{"schemaVersion":1,"symbol":"CLMT","days":90,"observations":[{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-21T19:57:31.913000+00:00","captured_at":"2026-10-22T01:50:17.025Z","last_trade_at":"2026-10-21T23:05:42.376533591Z","price":52.95,"iv_pct":72.3990390908585,"implied_move_pct":16.94839965464879,"put_call_skew_pp":-1.4772299315041537,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"b22bbfe72983453f87c0c878346efd8abce35cf5857b218833b6de19731a123e"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:33.651000+00:00","captured_at":"2026-10-22T21:20:44.618Z","last_trade_at":"2026-10-22T20:40:51.044850804Z","price":48.25,"iv_pct":74.78838652388704,"implied_move_pct":16.646089951343114,"put_call_skew_pp":-14.95984059856863,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"b1522038be7e2b09b3d5d844cba5e8cbf006d7f2d01aadaffc708a40bca6d042"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:13.319000+00:00","captured_at":"2026-10-23T21:40:28.253Z","last_trade_at":"2026-10-23T20:00:08.246190018Z","price":49.31,"iv_pct":76.55080254487906,"implied_move_pct":17.35514855595579,"put_call_skew_pp":-0.31053478304640114,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"a2fc896210199cc0fa7be353fa767dc34b3e4f25a69c97a5940483dec1094fb4"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-26T14:49:11.830000+00:00","captured_at":"2026-10-26T14:49:21.062Z","last_trade_at":"2026-10-26T14:49:17.851061915Z","price":52.465,"iv_pct":78.36672071423187,"implied_move_pct":17.19949909057437,"put_call_skew_pp":2.972545454545461,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"f0b3dfc1bf5d9f7db5df4d555dae7476931b07ecee040dc9353edc03cc1e6584"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:15.482000+00:00","captured_at":"2026-10-27T03:07:45.938Z","last_trade_at":"2026-10-26T20:10:10.393982354Z","price":52.21,"iv_pct":75.0440655903189,"implied_move_pct":16.15729448558896,"put_call_skew_pp":-3.1209572892973103,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"6e2a6eb34c0597d55a0e80490d3a26dd46053353592a9349b2560a5c680c8692"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:06.273000+00:00","captured_at":"2026-10-27T21:16:01.939Z","last_trade_at":"2026-10-27T20:56:42.405386584Z","price":49.5,"iv_pct":77.7861987211141,"implied_move_pct":16.073357108322718,"put_call_skew_pp":-8.831460614409991,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"986986812633f0ffe0035e98408a711b35cc6cedefad8a35c13058754be7da4c"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-28T19:57:55.022000+00:00","captured_at":"2026-10-28T22:39:09.684Z","last_trade_at":"2026-10-28T21:43:56.297939006Z","price":49.69,"iv_pct":82.10059589365302,"implied_move_pct":17.131646707405896,"put_call_skew_pp":-3.2950196967568957,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"2c836574f0ab788b21bdcc22f4886f389a01d5a46ba7995f33242ec49f5d85d2"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:43.517000+00:00","captured_at":"2026-10-30T01:16:18.299Z","last_trade_at":"2026-10-29T22:12:37.430206803Z","price":48.59,"iv_pct":76.89393827750914,"implied_move_pct":15.332564801675774,"put_call_skew_pp":0.8312698442690114,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"69f2ec90b7a53738267569ed5d17cca8db1ebe7fc30de4bc899be0cb3e412161"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-10-30T19:58:17.971000+00:00","captured_at":"2026-10-30T23:49:45.500Z","last_trade_at":"2026-10-30T23:42:12.519949252Z","price":49.59,"iv_pct":78.66221807430533,"implied_move_pct":15.415732477171598,"put_call_skew_pp":-5.529182566608936,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"bf5fbc5ef7fb66f21f6b54b8a69b68edf6e89c5e170261125a645eea9b6809ad"},{"symbol":"CLMT","expiry":"2026-11-20","observed_at":"2026-11-03T20:59:00.046000+00:00","captured_at":"2026-11-04T09:29:24.111Z","last_trade_at":"2026-11-03T22:46:43.799708579Z","price":47.4,"iv_pct":90.69779911078155,"implied_move_pct":15.76097793997583,"put_call_skew_pp":3.6070961197628426,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CLMT","source_hash":"6471c706c1cf88376f5924d404bef1e00237b6abaa3caa7209768533195c7b8f"}],"dailyIv":[{"symbol":"CLMT","date":"2026-10-19","iv_pct":67.01585086197542,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":70.07475186104219,"put_iv_pct":69.25497800125707},{"expiry":"