{ "schemaVersion": 2, "reportDate": "2026-06-09", "generatedAt": "2026-07-25T18:42:36+00:00", "currentSnapshotAt": "2026-06-09T23:59:00+00:00", "previousSnapshotAt": "2026-06-08T23:59:00+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": 0.07152059, "previousObjective": 0.11347281, "currentLiveError": 62.12722793, "previousLiveError": 131.94408404 }, "coverage": { "currentListedExpiries": 11, "previousListedExpiries": 11, "comparedListedExpiries": 10, "addedExpiries": [ "13JUN26" ], "removedExpiries": [ "9JUN26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M", "1Y" ] }, "commentary": { "source": "deterministic", "model": null, "headline": "BTC daily surface: 1W ATM IV falls 1.01 volatility points", "executiveSummary": "Across the six headline tenors, ATM IV averaged +0.24 volatility points, RR25 -0.24 volatility points and BF25 +0.18 volatility points between the stored endpoints.", "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV decreased, averaging -0.17 volatility points across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.58 volatility points across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -0.24 volatility points across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 increased, averaging +0.18 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 -1.01 volatility points at 1W.", "tenor": "1W", "value": -1.01 } ], "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 -0.17 volatility points across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.58 volatility points across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards puts, averaging -0.24 volatility points across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 increased, averaging +0.18 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 -1.01 volatility points at 1W.", "tenor": "1W", "value": -1.01 } ], "summaryMetrics": { "basis": "Average change across 1W, 2W, 1M, 3M, 6M and 1Y", "unit": "volatility points", "atmIvChange": 0.24, "rr25Change": -0.24, "bf25Change": 0.18 }, "tenors": [ { "tenor": "1W", "targetExpiry": 1781654342023, "availability": "available", "unavailableReason": null, "atmIv": { "current": 45.27, "previous": 46.28, "change": -1.01, "percentChange": -2.18 }, "rr25": { "current": -6.47, "previous": -7.29, "change": 0.82, "percentChange": 11.25 }, "bf25": { "current": 3.03, "previous": 2.79, "change": 0.24, "percentChange": 8.6 } }, { "tenor": "2W", "targetExpiry": 1782259142023, "availability": "available", "unavailableReason": null, "atmIv": { "current": 44.2, "previous": 44.31, "change": -0.11, "percentChange": -0.25 }, "rr25": { "current": -7.47, "previous": -7.19, "change": -0.28, "percentChange": -3.89 }, "bf25": { "current": 3.15, "previous": 2.83, "change": 0.32, "percentChange": 11.31 } }, { "tenor": "1M", "targetExpiry": 1783641542023, "availability": "available", "unavailableReason": null, "atmIv": { "current": 43.45, "previous": 42.85, "change": 0.6, "percentChange": 1.4 }, "rr25": { "current": -7.52, "previous": -6.75, "change": -0.77, "percentChange": -11.41 }, "bf25": { "current": 2.78, "previous": 2.65, "change": 0.13, "percentChange": 4.91 } }, { "tenor": "3M", "targetExpiry": 1788911942023, "availability": "available", "unavailableReason": null, "atmIv": { "current": 42.95, "previous": 42.12, "change": 0.83, "percentChange": 1.97 }, "rr25": { "current": -6.55, "previous": -5.74, "change": -0.81, "percentChange": -14.11 }, "bf25": { "current": 2.67, "previous": 2.46, "change": 0.21, "percentChange": 8.54 } }, { "tenor": "6M", "targetExpiry": 1796774342023, "availability": "available", "unavailableReason": null, "atmIv": { "current": 44.09, "previous": 43.58, "change": 0.51, "percentChange": 1.17 }, "rr25": { "current": -5.19, "previous": -4.75, "change": -0.44, "percentChange": -9.26 }, "bf25": { "current": 2.87, "previous": 2.59, "change": 0.28, "percentChange": 10.81 } }, { "tenor": "9M", "targetExpiry": 1804636742023, "availability": "available", "unavailableReason": null, "atmIv": { "current": 44.7, "previous": 44.12, "change": 0.58, "percentChange": 1.31 }, "rr25": { "current": -4.14, "previous": -3.99, "change": -0.15, "percentChange": -3.76 }, "bf25": { "current": 2.96, "previous": 2.91, "change": 0.05, "percentChange": 1.72 } }, { "tenor": "1Y", "targetExpiry": 1812585542023, "availability": "available", "unavailableReason": null, "atmIv": { "current": 45.01, "previous": 44.36, "change": 0.65, "percentChange": 1.47 }, "rr25": { "current": -3.52, "previous": -3.55, "change": 0.03, "percentChange": 0.85 }, "bf25": { "current": 3.02, "previous": 3.11, "change": -0.09, "percentChange": -2.89 } } ], "listedExpiries": [ { "label": "10JUN26", "expiry": 1781078400000, "tauYears": 0.00091515, "daysToExpiry": 0.334, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 61657.68, "previous": 63099.69, "change": -1442.01, "percentChange": -2.29 }, "atmIv": { "current": 46.48, "previous": 46.91, "change": -0.43, "percentChange": -0.92 }, "rr25": { "current": -5.63, "previous": -7.06, "change": 1.43, "percentChange": 20.25 }, "bf25": { "current": 2.13, "previous": 2.34, "change": -0.21, "percentChange": -8.97 }, "svi": { "a": { "current": -0.0272, "previous": -0.024, "change": -0.0031, "percentChange": -13.03 }, "b": { "current": 0.0723, "previous": 0.0687, "change": 0.0036, "percentChange": 5.25 }, "rho": { "current": -0.1983, "previous": -0.072, "change": -0.1263, "percentChange": -175.36 }, "m": { "current": -0.0643, "previous": 0.0064, "change": -0.0707, "percentChange": -1112.22 }, "sigma": { "current": 0.3857, "previous": 0.3609, "change": 0.0248, "percentChange": 6.86 } }, "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": [ 311.9958, 298.2574, 284.3854, 270.3873, 256.2725, 242.0522, 227.7399, 213.3518, 198.9072, 184.4292, 169.9459, 155.4921, 141.1115, 126.8617, 112.8205, 99.0998, 85.8678, 73.3924, 62.1179, 52.784, 46.512, 44.5283, 47.2779, 53.9443, 63.2073, 74.0114, 85.6949, 97.8693, 110.3042, 122.8584, 135.442, 147.9958, 160.4797, 172.8659, 185.135, 197.2735, 209.2718, 221.1235, 232.8245, 244.3722, 255.7657 ], "previous": [ 165.5381, 159.379, 153.1525, 146.8618, 140.5111, 134.1058, 127.6532, 121.162, 114.6437, 108.1127, 101.5869, 95.0894, 88.6491, 82.3034, 76.1003, 70.1023, 64.3906, 59.0713, 54.2803, 50.1863, 46.984, 44.871, 44.004, 44.4486, 46.1536, 48.9693, 52.6963, 57.1324, 62.1005, 67.4575, 73.0922, 78.9202, 84.8778, 90.9167, 97.0, 103.0999, 109.1948, 115.2682, 121.3073, 127.3024, 133.2459 ], "change": [ 146.4577, 138.8784, 131.2329, 123.5255, 115.7614, 107.9464, 100.0867, 92.1898, 84.2635, 76.3165, 68.359, 60.4027, 52.4624, 44.5583, 36.7202, 28.9975, 21.4772, 14.3211, 7.8376, 2.5977, -0.472, -0.3427, 3.2739, 9.4957, 17.0537, 25.0421, 32.9986, 40.7369, 48.2037, 55.4009, 62.3498, 69.0756, 75.6019, 81.9492, 88.135, 94.1736, 100.077, 105.8553, 111.5172, 117.0698, 122.5198 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 43.412, "rotation": -6.009, "wingChange": 65.826, "rmsChange": 78.857 } }, { "label": "11JUN26", "expiry": 1781164800000, "tauYears": 0.00365487, "daysToExpiry": 1.334, "expiryClassification": "ultra-short", "rankingEligible": false, "forward": { "current": 61664.19, "previous": 63106.61, "change": -1442.42, "percentChange": -2.29 }, "atmIv": { "current": 49.78, "previous": 48.3, "change": 1.48, "percentChange": 3.06 }, "rr25": { "current": -7.14, "previous": -7.28, "change": 0.14, "percentChange": 1.92 }, "bf25": { "current": 3.06, "previous": 2.54, "change": 0.52, "percentChange": 20.47 }, "svi": { "a": { "current": -0.0385, "previous": -0.0262, "change": -0.0122, "percentChange": -46.55 }, "b": { "current": 0.0983, "previous": 0.0757, "change": 0.0227, "percentChange": 29.94 }, "rho": { "current": -0.1475, "previous": 0.0211, "change": -0.1685, "percentChange": -799.4 }, "m": { "current": -0.0343, "previous": 0.0489, "change": -0.0832, "percentChange": -170.21 }, "sigma": { "current": 0.4041, "previous": 0.3645, "change": 0.0396, "percentChange": 10.87 } }, "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": [ 188.0976, 180.593, 173.0284, 165.4097, 157.7439, 150.0398, 142.3077, 134.5605, 126.8137, 119.0863, 111.4018, 103.7892, 96.2851, 88.936, 81.8014, 74.9592, 68.5108, 62.5889, 57.3634, 53.0416, 