{"schemaVersion":1,"symbol":"MPB","days":90,"observations":[{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:02.009000+00:00","captured_at":"2026-10-22T10:54:26.630Z","last_trade_at":"2026-10-21T23:33:49.455016737Z","price":36.3,"iv_pct":49.041439127801,"implied_move_pct":12.284913197213285,"put_call_skew_pp":25.470508720117095,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"5fd51aea06eb0d29662dd0e105ae3a53b05d3477687a6f69623732ce34e96329"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:05.322000+00:00","captured_at":"2026-10-22T21:34:30.394Z","last_trade_at":"2026-10-22T20:00:00.531371431Z","price":33.88,"iv_pct":50.71852834956705,"implied_move_pct":11.664637857448595,"put_call_skew_pp":74.08616554493625,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"f155656a993c1b99a0326c9cc13bb806beeea7580c2a6bd2ab084b8d7b700d49"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:05.434000+00:00","captured_at":"2026-10-23T21:53:41.053Z","last_trade_at":"2026-10-23T20:00:00.480840103Z","price":34.26,"iv_pct":42.188189769334464,"implied_move_pct":10.827708509042315,"put_call_skew_pp":12.605779635776265,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"8fe2186c88fc32eeb698b67390feec1aee0ec51bf2b64408b03ab8d84cdc8646"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-26T16:04:02.050000+00:00","captured_at":"2026-10-26T16:14:37.170Z","last_trade_at":"2026-10-26T16:13:06.903041701Z","price":34.14,"iv_pct":43.1869387538202,"implied_move_pct":10.624360832596235,"put_call_skew_pp":7.283606362021228,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"f01b89bb06000774d0a690a75919741215781025b2a294ef059b42a1979411d7"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.796000+00:00","captured_at":"2026-10-27T03:22:58.749Z","last_trade_at":"2026-10-26T20:38:49.207040913Z","price":34.405,"iv_pct":45.27706550343423,"implied_move_pct":10.67825284191413,"put_call_skew_pp":-6.84999261352397,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"fca92b030ac1431b0d0d9bd96637ae8632424afd8330c42270db7bd42c1a301c"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:02.641000+00:00","captured_at":"2026-10-27T21:31:02.730Z","last_trade_at":"2026-10-27T20:00:00.805829699Z","price":34.34,"iv_pct":35.87384957255863,"implied_move_pct":7.997952983081253,"put_call_skew_pp":20.6257511577122,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"c6c7c00118d2ba83243dc68c2ca4a109f83de0d6d3890065249220b0aef58570"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-28T15:06:58.707000+00:00","captured_at":"2026-10-28T15:15:25.384Z","last_trade_at":"2026-10-28T15:11:22.41103885Z","price":33.91,"iv_pct":46.327639597894546,"implied_move_pct":11.77139658099082,"put_call_skew_pp":-49.498337414371974,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"6f8d6a8ceaa3698275e061a8b013d7b9687389f3c2ff04987ed17650b40e6df2"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:05.319000+00:00","captured_at":"2026-10-28T23:31:56.557Z","last_trade_at":"2026-10-28T20:00:00.388387232Z","price":34.21,"iv_pct":38.15481379197728,"implied_move_pct":8.273753253388461,"put_call_skew_pp":-47.31162431923786,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"822002a3a02e2956adda2b744af0b4a1d699ccade973a7612bd9249eb0f1c636"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:05.751000+00:00","captured_at":"2026-10-30T01:43:54.339Z","last_trade_at":"2026-10-29T20:00:01.170599159Z","price":34.28,"iv_pct":39.101217978020436,"implied_move_pct":8.745808480667625,"put_call_skew_pp":-28.28311011263357,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"910b5446c05ccdcaf10aad0034aef3fbda2e0d345006d976b659317980e11790"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-30T15:33:33.803000+00:00","captured_at":"2026-10-30T15:43:39.896Z","last_trade_at":"2026-10-30T15:42:09.034239191Z","price":34,"iv_pct":96.46028731450032,"implied_move_pct":29.099880993395832,"put_call_skew_pp":97.02196563497853,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"261e6c3e0770370508db9bd339f00e8affa9d697cae6bf081b2960681f773735"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:05.395000+00:00","captured_at":"2026-10-31T01:26:58.362Z","last_trade_at":"2026-10-30T20:00:00.576878133Z","price":33.95,"iv_pct":56.5825193278455,"implied_move_pct":11.910147389372327,"put_call_skew_pp":107.80454152125243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"870ce7cdeafe6127926994231515efa78f61f6afc30d2d30c50010aa0bec7117"},{"symbol":"MPB","expiry":"2026-11-20","observed_at":"2026-11-02T20:55:05.573000+00:00","captured_at":"2026-11-03T04:24:15.744Z","last_trade_at":"2026-11-02T21:00:07.134521034Z","price":34.52,"iv_pct":35.21383036983931,"implied_move_pct":6.697884623006048,"put_call_skew_pp":5.72719122364751,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MPB","source_hash":"a02730ceb1f662fe5dc5403aae9e4e237af9db50c356ea9cf34bbad665bb9879"}],"dailyIv":[{"symbol":"MPB","date":"2026-10-19","iv_pct":38.3158587815185,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.334296915839,"put_iv_pct":63.62502418054808},{"expiry":"2026-12-18","call_iv_pct":33.441223021582736,"put_iv_pct":34.47},{"expiry":"2027-01-15","call_iv_pct":28.6504765450484,"put_iv_pct":41.12148975791434},{"expiry":"2027-04-16","call_iv_pct":25.747406216505897,"put_iv_pct":33.13695361470957}],"source":"ThetaData