2517, -0.2473, -0.2429, -0.2384, -0.2339, -0.2292, -0.2245, -0.2199, -0.2153, -0.2106, -0.2059, -0.2013, -0.1967, -0.1922, -0.1877, -0.1832, -0.1788, -0.1744, -0.17 ], "classification": [ "parallel shift lower" ], "parallelShift": -0.256, "rotation": 0.076, "wingChange": 0.007, "rmsChange": 0.254 } }, { "label": "26MAR27", "expiry": 1806048000000, "tauYears": 0.84749051, "daysToExpiry": 309.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 79487.95, "previous": 78744.88, "change": 743.07, "percentChange": 0.94 }, "atmIv": { "current": 43.72, "previous": 43.97, "change": -0.25, "percentChange": -0.57 }, "rr25": { "current": -4.77, "previous": -4.82, "change": 0.05, "percentChange": 1.04 }, "bf25": { "current": 2.47, "previous": 2.42, "change": 0.05, "percentChange": 2.07 }, "svi": { "a": { "current": -0.2499, "previous": -0.1717, "change": -0.0782, "percentChange": -45.57 }, "b": { "current": 0.322, "previous": 0.2877, "change": 0.0343, "percentChange": 11.92 }, "rho": { "current": -0.1495, "previous": -0.1748, "change": 0.0253, "percentChange": 14.45 }, "m": { "current": 0.1482, "previous": 0.1459, "change": 0.0023, "percentChange": 1.61 }, "sigma": { "current": 1.2673, "previous": 1.1551, "change": 0.1122, "percentChange": 9.71 } }, "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": [ 49.1277, 48.8496, 48.5758, 48.3065, 48.0417, 47.7817, 47.5264, 47.2762, 47.0311, 46.7912, 46.5567, 46.3278, 46.1045, 45.887, 45.6755, 45.47, 45.2706, 45.0776, 44.8911, 44.711, 44.5377, 44.3711, 44.2113, 44.0586, 43.9129, 43.7744, 43.6432, 43.5193, 43.4028, 43.2937, 43.1922, 43.0983, 43.012, 42.9334, 42.8625, 42.7994, 42.744, 42.6963, 42.6565, 42.6244, 42.6 ], "previous": [ 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 ], "change": [ -0.2129, -0.2178, -0.2225, -0.2268, -0.231, -0.2347, -0.2384, -0.2417, -0.2447, -0.2475, -0.2501, -0.2524, -0.2544, -0.2563, -0.2578, -0.2591, -0.2602, -0.2611, -0.2616, -0.262, -0.2621, -0.262, -0.2618, -0.2611, -0.2604, -0.2594, -0.2581, -0.2566, -0.2548, -0.253, -0.2508, -0.2484, -0.2457, -0.2429, -0.2398, -0.2363, -0.2327, -0.229, -0.2248, -0.2205, -0.2159 ], "classification": [ "parallel shift lower" ], "parallelShift": -0.254, "rotation": -0.001, "wingChange": 0.012, "rmsChange": 0.246 } } ], "events": [ { "type": "rotation", "title": "Largest eligible smile rotation", "label": "5JUN26", "value": 3.031, "score": 3.031, "unit": "volatility points" }, { "type": "atmIv", "title": "Largest standard-tenor ATM IV move", "label": "1W", "value": -2.71, "score": 2.71, "unit": "volatility points" }, { "type": "rr25", "title": "Largest standard-tenor RR25 move", "label": "2W", "value": 0.95, "score": 0.95, "unit": "volatility points" }, { "type": "sigma", "title": "Largest eligible SVI sigma move", "label": "29MAY26", "value": -0.2552, "score": 0.2552, "unit": "parameter units" }, { "type": "rho", "title": "Largest eligible SVI rho move", "label": "5JUN26", "value": 0.1992, "score": 0.1992, "unit": "parameter units" }, { "type": "bf25", "title": "Largest standard-tenor BF25 move", "label": "2W", "value": -0.17, "score": 0.17, "unit": "volatility points" } ], "expiryEffects": [ { "label": "22MAY26", "daysToExpiry": 1.334, "metric": "ATM IV change", "value": -5.41, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." }, { "label": "21MAY26", "daysToExpiry": 0.334, "metric": "Smile rotation", "value": 5.376, "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": 286.0781729, "metric": "vega", "availability": "available" }, "highestGamma": { "label": "21MAY26", "expiry": 1779350400000, "value": 0.000619928567, "metric": "gamma", "availability": "available" }, "highestThetaDecay": { "label": "21MAY26", "expiry": 1779350400000, "value": -384.27697292, "metric": "theta", "availability": "available" }, "highestVanna": { "label": "26MAR27", "expiry": 1806048000000, "value": 0.00179951, "metric": "vanna", "availability": "available" }, "highestVolga": { "label": "26MAR27", "expiry": 