49.8543, 48.0165, 47.667, 48.8148, 51.3331, 55.005, 59.5877, 64.858, 70.6325, 76.7686, 83.1588, 89.7225, 96.3997, 103.1452, 109.925, 116.713, 123.4895, 130.239, 136.9499, 143.613, 150.2214 ], "previous": [ 133.3298, 128.846, 124.3182, 119.7494, 115.143, 110.5037, 105.8374, 101.1515, 96.4554, 91.7606, 87.0818, 82.4372, 77.8492, 73.3462, 68.9633, 64.744, 60.7421, 57.0233, 53.6657, 50.7595, 48.4025, 46.692, 45.7117, 45.5156, 46.1168, 47.4842, 49.5496, 52.2227, 55.4052, 59.0024, 62.9294, 67.1139, 71.4953, 76.0245, 80.6614, 85.3736, 90.1353, 94.9253, 99.7267, 104.5259, 109.3119 ], "change": [ 54.7678, 51.747, 48.7102, 45.6603, 42.6009, 39.5361, 36.4703, 33.409, 30.3583, 27.3257, 24.32, 21.352, 18.4359, 15.5898, 12.8381, 10.2152, 7.7687, 5.5656, 3.6977, 2.2821, 1.4518, 1.3245, 1.9553, 3.2992, 5.2163, 7.5208, 10.0381, 12.6353, 15.2273, 17.7662, 20.2294, 22.6086, 24.9044, 27.1207, 29.2636, 31.3394, 33.3542, 35.3137, 37.2232, 39.0871, 40.9095 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 15.334, "rotation": -4.091, "wingChange": 20.823, "rmsChange": 27.766 } }, { "label": "12JUN26", "expiry": 1781251200000, "tauYears": 0.0063946, "daysToExpiry": 2.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 61668.03, "previous": 63097.14, "change": -1429.11, "percentChange": -2.26 }, "atmIv": { "current": 47.48, "previous": 48.43, "change": -0.95, "percentChange": -1.96 }, "rr25": { "current": -4.9, "previous": -7.06, "change": 2.16, "percentChange": 30.59 }, "bf25": { "current": 3.28, "previous": 3.06, "change": 0.22, "percentChange": 7.19 }, "svi": { "a": { "current": -0.042, "previous": -0.024, "change": -0.018, "percentChange": -75.2 }, "b": { "current": 0.1104, "previous": 0.084, "change": 0.0265, "percentChange": 31.5 }, "rho": { "current": -0.022, "previous": 0.1165, "change": -0.1385, "percentChange": -118.86 }, "m": { "current": 0.0116, "previous": 0.0749, "change": -0.0633, "percentChange": -84.51 }, "sigma": { "current": 0.3932, "previous": 0.3111, "change": 0.0821, "percentChange": 26.39 } }, "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": [ 148.6882, 143.0611, 137.3867, 131.6693, 125.915, 120.1309, 114.326, 108.5118, 102.7021, 96.9146, 91.1711, 85.4992, 79.9333, 74.5172, 69.3063, 64.3707, 59.7984, 55.6972, 52.195, 49.4328, 47.5501, 46.6592, 46.8181, 48.013, 50.1627, 53.1407, 56.8034, 61.0125, 65.646, 70.6032, 75.8026, 81.18, 86.6848, 92.2772, 97.9258, 103.6058, 109.2977, 114.9856, 120.6572, 126.3025, 131.9136 ], "previous": [ 120.4713, 116.7115, 112.9089, 109.0654, 105.1836, 101.267, 97.3204, 93.3499, 89.3634, 85.3711, 81.386, 77.4244, 73.507, 69.66, 65.9159, 62.315, 58.907, 55.7519, 52.92, 50.4911, 48.5502, 47.1802, 46.4517, 46.4112, 47.0721, 48.4128, 50.3813, 52.9053, 55.9035, 59.2947, 63.0034, 66.963, 71.1165, 75.4163, 79.8225, 84.3028, 88.8306, 93.3842, 97.9462, 102.5024, 107.0415 ], "change": [ 28.2169, 26.3496, 24.4778, 22.6039, 20.7314, 18.8639, 17.0056, 15.1619, 13.3387, 11.5435, 9.7851, 8.0748, 6.4263, 4.8572, 3.3904, 2.0557, 0.8914, -0.0547, -0.725, -1.0583, -1.0001, -0.521, 0.3664, 1.6018, 3.0906, 4.7279, 6.4221, 8.1072, 9.7425, 11.3085, 12.7992, 14.217, 15.5683, 16.8609, 18.1033, 19.303, 20.4671, 21.6014, 22.711, 23.8001, 24.8721 ], "classification": [ "rotation towards calls", "wing steepening" ], "parallelShift": 7.195, "rotation": 3.014, "wingChange": 12.292, "rmsChange": 14.82 } }, { "label": "19JUN26", "expiry": 1781856000000, "tauYears": 0.02557268, "daysToExpiry": 9.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 61694.36, "previous": 63126.37, "change": -1432.01, "percentChange": -2.27 }, "atmIv": { "current": 45.08, "previous": 45.63, "change": -0.55, "percentChange": -1.21 }, "rr25": { "current": -6.65, "previous": -7.37, "change": 0.72, "percentChange": 9.77 }, "bf25": { "current": 3.01, "previous": 2.71, "change": 0.3, "percentChange": 11.07 }, "svi": { "a": { "current": -0.0458, "previous": -0.0244, "change": -0.0214, "percentChange": -87.58 }, "b": { "current": 0.1187, "previous": 0.0987, "change": 0.02, "percentChange": 20.3 }, "rho": { "current": 0.0431, "previous": 0.248, "change": -0.2049, "percentChange": -82.62 }, "m": { "current": 0.0763, "previous": 0.1511, "change": -0.0748, "percentChange": -49.49 }, "sigma": { "current": 0.4263, "previous": 0.3102, "change": 0.116, "percentChange": 37.4 } }, "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": [ 87.9873, 85.5342, 83.0741, 80.61, 78.1454, 75.6844, 73.2319, 70.7934, 68.3757, 65.9862, 63.634, 61.3293, 59.0838, 56.9113, 54.8268, 52.8477, 50.9931, 49.2838, 47.7419, 46.3905, 45.2523, 44.349, 43.6997, 43.3194, 43.2178, 43.3986, 43.8589, 44.5895, 45.5762, 46.8004, 48.2409, 49.8753, 51.6807, 53.6351, 55.7177, 57.9093, 60.1926, 62.5519, 64.9735, 67.4454, 69.9568 ], "previous": [ 81.0102, 79.1444, 77.2655, 75.3747, 73.4738, 71.5649, 69.6504, 67.7335, 65.818, 63.9083, 62.0099, 60.1293, 58.2743, 56.454, 54.6792, 52.9625, 51.3186, 49.764, 48.3176, 47.0002, 45.8343, 44.8432, 44.0507, 43.4794, 43.1493, 43.0766, 43.2723, 43.7407, 44.48, 45.4818, 46.732, 48.2124, 49.9018, 51.7772, 53.8155, 55.9937, 58.2902, 60.6848, 63.1594, 65.6974, 68.2843 ], "change": [ 6.9771, 6.3898, 5.8086, 5.2353, 4.6716, 4.1195, 3.5815, 3.0599, 2.5577, 2.0779, 1.6241, 1.2, 0.8095, 0.4573, 0.1476, -0.1148, -0.3255, -0.4802, -0.5757, -0.6097, -0.582, -0.4942, -0.351, -0.16, 0.0685, 0.322, 0.5866, 0.8488, 1.0962, 1.3186, 1.5089, 1.6629, 1.7789, 1.8579, 1.9022, 1.9156, 1.9024, 1.8671, 1.8141, 1.748, 1.6725 ], "classification": [ "wing steepening" ], "parallelShift": 0.85, "rotation": -0.115, "wingChange": 2.149, "rmsChange": 2.559 } }, { "label": "26JUN26", "expiry": 1782460800000, "tauYears": 0.04475076, "daysToExpiry": 16.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 61719.31, "previous": 63147.35, "change": -1428.04, "percentChange": -2.26 }, "atmIv": { "current": 43.94, "previous": 43.58, "change": 0.36, "percentChange": 0.83 }, "rr25": { "current": -7.71, "previous": -7.09, "change": -0.62, "percentChange": -8.74 }, "bf25": { "current": 3.21, "previous": 2.89, "change": 0.32, "percentChange": 11.07 }, "svi": { "a": { "current": -0.037, "previous": -0.0413, "change": 0.0044, "percentChange": 10.58 }, "b": { "current": 0.1187, "previous": 0.1215, "change": -0.0027, "percentChange": -2.23 }, "rho": { "current": 0.0431, "previous": 0.0948, "change": -0.0517, "percentChange": -54.55 }, "m": { "current": 0.0973, "previous": 0.1229, "change": -0.0256, "percentChange": -20.81 }, "sigma": { "current": 0.3767, "previous": 0.4091, "change": -0.0323, "percentChange": -7.91 } }, "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": [ 76.2558, 74.4707, 72.6795, 70.8841, 69.0867, 67.29, 65.4971, 63.7116, 61.9378, 60.1804, 58.4452, 56.7385, 55.0677, 53.441, 51.8678, 50.3584, 48.9244, 47.578, 46.3326, 45.2021, 44.2006, 43.3421, 42.6399, 42.1057, 41.7495, 41.5783, 41.5963, 41.8042, 42.199, 42.7747, 43.5225, 44.4311, 45.4879, 46.6791, 47.9907, 49.4085, 50.9192, 52.5099, 54.1687, 55.8848, 57.6484 ], "previous": [ 72.9197, 71.2764, 69.6303, 67.9831, 66.337, 64.6946, 63.0587, 61.4327, 59.8204, 58.2261, 56.6549, 55.1124, 53.6049, 52.1396, 50.7245, 49.3683, 48.0805, 46.8716, 45.7526, 44.7349, 43.8302, 43.0502, 42.406, 41.9077, 41.5641, 41.382, 41.366, 41.5181, 41.8375, 42.321, 42.9627, 43.755, 44.6883, 45.752, 46.9349, 48.2253, 49.6118, 51.0829, 52.6282, 54.2375, 55.9016 ], "change": [ 3.3361, 3.1943, 3.0492, 2.901, 2.7497, 2.5954, 2.4384, 2.2789, 2.1174, 1.9543, 1.7903, 1.6261, 1.4628, 1.3014, 1.1433, 0.9901, 0.8439, 0.7064, 0.58, 0.4672, 0.3704, 0.2919, 0.2339, 0.198, 0.1854, 0.1963, 0.2303, 0.2861, 0.3615, 0.4537, 0.5598, 0.6761, 0.7996, 0.9271, 1.0558, 1.1832, 1.3074, 1.427, 1.5405, 1.6473, 1.7468 ], "classification": [ "rotation towards puts", "wing steepening" ], "parallelShift": 0.907, "rotation": -1.23, "wingChange": 0.805, "rmsChange": 1.593 } }, { "label": "31JUL26", "expiry": 1785484800000, "tauYears": 0.14064117, "daysToExpiry": 51.