{"schemaVersion":1,"symbol":"LII","days":90,"observations":[{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:22.119000+00:00","captured_at":"2026-10-22T07:07:53.714Z","last_trade_at":"2026-10-21T23:00:00.002047609Z","price":366.37,"iv_pct":46.27188137594388,"implied_move_pct":10.52506473510962,"put_call_skew_pp":9.886780620155038,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"6a1fca7880ec9816643d4964c3aa49872ad01154568c15e6653402b70e975f8f"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:04.355000+00:00","captured_at":"2026-10-22T21:07:25.980Z","last_trade_at":"2026-10-22T20:34:59.809590778Z","price":378.72,"iv_pct":44.96525335977088,"implied_move_pct":10.172880069646212,"put_call_skew_pp":7.422957817630715,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"60fd68f0ef7af1f255dc56f9f3308c792bac97b74137fe50f24d41325e872f89"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-23T19:54:58.550000+00:00","captured_at":"2026-10-23T21:19:25.847Z","last_trade_at":"2026-10-23T20:37:33.409557693Z","price":376.01,"iv_pct":45.53234085871406,"implied_move_pct":10.075505590122285,"put_call_skew_pp":7.81764580644631,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"25ecb28a452d723a3775494aebc800d0fbabf3165a7bb384582fb2233df55b85"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:02.699000+00:00","captured_at":"2026-10-26T13:33:55.660Z","last_trade_at":"2026-10-26T13:33:34.231055898Z","price":376.988,"iv_pct":48.49389246845163,"implied_move_pct":10.208222988069174,"put_call_skew_pp":6.8035351418764485,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"56266e6ed11ba417d1984b48a3d670261e6dc7c3dcda42244e70d9c3b8040be8"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-26T19:54:58.570000+00:00","captured_at":"2026-10-27T02:50:24.045Z","last_trade_at":"2026-10-26T23:57:11.986914989Z","price":364.59,"iv_pct":48.70306141634022,"implied_move_pct":10.158709805625293,"put_call_skew_pp":-0.655968112572286,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"623efa9028f97c44771fe6dacf8276e6ecf0350fbc15b8590393bc9b873e2f53"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-27T16:35:36.941000+00:00","captured_at":"2026-10-27T16:42:53.095Z","last_trade_at":"2026-10-27T16:42:04.344874721Z","price":364.08,"iv_pct":52.54784020845567,"implied_move_pct":10.898927966571332,"put_call_skew_pp":6.192050685887008,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"63f34eac50494291cbc1a980805134446622d96b862f3f15f59cc2d0d2133daf"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-27T19:54:30.063000+00:00","captured_at":"2026-10-28T00:21:52.175Z","last_trade_at":"2026-10-27T23:00:00.002360062Z","price":372.05,"iv_pct":50.51781094527363,"implied_move_pct":10.447945061682583,"put_call_skew_pp":2.8854923940190016,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"f1c630724e62e0e3207fc65a29cc20270e26a216d4bb371a26ca24e6e5527079"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-28T19:56:17.099000+00:00","captured_at":"2026-10-28T21:05:44.012Z","last_trade_at":"2026-10-28T20:56:28.664082709Z","price":332.64,"iv_pct":38.97838926054163,"implied_move_pct":7.945350163610709,"put_call_skew_pp":0.8345565406651101,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"a177efd0d0ce878aeb5580e7f0f915522290c72cb78a3543dea7f35004586642"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:06.584000+00:00","captured_at":"2026-10-30T00:26:34.402Z","last_trade_at":"2026-10-29T23:00:00.002019977Z","price":348.12,"iv_pct":35.55684902515158,"implied_move_pct":7.096768111479881,"put_call_skew_pp":11.677255800592212,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"e1cae69d454af09772283e4379f45e1ad6b6b70bf8b7a4099bcd6041843f1db3"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:09.122000+00:00","captured_at":"2026-10-30T23:29:58.378Z","last_trade_at":"2026-10-30T23:10:19.899752494Z","price":344.01,"iv_pct":39.54665192460072,"implied_move_pct":7.712050961645618,"put_call_skew_pp":1.9998094500958297,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"aa97cc772d8a1cfbc417a8869962d3b081082e4f2eccb47818c5b497fb2b33d4"},{"symbol":"LII","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:02.127000+00:00","captured_at":"2026-11-04T01:58:16.305Z","last_trade_at":"2026-11-04T00:00:00.00195742Z","price":346.49,"iv_pct":42.0420331925343,"implied_move_pct":7.268460833619921,"put_call_skew_pp":2.1309885984816592,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LII","source_hash