{"schemaVersion":1,"symbol":"MDY","days":90,"observations":[{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-21T20:06:08.564000+00:00","captured_at":"2026-10-22T10:39:08.316Z","last_trade_at":"2026-10-22T00:00:00.063259741Z","price":669.42,"iv_pct":15.664380764163372,"implied_move_pct":3.542536321041529,"put_call_skew_pp":3.8367557593683044,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"30eff8f7048d736a61cb8f1476f494d77523a0311147388bb212941515e45e9c"},{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-22T20:10:01.902000+00:00","captured_at":"2026-10-22T21:33:21.001Z","last_trade_at":"2026-10-22T20:10:00.002352931Z","price":664,"iv_pct":16.806229578395012,"implied_move_pct":3.7966378188483154,"put_call_skew_pp":5.354788834951457,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"f042a1dad6a9628ff1c6adcdbd39008ec0cc499f94bf3f457eceaafb1b29ba19"},{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-23T20:11:26.880000+00:00","captured_at":"2026-10-23T21:52:58.575Z","last_trade_at":"2026-10-23T20:59:03.210815468Z","price":660.92,"iv_pct":17.44510558632943,"implied_move_pct":3.8766833276969552,"put_call_skew_pp":5.569543057996487,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"8fa0389e618fcd82198506917d5b46d284d800890df6a9beb9a0c2d3a5d9155e"},{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-26T15:47:01.836000+00:00","captured_at":"2026-10-26T15:51:21.157Z","last_trade_at":"2026-10-26T15:51:17.654031648Z","price":666.13,"iv_pct":16.746110575252,"implied_move_pct":3.51220158909361,"put_call_skew_pp":2.7484948156025704,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"85734fb6882965ad5384fa77d7d3d98e0e6f840db1823b93cc375c24580878a0"},{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-26T20:00:02.982000+00:00","captured_at":"2026-10-27T03:21:00.476Z","last_trade_at":"2026-10-27T00:00:00.039417422Z","price":664.97,"iv_pct":16.07357657967033,"implied_move_pct":3.376593085997269,"put_call_skew_pp":3.5147256564952323,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"694e8fa77b565bc49be67248e4e5d28719fb45433de32f0b8e22dc8a50b0a00f"},{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-27T20:00:00.218000+00:00","captured_at":"2026-10-27T21:19:28.885Z","last_trade_at":"2026-10-27T20:10:00.002189055Z","price":667.89,"iv_pct":16.35493896058598,"implied_move_pct":3.344546616393867,"put_call_skew_pp":4.1740156723876485,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"e0ecefdf9adf6b52058184d60d78dedcd5744e95e8af9fe9ac4aef021d758343"},{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-28T20:01:21.215000+00:00","captured_at":"2026-10-28T22:42:01.420Z","last_trade_at":"2026-10-28T22:30:00.003181879Z","price":668.94,"iv_pct":15.69504719004719,"implied_move_pct":3.1510374590471457,"put_call_skew_pp":2.2839507349775494,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"8e427f6e270a45d73193c24fcfb025398df3b5e7263492749e1396f364f5167b"},{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-29T20:01:00.710000+00:00","captured_at":"2026-10-30T01:19:27.204Z","last_trade_at":"2026-10-30T00:00:00.056785913Z","price":676.84,"iv_pct":15.651002789443991,"implied_move_pct":3.0751680740355747,"put_call_skew_pp":4.350309203549704,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"93148b0fa0697828d32297c426643891d3f2b53dec5a7669aca2b4b5c91b975d"},{"symbol":"MDY","expiry":"2026-11-20","observed_at":"2026-10-30T20:00:17.994000+00:00","captured_at":"2026-10-31T00:03:24.473Z","last_trade_at":"2026-10-31T00:00:00.021774338Z","price":668.88,"iv_pct":18.8333747043586,"implied_move_pct":3.619951577184515,"put_call_skew_pp":5.50103756811012,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MDY","source_hash":"30c555f1eb5f9479340d8d42218e9d075cdd01bf84cbf0ae7949f149e98d2110"}],"dailyIv":[{"symbol":"MDY","date":"2026-10-19","iv_pct":16.294236851127692,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.29218649517685,"put_iv_pct":15.907931034482758},{"expiry":"2026-12-18","call_iv_pct":16.248922413793103,"put_iv_pct":16.720842572062086},{"expiry":"2027-01-15","call_iv_pct":15.379244332493702,"put_iv_pct":16.813884297520662},{"expiry":"2027-03-19","call_iv_pct":15.911404109589041,"put_iv_pct":17.079