2026-12-18","call_iv_pct":64.4997024275646,"put_iv_pct":67.47024},{"expiry":"2027-01-15","call_iv_pct":66.58688760806916,"put_iv_pct":65.22879100281162},{"expiry":"2027-02-19","call_iv_pct":66.89782936010037,"put_iv_pct":66.11362663495838}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"df9ce4caea5ed8f539f74c30a6e6e4759b6c8900eaaa0ae7aa4426bf725b6e58","captured_at":"2026-11-01T16:03:58.242874+00:00"},{"symbol":"CLMT","date":"2026-10-20","iv_pct":68.44459098160043,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.64569512195122,"put_iv_pct":74.65987721691678},{"expiry":"2026-12-18","call_iv_pct":69.02125484120837,"put_iv_pct":63.80709940652819},{"expiry":"2027-01-15","call_iv_pct":68.07919921874999,"put_iv_pct":65.01251381215471},{"expiry":"2027-02-19","call_iv_pct":68.55839215686275,"put_iv_pct":65.77269607843137}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ef4717b18fc01f6aef9fa135ce8a16c78b908f787a1ae9c2feba6b53e8ec72e7","captured_at":"2026-10-22T14:14:51.605062+00:00"},{"symbol":"CLMT","date":"2026-10-21","iv_pct":68.21461883862018,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":74.97258064516129,"put_iv_pct":68.41905362776025},{"expiry":"2026-12-18","call_iv_pct":73.39759504862953,"put_iv_pct":61.92971793149764},{"expiry":"2027-01-15","call_iv_pct":68.2764035964036,"put_iv_pct":64.96058279370953},{"expiry":"2027-02-19","call_iv_pct":70.02065420560749,"put_iv_pct":63.7403628601921}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"284e3c3b50dd740b409cad8736206e97995e23aa5a0c012e47f7da6a217e66aa","captured_at":"2026-10-22T14:14:50.382770+00:00"},{"symbol":"CLMT","date":"2026-10-22","iv_pct":71.54378536176358,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":74.69,"put_iv_pct":74.52805734347572},{"expiry":"2026-12-18","call_iv_pct":73.78259854014598,"put_iv_pct":66.94420757363254},{"expiry":"2027-01-15","call_iv_pct":70.04205128205128,"put_iv_pct":70.44224089635854},{"expiry":"2027-02-19","call_iv_pct":71.96507462686567,"put_iv_pct":69.95605263157894}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"100b059387235b452235b6a92137e26b1cd3c4fb3a14f93d633bb3a03ad048be","captured_at":"2026-10-23T14:12:17.642035+00:00"},{"symbol":"CLMT","date":"2026-10-23","iv_pct":70.50840407534828,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.97917672886936,"put_iv_pct":77.12951158106748},{"expiry":"2026-12-18","call_iv_pct":69.89803347280336,"put_iv_pct":67.94897505057317},{"expiry":"2027-01-15","call_iv_pct":68.45206113537118,"put_iv_pct":68.1817894736842},{"expiry":"2027-02-19","call_iv_pct":67.85908904810644,"put_iv_pct":68.61859611231101}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"55a9c9b02f6963c01363fc406c9be2bc38026219817de93e8640259ef0a80ac1","captured_at":"2026-10-24T18:23:44.927574+00:00"},{"symbol":"CLMT","date":"2026-10-26","iv_pct":70.65225000858803,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.12174637291778,"put_iv_pct":72.9110502283105},{"expiry":"2026-12-18","call_iv_pct":71.26498187092095,"put_iv_pct":70.7027801724138},{"expiry":"2027-01-15","call_iv_pct":69.44997389033942,"put_iv_pct":67.19093577981651},{"expiry":"2027-02-19","call_iv_pct":70.27590203106332,"put_iv_pct":66.30062972292191}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e24af10d8aea8af19160662ffb7c2f5bcbd533844293e8f7c9fd685efac8937e","captured_at":"2026-10-27T16:35:46.706377+00:00"},{"symbol":"CLMT","date":"2026-10-27","iv_pct":70.9458053135518,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":78.7956,"put_iv_pct":76.28647599591419},{"expiry":"2026-12-18","call_iv_pct":74.50973121984839,"put_iv_pct":66.02047930283224},{"expiry":"2027-01-15","call_iv_pct":68.52439341421143,"put_iv_pct":67.53243902439024},{"expiry":"2027-02-19","call_iv_pct":70.83166123778501,"put_iv_pct":65.06566231343284}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a56b060ea5cf68dd9a42a13cea2228f805bd9bd9e4eef19b43c1b62072a6300c","captured_at":"2026-11-01T06:44:11.883832+00:00"},{"symbol":"CLMT","date":"2026-10-28","iv_pct":73.22557901295127,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.83317640972581,"put_iv_pct":86.56794278758369},{"expiry":"2026-12-18","call_iv_pct":70.3013417052214,"put_iv_pct":75.09686625194402},{"expiry":"2027-01-15","call_iv_pct":67.50922213311948,"put_iv_pct":72.8348484848485},{