{"schemaVersion":1,"symbol":"GGLL","days":90,"observations":[{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:11.006000+00:00","captured_at":"2026-10-22T05:08:25.780Z","last_trade_at":"2026-10-21T23:59:10.949608872Z","price":92.56,"iv_pct":71.94722124958967,"implied_move_pct":16.19902517755404,"put_call_skew_pp":-4.456711223203036,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"e75cf5f7f6008afceb9f3c6ed7c1dc29d62301ddb814a9dbcdcf572435a82691"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-22T18:35:00.128000+00:00","captured_at":"2026-10-22T18:36:48.361Z","last_trade_at":"2026-10-22T18:36:43.069849227Z","price":87.0166,"iv_pct":74.87433128019325,"implied_move_pct":16.9957840017221,"put_call_skew_pp":2.366185684996913,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"c46aaed2b38ccdc4f91aea822e9b563bc3c9766800ca0aa12c834acf45a38fdf"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:59.344000+00:00","captured_at":"2026-10-23T01:57:24.996Z","last_trade_at":"2026-10-22T23:55:12.479225513Z","price":87.55,"iv_pct":74.23896449295387,"implied_move_pct":17.146093757027327,"put_call_skew_pp":4.344981792717084,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"db565a6f92c8eab60ad6019ab8b722888f75e9f5a5ac729ba64a1109502100ac"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-23T17:19:46.405000+00:00","captured_at":"2026-10-23T17:24:26.576Z","last_trade_at":"2026-10-23T17:24:22.180828268Z","price":86.3951,"iv_pct":75.2302333889021,"implied_move_pct":16.790774346243296,"put_call_skew_pp":3.4066996494402257,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"fb5e7be821b7f0f2ffedda62f8a144bb2797c60ed981297bc644a138aab882a1"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:36.032000+00:00","captured_at":"2026-10-24T04:46:46.894Z","last_trade_at":"2026-10-23T23:58:20.296692969Z","price":85.8283,"iv_pct":75.6531541137326,"implied_move_pct":16.739647423329355,"put_call_skew_pp":3.197658235294132,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"c0650d35ca7e33437ff4e40d14f82b9487674af06ddea533a9958177fb2c11fd"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-26T19:57:39.850000+00:00","captured_at":"2026-10-26T23:59:31.591Z","last_trade_at":"2026-10-26T23:59:28.933049429Z","price":84.15,"iv_pct":79.8602522663299,"implied_move_pct":17.20862517457246,"put_call_skew_pp":5.284516668352035,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"91976da0c5ae5e718f89208f282342fce966cb14ee28dc1ec8507468449fb0d4"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-27T19:57:14.686000+00:00","captured_at":"2026-10-27T23:02:38.818Z","last_trade_at":"2026-10-27T23:01:53.442368757Z","price":86.3,"iv_pct":81.26050188593689,"implied_move_pct":17.111757198221138,"put_call_skew_pp":5.392804214837065,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"170e8bafd5be6f5a8558878c5a9747435d8b27512c106de814643802e5bb1549"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-28T19:54:57.875000+00:00","captured_at":"2026-10-28T20:14:20.027Z","last_trade_at":"2026-10-28T20:14:19.498480067Z","price":73.9958,"iv_pct":102.99670518923728,"implied_move_pct":16.560692794589855,"put_call_skew_pp":-103.03314568437824,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"b5be13895307271266c31285489a6303046a41b311132252e913af2a111315f0"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-30T13:31:37.591000+00:00","captured_at":"2026-10-30T13:39:51.048Z","last_trade_at":"2026-10-30T13:39:47.919618206Z","price":64.3799,"iv_pct":62.886312404092074,"implied_move_pct":12.201809551931245,"put_call_skew_pp":2.1689681122449067,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"404c605c204b811dd87f4ec904367ee0ae01b045ac1e5350b32c5b9bf0b78db4"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:58.161000+00:00","captured_at":"2026-10-31T00:28:45.334Z","last_trade_at":"2026-10-30T23:59:43.637071912Z","price":64.3,"iv_pct":63.43511328976036,"implied_move_pct":12.492266303445522,"put_call_skew_pp":9.27210306934445,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"907e9937ad9ddd695b46fef01c39888bfd3cc2628cf8a92ca70cc1f5200d563a"},{"symbol":"GGLL","expiry":"2026-11-20","observed_at":"2026-11-05T20:55:29.427000+00:00","captured_at":"2026-11-06T11:10:35.656Z","last_trade_at":"2026-11-06T11:08:36.730958911Z","price":65,"iv_pct":82.59757157781222,"implied_move_pct":12.977417682405212,"put_call_skew_pp":6.259936390710807,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GGLL","