":"46186e2ed033937510c752972a4ff5c0f12c356b5c04ee4e9825d1c443edb1eb"}],"dailyIv":[{"symbol":"LII","date":"2026-10-19","iv_pct":39.41522617703863,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.82845605700712,"put_iv_pct":45.26758620689655},{"expiry":"2026-12-18","call_iv_pct":37.37897364771151,"put_iv_pct":39.123768115942035},{"expiry":"2027-03-19","call_iv_pct":36.94916666666666,"put_iv_pct":37.340869565217396},{"expiry":"2027-05-21","call_iv_pct":36.41162303664922,"put_iv_pct":38.02136612021857}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cbd7a40c3e99b2b4d4b272dd7c7518977cee3ca7a2c27eae577ae314234df6f5","captured_at":"2026-11-01T16:50:45.957293+00:00"},{"symbol":"LII","date":"2026-10-20","iv_pct":39.49877506916336,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.88396860986547,"put_iv_pct":45.28940749697703},{"expiry":"2026-12-18","call_iv_pct":38.43754189944134,"put_iv_pct":41.86251862891207},{"expiry":"2027-03-19","call_iv_pct":36.40052747252747,"put_iv_pct":37.88648711943794},{"expiry":"2027-05-21","call_iv_pct":36.23989218328841,"put_iv_pct":37.98985714285714}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8ccc1511e4cd67d81213407fc7867e62053723d1717ed3a7f98459e9646d8767","captured_at":"2026-11-01T14:33:19.931288+00:00"},{"symbol":"LII","date":"2026-10-21","iv_pct":39.431642671771,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.31726694915254,"put_iv_pct":46.64925211097708},{"expiry":"2026-12-18","call_iv_pct":36.74097902097902,"put_iv_pct":41.22858407079646},{"expiry":"2027-03-19","call_iv_pct":34.88745652173913,"put_iv_pct":37.74025522041764},{"expiry":"2027-05-21","call_iv_pct":35.73302564102564,"put_iv_pct":38.15632183908046}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f2f1c8030f040de1fba7f8914447bc21aaff71447c17dd9e4d280823cd851165","captured_at":"2026-11-01T12:47:02.797972+00:00"},{"symbol":"LII","date":"2026-10-22","iv_pct":39.86468399896485,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.81734831460675,"put_iv_pct":43.10231833910035},{"expiry":"2026-12-18","call_iv_pct":40.89884615384615,"put_iv_pct":39.37084194977844},{"expiry":"2027-03-19","call_iv_pct":37.24343181818182,"put_iv_pct":37.24430205949656},{"expiry":"2027-05-21","call_iv_pct":36.5622311827957,"put_iv_pct":37.67815217391304}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"667779b1449f25104dccfac09d7f46c9a01db6bfe23cbb90a6a49778c64ea55f","captured_at":"2026-11-01T11:26:27.016748+00:00"},{"symbol":"LII","date":"2026-10-23","iv_pct":40.235307805419446,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.81631823461092,"put_iv_pct":44.231433607520565},{"expiry":"2026-12-18","call_iv_pct":39.91220314735337,"put_iv_pct":39.96078341013825},{"expiry":"2027-03-19","call_iv_pct":37.135113122171944,"put_iv_pct":38.513437499999995},{"expiry":"2027-05-21","call_iv_pct":36.98172043010753,"put_iv_pct":38.33145299145299}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4a048f2d728b2c40c6512ffcf2edb65fff021276f9557ec8e3e11d56136e9e3b","captured_at":"2026-10-25T12:13:51.581527+00:00"},{"symbol":"LII","date":"2026-10-26","iv_pct":41.684509735687655,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.97457978075518,"put_iv_pct":47.07594501718213},{"expiry":"2026-12-18","call_iv_pct":43.05237388724036,"put_iv_pct":39.88568493150685},{"expiry":"2027-03-19","call_iv_pct":38.458967136150235,"put_iv_pct":38.794931506849316},{"expiry":"2027-05-21","call_iv_pct":37.32404255319149,"put_iv_pct":38.9095530726257}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4f979339d10f81bbfac1a481a45b424b516a837b668f39aea86d10489401813b","captured_at":"2026-11-01T09:23:26.363766+00:00"},{"symbol":"LII","date":"2026-10-27","iv_pct":42.603959954109406,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.86278953922789,"put_iv_pct":51.168656716417914},{"expiry":"2026-12-18","call_iv_pct":42.38614220877459,"put_iv_pct":42.90152671755725},{"expiry":"2027-03-19","call_iv_pct":38.06713004484305,"put_iv_pct":39.082863741339494},{"expiry":"2027-05-21","call_iv_pct":37.83050938337802,"put_iv_pct":39.53206128133705}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"599735ca4ca684b9e791d575f1b3f4620866feb3046fd06d9d187037ecda53c5","captured_at":"2026-11-01T07:38:43.822345+00:00"},{"symbol":"LII","date":"2026-10-28","iv_pct":38.20644987785813,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.04626093874304,"put_iv_pct":39.90635756056808},{"expiry":"2026-12-18","call_iv_pct":