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 61899.11, "previous": 63326.94, "change": -1427.83, "percentChange": -2.25 }, "atmIv": { "current": 43.2, "previous": 42.41, "change": 0.79, "percentChange": 1.86 }, "rr25": { "current": -7.42, "previous": -6.56, "change": -0.86, "percentChange": -13.11 }, "bf25": { "current": 2.58, "previous": 2.52, "change": 0.06, "percentChange": 2.38 }, "svi": { "a": { "current": -0.0625, "previous": -0.0725, "change": 0.01, "percentChange": 13.82 }, "b": { "current": 0.174, "previous": 0.1804, "change": -0.0064, "percentChange": -3.55 }, "rho": { "current": 0.2245, "previous": 0.2308, "change": -0.0063, "percentChange": -2.71 }, "m": { "current": 0.2758, "previous": 0.2762, "change": -0.0004, "percentChange": -0.14 }, "sigma": { "current": 0.5048, "previous": 0.5455, "change": -0.0407, "percentChange": -7.47 } }, "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": [ 58.5602, 57.7256, 56.8933, 56.064, 55.2386, 54.418, 53.6033, 52.7955, 51.9959, 51.2058, 50.4267, 49.6601, 48.9079, 48.1718, 47.4539, 46.7562, 46.0811, 45.431, 44.8084, 44.2161, 43.6569, 43.1336, 42.6492, 42.2067, 41.8092, 41.4596, 41.1607, 40.9154, 40.7262, 40.5953, 40.5249, 40.5165, 40.5715, 40.6906, 40.8744, 41.1228, 41.4352, 41.8108, 42.2482, 42.7455, 43.3009 ], "previous": [ 57.0264, 56.2085, 55.3944, 54.5849, 53.781, 52.9837, 52.194, 51.4132, 50.6425, 49.8835, 49.1375, 48.4062, 47.6915, 46.9951, 46.3191, 45.6656, 45.0369, 44.4354, 43.8634, 43.3236, 42.8186, 42.3511, 41.9238, 41.5394, 41.2006, 40.9099, 40.6699, 40.4828, 40.3507, 40.2755, 40.2586, 40.3012, 40.4043, 40.5682, 40.793, 41.0784, 41.4236, 41.8277, 42.2891, 42.8062, 43.3769 ], "change": [ 1.5338, 1.5171, 1.4989, 1.4791, 1.4576, 1.4343, 1.4093, 1.3823, 1.3534, 1.3223, 1.2892, 1.2539, 1.2164, 1.1767, 1.1348, 1.0906, 1.0442, 0.9956, 0.945, 0.8925, 0.8383, 0.7825, 0.7254, 0.6673, 0.6086, 0.5497, 0.4908, 0.4326, 0.3755, 0.3198, 0.2663, 0.2153, 0.1672, 0.1224, 0.0814, 0.0444, 0.0116, -0.0169, -0.0409, -0.0607, -0.076 ], "classification": [ "rotation towards puts" ], "parallelShift": 0.798, "rotation": -1.023, "wingChange": -0.061, "rmsChange": 0.949 } }, { "label": "28AUG26", "expiry": 1787904000000, "tauYears": 0.2173535, "daysToExpiry": 79.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 62085.94, "previous": 63504.03, "change": -1418.09, "percentChange": -2.23 }, "atmIv": { "current": 43.04, "previous": 42.17, "change": 0.87, "percentChange": 2.06 }, "rr25": { "current": -7.05, "previous": -6.06, "change": -0.99, "percentChange": -16.34 }, "bf25": { "current": 2.61, "previous": 2.38, "change": 0.23, "percentChange": 9.66 }, "svi": { "a": { "current": -0.0919, "previous": -0.1168, "change": 0.0249, "percentChange": 21.33 }, "b": { "current": 0.2003, "previous": 0.2154, "change": -0.0151, "percentChange": -7.01 }, "rho": { "current": 0.1264, "previous": 0.1875, "change": -0.0612, "percentChange": -32.63 }, "m": { "current": 0.2761, "previous": 0.3186, "change": -0.0425, "percentChange": -13.34 }, "sigma": { "current": 0.6432, "previous": 0.7207, "change": -0.0774, "percentChange": -10.74 } }, "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": [ 55.289, 54.6151, 53.9456, 53.281, 52.6221, 51.9696, 51.3242, 50.6867, 50.058, 49.439, 48.8307, 48.234, 47.6501, 47.0801, 46.5252, 45.9866, 45.4656, 44.9635, 44.4817, 44.0216, 43.5845, 43.1721, 42.7856, 42.4265, 42.0963, 41.7964, 41.528, 41.2925, 41.0911, 40.9248, 40.7946, 40.7015, 40.646, 40.629, 40.6506, 40.7112, 40.8108, 40.9494, 41.1266, 41.342, 41.5951 ], "previous": [ 53.3864, 52.7515, 52.122, 51.4986, 50.8819, 50.2727, 49.6716, 49.0795, 48.4972, 47.9255, 47.3654, 46.8179, 46.2838, 45.7644, 45.2606, 44.7736, 44.3045, 43.8547, 43.4251, 43.0173, 42.6323, 42.2714, 41.9359, 41.6272, 41.3463, 41.0944, 40.8729, 40.6826, 40.5247, 40.4, 40.3095, 40.2538, 40.2336, 40.2493, 40.3013, 40.3898, 40.5149, 40.6765, 40.8744, 41.1083, 41.3777 ], "change": [ 1.9026, 1.8636, 1.8236, 1.7824, 1.7402, 1.6969, 1.6526, 1.6072, 1.5608, 1.5135, 1.4653, 1.4161, 1.3663, 1.3157, 1.2646, 1.213, 1.1611, 1.1088, 1.0566, 1.0043, 0.9522, 0.9007, 0.8497, 0.7993, 0.75, 0.702, 0.6551, 0.6099, 0.5664, 0.5248, 0.4851, 0.4477, 0.4124, 0.3797, 0.3493, 0.3214, 0.2959, 0.2729, 0.2522, 0.2337, 0.2174 ], "classification": [ "rotation towards puts" ], "parallelShift": 0.968, "rotation": -0.98, "wingChange": 0.023, "rmsChange": 1.125 } }, { "label": "25SEP26", "expiry": 1790323200000, "tauYears": 0.29406583, "daysToExpiry": 107.