{"schemaVersion":1,"symbol":"LOB","days":90,"observations":[{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:42.112000+00:00","captured_at":"2026-10-22T10:01:09.557Z","last_trade_at":"2026-10-21T23:00:00.003794195Z","price":35.35,"iv_pct":47.616642686255275,"implied_move_pct":11.70774139058978,"put_call_skew_pp":12.34418941992439,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"ded0e9001ccaa72526c0916d42b38eccb2dcc1713e6b2f1827585fc694b9404c"},{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-10-22T19:54:58.157000+00:00","captured_at":"2026-10-22T21:23:46.402Z","last_trade_at":"2026-10-22T20:10:00.004213658Z","price":35.71,"iv_pct":48.709191739310334,"implied_move_pct":12.069925458797288,"put_call_skew_pp":15.288771677603407,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"b2e13264eacd0c580400fa2d87f39bf489af6bfa5f183e12070d44d0cf3e8be2"},{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-10-26T13:31:35.603000+00:00","captured_at":"2026-10-26T13:45:09.137Z","last_trade_at":"2026-10-26T13:39:41.673783803Z","price":35.45,"iv_pct":67.43690496435433,"implied_move_pct":14.916507387902886,"put_call_skew_pp":19.789918112842347,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"601619a3054e9ba4f4cc391b1e2da473e9a89e5ad709c911afa915e751b36c7f"},{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-10-27T13:30:40.389000+00:00","captured_at":"2026-10-27T13:43:29.591Z","last_trade_at":"2026-10-27T13:36:08.416171123Z","price":34.835,"iv_pct":40.25562667768784,"implied_move_pct":9.23508846360947,"put_call_skew_pp":3.1335848107989115,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"6a4be044baf096db83f56da33b1381fffa24967c6505901f9d16b57c93d1aa7d"},{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:58.099000+00:00","captured_at":"2026-10-27T23:18:27.972Z","last_trade_at":"2026-10-27T23:00:00.003144267Z","price":34.74,"iv_pct":40.22696534824566,"implied_move_pct":8.11413714786279,"put_call_skew_pp":131.27558182704354,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"52bbecda2ede7aa45a560fd483bd62713430f6bc1a99b55d2c83c561711e8032"},{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:04.166000+00:00","captured_at":"2026-10-28T20:17:35.331Z","last_trade_at":"2026-10-28T20:10:00.001737305Z","price":34.66,"iv_pct":75.90855755033226,"implied_move_pct":15.916430367916016,"put_call_skew_pp":-24.73559234049678,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"c81fbcc53805a2751e74169443b452e0093d4d81432e9f199f6c6c472efd347c"},{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-10-29T19:47:31.486000+00:00","captured_at":"2026-10-29T23:00:30.528Z","last_trade_at":"2026-10-29T23:00:00.003830529Z","price":35.07,"iv_pct":56.76875512094599,"implied_move_pct":11.247703983169428,"put_call_skew_pp":-21.830104621276014,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"16fab79704cf853f04a385a57531a4873670874d1ac2382ed5e304f682a6c6cb"},{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:58.120000+00:00","captured_at":"2026-10-30T22:58:08.667Z","last_trade_at":"2026-10-30T22:30:00.003179721Z","price":34.47,"iv_pct":46.28298412903954,"implied_move_pct":8.7095717590585,"put_call_skew_pp":-5.294107454827712,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"201ca35fbdafa72142a738c43e8c932a7fe69386a129a242e6c74027786476ce"},{"symbol":"LOB","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:06.126000+00:00","captured_at":"2026-11-04T00:44:04.942Z","last_trade_at":"2026-11-04T00:00:00.003144856Z","price":34.42,"iv_pct":82.53674700421196,"implied_move_pct":14.001819823971893,"put_call_skew_pp":-29.56978806838828,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LOB","source_hash":"24b01f026ed1057863a4deb7981188bce6fd8b2ca63610cc27e5fef43c0e3971"}],"dailyIv":[{"symbol":"LOB","date":"2026-10-19","iv_pct":43.64160446119201,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.43797968397291,"put_iv_pct":54.40438288535381},{"expiry":"2026-12-18","call_iv_pct":38.798083538083546,"put_iv_pct":41.830162454873644},{"expiry":"2027-03-19","call_iv_pct":44.59123723723724,"put_iv_pct":32.73474685816876},{"expiry":"2027-06-17","call_iv_pct":39.952227880331,"put_iv_pct":31.38401515151515}],"source":"ThetaData EOD Greeks","provider_symbol":"LOB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b03da1784287c4baef1ffcb03407036a729d22e46b9b9c7ab8d5860b057be3ce","captured_at":"2026-11-01T16:51:45.004784+00:00"},{"symbol":"LOB","date":"2026-10-20","iv_pct":42.65404129569871,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":56.275131984916,"put_iv_pct":50.25339177558177},{"expiry":"2026-12-18","call_iv_pct":31.6438305709024,"put_iv_pct":47.39466036621383},{"expiry":"2027-03-19","call_iv_pct":40.93591578947369,"put_iv_pct":39.63483405483406},{"expiry":"2027-06-17","call_iv_pct":36.513032150776056,"put_iv_pct":38.58153367289191}],"source":"ThetaData EOD