{"schemaVersion":1,"symbol":"CTA","days":90,"observations":[{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-21T19:52:01.924000+00:00","captured_at":"2026-10-22T02:42:47.637Z","last_trade_at":"2026-10-22T00:00:00.07528245Z","price":29.92,"iv_pct":44.39164379828294,"implied_move_pct":10.133582483228427,"put_call_skew_pp":-10.363932412625608,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"47881a4f78586a0203dae78314d1e0c8c9b233e7604e7954d2fe4dca6e0507c8"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-22T16:43:23.335000+00:00","captured_at":"2026-10-22T16:54:03.192Z","last_trade_at":"2026-10-22T16:52:59.114431553Z","price":29.79,"iv_pct":45.57439396830216,"implied_move_pct":10.296793336268761,"put_call_skew_pp":-14.674262583704845,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"76f1db8975330a995e4894783d41ec8d8303f1d0cd008fb0061f2ff1a2e7cf49"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:03.116000+00:00","captured_at":"2026-10-23T01:16:33.977Z","last_trade_at":"2026-10-23T00:00:00.0860667Z","price":30.04,"iv_pct":44.646730745423866,"implied_move_pct":10.01697237603492,"put_call_skew_pp":-13.61104794212057,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"2118feb617f3c740782da88f9e23eff62531da966770454553baa47f394eecc3"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-23T15:58:55.518000+00:00","captured_at":"2026-10-23T16:09:43.808Z","last_trade_at":"2026-10-23T16:09:29.008824647Z","price":30.78,"iv_pct":44.669288968374545,"implied_move_pct":9.966403104365737,"put_call_skew_pp":-10.894456308976618,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"419b72d9bed4d4a8dba32cc7628e25b032d9d1a868da5cb74019af78ce464925"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.025000+00:00","captured_at":"2026-10-24T03:29:14.664Z","last_trade_at":"2026-10-24T00:00:00.077837075Z","price":30.77,"iv_pct":45.02285848155913,"implied_move_pct":9.964319009300999,"put_call_skew_pp":-11.04474817258424,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"c52a50af2baa91f21356dc77514f9e486c217288aead34b8b3c1ca89156f8a4d"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-26T19:54:58.452000+00:00","captured_at":"2026-10-26T21:16:57.949Z","last_trade_at":"2026-10-26T20:10:00.002704468Z","price":30.29,"iv_pct":41.13922511132979,"implied_move_pct":8.88280028332199,"put_call_skew_pp":-17.820491814337924,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"6f67b5cd2918ad4a797a55de875b5c4fc75d4f0df80d7da88ba2f82d72ebc6a0"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:03.976000+00:00","captured_at":"2026-10-27T22:36:28.838Z","last_trade_at":"2026-10-27T22:30:00.002572737Z","price":29.83,"iv_pct":37.62744470553287,"implied_move_pct":7.297176475423299,"put_call_skew_pp":-21.00667754493024,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"ef03a393041e571bc5255da99e19a304db9132d6f9607fd39a31b310bd2e0610"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-28T18:27:34.447000+00:00","captured_at":"2026-10-28T18:41:32.682Z","last_trade_at":"2026-10-28T18:40:34.074966551Z","price":30.26,"iv_pct":43.13851434866948,"implied_move_pct":8.957399555016003,"put_call_skew_pp":-53.747854753866655,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"4e935419015bf621cd9a40293e7f010b589c0220e72a041fd1fe102e6487f145"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:01.477000+00:00","captured_at":"2026-10-29T01:48:00.855Z","last_trade_at":"2026-10-29T00:00:00.064285948Z","price":30.16,"iv_pct":48.48558887187662,"implied_move_pct":9.533265858234532,"put_call_skew_pp":-20.077866701140678,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"1c7cc1ed5405fae7095e22f1c29dc03c94fa06a9fe12881c8dcac65fb5b4f78f"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:05.681000+00:00","captured_at":"2026-10-29T22:32:01.666Z","last_trade_at":"2026-10-29T22:30:00.002864097Z","price":29.95,"iv_pct":49.55885978168075,"implied_move_pct":9.690475553734501,"put_call_skew_pp":-19.209020210908378,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"68b8598526601e423c40c3ef2d5139779e6454e08d64909b6dd14bb07c7b84ed"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:04.286000+00:00","captured_at":"2026-10-30T21:54:34.673Z","last_trade_at":"2026-10-30T21:47:47.363503371Z","price":30.06,"iv_pct":47.789721122736935,"implied_move_pct":9.353052051938953,"put_call_skew_pp":-20.96478569535487,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"3b83563a5a0952f229180b34b7a8206a824579b797be5edf921933e7a0c3c045"},{"symbol":"CTA","expiry":"2026-11-20","observed_at":"2026-11-04T14:30:07.952000+00:00","captured