{"schemaVersion":1,"symbol":"BPH","days":90,"observations":[{"symbol":"BPH","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:19.315000+00:00","captured_at":"2026-10-22T00:46:23.331Z","last_trade_at":"2026-10-22T00:00:00.016864639Z","price":77.9045,"iv_pct":32.65761964633354,"implied_move_pct":7.521003182475448,"put_call_skew_pp":-0.38716748503341836,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BPH","source_hash":"9242fe17f417acfa6a877e8d8023194d3d2127cd8dcd1af9d8cbe0055600778e"},{"symbol":"BPH","expiry":"2026-11-20","observed_at":"2026-10-27T19:03:58.709000+00:00","captured_at":"2026-10-27T19:04:05.820Z","last_trade_at":"2026-10-27T18:51:08.518773434Z","price":77.35,"iv_pct":35.31999800383758,"implied_move_pct":7.264690338207008,"put_call_skew_pp":-0.46121130188499504,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BPH","source_hash":"e59a5ad31cbaf316a8359eebf7e5c62b5ae8d10dfec83a7a71888da1fbf6f7e4"},{"symbol":"BPH","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:55.549000+00:00","captured_at":"2026-10-28T00:51:25.936Z","last_trade_at":"2026-10-28T00:00:00.127189979Z","price":77.1434,"iv_pct":34.98619786135423,"implied_move_pct":7.181611987534165,"put_call_skew_pp":-1.5153246086568095,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BPH","source_hash":"d55e18cc0e8e1449767d170de01f8ad45158c1adf176b0250bc4e2f49b14ba88"},{"symbol":"BPH","expiry":"2026-11-20","observed_at":"2026-10-28T19:58:15.746000+00:00","captured_at":"2026-10-28T22:13:44.685Z","last_trade_at":"2026-10-28T20:10:00.001961957Z","price":78.3654,"iv_pct":35.383459809494546,"implied_move_pct":7.118156139986913,"put_call_skew_pp":-1.3410640902319526,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BPH","source_hash":"7f3d4a98d776784c32e5a5a508b43b37042a4812830f7da538277e381d21a157"},{"symbol":"BPH","expiry":"2026-11-20","observed_at":"2026-11-02T20:32:28.264000+00:00","captured_at":"2026-11-02T20:32:35.625Z","last_trade_at":"2026-11-02T20:23:42.506227794Z","price":75.12,"iv_pct":35.95839057291619,"implied_move_pct":6.409114434679393,"put_call_skew_pp":-0.536750416307108,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BPH","source_hash":"6a229d8f3e0451ffae261cd3df511843d2f0da4d98de441081d61ac1134f9967"},{"symbol":"BPH","expiry":"2026-11-20","observed_at":"2026-11-06T14:44:51.469000+00:00","captured_at":"2026-11-06T14:45:18.693Z","last_trade_at":"2026-11-06T14:37:37.142497194Z","price":69.61,"iv_pct":35.831279716968076,"implied_move_pct":5.614802322689768,"put_call_skew_pp":-1.452079376321147,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BPH","source_hash":"6af26b2468406858eeb80bcc259bcd30f232e71d413369a9376cc7dbe13dfa7b"}],"dailyIv":[{"symbol":"BPH","date":"2026-10-20","iv_pct":31.628426074962295,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.18248091603053,"put_iv_pct":33.194117647058825},{"expiry":"2026-12-18","call_iv_pct":31.609897959183677,"put_iv_pct":32.89447916666667},{"expiry":"2027-01-15","call_iv_pct":30.37988668555241,"put_iv_pct":31.843186119873817},{"expiry":"2027-04-16","call_iv_pct":28.70110204081633,"put_iv_pct":32.222258064516126}],"source":"ThetaData EOD Greeks","provider_symbol":"BPH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"62ba66325120ad1c13fc4065c305ffd8ce7f56ad47cc2fdcd5fb8de63c902cdb","captured_at":"2026-10-22T13:12:44.735785+00:00"},{"symbol":"BPH","date":"2026-10-21","iv_pct":31.54515622074715,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.17757685352622,"put_iv_pct":33.0644776119403},{"expiry":"2026-12-18","call_iv_pct":31.35,"put_iv_pct":32.8564631043257},{"expiry":"2027-01-15","call_iv_pct":30.281999999999996,"put_iv_pct":31.959545454545452},{"expiry":"2027-04-16","call_iv_pct":28.652477064220182,"put_iv_pct":32.01870967741935}],"source":"ThetaData EOD Greeks","provider_symbol":"BPH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e071a3c15c2a671b0fcf867a136e0f2cddb6678dbad160cf4951aecee6781834","captured_at":"2026-10-22T13:12:43.104993+00:00"},{"symbol":"BPH","date":"2026-10-22","iv_pct":33.13166525564143,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.76156424581006,"put_iv_pct":36.3423076923077},{"expiry":"2026-12-18","call_iv_pct":27.722274678111585,"put_iv_pct":38.13637982195846},{"expiry":"2027-01-15","call_iv_pct":29.12255555555555,"put_iv_pct":34.08611486486486},{"expiry":"2027-04-16","call_iv_pct":29.436050420168066,"put_iv_pct":32.446074766355146}],"source":"ThetaData EOD