{"schemaVersion":1,"symbol":"DFGR","days":90,"observations":[{"symbol":"DFGR","expiry":"2026-11-20","observed_at":"2026-10-21T19:51:11.006000+00:00","captured_at":"2026-10-22T03:58:03.033Z","last_trade_at":"2026-10-22T00:00:00.073988706Z","price":27.4,"iv_pct":30.077528110651397,"implied_move_pct":6.71258578405334,"put_call_skew_pp":-11.119393543557333,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFGR","source_hash":"42a3f812df6bf41f6a2c046904aa513adc0249e043ecdea60c13532f41c984d7"},{"symbol":"DFGR","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:14.879000+00:00","captured_at":"2026-10-22T20:08:26.960Z","last_trade_at":"2026-10-22T20:00:00.388719539Z","price":27.675,"iv_pct":29.571812077210158,"implied_move_pct":6.628009572549766,"put_call_skew_pp":-10.223013269909774,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFGR","source_hash":"df7d89b287ef814940cee12c02fef02e1297af99f27c4e4ad850093fa28b3253"},{"symbol":"DFGR","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:49.539000+00:00","captured_at":"2026-10-26T13:41:26.384Z","last_trade_at":"2026-10-26T13:41:26.083840298Z","price":27.91,"iv_pct":30.031494502432448,"implied_move_pct":6.291172968417158,"put_call_skew_pp":-8.58361530105144,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFGR","source_hash":"31477d9a28f15c518f5cb0185d0332076cfed33be50b7d03e816efd5d9cf7622"},{"symbol":"DFGR","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:06.162000+00:00","captured_at":"2026-10-27T02:53:40.820Z","last_trade_at":"2026-10-27T00:00:00.080134713Z","price":27.87,"iv_pct":29.48173481289919,"implied_move_pct":6.103444196807388,"put_call_skew_pp":-8.750922628053647,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFGR","source_hash":"b726f53ffb850df8d44914ac67a8abc9024fa6ded4c0bc50779252b617f9cbc0"},{"symbol":"DFGR","expiry":"2026-11-20","observed_at":"2026-10-28T13:30:35.141000+00:00","captured_at":"2026-10-28T13:34:42.046Z","last_trade_at":"2026-10-28T13:34:36.682926661Z","price":27.49,"iv_pct":32.39169426163927,"implied_move_pct":6.460586809502251,"put_call_skew_pp":-10.457167126299439,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFGR","source_hash":"2d95ac62cd95ea45118c084fadc89dc5dbcc829940845ab3cea66c6bfd634fd3"},{"symbol":"DFGR","expiry":"2026-11-20","observed_at":"2026-10-29T13:31:03.822000+00:00","captured_at":"2026-10-29T13:41:32.183Z","last_trade_at":"2026-10-29T13:41:30.309062818Z","price":27.95,"iv_pct":31.588225128003945,"implied_move_pct":6.199042262770406,"put_call_skew_pp":-9.085618277619512,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFGR","source_hash":"fcb21bda793a81aea3a1b187514b170200c3344f3e7ab3e9ccd00a1127545a94"},{"symbol":"DFGR","expiry":"2026-11-20","observed_at":"2026-10-30T16:46:21.218000+00:00","captured_at":"2026-10-30T16:46:56.142Z","last_trade_at":"2026-10-30T16:46:17.261867049Z","price":28.15,"iv_pct":33.669084835830475,"implied_move_pct":7.123720713320105,"put_call_skew_pp":-9.047086184820675,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFGR","source_hash":"94a78a0a2bc9eaea819da2a20401870b074eb8d741b2ceb07caf8b8d59683662"},{"symbol":"DFGR","expiry":"2026-11-20","observed_at":"2026-11-02T14:30:37.721000+00:00","captured_at":"2026-11-02T14:37:22.265Z","last_trade_at":"2026-11-02T14:37:00.664095484Z","price":28.15,"iv_pct":34.683142842919366,"implied_move_pct":6.156718622886536,"put_call_skew_pp":-11.42418045048591,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFGR","source_hash":"a2771eae4048bd2ec236aae8f178401eb8e223173184b5cb8979447f786d4e94"}],"dailyIv":[{"symbol":"DFGR","date":"2026-10-19","iv_pct":29.01815253837789,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.60636879432624,"put_iv_pct":27.636390506045682},{"expiry":"2026-12-18","call_iv_pct":27.02297297297297,"put_iv_pct":26.516922051965352},{"expiry":"2027-01-15","call_iv_pct":26.40300641613199,"put_iv_pct":25.795124172185428},{"expiry":"2027-04-16","call_iv_pct":37.59105263157895,"put_iv_pct":29.573382761816497}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7ff387ea64a202cfb664e8225fb66f5b9d39a1cc3c99792d2dc78e9914fae363","captured_at":"2026-11-01T16:11:35.999