{"schemaVersion":1,"symbol":"DUSA","days":90,"observations":[{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:01.357000+00:00","captured_at":"2026-10-22T03:47:02.587Z","last_trade_at":"2026-10-22T00:00:02.222716055Z","price":57.2,"iv_pct":16.974185824896338,"implied_move_pct":3.8208927104851513,"put_call_skew_pp":1.873392757173964,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"2e5bf2e323f499024a5f2241501ea7e5e70079e950b16c43da835a5452a6d604"},{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-10-22T19:52:25.510000+00:00","captured_at":"2026-10-22T19:56:56.903Z","last_trade_at":"2026-10-22T19:53:11.166937869Z","price":57.07,"iv_pct":17.673418408312912,"implied_move_pct":3.9536754144177837,"put_call_skew_pp":2.335035153204906,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"1036e287bdbe2030a0a045de280e5fb4f1bb0a29c4d5842ce3364396de4e87f1"},{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:03.194000+00:00","captured_at":"2026-10-23T20:06:59.103Z","last_trade_at":"2026-10-23T20:00:00.679168167Z","price":56.76,"iv_pct":17.73927890735073,"implied_move_pct":3.919489873364691,"put_call_skew_pp":2.740349876431003,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"70f58781672b010cc733618cb92bebbfb25637c68e8b5c2e13ce742d092ef69d"},{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.378000+00:00","captured_at":"2026-10-27T00:14:39.628Z","last_trade_at":"2026-10-27T00:00:02.340469696Z","price":56.81,"iv_pct":18.604791159846716,"implied_move_pct":3.8694379600843396,"put_call_skew_pp":1.0999555585780585,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"6cb6be4c2adb71c59b734ec01e06f18cbbba666d9ff611a7a9f7dc4ee4335469"},{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:02.109000+00:00","captured_at":"2026-10-27T19:55:33.599Z","last_trade_at":"2026-10-27T19:54:20.926485111Z","price":56.755,"iv_pct":18.714877758680693,"implied_move_pct":3.8342858738957917,"put_call_skew_pp":1.0606851947012497,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"1c2857cdd7c5881f1fcb84258330a0fc5d06cb882b989b7465ac4f4823675790"},{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:01.754000+00:00","captured_at":"2026-10-28T22:16:30.237Z","last_trade_at":"2026-10-28T20:10:02.22100577Z","price":56.65,"iv_pct":19.260410177820365,"implied_move_pct":3.8391082152766356,"put_call_skew_pp":0.5757682608790726,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"02147b5f1df140ccf155c95e7b3879d6f2f6a093f57ce24a1bc61b6eec824570"},{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:02.528000+00:00","captured_at":"2026-10-30T00:51:14.512Z","last_trade_at":"2026-10-30T00:00:02.361859232Z","price":56.68,"iv_pct":19.050004895286314,"implied_move_pct":3.7125606988021107,"put_call_skew_pp":0.6333542001382086,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"a6c2049003976a4ff7282eec38f9afd89455acd3d2ad5280313ef9425076c120"},{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:01.402000+00:00","captured_at":"2026-10-30T23:45:37.424Z","last_trade_at":"2026-10-30T22:30:02.252157621Z","price":56.4,"iv_pct":20.357580371145804,"implied_move_pct":3.8489243017196473,"put_call_skew_pp":0.755471082659781,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"4d552418693a75282e800e0228e852f428628252ddc2a14e13b556c7d45864d1"},{"symbol":"DUSA","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:02.012000+00:00","captured_at":"2026-11-04T08:00:00.674Z","last_trade_at":"2026-11-04T01:00:02.26601587Z","price":56.55,"iv_pct":20.960626878836585,"implied_move_pct":3.5911798838914546,"put_call_skew_pp":1.4594802087140313,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DUSA","source_hash":"dbad9e610cea26fbd39e80b3bd99d5aa4df4128e23001fd7b4f019e34c2f0d2a"}],"dailyIv":[{"symbol":"DUSA","date":"2026-10-19","iv_pct":44.5178293317237,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":66.05239316239323,"put_iv_pct":65.89221635883906},{"expiry":"2026-12-18","call_iv_pct":63.59903381642512,"put_iv_pct":48.005250000000004},{"expiry":"2027-03-19","call_iv_pct":27.284999999999997,"put_iv_pct":30.577889447236178},{"expiry":"2027-06-17","call_iv_pct":30.720243902439044,"put_iv_pct":24.010607966457023}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