source_hash":"9ff5aad23fbcd7e31b3355d94464ea116c67393d1492f270e590baf24ea3d646"}],"dailyIv":[{"symbol":"GGLL","date":"2026-10-19","iv_pct":66.29120277762141,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.05258241758241,"put_iv_pct":70.19791666666667},{"expiry":"2026-12-18","call_iv_pct":65.65397260273971,"put_iv_pct":65.10917808219178},{"expiry":"2027-01-15","call_iv_pct":61.236000000000004,"put_iv_pct":64.70330578512396},{"expiry":"2027-04-16","call_iv_pct":62.86000000000001,"put_iv_pct":68.51666666666667}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c9eeaabd6749daf6d023c59209e4bb5d7a341356b5740cdb1251dd111f7f9335","captured_at":"2026-11-01T16:30:28.808093+00:00"},{"symbol":"GGLL","date":"2026-10-20","iv_pct":66.58268170466566,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":69.23519337016575,"put_iv_pct":74.60719806763285},{"expiry":"2026-12-18","call_iv_pct":64.87793103448276,"put_iv_pct":67.644},{"expiry":"2027-01-15","call_iv_pct":59.847272727272724,"put_iv_pct":64.74295154185022},{"expiry":"2027-04-16","call_iv_pct":62.15197183098592,"put_iv_pct":69.55493506493507}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7494a7ae8910d8e926b3ded5fb9d3ca0548a51cef10648214a12a204a0daa7d3","captured_at":"2026-11-01T14:13:16.846882+00:00"},{"symbol":"GGLL","date":"2026-10-21","iv_pct":66.11664448481937,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":69.43412844036698,"put_iv_pct":74.14420454545456},{"expiry":"2026-12-18","call_iv_pct":64.71963636363637,"put_iv_pct":66.3547572815534},{"expiry":"2027-01-15","call_iv_pct":59.99623052959502,"put_iv_pct":63.07333333333332},{"expiry":"2027-04-16","call_iv_pct":61.86624999999999,"put_iv_pct":69.34461538461538}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3e3f8c2c0691439b97902d41696e53727c5e222373ba60d2fdff565b999d020c","captured_at":"2026-11-01T12:23:13.543957+00:00"},{"symbol":"GGLL","date":"2026-10-22","iv_pct":68.22240135987636,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":71.39978260869566,"put_iv_pct":76.9399470899471},{"expiry":"2026-12-18","call_iv_pct":65.4674011299435,"put_iv_pct":69.15380434782608},{"expiry":"2027-01-15","call_iv_pct":61.86097014925374,"put_iv_pct":67.44252100840336},{"expiry":"2027-04-16","call_iv_pct":63.23590604026845,"put_iv_pct":70.27887850467289}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"df22e3320b1ea782c8905f3efb6c2847accb2075c42df1d7033c0826ad3ddbb2","captured_at":"2026-10-25T01:44:33.072583+00:00"},{"symbol":"GGLL","date":"2026-10-23","iv_pct":67.88178992298027,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.68711711711713,"put_iv_pct":74.16852459016393},{"expiry":"2026-12-18","call_iv_pct":67.25966024915063,"put_iv_pct":67.03715437788019},{"expiry":"2027-01-15","call_iv_pct":63.440465116279064,"put_iv_pct":65.77588235294118},{"expiry":"2027-04-16","call_iv_pct":62.712328767123296,"put_iv_pct":66.97318681318681}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"09dfce54c0a7ee01801aa12cea756eda543773baa93e5efdb0155b2ed59067a7","captured_at":"2026-10-25T01:44:31.697017+00:00"},{"symbol":"GGLL","date":"2026-10-26","iv_pct":69.53588039020394,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":78.5258574610245,"put_iv_pct":80.27736842105263},{"expiry":"2026-12-18","call_iv_pct":68.89761297798378,"put_iv_pct":69.31097909790978},{"expiry":"2027-01-15","call_iv_pct":62.12326203208557,"put_iv_pct":66.19859756097561},{"expiry":"2027-04-16","call_iv_pct":64.57063829787234,"put_iv_pct":66.38272727272727}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b8e6e68aa5b21d40dbc2f08b2ab75bdf60fde305651b472a23798054f9954022","captured_at":"2026-11-01T08:59:13.255529+00:00"},{"symbol":"GGLL","date":"2026-10-27","iv_pct":70.0443015175568,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":81.99066666666667,"put_iv_pct":81.51125},{"expiry":"2026-12-18","call_iv_pct":69.06432273262662,"put_iv_pct":68.16489361702128},{"expiry":"2027-01-15","call_iv_pct":64.12294478527608,"put_iv_pct":64.71405228758171},{"expiry":"2027-04-16","call_iv_pct":63.212820512820514,"put_iv_pct":67.57346153846154}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8ae81ccbffe4ee8c9cbd67f1417c8de1d3717e41a1bdbbf1a57b16d1fe56684b","captured_at":"2026-11-01T07:14:52.886593+00:00"},{"symbol":"GGLL","date":"2026-10-28","iv_pct":72.0957302698177,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":84.25018691588785,"put_iv_pct":87.63021390374331},{"expiry":"2