{"schemaVersion":1,"symbol":"QLD","days":90,"observations":[{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-22T14:48:03.461000+00:00","captured_at":"2026-10-22T14:56:53.749Z","last_trade_at":"2026-10-22T14:56:50.470116072Z","price":87.03,"iv_pct":47.50697089741598,"implied_move_pct":10.609247926944434,"put_call_skew_pp":11.715473302177593,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"2af258a4a93308b3388f67392ef198b2dde689f892751647316f6de62e1547fe"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:40.283000+00:00","captured_at":"2026-10-22T22:15:15.890Z","last_trade_at":"2026-10-22T22:13:33.052436002Z","price":86.15,"iv_pct":49.504282597751306,"implied_move_pct":11.169933995671915,"put_call_skew_pp":15.925449438202243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"fc22fc1c5c3a1ccdf4bff9ef675a912c92aec86542981f6c64699a6add6f2a62"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:02.060000+00:00","captured_at":"2026-10-23T13:30:25.931Z","last_trade_at":"2026-10-23T13:30:23.787362787Z","price":85.5501,"iv_pct":51.43862275449103,"implied_move_pct":11.466941639951512,"put_call_skew_pp":15.880988930141843,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"09ff03ec387ee430ddd45fea36b8e5bfd30ce2a06bc6da30ef927cabee9f67f0"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-23T19:50:02.377000+00:00","captured_at":"2026-10-23T22:16:23.970Z","last_trade_at":"2026-10-23T22:15:54.722401712Z","price":86.55,"iv_pct":49.65311846075128,"implied_move_pct":11.134382091013743,"put_call_skew_pp":15.857225186257883,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"76fe12cc6d05e7ca17e2e43671a7b50c34ebc400c22eec2589120a1768ee6faa"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-26T17:10:20.436000+00:00","captured_at":"2026-10-26T17:24:37.803Z","last_trade_at":"2026-10-26T17:24:29.491545836Z","price":88.5718,"iv_pct":46.84445925793367,"implied_move_pct":9.981757657645609,"put_call_skew_pp":16.367320624093256,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"112f110ac87d20ac8de76d7291f2920e704dd5ac4289c423a756f06cc6fd730f"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:05.556000+00:00","captured_at":"2026-10-27T03:36:23.281Z","last_trade_at":"2026-10-27T00:00:00.1468841Z","price":88.03,"iv_pct":45.72812471840504,"implied_move_pct":9.58526926798517,"put_call_skew_pp":13.23226331360946,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"20223e671ca8980be1cffd0ecdeb008f4de3d7058341fe369f37a3c373bbd53f"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:35.554000+00:00","captured_at":"2026-10-27T21:34:19.497Z","last_trade_at":"2026-10-27T21:33:13.700006799Z","price":90.28,"iv_pct":45.16982868368944,"implied_move_pct":9.365412486083478,"put_call_skew_pp":13.01454545454545,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"e4d547d161d082729dc16cb977d198f90b6ae9da82786aa48c9a7eaf46907536"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-28T15:04:04.514000+00:00","captured_at":"2026-10-28T15:18:08.954Z","last_trade_at":"2026-10-28T15:18:07.545733982Z","price":90.5,"iv_pct":42.69675100843418,"implied_move_pct":8.573972630096474,"put_call_skew_pp":13.30958974358974,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"2343a7f6c0c3955336ff6abd07703bc4c4737a00761d75dad3fbabf10da93b04"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:54.731000+00:00","captured_at":"2026-10-28T23:45:44.057Z","last_trade_at":"2026-10-28T23:43:23.477178428Z","price":89.1557,"iv_pct":44.970947032681316,"implied_move_pct":8.824397335476117,"put_call_skew_pp":-0.40488163099115515,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"84d46187a4fba3a59b85df902049165ac815d6b4c3506a2edbfc8cd5dda83d9f"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:03.624000+00:00","captured_at":"2026-10-30T01:45:29.519Z","last_trade_at":"2026-10-30T00:00:00.137305839Z","price":88.74,"iv_pct":43.43840779590779,"implied_move_pct":8.579336151456953,"put_call_skew_pp":13.812091992527215,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"c1828133433830bedce7190e616eb7ba4ba8e6deb7138881a18b3a297dfc3c08"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-30T15:23:35.669000+00:00","captured_at":"2026-10-30T15:27:21.872Z","last_trade_at":"2026-10-30T15:27:18.034205751Z","price":83.7714,"iv_pct":49.01238271604939,"implied_move_pct":9.419225754792944,"put_call_skew_pp":13.380487062404868,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"9ad4862e167b76dd8fcdb38d03c39183bf58d44227311b7eee6f1e091e6958c0"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-10-30T19:59:02.907000+00:00","captured_at":"2026-10-31T00:45:55.058Z","last_trade_at":"2026-10-31T00:00:00.152369623Z","price":82.59,"iv_pct":54.64787826075139,"implied