{"schemaVersion":1,"symbol":"CPA","days":90,"observations":[{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:45.242000+00:00","captured_at":"2026-10-22T02:40:36.183Z","last_trade_at":"2026-10-21T23:00:00.003507851Z","price":136.14,"iv_pct":39.96919126516054,"implied_move_pct":9.209334438534047,"put_call_skew_pp":3.670843069838181,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"5ebd7f776213ffa8c1625c4128fe91851809acd6a3cc3dee15fb8b361d7cf40b"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-22T16:39:11.427000+00:00","captured_at":"2026-10-22T16:53:28.718Z","last_trade_at":"2026-10-22T16:52:22.484921379Z","price":134.85,"iv_pct":40.883941268716036,"implied_move_pct":9.279233266653,"put_call_skew_pp":-1.6659491470733756,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"f601413cfb43141365f45b451c3a882d107169c87263e14c6e0cf9cbe986bb97"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:30.742000+00:00","captured_at":"2026-10-23T01:16:09.182Z","last_trade_at":"2026-10-22T23:00:00.004040849Z","price":134.86,"iv_pct":45.262342146517234,"implied_move_pct":10.370894105747107,"put_call_skew_pp":3.010066274509804,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"de55736dc965e244d5e5ca7d7f0e525217abac014532b0068aa7bb22072f781f"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-23T15:55:07.143000+00:00","captured_at":"2026-10-23T16:01:56.140Z","last_trade_at":"2026-10-23T15:58:54.79874555Z","price":131.025,"iv_pct":44.83918192370812,"implied_move_pct":10.045948970925108,"put_call_skew_pp":4.005619958678852,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"62ac7d579f4229f67486ee0c87df289323b40f65279ffc5872d6ef8ab466ba35"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-23T19:53:16.291000+00:00","captured_at":"2026-10-24T00:51:43.001Z","last_trade_at":"2026-10-23T23:00:00.003312561Z","price":131.38,"iv_pct":44.79368118289558,"implied_move_pct":9.925479864511507,"put_call_skew_pp":-4.97134051282051,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"579934097ea687a3bfe5e11aaff8fd6072dc2f5d873f913c0211d69f837e504b"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-26T19:50:02.651000+00:00","captured_at":"2026-10-26T20:43:59.655Z","last_trade_at":"2026-10-26T20:10:00.003284006Z","price":130.01,"iv_pct":46.65915222409217,"implied_move_pct":9.845634119160248,"put_call_skew_pp":0.05248356253489961,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"31f00675e93975060de5ef98ee5ce380d9fcc652ecc6d4c733efd9aa03faef77"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-27T19:56:58.048000+00:00","captured_at":"2026-10-27T22:24:11.209Z","last_trade_at":"2026-10-27T20:10:00.004271564Z","price":132.18,"iv_pct":46.55890613298854,"implied_move_pct":9.545190911097388,"put_call_skew_pp":7.105933199892927,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"23c11c21cb79a0a57c3a2ecd551012a8dae9fae02a6e4b0f7dc51ac084bf4174"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-28T18:27:15.166000+00:00","captured_at":"2026-10-28T18:38:58.632Z","last_trade_at":"2026-10-28T18:38:34.507458765Z","price":130.69,"iv_pct":43.48687525423729,"implied_move_pct":8.869095928476971,"put_call_skew_pp":7.989639333986104,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"5d5d20c327e9e43773f2b7eec245f09517493cb65fef15d73184efeb7cfc4407"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:02.585000+00:00","captured_at":"2026-10-29T01:03:43.912Z","last_trade_at":"2026-10-28T23:00:00.002399066Z","price":129.9,"iv_pct":47.373157187852854,"implied_move_pct":9.59825422850195,"put_call_skew_pp":10.37002822709176,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"a737c2bcfbb8d133318cc12c3b49ace749bcc54d1e4e40fa8c5454462507b9cc"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.438000+00:00","captured_at":"2026-10-29T22:11:41.149Z","last_trade_at":"2026-10-29T20:10:00.002440677Z","price":131.26,"iv_pct":45.82234061961562,"implied_move_pct":9.134237157605584,"put_call_skew_pp":4.464323432343237,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"371c1d963c96f9a50e3c4b8917a8e1b061fd2736ffad8b339e8704eccee71e91"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:06.896000+00:00","captured_at":"2026-10-30T21:42:23.861Z","last_trade_at":"2026-10-30T20:10:00.002671149Z","price":128.92,"iv_pct":49.604960811829784,"implied_move_pct":9.499863858181367,"put_call_skew_pp":7.3901567824859296,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"685050972bf4141c1afbcc89a902a217fe4bd9d6280949545675eafbcbec667e"},{"symbol":"CPA","expiry":"2026-11-20","observed_at":"2026-11-02T20:55:18.240000+00:00","captured_at":"2026-11-03T08:27:04.295Z","last_trade_at":"2026-11-03T00:00:00.003726702Z","price":137.34,"iv_pct":51.065371807389894,"implied_move_pct":8.927445609653459,"put_call_skew_pp":-0.24994649723678597,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CPA","source_hash":"a5a25b18788bfbd7d7b6687d9aeaeb10217a1bba70e77cff2a309cc413302ad7"}],"dailyIv":[{"symbol":"CPA","date":"2026-10-19","iv_pct":36.064315995705826,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.12631497284717,"put_iv_pct":38.49436251920123},{"expiry":"2026-12-18","call_iv_pct":33.99176795580111,"put_iv_pct":39.428000000000004},{"expiry":"2027-01-15","call_iv_pct":29.927994100294985,"put_iv_pct":35.80620892018779},{"expiry":"2027-02-19","call_iv_pct":34.15457180500659,"put_iv_pct":37.58530769230769}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e82f70c0e773d3a62ddef6d0f49b6d9ea66d8dc41ccee5500619c724a1d893ef","captured_at":"2026-11-01T16:06:05.778611+00:00"},{"symbol":"CPA","date":"2026-10-20","iv_pct":37.11225405466582,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.17574241181296,"put_iv_pct":40.769},{"expiry":"2026-12-18","call_iv_pct":34.66452027695352,"put_iv_pct":39.37841648590022},{"expiry":"2027-01-15","call_iv_pct":33.00498320268757,"put_iv_pct":36.611020656136084},{"expiry":"2027-02-19","call_iv_pct":33.60666666666666,"put_iv_pct":36.68768273716952}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3fd0c2c22a8001f47c3a60e2380562fc0b7c72804b89d41fb4e0138d91e6bb42","captured_at":"2026-10-22T14:37:28.845436+00:00"},{"symbol":"CPA","date":"2026-10-21","iv_pct":35.99724683834736,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.797687188019964,"put_iv_pct":38.127746478873235},{"expiry":"2026-12-18","call_iv_pct":32.517976618705035,"put_iv_pct":37.49449064449065},{"expiry":"2027-01-15","call_iv_pct":31.229716386554617,"put_iv_pct":36.0282808716707},{"expiry":"2027-02-19","call_iv_pct":33.75335243553009,"put_iv_pct":37.02872408293461}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c7ad1c6403e401d5d4de0724f5b7b7b4bc08ffd6d83b357064f4e24e4c52d9ca","captured_at":"2026-10-22T14:37:27.498618+00:00"},{"symbol":"CPA","date":"2026-10-22","iv_pct":38.45899259406016,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.5546582278481,"put_iv_pct":45.95136783733827},{"expiry":"2026-12-18","call_iv_pct":32.435410714285716,"put_iv_pct":41.93888119953864},{"expiry":"2027-01-15","call_iv_pct":31.120368098159513,"put_iv_pct":39.37748663101605},{"expiry":"2027-02-19","call_iv_pct":32.629537275064266,"put_iv_pct":39.66423076923077}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6181cbc5d094508122c93f6d9ffe52ba6fdb757a344165055a0b8d6d5826fbff","captured_at":"2026-10-23T14:35:21.485946+00:00"},{"symbol":"CPA","date":"2026-10-23","iv_pct":39.08270942130129,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.50524221453287,"put_iv_pct":42.060953800298066},{"expiry":"2026-12-18","call_iv_pct":36.819622458857694,"put_iv_pct":41.31421166306695},{"expiry":"2027-01-15","call_iv_pct":32.555762004175364,"put_iv_pct":39.43796973518285},{"expiry":"2027-02-19","call_iv_pct":34.10913229018492,"put_iv_pct":38.8587812041116}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c06db6aad2851d9f75a403cd341e5f5ed1a5bb66c7d272dc10a77c97328f458f","captured_at":"2026-10-24T19:14:18.361700+00:00"},{"symbol":"CPA","date":"2026-10-26","iv_pct":39.31449037962493,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.04652173913044,"put_iv_pct":45.269316918189034},{"expiry":"2026-12-18","call_iv_pct":34.18989672977625,"put_iv_pct":41.24031284916202},{"expiry":"2027-01-15","call_iv_pct":32.77451646090535,"put_iv_pct":38.94312424607961},{"expiry":"2027-02-19","call_iv_pct":34.87743758212878,"put_iv_pct":39.17479651162791}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"af2304e316196da718e911143ed8bdde5f5705bc7f08bf4b0c3722f80bf0d2f3","captured_at":"2026-10-27T17:04:48.436709+00:00"},{"symbol":"CPA","date":"2026-10-27","iv_pct":38.80708731776588,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.865647359454854,"put_iv_pct":43.24232765011119},{"expiry":"2026-12-18","call_iv_pct":34.527605633802814,"put_iv_pct":38.2597265625},{"expiry":"2027-01-15","call_iv_pct":32.86919371727749,"put_iv_pct":38.56667458432304},{"expiry":"2027-02-19","call_iv_pct":34.85723901098901,"put_iv_pct":38.268284023668635}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c24ead1e43a336786df78e7e0d0d4098107ce0e0928bc1a5ad4925f21361fe22","captured_at":"2026-11-01T06:46:42.333163+00:00"},{"symbol":"CPA","date":"2026-10-28","iv_pct":39.430156431