{"schemaVersion":1,"symbol":"BRSL","days":90,"observations":[{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-21T19:49:51.033000+00:00","captured_at":"2026-10-22T00:46:31.693Z","last_trade_at":"2026-10-21T23:15:56.68432033Z","price":9.23,"iv_pct":110.46247505082216,"implied_move_pct":24.300327079363225,"put_call_skew_pp":65.30821436832628,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"1ce74b8405c03f50434efc3d73976a28d7da60de0e66a3cbab9825e09bed525a"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:37.487000+00:00","captured_at":"2026-10-22T21:06:43.846Z","last_trade_at":"2026-10-22T20:10:00.00228503Z","price":9.56,"iv_pct":53.08743891888521,"implied_move_pct":13.060546391092762,"put_call_skew_pp":-22.03470882442351,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"f992cffa7282c642e45334a8d06518f1789f35a3ada0ced96eca4231b6213a08"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-23T19:49:58.888000+00:00","captured_at":"2026-10-23T21:18:46.789Z","last_trade_at":"2026-10-23T20:10:00.003470996Z","price":9.48,"iv_pct":46.74691723308032,"implied_move_pct":11.673778805413619,"put_call_skew_pp":23.207803298641984,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"51e9b303280e36ad6bb8243322797115f6a776a81ad9187fa91b196de0e6055a"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:03.190000+00:00","captured_at":"2026-10-26T13:33:21.620Z","last_trade_at":"2026-10-26T13:33:19.746196157Z","price":9.44,"iv_pct":129.62257203239398,"implied_move_pct":28.78282092519497,"put_call_skew_pp":-55.868178016292624,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"807f4e35fd78643bca8b78b4f8bfc0edfd7f0562fa5c7d4746c1a7aa7f534827"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-26T19:57:03.551000+00:00","captured_at":"2026-10-27T02:49:55.128Z","last_trade_at":"2026-10-26T23:00:00.002825217Z","price":9.5,"iv_pct":90.58064993196876,"implied_move_pct":26.079107624556112,"put_call_skew_pp":-130.85925225230028,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"bf7c6312d3430f3f720f57f914454bef74f87a8acdb3509ada89f19b33626a17"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-27T16:31:24.969000+00:00","captured_at":"2026-10-27T16:42:25.565Z","last_trade_at":"2026-10-27T16:42:25.299927498Z","price":9.455,"iv_pct":115.66595491369445,"implied_move_pct":17.690384101509473,"put_call_skew_pp":-28.933286029688432,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"e4d7b9bd19dd1a8ca07a4128a2a89b5db239e770a0a84f4e0c78b6c6c4c52dbd"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:50.589000+00:00","captured_at":"2026-10-28T00:21:33.094Z","last_trade_at":"2026-10-27T23:00:00.00293183Z","price":9.49,"iv_pct":146.4991575768105,"implied_move_pct":28.51935266366647,"put_call_skew_pp":-31.152428343199603,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"ae45860a9ac6eb533bedcb77e7fcc2b11b9965057fc7b81f9c4933b841d089b4"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:07.007000+00:00","captured_at":"2026-10-28T21:05:24.431Z","last_trade_at":"2026-10-28T20:10:00.002500738Z","price":9.29,"iv_pct":133.51638885964155,"implied_move_pct":27.56915503663399,"put_call_skew_pp":180.3864154964957,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"41c83685d06c4258d7464feafed927ae440d4840820fb3297d680753f88fa090"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:33.950000+00:00","captured_at":"2026-10-30T00:26:15.098Z","last_trade_at":"2026-10-29T23:00:00.002554848Z","price":9.6,"iv_pct":89.7579616564479,"implied_move_pct":24.784399589009613,"put_call_skew_pp":-79.01516282706092,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"42d345bbb933c65568f414eac0252c310358634c4d0330d01d697de74a00c72e"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:01.500000+00:00","captured_at":"2026-10-30T23:17:05.231Z","last_trade_at":"2026-10-30T23:00:00.002460735Z","price":9.65,"iv_pct":89.52063777980779,"implied_move_pct":23.94782881363685,"put_call_skew_pp":-32.36442132921498,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"d0d44c0b51f785be4d469588ec6bdd844775a9115b07b66c47a60823cfa988b1"},{"symbol":"BRSL","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:01.615000+00:00","captured_at":"2026-11-04T01:57:46.472Z","last_trade_at":"2026-11-04T00:00:00.002365659Z","price":9.86,"iv_pct":67.19232775422599,"implied_move_pct":11.663066356002478,"put_call_skew_pp":-60.503962384140664,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSL","source_hash":"2323dd0b6713644826d1dcb037a8ac02b2fac50415e4c2d440f1b8eaf27acdf0"}],"dailyIv":[{"symbol":"BRSL","date":"2026-10-19","iv_pct":54.85113398778323,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.08648805250743,"put_iv_pct":68.79909806098917},{"expiry":"2026-12-18","call_iv_pct":49.2935311362151,"put_iv_pct":48.106349507702454},{"expiry":"2027-01-15","call_iv_pct":39.18549758304138,"put_iv_pct":47.51587640890484},{"expiry":"2027-04-16","call_iv_pct":69.96811565792697,"put_iv_pct":43.85411549497848}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"733f3216f9347d3dd6be4be0b441fb2149e8bca5d0652b35aa7f7c0e9104eb8f","captured_at":"2026-11-01T15:58:32.315380+00:00"},{"symbol":"BRSL","date":"2026-10-20","iv_pct":49.43497792499416,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":51.18134957762596,"put_iv_pct":87.98382303727199},{"expiry":"2026-12-18","call_iv_pct":43.52607580174927,"put_iv_pct":52.6193741720154},{"expiry":"2027-01-15","call_iv_pct":38.32219708342269,"put_iv_pct":44.1354014398177},{"expiry":"2027-04-16","call_iv_pct":33.30841818387425,"put_iv_pct":44.40318410417603}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"addf81f2ce71808e50849ffcc8af50b4c4d29b03b61a77a0f2fc3f16dd50a6f5","captured_at":"2026-10-22T13:17:46.899276+00:00"},{"symbol":"BRSL","date":"2026-10-21","iv_pct":76.20210495466435,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":129.90412326931667,"put_iv_pct":90.06761188239143},{"expiry":"2026-12-18","call_iv_pct":104.19833809819762,"put_iv_pct":73.54205247364777},{"expiry":"2027-01-15","call_iv_pct":42.38761147463253,"put_iv_pct":45.10197565024903},{"expiry":"2027-04-16","call_iv_pct":68.13762033157224,"put_iv_pct":56.277506457307446}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a216ff6f8c2d5650d60033cb87cf07d10e691391dbe7af64d87075a36d092704","captured_at":"2026-10-22T13:17:45.728807+00:00"},{"symbol":"BRSL","date":"2026-10-22","iv_pct":51.40164077259411,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.257028591352864,"put_iv_pct":66.31165158610939},{"expiry":"2026-12-18","call_iv_pct":45.149809536776495,"put_iv_pct":64.69105688925954},{"expiry":"2027-01-15","call_iv_pct":36.90212924893141,"put_iv_pct":64.28502573576252},{"expiry":"2027-04-16","call_iv_pct":33.29430419455067,"put_iv_pct":61.32212039800996}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d2eb6f9306c8db9b775c9922fa7e4ba7600907b404dba4ad29dcd065d37d5aba","captured_at":"2026-10-23T13:15:35.496023+00:00"},{"symbol":"BRSL","date":"2026-10-23","iv_pct":46.24248432173083,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.14054149201464,"put_iv_pct":52.53717697892687},{"expiry":"2026-12-18","call_iv_pct":26.665290910893052,"put_iv_pct":59.49237374406536},{"expiry":"2027-01-15","call_iv_pct":38.96644656070156,"put_iv_pct":57.090828349589316},{"expiry":"2027-04-16","call_iv_pct":36.360613991295445,"put_iv_pct":58.68660254636037}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4f5be862a6d9ec2045dec4248565d70aa457d2e9dea49512422774c214cbc251","captured_at":"2026-10-24T16:25:50.704856+00:00"},{"symbol":"BRSL","date":"2026-10-26","iv_pct":61.54993784323635,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.69244047829938,"put_iv_pct":134.66230191121272},{"expiry":"2026-12-18","call_iv_pct":43.6490110446934,"put_iv_pct":58.74780792503347},{"expiry":"2027-01-15","call_iv_pct":48.13853494992093,"put_iv_pct":51.36186120875382},{"expiry":"2027-04-16","call_iv_pct":34.06658246775483,"put_iv_pct":76.08096276022228}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0b1c50aca5bb240fd1087f8cbf67592af9a40758653b79a0c3dbf862ebfce101","captured_at":"2026-10-27T15:26:15.079522+00:00"},{"symbol":"BRSL","date":"2026-10-27","iv_pct":75.07128384434036,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":169.77092285248432,"put_iv_pct":122.08378407242084},{"expiry":"2026-12-18","call_iv_pct":44.40497244110236,"put_iv_pct":55.69444936708861},{"expiry":"2027-01-15","call_iv_pct":56.76623446695485,"put_iv_pct":62.24635381788486},{"expiry":"2027-04-16","call_iv_pct":36.11200828224158,"put_iv_pct":53.49154545454545}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c5d81faebbaea061449e0e2b6195195c9eb814765839ef66b850e9deb1ae7d9c","captured_at":"2026-11-01T06:37:14.742155+00:00"},{"symbol":"BRSL","date":"2026-10-28","iv_pct":91.60788261453465,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":143.54853784431728,"put_iv_pct":122.38538799386266},{"expiry":"2026-12-18","call_iv_pct":116.37241