Greeks","provider_symbol":"BPH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9bede3751eacdc966b5fe0eaefc63ac6c976951e5ded895abd8cfa0514d187ed","captured_at":"2026-10-23T13:11:10.010035+00:00"},{"symbol":"BPH","date":"2026-10-26","iv_pct":33.50733053213578,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.128011583011585,"put_iv_pct":35.09441340782123},{"expiry":"2026-12-18","call_iv_pct":29.107966101694917,"put_iv_pct":38.89265486725664},{"expiry":"2027-01-15","call_iv_pct":30.86295857988166,"put_iv_pct":33.662574257425746},{"expiry":"2027-04-16","call_iv_pct":32.687196261682246,"put_iv_pct":30.622869198312237}],"source":"ThetaData EOD Greeks","provider_symbol":"BPH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9a5e0aec7fda2f404b979307c6481be95a2c345ece395c2ca05ce6654eef0ac9","captured_at":"2026-10-27T15:20:59.159623+00:00"},{"symbol":"BPH","date":"2026-10-27","iv_pct":32.685659564106665,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.29922123893805,"put_iv_pct":34.582358003442344},{"expiry":"2026-12-18","call_iv_pct":32.6969099756691,"put_iv_pct":34.030511508951406},{"expiry":"2027-01-15","call_iv_pct":30.961197771587738,"put_iv_pct":33.13432432432432},{"expiry":"2027-04-16","call_iv_pct":31.103414634146347,"put_iv_pct":29.67733905579399}],"source":"ThetaData EOD Greeks","provider_symbol":"BPH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7752f807219acff64949e89635cd3c2e8c498c666456d575079d4a5fee85a25a","captured_at":"2026-11-01T06:36:33.752575+00:00"},{"symbol":"BPH","date":"2026-10-28","iv_pct":32.83767255426794,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.10326388888889,"put_iv_pct":35.59024734982332},{"expiry":"2026-12-18","call_iv_pct":33.15108958837772,"put_iv_pct":34.049769230769236},{"expiry":"2027-01-15","call_iv_pct":31.287917888563054,"put_iv_pct":33.015076923076926},{"expiry":"2027-04-16","call_iv_pct":27.74447852760736,"put_iv_pct":32.759537037037035}],"source":"ThetaData EOD Greeks","provider_symbol":"BPH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"54baee068f42282550240f48f3be96f75fb0dcaf830ac1176e86d501cbfb1b04","captured_at":"2026-11-01T04:01:48.420332+00:00"},{"symbol":"BPH","date":"2026-10-29","iv_pct":32.43960281685627,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.36833063209076,"put_iv_pct":37.028800000000004},{"expiry":"2026-12-18","call_iv_pct":27.173534136546184,"put_iv_pct":39.15625},{"expiry":"2027-01-15","call_iv_pct":28.641566579634464,"put_iv_pct":33.291634615384616},{"expiry":"2027-04-16","call_iv_pct":28.77028455284553,"put_iv_pct":32.08642201834863}],"source":"ThetaData EOD Greeks","provider_symbol":"BPH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"368418db5691ae813f82d0d9bf0ac80707dd7b6148c320cb3568574d2c6ff820","captured_at":"2026-11-01T01:30:48.303097+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BPH","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-10-20","observed_at":null,"iv_pct":31.628426074962295,"put_call_skew_pp":1.8201683491331249,"implied_move_pct":14.733697361664031,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"62ba66325120ad1c13fc4065c305ffd8ce7f56ad47cc2fdcd5fb8de63c902cdb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":31.54515622074715,"put_call_skew_pp":1.8592854826210994,"implied_move_pct":14.590086846705704,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e071a3c15c2a671b0fcf867a136e0f2cddb6678dbad160cf4951aecee6781834","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":33.13166525564143,"put_call_skew_pp":4.242108061460225,"implied_move_pct":15.043272520368781,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9bede3751eacdc966b5fe0eaefc63ac6c976951e5ded895abd8cfa0514d187ed","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":33.50733053213578,"put_call_skew_pp":2.121594801136361,"implied_move_pct":14.828741046272278,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9a5e0aec7fda2f404b979307c6481be95a2c345ece395c2ca05ce6654eef0ac9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":32.685659564106665,"put_call_skew_pp":0.34094731804270495,"implied_move_pct":14.334460050510724,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7752f807219acff64949e89635cd3c2e8c498c666456d575079d4a5fee85a25a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":32.83767255426794,"put_call_skew_pp":2.0319701618173722,"implied_move_pct":14.254218445443021,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"54baee068f42282550240f48f3be96f75fb0dcaf830ac1176e86d501cbfb1b04","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":32.43960281685627,"put_call_skew_pp":5.902347683154076,"implied_move_pct":13.979338091301855,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"368418db5691ae813f82d0d9bf0ac80707dd7b6148c320cb3568574d2c6ff820","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}