{ "schemaVersion": 3, "reportDate": "2026-08-04", "generatedAt": "2026-08-04T16:21:42+00:00", "currentSnapshotAt": "2026-08-04T16:19:00+00:00", "previousSnapshotAt": "2026-08-03T16:19:00+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": 0.05265975, "previousObjective": 0.0887596, "currentLiveError": 86.15714775, "previousLiveError": 144.5068832 }, "coverage": { "currentListedExpiries": 12, "previousListedExpiries": 12, "comparedListedExpiries": 11, "addedExpiries": [ "8AUG26" ], "removedExpiries": [ "4AUG26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M", "1Y" ] }, "commentary": { "source": "openai", "model": "gpt-5.6-luna", "headline": "BTC front-end volatility eases as call-side skew firms", "executiveSummary": "Front-end ATM IV declined, led by a 1W drop, while longer-dated IV was broadly unchanged and RR25 shifted modestly toward calls.", "evidenceIds": [ "front-atm", "back-atm", "rr25", "bf25", "largest-standard-tenor", "headline-tenor-averages" ], "newsSummary": "CoinDesk reported the closure of a U.S. spot bitcoin ETF amid dwindling inflows and investor interest in AI returns. Separately, Bhutan\u2019s GMC put part of its bitcoin treasury to work after a 10,000 BTC pledge.", "marketContextSummary": "The collected headlines did not provide a sufficiently direct explanation for the observed BTC options repricing.", "marketContext": [ { "title": "ETF closure and dwindling inflows", "explanation": "The report provided contemporaneous bitcoin-market context, but did not directly explain the options repricing.", "relationship": "no-clear-link", "confidence": "low", "surfaceEvidenceIds": [ "front-atm", "largest-standard-tenor" ], "newsEvidenceIds": [ "news-63c8b5c25e332b0f" ] }, { "title": "Bhutan bitcoin treasury activity", "explanation": "The treasury headline was relevant broader bitcoin context, but no direct link to the observed volatility changes was established.", "relationship": "no-clear-link", "confidence": "low", "surfaceEvidenceIds": [ "front-atm", "rr25" ], "newsEvidenceIds": [ "news-f077a7f7b2e891a1" ] } ], "newsEvidenceIds": [ "news-63c8b5c25e332b0f", "news-f077a7f7b2e891a1" ], "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV decreased, averaging -1.15 volatility points to 30.42% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV was broadly unchanged, averaging -0.04 volatility points to 40.78% across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards calls, averaging +0.23 volatility points to -4.29% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 decreased, averaging -0.14 volatility points to 2.06% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was -1.84 volatility points at 1W, to 29.08%.", "tenor": "1W", "value": -1.84 } ] }, "newsEvidence": { "schemaVersion": 1, "source": "market-news-collector", "generatedAt": "2026-08-04T16:20:12+00:00", "window": { "startAt": "2026-08-03T16:19:00+00:00", "endAt": "2026-08-04T16:19:00+00:00", "endExclusive": true }, "collectorWindow": { "startAt": "2026-08-03T16:19:00+00:00", "endAt": "2026-08-04T16:19:00+00:00", "endExclusive": true }, "coverage": { "configuredSources": 13, "successfulSources": 13, "failedSources": 0 }, "selection": { "feedsQueried": 13, "publishersQueried": 13, "feedEntriesScanned": 316, "articlesPassingTimeFilter": 67, "articlesPassingSourceRelevanceRules": 12, "articlesPassingSelectionThreshold": 2, "storiesSelected": 2, "selectedPublishers": 1, "maximumStories": 3, "maximumStoriesPerPublisher": 2, "minimumSelectionScore": 6, "eventsSelected": 2 }, "items": [ { "id": "news-63c8b5c25e332b0f", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "First U.S. spot bitcoin ETF to close as inflows dwindle, investors chase AI returns", "url": "https://www.coindesk.com/business/2026/08/04/first-u-s-spot-bitcoin-etf-to-close-as-inflows-dwindle-investors-chase-ai-returns", "publishedAt": "2026-08-04T09:54:02+00:00", "summary": "", "matchedTerms": [ "bitcoin", "ETF" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 12, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-7c6efafe9047" }, { "id": "news-f077a7f7b2e891a1", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Bhutan's GMC puts part of its bitcoin treasury to work after 10,000 BTC pledge", "url": "https://www.coindesk.com/markets/2026/08/04/bhutan-s-gmc-puts-part-of-its-bitcoin-treasury-to-work-after-10-000-btc-pledge", "publishedAt": "2026-08-04T07:56:11+00:00", "summary": "", "matchedTerms": [ "bitcoin", "btc" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 10, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "contrary", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-f99dab7e5c42" } ], "events": [ { "event_cluster_id": "market-event-7c6efafe9047", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "news-63c8b5c25e332b0f", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "First U.S. spot bitcoin ETF to close as inflows