{"schemaVersion":1,"symbol":"NEAR","days":90,"observations":[{"symbol":"NEAR","expiry":"2026-11-20","observed_at":"2026-10-22T14:34:56.203000+00:00","captured_at":"2026-10-22T14:49:07.487Z","last_trade_at":"2026-10-22T14:48:58.875209973Z","price":49.995,"iv_pct":32.01353417110966,"implied_move_pct":8.012310207130929,"put_call_skew_pp":3.276671079500387,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NEAR","source_hash":"f506ce9231aeee48d602c6123559cb95a0ed2079b199e7bf0725ee1e05f833c3"},{"symbol":"NEAR","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:05.811000+00:00","captured_at":"2026-10-22T22:00:00.045Z","last_trade_at":"2026-10-22T20:10:05.049750926Z","price":50.02,"iv_pct":18.103374513671476,"implied_move_pct":3.845709293422351,"put_call_skew_pp":-5.41756329911175,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NEAR","source_hash":"a1ec6dd5bc84267940f7905b01ca5c7b4dac22ab2681e76fd8fa71da3ba6f888"},{"symbol":"NEAR","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:05.176000+00:00","captured_at":"2026-10-23T22:04:40.380Z","last_trade_at":"2026-10-23T20:10:05.109862686Z","price":50.02,"iv_pct":15.685224854649176,"implied_move_pct":3.2538818949383495,"put_call_skew_pp":-3.890138208704974,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NEAR","source_hash":"e6afc2d3791f1f848a8cce7a528fc425854f50d9772bd95060ce14393fb6c32d"},{"symbol":"NEAR","expiry":"2026-11-20","observed_at":"2026-10-26T15:44:05.003000+00:00","captured_at":"2026-10-26T15:55:30.980Z","last_trade_at":"2026-10-26T15:55:03.703548393Z","price":50.0236,"iv_pct":24.378738437870535,"implied_move_pct":4.606273612011317,"put_call_skew_pp":-3.9372631756875274,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NEAR","source_hash":"4c79ae8ce285a29552e157f8789bd856b40babb4a3b9263108a1089c5caa0a0e"},{"symbol":"NEAR","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:04.293000+00:00","captured_at":"2026-10-27T03:22:28.674Z","last_trade_at":"2026-10-27T00:00:05.051361437Z","price":50.01,"iv_pct":16.39780999799839,"implied_move_pct":3.223403307749926,"put_call_skew_pp":-4.150979915597847,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NEAR","source_hash":"d62dfd382851ea652d1e279cbc8472ea53ace84b90e251c7b6af87185e82f2d9"},{"symbol":"NEAR","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:04.081000+00:00","captured_at":"2026-10-27T21:20:57.932Z","last_trade_at":"2026-10-27T20:19:02.486119579Z","price":50.0586,"iv_pct":17.40469068165386,"implied_move_pct":3.34314147359223,"put_call_skew_pp":-4.185429977934962,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NEAR","source_hash":"93c56e5a783d3f42e2e046e69e99e1a442547d04605f5a98821623699a5e078e"},{"symbol":"NEAR","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:04.862000+00:00","captured_at":"2026-10-28T22:53:03.029Z","last_trade_at":"2026-10-28T22:30:05.016196152Z","price":50.05,"iv_pct":17.294502712981224,"implied_move_pct":3.248963624312192,"put_call_skew_pp":-4.289937204043786,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NEAR","source_hash":"3ab0329a1ac2ec48e3bbf0360234945a97787a2a5578bf35cf2fd4ee335a2d6d"},{"symbol":"NEAR","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:06.287000+00:00","captured_at":"2026-10-30T01:30:55.959Z","last_trade_at":"2026-10-30T00:00:05.184169013Z","price":50.09,"iv_pct":18.102515466263675,"implied_move_pct":3.3022819022849563,"put_call_skew_pp":-4.374367850962746,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NEAR","source_hash":"b59e60617cdb1b7c4dac7b6313d4afd85d7f100e0fb6100b4dcf80ade86e87db"}],"dailyIv":[{"symbol":"NEAR","date":"2026-10-19","iv_pct":32.59289497868444,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.331853417899927,"put_iv_pct":19.519555863983346},{"expiry":"2026-12-18","call_iv_pct":73.8868715083799,"put_iv_pct":54.1168071748879},{"expiry":"2027-02-19","call_iv_pct":15.560055741360088,"put_iv_pct":18.50936726272352},{"expiry":"2027-05-21","call_iv_pct":39.11537572254335,"put_iv_pct":28.703273137697515}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b982585582bfb5dce792514b37295b2501c8e7704770933bc33c7923a6b40e7e","captured_at":"2026-