440360091,"put_iv_pct":86.17104572098475},{"expiry":"2027-01-15","call_iv_pct":58.58514098161988,"put_iv_pct":78.45171570237078},{"expiry":"2027-04-16","call_iv_pct":74.17406776789495,"put_iv_pct":53.17475050162596}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c287566920e3abb6434f088587e85483b7709d9f1e2e01df2a2b9c2a79af1465","captured_at":"2026-11-01T04:02:10.569981+00:00"},{"symbol":"BRSL","date":"2026-10-29","iv_pct":60.97043339682186,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.75647983701692,"put_iv_pct":140.46529368997054},{"expiry":"2026-12-18","call_iv_pct":36.84525818857929,"put_iv_pct":64.21526957784462},{"expiry":"2027-01-15","call_iv_pct":40.285701496081685,"put_iv_pct":53.0492040219806},{"expiry":"2027-04-16","call_iv_pct":36.34899872850164,"put_iv_pct":77.79726163459958}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d7e7bca76db3dea2d7042ad22cfa5fbd59a9781dc39cfe6e8cc7264524d6c91d","captured_at":"2026-11-01T01:31:10.258011+00:00"},{"symbol":"BRSL","date":"2026-10-30","iv_pct":60.75220520383676,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.77753631993238,"put_iv_pct":137.0413958755916},{"expiry":"2026-12-18","call_iv_pct":41.40737188498402,"put_iv_pct":56.86083443302133},{"expiry":"2027-01-15","call_iv_pct":42.620255032738214,"put_iv_pct":45.1810900396785},{"expiry":"2027-04-16","call_iv_pct":46.046400801386184,"put_iv_pct":75.08275724336183}],"source":"ThetaData EOD Greeks","provider_symbol":"BRSL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5f0334593b78be3b86c9279f4c11f1ec3e49ea0e2de18190bac7c32e646d981f","captured_at":"2026-10-31T22:58:20.647558+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BRSL","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":"2026-10-19","observed_at":null,"iv_pct":54.85113398778323,"put_call_skew_pp":-5.564548239278988,"implied_move_pct":25.42704054807176,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"733f3216f9347d3dd6be4be0b441fb2149e8bca5d0652b35aa7f7c0e9104eb8f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":49.43497792499416,"put_call_skew_pp":15.700935526652234,"implied_move_pct":21.709827145733566,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"addf81f2ce71808e50849ffcc8af50b4c4d29b03b61a77a0f2fc3f16dd50a6f5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":76.20210495466435,"put_call_skew_pp":-19.90963667753084,"implied_move_pct":32.866612070612405,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a216ff6f8c2d5650d60033cb87cf07d10e691391dbe7af64d87075a36d092704","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":51.40164077259411,"put_call_skew_pp":25.50164575938249,"implied_move_pct":23.453879217836498,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d2eb6f9306c8db9b775c9922fa7e4ba7600907b404dba4ad29dcd065d37d5aba","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":46.24248432173083,"put_call_skew_pp":21.418522166009303,"implied_move_pct":21.406500842752088,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4f5be862a6d9ec2045dec4248565d70aa457d2e9dea49512422774c214cbc251","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":61.54993784323636,"put_call_skew_pp":37.32659121613844,"implied_move_pct":26.079230997641034,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0b1c50aca5bb240fd1087f8cbf67592af9a40758653b79a0c3dbf862ebfce101","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":75.07128384434036,"put_call_skew_pp":-3.384501332710837,"implied_move_pct":28.69877734079099,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c5d81faebbaea061449e0e2b6195195c9eb814765839ef66b850e9deb1ae7d9c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":91.60788261453465,"put_call_skew_pp":-13.12431526964722,"implied_move_pct":36.62883110631836,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c287566920e3abb6434f088587e85483b7709d9f1e2e01df2a2b9c2a79af1465","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":60.97043339682186,"put_call_skew_pp":45.82264766855395,"implied_move_pct":25.26908160029938,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d7e7bca76db3dea2d7042ad22cfa5fbd59a9781dc39cfe6e8cc7264524d6c91d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":60.75220520383676,"put_call_skew_pp":35.578628388153106,"implied_move_pct":25.16673698395784,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5f0334593b78be3b86c9279f4c11f1ec3e49ea0e2de18190bac7c32e646d981f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}