904+00:00"},{"symbol":"DFGR","date":"2026-10-20","iv_pct":28.388608142102342,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.962042491549976,"put_iv_pct":29.81050550874919},{"expiry":"2026-12-18","call_iv_pct":25.101100917431197,"put_iv_pct":27.498729889923794},{"expiry":"2027-01-15","call_iv_pct":23.882159827213826,"put_iv_pct":26.16136294027565},{"expiry":"2027-04-16","call_iv_pct":37.67238979118329,"put_iv_pct":29.020573770491808}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"dca02933b8b2a17a968030d49ef04e47f390451be94dbd71e7cf4cd70d8e5df8","captured_at":"2026-10-22T15:23:29.964489+00:00"},{"symbol":"DFGR","date":"2026-10-21","iv_pct":28.632429863676446,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.310528905289054,"put_iv_pct":28.371459854014603},{"expiry":"2026-12-18","call_iv_pct":26.9364347826087,"put_iv_pct":25.98306579898771},{"expiry":"2027-01-15","call_iv_pct":25.601803143093466,"put_iv_pct":24.802994746059543},{"expiry":"2027-04-16","call_iv_pct":36.9499154334038,"put_iv_pct":29.103236245954694}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"90226539fdc610418d623de8675adee027e827e8cfc50a0d5f4aa82b88c825e5","captured_at":"2026-10-22T15:23:28.384256+00:00"},{"symbol":"DFGR","date":"2026-10-22","iv_pct":28.514295598605543,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":29.14293706293706,"put_iv_pct":29.99651707970529},{"expiry":"2026-12-18","call_iv_pct":25.717681159420287,"put_iv_pct":27.85008042895442},{"expiry":"2027-01-15","call_iv_pct":24.248132911392407,"put_iv_pct":26.109684210526314},{"expiry":"2027-04-16","call_iv_pct":36.201960297766746,"put_iv_pct":28.847371638141812}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"bebd89a4b54a9f066c1a52598b00bdd6d5a73106c805500dd05465c9a02b255d","captured_at":"2026-10-23T15:22:18.194815+00:00"},{"symbol":"DFGR","date":"2026-10-23","iv_pct":29.21161212102377,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":29.96425598335068,"put_iv_pct":30.507681660899657},{"expiry":"2026-12-18","call_iv_pct":27.12442713107241,"put_iv_pct":27.8984498094028},{"expiry":"2027-01-15","call_iv_pct":25.306706586826344,"put_iv_pct":26.603720742534303},{"expiry":"2027-04-16","call_iv_pct":37.48154394299287,"put_iv_pct":28.80611111111111}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ca9bb5bb9ed07542583d40def60c75962556d4634c676a634e514fa14ff382f3","captured_at":"2026-10-24T21:08:18.507039+00:00"},{"symbol":"DFGR","date":"2026-10-26","iv_pct":27.474937993632985,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":30.510410534469408,"put_iv_pct":28.080694656488554},{"expiry":"2026-12-18","call_iv_pct":24.835434782608694,"put_iv_pct":25.940712682379353},{"expiry":"2027-01-15","call_iv_pct":23.558059299191374,"put_iv_pct":24.798055555555557},{"expiry":"2027-04-16","call_iv_pct":33.324176706827316,"put_iv_pct":28.751959731543625}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"81bdde0e5171bf5de202c356d6ab4dfd7b2daf8967906c9e5446d976d57bb90b","captured_at":"2026-10-27T18:05:39.287561+00:00"},{"symbol":"DFGR","date":"2026-10-27","iv_pct":27.804814895046515,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.13519765739385,"put_iv_pct":29.759592592592586},{"expiry":"2026-12-18","call_iv_pct":24.776110787172012,"put_iv_pct":26.284856},{"expiry":"2027-01-15","call_iv_pct":23.34440579710145,"put_iv_pct":24.467530695770805},{"expiry":"2027-04-16","call_iv_pct":33.44441379310344,"put_iv_pct":29.226411837237983}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7700831e2f3d01ffdff501a813b97554417daa5d4922adfcc145e3283dcfa231","captured_at":"2026-11-01T06:53:00.025989+00:00"},{"symbol":"DFGR","date":"2026-10-28","iv_pct":28.050122382528073,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":30.724600301659123,"put_iv_pct":32.078571428571436},{"expiry":"2026-12-18","call_iv_pct":24.557806301050174,"put_iv_pct":26.872851824274008},{"expiry":"2027-01-15","call_iv_pct":23.310745967741937,"put_iv_pct":24.348488271068636},{"expiry":"2027-04-16","call_iv_pct":32.70310225303293,"put_iv_pct":29.804812712826333}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"efc00a8b2db91516e8ee40a723e6cf7