dwindle, investors chase AI returns", "url": "https://www.coindesk.com/business/2026/08/04/first-u-s-spot-bitcoin-etf-to-close-as-inflows-dwindle-investors-chase-ai-returns", "publishedAt": "2026-08-04T09:54:02+00:00", "summary": "", "matchedTerms": [ "bitcoin", "ETF" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 12, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-7c6efafe9047" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-f99dab7e5c42", "status": "selected", "relevance": "broader crypto", "relationship": "contrary", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "news-f077a7f7b2e891a1", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Bhutan's GMC puts part of its bitcoin treasury to work after 10,000 BTC pledge", "url": "https://www.coindesk.com/markets/2026/08/04/bhutan-s-gmc-puts-part-of-its-bitcoin-treasury-to-work-after-10-000-btc-pledge", "publishedAt": "2026-08-04T07:56:11+00:00", "summary": "", "matchedTerms": [ "bitcoin", "btc" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 10, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "contrary", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-f99dab7e5c42" }, "additional_coverage": [] } ] }, "newsContext": { "outcome": "Relevant context found; no confirmed catalyst", "highest_causal_confidence": "low", "section_heading": "Relevant market events", "events": [ { "event_cluster_id": "market-event-7c6efafe9047", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "news-63c8b5c25e332b0f", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "First U.S. spot bitcoin ETF to close as inflows dwindle, investors chase AI returns", "url": "https://www.coindesk.com/business/2026/08/04/first-u-s-spot-bitcoin-etf-to-close-as-inflows-dwindle-investors-chase-ai-returns", "publishedAt": "2026-08-04T09:54:02+00:00", "summary": "", "matchedTerms": [ "bitcoin", "ETF" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 12, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-7c6efafe9047" }, "additional_coverage": [] }, { "event_cluster_id": "market-event-f99dab7e5c42", "status": "selected", "relevance": "broader crypto", "relationship": "contrary", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "news-f077a7f7b2e891a1", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Bhutan's GMC puts part of its bitcoin treasury to work after 10,000 BTC pledge", "url": "https://www.coindesk.com/markets/2026/08/04/bhutan-s-gmc-puts-part-of-its-bitcoin-treasury-to-work-after-10-000-btc-pledge", "publishedAt": "2026-08-04T07:56:11+00:00", "summary": "", "matchedTerms": [ "bitcoin", "btc" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 10, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "contrary", "causal_confidence": "low", "matched_signals": [ "Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD", "ATM IV 1W: down 1.84 points to 29.08%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 7AUG26: +223.43 USD (+0.35%) to 64037.96 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "market-event-f99dab7e5c42" }, "additional_coverage": [] } ] }, "marketRead": { "text": "1W ATM IV fell 1.84 volatility points to 29.08%, a notable move at the 80th percentile. Front-end ATM IV averaged 30.42%, -1.15 points from the prior snapshot, while the long end averaged 40.78%, -0.03 points. The 1Y-minus-1W ATM slope steepened 1.85 points to 12.80 points. 1W RR25 moved 0.66 volatility points toward calls to -3.26%, leaving puts richer than calls. 2W BF25 fell 0.35 volatility points to 1.57%. The nearest eligible forward, 7AUG26, rose $223.43 (+0.35%) to $64,037.96. Relevant context found; no confirmed catalyst; the strongest assessed relationship has low causal confidence.", "wordCount": 92, "source": "deterministic structured report facts", "evidenceFields": [ "summaryMetrics.largestAtmMove", "summaryMetrics.frontEndAverageAtm", "summaryMetrics.longEndAverageAtm", "summaryMetrics.oneYearMinusOneWeekAtmSlope", "summaryMetrics.largestRr25Move", "summaryMetrics.largestBf25Move", "summaryMetrics.nearestEligibleForwardMove", "newsContext.outcome", "newsContext.highest_causal_confidence" ] }, "facts": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV decreased, averaging -1.15 volatility points to 30.42% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV was broadly unchanged, averaging -0.04 volatility points to 40.78% across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards calls, averaging +0.23 volatility points to -4.29% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 decreased, averaging -0.14 volatility points to 2.06% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was -1.84 volatility points at 1W, to 29.08%.", "tenor": "1W", "value": -1.84 } ], "summaryMetrics": { "basis": "Fixed-tenor endpoint comparison", "unit": "volatility points", "atmIvChange": -0.61, "rr25Change": 0.23, "bf25Change": -0.14, "largestAtmMove": { "tenor": "1W", "current": 