{"schemaVersion":1,"symbol":"REF","days":90,"observations":[{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-22T15:17:38.231000+00:00","captured_at":"2026-10-22T15:26:19.859Z","last_trade_at":"2026-10-22T15:24:37.564411294Z","price":14.67,"iv_pct":72.62774503608033,"implied_move_pct":16.719454895233884,"put_call_skew_pp":6.040138392796413,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"f88ed2a899d10055bb66775f0a42d199ef574cb09557b711b957fe7296bf748f"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-22T19:56:06.909000+00:00","captured_at":"2026-10-22T22:16:21.362Z","last_trade_at":"2026-10-22T20:10:00.001248884Z","price":15.03,"iv_pct":74.20101469003096,"implied_move_pct":17.80651679585899,"put_call_skew_pp":1.8673956539667302,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"c680a51573dc847e7d55dec8b3d37c53a0b8659281c0290a85c51efdada4feba"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-23T13:41:56.327000+00:00","captured_at":"2026-10-23T13:56:25.169Z","last_trade_at":"2026-10-23T13:55:09.721813217Z","price":14.97,"iv_pct":73.51252285744916,"implied_move_pct":17.59009038455904,"put_call_skew_pp":12.525793647245177,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"0107f4da22113a6cae3dd0778d5937ac4965bec39378bbfe9f2f8641a2241505"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:26.961000+00:00","captured_at":"2026-10-23T23:15:08.520Z","last_trade_at":"2026-10-23T23:00:00.001802599Z","price":15.58,"iv_pct":74.0185183008313,"implied_move_pct":17.634375478508797,"put_call_skew_pp":1.1323804124816261,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"4794336f08668c1c4a445b34746f06814247874569ecf1cfa02558a6850b8003"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-26T17:23:23.506000+00:00","captured_at":"2026-10-26T17:27:33.105Z","last_trade_at":"2026-10-26T17:27:23.04260539Z","price":15.99,"iv_pct":75.6773854718467,"implied_move_pct":17.35821430081596,"put_call_skew_pp":7.8320633364345476,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"a32f3fee6823ad2cc92683206c08dbfa7c9631804ba68ce73400e74d6a1d836f"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:15.119000+00:00","captured_at":"2026-10-27T03:37:21.162Z","last_trade_at":"2026-10-26T23:00:00.001861428Z","price":15.85,"iv_pct":75.87816082831407,"implied_move_pct":17.364805109202226,"put_call_skew_pp":-13.11452090290407,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"4069a6788fe65a5a095c7b51a335a8a9301b5b3e5c461afcd99ee6b46ee7f3c1"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:01.137000+00:00","captured_at":"2026-10-27T21:35:14.872Z","last_trade_at":"2026-10-27T20:10:00.002360889Z","price":16,"iv_pct":76.01424859158055,"implied_move_pct":16.99002259776685,"put_call_skew_pp":6.591733039253878,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"d8b132818f96039f444953dd3eff1e9386a325ef34484d4289d299e7f0fe8564"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-28T15:15:07.372000+00:00","captured_at":"2026-10-28T15:19:05.443Z","last_trade_at":"2026-10-28T15:18:57.247362697Z","price":15.69,"iv_pct":77.44166763379845,"implied_move_pct":17.130451868999874,"put_call_skew_pp":8.624984545370562,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"25f0eed923f2ad8278438fd30d0750908c2f5b98efe4ab992cbb339b67c25171"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:54.321000+00:00","captured_at":"2026-10-28T23:46:19.987Z","last_trade_at":"2026-10-28T23:00:00.001671251Z","price":15.8,"iv_pct":76.56084145423767,"implied_move_pct":16.87247997088183,"put_call_skew_pp":40.21788799136799,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"2e114e0bcc961a2adf5702a63932ee0db366e6134a497d4f59ce0f120e3b2f2b"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:02.791000+00:00","captured_at":"2026-10-30T01:46:04.495Z","last_trade_at":"2026-10-29T23:00:00.001892296Z","price":16.22,"iv_pct":76.545821821001,"implied_move_pct":16.353743216383833,"put_call_skew_pp":10.63449969594309,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"05f2534ba04fe70d8abb97c8a6eb4115f46b499f78ebcef8d0218efa5f32bf68"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-30T15:19:55.018000+00:00","captured_at":"2026-10-30T15:27:56.991Z","last_trade_at":"2026-10-30T15:27:17.648596078Z","price":15.6,"iv_pct":80.57156737396267,"implied_move_pct":16.827404164947115,"put_call_skew_pp":4.007353282524817,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"73d58dea63a8dc3abe13c98a413bd17b4b5f4831097965cb6a01a68d39a2d8c6"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:03.693000+00:00","captured_at":"2026-10-31T00:59:12.806Z","last_trade_at":"2026-10-30T23:00:00.001909778Z","price":15.82,"iv_pct":78.10865542200304,"implied_move_pct":15.850