026-12-18","call_iv_pct":68.05169590643276,"put_iv_pct":72.41813664596273},{"expiry":"2027-01-15","call_iv_pct":63.75561643835616,"put_iv_pct":68.80922764227643},{"expiry":"2027-04-16","call_iv_pct":61.60176470588235,"put_iv_pct":70.249}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c0a5dca503c752921819e67fcf41819b3d8dd5b3ad22978169a7aeb126c5ba5b","captured_at":"2026-11-01T04:40:18.659010+00:00"},{"symbol":"GGLL","date":"2026-10-29","iv_pct":60.51636306751841,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":59.5977245508982,"put_iv_pct":61.6712129380054},{"expiry":"2026-12-18","call_iv_pct":55.93930985915493,"put_iv_pct":59.506412213740454},{"expiry":"2027-01-15","call_iv_pct":54.240138888888886,"put_iv_pct":63.322849462365596},{"expiry":"2027-04-16","call_iv_pct":59.93534965034966,"put_iv_pct":69.91790697674418}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d109b3dd435886235dcb55ecf93e58f208c17e881693486718e59be98ff59cfc","captured_at":"2026-11-01T02:08:33.397187+00:00"},{"symbol":"GGLL","date":"2026-10-30","iv_pct":63.271715640131504,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":63.314964028776984,"put_iv_pct":64.15421428571429},{"expiry":"2026-12-18","call_iv_pct":61.239333333333335,"put_iv_pct":59.648028169014076},{"expiry":"2027-01-15","call_iv_pct":60.07418502202643,"put_iv_pct":63.82123456790124},{"expiry":"2027-04-16","call_iv_pct":63.792480000000005,"put_iv_pct":70.1292857142857}],"source":"ThetaData EOD Greeks","provider_symbol":"GGLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2da33f9f02184f929804c075d284f423398394690597dc4054e1b74311195fd8","captured_at":"2026-10-31T23:36:18.717475+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/GGLL","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":66.29120277762141,"put_call_skew_pp":1.6811280450817332,"implied_move_pct":31.111432042916213,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c9eeaabd6749daf6d023c59209e4bb5d7a341356b5740cdb1251dd111f7f9335","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":66.58268170466566,"put_call_skew_pp":5.109178927877748,"implied_move_pct":30.98976192537338,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7494a7ae8910d8e926b3ded5fb9d3ca0548a51cef10648214a12a204a0daa7d3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":66.11664448481937,"put_call_skew_pp":4.225166302839581,"implied_move_pct":30.554818688543605,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3e3f8c2c0691439b97902d41696e53727c5e222373ba60d2fdff565b999d020c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":68.22240135987636,"put_call_skew_pp":5.4627727556720185,"implied_move_pct":31.254683391937622,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"df22e3320b1ea782c8905f3efb6c2847accb2075c42df1d7033c0826ad3ddbb2","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":67.88178992298027,"put_call_skew_pp":1.2137942211254966,"implied_move_pct":30.726321244853864,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"09dfce54c0a7ee01801aa12cea756eda543773baa93e5efdb0155b2ed59067a7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":69.53588039020394,"put_call_skew_pp":2.0130753959247727,"implied_move_pct":30.56092052390558,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b8e6e68aa5b21d40dbc2f08b2ab75bdf60fde305651b472a23798054f9954022","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":70.0443015175568,"put_call_skew_pp":0.8932256864186634,"implied_move_pct":30.43434950865052,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8ae81ccbffe4ee8c9cbd67f1417c8de1d3717e41a1bdbbf1a57b16d1fe56684b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":72.0957302698177,"put_call_skew_pp":5.361828556355837,"implied_move_pct":30.903165500674994,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c0a5dca503c752921819e67fcf41819b3d8dd5b3ad22978169a7aeb126c5ba5b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":60.51636306751841,"put_call_skew_pp":6.176464660390989,"implied_move_pct":26.89155485865107,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d109b3dd435886235dcb55ecf93e58f208c17e881693486718e59be98ff59cfc","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":63.271715640131504,"put_call_skew_pp":2.3329500881946377,"implied_move_pct":27.819295664758716,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2da33f9f02184f929804c075d284f423398394690597dc4054e1b74311195fd8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}