_move_pct":10.62669633308911,"put_call_skew_pp":16.702275405214934,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"f84fe33a430d3308595d2c9f53b7ac9f56e43d99b3f380daf2298b9508776cfc"},{"symbol":"QLD","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:17.932000+00:00","captured_at":"2026-11-03T14:37:53.732Z","last_trade_at":"2026-11-03T14:37:51.068114932Z","price":81.331,"iv_pct":58.21629550827423,"implied_move_pct":10.17323686155047,"put_call_skew_pp":17.321530630049875,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/QLD","source_hash":"68987fa9f831baa71a7de46384e2799216b9b1fb97a816d1854fd3bcf056daef"}],"dailyIv":[{"symbol":"QLD","date":"2026-10-19","iv_pct":40.597369739808805,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.11260188087774,"put_iv_pct":38.87953545232274},{"expiry":"2026-12-18","call_iv_pct":40.872,"put_iv_pct":39.800505415162455},{"expiry":"2027-01-15","call_iv_pct":39.543966480446926,"put_iv_pct":39.72575581395349},{"expiry":"2027-04-16","call_iv_pct":40.41710900473934,"put_iv_pct":41.42748387096774}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"82f8b458a37c4a5c2fd0473d2e4a72e75bdb5898012e6ddd27fc8dad57b0e740","captured_at":"2026-11-01T17:13:45.819826+00:00"},{"symbol":"QLD","date":"2026-10-20","iv_pct":41.87954568059825,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.83307901907357,"put_iv_pct":43.02987915407856},{"expiry":"2026-12-18","call_iv_pct":41.10868421052632,"put_iv_pct":43.12066420664206},{"expiry":"2027-01-15","call_iv_pct":40.34427710843374,"put_iv_pct":42.18172619047619},{"expiry":"2027-04-16","call_iv_pct":40.5225,"put_iv_pct":42.89555555555556}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4af6ce70f26eac90afb29a1484fc35e67068e8cf4d5efe0a7abdf2e76567550e","captured_at":"2026-11-01T14:57:16.791155+00:00"},{"symbol":"QLD","date":"2026-10-21","iv_pct":41.668216099282255,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.27373493975904,"put_iv_pct":43.95729106628242},{"expiry":"2026-12-18","call_iv_pct":40.41727272727273,"put_iv_pct":43.31239215686274},{"expiry":"2027-01-15","call_iv_pct":38.15787965616046,"put_iv_pct":42.33860465116279},{"expiry":"2027-04-16","call_iv_pct":41.31805714285714,"put_iv_pct":43.57049645390071}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f5b9b1a2e85f5ff38ccf1954542de2453fa5fc55a20dd8ff77f0ea185f9ad2c9","captured_at":"2026-11-01T13:14:46.281349+00:00"},{"symbol":"QLD","date":"2026-10-22","iv_pct":45.19490374352854,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.75388888888889,"put_iv_pct":48.80792079207921},{"expiry":"2026-12-18","call_iv_pct":48.44050209205021,"put_iv_pct":42.93371841155235},{"expiry":"2027-01-15","call_iv_pct":45.53056140350877,"put_iv_pct":41.71905882352941},{"expiry":"2027-04-16","call_iv_pct":42.55137614678899,"put_iv_pct":41.822203389830506}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"61f111c55e4eefc22510877b9e7e5bd57de6fbc43ea92e7528ff054af76f521b","captured_at":"2026-11-01T11:53:47.075041+00:00"},{"symbol":"QLD","date":"2026-10-23","iv_pct":45.87622637360395,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.2785269121813,"put_iv_pct":49.326798780487806},{"expiry":"2026-12-18","call_iv_pct":45.95118279569893,"put_iv_pct":46.95730923694779},{"expiry":"2027-01-15","call_iv_pct":42.65623188405797,"put_iv_pct":44.932321428571434},{"expiry":"2027-04-16","call_iv_pct":42.08611464968153,"put_iv_pct":44.821325301204816}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"64b55adb9060df647c7b3d5bbe3e40572b93a089e31297cfc174bfd2f3030da9","captured_at":"2026-10-25T16:25:35.385154+00:00"},{"symbol":"QLD","date":"2026-10-26","iv_pct":43.96734658879619,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.976793478260866,"put_iv_pct":45.47488372093023},{"expiry":"2026-12-18","call_iv_pct":42.188978102189786,"put_iv_pct":48.17619047619047},{"expiry":"2027-01-15","call_iv_pct":39.70171806167401,"put_iv_pct":44.50802955665025},{"expiry":"2027-04-16","call_iv_pct":40.35156862745099,"put_iv_pct":45.3606106870229}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5c2a67c48a127be466750091df56e060e1693d0f975403f32b7acde32c3d294a","captured_at":"2026-11-01T09:51:35.639006+00:00"},{"symbol":"QLD","date":"2026-10-27","iv_pct":42.94345084814437,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.934103194103194,"put_iv_pct":48.304270613107825},{"expiry":"2026-12-18","call_iv_pct":38.03711538461538,"put_iv_pct":44.70486111111111},{"expiry":"2027-01-15","call_iv_pct":39.43930455635491,"put_iv_pct":44.88695266272189},{"expiry":"2027-04-16","call_iv_pct":41.156532258064516,"put_iv_pct":45.08446700507614}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"284c0c568b2ef810b89011955f