{"schemaVersion":1,"symbol":"PILL","days":90,"observations":[{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-22T16:24:58.137000+00:00","captured_at":"2026-10-22T16:33:57.618Z","last_trade_at":"2026-10-22T16:33:18.495808646Z","price":15.25,"iv_pct":63.25336892915219,"implied_move_pct":14.638617676092286,"put_call_skew_pp":4.579306432161079,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"fb4099e8da69966477a0f3f73eab5dc6072f9bcaadb73888d61c50323a404ef5"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:05.207000+00:00","captured_at":"2026-10-23T00:34:58.066Z","last_trade_at":"2026-10-23T00:00:00.104019816Z","price":15.08,"iv_pct":67.49637327279905,"implied_move_pct":15.482147588175604,"put_call_skew_pp":-62.834652675537484,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"993095feb9c6cd5046853a65b0caeb18472f1731ffd5dbb7e05d0e2d71704d9f"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-23T16:35:05.448000+00:00","captured_at":"2026-10-23T16:46:43.401Z","last_trade_at":"2026-10-23T16:42:01.499477594Z","price":13.9599,"iv_pct":71.31521309696942,"implied_move_pct":16.343309214217886,"put_call_skew_pp":37.568112580925806,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"cd72f71cf407191bc828642b268fb5532af570469fd23cd518ea30a39b4a9e61"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-23T19:49:55.240000+00:00","captured_at":"2026-10-24T04:45:26.294Z","last_trade_at":"2026-10-24T00:00:00.168359466Z","price":13.9,"iv_pct":70.57020889608529,"implied_move_pct":15.656371857514293,"put_call_skew_pp":4.643182444847116,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"f859f2ea4f8d5dd86f9701c54de26a944166b0f3b0e695a47ade29216752a512"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:18.986000+00:00","captured_at":"2026-10-26T23:50:52.677Z","last_trade_at":"2026-10-26T22:30:00.003708757Z","price":14.01,"iv_pct":71.94445200353363,"implied_move_pct":15.402951068484677,"put_call_skew_pp":6.7934343863814135,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"683107b55fe8d1985b79e69af34fd7eb0de24d60476550cca40e915dd0973eb0"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-27T19:47:46.682000+00:00","captured_at":"2026-10-27T23:01:23.605Z","last_trade_at":"2026-10-27T22:30:00.003521032Z","price":14.72,"iv_pct":64.89238019055745,"implied_move_pct":13.543519126075825,"put_call_skew_pp":-39.52253899586458,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"6e756d5f14edb43f9a5cdad5c2266bb44e549247bc02aec3bdd707970e0617e2"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-28T19:30:17.722000+00:00","captured_at":"2026-10-28T19:43:47.730Z","last_trade_at":"2026-10-28T19:39:15.335068776Z","price":14.9501,"iv_pct":76.24046484932008,"implied_move_pct":17.970819275158604,"put_call_skew_pp":6.5629749621953,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"362ecd144f1db7a64409822dc228a277dd81295be8a7704830bfc550fa0954b6"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:54.978000+00:00","captured_at":"2026-10-29T02:33:33.520Z","last_trade_at":"2026-10-29T00:00:00.110918813Z","price":15.09,"iv_pct":69.67402786256746,"implied_move_pct":14.639906548012016,"put_call_skew_pp":4.472075284621024,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"6a342e4e481915c0427e24f13638c874acdcaa6e905cd377dcea6ff932a8ecbc"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-29T19:56:10.666000+00:00","captured_at":"2026-10-29T22:37:40.987Z","last_trade_at":"2026-10-29T22:30:00.003415382Z","price":15.65,"iv_pct":63.67291550290619,"implied_move_pct":12.792438808876195,"put_call_skew_pp":-0.577300519405477,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"6f2657b2198ab569155e0092b1c68d140e5bb76972de803c612a66ee6733cb88"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:55.152000+00:00","captured_at":"2026-10-30T22:27:28.789Z","last_trade_at":"2026-10-30T21:10:51.463478144Z","price":15.21,"iv_pct":76.12897715684173,"implied_move_pct":14.96507073193768,"put_call_skew_pp":-48.6737343987808,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"b261cecffaf394935316b0d093f8bc134b1bded429cb688f165338374279aef9"},{"symbol":"PILL","expiry":"2026-11-20","observed_at":"2026-11-03T20:56:10.537000+00:00","captured_at":"2026-11-03T21:12:54.339Z","last_trade_at":"2026-11-03T21:10:00.003439856Z","price":15.06,"iv_pct":76.32230718019053,"implied_move_pct":13.472423245765928,"put_call_skew_pp":4.063168607800572,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PILL","source