{"schemaVersion":1,"symbol":"PGNY","days":90,"observations":[{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-22T14:47:48.732000+00:00","captured_at":"2026-10-22T14:53:05.161Z","last_trade_at":"2026-10-22T14:52:17.052034899Z","price":28.845,"iv_pct":58.71988369132796,"implied_move_pct":14.040129225179218,"put_call_skew_pp":1.8939100733361913,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"8b0fca5a5316d4a3bca160d4ac50fdafb6260b311e320347dd83f63dad9ff77b"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:10.548000+00:00","captured_at":"2026-10-22T22:14:12.063Z","last_trade_at":"2026-10-22T20:34:59.783810236Z","price":29.12,"iv_pct":57.91400150225958,"implied_move_pct":13.735600641394822,"put_call_skew_pp":2.5700545698658983,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"e2321fdc4b39c229f05869d153266bad7d975069d1f633c02761e8640bc7e2a6"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:06.029000+00:00","captured_at":"2026-10-23T22:15:34.770Z","last_trade_at":"2026-10-23T20:11:08.474518308Z","price":28.9526,"iv_pct":55.94382261906164,"implied_move_pct":14.253818910635513,"put_call_skew_pp":7.470958269127714,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"e2f42fa8564e3bfc4a296a5394d5e35b8ac927c18b547744c584ff9a4b3628fc"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-26T17:14:09.825000+00:00","captured_at":"2026-10-26T17:23:29.115Z","last_trade_at":"2026-10-26T17:23:23.125165382Z","price":28.38,"iv_pct":59.22687545257399,"implied_move_pct":12.622357248212069,"put_call_skew_pp":-5.742275854286505,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"3a831a1bb537045127c2483421ce3ceedd125325c1dac48eb949a384e769d1af"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:10.492000+00:00","captured_at":"2026-10-27T03:35:45.234Z","last_trade_at":"2026-10-26T20:00:01.572899399Z","price":28.13,"iv_pct":59.64498580051668,"implied_move_pct":12.78895792834117,"put_call_skew_pp":-35.13359850199953,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"23499522c43138f8a324cd132c3615f65cf2f74434fa3bc8e27e0a8a464c1003"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-27T13:31:42.678000+00:00","captured_at":"2026-10-27T13:44:55.799Z","last_trade_at":"2026-10-27T13:41:57.420160046Z","price":28.15,"iv_pct":70.71411385378303,"implied_move_pct":15.923303649293196,"put_call_skew_pp":-63.53747620188247,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"b781f64579a9b3674db825d9fbdd73aaf7439f5f15853af656f946a45fec41bf"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:09.829000+00:00","captured_at":"2026-10-27T23:19:07.835Z","last_trade_at":"2026-10-27T20:00:10.389305101Z","price":27.83,"iv_pct":58.33534232472556,"implied_move_pct":13.23900987667754,"put_call_skew_pp":-63.80212884514658,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"61240d55ef234947f91539e6299be3c31090d51f1546bb02c5f81a3b4ceafe36"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-28T19:56:51.851000+00:00","captured_at":"2026-10-28T20:17:54.661Z","last_trade_at":"2026-10-28T20:00:09.669590703Z","price":27.87,"iv_pct":70.47682472821981,"implied_move_pct":15.603021322664997,"put_call_skew_pp":-79.97058814599897,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"be01a38171a18c98a3a357ced07ce9714584fbd5143c8b53fa5d19bc387b86d1"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:10.887000+00:00","captured_at":"2026-10-29T23:00:46.093Z","last_trade_at":"2026-10-29T20:00:00.59783985Z","price":28.4,"iv_pct":69.66469942172002,"implied_move_pct":15.219964086731306,"put_call_skew_pp":-4.5130776492801505,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"6caee59a8c23031314d5304131968dd4d25cf8ca2f8d5ec7bf3cfc808b6dd77e"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:06.743000+00:00","captured_at":"2026-10-30T22:58:16.281Z","last_trade_at":"2026-10-30T20:00:03.757054322Z","price":29.19,"iv_pct":76.10586085025774,"implied_move_pct":15.339721637788456,"put_call_skew_pp":-58.260931396455874,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"246