39.17382244143033,"put_iv_pct":37.83904534606205},{"expiry":"2027-03-19","call_iv_pct":37.296183673469386,"put_iv_pct":37.78465306122449},{"expiry":"2027-05-21","call_iv_pct":37.15162561576355,"put_iv_pct":38.453650385604114}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6b61f4c710578e3a98758bc075d3ed3a8507242c54cdbebb6547ece7af98ef70","captured_at":"2026-11-01T05:05:03.440445+00:00"},{"symbol":"LII","date":"2026-10-29","iv_pct":36.75251762090895,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.09691011235955,"put_iv_pct":40.00962756052141},{"expiry":"2026-12-18","call_iv_pct":34.6669536423841,"put_iv_pct":38.37181034482759},{"expiry":"2027-03-19","call_iv_pct":35.44428571428571,"put_iv_pct":39.597060133630286},{"expiry":"2027-05-21","call_iv_pct":35.44821256038647,"put_iv_pct":39.38528089887641}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"39e9a34be877edda418261d320630f549fe913210172b7fcb0c4ce9ff5954342","captured_at":"2026-11-01T02:32:12.491199+00:00"},{"symbol":"LII","date":"2026-10-30","iv_pct":39.268783301196834,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.35971223021583,"put_iv_pct":40.74718776550552},{"expiry":"2026-12-18","call_iv_pct":39.15263354037267,"put_iv_pct":40.64976683937824},{"expiry":"2027-03-19","call_iv_pct":37.391437371663244,"put_iv_pct":40.00303317535545},{"expiry":"2027-05-21","call_iv_pct":37.464814814814815,"put_iv_pct":40.38168067226891}],"source":"ThetaData EOD Greeks","provider_symbol":"LII","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0ed5d2a2e3054886e16110fb781abe20eaca5c8fec6957011572cbaf102ec928","captured_at":"2026-11-01T00:00:16.074085+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/LII","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":39.41522617703863,"put_call_skew_pp":1.0463426500600104,"implied_move_pct":20.30189587891254,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cbd7a40c3e99b2b4d4b272dd7c7518977cee3ca7a2c27eae577ae314234df6f5","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":39.49877506916336,"put_call_skew_pp":2.51658505576537,"implied_move_pct":20.245197959482063,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8ccc1511e4cd67d81213407fc7867e62053723d1717ed3a7f98459e9646d8767","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":39.431642671771,"put_call_skew_pp":3.0239212770938266,"implied_move_pct":19.977628742174353,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f2f1c8030f040de1fba7f8914447bc21aaff71447c17dd9e4d280823cd851165","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":39.86468399896485,"put_call_skew_pp":-1.0315607367855062,"implied_move_pct":20.11118268103806,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"667779b1449f25104dccfac09d7f46c9a01db6bfe23cbb90a6a49778c64ea55f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":40.23530780541944,"put_call_skew_pp":0.04793814371701011,"implied_move_pct":20.197742329404495,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4a048f2d728b2c40c6512ffcf2edb65fff021276f9557ec8e3e11d56136e9e3b","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":41.684509735687655,"put_call_skew_pp":-1.0359622072933163,"implied_move_pct":20.360160202280063,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4f979339d10f81bbfac1a481a45b424b516a837b668f39aea86d10489401813b","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":42.603959954109406,"put_call_skew_pp":1.1346343201070415,"implied_move_pct":20.55639395242022,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"599735ca4ca684b9e791d575f1b3f4620866feb3046fd06d9d187037ecda53c5","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":38.20644987785813,"put_call_skew_pp":0.5789534210131073,"implied_move_pct":18.974318437117894,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6b61f4c710578e3a98758bc075d3ed3a8507242c54cdbebb6547ece7af98ef70","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":36.75251762090895,"put_call_skew_pp":5.176854227109965,"implied_move_pct":18.378213252338398,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"39e9a34be877edda418261d320630f549fe913210172b7fcb0c4ce9ff5954342","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":39.268783301196834,"put_call_skew_pp":2.35326762386039,"implied_move_pct":19.26859107620873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0ed5d2a2e3054886e16110fb781abe20eaca5c8fec6957011572cbaf102ec928","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-05-21"]}]}