11-01T16:59:18.520090+00:00"},{"symbol":"NEAR","date":"2026-10-20","iv_pct":32.00848806316607,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.563627093954846,"put_iv_pct":19.730680412371132},{"expiry":"2026-12-18","call_iv_pct":74.50860335195532,"put_iv_pct":54.553821428571425},{"expiry":"2027-02-19","call_iv_pct":15.658507295173962,"put_iv_pct":18.545972602739724},{"expiry":"2027-05-21","call_iv_pct":39.21302325581396,"put_iv_pct":23.293669064748197}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e18af08f6c20bedc7b37bdbed1e9eb6561269f99cda4a37ed87e5039c6d5bed8","captured_at":"2026-11-01T14:42:14.008956+00:00"},{"symbol":"NEAR","date":"2026-10-21","iv_pct":32.16260915714109,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.004999999999997,"put_iv_pct":20.056757142857144},{"expiry":"2026-12-18","call_iv_pct":75.18011235955055,"put_iv_pct":55.03079040852575},{"expiry":"2027-02-19","call_iv_pct":15.670289855072465,"put_iv_pct":18.566893732970026},{"expiry":"2027-05-21","call_iv_pct":39.318604651162794,"put_iv_pct":23.47242510699001}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4c94453c60f1fb099ea4afb274192d0634d1b816db3e541a54f1ac86cb8b12fa","captured_at":"2026-11-01T12:58:00.811983+00:00"},{"symbol":"NEAR","date":"2026-10-22","iv_pct":32.53429413174453,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.688453038674032,"put_iv_pct":20.466245461147423},{"expiry":"2026-12-18","call_iv_pct":75.62395604395606,"put_iv_pct":55.46883272058823},{"expiry":"2027-02-19","call_iv_pct":15.470735294117647,"put_iv_pct":19.02980281690141},{"expiry":"2027-05-21","call_iv_pct":39.296171428571434,"put_iv_pct":20.23015625}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"350ceb421dab34c559d1dc1c62f41a5ec2d643492ddfda31af8a6cdad2ff3f7b","captured_at":"2026-11-01T11:37:25.849179+00:00"},{"symbol":"NEAR","date":"2026-10-23","iv_pct":31.620871421478515,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.636526917579804,"put_iv_pct":17.8267523923445},{"expiry":"2026-12-18","call_iv_pct":76.28983516483517,"put_iv_pct":55.9597341888176},{"expiry":"2027-02-19","call_iv_pct":12.602248062015503,"put_iv_pct":16.10496437054632},{"expiry":"2027-05-21","call_iv_pct":39.38708571428572,"put_iv_pct":22.159824561403514}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6788e2c6bf45702e896192cd0cfa1edadb21f06ecfa8dabb1f645d648733d7f3","captured_at":"2026-10-25T13:54:56.282426+00:00"},{"symbol":"NEAR","date":"2026-10-26","iv_pct":22.856328012826978,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.659750260145683,"put_iv_pct":19.210552884615385},{"expiry":"2026-12-18","call_iv_pct":32.276751054852326,"put_iv_pct":27.73247602441151},{"expiry":"2027-02-19","call_iv_pct":12.579238578680203,"put_iv_pct":16.220743801652894},{"expiry":"2027-05-21","call_iv_pct":39.679428571428566,"put_iv_pct":22.49168292682927}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"afea5b484500e66deb0ba23393a023f86651abb6310da9ad4fb21dd3de97325a","captured_at":"2026-11-01T09:34:42.480904+00:00"},{"symbol":"NEAR","date":"2026-10-27","iv_pct":19.769885466534852,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.633441372735938,"put_iv_pct":19.805932721712537},{"expiry":"2026-12-18","call_iv_pct":43.3868957871397,"put_iv_pct":17.57698517298188},{"expiry":"2027-02-19","call_iv_pct":12.330569306930693,"put_iv_pct":16.333380447585395},{"expiry":"2027-05-21","call_iv_pct":12.840945757997218,"put_iv_pct":22.25093316519546}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e260a57aff52de715899ede8ad571e0a2cbbfcb20851296f62395db9c5c028f9","captured_at":"2026-11-01T07:49:47.489381+00:00"},{"symbol":"NEAR","date":"2026-10-28","iv_pct":29.528024523931812,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.046536837165647,"put_iv_pct":19.686027561414022},{"expiry":"2026-12-18","call_iv_pct":79.95602015113352,"put_iv_pct":58.61765840220385},{"expiry":"2027-02-19","call_iv_pct":12.374567901234569,"put_iv_pct":16.410647820965842},{"expiry":"2027-05-21","call_iv_pct":12.858987517337031,"put_iv_pct":22.273750000000003}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0ad920555ea0f0589e7731df5a30f2796