{"schemaVersion":1,"symbol":"PSFE","days":90,"observations":[{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-22T14:47:49.860000+00:00","captured_at":"2026-10-22T14:54:42.642Z","last_trade_at":"2026-10-22T14:47:14.531930398Z","price":5.715,"iv_pct":84.81899510983202,"implied_move_pct":19.64214833008718,"put_call_skew_pp":-33.56215516796253,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"d76f9bc3a8f0bfd16251b29e4905945f154a1d0ba0d60c8863f45081252fea83"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-22T19:54:50.407000+00:00","captured_at":"2026-10-22T22:14:49.856Z","last_trade_at":"2026-10-22T20:10:00.00296599Z","price":5.93,"iv_pct":92.99144898285088,"implied_move_pct":23.371730506964,"put_call_skew_pp":-20.736048817663534,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"5b7de88cef2c1fe505259960d66b785cefaf96a441bc86e3aea4160a9170005d"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:02.357000+00:00","captured_at":"2026-10-23T13:39:21.060Z","last_trade_at":"2026-10-23T13:39:16.066773091Z","price":5.72,"iv_pct":83.05311442087199,"implied_move_pct":18.97983295776254,"put_call_skew_pp":-33.90133248533641,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"27d87ca029ebf9ba5785cbdad86d9c1e306582f9e6ae8d1a2c2eacf9dd4a08e1"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.451000+00:00","captured_at":"2026-10-24T11:28:59.469Z","last_trade_at":"2026-10-23T23:00:00.003272766Z","price":5.74,"iv_pct":84.07052601362112,"implied_move_pct":18.935606546302246,"put_call_skew_pp":-38.28228018068957,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"6ad712a3ec48c8d5d5b508d5b404009cd06f46f142c29d3c653d04522426476f"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-26T18:38:50.801000+00:00","captured_at":"2026-10-26T18:51:10.702Z","last_trade_at":"2026-10-26T18:51:03.750991552Z","price":5.53,"iv_pct":86.51113413598827,"implied_move_pct":18.753905148215246,"put_call_skew_pp":-135.9873204147013,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"03cc7bf3c817368abb9e4f364f98f589889ba72b3243ca225f75392cbd051f6f"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.451000+00:00","captured_at":"2026-10-27T03:50:27.857Z","last_trade_at":"2026-10-26T23:00:00.003058426Z","price":5.56,"iv_pct":86.16744133886455,"implied_move_pct":18.79233420400833,"put_call_skew_pp":-141.86363817154722,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"0450bf024cfe82abda7c44d3f1ea9ad2b5b69f74f7c71e91af072e80dd2a34a2"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:01.046000+00:00","captured_at":"2026-10-27T21:55:43.671Z","last_trade_at":"2026-10-27T20:10:00.002902183Z","price":5.39,"iv_pct":99.98088238626171,"implied_move_pct":20.651309780462164,"put_call_skew_pp":-0.39732219876871255,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"98a06ed4e018a9ced23a3d1e9a6e6e205b0df8bd1c3d56fcd20c52a3c3341a2b"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-28T16:21:17.553000+00:00","captured_at":"2026-10-28T16:33:38.666Z","last_trade_at":"2026-10-28T16:31:39.09956094Z","price":5.365,"iv_pct":95.25526488602554,"implied_move_pct":23.301136355195716,"put_call_skew_pp":-88.0711147166118,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"7d7db8e592688702f6c7c0a5432180b72856368942272d88b3e3e871015d58d1"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:02.461000+00:00","captured_at":"2026-10-29T00:02:32.390Z","last_trade_at":"2026-10-28T23:00:00.003523612Z","price":5.38,"iv_pct":86.51337616477673,"implied_move_pct":17.906984846780187,"put_call_skew_pp":-91.65620743627167,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"08c04904672505a615ceaf9b39114e7639fdfaf57cde95c4614ce893d32218eb"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.817000+00:00","captured_at":"2026-10-30T02:11:03.917Z","last_trade_at":"2026-10-29T23:00:00.002454922Z","price":5.58,"iv_pct":97.23510343713318,"implied_move_pct":20.31234215083357,"put_call_skew_pp":60.001498868361615,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"f201e5bd7a76d85a0e20828a93a60025fa2e238047e981ab7eeed23463a18654"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-30T17:26:48.631000+00:00","captured_at":"2026-10-30T17:32:44.400Z","last_trade_at":"2026-10-30T17:32:40.708234764Z","price":5.58,"iv_pct":103.88697156084663,"implied_move_pct":20.20985565727394,"put_call_skew_pp":-76.80884140991017,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"3519d28809daeb6308b53e356a91e5d575b3bc369297271fdf81e45fab09b1f3"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:01.985000+00:00","captured_at":"2026-10-31T01:28:26.797Z","last_trade_at":"2026-10-30T23:00:00.002360651Z","price":5.62,"iv_pct":101.97257175182357,"implied_move_pct":20.039722745287182,"put_call_skew_pp":-76.36548123902433,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"9250a5187985c49da80dc32cfee859f95460066689a2301b008d99c46ddf949b"},{"symbol":"PSFE","expiry":"2026-11-20","observed_at":"2026-11-03T14:34:17.344000+00:00","captured_at":"2026-11-03T14:37:37.332Z","last_trade_at":"2026-11-03T14:34:17.353949369Z","price":5.76,"iv_pct":108.27568682291123,"implied_move_pct":18.341066704394006,"put_call_skew_pp":33.42839422956696,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PSFE","source_hash":"47a04195b0f12d0ebeb73087ea69efc3199c39f4c2e3288a792fa04a800900f2"}],"dailyIv":[{"symbol":"PSFE","date":"2026-10-19","iv_pct":70.37748361904005,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":84.94121212121212,"put_iv_pct":67.43681021224239},{"expiry":"2026-12-18","call_iv_pct":79.27620874219447,"put_iv_pct":70.63618127147765},{"expiry":"2027-01-15","call_iv_pct":68.13279696132595,"put_iv_pct":63.4412987012987},{"expiry":"2027-04-16","call_iv_pct":65.2080837148463,"put_iv_pct":63.947277227722765}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f329ba050f15c1844d0c0a72915257d9f8401bca8c9cd1cdbc9e170030879c08","captured_at":"2026-11-01T17:11:10.687480+00:00"},{"symbol":"PSFE","date":"2026-10-20","iv_pct":70.55488298266478,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":102.79277966101694,"put_iv_pct":65.0734546442151},{"expiry":"2026-12-18","call_iv_pct":85.53554110543429,"put_iv_pct":63.70370370370371},{"expiry":"2027-01-15","call_iv_pct":66.44412143514259,"put_iv_pct":54.22368698269375},{"expiry":"2027-04-16","call_iv_pct":58.349381255686986,"put_iv_pct":68.3163950734249}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"31a9f0668df98ec955655e32f7f80c41bbf71fb136f8cfa21b341e35eef86e3d","captured_at":"2026-11-01T14:54:57.348213+00:00"},{"symbol":"PSFE","date":"2026-10-21","iv_pct":68.09314444105306,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":85.74901118099231,"put_iv_pct":71.24978177528753},{"expiry":"2026-12-18","call_iv_pct":67.67672720247295,"put_iv_pct":72.76612582781456},{"expiry":"2027-01-15","call_iv_pct":54.48021739130435,"put_iv_pct":59.45934782608695},{"expiry":"2027-04-16","call_iv_pct":69.37867486338799,"put_iv_pct":63.98526946107784}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"156e56fbb27ef112adc68953e465168709bdb8696407b796ba27cdb60bf8855c","captured_at":"2026-11-01T13:12:15.548462+00:00"},{"symbol":"PSFE","date":"2026-10-22","iv_pct":76.80208364338091,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":79.19284313725491,"put_iv_pct":106.78904470300061},{"expiry":"2026-12-18","call_iv_pct":65.87531468531469,"put_iv_pct":96.98866225165563},{"expiry":"2027-01-15","call_iv_pct":71.2593935119887,"put_iv_pct":64.24900487804878},{"expiry":"2027-04-16","call_iv_pct":57.52725239616614,"put_iv_pct":72.53515358361776}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d15d87a5cbde3e76c95f0d1528c43abb1c8ae434edea0154dc040c9142f334ce","captured_at":"2026-11-01T11:51:47.544267+00:00"},{"symbol":"PSFE","date":"2026-10-23","iv_pct":68.90968731573743,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":83.62492547831167,"put_iv_pct":80.65362796248361},{"expiry":"2026-12-18","call_iv_pct":78.14940836357147,"put_iv_pct":69.49106284224251},{"expiry":"2027-01-15","call_iv_pct":55.48307735247209,"put_iv_pct":57.90108532469286},{"expiry":"2027-04-16","call_iv_pct":63.966819179195454,"put_iv_pct":62.00749202292975}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cc5879656edf7b90440081d6d32578248573e8dc5c1f476a93ae573b6e1e042e","captured_at":"2026-10-25T16:03:11.746237+00:00"},{"symbol":"PSFE","date":"2026-10-26","iv_pct":71.40047306816932,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":98.22959930819015,"put_iv_pct":74.47029819457516},{"expiry":"2026-12-18","call_iv_pct":80.19355013779003,"put_iv_pct":65.52159230096238},{"expiry":"2027-01-15","call_iv_pct":64.9055690903368,"put_iv_pct":58.33086193397369},{"expiry":"2027-04-16","call_iv_pct":69.7713989960744,"put_iv_pct":59.78091458345196}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ebb1fc140993a6a23ae9137c6a7c4b484c2b58b38b9bc6a5ef8509ccf91de9d5","captured_at":"2026-11-01T09:49:23.953312+00:00"},{"symbol":"PSFE","date":"2026-10-27","iv_pct":79.07537544674403,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":133.53987009422065,"put_iv_pct":65.36573829686336},{"expiry":"2026-12-18","call_iv_pct":81.11230835308058,"put_iv_pct":69.20592795691404},{"expiry":"2027-01-15","call_iv_pct":83.00117939338516,"put_iv_pct":51.60340922755196},{"expiry":"2027-04-16","call_iv_pct":69.30739529797704,"put_iv_pct":79.46717495395949}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"56804c46105d047b303cb2d3fe6d54b11c48bf5e6c986