{"schemaVersion":1,"symbol":"KLIC","days":90,"observations":[{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:15.905000+00:00","captured_at":"2026-10-22T06:14:53.371Z","last_trade_at":"2026-10-21T20:00:05.324528088Z","price":81.43,"iv_pct":64.1285560089381,"implied_move_pct":14.895293910765067,"put_call_skew_pp":3.490650188212374,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"ef95eca3c9bcea4425824fc0d2c1eda5b7dd98da407a0e00d88841a6b622a8d5"},{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-22T19:54:58.825000+00:00","captured_at":"2026-10-22T20:46:01.618Z","last_trade_at":"2026-10-22T20:45:38.397573996Z","price":73.45,"iv_pct":69.02952377052843,"implied_move_pct":15.78273367778928,"put_call_skew_pp":-0.849896927755045,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"a18858bf0b01c5b0a43d4640bb57a0e3074290b5e63edab1ccd0605f029c45c2"},{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:36.338000+00:00","captured_at":"2026-10-23T21:07:43.623Z","last_trade_at":"2026-10-23T20:37:33.479377294Z","price":73.71,"iv_pct":62.97331274001932,"implied_move_pct":14.197266443920132,"put_call_skew_pp":10.281263781528349,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"898bcff12da07d175d584234214736c52dd227757549c779b990da6ce1b5fa02"},{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:48.391000+00:00","captured_at":"2026-10-27T01:34:05.396Z","last_trade_at":"2026-10-26T20:00:01.208756978Z","price":75.5,"iv_pct":66.27577749849982,"implied_move_pct":14.260672263072935,"put_call_skew_pp":4.423449661590528,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"d994250c17118979d7babb604b63e549e7f8fb59f82248dca704bbf6eb9a87a2"},{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-27T15:27:16.019000+00:00","captured_at":"2026-10-27T15:37:49.959Z","last_trade_at":"2026-10-27T15:37:19.017182879Z","price":76.56,"iv_pct":73.22818861745442,"implied_move_pct":15.30729557315601,"put_call_skew_pp":2.474938171747032,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"e1d7c1ed57493f4f8f8bd382e5a2e9311e0ce22a1eb2625817913fb3c0e7e8ce"},{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:02.807000+00:00","captured_at":"2026-10-28T00:06:39.782Z","last_trade_at":"2026-10-27T23:20:06.251955133Z","price":78.34,"iv_pct":67.87069105581371,"implied_move_pct":14.289533269666766,"put_call_skew_pp":7.811977400279002,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"d0995d7ee7456ed517265a08d578a6006445779ebf9f343f3c4ed8c840fe83f3"},{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:38.902000+00:00","captured_at":"2026-10-28T20:34:59.377Z","last_trade_at":"2026-10-28T20:00:09.088318243Z","price":79.44,"iv_pct":65.00375561099264,"implied_move_pct":13.28354166608419,"put_call_skew_pp":0.3922219234433366,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"6c778daf57486f1fbf9cf3dd00c890288aedd7dbdc5b5289637e5e7f4dee8187"},{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:13.502000+00:00","captured_at":"2026-10-30T00:05:35.763Z","last_trade_at":"2026-10-29T23:24:13.372378664Z","price":77.02,"iv_pct":73.27805142483822,"implied_move_pct":13.737834057310785,"put_call_skew_pp":-24.0789844791216,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"04305e30144682027796de67cbb33a2c83304670f6e7b490cf7b3144367378ff"},{"symbol":"KLIC","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:07.363000+00:00","captured_at":"2026-10-30T23:14:28.641Z","last_trade_at":"2026-10-30T20:00:04.241977041Z","price":74.21,"iv_pct":72.6386795159979,"implied_move_pct":14.240972113364576,"put_call_skew_pp":10.044979956032595,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KLIC","source_hash":"95f378e34a73de30ee6af5465db8a4d978007845883212bef1f7a7909536483b"}],"dailyIv":[{"symbol":"KLIC","date":"2026-10-19","iv_pct":59.35008809458181,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.2713854489164,"put_iv_pct":62.71795855717575},{"expiry":"2026-12-18","call_iv_pct":60.68044147843943,"put_iv_pct":59.02069513406156},{"expiry":"2027-01-15","call_iv_pct":54.72935691318327,"put_iv_pct":56.25954314720813},{"expiry":"2027-04-16","call_iv_pct":58.52786407766991,"put_iv_pct":58.59346}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