ae818357d23bbb5809b2047797b6409","captured_at":"2026-11-01T05:16:17.216572+00:00"},{"symbol":"NEAR","date":"2026-10-29","iv_pct":24.73665121968339,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.254209657449444,"put_iv_pct":20.141389228886165},{"expiry":"2026-12-18","call_iv_pct":76.84293436293437,"put_iv_pct":17.766841230257686},{"expiry":"2027-02-19","call_iv_pct":12.336269137792105,"put_iv_pct":16.219647887323944},{"expiry":"2027-05-21","call_iv_pct":16.593779069767436,"put_iv_pct":22.738139183055974}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"339fec8e7ff7eecb6e6e3bac7871b96283ac56eca428d0f28c03fe7044e9da0e","captured_at":"2026-11-01T02:42:58.170591+00:00"},{"symbol":"NEAR","date":"2026-10-30","iv_pct":16.06600945096545,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.68556012332991,"put_iv_pct":20.38283536585366},{"expiry":"2026-12-18","call_iv_pct":14.263189189189191,"put_iv_pct":17.88677100494234},{"expiry":"2027-02-19","call_iv_pct":12.27587314017228,"put_iv_pct":16.44394366197183},{"expiry":"2027-05-21","call_iv_pct":12.99903355704698,"put_iv_pct":17.590869565217393}],"source":"ThetaData EOD Greeks","provider_symbol":"NEAR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8cb499d73413ad78242ae318d23dacb22a2e7d9a25315ed503bf052fe27de4c7","captured_at":"2026-11-01T00:11:00.048612+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/NEAR","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":32.59289497868444,"put_call_skew_pp":-4.761288237722744,"implied_move_pct":16.586751879915436,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b982585582bfb5dce792514b37295b2501c8e7704770933bc33c7923a6b40e7e","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":32.00848806316607,"put_call_skew_pp":-5.954904372116901,"implied_move_pct":16.024860207626542,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e18af08f6c20bedc7b37bdbed1e9eb6561269f99cda4a37ed87e5039c6d5bed8","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":32.16260915714109,"put_call_skew_pp":-5.761785118610717,"implied_move_pct":16.00587360590293,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4c94453c60f1fb099ea4afb274192d0634d1b816db3e541a54f1ac86cb8b12fa","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":32.534294131744524,"put_call_skew_pp":-7.471069639170526,"implied_move_pct":15.838926354170939,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"350ceb421dab34c559d1dc1c62f41a5ec2d643492ddfda31af8a6cdad2ff3f7b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":31.620871421478512,"put_call_skew_pp":-7.216105086401065,"implied_move_pct":15.409034010000855,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6788e2c6bf45702e896192cd0cfa1edadb21f06ecfa8dabb1f645d648733d7f3","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":22.856328012826978,"put_call_skew_pp":-2.8849282068994295,"implied_move_pct":11.77887473360327,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"afea5b484500e66deb0ba23393a023f86651abb6310da9ad4fb21dd3de97325a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":19.769885466534852,"put_call_skew_pp":-1.55615517933207,"implied_move_pct":9.251526148759101,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e260a57aff52de715899ede8ad571e0a2cbbfcb20851296f62395db9c5c028f9","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":29.528024523931812,"put_call_skew_pp":-0.5620071555717625,"implied_move_pct":12.830981532620735,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0ad920555ea0f0589e7731df5a30f2796ae818357d23bbb5809b2047797b6409","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":24.73665121968339,"put_call_skew_pp":-11.040293674604897,"implied_move_pct":11.121161423272486,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"339fec8e7ff7eecb6e6e3bac7871b96283ac56eca428d0f28c03fe7044e9da0e","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":16.06600945096545,"put_call_skew_pp":4.020190897061715,"implied_move_pct":7.421569282379141,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8cb499d73413ad78242ae318d23dacb22a2e7d9a25315ed503bf052fe27de4c7","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}