{"schemaVersion":1,"symbol":"GEL","days":90,"observations":[{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-21T19:45:21.254000+00:00","captured_at":"2026-10-22T05:08:17.815Z","last_trade_at":"2026-10-21T23:00:00.002942365Z","price":14.03,"iv_pct":117.75979997095642,"implied_move_pct":21.783637279905978,"put_call_skew_pp":-169.89360848399136,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"2028c48ec4ec68d20af006dae47f466972a87e6e0556506786e28e8e1161458f"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-22T18:32:13.269000+00:00","captured_at":"2026-10-22T18:36:41.178Z","last_trade_at":"2026-10-22T18:35:04.212619443Z","price":13.93,"iv_pct":145.29129063666676,"implied_move_pct":29.08546047003235,"put_call_skew_pp":-55.368862580508925,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"ef64155e1b6a5ac4405aba16a09e6d845e4984d4a9ed47e7ec69aa92deb3e89b"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:50.147000+00:00","captured_at":"2026-10-23T01:57:20.598Z","last_trade_at":"2026-10-22T23:00:00.003372145Z","price":13.9,"iv_pct":146.6091511063476,"implied_move_pct":29.173649272420242,"put_call_skew_pp":-56.54592327139516,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"96f987c1ebd92c3b232a3b64f341a3be079b4e3be04eb8abf2d0f58f04568433"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:04.314000+00:00","captured_at":"2026-10-26T13:42:54.857Z","last_trade_at":"2026-10-26T13:39:56.258571539Z","price":14.1023,"iv_pct":151.79206581710267,"implied_move_pct":38.95275591065951,"put_call_skew_pp":-197.70063962509852,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"b028dbed6a3d1870b43b8566f86cfe6d74761f2e32d02892fbe2d89e27b70970"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:46.705000+00:00","captured_at":"2026-10-27T02:54:21.051Z","last_trade_at":"2026-10-26T23:00:00.003144487Z","price":14.37,"iv_pct":68.05150111881973,"implied_move_pct":19.122403594536515,"put_call_skew_pp":-129.46945311937336,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"a0b9a0f3390bd3dd99b4b712b83a92ae4510e35eb3ff273a7525946c0122b2e7"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-27T17:55:04.516000+00:00","captured_at":"2026-10-27T17:59:51.443Z","last_trade_at":"2026-10-27T17:56:32.329150308Z","price":14.355,"iv_pct":121.4683787895368,"implied_move_pct":18.101517129646815,"put_call_skew_pp":-38.06914953418929,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"1ee13db742f52ec6b51adebffda0ba490357df745badf0b6b6e537d842dded15"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:08.482000+00:00","captured_at":"2026-10-28T00:50:32.049Z","last_trade_at":"2026-10-27T23:00:00.003395513Z","price":14.36,"iv_pct":121.84773579939723,"implied_move_pct":18.08635440665112,"put_call_skew_pp":-38.29802407085992,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"c1fc364af308ec1d4c87e40a54c2427740b946205d5b699812d51e3dcec71028"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-28T19:52:51.266000+00:00","captured_at":"2026-10-28T22:12:58.255Z","last_trade_at":"2026-10-28T20:10:00.00276708Z","price":14.25,"iv_pct":138.21594827957537,"implied_move_pct":23.061840556480924,"put_call_skew_pp":-20.795435717899814,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"47234744b613266bdd9bad365e19fce9d4c30de28363f689658d1a436b7b3b77"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-10-30T13:30:21.701000+00:00","captured_at":"2026-10-30T13:39:44.826Z","last_trade_at":"2026-10-30T13:34:23.546694344Z","price":14.35,"iv_pct":68.55052979229146,"implied_move_pct":16.927140172928752,"put_call_skew_pp":75.77531530644657,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"33edc32c9582cc7547cacd2b987679f7f9c7aa123e4380c22cd00aba28e14ec5"},{"symbol":"GEL","expiry":"2026-11-20","observed_at":"2026-11-02T15:19:48.923000+00:00","captured_at":"2026-11-02T15:20:43.327Z","last_trade_at":"2026-11-02T15:19:48.943160713Z","price":14.63,"iv_pct":49.90790750547139,"implied_move_pct":8.778356393880541,"put_call_skew_pp":110.93555942443147,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GEL","source_hash":"895a00a43e3399f7fac76850e5b5f45cb031d6bff0d9aeb91096ab73897fa151"}],"dailyIv":[{"symbol":"GEL","date":"2026-09-18","iv_pct":34.98559075557374,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.074177856599945,"put_iv_pct":41.27342044134727},{"expiry":"2026-11-20","call_iv_pct":34.613745271122326,"put_iv_pct":40.10186844613917},{"expiry":"2026-12-18","call_iv_pct":24.923602166716822,"put_iv_pct":32.42385068762279},{"expiry":"2027-03-19","call_iv_pct":30.483241355221796,"put_iv_pct":36.99081981981982}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