ecf178dac9b12abd7c44ed15ef15e3cf5483ae7e75445a97df4f3be548efc047","captured_at":"2026-11-01T16:47:44.699770+00:00"},{"symbol":"KLIC","date":"2026-10-20","iv_pct":59.76478834135526,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":66.80154906731549,"put_iv_pct":61.78387740029543},{"expiry":"2026-12-18","call_iv_pct":58.09538461538462,"put_iv_pct":61.21433333333333},{"expiry":"2027-01-15","call_iv_pct":56.59928490351873,"put_iv_pct":56.95098398169337},{"expiry":"2027-04-16","call_iv_pct":57.2345205479452,"put_iv_pct":59.43837288135594}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"71f16ea4bd57876b43d7a7462fab9277bdd3b30424673db3fbc863d20dca7b63","captured_at":"2026-11-01T14:30:18.440211+00:00"},{"symbol":"KLIC","date":"2026-10-21","iv_pct":59.596698403314136,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":61.92455319148936,"put_iv_pct":64.15923838537701},{"expiry":"2026-12-18","call_iv_pct":58.39621856866538,"put_iv_pct":59.199188118811875},{"expiry":"2027-01-15","call_iv_pct":56.54718078381795,"put_iv_pct":58.69125},{"expiry":"2027-04-16","call_iv_pct":58.56511705685619,"put_iv_pct":59.29084112149532}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9f07a533ce0e4fc221c353d8482e8ca5ec1dece834771898747730a39c5a3abb","captured_at":"2026-11-01T12:43:28.268813+00:00"},{"symbol":"KLIC","date":"2026-10-22","iv_pct":62.185607067515264,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":68.60906125166444,"put_iv_pct":69.54481223922113},{"expiry":"2026-12-18","call_iv_pct":60.87174205967276,"put_iv_pct":61.975139442231075},{"expiry":"2027-01-15","call_iv_pct":59.231593220338986,"put_iv_pct":59.30083792723263},{"expiry":"2027-04-16","call_iv_pct":58.578525641025635,"put_iv_pct":59.37314475873544}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ec6ec777db6c7a30d4ec0e87ae47312c76fc1ab5d73cb67aac0b79c6baa4cbe7","captured_at":"2026-11-01T11:22:40.097775+00:00"},{"symbol":"KLIC","date":"2026-10-23","iv_pct":60.191537217936215,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":60.633240109140516,"put_iv_pct":65.30103202846975},{"expiry":"2026-12-18","call_iv_pct":59.4157055214724,"put_iv_pct":62.90743255813953},{"expiry":"2027-01-15","call_iv_pct":56.6659,"put_iv_pct":60.19573085846868},{"expiry":"2027-04-16","call_iv_pct":58.131274685816884,"put_iv_pct":58.28198198198198}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a0ccde08a0ae4b953c051d934c1fcd2299ddbf6be06db947a607febeb6ead9f6","captured_at":"2026-10-25T11:43:12.226404+00:00"},{"symbol":"KLIC","date":"2026-10-26","iv_pct":59.617724452937495,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":63.789392523364484,"put_iv_pct":68.75002710027101},{"expiry":"2026-12-18","call_iv_pct":58.21853403141362,"put_iv_pct":60.24635607321132},{"expiry":"2027-01-15","call_iv_pct":53.854947668886766,"put_iv_pct":55.35083253588516},{"expiry":"2027-04-16","call_iv_pct":57.67415730337079,"put_iv_pct":59.05754838709677}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1ded4b41204b5bc40bc8af2735e6b6548a51c6209560115d71713ebfaa5cbd32","captured_at":"2026-11-01T09:19:13.295828+00:00"},{"symbol":"KLIC","date":"2026-10-27","iv_pct":61.59005816168869,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":63.384782321899735,"put_iv_pct":72.36404674945216},{"expiry":"2026-12-18","call_iv_pct":59.73280597014926,"put_iv_pct":61.282612011439475},{"expiry":"2027-01-15","call_iv_pct":55.26544766708701,"put_iv_pct":60.42594110115237},{"expiry":"2027-04-16","call_iv_pct":59.66083333333333,"put_iv_pct":60.60399613899614}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"026a30f945d15e2762f9b46f79f7e6de293ec0b7542373b34de04232130093df","captured_at":"2026-11-01T07:35:00.047159+00:00"},{"symbol":"KLIC","date":"2026-10-28","iv_pct":59.93751055162603,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.62287296037296,"put_iv_pct":64.39193103448275},{"expiry":"2026-12-18","call_iv_pct":60.30830398517145,"put_iv_pct":60.0457251908397},{"expiry":"2027-01-15","call_iv_pct":55.52562697576396,"put_iv_pct":59.01710280373832},{"expiry":"2027-04-16","call_iv_pct":56.75,"put_iv_pct":57.8385214626391}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