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 62261.82, "previous": 63681.14, "change": -1419.32, "percentChange": -2.23 }, "atmIv": { "current": 42.86, "previous": 42.05, "change": 0.81, "percentChange": 1.93 }, "rr25": { "current": -6.04, "previous": -5.35, "change": -0.69, "percentChange": -12.9 }, "bf25": { "current": 2.72, "previous": 2.59, "change": 0.13, "percentChange": 5.02 }, "svi": { "a": { "current": -0.1701, "previous": -0.2374, "change": 0.0672, "percentChange": 28.32 }, "b": { "current": 0.2481, "previous": 0.279, "change": -0.0309, "percentChange": -11.08 }, "rho": { "current": -0.0242, "previous": 0.0066, "change": -0.0308, "percentChange": -463.74 }, "m": { "current": 0.1794, "previous": 0.192, "change": -0.0126, "percentChange": -6.54 }, "sigma": { "current": 0.8869, "previous": 1.0267, "change": -0.1398, "percentChange": -13.62 } }, "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": [ 53.0781, 52.486, 51.9015, 51.3252, 50.7576, 50.1994, 49.651, 49.1133, 48.5869, 48.0724, 47.5706, 47.0822, 46.6078, 46.1483, 45.7045, 45.2769, 44.8665, 44.4739, 44.1, 43.7454, 43.4109, 43.0971, 42.8049, 42.5348, 42.2873, 42.0633, 41.863, 41.6871, 41.5359, 41.4099, 41.3093, 41.2343, 41.1852, 41.1621, 41.1649, 41.1936, 41.2482, 41.3284, 41.434, 41.5647, 41.7202 ], "previous": [ 51.7068, 51.1308, 50.5635, 50.0054, 49.457, 48.919, 48.3919, 47.8764, 47.373, 46.8826, 46.4056, 45.9429, 45.495, 45.0627, 44.6467, 44.2476, 43.8662, 43.5031, 43.1591, 42.8347, 42.5307, 42.2477, 41.9862, 41.7469, 41.5302, 41.3368, 41.1669, 41.0211, 40.8997, 40.8031, 40.7313, 40.6847, 40.6633, 40.6673, 40.6966, 40.7511, 40.8307, 40.9353, 41.0645, 41.2181, 41.3957 ], "change": [ 1.3713, 1.3552, 1.338, 1.3198, 1.3006, 1.2804, 1.2591, 1.2369, 1.2139, 1.1898, 1.165, 1.1393, 1.1128, 1.0856, 1.0578, 1.0293, 1.0003, 0.9708, 0.9409, 0.9107, 0.8802, 0.8494, 0.8187, 0.7879, 0.7571, 0.7265, 0.6961, 0.666, 0.6362, 0.6068, 0.578, 0.5496, 0.5219, 0.4948, 0.4683, 0.4425, 0.4175, 0.3931, 0.3695, 0.3466, 0.3245 ], "classification": [ "rotation towards puts" ], "parallelShift": 0.874, "rotation": -0.587, "wingChange": -0.009, "rmsChange": 0.928 } }, { "label": "25DEC26", "expiry": 1798185600000, "tauYears": 0.54338089, "daysToExpiry": 198.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 62905.03, "previous": 64352.77, "change": -1447.74, "percentChange": -2.25 }, "atmIv": { "current": 44.23, "previous": 43.77, "change": 0.46, "percentChange": 1.05 }, "rr25": { "current": -5.09, "previous": -4.67, "change": -0.42, "percentChange": -8.99 }, "bf25": { "current": 2.89, "previous": 2.59, "change": 0.3, "percentChange": 11.58 }, "svi": { "a": { "current": -0.2197, "previous": -0.2381, "change": 0.0184, "percentChange": 7.74 }, "b": { "current": 0.3073, "previous": 0.3015, "change": 0.0058, "percentChange": 1.94 }, "rho": { "current": -0.2123, "previous": -0.0261, "change": -0.1862, "percentChange": -713.59 }, "m": { "current": 0.016, "previous": 0.215, "change": -0.199, "percentChange": -92.56 }, "sigma": { "current": 1.0679, "previous": 1.1208, "change": -0.0529, "percentChange": -4.72 } }, "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": [ 51.3338, 50.9274, 50.5283, 50.1367, 49.7529, 49.3772, 49.01, 48.6514, 48.3018, 47.9615, 47.6308, 47.3098, 46.9991, 46.6986, 46.4089, 46.13, 45.8624, 45.6061, 45.3614, 45.1286, 44.9078, 44.6992, 44.5031, 44.3196, 44.1487, 43.9907, 43.8457, 43.7137, 43.5949, 43.4892, 43.3968, 43.3176, 43.2516, 43.1988, 43.1593, 43.1328, 43.1194, 43.119, 43.1314, 43.1565, 43.1942 ], "previous": [ 50.2311, 49.8683, 49.5114, 49.1606, 48.8162, 48.4784, 48.1475, 47.8239, 47.5077, 47.1992, 46.8987, 46.6065, 46.3229, 46.0481, 45.7824, 45.5261, 45.2795, 45.0428, 44.8163, 44.6001, 44.3947, 44.2002, 44.0169, 43.8449, 43.6845, 43.5359, 43.3993, 43.2748, 43.1625, 43.0628, 42.9756, 42.901, 42.8393, 42.7904, 42.7543, 42.7313, 42.7211, 42.724, 42.7398, 42.7684, 42.81 ], "change": [ 1.1027, 1.0591, 1.0169, 0.9761, 0.9367, 0.8988, 0.8625, 0.8275, 0.7941, 0.7623, 0.7321, 0.7033, 0.6762, 0.6505, 