_hash":"0c0b1b57604c7fd3d64842dc111187b324b9d4d9dc954a2fa089377211c4d853"}],"dailyIv":[{"symbol":"PILL","date":"2026-10-19","iv_pct":60.83028289124239,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.07631016042781,"put_iv_pct":63.6194459833795},{"expiry":"2026-12-18","call_iv_pct":62.97496071829405,"put_iv_pct":70.86752525252525},{"expiry":"2027-03-19","call_iv_pct":51.777594235033256,"put_iv_pct":69.29171270718231},{"expiry":"2027-06-17","call_iv_pct":49.65831485587584,"put_iv_pct":54.37639921722114}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"aaad9ce206bdda9bf0e53d49ac1dd8a43f5199af5accd06f2ebd74306eee310e","captured_at":"2026-11-01T17:08:47.183547+00:00"},{"symbol":"PILL","date":"2026-10-20","iv_pct":64.44644697704595,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.85102283105023,"put_iv_pct":72.45319047619047},{"expiry":"2026-12-18","call_iv_pct":59.67122251539138,"put_iv_pct":48.99014529374605},{"expiry":"2027-03-19","call_iv_pct":46.21521739130435,"put_iv_pct":78.84915275994865},{"expiry":"2027-06-17","call_iv_pct":55.056624548736465,"put_iv_pct":81.48500000000001}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"5c8220661be6a5b8b5cfcee00b3497d82adcf6784a280f1a595d9d81faec6e49","captured_at":"2026-11-01T14:52:13.085004+00:00"},{"symbol":"PILL","date":"2026-10-21","iv_pct":57.647534767078966,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.95524983344437,"put_iv_pct":53.24448760884126},{"expiry":"2026-12-18","call_iv_pct":61.36572936660269,"put_iv_pct":55.68362669245648},{"expiry":"2027-03-19","call_iv_pct":54.05669367909238,"put_iv_pct":63.22739926739928},{"expiry":"2027-06-17","call_iv_pct":54.86211656441717,"put_iv_pct":52.78497512437811}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"6a608c46cbb4384c096e5fb7a993d8470582756504fe139d03dfc07045d83540","captured_at":"2026-11-01T13:09:15.623975+00:00"},{"symbol":"PILL","date":"2026-10-22","iv_pct":62.18937785240442,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.84441597588547,"put_iv_pct":68.82725450901805},{"expiry":"2026-12-18","call_iv_pct":65.16740061162079,"put_iv_pct":59.80129377431906},{"expiry":"2027-03-19","call_iv_pct":62.63489326765189,"put_iv_pct":60.812575928009004},{"expiry":"2027-06-17","call_iv_pct":60.84770114942528,"put_iv_pct":53.579487603305786}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"aa14e50ca2d66d05ef105f5de471ee83c2ac002e80533ec2f64b5886c67a133c","captured_at":"2026-11-01T11:48:36.042259+00:00"},{"symbol":"PILL","date":"2026-10-23","iv_pct":64.41790502964206,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":70.00661870503598,"put_iv_pct":68.40364073777066},{"expiry":"2026-12-18","call_iv_pct":71.97998113207548,"put_iv_pct":67.80145256087322},{"expiry":"2027-03-19","call_iv_pct":66.01,"put_iv_pct":46.520089020771515},{"expiry":"2027-06-17","call_iv_pct":66.7881308411215,"put_iv_pct":57.83332723948812}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"593a93307e739f30cea9962db2977f708780b207ebfeaf8fc045783b7b2bbc79","captured_at":"2026-10-25T15:35:07.063718+00:00"},{"symbol":"PILL","date":"2026-10-26","iv_pct":64.13752412687757,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":73.05730612244898,"put_iv_pct":70.57727272727273},{"expiry":"2026-12-18","call_iv_pct":63.79856896551724,"put_iv_pct":51.49998630136986},{"expiry":"2027-03-19","call_iv_pct":69.66225512528473,"put_iv_pct":50.35654255319149},{"expiry":"2027-06-17","call_iv_pct":72.75101351351351,"put_iv_pct":61.39724770642202}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"ffab99aec3a598404099015bcbb93c91637ba9b9bb2dcd5b6204d26ae345e3e4","captured_at":"2026-11-01T09:46:19.369517+00:00"},{"symbol":"PILL","date":"2026-10-27","iv_pct":68.7005937839451,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":61.4691515837104,"put_iv_pct":68.0097415649677},{"expiry":"2026-12-18","call_iv_pct":60.82253900709219,"put_iv_pct":78.83700757575758},{"expiry":"2027-03-19","call_iv_pct":66.60446244477173,"put_iv_pct":78.47168067226892},{"expiry":"2027-06-17","call_iv_pct":65.17871527777778,"put_iv_pct":70.21145214521452}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"4d8ef438165531c8dc6b317d44a7817a72c0264f702e2c7007b7a05e45456326","captured_at":"2026-11-01T08:01:19.617584+00:00"},{"symbol":"PILL","date":"2026-10-28","iv_pct":63.58337430643619,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.88811163895487,"put_iv_pct":73.76633760361719},{"expiry":"2026-12-18","call