"760c3a8aa726cf55a1b756929fd8440b01014e33f922b8faac558749decb4ac7","captured_at":"2026-11-01T16:14:56.648503+00:00"},{"symbol":"DUSA","date":"2026-10-20","iv_pct":24.668768324312463,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.249832985386224,"put_iv_pct":52.56444289693594},{"expiry":"2026-12-18","call_iv_pct":14.828258283772303,"put_iv_pct":23.02750614250614},{"expiry":"2027-03-19","call_iv_pct":14.875135135135134,"put_iv_pct":30.714869109947646},{"expiry":"2027-06-17","call_iv_pct":14.215102040816326,"put_iv_pct":19.875}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"86dde9597de0323be744b60118d9195b9aa7d0d21a3f65f9f9d2d750859ee79e","captured_at":"2026-10-22T15:48:34.948208+00:00"},{"symbol":"DUSA","date":"2026-10-21","iv_pct":49.94622468855664,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":88.95824468085105,"put_iv_pct":67.51521739130435},{"expiry":"2026-12-18","call_iv_pct":63.98103626943005,"put_iv_pct":49.31572616407983},{"expiry":"2027-03-19","call_iv_pct":40.01956298200514,"put_iv_pct":31.526818181818182},{"expiry":"2027-06-17","call_iv_pct":31.568138888888893,"put_iv_pct":26.685052950075644}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"583c483debf7e3c3ec27175ea5ee770e6bed1433b89e137e7485241d91ccc91d","captured_at":"2026-10-22T15:48:33.606498+00:00"},{"symbol":"DUSA","date":"2026-10-22","iv_pct":22.168556779851045,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.17594036697248,"put_iv_pct":43.06908212560386},{"expiry":"2026-12-18","call_iv_pct":15.558469750889682,"put_iv_pct":16.41509677419355},{"expiry":"2027-03-19","call_iv_pct":15.02258208955224,"put_iv_pct":23.398527131782945},{"expiry":"2027-06-17","call_iv_pct":14.292524115755628,"put_iv_pct":22.416231884057975}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"301f0eaccde26ace34f6e35de1b085bdaee3e901d824679f9ebbd0adc4fb84c6","captured_at":"2026-10-23T15:57:55.906576+00:00"},{"symbol":"DUSA","date":"2026-10-23","iv_pct":44.11128231016413,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":92.9559866962306,"put_iv_pct":40.01571428571489},{"expiry":"2026-12-18","call_iv_pct":65.63273743016758,"put_iv_pct":49.955875412930624},{"expiry":"2027-03-19","call_iv_pct":20.37351351351354,"put_iv_pct":30.683591549295773},{"expiry":"2027-06-17","call_iv_pct":29.098904109589064,"put_iv_pct":24.173935483870963}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"6ec152a9e7a0efddcbb44221e223526e72512d88ddd9e176ec8d09bd05fa80d6","captured_at":"2026-10-24T21:56:34.005153+00:00"},{"symbol":"DUSA","date":"2026-10-26","iv_pct":45.614665396599406,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":68.91298507462676,"put_iv_pct":74.25819607843138},{"expiry":"2026-12-18","call_iv_pct":67.633893129771,"put_iv_pct":51.38103250478011},{"expiry":"2027-03-19","call_iv_pct":19.028600000000022,"put_iv_pct":30.976090047393363},{"expiry":"2027-06-17","call_iv_pct":28.40504807692308,"put_iv_pct":24.32147826086957}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d9e9970d433603b88e4ffe6fbf4303a8f344ebfedb07398998ad035915da0baf","captured_at":"2026-10-27T18:47:44.862042+00:00"},{"symbol":"DUSA","date":"2026-10-27","iv_pct":20.273548036626213,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.830070671378092,"put_iv_pct":18.642495840266225},{"expiry":"2026-12-18","call_iv_pct":16.007972841901065,"put_iv_pct":20.757009425878316},{"expiry":"2027-03-19","call_iv_pct":15.607972027972028,"put_iv_pct":33.91171745152355},{"expiry":"2027-06-17","call_iv_pct":14.60497175141243,"put_iv_pct":23.826174282678004}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"fbd96e3bc3effcad86296e7838cce0c1b33fd123f0ef6b2daa32f271ec4f887b","captured_at":"2026-11-01T06:56:49.637779+00:00"},{"symbol":"DUSA","date":"2026-10-28","iv_pct":19.89426297169147,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.214117647058824,"put_iv_pct":19.18078233927188},{"expiry":"2026-12-18","call_iv_pct":16.316107249255214,"put_iv_pct":15.608573466476464},{"expiry":"2027-03-19","call_iv_pct":15.415702364394992,"put_iv_pct":32.422066601371206},{"expiry":"2027-06-17","call_iv_pct":14.662705882352942,"put_iv_pct":26.334048223350255}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