{"schemaVersion":1,"symbol":"LPX","days":90,"observations":[{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:31.058000+00:00","captured_at":"2026-10-22T21:23:54.174Z","last_trade_at":"2026-10-22T20:34:59.112707917Z","price":74.85,"iv_pct":48.02305251650165,"implied_move_pct":11.334873542464466,"put_call_skew_pp":15.306151255506883,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"68fbc45a128167bae35f88218939bbe51706a46f9c101284c368f0e5124437fa"},{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-10-23T19:57:30.964000+00:00","captured_at":"2026-10-23T21:52:15.225Z","last_trade_at":"2026-10-23T20:10:00.001730537Z","price":73.76,"iv_pct":51.1929299237267,"implied_move_pct":11.484838702199806,"put_call_skew_pp":2.36150797888387,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"c5cc1f84cfa31bc48f6ae737442df09c4042e09f3d1a6ecbe51f3c4483f9acfa"},{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-10-26T15:38:11.584000+00:00","captured_at":"2026-10-26T15:49:50.087Z","last_trade_at":"2026-10-26T15:49:18.447011498Z","price":72.975,"iv_pct":52.639090851401434,"implied_move_pct":11.102923150490614,"put_call_skew_pp":4.5130681449147225,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"2860c3506c943e86e049d28fa80fccf26f7e874f5d18c6259876f25e3e6a0101"},{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:08.819000+00:00","captured_at":"2026-10-27T03:20:33.785Z","last_trade_at":"2026-10-26T23:00:00.002857129Z","price":72.03,"iv_pct":52.07497872062208,"implied_move_pct":11.198023815622156,"put_call_skew_pp":-3.4466011009666953,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"7440722cd3ae9e634fcc3c3ebd189f240edf6f90dee70c864992730e09a59930"},{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-10-27T19:57:01.587000+00:00","captured_at":"2026-10-27T21:19:01.798Z","last_trade_at":"2026-10-27T20:10:00.002077174Z","price":72.05,"iv_pct":51.314395338389794,"implied_move_pct":10.989225621667789,"put_call_skew_pp":6.8448927967098445,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"ab2bfc8effecc2a355409c724d1aef16afe37eb3cc31e6d619a9d22dca07efac"},{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:23.931000+00:00","captured_at":"2026-10-28T22:41:36.495Z","last_trade_at":"2026-10-28T22:30:00.001666253Z","price":70.06,"iv_pct":51.86669200172669,"implied_move_pct":10.69652636123592,"put_call_skew_pp":-1.3036228275545847,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"0a56cd2682155e027137cd71b4b1b49e5f0aa6d9c767c52bd3a52a267196aab4"},{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:26.269000+00:00","captured_at":"2026-10-30T01:18:40.784Z","last_trade_at":"2026-10-29T23:00:00.001827456Z","price":73.46,"iv_pct":49.89493959821948,"implied_move_pct":10.361360840901575,"put_call_skew_pp":8.536566968481523,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"f1c3ed10435e4498e5dcaf6943998185094bb46593cb572826d0b5f77ec5cf86"},{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:40.489000+00:00","captured_at":"2026-10-31T00:03:04.154Z","last_trade_at":"2026-10-30T23:00:00.001980945Z","price":73.31,"iv_pct":49.07444442851768,"implied_move_pct":9.969745904131464,"put_call_skew_pp":3.460793787748051,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"78038ef33b0a65db1417314793e1e690a30222e7c5215b3fdb0491e61b233a46"},{"symbol":"LPX","expiry":"2026-11-20","observed_at":"2026-11-02T20:46:35.976000+00:00","captured_at":"2026-11-03T02:39:31.797Z","last_trade_at":"2026-11-03T00:00:00.002054967Z","price":75.58,"iv_pct":61.064021049114594,"implied_move_pct":11.526896090878717,"put_call_skew_pp":17.479510812769327,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LPX","source_hash":"07a7e20cde575da40e17b11b9d7b97186e643d544070219e6e68dc830fc123cf"}],"dailyIv":[{"symbol":"LPX","date":"2026-10-19","iv_pct":42.79951392780739,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.482848722986255,"put_iv_pct":48.66268929503917},{"expiry":"2026-12-18","call_iv_pct":40.02197635135135,"put_iv_pct":44.93303191489362},{"expiry":"2027-02-19","call_iv_pct":40.880085984522786,"put_iv_pct":41.94573889392566},{"expiry":"2027-05-21","call_iv_pct":38.81974025974026,"put_iv_pct":42.65}