{"schemaVersion":1,"symbol":"HNRG","days":90,"observations":[{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:06.783000+00:00","captured_at":"2026-10-22T05:10:42.620Z","last_trade_at":"2026-10-21T21:19:57.989767527Z","price":11.7169,"iv_pct":74.32616294341322,"implied_move_pct":17.251784437991528,"put_call_skew_pp":14.778736915629654,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"a495b429a77d99deb6ded87396d82c94d797fb6728d02d52019603b4716eb873"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-22T19:50:01.196000+00:00","captured_at":"2026-10-22T19:53:29.862Z","last_trade_at":"2026-10-22T19:53:22.781768426Z","price":11.17,"iv_pct":81.69659447857043,"implied_move_pct":19.116144713321628,"put_call_skew_pp":4.225302060003,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"26bd8e4963364191d86aaf750e93dd743234e68fddedfb811756ce96df440c38"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.389000+00:00","captured_at":"2026-10-23T02:24:10.802Z","last_trade_at":"2026-10-22T20:00:00.366132601Z","price":11.22,"iv_pct":82.12994365988362,"implied_move_pct":19.412970667950027,"put_call_skew_pp":-2.581610304357995,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"2b7a656543ef9fc946a67c451b013a8e9c2521d1bae15c6f42bc413cf7cb0631"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-23T17:55:51.971000+00:00","captured_at":"2026-10-23T18:09:18.308Z","last_trade_at":"2026-10-23T18:08:32.199563847Z","price":11.07,"iv_pct":91.07783160982127,"implied_move_pct":20.54456477337821,"put_call_skew_pp":-50.14708992793842,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"2a478344cca812b05dbd3e909a9b03ae923749410fbfff92799916fc8f3772e9"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:25.188000+00:00","captured_at":"2026-10-24T05:00:24.356Z","last_trade_at":"2026-10-23T20:00:09.674727263Z","price":11.05,"iv_pct":90.03905385778862,"implied_move_pct":19.907075757732475,"put_call_skew_pp":-36.300457731354086,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"8c985c02c7a686a0b82aeeed18af378e039515c359729afa0ab08ead1b65031f"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.082000+00:00","captured_at":"2026-10-27T00:12:15.102Z","last_trade_at":"2026-10-26T20:00:00.586139541Z","price":10.99,"iv_pct":84.36813740598771,"implied_move_pct":17.90588184461291,"put_call_skew_pp":0.42920746212653516,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"cb7667048d4fb6ecb674ec69d151a3ae2435f85c353e5ab6b2168b12b03cecb7"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-27T13:36:47.918000+00:00","captured_at":"2026-10-27T13:38:24.756Z","last_trade_at":"2026-10-27T13:36:48.853386025Z","price":11.54,"iv_pct":94.48940958815959,"implied_move_pct":20.544645598805044,"put_call_skew_pp":-5.351617778932716,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"603fbccf923254ec57fb436afca4b77d9037e973c58c9d13935f9fd3d602c43e"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:05.972000+00:00","captured_at":"2026-10-27T23:17:17.605Z","last_trade_at":"2026-10-27T20:00:01.67121123Z","price":11.88,"iv_pct":96.08376733704526,"implied_move_pct":21.099150204163102,"put_call_skew_pp":-1.838305785186345,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"19b7a3988b683c4943f2e354833e1e3567aec78911d128b9fce4d9b2b524e6ea"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:07.257000+00:00","captured_at":"2026-10-28T20:17:17.053Z","last_trade_at":"2026-10-28T20:02:49.12283927Z","price":11.66,"iv_pct":77.70289716267526,"implied_move_pct":15.028546720426547,"put_call_skew_pp":-15.232421516902296,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"1e5aa7a3f12d110c312d7bfd4d52190705a51f2dd09904bba71aaec258286e8c"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:22.112000+00:00","captured_at":"2026-10-29T23:00:11.581Z","last_trade_at":"2026-10-29T21:37:24.506805262Z","price":11.5,"iv_pct":87.03737275757213,"implied_move_pct":16.7333802126543,"put_call_skew_pp":-6.466570843792274,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"470fef936cda8deef89b48c0e695e43204202ce5d815d01fcbe5004ccc7292e8"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:05.381000+00:00","captured_at":"2026-10-30T22:57:57.476Z","last_trade_at":"2026-10-30T21:30:15.405091067Z","price":11,"iv_pct":71.35510285606568,"implied_move_pct":13.872959256903913,"put_call_skew_pp":-14.192780816960848,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"ace108d1b1dfe3b973ed4c8e4620ded46a61a26f08a6ce4f00be4d3602ba406f"},{"symbol":"HNRG","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:36.272000+00:00","captured_at":"2026-11-04T00:43