{"schemaVersion":1,"symbol":"CMP","days":90,"observations":[{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-21T19:57:33.004000+00:00","captured_at":"2026-10-22T01:50:56.782Z","last_trade_at":"2026-10-21T23:00:00.003468398Z","price":21.85,"iv_pct":40.713380373551075,"implied_move_pct":10.17786779712726,"put_call_skew_pp":4.235334209909908,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"b0ea32e66f2d2f1819e7348b50e3178e0106c44927d020a846163dd88f2b6f55"},{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.770000+00:00","captured_at":"2026-10-22T21:20:54.903Z","last_trade_at":"2026-10-22T20:10:00.00167121Z","price":21,"iv_pct":44.14242978969818,"implied_move_pct":11.769761053074326,"put_call_skew_pp":-74.14167247617554,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"47607778e022ef566850e3cc4dcd4e30390389afea845505ecc0f051289c3639"},{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.758000+00:00","captured_at":"2026-10-23T21:40:50.521Z","last_trade_at":"2026-10-23T20:10:00.001948698Z","price":21.27,"iv_pct":48.81967231136814,"implied_move_pct":12.695589136061116,"put_call_skew_pp":-6.423908400556888,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"0ce111fd5b01f3bbb18680cd1402da05bbc6c2629f7f45e38b269895e6004228"},{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-26T14:42:46.817000+00:00","captured_at":"2026-10-26T14:57:37.535Z","last_trade_at":"2026-10-26T14:53:50.507942132Z","price":21.59,"iv_pct":48.46598451554404,"implied_move_pct":9.667662141298958,"put_call_skew_pp":10.687801143929299,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"3509bb502df65cce0a0e76898e7c2083622077f88779d2c44ebabd0bf1faefad"},{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:00.286000+00:00","captured_at":"2026-10-27T03:08:06.468Z","last_trade_at":"2026-10-26T23:00:00.0036696Z","price":22.25,"iv_pct":38.918024315408466,"implied_move_pct":8.405361736803554,"put_call_skew_pp":2.776349996859495,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"7b655fbdd5ec97996784cfc804dd89352733b9a58879ac29ec2931b37af043f2"},{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-27T19:56:06.278000+00:00","captured_at":"2026-10-27T21:16:22.840Z","last_trade_at":"2026-10-27T20:10:00.002184589Z","price":22.93,"iv_pct":44.056,"implied_move_pct":10.541766028585302,"put_call_skew_pp":16.549166594493038,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"3ec75ca01b02dca003a4a01b8fff016f8d2cad35b872c18e62e22cdb4034e39d"},{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:01.856000+00:00","captured_at":"2026-10-28T22:39:28.908Z","last_trade_at":"2026-10-28T22:30:00.00194812Z","price":22.93,"iv_pct":42.870363740532774,"implied_move_pct":9.410902283729266,"put_call_skew_pp":21.769832640214226,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"c6824c69f912565a55b2f22344a58e0bde0b67b7ef9b204871a8f23d41c6cb6a"},{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-29T19:56:18.842000+00:00","captured_at":"2026-10-30T01:16:37.699Z","last_trade_at":"2026-10-29T23:00:00.002737003Z","price":22.93,"iv_pct":45.61220242612978,"implied_move_pct":10.507440192646266,"put_call_skew_pp":-10.476635625615444,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"3d241014df790f8fbb96afa3f623506931a9440887782e216c59e838cca38a57"},{"symbol":"CMP","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:13.605000+00:00","captured_at":"2026-10-31T00:01:06.145Z","last_trade_at":"2026-10-30T23:00:00.003474559Z","price":23.31,"iv_pct":48.561570352256325,"implied_move_pct":11.315763384841594,"put_call_skew_pp":13.249819547118136,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CMP","source_hash":"8447426ef616b77d364ba6a33444a998a9d91b3b760c043cb82b3fd1517e6cd3"}],"dailyIv":[{"symbol":"CMP","date":"2026-10-19","iv_pct":48.547561166995635,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.541682872101724,"put_iv_pct":45.659391824526416},{"expiry":"2026-12-18","call_iv_pct":48.59581818181818,"put_iv_pct":54.46778688524591},{"expiry":"2027-03-19","call_iv_pct":51.421902956785445,"put_iv_pct":49.16067961165048},{"expiry":"2027-06-17","call_iv_pct":47.10797947908445,"put_iv_pct":43.42524752475248}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