559844,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.36800281293952,"put_iv_pct":46.3529345531316},{"expiry":"2026-12-18","call_iv_pct":33.92160714285715,"put_iv_pct":40.6226034308779},{"expiry":"2027-01-15","call_iv_pct":32.00071856287425,"put_iv_pct":38.92465171192443},{"expiry":"2027-02-19","call_iv_pct":35.284774535809014,"put_iv_pct":39.965958702064896}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"01f811bb79f7fafdd16ac09706ab491ff167bf9df63f85290b39374bcc88f35e","captured_at":"2026-11-01T04:11:58.425291+00:00"},{"symbol":"CPA","date":"2026-10-29","iv_pct":39.0494153412544,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.708226527570794,"put_iv_pct":45.918124999999996},{"expiry":"2026-12-18","call_iv_pct":34.661877133105804,"put_iv_pct":42.36113924050633},{"expiry":"2027-01-15","call_iv_pct":32.166295928500496,"put_iv_pct":37.50375},{"expiry":"2027-02-19","call_iv_pct":34.16807228915663,"put_iv_pct":39.90783661119516}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"43e6cdb3950a05c35474683e4a9e256e8ba33d71a13e49bdc738c1b2f38ac4f1","captured_at":"2026-11-01T01:40:53.024566+00:00"},{"symbol":"CPA","date":"2026-10-30","iv_pct":40.96468222132818,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":51.515437788018424,"put_iv_pct":47.71322222222222},{"expiry":"2026-12-18","call_iv_pct":38.906513157894736,"put_iv_pct":41.382650862068964},{"expiry":"2027-01-15","call_iv_pct":33.51406852248394,"put_iv_pct":38.74901891252955},{"expiry":"2027-02-19","call_iv_pct":35.858167539267015,"put_iv_pct":40.0783787661406}],"source":"ThetaData EOD Greeks","provider_symbol":"CPA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cd22ef124fcac776eaf18c0927ddd5680ee346239d55f72e4ebf26744433e198","captured_at":"2026-10-31T23:07:59.783540+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/CPA","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":36.064315995705826,"put_call_skew_pp":3.528307574436715,"implied_move_pct":15.828619494255319,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e82f70c0e773d3a62ddef6d0f49b6d9ea66d8dc41ccee5500619c724a1d893ef","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":37.11225405466582,"put_call_skew_pp":2.4985518302712766,"implied_move_pct":16.065659311680122,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3fd0c2c22a8001f47c3a60e2380562fc0b7c72804b89d41fb4e0138d91e6bb42","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":35.99724683834736,"put_call_skew_pp":2.3451273622898725,"implied_move_pct":15.522687250727834,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c7ad1c6403e401d5d4de0724f5b7b7b4bc08ffd6d83b357064f4e24e4c52d9ca","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":38.45899259406016,"put_call_skew_pp":6.5479980304415335,"implied_move_pct":16.291226336487437,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6181cbc5d094508122c93f6d9ffe52ba6fdb757a344165055a0b8d6d5826fbff","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":39.08270942130129,"put_call_skew_pp":2.6705393587271544,"implied_move_pct":16.445970321788636,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c06db6aad2851d9f75a403cd341e5f5ed1a5bb66c7d272dc10a77c97328f458f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":39.31449037962493,"put_call_skew_pp":3.684794503279438,"implied_move_pct":16.081568906566186,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"af2304e316196da718e911143ed8bdde5f5705bc7f08bf4b0c3722f80bf0d2f3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":38.80708731776588,"put_call_skew_pp":1.5543317747696737,"implied_move_pct":15.724398982254083,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c24ead1e43a336786df78e7e0d0d4098107ce0e0928bc1a5ad4925f21361fe22","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":39.43015643155985,"put_call_skew_pp":4.072761335879724,"implied_move_pct":15.831255841556779,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"01f811bb79f7fafdd16ac09706ab491ff167bf9df63f85290b39374bcc88f35e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":39.0494153412544,"put_call_skew_pp":4.746594743341939,"implied_move_pct":15.547875006822395,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"43e6cdb3950a05c35474683e4a9e256e8ba33d71a13e49bdc738c1b2f38ac4f1","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":40.96468222132818,"put_call_skew_pp":2.032270938824306,"implied_move_pct":16.053737099675153,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cd22ef124fcac776eaf18c0927ddd5680ee346239d55f72e4ebf26744433e198","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}