{"schemaVersion":1,"symbol":"ESRT","days":90,"observations":[{"symbol":"ESRT","expiry":"2026-11-20","observed_at":"2026-10-22T13:30:02.751000+00:00","captured_at":"2026-10-22T13:30:25.236Z","last_trade_at":"2026-10-22T13:30:05.933417215Z","price":4.68,"iv_pct":98.06644476848471,"implied_move_pct":22.468774437552288,"put_call_skew_pp":161.90531462364558,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESRT","source_hash":"e5ec93edeaaa0203972e8a22d73176433b1f83836f598005057131bc0ac2c435"},{"symbol":"ESRT","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:04.292000+00:00","captured_at":"2026-10-23T13:44:17.585Z","last_trade_at":"2026-10-23T13:43:58.70340262Z","price":4.95,"iv_pct":51.93377379041446,"implied_move_pct":14.640599068026672,"put_call_skew_pp":15.440583514778439,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESRT","source_hash":"5e6ba9b192eac4e51c46ccac4dae186253b3179229b3d3257cacbec993c90588"}],"dailyIv":[{"symbol":"ESRT","date":"2026-10-23","iv_pct":49.695401762991985,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.78372792674952,"put_iv_pct":58.64199143468951},{"expiry":"2026-12-18","call_iv_pct":40.17118534961154,"put_iv_pct":57.71818918918918},{"expiry":"2027-03-19","call_iv_pct":40.718332977131865,"put_iv_pct":58.50800524934383},{"expiry":"2027-06-17","call_iv_pct":46.526675594241716,"put_iv_pct":47.495106382978726}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESRT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7e678c34c6e12bf120c6ad9959ac6f6fe698b20cf942ceeb0b842b9bc2345dd","captured_at":"2026-10-24T00:30:12.053890+00:00","observed_at":"2026-10-23T15:59:00-04:00","session_close_at":"2026-10-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"ESRT","date":"2026-10-23","format":"json"},"source_hash":"b1a9f7a7bfc62d62be54bca1b276b572a74a47a6f98b783ba9e765da1d000b83"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-11-20","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f33fb32b97f8900c69c25df3f23b20ba8975befbfe4aa3ec49757324dba2b7f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"da815d6e230a8c98700654c12c9139df2b1cc15bb896d3bb990442953d9d7803"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-03-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"798bef70c87adb3846db8ad03f5995a1d778eb1c14afca1590aa85034d1222d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-06-17","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7924e01d87ea8ec008735382d7be69fa18024f43e06511450898675287fd3d18"}]},{"symbol":"ESRT","date":"2026-10-26","iv_pct":55.05549869859129,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":76.2677140701622,"put_iv_pct":86.24065136145222},{"expiry":"2026-12-18","call_iv_pct":47.877203389830505,"put_iv_pct":59.35706323419146},{"expiry":"2027-03-19","call_iv_pct":30.434254468980015,"put_iv_pct":48.73541069862613},{"expiry":"2027-06-17","call_iv_pct":45.04781860311156,"put_iv_pct":46.483873762376234}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESRT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e224e54ebfeb3ac6ca28244ce66d1dc66d9e9a09e0e684a970f5571f0a0aecfd","captured_at":"2026-10-28T16:03:28.193965+00:00","observed_at":"2026-10-26T15:59:00-04:00","session_close_at":"2026-10-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"fc7cb308b06be9afb6dbde0d8f4708ce31c4cd6ef5a635e7857d7dfc56cd0f4c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d6f761b8da099f9964164e2d27ab181ddd4819082b3cf82c03fe842db07c1d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"94c48793fb21590a2c1e5c10865786b89d722abcc152b0195041b4c8a8a1b8b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a48255cb54e852c47c99ccac2b18f94ea0b849ce2601289b16c54e259619b2ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"da86ca0c5e45f6648a2439b1b3c52f2ca4d1c95575387cc98d53c1c141c1e8ec"}]},{"symbol":"ESRT","date":"2026-10-27","iv_pct":50.68235808715734,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.37782608695653,"put_iv_pct":64.97826609671387},{"expiry":"2026-12-18","call_iv_pct":47.57226781380983,"put_iv_pct":54.842574788528985},{"expiry":"2027-03-19","call_iv_pct":38.87119599914875,"put_iv_pct":40.58941039112668},{"expiry":"2027-06-17","call_iv_pct":37.22545350957156,"put_iv_pct":46.00187001140251}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESRT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fdb110f7b3800d60b14842703b604b8fa34e5701ca811fb58190d6c753620a85","captured_at":"2026-10-28T16:03:27.680753+00:00","observed_at":"2026-10-27T15:59:00-04:00","session_close_at":"2026-10-27T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ESRT","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"d62f70bbde3c05d064f156d1971d978ce73250fdd4131b62a4a7c7b347470625"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d6f761b8da099f9964164e2d27ab181ddd4819082b3cf82c03fe842db07c1d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"94c48793fb21590a2c1e5c10865786b89d722abcc152b0195041b4c8a8a1b8b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a48255cb54e852c47c99ccac2b18f94ea0b849ce2601289b16c54e259619b2ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"da86ca0c5e45f6648a2439b1b3c52f2ca4d1c95575387cc98d53c1c141c1e8ec"}]},{"symbol":"ESRT","date":"2026-10-28","iv_pct":48.60045324182215,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.30877783041219,"put_iv_pct":74.5454437577256},{"expiry":"2026-12-18","call_iv_pct":51.08780562659847,"put_iv_pct":52.31674948770492},{"expiry":"2027-03-19","call_iv_pct":30.76067758071851,"put_iv_pct":43.94494171168609},{"expiry":"2027-06-17","call_iv_pct":44.38887433628319,"put_iv_pct":41.45035560344828}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESRT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"52b3d2ae0f9bef630ab7c3d5ba45