_iv_pct":61.45432132963988,"put_iv_pct":74.95941958887545},{"expiry":"2027-03-19","call_iv_pct":63.3591568627451,"put_iv_pct":56.2859127625202},{"expiry":"2027-06-17","call_iv_pct":51.77867528271405,"put_iv_pct":62.1750593824228}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"778677d643a51240f0edbea3dbd4341d1d5ea1b0bdc2d5bf867a90e34e1760c3","captured_at":"2026-11-01T05:28:10.303987+00:00"},{"symbol":"PILL","date":"2026-10-29","iv_pct":61.549722586288546,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":60.71781269254467,"put_iv_pct":66.1263453815261},{"expiry":"2026-12-18","call_iv_pct":66.00152806652807,"put_iv_pct":67.66786709539122},{"expiry":"2027-03-19","call_iv_pct":64.28459016393442,"put_iv_pct":55.33309677419356},{"expiry":"2027-06-17","call_iv_pct":59.23365558912388,"put_iv_pct":53.03288492706645}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"bf8e079a654c6eb877523b4e8d7e0f6f39bf09961057693da6ba6c15e4a2263e","captured_at":"2026-11-01T02:54:47.576137+00:00"},{"symbol":"PILL","date":"2026-10-30","iv_pct":71.11107063218704,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":70.3327789623312,"put_iv_pct":81.89827781715096},{"expiry":"2026-12-18","call_iv_pct":74.71974025974026,"put_iv_pct":70.41221864951768},{"expiry":"2027-03-19","call_iv_pct":67.86117647058822,"put_iv_pct":57.86354430379747},{"expiry":"2027-06-17","call_iv_pct":81.22427947598254,"put_iv_pct":64.57654911838792}],"source":"ThetaData EOD Greeks","provider_symbol":"PILL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"eee5adcc966f71192998decd0b406c8a44274b8ff7f9da351207ab534d1a5220","captured_at":"2026-11-01T00:22:05.846144+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/PILL","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":60.83028289124239,"put_call_skew_pp":7.4169757976693145,"implied_move_pct":31.79937189120504,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"aaad9ce206bdda9bf0e53d49ac1dd8a43f5199af5accd06f2ebd74306eee310e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":64.44644697704595,"put_call_skew_pp":11.995850310850692,"implied_move_pct":34.6039853171021,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5c8220661be6a5b8b5cfcee00b3497d82adcf6784a280f1a595d9d81faec6e49","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":57.647534767078966,"put_call_skew_pp":-2.824825187620373,"implied_move_pct":30.349004770661995,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6a608c46cbb4384c096e5fb7a993d8470582756504fe139d03dfc07045d83540","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":62.18937785240441,"put_call_skew_pp":-2.8684497974828833,"implied_move_pct":32.283037872912,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"aa14e50ca2d66d05ef105f5de471ee83c2ac002e80533ec2f64b5886c67a133c","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":64.41790502964207,"put_call_skew_pp":-8.556555279832363,"implied_move_pct":33.10376322420656,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"593a93307e739f30cea9962db2977f708780b207ebfeaf8fc045783b7b2bbc79","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":64.13752412687757,"put_call_skew_pp":-11.359523609627091,"implied_move_pct":33.02889947835533,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ffab99aec3a598404099015bcbb93c91637ba9b9bb2dcd5b6204d26ae345e3e4","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":68.7005937839451,"put_call_skew_pp":10.363753411214155,"implied_move_pct":35.59969837183103,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4d8ef438165531c8dc6b317d44a7817a72c0264f702e2c7007b7a05e45456326","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":63.58337430643619,"put_call_skew_pp":6.426616055845432,"implied_move_pct":31.398475665563467,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"778677d643a51240f0edbea3dbd4341d1d5ea1b0bdc2d5bf867a90e34e1760c3","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":61.549722586288546,"put_call_skew_pp":-2.019348083488431,"implied_move_pct":30.523628399302464,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bf8e079a654c6eb877523b4e8d7e0f6f39bf09961057693da6ba6c15e4a2263e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":71.11107063218702,"put_call_skew_pp":-4.846846319947051,"implied_move_pct":35.39952286615424,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"eee5adcc966f71192998decd0b406c8a44274b8ff7f9da351207ab534d1a5220","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}