{ "schemaVersion": 3, "reportDate": "2026-08-05", "generatedAt": "2026-08-05T23:06:14+00:00", "currentSnapshotAt": "2026-08-05T23:03:00+00:00", "previousSnapshotAt": "2026-08-04T23:03:00+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": 0.04025237, "previousObjective": 0.06811568, "currentLiveError": 74.46607199, "previousLiveError": 99.47853491 }, "coverage": { "currentListedExpiries": 12, "previousListedExpiries": 12, "comparedListedExpiries": 11, "addedExpiries": [ "9AUG26" ], "removedExpiries": [ "5AUG26" ], "fixedTenors": [ "1W", "2W", "1M", "3M", "6M", "9M", "1Y" ] }, "commentary": { "source": "openai", "model": "gpt-5.6-luna", "headline": "BTC options volatility rises as call-side skew strengthens", "executiveSummary": "ATM IV increased across tenors, led by the 1M tenor, while RR25 moved toward calls and BF25 was broadly unchanged.", "evidenceIds": [ "front-atm", "back-atm", "rr25", "bf25", "largest-standard-tenor", "headline-tenor-averages" ], "newsSummary": "Strategy\u2019s STRC rebounded as the company built a cash reserve and bitcoin stabilized. Separately, a $120 million Coldcard hack drew attention to Bitcoin\u2019s memory pool.", "marketContextSummary": "The collected headlines did not provide a sufficiently direct explanation for the observed BTC options repricing.", "marketContext": [ { "title": "Headline backdrop", "explanation": "The collected reports provided contemporaneous Bitcoin market and security context, but neither directly explained higher ATM volatility or the move toward call-side volatility.", "relationship": "no-clear-link", "confidence": "low", "surfaceEvidenceIds": [ "front-atm", "back-atm", "rr25", "bf25" ], "newsEvidenceIds": [ "news-ee85453cf6206db5", "news-f7b3a8c56ad63999" ] } ], "newsEvidenceIds": [ "news-ee85453cf6206db5", "news-f7b3a8c56ad63999" ], "takeaways": [ { "id": "front-atm", "label": "Front end", "text": "Front-end ATM IV increased, averaging +0.62 volatility points to 30.48% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.22 volatility points to 40.94% across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards calls, averaging +0.34 volatility points to -3.88% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 was broadly unchanged, averaging -0.03 volatility points to 2.03% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +0.67 volatility points at 1M, to 32.53%.", "tenor": "1M", "value": 0.67 } ] }, "newsEvidence": { "schemaVersion": 1, "source": "market-news-collector", "generatedAt": "2026-08-05T23:05:02+00:00", "window": { "startAt": "2026-08-04T23:03:00+00:00", "endAt": "2026-08-05T23:03:00+00:00", "endExclusive": true }, "collectorWindow": { "startAt": "2026-08-04T23:03:00+00:00", "endAt": "2026-08-05T23:03:00+00:00", "endExclusive": true }, "coverage": { "configuredSources": 13, "successfulSources": 13, "failedSources": 0 }, "selection": { "feedsQueried": 13, "publishersQueried": 13, "feedEntriesScanned": 309, "articlesPassingTimeFilter": 58, "articlesPassingSourceRelevanceRules": 14, "articlesPassingSelectionThreshold": 2, "storiesSelected": 2, "selectedPublishers": 1, "maximumStories": 3, "maximumStoriesPerPublisher": 2, "minimumSelectionScore": 6, "eventsSelected": 2 }, "items": [ { "id": "news-ee85453cf6206db5", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Strategy\u2019s STRC rebounds 30% as company builds cash reserve, bitcoin price stabilizes", "url": "https://www.coindesk.com/markets/2026/08/05/strategy-s-strc-rebounds-30-as-company-builds-cash-reserve-bitcoin-price-stabilizes", "publishedAt": "2026-08-05T14:44:30+00:00", "summary": "", "matchedTerms": [ "bitcoin" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 17, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "btc-price-context-2026-08-05" }, { "id": "news-f7b3a8c56ad63999", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "The $120 million Coldcard hack lights up Bitcoin's memory pool", "url": "https://www.coindesk.com/daybook-us/2026/08/05/the-usd120-million-coldcard-hack-lights-up-bitcoin-s-memory-pool", "publishedAt": "2026-08-05T11:20:58+00:00", "summary": "", "matchedTerms": [ "bitcoin" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 10, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "exchange-incident-2026-08-05" } ], "events": [ { "event_cluster_id": "btc-price-context-2026-08-05", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "news-ee85453cf6206db5", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Strategy\u2019s STRC rebounds 30% as company builds cash reserve, bitcoin price stabilizes", "url": "https://www.coindesk.com/markets/2026/08/05/strategy-s-strc-rebounds-30-as-company-builds-cash-reserve-bitcoin-price-stabilizes", "publishedAt": "2026-08-05T14:44:30+00:00", "summary": "", "matchedTerms": [ "bitcoin" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 17, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "btc-price-context-2026-08-05" }, "additional_coverage": [] }, { "event_cluster_id": "exchange-incident-2026-08-05", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "news-f7b3a8c56ad63999", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "The $120 million Coldcard hack lights up Bitcoin's memory pool", "url": "https://www.coindesk.com/daybook-us/2026/08/05/the-usd120-million-coldcard-hack-lights-up-bitcoin-s-memory-pool", "publishedAt": "2026-08-05T11:20:58+00:00", "summary": "", "matchedTerms": [ "bitcoin" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 10, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "exchange-incident-2026-08-05" }, "additional_coverage": [] } ] }, "newsContext": { "outcome": "Relevant context found; no confirmed catalyst", "highest_causal_confidence": "low", "section_heading": "Relevant market events", "events": [ { "event_cluster_id": "btc-price-context-2026-08-05", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "news-ee85453cf6206db5", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "Strategy\u2019s STRC rebounds 30% as company builds cash reserve, bitcoin price stabilizes", "url": "https://www.coindesk.com/markets/2026/08/05/strategy-s-strc-rebounds-30-as-company-builds-cash-reserve-bitcoin-price-stabilizes", "publishedAt": "2026-08-05T14:44:30+00:00", "summary": "", "matchedTerms": [ "bitcoin" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 17, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "btc-price-context-2026-08-05" }, "additional_coverage": [] }, { "event_cluster_id": "exchange-incident-2026-08-05", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "primary_article": { "id": "news-f7b3a8c56ad63999", "sourceId": "coindesk", "publisher": "CoinDesk", "title": "The $120 million Coldcard hack lights up Bitcoin's memory pool", "url": "https://www.coindesk.com/daybook-us/2026/08/05/the-usd120-million-coldcard-hack-lights-up-bitcoin-s-memory-pool", "publishedAt": "2026-08-05T11:20:58+00:00", "summary": "", "matchedTerms": [ "bitcoin" ], "topics": [ "crypto", "bitcoin", "markets" ], "sourceKind": "newsroom", "rightsStatus": "review-pending", "selectionScore": 10, "relevanceReasons": [ "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship." ], "selectionReason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "status": "selected", "relevance": "broader crypto", "relationship": "neutral", "causal_confidence": "low", "matched_signals": [ "Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD", "ATM IV 1M: up 0.67 points to 32.53%" ], "selection_reason": "Retained as contemporaneous price context alongside Forward 8AUG26: +361.20 USD (+0.56%) to 64565.54 USD; the surface data does not establish a causal relationship.", "event_cluster_id": "exchange-incident-2026-08-05" }, "additional_coverage": [] } ] }, "marketRead": { "text": "1W RR25 moved 0.71 volatility points toward calls to -2.40%, leaving puts richer than calls; this was a routine move at the 48th percentile. Front-end ATM IV averaged 30.48%, +0.62 points from the prior snapshot, while the long end averaged 40.94%, +0.22 points. The 1Y-minus-1W ATM slope flattened 0.51 points to 12.82 points. 1M ATM IV rose 0.67 volatility points to 32.53%. 2W BF25 fell 0.22 volatility points to 1.58%. The nearest eligible forward, 8AUG26, rose $361.20 (+0.56%) to $64,565.54. Relevant context found; no confirmed catalyst; the strongest assessed relationship has low causal confidence.", "wordCount": 94, "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 increased, averaging +0.62 volatility points to 30.48% across 1W, 2W and 1M." }, { "id": "back-atm", "label": "Long end", "text": "Long-dated ATM IV increased, averaging +0.22 volatility points to 40.94% across 6M and 1Y." }, { "id": "rr25", "label": "Skew", "text": "RR25 moved towards calls, averaging +0.34 volatility points to -3.88% across the six headline tenors." }, { "id": "bf25", "label": "Convexity", "text": "BF25 was broadly unchanged, averaging -0.03 volatility points to 2.03% across the six headline tenors." }, { "id": "largest-standard-tenor", "label": "Largest standard-tenor move", "text": "The largest standard-tenor ATM IV move was +0.67 volatility points at 1M, to 32.53%.", "tenor": "1M", "value": 0.67 } ], "summaryMetrics": { "basis": "Fixed-tenor endpoint comparison", "unit": "volatility points", "atmIvChange": 0.45, "rr25Change": 0.34, "bf25Change": -0.03, "largestAtmMove": { "tenor": "1M", "current": 32.53, "previous": 31.86, "change": 0.67, "historicalSignificance": { "absoluteMove": 0.67, "movePercentile30d": 63.3, "movePercentileFullHistory": 46.6, "currentLevelPercentileFullHistory": 1.9, "classificationPercentile": 63.