{"schemaVersion":1,"symbol":"CNH","days":90,"observations":[{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-21T19:56:48.847000+00:00","captured_at":"2026-10-22T01:51:28.281Z","last_trade_at":"2026-10-21T23:00:00.002497044Z","price":11.52,"iv_pct":99.63978904426713,"implied_move_pct":26.268393174867093,"put_call_skew_pp":-23.717906792801145,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"d9d3bc7175265ddde4eb7b12f89784813b886d19456e86ef533d141df0f1189f"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-22T19:50:03.002000+00:00","captured_at":"2026-10-22T21:21:00.873Z","last_trade_at":"2026-10-22T20:34:57.646778702Z","price":11.58,"iv_pct":51.65072669640769,"implied_move_pct":15.15336529125155,"put_call_skew_pp":-178.58532209040442,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"b62625ae649aa36e39bb3717a0d73959eae9bd14f12f9866cb8abfbebb9d7564"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:35.519000+00:00","captured_at":"2026-10-23T21:40:56.194Z","last_trade_at":"2026-10-23T20:37:35.978662501Z","price":11.49,"iv_pct":116.45538825692252,"implied_move_pct":30.392599429451106,"put_call_skew_pp":16.797895619088486,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"fca889ffbeda7e58e35b6ac7622f327032b47cf1e367659261f4fc84eeb36e6b"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-26T14:49:20.493000+00:00","captured_at":"2026-10-26T14:57:42.300Z","last_trade_at":"2026-10-26T14:57:41.136824901Z","price":11.32,"iv_pct":123.25978828404058,"implied_move_pct":23.772394377069624,"put_call_skew_pp":-210.7079849099209,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"62e1f987a1bdf538516aa8fa0b0cb326034e94d0a415c03bd50b233116dfc9a1"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:16.674000+00:00","captured_at":"2026-10-27T03:08:10.894Z","last_trade_at":"2026-10-26T23:00:00.003176707Z","price":11.25,"iv_pct":122.53018717097449,"implied_move_pct":23.482279381816834,"put_call_skew_pp":5.748809072164374,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"9c93133d81a3df5308ee64371fa5bafb0ae2e68e350e4e0d7a25b238efc19058"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:34.595000+00:00","captured_at":"2026-10-27T21:16:27.235Z","last_trade_at":"2026-10-27T20:10:00.002819026Z","price":11.14,"iv_pct":81.01350320692913,"implied_move_pct":19.941098755497865,"put_call_skew_pp":-53.226540077918486,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"0713db11f2f9edc5b37bd918c64dd1aadb2ee301d3f86a8e20e28ac7164a2319"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:15.409000+00:00","captured_at":"2026-10-28T22:39:33.399Z","last_trade_at":"2026-10-28T22:30:00.002507408Z","price":11,"iv_pct":140.01516546553,"implied_move_pct":26.64746697649303,"put_call_skew_pp":-206.72126701997183,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"2b3d80c0b3f69f02342b0fd303b876cda904ebd32d49d5254a86695341a4c65c"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:41.183000+00:00","captured_at":"2026-10-30T01:16:42.505Z","last_trade_at":"2026-10-29T23:00:00.002689535Z","price":11.29,"iv_pct":60.987588482180065,"implied_move_pct":15.607196160661596,"put_call_skew_pp":-28.11782058107606,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"3e1bec9779e6d24e757631905e403514990570e80d953c2441f3e23e981a4dd1"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:17.599000+00:00","captured_at":"2026-10-31T00:01:10.203Z","last_trade_at":"2026-10-30T23:00:00.003531894Z","price":11.76,"iv_pct":66.99168095551885,"implied_move_pct":15.035708688766308,"put_call_skew_pp":-151.67888106672473,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"c142dc488d871347711493a61d0be9296a90de11e2fbb8435d6da7d90212ac11"},{"symbol":"CNH","expiry":"2026-11-20","observed_at":"2026-11-03T20:59:08.218000+00:00","captured_at":"2026-11-04T09:29:52.561Z","last_trade_at":"2026-11-04T00:36:01.778693726Z","price":11.72,"iv_pct":75.20381536446305,"implied_move_pct":15.581738428422105,"put_call_skew_pp":-4.681514309824253,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CNH","source_hash":"72af7fbb70d5437daa83c7cc0591142411c8b85a1d42b9782b54dd0d6bf14406"}],"dailyIv":[{"symbol":"CNH","date":"2026-10-26","iv_pct":64.62595162697063,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":167.2844055944056,"put_iv_pct":76.06498682476943},{"expiry":"2026-12-18","call_iv_pct":45.21215436101234,"put_iv_pct":45.27906000839278},{"expiry":"2027-01-15","call_iv_pct":47.46985321100917,"put_iv_pct":50.621637978900615},{"expiry":"2027-03-19","call_iv_pct":39.682794821277795,"put_iv_pct":45.3927202159973}],"source":"ThetaData EOD Greeks","provider_symbol":"CNH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"09fa7b08de14f973756f8420fd04e4a13119ca30a309725186e9eecc6f35e209","captured_at":"2026-10-27T16:46:16.573027+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/CNH","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":"2026-10-26","observed_at":null,"iv_pct":64.62595162697063,"put_call_skew_pp":-20.572700739911195,"implied_move_pct":24.718491553542002,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"09fa7b08de14f973756f8420fd04e4a13119ca30a309725186e9eecc6f35e209","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]}]}