{"schemaVersion":1,"symbol":"RDY","days":90,"observations":[{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-22T15:33:27.128000+00:00","captured_at":"2026-10-22T15:46:33.405Z","last_trade_at":"2026-10-22T15:45:31.563168719Z","price":13.26,"iv_pct":94.62759042075936,"implied_move_pct":15.258419261044004,"put_call_skew_pp":-94.72109335948527,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"e8d414ff2a5a1c1e13ab31d175cac215f6f228dea5f0d9637ebff9226a529175"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:17.103000+00:00","captured_at":"2026-10-23T00:16:39.058Z","last_trade_at":"2026-10-22T23:19:53.565143934Z","price":13.21,"iv_pct":93.55643155430202,"implied_move_pct":18.77880136502826,"put_call_skew_pp":-79.77070369157326,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"245aec7a41c62053f8d2ac81252d35617d99b1f4f2da42bd650913c619004f28"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-23T18:03:22.454000+00:00","captured_at":"2026-10-23T18:05:27.386Z","last_trade_at":"2026-10-23T18:05:11.194777069Z","price":13.345,"iv_pct":49.767677413401564,"implied_move_pct":12.370100740722803,"put_call_skew_pp":-112.57754314281709,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"cc031d4a245d6fba8d40142ca10a161f9e0b9fac6dd5ee6dcab1ec376f92889e"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-23T19:50:21.249000+00:00","captured_at":"2026-10-26T08:10:56.261Z","last_trade_at":"2026-10-26T08:00:05.642763322Z","price":13.3,"iv_pct":80.92361099697453,"implied_move_pct":13.113121276712695,"put_call_skew_pp":-2.660526700276744,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"919e098a5a11a0da51543bef57c567b71eb768dc52615d92ee68926eaa20591b"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-26T17:50:34.503000+00:00","captured_at":"2026-10-26T18:00:48.156Z","last_trade_at":"2026-10-26T18:00:14.645175869Z","price":13.745,"iv_pct":112.20320089178126,"implied_move_pct":18.16874989793143,"put_call_skew_pp":-15.780789939836604,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"21730425fa7a5af227211fb6ecc9fef3fe8f8cf75bcd36deb5b4fe41188bfdd7"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:09.701000+00:00","captured_at":"2026-10-27T03:39:17.863Z","last_trade_at":"2026-10-26T23:00:00.00194865Z","price":13.75,"iv_pct":103.66948933093994,"implied_move_pct":17.74795027436735,"put_call_skew_pp":-35.75962730460951,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"2850f736f52d13530ee4231c6b9cdcbf5af614bf90977749852d044dc142ba48"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-28T18:00:31.996000+00:00","captured_at":"2026-10-28T18:15:23.550Z","last_trade_at":"2026-10-28T18:15:05.893594122Z","price":14.14,"iv_pct":106.97545826493804,"implied_move_pct":18.974880771191188,"put_call_skew_pp":63.359966896059696,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"af64a9eb94172fcf903db979c1ddf7a96eeaead884884053fdbf4ba388bfd9ed"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-28T19:46:31.391000+00:00","captured_at":"2026-10-29T00:48:10.192Z","last_trade_at":"2026-10-28T23:00:00.002326834Z","price":14.15,"iv_pct":107.77963583764682,"implied_move_pct":19.321588376225428,"put_call_skew_pp":16.308056682081595,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"32ebd12f451cb2dda6f44c79f5c54adde003e2c22870df6eeeed8ca29ff02142"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-29T19:54:50.237000+00:00","captured_at":"2026-10-29T22:01:01.420Z","last_trade_at":"2026-10-29T20:10:00.001046212Z","price":14.11,"iv_pct":126.74543188539438,"implied_move_pct":20.968088377108035,"put_call_skew_pp":2.923662252196746,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"662b38c79773275b3284b54b0a7bd848d1830f31d60c81866582da4d2739b8b1"},{"symbol":"RDY","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:24.269000+00:00","captured_at":"2026-10-30T21:40:25.082Z","last_trade_at":"2026-10-30T20:10:00.001202169Z","price":14.17,"iv_pct":109.4018322958958,"implied_move_pct":17.714990628295567,"put_call_skew_pp":72.63336190534675,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RDY","source_hash":"be110c64de67f5b5dfc030a7208b8cef2c110a40853e26745df0e54479e5531a"}],"dailyIv":[{"symbol":"RDY","date":"2026-10-21","iv_pct":62.371662782879284,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":110.51817888278981,"put_iv_pct":65.03321463897132},{"expiry":"2026-12-18","call_iv_pct":96.90449078271382,"put_iv_pct":52.07908062234795},{"expiry":"2027-03-19","call_iv_pct":29.43709421112372,"put_iv_pct":47.58367258239768},{"expiry":"2027-06-17","call_iv_pct":51.98380583680762,"put_iv_pct":45.43376470588235}],"source":"ThetaData