{"schemaVersion":1,"symbol":"NAMS","days":90,"observations":[{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-22T15:38:56.605000+00:00","captured_at":"2026-10-22T15:43:59.746Z","last_trade_at":"2026-10-22T15:42:51.809108271Z","price":21.735,"iv_pct":64.20339852246603,"implied_move_pct":15.416390256179865,"put_call_skew_pp":37.18102274450806,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"38d797560b4c6f762c323b98a922601c4db98eb725aaac117c065411c186d9f6"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:58.148000+00:00","captured_at":"2026-10-22T23:35:29.301Z","last_trade_at":"2026-10-22T20:33:01.176258829Z","price":21.15,"iv_pct":66.04193250214128,"implied_move_pct":15.743669108659306,"put_call_skew_pp":47.44066239150315,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"b3ad73f27aedcd74ee19081bc2c500abf07d7b975654b5406b95ad783ce860a1"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-23T13:43:12.001000+00:00","captured_at":"2026-10-23T13:57:39.221Z","last_trade_at":"2026-10-23T13:56:25.171676093Z","price":20.97,"iv_pct":81.89299496930826,"implied_move_pct":19.75932118230625,"put_call_skew_pp":50.17099322634443,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"adcb7fc6ba3a1999d58bc6c5ec4b0a4502171a3fe8f0494c8b41d084078b2140"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:06.725000+00:00","captured_at":"2026-10-23T23:15:53.352Z","last_trade_at":"2026-10-23T20:00:01.254564636Z","price":19.71,"iv_pct":89.98447648012203,"implied_move_pct":20.128221305769753,"put_call_skew_pp":58.73130577414387,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"5d7ccb26139e236c88593c1e2dbbb9dce2b23e006041a485c2aa727c98ec56d7"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-26T18:40:21.231000+00:00","captured_at":"2026-10-26T18:49:59.716Z","last_trade_at":"2026-10-26T18:49:53.022036556Z","price":19.51,"iv_pct":92.28831812135412,"implied_move_pct":19.536994102566194,"put_call_skew_pp":-53.73186609703819,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"b04594977a1d721efc1eb297f9aaae955d2afa4921d6898a193fd222ccadf13f"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:59.151000+00:00","captured_at":"2026-10-27T03:39:46.254Z","last_trade_at":"2026-10-26T21:16:26.137985947Z","price":19.66,"iv_pct":78.58072414221213,"implied_move_pct":16.16956897200018,"put_call_skew_pp":-45.55055893847704,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"2a687d2ddd64046c284d4116be1dafb115862d65fc19474b8c0cea589df08b98"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-28T13:30:15.405000+00:00","captured_at":"2026-10-28T13:39:05.965Z","last_trade_at":"2026-10-28T13:38:29.843198322Z","price":20.28,"iv_pct":67.12560359975366,"implied_move_pct":14.204799516541716,"put_call_skew_pp":-49.13187687766274,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"8ba149dda778113dffdf14d3a508c3256a81fa93f4f84e19377b2aef544cdb5a"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-28T19:56:00.739000+00:00","captured_at":"2026-10-28T22:55:59.383Z","last_trade_at":"2026-10-28T20:00:02.599278415Z","price":21.07,"iv_pct":71.49316501796304,"implied_move_pct":16.421599120425956,"put_call_skew_pp":66.56234568984445,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"2064705652e5a1b53e18eb66f3819eed19e610363de9be113490aead65bedfb6"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-30T14:44:34.395000+00:00","captured_at":"2026-10-30T14:47:59.253Z","last_trade_at":"2026-10-30T14:47:52.738370607Z","price":20.215,"iv_pct":107.29520626053306,"implied_move_pct":18.270961471295276,"put_call_skew_pp":-109.1076937120906,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"83c6e13063a0d01def79f9828dfbd621fcbfe6bf1166331ae6d5b56262ec2a0f"},{"symbol":"NAMS","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:58.929000+00:00","captured_at":"2026-10-31T00:30:35.403Z","last_trade_at":"2026-10-30T22:23:29.15714368Z","price":20,"iv_pct":103.29690681164972,"implied_move_pct":17.80109202912241,"put_call_skew_pp":-109.998028319516,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NAMS","source_hash":"693a462e16eb3155abde3823524f68e8e2e5ed9de131b07773b1eb5da6877e1e"}],"dailyIv":[{"symbol":"NAMS","date":"2026-10-19","iv_pct":88.80060304797857,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":70.73729121592385,"put_iv_pct":70.43546268656716},{"expiry":"2026-12-18