d84d9a0ec69f1ca8e13","captured_at":"2026-11-01T08:04:37.869546+00:00"},{"symbol":"PSFE","date":"2026-10-28","iv_pct":70.92548037891552,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":91.41676151065448,"put_iv_pct":80.09393762021864},{"expiry":"2026-12-18","call_iv_pct":79.08462520854188,"put_iv_pct":69.86036474497061},{"expiry":"2027-01-15","call_iv_pct":67.48302941929974,"put_iv_pct":49.15806778566817},{"expiry":"2027-04-16","call_iv_pct":68.41557881398886,"put_iv_pct":61.89147792798182}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"84c8e6ebc8ecc7248966610d2cd72d225b988c9c4c37a78c64c44ab5fe11dcee","captured_at":"2026-11-01T05:31:22.096654+00:00"},{"symbol":"PSFE","date":"2026-10-29","iv_pct":76.35071115276492,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":83.03691460055097,"put_iv_pct":110.37173553719009},{"expiry":"2026-12-18","call_iv_pct":65.73793115086062,"put_iv_pct":76.78494176372712},{"expiry":"2027-01-15","call_iv_pct":72.44660403299726,"put_iv_pct":64.58090989399294},{"expiry":"2027-04-16","call_iv_pct":68.96406779661017,"put_iv_pct":68.88258444619011}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2acd702d9e85bd87700dc3896482362ac825bed9406889394492b63fc3f96463","captured_at":"2026-11-01T02:57:41.215393+00:00"},{"symbol":"PSFE","date":"2026-10-30","iv_pct":76.49259783540424,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":98.98236884439761,"put_iv_pct":103.99878365878725},{"expiry":"2026-12-18","call_iv_pct":68.59289299014239,"put_iv_pct":75.08685375051803},{"expiry":"2027-01-15","call_iv_pct":66.387693457539,"put_iv_pct":64.3918657423813},{"expiry":"2027-04-16","call_iv_pct":65.92008438342424,"put_iv_pct":68.58023985604403}],"source":"ThetaData EOD Greeks","provider_symbol":"PSFE","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fcb724eddf587c3d7f0f94e645a9724fe97037c1f65264cc59fa5a664d686ed8","captured_at":"2026-11-01T00:25:13.805460+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/PSFE","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":70.37748361904005,"put_call_skew_pp":-8.024183531709332,"implied_move_pct":32.60764560894322,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f329ba050f15c1844d0c0a72915257d9f8401bca8c9cd1cdbc9e170030879c08","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":70.55488298266478,"put_call_skew_pp":-15.451145763310835,"implied_move_pct":32.025291362924634,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"31a9f0668df98ec955655e32f7f80c41bbf71fb136f8cfa21b341e35eef86e3d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":68.09314444105306,"put_call_skew_pp":-2.456026436972678,"implied_move_pct":31.135827547672466,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"156e56fbb27ef112adc68953e465168709bdb8696407b796ba27cdb60bf8855c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":76.80208364338091,"put_call_skew_pp":16.67676542139958,"implied_move_pct":34.04974515061366,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d15d87a5cbde3e76c95f0d1528c43abb1c8ae434edea0154dc040c9142f334ce","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":68.90968731573743,"put_call_skew_pp":-2.792740555300485,"implied_move_pct":30.60842548822115,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cc5879656edf7b90440081d6d32578248573e8dc5c1f476a93ae573b6e1e042e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":71.40047306816933,"put_call_skew_pp":-13.749112629857043,"implied_move_pct":30.95327814425623,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ebb1fc140993a6a23ae9137c6a7c4b484c2b58b38b9bc6a5ef8509ccf91de9d5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":79.07537544674403,"put_call_skew_pp":-25.329625675843644,"implied_move_pct":34.062021930998654,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"56804c46105d047b303cb2d3fe6d54b11c48bf5e6c986d84d9a0ec69f1ca8e13","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":70.92548037891552,"put_call_skew_pp":-11.34903671841143,"implied_move_pct":30.23008211857369,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"84c8e6ebc8ecc7248966610d2cd72d225b988c9c4c37a78c64c44ab5fe11dcee","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":76.3507111527649,"put_call_skew_pp":7.608663515020311,"implied_move_pct":32.160955265339084,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2acd702d9e85bd87700dc3896482362ac825bed9406889394492b63fc3f96463","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":76.49259783540424,"put_call_skew_pp":3.0436758330568416,"implied_move_pct":31.57026133998589,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fcb724eddf587c3d7f0f94e645a9724fe97037c1f65264cc59fa5a664d686ed8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}