"expiry":"2027-02-19","call_iv_pct":66.84054650047939,"put_iv_pct":68.82068783068782}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0f5044748424cb7c90751de3af60898c526a3dc61c855317725803a3849ba06d","captured_at":"2026-11-01T04:09:01.123024+00:00"},{"symbol":"CLMT","date":"2026-10-29","iv_pct":70.71266820294613,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":79.23611673902556,"put_iv_pct":74.46114182147711},{"expiry":"2026-12-18","call_iv_pct":72.02960162052666,"put_iv_pct":69.69515659140568},{"expiry":"2027-01-15","call_iv_pct":69.73849999999999,"put_iv_pct":66.70894871794873},{"expiry":"2027-02-19","call_iv_pct":67.19282352941175,"put_iv_pct":66.63905660377358}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8e020a686fa80e8adb21c4585e032ff5afbb9e0201c02d595d4bf3752f12d5c2","captured_at":"2026-11-01T01:38:20.304017+00:00"},{"symbol":"CLMT","date":"2026-10-30","iv_pct":71.41565389371736,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":78.30293785310735,"put_iv_pct":78.9749197080292},{"expiry":"2026-12-18","call_iv_pct":72.7920765832106,"put_iv_pct":67.89940115904702},{"expiry":"2027-01-15","call_iv_pct":66.66305625524768,"put_iv_pct":69.2457399103139},{"expiry":"2027-02-19","call_iv_pct":66.50728346456694,"put_iv_pct":70.93981621621623}],"source":"ThetaData EOD Greeks","provider_symbol":"CLMT","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5070a43f3182c4144f9c08b9f6c9cf08ba81157bb2f92579554b6f1765c4a663","captured_at":"2026-10-31T23:05:28.771811+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/CLMT","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":67.01585086197542,"put_call_skew_pp":0.0021160955626875477,"implied_move_pct":29.57714150809944,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"df9ce4caea5ed8f539f74c30a6e6e4759b6c8900eaaa0ae7aa4426bf725b6e58","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":68.44459098160043,"put_call_skew_pp":-2.2630887061853215,"implied_move_pct":29.861374943099555,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ef4717b18fc01f6aef9fa135ce8a16c78b908f787a1ae9c2feba6b53e8ec72e7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":68.21461883862017,"put_call_skew_pp":-6.9043790706605925,"implied_move_pct":29.58275835804805,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"284e3c3b50dd740b409cad8736206e97995e23aa5a0c012e47f7da6a217e66aa","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":71.54378536176358,"put_call_skew_pp":-2.152291501004296,"implied_move_pct":30.844605901795973,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"100b059387235b452235b6a92137e26b1cd3c4fb3a14f93d633bb3a03ad048be","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":70.50840407534828,"put_call_skew_pp":-0.0773720418786219,"implied_move_pct":29.974032143986648,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"55a9c9b02f6963c01363fc406c9be2bc38026219817de93e8640259ef0a80ac1","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":70.65225000858803,"put_call_skew_pp":-2.7518020654446893,"implied_move_pct":29.330794663326856,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e24af10d8aea8af19160662ffb7c2f5bcbd533844293e8f7c9fd685efac8937e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":70.94580531355179,"put_call_skew_pp":-4.439082308818829,"implied_move_pct":29.088401972036863,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a56b060ea5cf68dd9a42a13cea2228f805bd9bd9e4eef19b43c1b62072a6300c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":73.22557901295126,"put_call_skew_pp":5.209014651629484,"implied_move_pct":29.580739674555595,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0f5044748424cb7c90751de3af60898c526a3dc61c855317725803a3849ba06d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":70.71266820294613,"put_call_skew_pp":-2.673184538589716,"implied_move_pct":28.456490047759168,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8e020a686fa80e8adb21c4585e032ff5afbb9e0201c02d595d4bf3752f12d5c2","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":71.41565389371736,"put_call_skew_pp":0.6986307093684445,"implied_move_pct":28.46959207554984,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5070a43f3182c4144f9c08b9f6c9cf08ba81157bb2f92579554b6f1765c4a663","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}