"df7b0b718b4cc3a48351df069d698174bcea83d160568e5f22e5d0d95046a4fd","captured_at":"2026-11-01T04:21:50.258636+00:00"},{"symbol":"DUSA","date":"2026-10-29","iv_pct":20.088467618472325,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.228979155531803,"put_iv_pct":25.728089887640436},{"expiry":"2026-12-18","call_iv_pct":18.343475366178446,"put_iv_pct":17.466923076923077},{"expiry":"2027-03-19","call_iv_pct":14.738745098039216,"put_iv_pct":31.492764976958526},{"expiry":"2027-06-17","call_iv_pct":14.689941634241244,"put_iv_pct":20.018821752265865}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"0102a739e40da0c1e8db69c2a9712c58d922081d9d7b9cccf8507f29aca23649","captured_at":"2026-11-01T01:50:40.996384+00:00"},{"symbol":"DUSA","date":"2026-10-30","iv_pct":17.223414302211683,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.844325646401117,"put_iv_pct":19.63094957432875},{"expiry":"2026-12-18","call_iv_pct":17.04654515327258,"put_iv_pct":16.30054794520548},{"expiry":"2027-03-19","call_iv_pct":15.94119940029985,"put_iv_pct":16.392541208791208},{"expiry":"2027-06-17","call_iv_pct":14.772047413793102,"put_iv_pct":16.859158075601375}],"source":"ThetaData EOD Greeks","provider_symbol":"DUSA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"15c6c00ad30912aff92a440442640174bca31359a27e4d5835bc5daf1fc424be","captured_at":"2026-10-31T23:18:10.117961+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/DUSA","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":44.51782933172371,"put_call_skew_pp":-4.79267677718128,"implied_move_pct":20.743756511015032,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"760c3a8aa726cf55a1b756929fd8440b01014e33f922b8faac558749decb4ac7","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":24.668768324312463,"put_call_skew_pp":13.753372426069932,"implied_move_pct":11.914581127973948,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"86dde9597de0323be744b60118d9195b9aa7d0d21a3f65f9f9d2d750859ee79e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":49.94622468855664,"put_call_skew_pp":-12.371042033474286,"implied_move_pct":22.851343047244978,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"583c483debf7e3c3ec27175ea5ee770e6bed1433b89e137e7485241d91ccc91d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":22.168556779851045,"put_call_skew_pp":8.312355398117077,"implied_move_pct":10.81418873441635,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"301f0eaccde26ace34f6e35de1b085bdaee3e901d824679f9ebbd0adc4fb84c6","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":44.11128231016413,"put_call_skew_pp":-15.808006254422134,"implied_move_pct":19.67246933989969,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6ec152a9e7a0efddcbb44221e223526e72512d88ddd9e176ec8d09bd05fa80d6","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":45.614665396599406,"put_call_skew_pp":-0.7609323474616092,"implied_move_pct":19.549174322081658,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d9e9970d433603b88e4ffe6fbf4303a8f344ebfedb07398998ad035915da0baf","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":20.273548036626213,"put_call_skew_pp":8.021602426920621,"implied_move_pct":10.644686905033376,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fbd96e3bc3effcad86296e7838cce0c1b33fd123f0ef6b2daa32f271ec4f887b","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":19.89426297169147,"put_call_skew_pp":6.984209371851958,"implied_move_pct":10.508194072067326,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"df7b0b718b4cc3a48351df069d698174bcea83d160568e5f22e5d0d95046a4fd","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":20.088467618472325,"put_call_skew_pp":7.176364609949298,"implied_move_pct":10.045586357389187,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0102a739e40da0c1e8db69c2a9712c58d922081d9d7b9cccf8507f29aca23649","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":17.22341430221168,"put_call_skew_pp":0.14476979754004127,"implied_move_pct":8.379762377401839,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"15c6c00ad30912aff92a440442640174bca31359a27e4d5835bc5daf1fc424be","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}