479553903347}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d96fc2978c605d2c06ec3af07a1879e0fb5e25965b68e136e42a3399b43cf8e7","captured_at":"2026-11-01T16:54:21.584387+00:00"},{"symbol":"MDY","date":"2026-10-20","iv_pct":15.875270978222252,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.89229329173167,"put_iv_pct":15.115969465648854},{"expiry":"2026-12-18","call_iv_pct":15.595355648535564,"put_iv_pct":16.059479392624727},{"expiry":"2027-01-15","call_iv_pct":15.270151515151515,"put_iv_pct":16.14617021276596},{"expiry":"2027-03-19","call_iv_pct":15.824081632653062,"put_iv_pct":17.098666666666666}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e1a20e579f9acc71b767a34f8a96bc9d20080bf1cc54f52f9ed111fbba2a39a0","captured_at":"2026-11-01T14:36:50.817322+00:00"},{"symbol":"MDY","date":"2026-10-21","iv_pct":15.804085938724636,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.014624277456647,"put_iv_pct":15.783829787234044},{"expiry":"2026-12-18","call_iv_pct":15.216597510373445,"put_iv_pct":16.57858407079646},{"expiry":"2027-01-15","call_iv_pct":14.773855421686747,"put_iv_pct":16.4055525606469},{"expiry":"2027-03-19","call_iv_pct":15.427658862876253,"put_iv_pct":17.231985018726593}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f5c8434e404e71e06368e2051d64823c61d3766d3b60cacf216f810d841d94a6","captured_at":"2026-11-01T12:51:35.971236+00:00"},{"symbol":"MDY","date":"2026-10-22","iv_pct":16.719775624738322,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.560505359877485,"put_iv_pct":17.041090047393364},{"expiry":"2026-12-18","call_iv_pct":16.194913793103446,"put_iv_pct":17.438793503480277},{"expiry":"2027-01-15","call_iv_pct":15.601435768261965,"put_iv_pct":17.21760445682451},{"expiry":"2027-03-19","call_iv_pct":16.068862068965515,"put_iv_pct":17.635}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b08cd3d4381e3ab249962dd731e057db496b95febbe182d37e5d59fbe64b9405","captured_at":"2026-11-01T11:30:40.390321+00:00"},{"symbol":"MDY","date":"2026-10-23","iv_pct":17.073476303235847,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.498768000000002,"put_iv_pct":17.600451612903225},{"expiry":"2026-12-18","call_iv_pct":16.88246808510638,"put_iv_pct":17.506952595936795},{"expiry":"2027-01-15","call_iv_pct":15.767758186397987,"put_iv_pct":17.17782608695652},{"expiry":"2027-03-19","call_iv_pct":16.380555555555556,"put_iv_pct":17.773030303030303}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1d4ff43c4eb3528ba3f60c5b8da03cfed053d494c2b60daf1303fa856d9ccb7a","captured_at":"2026-10-25T12:55:49.650915+00:00"},{"symbol":"MDY","date":"2026-10-26","iv_pct":16.4059664203664,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.886629986244843,"put_iv_pct":16.243238636363635},{"expiry":"2026-12-18","call_iv_pct":15.959304174950297,"put_iv_pct":17.22041394335512},{"expiry":"2027-01-15","call_iv_pct":15.284210526315789,"put_iv_pct":17.110379403794038},{"expiry":"2027-03-19","call_iv_pct":15.826611295681065,"put_iv_pct":17.716943396226416}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"857b5cefa464a0bb4ac58dae1bd3315544a3753dcd6ff9db9b9483e40283dd55","captured_at":"2026-11-01T09:28:06.403381+00:00"},{"symbol":"MDY","date":"2026-10-27","iv_pct":16.44536164135625,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.96590163934426,"put_iv_pct":15.737190412782956},{"expiry":"2026-12-18","call_iv_pct":16.12981818181818,"put_iv_pct":16.961176470588235},{"expiry":"2027-01-15","call_iv_pct":15.669901960784316,"put_iv_pct":16.675706806282722},{"expiry":"2027-03-19","call_iv_pct":16.034747474747473,"put_iv_pct":17.388450184501846}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d04645ae3474091cd760966773f19795bb1f65b335192ad6c18e3cfd66805d44","captured_at":"2026-11-01T07:43:32.010204+00:00"},{"symbol":"MDY","date":"2026-10-28","iv_pct":16.087716445593088,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.9789156626506,"put_iv_pct":15.390774193548387},{"expiry":"2026-12-18","call_iv_pct":15.773187250996015,"put_iv_pct":16.48012474012474},{"expiry":"2027-01-15","call_iv_pct":15.343117505995204,"put_iv_pct":16.77496062992126},{"expiry":"2027-03-19","call_iv_pct":15.788133333333334,"put_iv_pct":17.172518248