1806048000000, "value": -26.49962507, "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": "21MAY26", "values": [ 67.4781, 63.8336, 60.1629, 56.4667, 52.7461, 49.0017, 45.2341, 41.4442, 37.6325, 33.7995, 29.9459, 26.0725, 22.1807, 18.2736, 14.3586, 10.452, 6.5908, 2.859, -0.5558, -3.2497, -4.4912, -3.478, -0.209, 4.371, 9.3308, 14.2034, 18.8435, 23.2424, 27.4315, 31.4477, 35.3223, 39.0798, 42.7384, 46.3122, 49.8114, 53.2439, 56.6155, 59.9314, 63.195, 66.4094, 69.5774 ] }, { "label": "22MAY26", "values": [ 45.5879, 43.842, 41.9873, 40.0196, 37.935, 35.7303, 33.4022, 30.9486, 28.3677, 25.6589, 22.8227, 19.8616, 16.7806, 13.5894, 10.3057, 6.9633, 3.6254, 0.4136, -2.4454, -4.5664, -5.4315, -4.6514, -2.3265, 1.0139, 4.8142, 8.7111, 12.5207, 16.1664, 19.6245, 22.894, 25.9833, 28.9032, 31.6645, 34.2776, 36.7518, 39.0956, 41.3168, 43.4223, 45.419, 47.3129, 49.1098 ] }, { "label": "23MAY26", "values": [ 19.3, 18.4578, 17.5615, 16.6099, 15.602, 14.5367, 13.4136, 12.2327, 10.9946, 9.7003, 8.3523, 6.9545, 5.5129, 4.0375, 2.5434, 1.055, -0.389, -1.7283, -2.873, -3.6999, -4.0669, -3.8568, -3.0382, -1.6941, 0.0156, 1.9228, 3.8968, 5.8545, 7.7503, 9.5634, 11.2866, 12.9198, 14.4665, 15.9309, 17.318, 18.6327, 19.879, 21.0612, 22.1828, 23.2474, 24.258 ] }, { "label": "29MAY26", "values": [ 1.3161, 1.2611, 1.1866, 1.0917, 0.9761, 0.8395, 0.682, 0.5036, 0.305, 0.087, -0.1485, -0.3994, -0.6622, -0.9325, -1.2044, -1.4702, -1.7202, -1.9426, -2.1237, -2.2484, -2.3008, -2.2666, -2.1345, -1.8983, -1.5585, -1.1222, -0.6022, -0.0146, 0.6234, 1.2947, 1.9849, 2.6817, 3.3755, 4.0592, 4.7272, 5.3761, 6.0031, 6.6066, 7.1856, 7.7394, 8.2678 ] }, { "label": "5JUN26", "values": [ -3.7879, -3.595, -3.4098, -3.2327, -3.064, -2.9038, -2.7525, -2.61, -2.4763, -2.3514, -2.2347, -2.1259, -2.0241, -1.9284, -1.8374, -1.7496, -1.6628, -1.5749, -1.483, -1.3843, -1.2755, -1.1536, -1.0155, -0.859, -0.6822, -0.4839, -0.2644, -0.0245, 0.2339, 0.5084, 0.7964, 1.0948, 1.4008, 1.7118, 2.0256, 2.3402, 2.654, 2.9654, 3.2736, 3.5777, 3.8769 ] }, { "label": "26JUN26", "values": [ -0.7489, -0.7772, -0.8046, -0.8312, -0.8569, -0.8815, -0.9052, -0.9274, -0.9483, -0.9678, -0.9857, -1.0017, -1.0158, -1.0277, -1.0372, -1.0443, -1.0486, -1.0499, -1.0481, -1.0428, -1.0341, -1.0216, -1.0054, -0.9852, -0.9611, -0.9333, -0.9018, -0.8667, -0.8285, -0.7873, -0.7436, -0.6978, -0.6503, -0.6016, -0.552, -0.502, -0.4518, -0.402, -0.3525, -0.3036, -0.2556 ] }, { "label": "31JUL26", "values": [ -0.5683, -0.5944, -0.6182, -0.6399, -0.6592, -0.6762, -0.6906, -0.7026, -0.7119, -0.7187, -0.7228, -0.7241, -0.7228, -0.7189, -0.7122, -0.7029, -0.6911, -0.6768, -0.6602, -0.6413, -0.6204, -0.5977, -0.5734, -0.5478, -0.521, -0.4936, -0.4658, -0.4379, -0.4104, -0.3835, -0.3578, -0.3334, -0.3108, -0.2905, -0.2725, -0.2573, -0.2451, -0.236, -0.2303, -0.2282, -0.2296 ] }, { "label": "25SEP26", "values": [ -0.2883, -0.2973, -0.3052, -0.312, -0.3179, -0.3228, -0.3267, -0.3296, -0.3315, -0.3325, -0.3326, -0.3317, -0.3301, -0.3276, -0.3244, -0.3205, -0.3159, -0.3108, -0.305, -0.2987, -0.2921, -0.2849, -0.2776, -0.27, -0.2622, -0.2543, -0.2463, -0.2383, -0.2305, -0.2228, -0.2152, -0.208, -0.201, -0.1945, -0.1883, -0.1826, -0.1773, -0.1726, -0.1683, -0.1646, -0.1614 ] }, { "label": "25DEC26", "values": [ -0.2947, -0.296, -0.2969, -0.2974, -0.2975, -0.2973, -0.2968, -0.2959, -0.2947, -0.2932, -0.2914, -0.2893, -0.287, -0.2843, -0.2815, -0.2783, -0.2751, -0.2716, -0.2679, -0.2641, -0.26, -0.2559, -0.2517, -0.2473, -0.2429, -0.2384, -0.2339, -0.2292, -0.2245, -0.2199, -0.2153, -0.2106, -0.2059, -0.2013, -0.1967, -0.1922, -0.1877, -0.1832, -0.1788, -0.1744, -0.17 ] }, { "label": "26MAR27", "values": [ -0.2129, -0.2178, -0.2225, -0.2268, -0.231, -0.2347, -0.2384, -0.2417, -0.2447, -0.2475, -0.2501, -0.2524, -0.2544, -0.2563, -0.2578, -0.2591, -0.2602, -0.2611, -0.2616, -0.262, -0.2621, -0.262, -0.2618, -0.2611, -0.2604, -0.2594, -0.2581, -0.2566, -0.2548, -0.253, -0.2508, -0.2484, -0.2457, -0.2429, -0.2398, -0.2363, -0.2327, -0.229, -0.2248, -0.2205, -0.2159 ] } ] } }