","call_iv_pct":67.04084595959597,"put_iv_pct":67.78471783295711},{"expiry":"2027-01-15","call_iv_pct":79.55537313432835,"put_iv_pct":65.35835459183673},{"expiry":"2027-02-19","call_iv_pct":136.67477690288715,"put_iv_pct":152.81800205973224}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ff5d4a7651b0648f6d76ea911a5daa42412a66269837e29fc4f36d06b3a14aa3","captured_at":"2026-11-01T16:58:49.179559+00:00"},{"symbol":"NAMS","date":"2026-10-20","iv_pct":84.67069186877825,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":53.360985915492954,"put_iv_pct":70.15316081330869},{"expiry":"2026-12-18","call_iv_pct":60.90548571428571,"put_iv_pct":58.42543631436315},{"expiry":"2027-01-15","call_iv_pct":79.04150425733208,"put_iv_pct":63.950883752549295},{"expiry":"2027-02-19","call_iv_pct":145.98189415041782,"put_iv_pct":145.54618403247633}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"476c65fe2a0d4c41248732b22f7843be87b993d8f8528d7aa1610b110068523b","captured_at":"2026-11-01T14:41:42.502427+00:00"},{"symbol":"NAMS","date":"2026-10-21","iv_pct":90.12868408409801,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":59.935389779932855,"put_iv_pct":61.86713293995141},{"expiry":"2026-12-18","call_iv_pct":64.84573184357542,"put_iv_pct":56.8756942277691},{"expiry":"2027-01-15","call_iv_pct":86.08231914893616,"put_iv_pct":89.52044825677919},{"expiry":"2027-02-19","call_iv_pct":152.2219264892269,"put_iv_pct":149.6808299866131}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"23dc6d131adc773530ea8005af3757e615d0fb5ba35a233d9e2ec902799b5f17","captured_at":"2026-11-01T12:57:02.525383+00:00"},{"symbol":"NAMS","date":"2026-10-22","iv_pct":94.25029486861727,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":57.136646795827126,"put_iv_pct":71.56953083109919},{"expiry":"2026-12-18","call_iv_pct":68.82947549441101,"put_iv_pct":64.2712676056338},{"expiry":"2027-01-15","call_iv_pct":93.45126558005752,"put_iv_pct":93.00872415532022},{"expiry":"2027-02-19","call_iv_pct":154.4800477897252,"put_iv_pct":151.2554006968641}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b4f3006980c50c25d86460298ce27ceb28ceed1e9e8401f06df706b8ff4d0c21","captured_at":"2026-11-01T11:36:50.595553+00:00"},{"symbol":"NAMS","date":"2026-10-23","iv_pct":101.84196576843064,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":90.58043684018931,"put_iv_pct":45.9738678835289},{"expiry":"2026-12-18","call_iv_pct":75.93006526468456,"put_iv_pct":77.25103022825415},{"expiry":"2027-01-15","call_iv_pct":107.25910714285713,"put_iv_pct":112.59772842639593},{"expiry":"2027-02-19","call_iv_pct":150.4757453416149,"put_iv_pct":154.66774501992035}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1ade9bd73be23c67c8a1ff7430ea1bc8376548e5bc9ca68de2e983ade424e76c","captured_at":"2026-10-25T13:47:53.562823+00:00"},{"symbol":"NAMS","date":"2026-10-26","iv_pct":105.25708655265365,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":92.10044620723848,"put_iv_pct":68.12621559633027},{"expiry":"2026-12-18","call_iv_pct":75.18112434847357,"put_iv_pct":72.94858490566038},{"expiry":"2027-01-15","call_iv_pct":106.92781818181818,"put_iv_pct":117.90887464957949},{"expiry":"2027-02-19","call_iv_pct":152.54552147239264,"put_iv_pct":156.31810705973623}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a8966a77adead727bdbfe8e8bb991ef4e8f2126172944edf3d35ab23c73eb949","captured_at":"2026-11-01T09:34:06.960493+00:00"},{"symbol":"NAMS","date":"2026-10-27","iv_pct":98.46753490713479,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":73.31129107981221,"put_iv_pct":64.63825571549535},{"expiry":"2026-12-18","call_iv_pct":64.71246731097214,"put_iv_pct":67.44643695014662},{"expiry":"2027-01-15","call_iv_pct":96.6384287099903,"put_iv_pct":109.20643353605561},{"expiry":"2027-02-19","call_iv_pct":152.67553738317756,"put_iv_pct":159.11142857142858}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fe4fe8c42621eff1f709032d6b988f76ec48d14e649c0a2e8b3d18f04781651a","captured_at":"2026-11-01T07:48:57.270947+00:00"},{"symbol":"NAMS","date":"2026-10-28","iv_pct":98.1893683720502,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.02689011748444,"put_iv_pct":83.77620408163266},{"expiry":"2026-12-18","call_iv_pct":63.43482496194825,"put_iv_pct":68.44293282359367},{"expiry":"2027-01-15","call_iv_pct":90.90374759152215