0.6265, 0.6039, 0.5829, 0.5633, 0.5451, 0.5285, 0.5131, 0.499, 0.4862, 0.4747, 0.4642, 0.4548, 0.4464, 0.4389, 0.4324, 0.4264, 0.4212, 0.4166, 0.4123, 0.4084, 0.405, 0.4015, 0.3983, 0.395, 0.3916, 0.3881, 0.3842 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.555, "rotation": -0.311, "wingChange": 0.064, "rmsChange": 0.634 } }, { "label": "26MAR27", "expiry": 1806048000000, "tauYears": 0.79269596, "daysToExpiry": 289.334, "expiryClassification": "standard", "rankingEligible": true, "forward": { "current": 63573.01, "previous": 65022.31, "change": -1449.3, "percentChange": -2.23 }, "atmIv": { "current": 44.77, "previous": 44.18, "change": 0.59, "percentChange": 1.34 }, "rr25": { "current": -4.0, "previous": -3.89, "change": -0.11, "percentChange": -2.83 }, "bf25": { "current": 2.98, "previous": 2.95, "change": 0.03, "percentChange": 1.02 }, "svi": { "a": { "current": -0.2277, "previous": -0.2411, "change": 0.0134, "percentChange": 5.57 }, "b": { "current": 0.3536, "previous": 0.3435, "change": 0.0101, "percentChange": 2.94 }, "rho": { "current": -0.3154, "previous": -0.1453, "change": -0.1701, "percentChange": -117.1 }, "m": { "current": -0.1193, "previous": 0.0814, "change": -0.2007, "percentChange": -246.63 }, "sigma": { "current": 1.1386, "previous": 1.1531, "change": -0.0146, "percentChange": -1.26 } }, "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": [ 50.2484, 49.9372, 49.6328, 49.3351, 49.0445, 48.761, 48.4848, 48.2161, 47.955, 47.7017, 47.4563, 47.2189, 46.9898, 46.7689, 46.5565, 46.3525, 46.1573, 45.9707, 45.7929, 45.624, 45.4641, 45.3132, 45.1713, 45.0385, 44.9149, 44.8003, 44.695, 44.5988, 44.5117, 44.4338, 44.3649, 44.3052, 44.2544, 44.2126, 44.1797, 44.1556, 44.1403, 44.1337, 44.1355, 44.1459, 44.1646 ], "previous": [ 49.5358, 49.2383, 48.9463, 48.6602, 48.3802, 48.1063, 47.8388, 47.5779, 47.3237, 47.0764, 46.8363, 46.6034, 46.378, 46.1602, 45.9503, 45.7482, 45.5543, 45.3686, 45.1913, 45.0226, 44.8625, 44.7112, 44.5688, 44.4353, 44.311, 44.1959, 44.09, 43.9934, 43.9062, 43.8285, 43.7601, 43.7013, 43.652, 43.6122, 43.5818, 43.561, 43.5496, 43.5476, 43.5549, 43.5716, 43.5974 ], "change": [ 0.7126, 0.6989, 0.6865, 0.6749, 0.6643, 0.6547, 0.646, 0.6382, 0.6313, 0.6253, 0.62, 0.6155, 0.6118, 0.6087, 0.6062, 0.6043, 0.603, 0.6021, 0.6016, 0.6014, 0.6016, 0.602, 0.6025, 0.6032, 0.6039, 0.6044, 0.605, 0.6054, 0.6055, 0.6053, 0.6048, 0.6039, 0.6024, 0.6004, 0.5979, 0.5946, 0.5907, 0.5861, 0.5806, 0.5743, 0.5672 ], "classification": [ "parallel shift higher" ], "parallelShift": 0.609, "rotation": -0.015, "wingChange": 0.011, "rmsChange": 0.617 } } ], "events": [ { "type": "rotation", "title": "Largest eligible smile rotation", "label": "12JUN26", "value": 3.014, "score": 3.014, "unit": "volatility points" }, { "type": "atmIv", "title": "Largest standard-tenor ATM IV move", "label": "1W", "value": -1.01, "score": 1.01, "unit": "volatility points" }, { "type": "rr25", "title": "Largest standard-tenor RR25 move", "label": "1W", "value": 0.82, "score": 0.82, "unit": "volatility points" }, { "type": "bf25", "title": "Largest standard-tenor BF25 move", "label": "2W", "value": 0.32, "score": 0.32, "unit": "volatility points" }, { "type": "rho", "title": "Largest eligible SVI rho move", "label": "19JUN26", "value": -0.2049, "score": 0.2049, "unit": "parameter units" }, { "type": "sigma", "title": "Largest eligible SVI sigma move", "label": "25SEP26", "value": -0.1398, "score": 0.1398, "unit": "parameter units" } ], "expiryEffects": [ { "label": "10JUN26", "daysToExpiry": 0.334, "metric": "Smile rotation", "value": -6.009, "unit": "volatility points", "context": "Excluded from headline rankings because the contract has fewer than the configured full days to expiry." }, { "label": "11JUN26", "daysToExpiry": 1.334, "metric": "Smile rotation", "value": -4.091, "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": 221.3659626, "metric": "vega", "availability": "available" }, "highestGamma": { "label": "10JUN26", "expiry": 1781078400000, "value": 0.000460151574, "metric": "gamma", "availability": "available" }, "highestThetaDecay": { "label": "10JUN26", "expiry": 