{"schemaVersion":1,"symbol":"DRUP","days":90,"observations":[{"symbol":"DRUP","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:03.457000+00:00","captured_at":"2026-10-22T20:08:44.288Z","last_trade_at":"2026-10-22T20:00:00.179207552Z","price":71.1923,"iv_pct":23.134358316826187,"implied_move_pct":5.262324673475619,"put_call_skew_pp":2.447264305696523,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRUP","source_hash":"664902943b3856aa9d94f78f121a593d4dec81893d9015ceca087b4310aafc92"},{"symbol":"DRUP","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:03.426000+00:00","captured_at":"2026-10-23T20:00:39.178Z","last_trade_at":"2026-10-23T20:00:00.189581098Z","price":71.7023,"iv_pct":24.507339949447378,"implied_move_pct":5.499017496133476,"put_call_skew_pp":3.3554509160950987,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRUP","source_hash":"c0ca5b302c380000c9ff48facdd3b30552c680a2b3a26de00fb4b5c2d7579b9b"},{"symbol":"DRUP","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.892000+00:00","captured_at":"2026-10-27T00:14:26.617Z","last_trade_at":"2026-10-27T00:00:00.126174129Z","price":72.0158,"iv_pct":25.400232967487945,"implied_move_pct":5.3394426597875375,"put_call_skew_pp":2.7474018390186594,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRUP","source_hash":"1109b0071917d57e58097af5f85851eb534df0531832144ce5bb5985720de913"},{"symbol":"DRUP","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:06.065000+00:00","captured_at":"2026-10-27T20:04:34.894Z","last_trade_at":"2026-10-27T20:00:00.182800979Z","price":72.2513,"iv_pct":24.321942641154905,"implied_move_pct":5.008766627814648,"put_call_skew_pp":2.5432469664651904,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRUP","source_hash":"961476853c0d5d6aa7628e5e21edaac9856873098add48d4f6c1f192244f7af4"},{"symbol":"DRUP","expiry":"2026-11-20","observed_at":"2026-10-28T19:54:33.598000+00:00","captured_at":"2026-10-28T22:36:53.413Z","last_trade_at":"2026-10-28T22:30:00.00333336Z","price":71.9929,"iv_pct":24.672722448716883,"implied_move_pct":4.944955166433303,"put_call_skew_pp":1.983699368834857,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRUP","source_hash":"d7e9edff2a61d5fc6df90e2f63c94747b76478f4b171de901fede44fbf2061c5"},{"symbol":"DRUP","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:06.760000+00:00","captured_at":"2026-10-30T00:53:37.773Z","last_trade_at":"2026-10-30T00:00:00.082960836Z","price":70.73,"iv_pct":24.171946568374246,"implied_move_pct":4.748426458374758,"put_call_skew_pp":1.367020174177086,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRUP","source_hash":"0e8a25c69b1f5cdf8df58e03fc30cd7e0bcd275ceac0913d6377d759a6c6e5a1"},{"symbol":"DRUP","expiry":"2026-11-20","observed_at":"2026-10-30T19:54:19.868000+00:00","captured_at":"2026-10-30T23:47:43.547Z","last_trade_at":"2026-10-30T22:30:00.003294576Z","price":68.84,"iv_pct":27.816332245598574,"implied_move_pct":5.289197832224795,"put_call_skew_pp":0.10858646545126027,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRUP","source_hash":"b47e89e786a5d535d087c030c08b91bd3120f4e95b530fcb0c6a83171dfd8321"},{"symbol":"DRUP","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:03.786000+00:00","captured_at":"2026-11-04T08:29:42.821Z","last_trade_at":"2026-11-04T01:00:00.14756457Z","price":68.3304,"iv_pct":30.185108589428484,"implied_move_pct":5.102199708508032,"put_call_skew_pp":0.5296002674416767,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRUP","source_hash":"18c95afcc26ac55c4d7177c325c1373e8f31e0dadd873ad91b9aa8429b7e32bc"}],"dailyIv":[{"symbol":"DRUP","date":"2026-10-19","iv_pct":21.95929247817483,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.503875147232037,"put_iv_pct":22.079342560553634},{"expiry":"2026-12-18","call_iv_pct":20.296253687315634,"put_iv_pct":21.208006182380217},{"expiry":"2027-03-19","call_iv_pct":22.745733695652174,"put_iv_pct":21.987171215880892},{"expiry":"2027-06-17","call_iv_pct":24.299388646288207,"put_iv_pct":21.554568690095845}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"665a0161d10f1fe7f35f565bf0d2eaddec00380ba1db06023efce99a66bd2faf","captured_at":"2026-11-01T16:14