591531787714,"put_call_skew_pp":7.215299642822027,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"c1b605bc596da1f19a6e710c57787571fa714dba7b44ce9737f2e916a7014f0f"},{"symbol":"REF","expiry":"2026-11-20","observed_at":"2026-11-02T20:55:12.270000+00:00","captured_at":"2026-11-03T04:22:30.352Z","last_trade_at":"2026-11-03T00:00:00.001852606Z","price":15.9,"iv_pct":86.9126504506527,"implied_move_pct":16.929846803061864,"put_call_skew_pp":8.304704046235523,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REF","source_hash":"9930266229b9b8042b7be64ecbad16822f996cc277d6b62cc75b1835314cc09c"}],"dailyIv":[{"symbol":"REF","date":"2026-10-19","iv_pct":66.00632749810308,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":68.50167082294264,"put_iv_pct":71.35592616372392},{"expiry":"2026-12-18","call_iv_pct":64.12372549019607,"put_iv_pct":66.88621026894866},{"expiry":"2027-02-19","call_iv_pct":60.57665525114155,"put_iv_pct":63.91250000000001},{"expiry":"2027-05-21","call_iv_pct":64.29533385703064,"put_iv_pct":68.39859813084111}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"27526b044ae0ba020b2b4b403de37e39006a2c2169c4d182bc8692e106a96e4d","captured_at":"2026-11-01T17:15:52.753953+00:00"},{"symbol":"REF","date":"2026-10-20","iv_pct":66.78997564488691,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.09768079006054,"put_iv_pct":71.54661674008811},{"expiry":"2026-12-18","call_iv_pct":64.30665236051503,"put_iv_pct":67.46061998215879},{"expiry":"2027-02-19","call_iv_pct":61.14003386004515,"put_iv_pct":64.0462969588551},{"expiry":"2027-05-21","call_iv_pct":64.61509375,"put_iv_pct":69.10681071737251}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8f1e48af79820e4fd7003cf9ba8fd590fa5d8a6a0807cc68eae116dc827c8f32","captured_at":"2026-11-01T14:59:23.312804+00:00"},{"symbol":"REF","date":"2026-10-21","iv_pct":66.2358078470913,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":71.75470588235294,"put_iv_pct":70.7471186440678},{"expiry":"2026-12-18","call_iv_pct":65.13076168929109,"put_iv_pct":64.67649472891567},{"expiry":"2027-02-19","call_iv_pct":61.739873417721526,"put_iv_pct":63.49889305816134},{"expiry":"2027-05-21","call_iv_pct":65.46846031746031,"put_iv_pct":66.87015503875969}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8165c2afdd9b7818ee40f784eb1e35f3a930cbd12d4362a50bfda5b975ab88b8","captured_at":"2026-11-01T13:17:09.822920+00:00"},{"symbol":"REF","date":"2026-10-22","iv_pct":68.10561613362802,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.71396663261832,"put_iv_pct":75.05412803532009},{"expiry":"2026-12-18","call_iv_pct":70.63688711516532,"put_iv_pct":68.13747902869758},{"expiry":"2027-02-19","call_iv_pct":60.44912797281993,"put_iv_pct":65.07863551401869},{"expiry":"2027-05-21","call_iv_pct":64.00934799685781,"put_iv_pct":68.76535677352638}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"696fb57d46b15c89dc5b72df0c2c65b33802ae5d09707f3e5ccda801f8f5a750","captured_at":"2026-11-01T11:56:44.603662+00:00"},{"symbol":"REF","date":"2026-10-23","iv_pct":67.52178810018185,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":76.5337007601935,"put_iv_pct":71.02833061623737},{"expiry":"2026-12-18","call_iv_pct":67.83559431524547,"put_iv_pct":65.78},{"expiry":"2027-02-19","call_iv_pct":62.76586166471277,"put_iv_pct":62.122488372093024},{"expiry":"2027-05-21","call_iv_pct":67.36040627885502,"put_iv_pct":66.74792279411764}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1740c5a0feb9af8cf678da4122e0802c24602e356011d4d52052d89f0ded20f8","captured_at":"2026-10-25T16:47:21.613748+00:00"},{"symbol":"REF","date":"2026-10-26","iv_pct":68.45113879247234,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":74.59159690920798,"put_iv_pct":76.70918136439268},{"expiry":"2026-12-18","call_iv_pct":68.12,"put_iv_pct":66.91217573221758},{"expiry":"2027-02-19","call_iv_pct":63.44479857819905,"put_iv_pct":64.37326309452138},{"expiry":"2027-05-21","call_iv_pct":65.64654015887027,"put_iv_pct":67.81155450236967}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7f0c85157fcc58bceb984efa96159a734c8350f994b17aacf3dba5a320ab07b0","captured_at":"2026-11-01T09:54:47.399304+00:00"},{"symbol":"REF","date":"2026-10-27","iv_pct":67.89211180012975,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.2578947368421,"put_iv_pct":76.40597911227155},{"expiry":"2026-12-18","call_iv_pct":65.50873158756137,"put_iv_pct":67.35522507362221},{"expiry":"2027-02-19","call_iv_pct":60.848113636363635,"put_iv_pct":64.89231189320388},{"expiry":"2027-05-21","call_iv_pct":63.87192771084338,"put_iv_pct":68.99671065032987}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e393001bc4a8a86c5a81a3ca1b29f461828260eccff2e899245