GEL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"50eaa3b3b2d0ba37b72bba77e7ac1a0458628d3e91a67e702a2e9327f3147da0","captured_at":"2026-10-24T09:10:22.069139+00:00","observed_at":"2026-09-18T15:59:00-04:00","session_close_at":"2026-09-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GEL","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"0c1d014ec50224c780e42b6b6a427120a41167586075a7a294b413f653e509dc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00f1992aa76df89beb367a9cb09bb43ae4fcb396c94836e43c783aa16d3db896"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a76507520100dc1bfbc3cadc8846e33851cec96a2912c30e425f02f6b001c01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8eda669ae6f8532ce420aa0c39889181b8826f5dfce68d218ad46b9ed882cc4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9745ca832ae7e784e5a8546712c3a0384d0b3222c6fb1852ad1354ee4d6a7354"}]},{"symbol":"GEL","date":"2026-09-21","iv_pct":44.82495464142053,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":57.17599726308586,"put_iv_pct":46.000123946455126},{"expiry":"2026-11-20","call_iv_pct":64.13987096774194,"put_iv_pct":38.51817737430168},{"expiry":"2026-12-18","call_iv_pct":44.52056517775752,"put_iv_pct":34.12907352456314},{"expiry":"2027-03-19","call_iv_pct":38.37101675107129,"put_iv_pct":35.7448121263877}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GEL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"da4b2c4924bbdec573be00a7c90d29c7c7f92b24c2bcfe9a801d3f09d2b7786f","captured_at":"2026-10-24T09:10:19.798364+00:00","observed_at":"2026-09-21T15:59:00-04:00","session_close_at":"2026-09-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GEL","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"9d033a31112631e9d09b0aaa9c883ce4368267031f8021c0e2eebf526832f773"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00f1992aa76df89beb367a9cb09bb43ae4fcb396c94836e43c783aa16d3db896"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a76507520100dc1bfbc3cadc8846e33851cec96a2912c30e425f02f6b001c01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8eda669ae6f8532ce420aa0c39889181b8826f5dfce68d218ad46b9ed882cc4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9745ca832ae7e784e5a8546712c3a0384d0b3222c6fb1852ad1354ee4d6a7354"}]},{"symbol":"GEL","date":"2026-09-23","iv_pct":31.150599170189146,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":33.0529930299303,"put_iv_pct":40.61747018204645},{"expiry":"2026-11-20","call_iv_pct":25.924904982023627,"put_iv_pct":31.829657534246575},{"expiry":"2026-12-18","call_iv_pct":21.789584261321455,"put_iv_pct":33.70178133134994},{"expiry":"2027-03-19","call_iv_pct":26.519879518072287,"put_iv_pct":35.768522522522524}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GEL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5546bbf9cd9d9d3dd03cd8de419e80c8dd9a50ecffb817c4e9916b53496516ed","captured_at":"2026-10-24T09:09:52.244753+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GEL","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"ae928b3ca25aa674052de3f12fc587d62a9d12239fc8b1bbd0d4036116b5013c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88f88f9def0f6773e2a8217ac903012320029987f085327967c6b78328b91500"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2800b49876367e60a63ceda52227ef61416e5846d4e30fe58494448302eb97b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4add1ded65a6f093b4008259ff53ea08d18f255ef3dae766da14b3655c8ac9be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GEL","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"295a1d9138a6322495abb80bc9dee876dfbc56e3964283e6908b6eed1e040895"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/GEL","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":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":34.98559075557374,"put_call_skew_pp":5.423798186317039,"implied_move_pct":16.191357869290336,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"50eaa3b3b2d0ba37b72bba77e7ac1a0458628d3e91a67e702a2e9327f3147da0","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":44.82495464142053,"put_call_skew_pp":-12.453815796987241,"implied_move_pct":19.886359551241704,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"da4b2c4924bbdec573be00a7c90d29c7c7f92b24c2bcfe9a801d3f09d2b7786f","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":31.150599170189146,"put_call_skew_pp":8.657517444704457,"implied_move_pct":13.973616397959889,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5546bbf9cd9d9d3dd03cd8de419e80c8dd9a50ecffb817c4e9916b53496516ed","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]}]}