:06.751269+00:00"},{"symbol":"DRUP","date":"2026-10-20","iv_pct":22.852288636912988,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.38968609865471,"put_iv_pct":24.309351145038168},{"expiry":"2026-12-18","call_iv_pct":20.506216216216217,"put_iv_pct":22.891243243243242},{"expiry":"2027-03-19","call_iv_pct":22.67871382636656,"put_iv_pct":22.400684210526315},{"expiry":"2027-06-17","call_iv_pct":24.375619834710744,"put_iv_pct":24.266794520547943}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"32ba36cee3547c3e4ea7230249485257a9280279e792783e681f03c95725956e","captured_at":"2026-11-01T14:06:32.132663+00:00"},{"symbol":"DRUP","date":"2026-10-21","iv_pct":23.28039966052239,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":29.315762711864412,"put_iv_pct":23.642469135802468},{"expiry":"2026-12-18","call_iv_pct":19.53528818443804,"put_iv_pct":22.604382207578254},{"expiry":"2027-03-19","call_iv_pct":22.37543103448276,"put_iv_pct":22.143592233009706},{"expiry":"2027-06-17","call_iv_pct":24.01,"put_iv_pct":22.616271777003487}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"4dcd794b992bdee150d7fd8893fe747d76f0104552877eaa34da40de517591c4","captured_at":"2026-10-23T15:50:48.047293+00:00"},{"symbol":"DRUP","date":"2026-10-22","iv_pct":22.857555306876982,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.927801578354003,"put_iv_pct":24.28231901840491},{"expiry":"2026-12-18","call_iv_pct":21.450184899845915,"put_iv_pct":22.955384615384617},{"expiry":"2027-03-19","call_iv_pct":23.482580645161292,"put_iv_pct":22.61927461139896},{"expiry":"2027-06-17","call_iv_pct":24.83513392857143,"put_iv_pct":21.307763157894737}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"33df8fb65fc10c648f01bdea14321c17c8d50cb09340f6836ffb8ee5003df2f2","captured_at":"2026-10-23T15:50:46.534711+00:00"},{"symbol":"DRUP","date":"2026-10-23","iv_pct":24.002343260168512,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.061777777777777,"put_iv_pct":27.930997109826595},{"expiry":"2026-12-18","call_iv_pct":20.667435897435897,"put_iv_pct":26.110091074681236},{"expiry":"2027-03-19","call_iv_pct":23.893622047244094,"put_iv_pct":23.997692307692308},{"expiry":"2027-06-17","call_iv_pct":24.420746887966803,"put_iv_pct":23.9363829787234}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d6314f342732e300acd4006108017321913b4df9b3bade645747e1d732ce3fc7","captured_at":"2026-10-24T21:44:41.902117+00:00"},{"symbol":"DRUP","date":"2026-10-26","iv_pct":31.53822768174761,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.979102402022757,"put_iv_pct":44.013222591362144},{"expiry":"2026-12-18","call_iv_pct":51.70915966386554,"put_iv_pct":29.960187793427238},{"expiry":"2027-03-19","call_iv_pct":25.837024221453287,"put_iv_pct":23.852958115183245},{"expiry":"2027-06-17","call_iv_pct":27.436666666666664,"put_iv_pct":24.517500000000002}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"6329c8eaed79c499d57ed4b79e79e0478d4418cb6c833c5f8304e5633b87f06a","captured_at":"2026-10-27T18:40:03.421202+00:00"},{"symbol":"DRUP","date":"2026-10-27","iv_pct":23.98266528287854,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.62587485515643,"put_iv_pct":25.467602820211514},{"expiry":"2026-12-18","call_iv_pct":22.142674772036475,"put_iv_pct":23.608966074313408},{"expiry":"2027-03-19","call_iv_pct":25.33410958904109,"put_iv_pct":23.741172069825435},{"expiry":"2027-06-17","call_iv_pct":24.655286343612335,"put_iv_pct":22.285635738831612}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"7163d501922b0ea86ff3b20451f494caaae0e3560a4eb29a88b70af087f005f9","captured_at":"2026-11-01T06:56:15.591087+00:00"},{"symbol":"DRUP","date":"2026-10-28","iv_pct":24.290504102525627,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":26.20676923076923,"put_iv_pct":25.455114754098357},{"expiry":"2026-12-18","call_iv_pct":22.790266040688575,"put_iv_pct":22.48095890410959},{"expiry":"2027-03-19","call_iv_pct":25.73303225806452,"put_iv_pct":23.971465968586386},{"expiry":"2027-06-17","call_iv_pct":25.1244776119403,"put_iv_pct":22.561948051948054}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"6d8281b258a84f4f261cbc123f08f558e730c1849147