470b9b8533b3a","captured_at":"2026-11-01T08:09:33.995944+00:00"},{"symbol":"REF","date":"2026-10-28","iv_pct":67.75469941435938,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.50395872420263,"put_iv_pct":77.14141199226306},{"expiry":"2026-12-18","call_iv_pct":66.8691012145749,"put_iv_pct":67.57789648033126},{"expiry":"2027-02-19","call_iv_pct":60.49371859296483,"put_iv_pct":64.16494362017805},{"expiry":"2027-05-21","call_iv_pct":63.7420895522388,"put_iv_pct":66.54447513812156}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"faaba9f6685fb78e3c04af6138b286cf58a3a2f6ae6f2ce8dae05c14b149c64c","captured_at":"2026-11-01T05:36:08.162421+00:00"},{"symbol":"REF","date":"2026-10-29","iv_pct":67.51992127208527,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.03246511627907,"put_iv_pct":77.84074478330658},{"expiry":"2026-12-18","call_iv_pct":64.81025692492976,"put_iv_pct":67.6103599832566},{"expiry":"2027-02-19","call_iv_pct":60.68748013620885,"put_iv_pct":64.29024827586207},{"expiry":"2027-05-21","call_iv_pct":63.579860017497815,"put_iv_pct":66.30795493934141}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c252ceaca30104c821b9f92b066598eb0ba3314c89943ed5cf8e233f4101d6ad","captured_at":"2026-11-01T03:02:17.525053+00:00"},{"symbol":"REF","date":"2026-10-30","iv_pct":69.69221349339466,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":80.11535475660197,"put_iv_pct":75.8649930264993},{"expiry":"2026-12-18","call_iv_pct":68.6153903345725,"put_iv_pct":70.0645215918713},{"expiry":"2027-02-19","call_iv_pct":62.782356321839075,"put_iv_pct":65.93075528700906},{"expiry":"2027-05-21","call_iv_pct":65.03191296464189,"put_iv_pct":69.13242366412213}],"source":"ThetaData EOD Greeks","provider_symbol":"REF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"60d22e17ca196a112c76bfab5440ff2f22d4add1633f6ad7e2a3d6554df4b1c0","captured_at":"2026-11-01T00:29:55.957743+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/REF","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":66.00632749810308,"put_call_skew_pp":3.263962285550697,"implied_move_pct":33.538347674985054,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"27526b044ae0ba020b2b4b403de37e39006a2c2169c4d182bc8692e106a96e4d","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":66.78997564488691,"put_call_skew_pp":2.5002209094634473,"implied_move_pct":33.65926528466586,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8f1e48af79820e4fd7003cf9ba8fd590fa5d8a6a0807cc68eae116dc827c8f32","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":66.2358078470913,"put_call_skew_pp":0.4247150407696587,"implied_move_pct":33.18420233191945,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8165c2afdd9b7818ee40f784eb1e35f3a930cbd12d4362a50bfda5b975ab88b8","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":68.10561613362802,"put_call_skew_pp":2.3065674085253356,"implied_move_pct":33.66576913650782,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"696fb57d46b15c89dc5b72df0c2c65b33802ae5d09707f3e5ccda801f8f5a750","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":67.52178810018185,"put_call_skew_pp":-2.2042053091396827,"implied_move_pct":33.26854153276355,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1740c5a0feb9af8cf678da4122e0802c24602e356011d4d52052d89f0ded20f8","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":68.45113879247234,"put_call_skew_pp":1.0008097618060035,"implied_move_pct":32.94037177970765,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7f0c85157fcc58bceb984efa96159a734c8350f994b17aacf3dba5a320ab07b0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":67.89211180012975,"put_call_skew_pp":3.0408897644542563,"implied_move_pct":32.41850149548887,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e393001bc4a8a86c5a81a3ca1b29f461828260eccff2e899245470b9b8533b3a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":67.75469941435938,"put_call_skew_pp":2.2049647867281923,"implied_move_pct":31.974277949140383,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"faaba9f6685fb78e3c04af6138b286cf58a3a2f6ae6f2ce8dae05c14b149c64c","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":67.51992127208527,"put_call_skew_pp":2.9848114467127917,"implied_move_pct":31.63730515828385,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c252ceaca30104c821b9f92b066598eb0ba3314c89943ed5cf8e233f4101d6ad","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":69.69221349339466,"put_call_skew_pp":1.1119197979615905,"implied_move_pct":32.43640196469168,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"60d22e17ca196a112c76bfab5440ff2f22d4add1633f6ad7e2a3d6554df4b1c0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}