:59.198Z","last_trade_at":"2026-11-03T21:00:02.770911338Z","price":10.64,"iv_pct":92.83773166704125,"implied_move_pct":16.17467584294494,"put_call_skew_pp":17.06972953345317,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HNRG","source_hash":"8bd2eb1d511013b6ed515acb34c251ff452c3881937660e9d31ff99ee903b51c"}],"dailyIv":[{"symbol":"HNRG","date":"2026-10-19","iv_pct":76.41130252020392,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":84.46432551319648,"put_iv_pct":73.01472873409243},{"expiry":"2026-12-18","call_iv_pct":91.78177840508117,"put_iv_pct":82.53093078758951},{"expiry":"2027-01-15","call_iv_pct":69.39947368421052,"put_iv_pct":67.46270009643202},{"expiry":"2027-02-19","call_iv_pct":78.6035918367347,"put_iv_pct":64.03289110429448}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"040cdf8ff3b3e94f00eba6b49dd1a52f3d261ac4f5f46acc512d384e91170d68","captured_at":"2026-11-01T16:36:50.805943+00:00"},{"symbol":"HNRG","date":"2026-10-20","iv_pct":77.96309438528691,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":90.59143556280588,"put_iv_pct":65.90477611940298},{"expiry":"2026-12-18","call_iv_pct":80.26629921259843,"put_iv_pct":71.70579258010117},{"expiry":"2027-01-15","call_iv_pct":74.5910275927688,"put_iv_pct":82.96336585365853},{"expiry":"2027-02-19","call_iv_pct":77.56322179732315,"put_iv_pct":80.11883636363638}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cf86941ecb00d34a301db152d6d9deb8549469448e83f56af26dadba93f35c20","captured_at":"2026-11-01T14:19:11.977721+00:00"},{"symbol":"HNRG","date":"2026-10-21","iv_pct":73.00241530398495,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":76.60501583280556,"put_iv_pct":68.62358234295417},{"expiry":"2026-12-18","call_iv_pct":72.62154929577464,"put_iv_pct":72.79165968147527},{"expiry":"2027-01-15","call_iv_pct":68.24329764453961,"put_iv_pct":84.38514925373133},{"expiry":"2027-02-19","call_iv_pct":68.56772727272727,"put_iv_pct":72.18134110787172}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fe23fc3b5b47154f4280d20780271e96781b94967661927a39e3b46bbf6c4015","captured_at":"2026-11-01T12:30:13.956900+00:00"},{"symbol":"HNRG","date":"2026-10-22","iv_pct":73.3689743323754,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.91831347962382,"put_iv_pct":85.67312412831242},{"expiry":"2026-12-18","call_iv_pct":68.92665144596651,"put_iv_pct":67.1387587822014},{"expiry":"2027-01-15","call_iv_pct":70.61796593186374,"put_iv_pct":69.92395369545858},{"expiry":"2027-02-19","call_iv_pct":75.35914191419141,"put_iv_pct":71.39388528138528}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a4f64bae1654e67aaeabeea8cc16b82fa7fe3c35ca833a65836b9c9ba039106b","captured_at":"2026-11-01T11:19:01.997580+00:00"},{"symbol":"HNRG","date":"2026-10-23","iv_pct":82.71036285135179,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":99.60112219451372,"put_iv_pct":78.00006784260516},{"expiry":"2026-12-18","call_iv_pct":71.98123209169054,"put_iv_pct":59.90089519650655},{"expiry":"2027-01-15","call_iv_pct":101.66359550561796,"put_iv_pct":88.39407788390889},{"expiry":"2027-02-19","call_iv_pct":72.35297029702967,"put_iv_pct":89.78894179894178}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2868f36ad241e71c49ac9b0b43ae26fcc057b86b98bddfc1d5bb466963ed62b8","captured_at":"2026-10-25T11:23:40.719219+00:00"},{"symbol":"HNRG","date":"2026-10-26","iv_pct":85.19156520110153,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":85.72700069108501,"put_iv_pct":82.39700325732898},{"expiry":"2026-12-18","call_iv_pct":76.79413629160064,"put_iv_pct":104.58903712296986},{"expiry":"2027-01-15","call_iv_pct":77.11660320641283,"put_iv_pct":90.55094858797972},{"expiry":"2027-02-19","call_iv_pct":77.4636641221374,"put_iv_pct":86.89412832929781}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0eb1abbab3865b3c278d610424fd68511dfb3aff759a53dfd9781f99d7d59e47","captured_at":"2026-11-01T09:06:00.796777+00:00"},{"symbol":"HNRG","date":"2026-10-27","iv_pct":79.13191974171485,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":84.96166806370495,"put_iv_pct":106.71470468431772},{"expiry":"2026-12-18","call_iv_pct":68.14654761904761,"put_iv_pct":93.67172470978441},{"expiry":"2027-01-15","call_iv_pct":68.49730290456432,"put_iv_pct":76.23479375696766},{"expiry":"2027-02-19","call_iv_pct":73.6473442288049,"put_iv_pct":61.1812719665272}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2c25a185a032d0e87bcfeb49175eec29bb6d08fb7dd63e62ec1a2e9b09fd1af0","captured_at":"2026-11-01T07:21:46.933045+00:00"},{"symbol":"HNRG","date":"2026-10-28","iv_pct":70.58649968