EOD Greeks","provider_symbol":"RDY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"bde2491e1515f86f0ff771909ff7b09407240517e20cef6b4059acfdaa854946","captured_at":"2026-11-01T13:17:04.649480+00:00"},{"symbol":"RDY","date":"2026-10-22","iv_pct":60.328827373614004,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":129.1165790075463,"put_iv_pct":59.364832783796516},{"expiry":"2026-12-18","call_iv_pct":61.586818604651164,"put_iv_pct":57.32634621737694},{"expiry":"2027-03-19","call_iv_pct":31.449184549356225,"put_iv_pct":48.98474144789181},{"expiry":"2027-06-17","call_iv_pct":51.115664335664334,"put_iv_pct":43.68645204262877}],"source":"ThetaData EOD Greeks","provider_symbol":"RDY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"967203a832cc9894020118a410ec820cbdad2c6098ec564d3c39443bb491c2d0","captured_at":"2026-11-01T11:56:39.654570+00:00"},{"symbol":"RDY","date":"2026-10-26","iv_pct":60.57372636159059,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":119.82173290296552,"put_iv_pct":84.91880064829822},{"expiry":"2026-12-18","call_iv_pct":62.4091304347826,"put_iv_pct":56.25735435435435},{"expiry":"2027-03-19","call_iv_pct":33.32233000906618,"put_iv_pct":37.07421578421578},{"expiry":"2027-06-17","call_iv_pct":48.122092119866814,"put_iv_pct":42.66415463917526}],"source":"ThetaData EOD Greeks","provider_symbol":"RDY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"438fd09f3d67132922cc28270f8457ae4f7ad05d7cea705378db5e69e028d36f","captured_at":"2026-11-01T09:54:42.731832+00:00"},{"symbol":"RDY","date":"2026-10-28","iv_pct":60.03788068518193,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":122.52785488958989,"put_iv_pct":91.85044040545264},{"expiry":"2026-12-18","call_iv_pct":45.14234070221067,"put_iv_pct":60.34948889672188},{"expiry":"2027-03-19","call_iv_pct":24.99484809140483,"put_iv_pct":41.73848605577689},{"expiry":"2027-06-17","call_iv_pct":44.589365310077525,"put_iv_pct":49.11022113022113}],"source":"ThetaData EOD Greeks","provider_symbol":"RDY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"70d49f860d3ff568c269734a5dbbda4a797367c8bfbb871775b439769f2cd1ec","captured_at":"2026-11-01T05:36:03.159043+00:00"},{"symbol":"RDY","date":"2026-10-30","iv_pct":59.07348623386032,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":129.0277872150201,"put_iv_pct":89.0479550625711},{"expiry":"2026-12-18","call_iv_pct":34.6215260720757,"put_iv_pct":51.681649970536235},{"expiry":"2027-03-19","call_iv_pct":30.070171589310835,"put_iv_pct":43.60609472743522},{"expiry":"2027-06-17","call_iv_pct":48.594867256637166,"put_iv_pct":45.937837977296184}],"source":"ThetaData EOD Greeks","provider_symbol":"RDY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"81ce91d66cbb408ccb5cb873b1e25cf30756435156c70a4a889ca5487c110448","captured_at":"2026-11-01T00:29:49.757272+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/RDY","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":"2026-10-21","observed_at":null,"iv_pct":62.371662782879284,"put_call_skew_pp":-19.678459290958916,"implied_move_pct":29.70955638317725,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bde2491e1515f86f0ff771909ff7b09407240517e20cef6b4059acfdaa854946","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":60.328827373614004,"put_call_skew_pp":-15.976468501381001,"implied_move_pct":28.47651642916077,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"967203a832cc9894020118a410ec820cbdad2c6098ec564d3c39443bb491c2d0","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":60.57372636159059,"put_call_skew_pp":-10.690190010159377,"implied_move_pct":26.954488103451187,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"438fd09f3d67132922cc28270f8457ae4f7ad05d7cea705378db5e69e028d36f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":60.03788068518193,"put_call_skew_pp":1.4485568737224064,"implied_move_pct":26.187704132982553,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"70d49f860d3ff568c269734a5dbbda4a797367c8bfbb871775b439769f2cd1ec","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":59.07348623386032,"put_call_skew_pp":-3.010203598801267,"implied_move_pct":25.5662597661457,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"81ce91d66cbb408ccb5cb873b1e25cf30756435156c70a4a889ca5487c110448","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}