7fcc82442a7797f9e7b7d5dc53dd79aa2f6222","captured_at":"2026-11-01T08:07:08.794568+00:00"},{"symbol":"QLD","date":"2026-10-28","iv_pct":41.897286900521046,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.90681697612732,"put_iv_pct":46.95705722070845},{"expiry":"2026-12-18","call_iv_pct":39.58894736842105,"put_iv_pct":43.39559523809524},{"expiry":"2027-01-15","call_iv_pct":39.60773536895674,"put_iv_pct":43.32676328502415},{"expiry":"2027-04-16","call_iv_pct":38.73037974683544,"put_iv_pct":43.665}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"48bee5a2922da8c30ab48ef25f6b568f67c476ddfa252fe1aadd993f4f271922","captured_at":"2026-11-01T05:33:29.721625+00:00"},{"symbol":"QLD","date":"2026-10-29","iv_pct":42.1000351458737,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.15609699769053,"put_iv_pct":44.68916083916084},{"expiry":"2026-12-18","call_iv_pct":41.46018115942029,"put_iv_pct":41.70833333333333},{"expiry":"2027-01-15","call_iv_pct":40.721724137931034,"put_iv_pct":41.604918032786884},{"expiry":"2027-04-16","call_iv_pct":40.8732,"put_iv_pct":43.586666666666666}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c114e401c3131d510308e9bccedaf9ce475cee3c1fd2296bd1d473ba74d6a0fb","captured_at":"2026-11-01T03:00:01.833929+00:00"},{"symbol":"QLD","date":"2026-10-30","iv_pct":48.585025721585495,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":51.440773067331676,"put_iv_pct":57.83212534059946},{"expiry":"2026-12-18","call_iv_pct":46.90040247678019,"put_iv_pct":49.187868217054266},{"expiry":"2027-01-15","call_iv_pct":46.070546875,"put_iv_pct":48.895999999999994},{"expiry":"2027-04-16","call_iv_pct":42.608000000000004,"put_iv_pct":45.74448979591837}],"source":"ThetaData EOD Greeks","provider_symbol":"QLD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"297eb4ca15db59abd71f193b42abe5c9ee425d7fee1fead9d2cbbef899e28cad","captured_at":"2026-11-01T00:27:35.806768+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/QLD","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":40.597369739808805,"put_call_skew_pp":-1.2780992034143939,"implied_move_pct":19.183349149255736,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"82f8b458a37c4a5c2fd0473d2e4a72e75bdb5898012e6ddd27fc8dad57b0e740","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":41.87954568059825,"put_call_skew_pp":1.8548211921796849,"implied_move_pct":19.635818165685865,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4af6ce70f26eac90afb29a1484fc35e67068e8cf4d5efe0a7abdf2e76567550e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":41.66821609928225,"put_call_skew_pp":3.252959965539823,"implied_move_pct":19.457385504835802,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f5b9b1a2e85f5ff38ccf1954542de2453fa5fc55a20dd8ff77f0ea185f9ad2c9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":45.19490374352854,"put_call_skew_pp":-2.7483567785613463,"implied_move_pct":20.5659756964161,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"61f111c55e4eefc22510877b9e7e5bd57de6fbc43ea92e7528ff054af76f521b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":45.87622637360395,"put_call_skew_pp":1.266424626398031,"implied_move_pct":20.764739703419067,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"64b55adb9060df647c7b3d5bbe3e40572b93a089e31297cfc174bfd2f3030da9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":43.96734658879618,"put_call_skew_pp":3.82516404280455,"implied_move_pct":19.602836223399457,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5c2a67c48a127be466750091df56e060e1693d0f975403f32b7acde32c3d294a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":42.943450848144366,"put_call_skew_pp":5.603373999719739,"implied_move_pct":19.10315075554317,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"284c0c568b2ef810b89011955f7fcc82442a7797f9e7b7d5dc53dd79aa2f6222","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":41.897286900521046,"put_call_skew_pp":4.877634070871823,"implied_move_pct":18.4486614679697,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"48bee5a2922da8c30ab48ef25f6b568f67c476ddfa252fe1aadd993f4f271922","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":42.1000351458737,"put_call_skew_pp":1.5944691442264673,"implied_move_pct":18.447635343560638,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c114e401c3131d510308e9bccedaf9ce475cee3c1fd2296bd1d473ba74d6a0fb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":48.585025721585495,"put_call_skew_pp":3.6601902336150562,"implied_move_pct":20.615035405578176,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"297eb4ca15db59abd71f193b42abe5c9ee425d7fee1fead9d2cbbef899e28cad","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}