a14b4813c1be4e79762b249bb892798c060250f1c5de3a9058dcb4dd9c75d"},{"symbol":"PGNY","expiry":"2026-11-20","observed_at":"2026-11-03T20:57:15.989000+00:00","captured_at":"2026-11-04T00:44:10.282Z","last_trade_at":"2026-11-03T22:16:49.736765597Z","price":28.5,"iv_pct":69.27093430443074,"implied_move_pct":12.192064507686755,"put_call_skew_pp":-6.262810215085612,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PGNY","source_hash":"23cf462490c3bcfbb414f324506dbd4a027f1e36a7ebc4643566db1f86fa6a47"}],"dailyIv":[{"symbol":"PGNY","date":"2026-10-19","iv_pct":52.87105646072983,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":53.87357142857143,"put_iv_pct":70.38029711622488},{"expiry":"2026-12-18","call_iv_pct":52.681264512080325,"put_iv_pct":58.90021052631579},{"expiry":"2027-02-19","call_iv_pct":44.7837933693138,"put_iv_pct":46.336640986132515},{"expiry":"2027-05-21","call_iv_pct":48.739864498644984,"put_iv_pct":47.272809248554914}],"source":"ThetaData EOD Greeks","provider_symbol":"PGNY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9e3e7ac6fd59f1b519b437f70331c986c8a5c3993ba2eb825717e3394d56e486","captured_at":"2026-11-01T17:08:29.139859+00:00"},{"symbol":"PGNY","date":"2026-10-20","iv_pct":54.11129391616036,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":69.30065615141956,"put_iv_pct":58.59360095389506},{"expiry":"2026-12-18","call_iv_pct":53.348614232209734,"put_iv_pct":52.44351570415401},{"expiry":"2027-02-19","call_iv_pct":44.69870710295291,"put_iv_pct":52.6041484375},{"expiry":"2027-05-21","call_iv_pct":48.749131633356306,"put_iv_pct":53.151977113795304}],"source":"ThetaData EOD Greeks","provider_symbol":"PGNY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0c6a54c8c5007988e57888f2ef9d9a511e90366cb64a7d6e7e91e4db45a8bc1d","captured_at":"2026-11-01T14:51:33.066124+00:00"},{"symbol":"PGNY","date":"2026-10-21","iv_pct":53.88711397764337,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.05536197295146,"put_iv_pct":60.26947494033412},{"expiry":"2026-12-18","call_iv_pct":55.600539215686275,"put_iv_pct":53.08272452068618},{"expiry":"2027-02-19","call_iv_pct":46.16523599470666,"put_iv_pct":46.335867040448534},{"expiry":"2027-05-21","call_iv_pct":53.28207038123167,"put_iv_pct":52.30563775510204}],"source":"ThetaData EOD Greeks","provider_symbol":"PGNY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"09fc68ba18a1590d38c54ae121c2914354d4f2255f05f726a4d43f78e4646ac5","captured_at":"2026-11-01T13:08:52.711593+00:00"},{"symbol":"PGNY","date":"2026-10-22","iv_pct":51.35609154864277,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":57.7288690647482,"put_iv_pct":57.9445667125172},{"expiry":"2026-12-18","call_iv_pct":45.105778078484434,"put_iv_pct":50.53176627712854},{"expiry":"2027-02-19","call_iv_pct":43.399163179916314,"put_iv_pct":50.329213197969544},{"expiry":"2027-05-21","call_iv_pct":48.06726927939317,"put_iv_pct":57.742106598984776}],"source":"ThetaData EOD Greeks","provider_symbol":"PGNY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"95247c8f170b397b9c4b90214a7ae72d53a634df67260a0e29762b6bf2f32f48","captured_at":"2026-11-01T11:48:12.958944+00:00"},{"symbol":"PGNY","date":"2026-10-23","iv_pct":52.44095667198028,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.83810810810811,"put_iv_pct":65.87422370617696},{"expiry":"2026-12-18","call_iv_pct":49.16572082379863,"put_iv_pct":50.66340868317187},{"expiry":"2027-02-19","call_iv_pct":50.76752734189254,"put_iv_pct":51.190353327855384},{"expiry":"2027-05-21","call_iv_pct":52.34103694874851,"put_iv_pct":53.68727443609023}],"source":"ThetaData EOD Greeks","provider_symbol":"PGNY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9702f59b9582bfef07621b49710ca13010bcb5462a4093ee96b0a2b34ecb4a14","captured_at":"2026-10-25T15:30:22.335247+00:00"},{"symbol":"PGNY","date":"2026-10-28","iv_pct":58.18644322709042,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":74.72817459317298,"put_iv_pct":66.04157319219675},{"expiry":"2026-12-18","call_iv_pct":64.29933252207773,"put_iv_pct":60.26149966885224},{"expiry":"2027-02-19","call_iv_pct":50.04684486488613,"put_iv_pct":44.87345531632502},{"expiry":"2027-05-21","call_iv_pct":53.01906197612395,"put_iv_pct":52.22160368308859}],"source":"ThetaData