_at":"2026-11-04T14:41:31.278Z","last_trade_at":"2026-11-04T14:39:18.093203693Z","price":27.66,"iv_pct":40.72080457983546,"implied_move_pct":6.937326075841973,"put_call_skew_pp":-1.5265471561891952,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CTA","source_hash":"b6ed27bc069ce25e76b98b3dbff82f0493df7206fda47a14eba7681ff57b002c"}],"dailyIv":[{"symbol":"CTA","date":"2026-10-19","iv_pct":40.43581843166662,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.92766415500539,"put_iv_pct":41.234118616144976},{"expiry":"2026-12-18","call_iv_pct":41.04963855421687,"put_iv_pct":39.79926658905705},{"expiry":"2027-03-19","call_iv_pct":41.61876221498371,"put_iv_pct":40.03720077220077},{"expiry":"2027-06-17","call_iv_pct":28.95,"put_iv_pct":46.86989655172414}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"83a9ee4a77b56247b0802ea29792ad1b3e0034df4b84ce221e6635c38fd89d0b","captured_at":"2026-11-01T16:08:34.823912+00:00"},{"symbol":"CTA","date":"2026-10-20","iv_pct":39.73324470845946,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.02101075268817,"put_iv_pct":44.519958298582154},{"expiry":"2026-12-18","call_iv_pct":39.384578313253016,"put_iv_pct":39.58686600221484},{"expiry":"2027-03-19","call_iv_pct":42.96980487804878,"put_iv_pct":37.52458015267175},{"expiry":"2027-06-17","call_iv_pct":31.477916666666665,"put_iv_pct":41.38124260355029}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"595072abb61f3b5d847eb52150b9c6ec1d48156556ee1f3497122a563df7f1dc","captured_at":"2026-10-22T14:55:23.466008+00:00"},{"symbol":"CTA","date":"2026-10-21","iv_pct":40.825373499595344,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.29489795918368,"put_iv_pct":44.015988323603},{"expiry":"2026-12-18","call_iv_pct":41.642785515320334,"put_iv_pct":40.247110633727175},{"expiry":"2027-03-19","call_iv_pct":43.5010197368421,"put_iv_pct":39.08044967880085},{"expiry":"2027-06-17","call_iv_pct":31.615679758308158,"put_iv_pct":42.20505639097744}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"08cd01234adbef38e2e7ef2da773b081cc180e567c06ce4ddc2a5f2a63845184","captured_at":"2026-10-22T14:55:22.155312+00:00"},{"symbol":"CTA","date":"2026-10-22","iv_pct":40.42722147144775,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.59125,"put_iv_pct":44.32154506437768},{"expiry":"2026-12-18","call_iv_pct":40.93670682730923,"put_iv_pct":40.138},{"expiry":"2027-03-19","call_iv_pct":42.71177924217463,"put_iv_pct":37.666363636363634},{"expiry":"2027-06-17","call_iv_pct":31.049709090909094,"put_iv_pct":42.00241791044776}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"fb899dfd71855d056195dbc668af641118907cad40dc4ed60124c5da6f6f5706","captured_at":"2026-10-23T14:53:18.263770+00:00"},{"symbol":"CTA","date":"2026-10-23","iv_pct":42.046615690486966,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.939951807228915,"put_iv_pct":45.62068745003997},{"expiry":"2026-12-18","call_iv_pct":40.00542691751085,"put_iv_pct":48.171982182628064},{"expiry":"2027-03-19","call_iv_pct":36.06403846153846,"put_iv_pct":42.415415676959626},{"expiry":"2027-06-17","call_iv_pct":31.90083969465649,"put_iv_pct":48.254583333333336}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"e9da64dd0a09172c0f8967dbb7b4e0a5ba17b5389b27b0a8dcc54697071c4a66","captured_at":"2026-10-24T19:55:08.571651+00:00"},{"symbol":"CTA","date":"2026-10-26","iv_pct":42.689924001208155,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":56.957,"put_iv_pct":44.56410169491526},{"expiry":"2026-12-18","call_iv_pct":42.399913366336634,"put_iv_pct":39.44338983050847},{"expiry":"2027-03-19","call_iv_pct":40.758298217179906,"put_iv_pct":36.369122486288845},{"expiry":"2027-06-17","call_iv_pct":35.61931558935362,"put_iv_pct":45.408250825082504}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"26d2298759738369490fdaa180465e20b2f878c490e3915f4633c34369221373","captured_at":"2026-10-27T17:27:31.482438+00:00"},{"symbol":"CTA","date":"2026-10-27","iv_pct":39.2062800998596,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.824618705035974,"put_iv_pct":24.739575660528413},{"expiry":"2026-12-18","call_iv_pct":42.76195435092725,"put_iv_pct":38.34946277097078},{"expiry":"2027-03-19","call_iv_pct":42.40696842105263,"put_iv_pct":35.9287358184765},{"expiry":"2027-06-17","call_iv_pct":35.2120796460177,"put_iv_pct":43.426845425867505}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b76b45d612263f6913f15461c41a2a9b1c6002073bad941c3bfb829fda1de5fb","captured_at":"2026-11-01T06:49:12.656135+00:00"},{"symbol":"CTA","date":"2026-10-28","iv_pct":41.84504002318361,