d4b9728268de042d1130acbaf6d351259","captured_at":"2026-11-01T04:17:42.176284+00:00"},{"symbol":"DFGR","date":"2026-10-29","iv_pct":27.702138873314297,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.375085324232078,"put_iv_pct":30.59026981450253},{"expiry":"2026-12-18","call_iv_pct":25.12265917602996,"put_iv_pct":25.7680847145488},{"expiry":"2027-01-15","call_iv_pct":23.051353996737358,"put_iv_pct":24.360697151424286},{"expiry":"2027-04-16","call_iv_pct":32.337757936507934,"put_iv_pct":29.01120287253142}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5167f26d74435e287f6400ce6a700c5e2e21dea9eac75cf4e1878d2f97fac1ba","captured_at":"2026-11-01T01:46:59.461962+00:00"},{"symbol":"DFGR","date":"2026-10-30","iv_pct":28.344496028627567,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.37079945799458,"put_iv_pct":31.20069184890656},{"expiry":"2026-12-18","call_iv_pct":25.798460377358488,"put_iv_pct":26.350379371665678},{"expiry":"2027-01-15","call_iv_pct":23.376038961038965,"put_iv_pct":24.460043763676147},{"expiry":"2027-04-16","call_iv_pct":32.627101449275365,"put_iv_pct":29.572452999104748}],"source":"ThetaData EOD Greeks","provider_symbol":"DFGR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8202d8b29b595165428991385960ddbaf8f88451e503fc97e6b8e936d46a299a","captured_at":"2026-10-31T23:14:27.380656+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/DFGR","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":29.018152538377887,"put_call_skew_pp":-3.275395330749297,"implied_move_pct":13.984413884162677,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7ff387ea64a202cfb664e8225fb66f5b9d39a1cc3c99792d2dc78e9914fae363","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":28.388608142102342,"put_call_skew_pp":-0.5316302294844615,"implied_move_pct":13.619151450608324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"dca02933b8b2a17a968030d49ef04e47f390451be94dbd71e7cf4cd70d8e5df8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":28.632429863676442,"put_call_skew_pp":-3.1344814048446183,"implied_move_pct":13.579048635014274,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"90226539fdc610418d623de8675adee027e827e8cfc50a0d5f4aa82b88c825e5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":28.514295598605543,"put_call_skew_pp":-0.6267645185471657,"implied_move_pct":13.409170434892069,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bebd89a4b54a9f066c1a52598b00bdd6d5a73106c805500dd05465c9a02b255d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":29.21161212102377,"put_call_skew_pp":-1.5152425800736085,"implied_move_pct":13.633214824868313,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ca9bb5bb9ed07542583d40def60c75962556d4634c676a634e514fa14ff382f3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":27.474937993632985,"put_call_skew_pp":-1.1641646742824259,"implied_move_pct":12.505140255972115,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"81bdde0e5171bf5de202c356d6ab4dfd7b2daf8967906c9e5446d976d57bb90b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":27.804814895046515,"put_call_skew_pp":-0.7404342272923454,"implied_move_pct":12.516659185253344,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7700831e2f3d01ffdff501a813b97554417daa5d4922adfcc145e3283dcfa231","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":28.050122382528073,"put_call_skew_pp":0.4521173533140619,"implied_move_pct":12.473434525364471,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"efc00a8b2db91516e8ee40a723e6cf7d4b9728268de042d1130acbaf6d351259","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":27.702138873314297,"put_call_skew_pp":-0.5391504701250733,"implied_move_pct":12.209678184139845,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5167f26d74435e287f6400ce6a700c5e2e21dea9eac75cf4e1878d2f97fac1ba","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":28.344496028627567,"put_call_skew_pp":-0.8972080655785666,"implied_move_pct":12.34140732406934,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8202d8b29b595165428991385960ddbaf8f88451e503fc97e6b8e936d46a299a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}