{"schemaVersion":1,"symbol":"MSFO","days":90,"observations":[{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-10-22T14:22:12.615000+00:00","captured_at":"2026-10-22T14:32:06.279Z","last_trade_at":"2026-10-22T14:30:02.227798839Z","price":12.2595,"iv_pct":40.7433006218691,"implied_move_pct":9.286765595394051,"put_call_skew_pp":-7.791628025100506,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"6f3f0c4e51d7b540913501110ff0f3aea18fdd83ac8e60f5bd79718fac474bb5"},{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:55.487000+00:00","captured_at":"2026-10-22T21:59:39.061Z","last_trade_at":"2026-10-22T20:10:00.003017Z","price":12.26,"iv_pct":41.90311502781102,"implied_move_pct":9.719525853430019,"put_call_skew_pp":-9.90942264405602,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"3945b1f60f109f0fd32502d015d1cb84defc2b5f17c39deea66280f65b622f01"},{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.931000+00:00","captured_at":"2026-10-23T22:04:23.835Z","last_trade_at":"2026-10-23T20:10:00.002480587Z","price":12.28,"iv_pct":46.173783421972814,"implied_move_pct":9.617466176390915,"put_call_skew_pp":-16.358502065225476,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"8f8ac2dae891a9d186fc2e21ca8d6354da46ea884716b3e41c048d4a7ce5e1f8"},{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-10-27T13:57:56.733000+00:00","captured_at":"2026-10-27T13:59:56.340Z","last_trade_at":"2026-10-27T13:59:48.262386802Z","price":12.41,"iv_pct":55.29390401387831,"implied_move_pct":15.207539561082195,"put_call_skew_pp":-5.801424735513095,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"bd60b8346dc6fb7e64ca239a1dafd35a965f3675ead4e2880f7a5fc7e87e398b"},{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:55.102000+00:00","captured_at":"2026-10-27T23:20:17.285Z","last_trade_at":"2026-10-27T22:30:00.003157939Z","price":12.47,"iv_pct":42.49448072352414,"implied_move_pct":8.709665105439559,"put_call_skew_pp":-6.706880983055019,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"2a59de721076acda4aeb1b5ec7c83e1320e164f6845d1ac45b44c89c2d272b69"},{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-10-28T19:49:54.986000+00:00","captured_at":"2026-10-28T20:18:44.969Z","last_trade_at":"2026-10-28T20:10:00.002980862Z","price":12.47,"iv_pct":46.75731687380242,"implied_move_pct":9.712949089419103,"put_call_skew_pp":-14.758042150211992,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"013073393825a67a12030cd72e5066f7135f5d4ddda45118b9a34f1ed9738cee"},{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:03.014000+00:00","captured_at":"2026-10-29T23:01:29.041Z","last_trade_at":"2026-10-29T22:30:00.002612766Z","price":12.35,"iv_pct":42.55779039654578,"implied_move_pct":8.544369819780403,"put_call_skew_pp":-25.26031526008097,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"7c92db133e3f75b3f9469778149b42208fef2abc3c45755f23d68315928b3306"},{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:55.728000+00:00","captured_at":"2026-10-30T22:58:51.754Z","last_trade_at":"2026-10-30T22:30:00.001730154Z","price":12.22,"iv_pct":42.570731943229625,"implied_move_pct":8.34182068605444,"put_call_skew_pp":-12.926215245041185,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"bcd8c233391b02566add4b460d259c00d62c3372c336082c1c3a8157f0a3b1d1"},{"symbol":"MSFO","expiry":"2026-11-20","observed_at":"2026-11-03T20:49:55.354000+00:00","captured_at":"2026-11-04T00:44:33.269Z","last_trade_at":"2026-11-03T23:30:00.002822379Z","price":12.2715,"iv_pct":43.61325687381349,"implied_move_pct":8.373450992127083,"put_call_skew_pp":45.125788782471346,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFO","source_hash":"967373d538d5da348ba32f5910ded1a8a221b905216f65f0a4833b599e3b01d1"}],"dailyIv":[{"symbol":"MSFO","date":"2026-10-22","iv_pct":35.43061079771095,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.75592704024069,"put_iv_pct":44.72265648854962},{"expiry":"2026-12-18","call_iv_pct":28.76424657534247,"put_iv_pct":40.425148465022644},{"expiry":"2027-01-15","call_iv_pct":19.260165045682285,"put_iv_pct":41.130805626598466},{"expiry":"2027-04-16","call_iv_pct":20.62163948138854,"put_iv_pct":49.76429765886287}],"source":"ThetaData EOD Greeks","provider_symbol":"MSFO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c435b68fe2feab7ea0fd90470262a4d94979f76f087d07953016e6f56af92c56","captured_at":"2026-11-01T11:34:43.350309+00:00"},{"symbol":"MSFO","date":"2026-10-23","iv_pct":34.57047126490331,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.90109826589595,"put_iv_pct":44.69244307217291},{"expiry":"2026-12-18","call_iv_pct":26.721827152092548,"put_iv_pct":41.63914225941423},{"expiry":"2027-01-15","call_iv_pct":17.63220310765816,"put_iv_pct":42.2099216198563},{"expiry":"2027-04-16","call_iv_pct":17.1545178197065,"put_iv_pct":50.612616822429914}],"source":"ThetaData