748283,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":81.83214412285884,"put_iv_pct":70.2112962962963},{"expiry":"2026-12-18","call_iv_pct":62.043225806451616,"put_iv_pct":68.40197674418604},{"expiry":"2027-01-15","call_iv_pct":71.74824411134904,"put_iv_pct":74.61081344902387},{"expiry":"2027-02-19","call_iv_pct":69.97596363636363,"put_iv_pct":65.86833333333333}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5410c05410574f5805eb4572f7c2adec4d5a263a3208c8ca18c0357d46637932","captured_at":"2026-11-01T04:47:46.419462+00:00"},{"symbol":"HNRG","date":"2026-10-29","iv_pct":75.11785413583262,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":91.64111607142857,"put_iv_pct":81.51755331753556},{"expiry":"2026-12-18","call_iv_pct":96.57031734837798,"put_iv_pct":66.39845161290322},{"expiry":"2027-01-15","call_iv_pct":68.96435468895079,"put_iv_pct":64.78926444833625},{"expiry":"2027-02-19","call_iv_pct":67.845,"put_iv_pct":63.21677559912855}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"31923a6507d0e00d78dc68f5884e09f49608baadf9493168114e56cf3eff15fb","captured_at":"2026-11-01T02:15:41.203110+00:00"},{"symbol":"HNRG","date":"2026-10-30","iv_pct":71.84100789625153,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":67.58949275362318,"put_iv_pct":79.74838747784997},{"expiry":"2026-12-18","call_iv_pct":67.93073275862069,"put_iv_pct":80.81748278500382},{"expiry":"2027-01-15","call_iv_pct":56.78137450199203,"put_iv_pct":87.75290519877676},{"expiry":"2027-02-19","call_iv_pct":85.90522962962964,"put_iv_pct":48.20245806451613}],"source":"ThetaData EOD Greeks","provider_symbol":"HNRG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"745aacf0fd965f23701d1c965665b90c898a595d4677f98b538838cc5216fb45","captured_at":"2026-10-31T23:43:11.437444+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/HNRG","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":76.41130252020392,"put_call_skew_pp":-9.301979679203608,"implied_move_pct":33.401673354151036,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"040cdf8ff3b3e94f00eba6b49dd1a52f3d261ac4f5f46acc512d384e91170d68","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":77.96309438528691,"put_call_skew_pp":-5.579803312174299,"implied_move_pct":34.3371435014224,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cf86941ecb00d34a301db152d6d9deb8549469448e83f56af26dadba93f35c20","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":73.00241530398495,"put_call_skew_pp":2.9860355850463485,"implied_move_pct":31.82990448349901,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fe23fc3b5b47154f4280d20780271e96781b94967661927a39e3b46bbf6c4015","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":73.3689743323754,"put_call_skew_pp":0.3269122789280523,"implied_move_pct":31.47035669764882,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a4f64bae1654e67aaeabeea8cc16b82fa7fe3c35ca833a65836b9c9ba039106b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":82.71036285135179,"put_call_skew_pp":-7.378734341722378,"implied_move_pct":35.56337282866801,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2868f36ad241e71c49ac9b0b43ae26fcc057b86b98bddfc1d5bb466963ed62b8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":85.19156520110153,"put_call_skew_pp":11.83242824658512,"implied_move_pct":35.58263867007268,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0eb1abbab3865b3c278d610424fd68511dfb3aff759a53dfd9781f99d7d59e47","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":79.13191974171484,"put_call_skew_pp":10.637408075368807,"implied_move_pct":31.69755162230548,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2c25a185a032d0e87bcfeb49175eec29bb6d08fb7dd63e62ec1a2e9b09fd1af0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":70.58649968748283,"put_call_skew_pp":-1.6267894635458973,"implied_move_pct":28.85713000316992,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5410c05410574f5805eb4572f7c2adec4d5a263a3208c8ca18c0357d46637932","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":75.11785413583263,"put_call_skew_pp":-12.27468578271344,"implied_move_pct":29.687829349747112,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"31923a6507d0e00d78dc68f5884e09f49608baadf9493168114e56cf3eff15fb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":71.84100789625153,"put_call_skew_pp":4.578600970570285,"implied_move_pct":28.804427924254885,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"745aacf0fd965f23701d1c965665b90c898a595d4677f98b538838cc5216fb45","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}