c6685cc980591a9e5cbf4ad0e80776599dc8","captured_at":"2026-10-29T16:02:36.670066+00:00","observed_at":"2026-10-28T15:59:00-04:00","session_close_at":"2026-10-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ESRT","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"83901bf06725048c99e552a35f20b564bfaf9c6c99d1e88b16c396420d0db4bd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-11-20","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8e612a3201cb5fe459588b3c343b6787360203c4b1c3cce7c5b75e5e68555088"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"694dc1b346532bef31d81cc41e0e4d06dbcf8fb487af44219513d0db47fe3bc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-03-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79088ee00ddc3b4ef39d10b29b6e1eb6e4008662aaad8eb2532d85874a99fa4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-06-17","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f68be63385687fdbdf3b024457337de3b5655ec6aa5312601c4934eda4c4de4d"}]},{"symbol":"ESRT","date":"2026-10-29","iv_pct":56.25912110987614,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":78.37863760217982,"put_iv_pct":89.58956705385427},{"expiry":"2026-12-18","call_iv_pct":46.11285714285714,"put_iv_pct":66.53420289855073},{"expiry":"2027-03-19","call_iv_pct":39.17576726342711,"put_iv_pct":47.41392600773053},{"expiry":"2027-06-17","call_iv_pct":38.17010579466218,"put_iv_pct":44.69790511574736}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESRT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"57eb85d5b0db11ec9812d889f5921d754432af08396757bbc587d0a265d469b5","captured_at":"2026-10-30T16:11:43.862716+00:00","observed_at":"2026-10-29T15:59:00-04:00","session_close_at":"2026-10-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ESRT","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"bf17502c465f876ec682aa00e10f2f0d14ab72085565ce36fb269a1bbc43fbc6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-11-20","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d261273344fe2c7df2d59401bd4fdc578bb79d525f36aa9b5cd2cc7096718119"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-12-18","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"120bbad704b389919eacb92247fb24c85da28f898faeee03e0e700188a30569d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-03-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f4043494b569c941121247608b54ed311caac663a7a193d99d6aac0bb9aa5eb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-06-17","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b9792051098de82eb08620bd4a94146a6a503d86d53ca74906d45e3ddc10105"}]},{"symbol":"ESRT","date":"2026-10-30","iv_pct":62.65993301666067,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":76.34541300527242,"put_iv_pct":114.34097430406854},{"expiry":"2026-12-18","call_iv_pct":47.57593156784626,"put_iv_pct":71.86940438871474},{"expiry":"2027-03-19","call_iv_pct":56.160955816050496,"put_iv_pct":34.19588134765625},{"expiry":"2027-06-17","call_iv_pct":44.292259414225946,"put_iv_pct":56.49864428945075}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESRT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6e85503bd43810c77028fbb2f9c8295a50bf2681169c057fd0b7ecaf9525c138","captured_at":"2026-10-31T23:34:16.063665+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ESRT","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"f62ba60b7b7a4819f07b04002edfc9f1845c624e1677bf48f2a046a596905292"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0ba563b4e89bfeccfb255eda7d2256e0d3e37ad960153696163318f2baeca21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2fea9a95ef13a96ec598bf7c428750e8d053eabc8b2d188320b6bed7fc075ff4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c1a2fac430dfff81aa76840a153d641820c3dd73ebf217c16f9883b8f9a59420"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESRT","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3890e973f055a6731121893a47b01ee19c75f8a5e3500c96f9999467387f56c"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ESRT","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":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":49.695401762991985,"put_call_skew_pp":11.790842602116653,"implied_move_pct":25.810299157014313,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7e678c34c6e12bf120c6ad9959ac6f6fe698b20cf942ceeb0b842b9bc2345dd","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":55.055498698591286,"put_call_skew_pp":10.297502131140442,"implied_move_pct":25.792177783553726,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e224e54ebfeb3ac6ca28244ce66d1dc66d9e9a09e0e684a970f5571f0a0aecfd","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":50.68235808715734,"put_call_skew_pp":1.8413444695713412,"implied_move_pct":23.85176021035523,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fdb110f7b3800d60b14842703b604b8fa34e5701ca811fb58190d6c753620a85","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":48.60045324182215,"put_call_skew_pp":8.927838796638133,"implied_move_pct":23.12035742276077,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"52b3d2ae0f9bef630ab7c3d5ba45c6685cc980591a9e5cbf4ad0e80776599dc8","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":56.25912110987615,"put_call_skew_pp":11.599558318189157,"implied_move_pct":25.325413158383586,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"57eb85d5b0db11ec9812d889f5921d754432af08396757bbc587d0a265d469b5","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":62.65993301666067,"put_call_skew_pp":13.13258613162379,"implied_move_pct":28.17436530481478,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6e85503bd43810c77028fbb2f9c8295a50bf2681169c057fd0b7ecaf9525c138","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}