History
The same coordinates, every session since 2010. These are not implied volatilities of listed options — those are attached to expiries that expire, so two dates are never comparable. Here the maturity is fixed by construction: "30 days" means the same thing on the first day of the series and on the last. That is the only reason a line this long has any meaning at all.
At-the-money implied volatility at 30, 90 and 365 days
Slope of total variance at the money, two maturities
365-day minus 30-day, in volatility points
Twelve maturities from 7 days, 180 numbers — read from the full quoted chains. The day surface still runs on an older corpus with nine maturities and 135 numbers, so the two are not comparable coordinate by coordinate. Why.
One state per session, at 16:00. The intraday states — thirteen per day — are being computed and live on the intraday page; this one shows the daily close so that fourteen years fit on one axis. Every point comes from the same pipeline: quoted chains, a linear program with exact bid-ask and calendar constraints on one common support, then the permanent grid. Nothing here is fitted to history.