Greeks","provider_symbol":"LOB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"4ab26373204a9aa68bd270d08cb62816edf8155efa42d7075fb88c535b2cef20","captured_at":"2026-11-01T14:33:56.563615+00:00"},{"symbol":"LOB","date":"2026-10-21","iv_pct":42.510595410308774,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":53.424994582881915,"put_iv_pct":40.71600215227334},{"expiry":"2026-12-18","call_iv_pct":50.77351955307263,"put_iv_pct":48.840868878357035},{"expiry":"2027-03-19","call_iv_pct":40.86988593155893,"put_iv_pct":34.442318899231076},{"expiry":"2027-06-17","call_iv_pct":35.89510044096031,"put_iv_pct":35.122072844134976}],"source":"ThetaData EOD Greeks","provider_symbol":"LOB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"1c597dbc153900732138abbd09c670ae23be92b3513cc9e36c3d5914288bb423","captured_at":"2026-11-01T12:47:49.120090+00:00"},{"symbol":"LOB","date":"2026-10-22","iv_pct":39.43025869606927,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.422314410480354,"put_iv_pct":46.83073093734823},{"expiry":"2026-12-18","call_iv_pct":34.010069164265126,"put_iv_pct":35.160791747978806},{"expiry":"2027-03-19","call_iv_pct":39.82291306558211,"put_iv_pct":38.460665742024965},{"expiry":"2027-06-17","call_iv_pct":34.798219395866454,"put_iv_pct":35.93636510500808}],"source":"ThetaData EOD Greeks","provider_symbol":"LOB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"958e3907f123ed532518a3fc6500b1b281ae164407fd6b637dae1c2e5f5da651","captured_at":"2026-11-01T11:27:10.309252+00:00"},{"symbol":"LOB","date":"2026-10-27","iv_pct":39.202840904011445,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.33262464722484,"put_iv_pct":37.78736175115207},{"expiry":"2026-12-18","call_iv_pct":40.87315189407871,"put_iv_pct":45.30907146329606},{"expiry":"2027-03-19","call_iv_pct":40.0383191011236,"put_iv_pct":33.77970886075949},{"expiry":"2027-06-17","call_iv_pct":37.41941601779755,"put_iv_pct":36.083073496659246}],"source":"ThetaData EOD Greeks","provider_symbol":"LOB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"a77f5d962e17aa235a80cb45ca16c4f3d56eea933e517925fe81185eb67bf0d5","captured_at":"2026-11-01T07:39:50.056312+00:00"},{"symbol":"LOB","date":"2026-10-28","iv_pct":51.4881920355626,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":82.00146468401488,"put_iv_pct":69.31643155840536},{"expiry":"2026-12-18","call_iv_pct":56.67606980273141,"put_iv_pct":52.40712077294686},{"expiry":"2027-03-19","call_iv_pct":42.64474789915966,"put_iv_pct":33.94863595706619},{"expiry":"2027-06-17","call_iv_pct":38.18597147950089,"put_iv_pct":36.72509413067552}],"source":"ThetaData EOD Greeks","provider_symbol":"LOB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"2a518743c94dd19f4f678682e235868c50e99b4a346561cc8ba81b7a7f9c072f","captured_at":"2026-11-01T05:05:49.913704+00:00"},{"symbol":"LOB","date":"2026-10-29","iv_pct":43.01618974164325,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":71.66742641864845,"put_iv_pct":41.728977572559366},{"expiry":"2026-12-18","call_iv_pct":40.230603397773876,"put_iv_pct":36.02648447204969},{"expiry":"2027-03-19","call_iv_pct":43.083191368540604,"put_iv_pct":35.88734567901234},{"expiry":"2027-06-17","call_iv_pct":38.21998874507597,"put_iv_pct":37.285500279485746}],"source":"ThetaData EOD Greeks","provider_symbol":"LOB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"24dcc076679673d5267448dd8a64415befae3c1bacb95df1c6cce76e292ab9b9","captured_at":"2026-11-01T02:33:03.977578+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/LOB","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":43.64160446119201,"put_call_skew_pp":-7.106555247428332,"implied_move_pct":21.976988815892135,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b03da1784287c4baef1ffcb03407036a729d22e46b9b9c7ab8d5860b057be3ce","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":42.65404129569871,"put_call_skew_pp":2.6241273433633534,"implied_move_pct":21.91334681161519,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4ab26373204a9aa68bd270d08cb62816edf8155efa42d7075fb88c535b2cef20","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":42.510595410308774,"put_call_skew_pp":-5.460559433619341,"implied_move_pct":21.528078445858014,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1c597dbc153900732138abbd09c670ae23be92b3513cc9e36c3d5914288bb423","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":39.43025869606927,"put_call_skew_pp":-0.6662406259584905,"implied_move_pct":20.20740578045123,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"958e3907f123ed532518a3fc6500b1b281ae164407fd6b637dae1c2e5f5da651","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":39.202840904011445,"put_call_skew_pp":-1.926074022089459,"implied_move_pct":19.743836884258066,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a77f5d962e17aa235a80cb45ca16c4f3d56eea933e517925fe81185eb67bf0d5","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":51.4881920355626,"put_call_skew_pp":-6.777742861578229,"implied_move_pct":23.274134903454566,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2a518743c94dd19f4f678682e235868c50e99b4a346561cc8ba81b7a7f9c072f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":43.01618974164326,"put_call_skew_pp":-10.56822548173294,"implied_move_pct":20.644638816387793,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"24dcc076679673d5267448dd8a64415befae3c1bacb95df1c6cce76e292ab9b9","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}