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.232134433962266,"put_iv_pct":45.36790243902439},{"expiry":"2026-12-18","call_iv_pct":45.68390835579515,"put_iv_pct":41.69402918069585},{"expiry":"2027-03-19","call_iv_pct":42.20345454545454,"put_iv_pct":36.95421052631579},{"expiry":"2027-06-17","call_iv_pct":30.25615969581749,"put_iv_pct":38.36852100840337}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b3909b10b6ce2cb51861c211a5e242ee89039675958885fdc2180de93f058255","captured_at":"2026-11-01T04:14:08.817579+00:00"},{"symbol":"CTA","date":"2026-10-29","iv_pct":43.90506216087257,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.16525170068028,"put_iv_pct":49.528111587982835},{"expiry":"2026-12-18","call_iv_pct":43.40390402075227,"put_iv_pct":48.51534113060428},{"expiry":"2027-03-19","call_iv_pct":42.179702380952385,"put_iv_pct":43.09353876739563},{"expiry":"2027-06-17","call_iv_pct":29.756778846153846,"put_iv_pct":45.597868852459015}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"6903809ed6dfd8188d8798ddb4e8b9bec81257947d67ebca671d0925cd1e80d0","captured_at":"2026-11-01T01:43:21.326180+00:00"},{"symbol":"CTA","date":"2026-10-30","iv_pct":43.7647798490863,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":55.20903765690376,"put_iv_pct":47.313370786516856},{"expiry":"2026-12-18","call_iv_pct":46.58673819742489,"put_iv_pct":41.05102040816327},{"expiry":"2027-03-19","call_iv_pct":41.838440748440746,"put_iv_pct":39.28096336499321},{"expiry":"2027-06-17","call_iv_pct":36.94382892057027,"put_iv_pct":41.894838709677416}],"source":"ThetaData EOD Greeks","provider_symbol":"CTA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"c2c70073d8934ccbe7c7ad368cdd9108ca2ddead96029823c573d0c31ff7dfe2","captured_at":"2026-10-31T23:10:22.283785+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/CTA","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":40.43581843166661,"put_call_skew_pp":3.098604401230241,"implied_move_pct":21.50828529220122,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"83a9ee4a77b56247b0802ea29792ad1b3e0034df4b84ce221e6635c38fd89d0b","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":39.733244708459466,"put_call_skew_pp":2.0398341115906025,"implied_move_pct":20.913067668588116,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"595072abb61f3b5d847eb52150b9c6ec1d48156556ee1f3497122a563df7f1dc","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":40.825373499595344,"put_call_skew_pp":1.1235555143635478,"implied_move_pct":21.300180307860106,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"08cd01234adbef38e2e7ef2da773b081cc180e567c06ce4ddc2a5f2a63845184","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":40.42722147144775,"put_call_skew_pp":1.2097203626990298,"implied_move_pct":20.90196885110206,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fb899dfd71855d056195dbc668af641118907cad40dc4ed60124c5da6f6f5706","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":42.04661569048697,"put_call_skew_pp":8.138102940506572,"implied_move_pct":21.70981445676931,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e9da64dd0a09172c0f8967dbb7b4e0a5ba17b5389b27b0a8dcc54697071c4a66","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":42.689924001208155,"put_call_skew_pp":-2.4874155840187697,"implied_move_pct":21.377466999501728,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"26d2298759738369490fdaa180465e20b2f878c490e3915f4633c34369221373","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":39.2062800998596,"put_call_skew_pp":-7.19025036179759,"implied_move_pct":20.224849260606653,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b76b45d612263f6913f15461c41a2a9b1c6002073bad941c3bfb829fda1de5fb","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":41.84504002318361,"put_call_skew_pp":-2.4977484691475107,"implied_move_pct":20.211641690179775,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b3909b10b6ce2cb51861c211a5e242ee89039675958885fdc2180de93f058255","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":43.90506216087256,"put_call_skew_pp":5.557305847475743,"implied_move_pct":21.392438494754614,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6903809ed6dfd8188d8798ddb4e8b9bec81257947d67ebca671d0925cd1e80d0","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":43.7647798490863,"put_call_skew_pp":-2.759463063497229,"implied_move_pct":21.183213099424062,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c2c70073d8934ccbe7c7ad368cdd9108ca2ddead96029823c573d0c31ff7dfe2","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}