"48e2ef29fdbcc83defbce24b2008f1cb99d7c59a2924156b782079d1d48cc8ea","captured_at":"2026-11-01T16:04:19.833879+00:00"},{"symbol":"CMP","date":"2026-10-20","iv_pct":47.71732201391199,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.23715968586387,"put_iv_pct":41.648652077386615},{"expiry":"2026-12-18","call_iv_pct":46.31757713707638,"put_iv_pct":52.06807622504537},{"expiry":"2027-03-19","call_iv_pct":49.57025697503671,"put_iv_pct":47.531561391057494},{"expiry":"2027-06-17","call_iv_pct":46.9068006843456,"put_iv_pct":47.45849193548387}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"ff9c88dfe776ab0f81283974efe2e333101227f4064c0c51b353f4f372f2e1b6","captured_at":"2026-10-22T14:21:56.730493+00:00"},{"symbol":"CMP","date":"2026-10-21","iv_pct":46.36907982619948,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.663242871865336,"put_iv_pct":35.6238101604278},{"expiry":"2026-12-18","call_iv_pct":46.80743867924528,"put_iv_pct":49.06976493256261},{"expiry":"2027-03-19","call_iv_pct":48.36235507246377,"put_iv_pct":48.73058371735791},{"expiry":"2027-06-17","call_iv_pct":47.40521416803954,"put_iv_pct":49.290229007633585}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"07a9fc2df6e633033b2d0cfaee56e938975b22685d3cc68b9f7b319cbb58b05d","captured_at":"2026-10-22T14:21:55.164511+00:00"},{"symbol":"CMP","date":"2026-10-22","iv_pct":48.838569839163625,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.707736204576044,"put_iv_pct":41.22914403930696},{"expiry":"2026-12-18","call_iv_pct":57.635252140818274,"put_iv_pct":46.64052547131969},{"expiry":"2027-03-19","call_iv_pct":50.70926388888889,"put_iv_pct":47.6460886829914},{"expiry":"2027-06-17","call_iv_pct":53.42140776699029,"put_iv_pct":46.71914051841746}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"bc9aae037f411c82107e54d727abd03b0ee20ef248fcb67fb737ea3453f240e3","captured_at":"2026-10-23T14:18:06.154902+00:00"},{"symbol":"CMP","date":"2026-10-23","iv_pct":51.02828423816123,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.10347116430903,"put_iv_pct":52.13418506198971},{"expiry":"2026-12-18","call_iv_pct":50.47555266579974,"put_iv_pct":57.62050000000001},{"expiry":"2027-03-19","call_iv_pct":47.846363636363634,"put_iv_pct":50.63415910676902},{"expiry":"2027-06-17","call_iv_pct":50.6776,"put_iv_pct":53.7344422700587}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"66e74087753b852a5ce100ed72795bf3f76ce90fcf56d1b09eb546893fa37d12","captured_at":"2026-10-24T18:37:39.028158+00:00"},{"symbol":"CMP","date":"2026-10-26","iv_pct":48.09924245529614,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":36.68874555160143,"put_iv_pct":41.085554205891285},{"expiry":"2026-12-18","call_iv_pct":51.9928342958685,"put_iv_pct":54.516503030303035},{"expiry":"2027-03-19","call_iv_pct":49.64613235294117,"put_iv_pct":48.8317994100295},{"expiry":"2027-06-17","call_iv_pct":49.37652173913044,"put_iv_pct":52.65584905660378}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"886c21e08dd8c705f8dc1634ae4e17083a691bdf2354b39bc664c2904e64ec30","captured_at":"2026-10-27T16:43:32.822893+00:00"},{"symbol":"CMP","date":"2026-10-27","iv_pct":48.590197353033545,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.4309266802444,"put_iv_pct":50.353333333333325},{"expiry":"2026-12-18","call_iv_pct":45.08388588088297,"put_iv_pct":57.2020596205962},{"expiry":"2027-03-19","call_iv_pct":46.634294395678594,"put_iv_pct":52.019921259842526},{"expiry":"2027-06-17","call_iv_pct":48.079142857142855,"put_iv_pct":51.918014796547475}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"04cbec77a29ba34bef696b7f9fee4b32a25ef1cc949aee5a15199095c456497d","captured_at":"2026-11-01T06:44:46.691812+00:00"},{"symbol":"CMP","date":"2026-10-28","iv_pct":45.14075698863796,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.260222863135816,"put_iv_pct":50.146629129129124},{"expiry":"2026-12-18","call_iv_pct":40.87954128440367,"put_iv_pct":48.791365257259294},{"expiry":"2027-03-19","call_iv_pct":44.71933456561922,"put_iv_pct":44.38504956268222},{"expiry":"2027-06-17","call_iv_pct":51.22390010626992,"put_iv_pct":45.720013140604465}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