175184}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e419abac1a5fdb0c5f1df4d28975547ac3d08fec28a0722bc7d5c1f4fe5cb61b","captured_at":"2026-11-01T05:09:45.186755+00:00"},{"symbol":"MDY","date":"2026-10-29","iv_pct":16.082380779911226,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.871814516129032,"put_iv_pct":15.41419689119171},{"expiry":"2026-12-18","call_iv_pct":15.840058708414873,"put_iv_pct":16.31112936344969},{"expiry":"2027-01-15","call_iv_pct":15.290556900726394,"put_iv_pct":16.73},{"expiry":"2027-03-19","call_iv_pct":15.949966329966331,"put_iv_pct":17.251323529411767}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"75a6ec3b80fc182f63ce7667448c97a1413ca41e98d562a8416a503bbbbe7ffb","captured_at":"2026-11-01T02:36:39.694929+00:00"},{"symbol":"MDY","date":"2026-10-30","iv_pct":18.192666492261168,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.425036603221084,"put_iv_pct":19.23009244992296},{"expiry":"2026-12-18","call_iv_pct":17.383548387096774,"put_iv_pct":19.068470588235297},{"expiry":"2027-01-15","call_iv_pct":16.630383631713556,"put_iv_pct":19.1525},{"expiry":"2027-02-19","call_iv_pct":17.00922480620155,"put_iv_pct":18.642075471698114}],"source":"ThetaData EOD Greeks","provider_symbol":"MDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2618c317f37848a1e07b264d67ced7243b2130cd9331a2741e23525c0f7f57cd","captured_at":"2026-11-01T00:04:55.792205+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MDY","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":16.294236851127692,"put_call_skew_pp":0.6725950267290393,"implied_move_pct":7.488490337135708,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d96fc2978c605d2c06ec3af07a1879e0fb5e25965b68e136e42a3399b43cf8e7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":15.875270978222254,"put_call_skew_pp":0.45960091240859846,"implied_move_pct":7.273388078826416,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e1a20e579f9acc71b767a34f8a96bc9d20080bf1cc54f52f9ed111fbba2a39a0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":15.804085938724636,"put_call_skew_pp":1.3918038412527256,"implied_move_pct":7.185737704771983,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f5c8434e404e71e06368e2051d64823c61d3766d3b60cacf216f810d841d94a6","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":16.719775624738322,"put_call_skew_pp":1.2266927543724355,"implied_move_pct":7.505166639151797,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b08cd3d4381e3ab249962dd731e057db496b95febbe182d37e5d59fbe64b9405","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":17.073476303235847,"put_call_skew_pp":0.8821776929417293,"implied_move_pct":7.581266912901059,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1d4ff43c4eb3528ba3f60c5b8da03cfed053d494c2b60daf1303fa856d9ccb7a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":16.4059664203664,"put_call_skew_pp":1.3335548491368039,"implied_move_pct":7.170253844216411,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"857b5cefa464a0bb4ac58dae1bd3315544a3753dcd6ff9db9b9483e40283dd55","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":16.44536164135625,"put_call_skew_pp":0.49053865436538224,"implied_move_pct":7.114987834202521,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d04645ae3474091cd760966773f19795bb1f65b335192ad6c18e3cfd66805d44","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":16.087716445593088,"put_call_skew_pp":0.7337560146986046,"implied_move_pct":6.926594330218808,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e419abac1a5fdb0c5f1df4d28975547ac3d08fec28a0722bc7d5c1f4fe5cb61b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":16.082380779911226,"put_call_skew_pp":0.6885633322041351,"implied_move_pct":6.874971810065757,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"75a6ec3b80fc182f63ce7667448c97a1413ca41e98d562a8416a503bbbbe7ffb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":18.192666492261168,"put_call_skew_pp":1.6612362704058512,"implied_move_pct":7.318971363205847,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2618c317f37848a1e07b264d67ced7243b2130cd9331a2741e23525c0f7f57cd","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}