EOD Greeks","provider_symbol":"MSFO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3efb64ac14a750a241f3e5010a8b3255d413793b77835a47e59894c9b87fc121","captured_at":"2026-10-25T13:29:41.895944+00:00"},{"symbol":"MSFO","date":"2026-10-27","iv_pct":35.21024078331082,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.24275138443602,"put_iv_pct":45.048209277238406},{"expiry":"2026-12-18","call_iv_pct":27.197377681369005,"put_iv_pct":41.715775775775775},{"expiry":"2027-01-15","call_iv_pct":15.386840731070498,"put_iv_pct":41.80574599260173},{"expiry":"2027-04-16","call_iv_pct":19.376633423995163,"put_iv_pct":51.908592}],"source":"ThetaData EOD Greeks","provider_symbol":"MSFO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"efdae50f9055e7767d1655c26ac173726948b1eae024557865e8b0d4ef0cb5d9","captured_at":"2026-11-01T07:47:02.897646+00:00"},{"symbol":"MSFO","date":"2026-10-28","iv_pct":38.09541847062293,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.89772562240664,"put_iv_pct":55.20465372739303},{"expiry":"2026-12-18","call_iv_pct":25.78536766264039,"put_iv_pct":45.67574364521363},{"expiry":"2027-01-15","call_iv_pct":20.969260424862316,"put_iv_pct":45.45641059602649},{"expiry":"2027-04-16","call_iv_pct":19.414297729184188,"put_iv_pct":54.35988835725678}],"source":"ThetaData EOD Greeks","provider_symbol":"MSFO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"379766def84b0578b036a48c251799ec0e9fb8cdb762a474f89acc6645358473","captured_at":"2026-11-01T05:13:46.235106+00:00"},{"symbol":"MSFO","date":"2026-10-29","iv_pct":34.82254737135972,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.91235595390525,"put_iv_pct":44.684585709493454},{"expiry":"2026-12-18","call_iv_pct":27.203718768158048,"put_iv_pct":39.76962581852198},{"expiry":"2027-01-15","call_iv_pct":16.40028996282528,"put_iv_pct":41.964793846153846},{"expiry":"2027-04-16","call_iv_pct":18.724258911819888,"put_iv_pct":49.920750000000005}],"source":"ThetaData EOD Greeks","provider_symbol":"MSFO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"342cf08191665519af5c3165a68efd52f6bd8a81f1f5e5ad032a0a3783cb2288","captured_at":"2026-11-01T02:40:10.913464+00:00"},{"symbol":"MSFO","date":"2026-10-30","iv_pct":34.578343460085655,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.9544358888517,"put_iv_pct":44.43241857465334},{"expiry":"2026-12-18","call_iv_pct":26.469433962264148,"put_iv_pct":39.3925791433892},{"expiry":"2027-01-15","call_iv_pct":18.091798642533934,"put_iv_pct":39.029788732394366},{"expiry":"2027-04-16","call_iv_pct":19.659908256880733,"put_iv_pct":51.59638447971781}],"source":"ThetaData EOD Greeks","provider_symbol":"MSFO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c1d9c4401d87f7046833766396900e02648b202eddb8a438f4e72e393c4925dd","captured_at":"2026-11-01T00:08:24.141631+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MSFO","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":"2026-10-22","observed_at":null,"iv_pct":35.43061079771095,"put_call_skew_pp":17.1602325240949,"implied_move_pct":16.105909455897994,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c435b68fe2feab7ea0fd90470262a4d94979f76f087d07953016e6f56af92c56","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":34.57047126490331,"put_call_skew_pp":20.43611935713005,"implied_move_pct":15.585922055071917,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3efb64ac14a750a241f3e5010a8b3255d413793b77835a47e59894c9b87fc121","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":35.21024078331082,"put_call_skew_pp":19.818679956186305,"implied_move_pct":15.393866276951847,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"efdae50f9055e7767d1655c26ac173726948b1eae024557865e8b0d4ef0cb5d9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":38.09541847062293,"put_call_skew_pp":24.1575112216991,"implied_move_pct":16.411177619333646,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"379766def84b0578b036a48c251799ec0e9fb8cdb762a474f89acc6645358473","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":34.82254737135972,"put_call_skew_pp":18.524782944365203,"implied_move_pct":14.900829984032924,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"342cf08191665519af5c3165a68efd52f6bd8a81f1f5e5ad032a0a3783cb2288","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":34.578343460085655,"put_call_skew_pp":18.068898544906048,"implied_move_pct":14.803935700558696,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c1d9c4401d87f7046833766396900e02648b202eddb8a438f4e72e393c4925dd","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}