EOD Greeks","provider_symbol":"PGNY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5daaab3bc02d8181edd7cdea462a3200b55b69cb0c83f7327bdaa760e391c962","captured_at":"2026-11-01T05:27:48.239204+00:00"},{"symbol":"PGNY","date":"2026-10-29","iv_pct":54.911504745524525,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":68.12855788934425,"put_iv_pct":71.05707298136646},{"expiry":"2026-12-18","call_iv_pct":58.13889861906366,"put_iv_pct":53.56828675577157},{"expiry":"2027-02-19","call_iv_pct":42.73077357824091,"put_iv_pct":46.79239190797303},{"expiry":"2027-05-21","call_iv_pct":49.28263940520446,"put_iv_pct":49.59341682723185}],"source":"ThetaData EOD Greeks","provider_symbol":"PGNY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e2dc40c6d5d071374e754f99ff489627a5e2bdf65d380045a373a4018186c472","captured_at":"2026-11-01T02:53:54.312150+00:00"},{"symbol":"PGNY","date":"2026-10-30","iv_pct":57.20964314926279,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":71.43398723157284,"put_iv_pct":80.56888430968502},{"expiry":"2026-12-18","call_iv_pct":50.906547085201794,"put_iv_pct":56.15000771902741},{"expiry":"2027-02-19","call_iv_pct":46.885349301397206,"put_iv_pct":50.613312977099234},{"expiry":"2027-05-21","call_iv_pct":49.60311163895487,"put_iv_pct":51.51594493116395}],"source":"ThetaData EOD Greeks","provider_symbol":"PGNY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fb45ec79c1eff9adbb12256303fca3f6e2e42a416a35dc6546a1bda934ada155","captured_at":"2026-11-01T00:21:41.171296+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/PGNY","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":52.87105646072983,"put_call_skew_pp":5.70286601715439,"implied_move_pct":26.04654364822757,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9e3e7ac6fd59f1b519b437f70331c986c8a5c3993ba2eb825717e3394d56e486","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":54.11129391616036,"put_call_skew_pp":0.17403327235146726,"implied_move_pct":26.728864609506537,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0c6a54c8c5007988e57888f2ef9d9a511e90366cb64a7d6e7e91e4db45a8bc1d","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":53.88711397764337,"put_call_skew_pp":-1.7773758270012987,"implied_move_pct":26.577920786678952,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"09fc68ba18a1590d38c54ae121c2914354d4f2255f05f726a4d43f78e4646ac5","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":51.35609154864278,"put_call_skew_pp":5.561643296014484,"implied_move_pct":25.564960804386452,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"95247c8f170b397b9c4b90214a7ae72d53a634df67260a0e29762b6bf2f32f48","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":52.44095667198028,"put_call_skew_pp":5.825716732686665,"implied_move_pct":26.07658459449391,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9702f59b9582bfef07621b49710ca13010bcb5462a4093ee96b0a2b34ecb4a14","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":58.18644322709043,"put_call_skew_pp":-4.67382052394955,"implied_move_pct":26.717784968690843,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5daaab3bc02d8181edd7cdea462a3200b55b69cb0c83f7327bdaa760e391c962","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":54.911504745524525,"put_call_skew_pp":0.6825747451224053,"implied_move_pct":24.897322694515502,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e2dc40c6d5d071374e754f99ff489627a5e2bdf65d380045a373a4018186c472","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":57.20964314926279,"put_call_skew_pp":5.004788669962224,"implied_move_pct":25.629275199236055,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fb45ec79c1eff9adbb12256303fca3f6e2e42a416a35dc6546a1bda934ada155","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}