1781078400000, "value": -517.70773043, "metric": "theta", "availability": "available" }, "highestVanna": { "label": "26MAR27", "expiry": 1806048000000, "value": 0.00174104, "metric": "vanna", "availability": "available" }, "highestVolga": { "label": "26MAR27", "expiry": 1806048000000, "value": -19.64014061, "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": "10JUN26", "values": [ 146.4577, 138.8784, 131.2329, 123.5255, 115.7614, 107.9464, 100.0867, 92.1898, 84.2635, 76.3165, 68.359, 60.4027, 52.4624, 44.5583, 36.7202, 28.9975, 21.4772, 14.3211, 7.8376, 2.5977, -0.472, -0.3427, 3.2739, 9.4957, 17.0537, 25.0421, 32.9986, 40.7369, 48.2037, 55.4009, 62.3498, 69.0756, 75.6019, 81.9492, 88.135, 94.1736, 100.077, 105.8553, 111.5172, 117.0698, 122.5198 ] }, { "label": "11JUN26", "values": [ 54.7678, 51.747, 48.7102, 45.6603, 42.6009, 39.5361, 36.4703, 33.409, 30.3583, 27.3257, 24.32, 21.352, 18.4359, 15.5898, 12.8381, 10.2152, 7.7687, 5.5656, 3.6977, 2.2821, 1.4518, 1.3245, 1.9553, 3.2992, 5.2163, 7.5208, 10.0381, 12.6353, 15.2273, 17.7662, 20.2294, 22.6086, 24.9044, 27.1207, 29.2636, 31.3394, 33.3542, 35.3137, 37.2232, 39.0871, 40.9095 ] }, { "label": "12JUN26", "values": [ 28.2169, 26.3496, 24.4778, 22.6039, 20.7314, 18.8639, 17.0056, 15.1619, 13.3387, 11.5435, 9.7851, 8.0748, 6.4263, 4.8572, 3.3904, 2.0557, 0.8914, -0.0547, -0.725, -1.0583, -1.0001, -0.521, 0.3664, 1.6018, 3.0906, 4.7279, 6.4221, 8.1072, 9.7425, 11.3085, 12.7992, 14.217, 15.5683, 16.8609, 18.1033, 19.303, 20.4671, 21.6014, 22.711, 23.8001, 24.8721 ] }, { "label": "19JUN26", "values": [ 6.9771, 6.3898, 5.8086, 5.2353, 4.6716, 4.1195, 3.5815, 3.0599, 2.5577, 2.0779, 1.6241, 1.2, 0.8095, 0.4573, 0.1476, -0.1148, -0.3255, -0.4802, -0.5757, -0.6097, -0.582, -0.4942, -0.351, -0.16, 0.0685, 0.322, 0.5866, 0.8488, 1.0962, 1.3186, 1.5089, 1.6629, 1.7789, 1.8579, 1.9022, 1.9156, 1.9024, 1.8671, 1.8141, 1.748, 1.6725 ] }, { "label": "26JUN26", "values": [ 3.3361, 3.1943, 3.0492, 2.901, 2.7497, 2.5954, 2.4384, 2.2789, 2.1174, 1.9543, 1.7903, 1.6261, 1.4628, 1.3014, 1.1433, 0.9901, 0.8439, 0.7064, 0.58, 0.4672, 0.3704, 0.2919, 0.2339, 0.198, 0.1854, 0.1963, 0.2303, 0.2861, 0.3615, 0.4537, 0.5598, 0.6761, 0.7996, 0.9271, 1.0558, 1.1832, 1.3074, 1.427, 1.5405, 1.6473, 1.7468 ] }, { "label": "31JUL26", "values": [ 1.5338, 1.5171, 1.4989, 1.4791, 1.4576, 1.4343, 1.4093, 1.3823, 1.3534, 1.3223, 1.2892, 1.2539, 1.2164, 1.1767, 1.1348, 1.0906, 1.0442, 0.9956, 0.945, 0.8925, 0.8383, 0.7825, 0.7254, 0.6673, 0.6086, 0.5497, 0.4908, 0.4326, 0.3755, 0.3198, 0.2663, 0.2153, 0.1672, 0.1224, 0.0814, 0.0444, 0.0116, -0.0169, -0.0409, -0.0607, -0.076 ] }, { "label": "28AUG26", "values": [ 1.9026, 1.8636, 1.8236, 1.7824, 1.7402, 1.6969, 1.6526, 1.6072, 1.5608, 1.5135, 1.4653, 1.4161, 1.3663, 1.3157, 1.2646, 1.213, 1.1611, 1.1088, 1.0566, 1.0043, 0.9522, 0.9007, 0.8497, 0.7993, 0.75, 0.702, 0.6551, 0.6099, 0.5664, 0.5248, 0.4851, 0.4477, 0.4124, 0.3797, 0.3493, 0.3214, 0.2959, 0.2729, 0.2522, 0.2337, 0.2174 ] }, { "label": "25SEP26", "values": [ 1.3713, 1.3552, 1.338, 1.3198, 1.3006, 1.2804, 1.2591, 1.2369, 1.2139, 1.1898, 1.165, 1.1393, 1.1128, 1.0856, 1.0578, 1.0293, 1.0003, 0.9708, 0.9409, 0.9107, 0.8802, 0.8494, 0.8187, 0.7879, 0.7571, 0.7265, 0.6961, 0.666, 0.6362, 0.6068, 0.578, 0.5496, 0.5219, 0.4948, 0.4683, 0.4425, 0.4175, 0.3931, 0.3695, 0.3466, 0.3245 ] }, { "label": "25DEC26", "values": [ 1.1027, 1.0591, 1.0169, 0.9761, 0.9367, 0.8988, 0.8625, 0.8275, 0.7941, 0.7623, 0.7321, 0.7033, 0.6762, 0.6505, 0.6265, 0.6039, 0.5829, 0.5633, 0.5451, 0.5285, 0.5131, 0.499, 0.4862, 0.4747, 0.4642, 0.4548, 0.4464, 0.4389, 0.4324, 0.4264, 0.4212, 0.4166, 0.4123, 0.4084, 0.405, 0.4015, 0.3983, 0.395, 0.3916, 0.3881, 0.3842 ] }, { "label": "26MAR27", "values": [ 0.7126, 0.6989, 0.6865, 0.6749, 0.6643, 0.6547, 0.646, 0.6382, 0.6313, 0.6253, 0.62, 0.6155, 0.6118, 0.6087, 0.6062, 0.6043, 0.603, 0.6021, 0.6016, 0.6014, 0.6016, 0.602, 0.6025, 0.6032, 0.6039, 0.6044, 0.605, 0.6054, 0.6055, 0.6053, 0.6048, 0.6039, 0.6024, 0.6004, 0.5979, 0.5946, 0.5907, 0.5861, 0.5806, 0.5743, 0.5672 ] } ] } }