EOD Greeks","provider_symbol":"MPB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"98951369d09d03095470c74af5719753187403b886a1b2a990bbcdafbdf08e69","captured_at":"2026-11-01T16:56:42.461825+00:00"},{"symbol":"MPB","date":"2026-10-20","iv_pct":44.31603709090601,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":79.21882716049384,"put_iv_pct":49.84290419161676},{"expiry":"2026-12-18","call_iv_pct":39.13106808244847,"put_iv_pct":50.57960392902409},{"expiry":"2027-01-15","call_iv_pct":29.695812310797177,"put_iv_pct":41.20604666447585},{"expiry":"2027-04-16","call_iv_pct":31.507102473498232,"put_iv_pct":33.34693191489362}],"source":"ThetaData EOD Greeks","provider_symbol":"MPB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7748e178e3ede3432508f762ab4b0d983f9f21c10b0232ed90f6debb554fe3c1","captured_at":"2026-11-01T14:39:33.866291+00:00"},{"symbol":"MPB","date":"2026-10-21","iv_pct":37.61132103379292,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.354606791778366,"put_iv_pct":50.99543868153176},{"expiry":"2026-12-18","call_iv_pct":25.761161473087817,"put_iv_pct":47.42002786291446},{"expiry":"2027-01-15","call_iv_pct":28.622020699852147,"put_iv_pct":39.04754548461793},{"expiry":"2027-04-16","call_iv_pct":32.8784513858337,"put_iv_pct":30.811315890727197}],"source":"ThetaData EOD Greeks","provider_symbol":"MPB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1457e4bd0a70d99bcfdf853710949ae4cf0d5927076988c580fd0c2f2e42290f","captured_at":"2026-11-01T12:54:23.326189+00:00"},{"symbol":"MPB","date":"2026-10-22","iv_pct":37.749173464874,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.69382373192563,"put_iv_pct":65.4755733780225},{"expiry":"2026-12-18","call_iv_pct":34.203737373737376,"put_iv_pct":28.79249351995853},{"expiry":"2027-01-15","call_iv_pct":44.5313789615644,"put_iv_pct":32.59310522918012},{"expiry":"2027-04-16","call_iv_pct":32.13624611283874,"put_iv_pct":26.567029411764704}],"source":"ThetaData EOD Greeks","provider_symbol":"MPB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cd6ee7b8220bf9991f374f386d665a4d3338243c55b950ebfbc3240e513b4d8c","captured_at":"2026-11-01T11:33:38.688492+00:00"},{"symbol":"MPB","date":"2026-10-27","iv_pct":35.94600992428735,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.943148312611015,"put_iv_pct":39.93598242132123},{"expiry":"2026-12-18","call_iv_pct":40.88024321796071,"put_iv_pct":47.74065693430657},{"expiry":"2027-01-15","call_iv_pct":33.170661658480206,"put_iv_pct":31.557765122753732},{"expiry":"2027-04-16","call_iv_pct":30.717306098283014,"put_iv_pct":31.62231562858235}],"source":"ThetaData EOD Greeks","provider_symbol":"MPB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b9d3839f6e7e8b72a9b8d04739ff19ca842f4702bcd4e0d3b35ff8ed669df81b","captured_at":"2026-11-01T07:46:01.108488+00:00"},{"symbol":"MPB","date":"2026-10-30","iv_pct":42.38875403310237,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.64697614991482,"put_iv_pct":73.27834096109838},{"expiry":"2026-12-18","call_iv_pct":57.145993000874896,"put_iv_pct":40.401659811985894},{"expiry":"2027-01-15","call_iv_pct":34.41521354933727,"put_iv_pct":32.20126162430254},{"expiry":"2027-04-16","call_iv_pct":31.092618142313967,"put_iv_pct":30.9279690249912}],"source":"ThetaData EOD Greeks","provider_symbol":"MPB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"27a3ede4f73aed85239c4dba9dc22048b0480a88f901280b7bab407a0ee6674f","captured_at":"2026-11-01T00:07:38.284202+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MPB","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":38.3158587815185,"put_call_skew_pp":9.54501621354899,"implied_move_pct":16.942665497395243,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"98951369d09d03095470c74af5719753187403b886a1b2a990bbcdafbdf08e69","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":44.31603709090601,"put_call_skew_pp":-1.1443308318068528,"implied_move_pct":19.191671434772374,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7748e178e3ede3432508f762ab4b0d983f9f21c10b0232ed90f6debb554fe3c1","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":37.61132103379292,"put_call_skew_pp":8.914521892309832,"implied_move_pct":16.743448057128393,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1457e4bd0a70d99bcfdf853710949ae4cf0d5927076988c580fd0c2f2e42290f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":37.749173464874,"put_call_skew_pp":1.2157538397149263,"implied_move_pct":16.488978669111283,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cd6ee7b8220bf9991f374f386d665a4d3338243c55b950ebfbc3240e513b4d8c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":35.94600992428735,"put_call_skew_pp":3.5363402049072343,"implied_move_pct":15.601417441431662,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b9d3839f6e7e8b72a9b8d04739ff19ca842f4702bcd4e0d3b35ff8ed669df81b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":42.38875403310237,"put_call_skew_pp":3.6271076449842656,"implied_move_pct":16.931927473485768,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"27a3ede4f73aed85239c4dba9dc22048b0480a88f901280b7bab407a0ee6674f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}