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2e316a89d39f76d47575b140b2bc86e99426a4575e1b03a5f6bc3b730fa663a8","captured_at":"2026-11-01T16:52:01.018619+00:00"},{"symbol":"LPX","date":"2026-10-20","iv_pct":42.83942362800704,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.74427057864711,"put_iv_pct":50.38141621621621},{"expiry":"2026-12-18","call_iv_pct":41.62209102091021,"put_iv_pct":45.64174666666667},{"expiry":"2027-02-19","call_iv_pct":40.414,"put_iv_pct":43.834314115308146},{"expiry":"2027-05-21","call_iv_pct":38.77154506437768,"put_iv_pct":44.306005361930296}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f5d204e333c93bd931a21ec057311271ca66b5e6643700ed15c48b041fe43d7f","captured_at":"2026-11-01T14:34:27.769743+00:00"},{"symbol":"LPX","date":"2026-10-21","iv_pct":43.23154932847133,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.214740030287736,"put_iv_pct":51.33828911748781},{"expiry":"2026-12-18","call_iv_pct":40.48858669833729,"put_iv_pct":43.459572815533974},{"expiry":"2027-02-19","call_iv_pct":39.79260330578512,"put_iv_pct":41.10476363636364},{"expiry":"2027-05-21","call_iv_pct":39.191761426978815,"put_iv_pct":42.26207759699624}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"45a8dcb8ba600eb7448d47f34897e41872238f7a754a35bdcc3fad952c84b295","captured_at":"2026-11-01T12:48:25.993277+00:00"},{"symbol":"LPX","date":"2026-10-22","iv_pct":44.107421872982115,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.19560732113145,"put_iv_pct":53.82591836734694},{"expiry":"2026-12-18","call_iv_pct":40.5833962264151,"put_iv_pct":51.171481481481486},{"expiry":"2027-02-19","call_iv_pct":39.9107880910683,"put_iv_pct":43.2908855721393},{"expiry":"2027-05-21","call_iv_pct":38.40173515981735,"put_iv_pct":43.47956276445698}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5bf61b2d222b38c68d468dec43441abe5221dc410ec77480adc57c9d82f42a5e","captured_at":"2026-11-01T11:27:28.375679+00:00"},{"symbol":"LPX","date":"2026-10-23","iv_pct":44.16067482654389,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.30983240223465,"put_iv_pct":52.05136436597111},{"expiry":"2026-12-18","call_iv_pct":41.64030338389732,"put_iv_pct":46.50859832635984},{"expiry":"2027-02-19","call_iv_pct":39.56825426944972,"put_iv_pct":41.099999999999994},{"expiry":"2027-05-21","call_iv_pct":39.54921146953405,"put_iv_pct":42.55783439490446}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"42ac105dc311cedf30c3bdc48de4d0ad00bced631f8ef68f977efa345c303894","captured_at":"2026-10-25T12:25:29.334257+00:00"},{"symbol":"LPX","date":"2026-10-26","iv_pct":43.99833761100808,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":55.969791666666666,"put_iv_pct":48.12558917927556},{"expiry":"2026-12-18","call_iv_pct":44.45750460971112,"put_iv_pct":40.31832584269663},{"expiry":"2027-02-19","call_iv_pct":41.00035775127768,"put_iv_pct":39.47114099429503},{"expiry":"2027-05-21","call_iv_pct":40.46402792696026,"put_iv_pct":42.179962917181705}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"208fcc5128839cdac1d420f2693caf56dedd62083c18ffefdfd33afbd72ec677","captured_at":"2026-11-01T09:24:31.993495+00:00"},{"symbol":"LPX","date":"2026-10-27","iv_pct":44.42249658334351,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.02696603071196,"put_iv_pct":52.574122287968436},{"expiry":"2026-12-18","call_iv_pct":43.6881351840676,"put_iv_pct":44.80698324022347},{"expiry":"2027-02-19","call_iv_pct":40.5174705882353,"put_iv_pct":40.42433389544688},{"expiry":"2027-05-21","call_iv_pct":39.951270903010034,"put_iv_pct":43.390690537084396}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"46d50c8235410ebba091dc7b494fe336c74a06e614021167a8103cf169083f17","captured_at":"2026-11-01T07:40:09.849892+00:00"},{"symbol":"LPX","date":"2026-10-28","iv_pct":44.293785259347885,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.42615952732644,"put_iv_pct":56.23333964945524},{"expiry":"2026-12-18","call_iv_pct":40.67874932028276,"put_iv_pct":44.927023514851484},{"expiry":"2027-02-19","call_iv_pct":40.08358887952823,"put_iv_pct":41.12698049194233},{"expiry":"2027-05-21","call_iv_pct":39.51534501642936,"put_iv_pct":44.359095674967236}