5036ad4550f0c9065816955ada47505a49287e93f9ab2fc7df4c95f3222d5945","captured_at":"2026-11-01T05:01:23.597583+00:00"},{"symbol":"KLIC","date":"2026-10-29","iv_pct":62.70294610871272,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":74.45761139517897,"put_iv_pct":66.23801544860368},{"expiry":"2026-12-18","call_iv_pct":62.59568,"put_iv_pct":60.44379916317991},{"expiry":"2027-01-15","call_iv_pct":58.75889390519187,"put_iv_pct":61.62272108843537},{"expiry":"2027-04-16","call_iv_pct":57.883001715265856,"put_iv_pct":59.62384615384615}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c1032ceace1e1780ee2a73c341d8fa4368e08de9a5b0f72ea82e65da393eed1f","captured_at":"2026-11-01T02:28:41.655213+00:00"},{"symbol":"KLIC","date":"2026-10-30","iv_pct":64.49128678358707,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":69.86404075895994,"put_iv_pct":75.39628036086052},{"expiry":"2026-12-18","call_iv_pct":63.04705263157895,"put_iv_pct":63.350067854113654},{"expiry":"2027-01-15","call_iv_pct":64.27570687418937,"put_iv_pct":60.14689691817217},{"expiry":"2027-04-16","call_iv_pct":58.533907407407405,"put_iv_pct":61.31634146341464}],"source":"ThetaData EOD Greeks","provider_symbol":"KLIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c28d19d964157312c92c288aedd4e5f4efc0c39ea2f53eed60ae339826fde81e","captured_at":"2026-10-31T23:56:43.541568+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/KLIC","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":59.35008809458181,"put_call_skew_pp":-0.40434776994089283,"implied_move_pct":27.821616656278387,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ecf178dac9b12abd7c44ed15ef15e3cf5483ae7e75445a97df4f3be548efc047","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":59.76478834135526,"put_call_skew_pp":0.16420711562850698,"implied_move_pct":27.784987671705217,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"71f16ea4bd57876b43d7a7462fab9277bdd3b30424673db3fbc863d20dca7b63","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":59.596698403314136,"put_call_skew_pp":1.47686200621383,"implied_move_pct":27.61959295999535,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9f07a533ce0e4fc221c353d8482e8ca5ec1dece834771898747730a39c5a3abb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":62.185607067515264,"put_call_skew_pp":0.7257530486796124,"implied_move_pct":28.314577506821152,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ec6ec777db6c7a30d4ec0e87ae47312c76fc1ab5d73cb67aac0b79c6baa4cbe7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":60.19153721793622,"put_call_skew_pp":2.960014277657537,"implied_move_pct":27.423396839844695,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a0ccde08a0ae4b953c051d934c1fcd2299ddbf6be06db947a607febeb6ead9f6","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":59.61772445293749,"put_call_skew_pp":2.4669331423571528,"implied_move_pct":26.41672138946366,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1ded4b41204b5bc40bc8af2735e6b6548a51c6209560115d71713ebfaa5cbd32","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":61.59005816168869,"put_call_skew_pp":4.1581816771427,"implied_move_pct":27.11145154539618,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"026a30f945d15e2762f9b46f79f7e6de293ec0b7542373b34de04232130093df","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":59.937510551626026,"put_call_skew_pp":0.7716191425978742,"implied_move_pct":26.130570969712224,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5036ad4550f0c9065816955ada47505a49287e93f9ab2fc7df4c95f3222d5945","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":62.70294610871272,"put_call_skew_pp":-1.4417012903928974,"implied_move_pct":26.951762957912138,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c1032ceace1e1780ee2a73c341d8fa4368e08de9a5b0f72ea82e65da393eed1f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":64.49128678358707,"put_call_skew_pp":1.122219731106327,"implied_move_pct":27.442140124351205,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c28d19d964157312c92c288aedd4e5f4efc0c39ea2f53eed60ae339826fde81e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}