29.08, "previous": 30.92, "change": -1.84, "historicalSignificance": { "absoluteMove": 1.84, "movePercentile30d": 80.0, "movePercentileFullHistory": 58.8, "currentLevelPercentileFullHistory": 1.0, "classificationPercentile": 80.0, "label": "notable", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 } }, "frontEndAverageAtm": { "current": 30.42, "previous": 31.57, "change": -1.15 }, "longEndAverageAtm": { "current": 40.78, "previous": 40.81, "change": -0.03 }, "oneYearMinusOneWeekAtmSlope": { "current": 12.8, "previous": 10.95, "change": 1.85 }, "largestRr25Move": { "tenor": "1W", "current": -3.26, "previous": -3.92, "change": 0.66, "historicalSignificance": { "absoluteMove": 0.66, "movePercentile30d": 46.7, "movePercentileFullHistory": 47.1, "currentLevelPercentileFullHistory": 68.0, "classificationPercentile": 47.1, "label": "routine", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 }, "direction": "toward calls", "currentSign": "put-rich" }, "largestBf25Move": { "tenor": "2W", "current": 1.57, "previous": 1.92, "change": -0.35, "historicalSignificance": { "absoluteMove": 0.35, "movePercentile30d": 86.7, "movePercentileFullHistory": 74.5, "currentLevelPercentileFullHistory": 6.8, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 } }, "nearestEligibleForwardMove": { "label": "7AUG26", "daysToExpiry": 2.653, "current": 64037.96, "previous": 63814.53, "change": 223.43, "percentChange": 0.35 } }, "tenors": [ { "tenor": "1W", "targetExpiry": 1786465142096, "availability": "available", "unavailableReason": null, "atmIv": { "current": 29.08, "previous": 30.92, "change": -1.84, "percentChange": -5.95 }, "rr25": { "current": -3.26, "previous": -3.92, "change": 0.66, "percentChange": 16.84 }, "bf25": { "current": 1.54, "previous": 1.88, "change": -0.34, "percentChange": -18.09 }, "historicalSignificance": { "atmIv": { "absoluteMove": 1.84, "movePercentile30d": 80.0, "movePercentileFullHistory": 58.8, "currentLevelPercentileFullHistory": 1.0, "classificationPercentile": 80.0, "label": "notable", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 }, "rr25": { "absoluteMove": 0.66, "movePercentile30d": 46.7, "movePercentileFullHistory": 47.1, "currentLevelPercentileFullHistory": 68.0, "classificationPercentile": 47.1, "label": "routine", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 }, "bf25": { "absoluteMove": 0.34, "movePercentile30d": 93.3, "movePercentileFullHistory": 70.6, "currentLevelPercentileFullHistory": 12.6, "classificationPercentile": 93.3, "label": "large", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 } } }, { "tenor": "2W", "targetExpiry": 1787069942096, "availability": "available", "unavailableReason": null, "atmIv": { "current": 29.8, "previous": 30.95, "change": -1.15, "percentChange": -3.72 }, "rr25": { "current": -4.07, "previous": -4.36, "change": 0.29, "percentChange": 6.65 }, "bf25": { "current": 1.57, "previous": 1.92, "change": -0.35, "percentChange": -18.23 }, "historicalSignificance": { "atmIv": { "absoluteMove": 1.15, "movePercentile30d": 70.0, "movePercentileFullHistory": 50.0, "currentLevelPercentileFullHistory": 1.0, "classificationPercentile": 70.0, "label": "notable", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 }, "rr25": { "absoluteMove": 0.29, "movePercentile30d": 23.3, "movePercentileFullHistory": 26.5, "currentLevelPercentileFullHistory": 66.0, "classificationPercentile": 26.5, "label": "routine", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 }, "bf25": { "absoluteMove": 0.35, "movePercentile30d": 86.7, "movePercentileFullHistory": 74.5, "currentLevelPercentileFullHistory": 6.8, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 } } }, { "tenor": "1M", "targetExpiry": 1788452342096, "availability": "available", "unavailableReason": null, "atmIv": { "current": 32.39, "previous": 32.85, "change": -0.46, "percentChange": -1.4 }, "rr25": { "current": -4.66, "previous": -4.89, "change": 0.23, "percentChange": 4.7 }, "bf25": { "current": 2.06, "previous": 2.09, "change": -0.03, "percentChange": -1.44 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.46, "movePercentile30d": 46.7, "movePercentileFullHistory": 32.4, "currentLevelPercentileFullHistory": 1.0, "classificationPercentile": 46.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 }, "rr25": { "absoluteMove": 0.23, "movePercentile30d": 23.3, "movePercentileFullHistory": 18.6, "currentLevelPercentileFullHistory": 67.0, "classificationPercentile": 23.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 }, "bf25": { "absoluteMove": 0.03, "movePercentile30d": 13.3, "movePercentileFullHistory": 16.7, "currentLevelPercentileFullHistory": 31.1, "classificationPercentile": 16.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 102, "levelObservationsFullHistory": 103 } } }, { "tenor": "3M", "targetExpiry": 1793722742096, 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