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 } }, "frontEndAverageAtm": { "current": 30.48, "previous": 29.86, "change": 0.62 }, "longEndAverageAtm": { "current": 40.94, "previous": 40.72, "change": 0.22 }, "oneYearMinusOneWeekAtmSlope": { "current": 12.82, "previous": 13.33, "change": -0.51 }, "largestRr25Move": { "tenor": "1W", "current": -2.4, "previous": -3.11, "change": 0.71, "historicalSignificance": { "absoluteMove": 0.71, "movePercentile30d": 46.7, "movePercentileFullHistory": 48.5, "currentLevelPercentileFullHistory": 83.7, "classificationPercentile": 48.5, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 }, "direction": "toward calls", "currentSign": "put-rich" }, "largestBf25Move": { "tenor": "2W", "current": 1.58, "previous": 1.8, "change": -0.22, "historicalSignificance": { "absoluteMove": 0.22, "movePercentile30d": 86.7, "movePercentileFullHistory": 63.1, "currentLevelPercentileFullHistory": 6.7, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 } }, "nearestEligibleForwardMove": { "label": "8AUG26", "daysToExpiry": 2.373, "current": 64565.54, "previous": 64204.34, "change": 361.2, "percentChange": 0.56 } }, "tenors": [ { "tenor": "1W", "targetExpiry": 1786575784011, "availability": "available", "unavailableReason": null, "atmIv": { "current": 29.16, "previous": 28.51, "change": 0.65, "percentChange": 2.28 }, "rr25": { "current": -2.4, "previous": -3.11, "change": 0.71, "percentChange": 22.83 }, "bf25": { "current": 1.4, "previous": 1.53, "change": -0.13, "percentChange": -8.5 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.65, "movePercentile30d": 40.0, "movePercentileFullHistory": 26.2, "currentLevelPercentileFullHistory": 1.9, "classificationPercentile": 40.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 }, "rr25": { "absoluteMove": 0.71, "movePercentile30d": 46.7, "movePercentileFullHistory": 48.5, "currentLevelPercentileFullHistory": 83.7, "classificationPercentile": 48.5, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 }, "bf25": { "absoluteMove": 0.13, "movePercentile30d": 66.7, "movePercentileFullHistory": 45.6, "currentLevelPercentileFullHistory": 2.9, "classificationPercentile": 66.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 } } }, { "tenor": "2W", "targetExpiry": 1787180584011, "availability": "available", "unavailableReason": null, "atmIv": { "current": 29.75, "previous": 29.22, "change": 0.53, "percentChange": 1.81 }, "rr25": { "current": -3.52, "previous": -4.14, "change": 0.62, "percentChange": 14.98 }, "bf25": { "current": 1.58, "previous": 1.8, "change": -0.22, "percentChange": -12.22 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.53, "movePercentile30d": 36.7, "movePercentileFullHistory": 27.2, "currentLevelPercentileFullHistory": 1.9, "classificationPercentile": 36.7, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 }, "rr25": { "absoluteMove": 0.62, "movePercentile30d": 50.0, "movePercentileFullHistory": 47.6, "currentLevelPercentileFullHistory": 77.9, "classificationPercentile": 50.0, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 }, "bf25": { "absoluteMove": 0.22, "movePercentile30d": 86.7, "movePercentileFullHistory": 63.1, "currentLevelPercentileFullHistory": 6.7, "classificationPercentile": 86.7, "label": "notable", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 } } }, { "tenor": "1M", "targetExpiry": 1788562984011, "availability": "available", "unavailableReason": null, "atmIv": { "current": 32.53, "previous": 31.86, "change": 0.67, "percentChange": 2.1 }, "rr25": { "current": -4.35, "previous": -4.57, "change": 0.22, "percentChange": 4.81 }, "bf25": { "current": 2.07, "previous": 2.05, "change": 0.02, "percentChange": 0.98 }, "historicalSignificance": { "atmIv": { "absoluteMove": 0.67, "movePercentile30d": 63.3, "movePercentileFullHistory": 46.6, "currentLevelPercentileFullHistory": 1.9, "classificationPercentile": 63.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 }, "rr25": { "absoluteMove": 0.22, "movePercentile30d": 23.3, "movePercentileFullHistory": 19.4, "currentLevelPercentileFullHistory": 79.8, "classificationPercentile": 23.3, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 }, "bf25": { "absoluteMove": 0.02, "movePercentile30d": 3.3, "movePercentileFullHistory": 7.8, "currentLevelPercentileFullHistory": 34.6, "classificationPercentile": 7.8, "label": "routine", "observations30d": 30, "observationsFullHistory": 103, "levelObservationsFullHistory": 104 } } }, { "tenor": "3M", "targetExpiry": 1793833384011, 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