aad8cfce0681bc56034c","captured_at":"2026-11-01T04:20:56.964834+00:00"},{"symbol":"DRUP","date":"2026-10-29","iv_pct":23.908588568594844,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":23.13907766990291,"put_iv_pct":25.187489177489176},{"expiry":"2026-12-18","call_iv_pct":22.540803149606297,"put_iv_pct":23.882067901234567},{"expiry":"2027-03-19","call_iv_pct":25.21676737160121,"put_iv_pct":23.723465346534653},{"expiry":"2027-06-17","call_iv_pct":25.672968750000003,"put_iv_pct":21.90606918238994}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"11c1fe37e51abe73513686fd1937168f4e74f8cf7a0636d2c0dfeff0ac4c54ca","captured_at":"2026-11-01T01:50:07.497605+00:00"},{"symbol":"DRUP","date":"2026-10-30","iv_pct":24.465034128251812,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.691005025125627,"put_iv_pct":24.298859245630176},{"expiry":"2026-12-18","call_iv_pct":23.11824175824176,"put_iv_pct":23.403093525179855},{"expiry":"2027-03-19","call_iv_pct":26.829339622641506,"put_iv_pct":23.585592417061612},{"expiry":"2027-06-17","call_iv_pct":25.947857142857146,"put_iv_pct":20.84628428927681}],"source":"ThetaData EOD Greeks","provider_symbol":"DRUP","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"111c61e1eb8ad42627a9f8e46f97ec73630d22c8af4473bfaf26a08d21063bed","captured_at":"2026-10-31T23:17:35.390637+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/DRUP","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":21.95929247817483,"put_call_skew_pp":-0.504040631894366,"implied_move_pct":11.966388597386896,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"665a0161d10f1fe7f35f565bf0d2eaddec00380ba1db06023efce99a66bd2faf","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":22.852288636912988,"put_call_skew_pp":1.229459285851859,"implied_move_pct":12.384263852572808,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"32ba36cee3547c3e4ea7230249485257a9280279e792783e681f03c95725956e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":23.28039966052239,"put_call_skew_pp":-1.0574416443478247,"implied_move_pct":12.265111944628748,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4dcd794b992bdee150d7fd8893fe747d76f0104552877eaa34da40de517591c4","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":22.857555306876982,"put_call_skew_pp":-0.13273991221235448,"implied_move_pct":12.14460920632028,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"33df8fb65fc10c648f01bdea14321c17c8d50cb09340f6836ffb8ee5003df2f2","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":24.002343260168512,"put_call_skew_pp":2.982895215124741,"implied_move_pct":12.65203366846064,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d6314f342732e300acd4006108017321913b4df9b3bade645747e1d732ce3fc7","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":31.538227681747607,"put_call_skew_pp":-1.9045211135089044,"implied_move_pct":15.243095483727721,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6329c8eaed79c499d57ed4b79e79e0478d4418cb6c833c5f8304e5633b87f06a","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":23.982665282878536,"put_call_skew_pp":-0.4136422141660905,"implied_move_pct":12.287773891151623,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7163d501922b0ea86ff3b20451f494caaae0e3560a4eb29a88b70af087f005f9","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":24.290504102525624,"put_call_skew_pp":-1.3462643656800592,"implied_move_pct":12.35968452521281,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6d8281b258a84f4f261cbc123f08f558e730c1849147aad8cfce0681bc56034c","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":23.908588568594844,"put_call_skew_pp":-0.46763133336552176,"implied_move_pct":12.160226499581253,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"11c1fe37e51abe73513686fd1937168f4e74f8cf7a0636d2c0dfeff0ac4c54ca","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":24.465034128251812,"put_call_skew_pp":-2.863153517929396,"implied_move_pct":12.231386824214558,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"111c61e1eb8ad42627a9f8e46f97ec73630d22c8af4473bfaf26a08d21063bed","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}