,"put_iv_pct":104.71166887417218},{"expiry":"2027-02-19","call_iv_pct":151.59867852604827,"put_iv_pct":158.62}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b2005da5d024b1ed9b59970c1ef7fcb73a63179d1bccbc00d1fb415db3b47f17","captured_at":"2026-11-01T05:15:37.334530+00:00"},{"symbol":"NAMS","date":"2026-10-29","iv_pct":103.45299761777358,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.44280542986426,"put_iv_pct":76.28074952198854},{"expiry":"2026-12-18","call_iv_pct":79.20159017453135,"put_iv_pct":68.26495150587034},{"expiry":"2027-01-15","call_iv_pct":102.6137488106565,"put_iv_pct":105.63462025316454},{"expiry":"2027-02-19","call_iv_pct":160.47956224350204,"put_iv_pct":157.70595300261095}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"681dc1e79d6fa30c7965baabee84828580c8e033dfc542d1ae999949a26b7630","captured_at":"2026-11-01T02:42:23.777616+00:00"},{"symbol":"NAMS","date":"2026-10-30","iv_pct":104.70296020032879,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":83.38085726718886,"put_iv_pct":67.8903121636168},{"expiry":"2026-12-18","call_iv_pct":75.92917004048583,"put_iv_pct":69.23425655976676},{"expiry":"2027-01-15","call_iv_pct":106.44688585607942,"put_iv_pct":116.19309565217392},{"expiry":"2027-02-19","call_iv_pct":160.0426233766234,"put_iv_pct":158.50648068669528}],"source":"ThetaData EOD Greeks","provider_symbol":"NAMS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"bde5c527d61e6ad1774eeb5d71c4686969f749a5a3fb7aae82f904a6b90b6e77","captured_at":"2026-11-01T00:10:09.701212+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/NAMS","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":88.80060304797857,"put_call_skew_pp":0.5970624895894829,"implied_move_pct":41.944539499347215,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ff5d4a7651b0648f6d76ea911a5daa42412a66269837e29fc4f36d06b3a14aa3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":84.67069186877825,"put_call_skew_pp":-0.3035512812077741,"implied_move_pct":40.277242481890994,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"476c65fe2a0d4c41248732b22f7843be87b993d8f8528d7aa1610b110068523b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":90.12868408409801,"put_call_skew_pp":-1.2853154626396304,"implied_move_pct":42.798452259388874,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"23dc6d131adc773530ea8005af3757e615d0fb5ba35a233d9e2ec902799b5f17","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":94.25029486861727,"put_call_skew_pp":1.551871907224104,"implied_move_pct":44.25494789288503,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b4f3006980c50c25d86460298ce27ceb28ceed1e9e8401f06df706b8ff4d0c21","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":101.84196576843064,"put_call_skew_pp":-8.438745757811642,"implied_move_pct":47.17459306465281,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1ade9bd73be23c67c8a1ff7430ea1bc8376548e5bc9ca68de2e983ade424e76c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":105.25708655265365,"put_call_skew_pp":-2.86328199965412,"implied_move_pct":47.285806791499766,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a8966a77adead727bdbfe8e8bb991ef4e8f2126172944edf3d35ab23c73eb949","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":98.46753490713479,"put_call_skew_pp":3.2662075722934887,"implied_move_pct":44.5640926371709,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fe4fe8c42621eff1f709032d6b988f76ec48d14e649c0a2e8b3d18f04781651a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":98.1893683720502,"put_call_skew_pp":11.39666614559885,"implied_move_pct":43.831763969987904,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b2005da5d024b1ed9b59970c1ef7fcb73a63179d1bccbc00d1fb415db3b47f17","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":103.45299761777358,"put_call_skew_pp":-2.962858093729942,"implied_move_pct":45.68797642056481,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"681dc1e79d6fa30c7965baabee84828580c8e033dfc542d1ae999949a26b7630","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":104.70296020032879,"put_call_skew_pp":-3.49384786953118,"implied_move_pct":46.0077365155354,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bde5c527d61e6ad1774eeb5d71c4686969f749a5a3fb7aae82f904a6b90b6e77","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}