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"44e5b8188d055cbe68b378a2c9241015baa7856c66132d537a9c0ee53ac34e18","captured_at":"2026-11-01T05:06:11.230080+00:00"},{"symbol":"LPX","date":"2026-10-29","iv_pct":42.94020708556766,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.50899879372738,"put_iv_pct":57.22713878326997},{"expiry":"2026-12-18","call_iv_pct":35.85582564102564,"put_iv_pct":45.05401676337846},{"expiry":"2027-02-19","call_iv_pct":37.913381037567085,"put_iv_pct":41.309524733268674},{"expiry":"2027-05-21","call_iv_pct":39.18245843230403,"put_iv_pct":44.470312500000006}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4412b8a86e940f82d52235563f912e655dec3d12d102b75a7628c88a2919ffe0","captured_at":"2026-11-01T02:33:22.089704+00:00"},{"symbol":"LPX","date":"2026-10-30","iv_pct":42.64444034132054,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.46976,"put_iv_pct":55.66967164179104},{"expiry":"2026-12-18","call_iv_pct":39.64979416809605,"put_iv_pct":40.8961224489796},{"expiry":"2027-02-19","call_iv_pct":40.42021570319241,"put_iv_pct":39.25346863468635},{"expiry":"2027-05-21","call_iv_pct":39.99104582843713,"put_iv_pct":42.80544430538173}],"source":"ThetaData EOD Greeks","provider_symbol":"LPX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"403b1e098e4d49872d7d66c7ef1e4323ff45049ff62b426f1c86d3f93ebe8029","captured_at":"2026-11-01T00:01:43.529034+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/LPX","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":42.79951392780739,"put_call_skew_pp":3.49670219631445,"implied_move_pct":21.553444416607572,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2e316a89d39f76d47575b140b2bc86e99426a4575e1b03a5f6bc3b730fa663a8","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":42.83942362800704,"put_call_skew_pp":6.4028939240465785,"implied_move_pct":21.60987312686348,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f5d204e333c93bd931a21ec057311271ca66b5e6643700ed15c48b041fe43d7f","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":43.23154932847133,"put_call_skew_pp":2.6192529262481763,"implied_move_pct":21.32524156358186,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"45a8dcb8ba600eb7448d47f34897e41872238f7a754a35bdcc3fad952c84b295","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":44.107421872982115,"put_call_skew_pp":7.6690803467481246,"implied_move_pct":21.653497419286218,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5bf61b2d222b38c68d468dec43441abe5221dc410ec77480adc57c9d82f42a5e","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":44.1606748265439,"put_call_skew_pp":2.7875488905299175,"implied_move_pct":21.39496425553194,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"42ac105dc311cedf30c3bdc48de4d0ad00bced631f8ef68f977efa345c303894","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":43.99833761100808,"put_call_skew_pp":-2.9491657552917037,"implied_move_pct":20.88661486210069,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"208fcc5128839cdac1d420f2693caf56dedd62083c18ffefdfd33afbd72ec677","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":44.4224965833435,"put_call_skew_pp":1.7530718136745715,"implied_move_pct":20.9623252980701,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"46d50c8235410ebba091dc7b494fe336c74a06e614021167a8103cf169083f17","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":44.293785259347885,"put_call_skew_pp":4.735649146912374,"implied_move_pct":20.775903006760913,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"44e5b8188d055cbe68b378a2c9241015baa7856c66132d537a9c0ee53ac34e18","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":42.940207085567664,"put_call_skew_pp":8.150082218823243,"implied_move_pct":20.12448091077754,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4412b8a86e940f82d52235563f912e655dec3d12d102b75a7628c88a2919ffe0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":42.64444034132054,"put_call_skew_pp":4.02347283277828,"implied_move_pct":19.859808550600892,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"403b1e098e4d49872d7d66c7ef1e4323ff45049ff62b426f1c86d3f93ebe8029","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}