"c5eec9d36ed7b44a2240ea8b85e005bc0c0cb00df4ac6314bcde32468a93d360","captured_at":"2026-11-01T04:09:33.150082+00:00"},{"symbol":"CMP","date":"2026-10-29","iv_pct":48.264160322668864,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.3735593220339,"put_iv_pct":45.66950525245679},{"expiry":"2026-12-18","call_iv_pct":50.98038594969644,"put_iv_pct":47.66430939226519},{"expiry":"2027-03-19","call_iv_pct":49.903793347487614,"put_iv_pct":45.827690305790505},{"expiry":"2027-06-17","call_iv_pct":48.99739267015707,"put_iv_pct":51.69664634146341}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"53e974ec7608fc01bc978c3251148ad20964dc73c84b7d7099e078c2cab35dbe","captured_at":"2026-11-01T01:38:54.904465+00:00"},{"symbol":"CMP","date":"2026-10-30","iv_pct":50.604739037320165,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.70258386866524,"put_iv_pct":52.12546029737425},{"expiry":"2026-12-18","call_iv_pct":49.8034188034188,"put_iv_pct":55.19771771771772},{"expiry":"2027-03-19","call_iv_pct":45.21157401205626,"put_iv_pct":51.699953560371526},{"expiry":"2027-06-17","call_iv_pct":50.678773125608565,"put_iv_pct":55.41843091334895}],"source":"ThetaData EOD Greeks","provider_symbol":"CMP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"88fca9e1c92c83f88eb00d966d5f1a9d2df796c2885069c6250ee43d6917db22","captured_at":"2026-10-31T23:06:04.016283+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/CMP","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":48.547561166995635,"put_call_skew_pp":-0.7385694109036294,"implied_move_pct":25.98330202501362,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"48e2ef29fdbcc83defbce24b2008f1cb99d7c59a2924156b782079d1d48cc8ea","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":47.71732201391199,"put_call_skew_pp":-1.0812532133373036,"implied_move_pct":25.62894339319253,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ff9c88dfe776ab0f81283974efe2e333101227f4064c0c51b353f4f372f2e1b6","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":46.369079826199474,"put_call_skew_pp":-1.3809657434080052,"implied_move_pct":25.216814417336057,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"07a9fc2df6e633033b2d0cfaee56e938975b22685d3cc68b9f7b319cbb58b05d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":48.838569839163625,"put_call_skew_pp":-6.559690322309498,"implied_move_pct":26.17700063239178,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bc9aae037f411c82107e54d727abd03b0ee20ef248fcb67fb737ea3453f240e3","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":51.02828423816123,"put_call_skew_pp":5.005074743086258,"implied_move_pct":26.978931119646543,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"66e74087753b852a5ce100ed72795bf3f76ce90fcf56d1b09eb546893fa37d12","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":48.09924245529614,"put_call_skew_pp":2.346367940821514,"implied_move_pct":25.552667717294856,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"886c21e08dd8c705f8dc1634ae4e17083a691bdf2354b39bc664c2904e64ec30","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":48.590197353033545,"put_call_skew_pp":8.566269799092677,"implied_move_pct":25.33662925919073,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"04cbec77a29ba34bef696b7f9fee4b32a25ef1cc949aee5a15199095c456497d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":45.14075698863797,"put_call_skew_pp":4.240014567561616,"implied_move_pct":23.47002734604016,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c5eec9d36ed7b44a2240ea8b85e005bc0c0cb00df4ac6314bcde32468a93d360","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":48.264160322668864,"put_call_skew_pp":-1.0992449993497821,"implied_move_pct":24.79996002719264,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"53e974ec7608fc01bc978c3251148ad20964dc73c84b7d7099e078c2cab35dbe","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":50.604739037320165,"put_call_skew_pp":6.011303169765894,"implied_move_pct":25.733479606334146,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"88fca9e1c92c83f88eb00d966d5f1a9d2df796c2885069c6250ee43d6917db22","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}