{"schemaVersion":1,"symbol":"REYN","days":90,"observations":[{"symbol":"REYN","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:59.661000+00:00","captured_at":"2026-10-23T13:39:48.287Z","last_trade_at":"2026-10-23T13:39:27.526269963Z","price":23.47,"iv_pct":101.84056055146091,"implied_move_pct":21.30379207498935,"put_call_skew_pp":112.28682105384556,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REYN","source_hash":"edf7e562d97a2b975613126808ce050bde4acb21314719cc499ed0c18f94ab31"},{"symbol":"REYN","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:16.844000+00:00","captured_at":"2026-10-23T22:49:59.211Z","last_trade_at":"2026-10-23T22:27:26.962180388Z","price":23,"iv_pct":82.45894296184973,"implied_move_pct":16.96032385042047,"put_call_skew_pp":108.96606637138306,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REYN","source_hash":"873780b81880f7f18a60f52e43a5a0b4b9915c2a589e07a21a9e1fb8d91e2763"},{"symbol":"REYN","expiry":"2026-11-20","observed_at":"2026-10-27T13:49:41.739000+00:00","captured_at":"2026-10-27T14:02:11.690Z","last_trade_at":"2026-10-27T14:00:18.734099123Z","price":22.95,"iv_pct":47.08714152556951,"implied_move_pct":10.67796046185155,"put_call_skew_pp":160.12088083502792,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REYN","source_hash":"89714a7bce6ca772cb782e23956d4df1b881c0f8efd25791fab1196d7d289197"},{"symbol":"REYN","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:05.905000+00:00","captured_at":"2026-10-29T20:20:53.558Z","last_trade_at":"2026-10-29T20:05:09.365418432Z","price":23.5697,"iv_pct":59.085671812605845,"implied_move_pct":16.176575022966045,"put_call_skew_pp":131.77033711417923,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REYN","source_hash":"1b908b77b14431ab29a5a50ca5f2f046e7ba8ec9cee72c70bae1b4cbd83c3054"},{"symbol":"REYN","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:11.895000+00:00","captured_at":"2026-10-30T21:37:50.575Z","last_trade_at":"2026-10-30T20:00:03.772246652Z","price":23.63,"iv_pct":77.66636307005095,"implied_move_pct":14.654109606756322,"put_call_skew_pp":87.0594904707667,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REYN","source_hash":"7629700216934b44bb34fc2553b9085eb3009f4499c1b0b591e5edb1bb6f0ad2"},{"symbol":"REYN","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:05.504000+00:00","captured_at":"2026-11-03T14:38:17.923Z","last_trade_at":"2026-11-03T14:37:59.709017445Z","price":24.665,"iv_pct":72.68489780492348,"implied_move_pct":14.372144400992429,"put_call_skew_pp":189.7776369658777,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/REYN","source_hash":"8df8800abf142f1f503974e289d10dada561868d47830a101f84d865aafafaf0"}],"dailyIv":[{"symbol":"REYN","date":"2026-10-19","iv_pct":50.176035465674005,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":56.39040268456377,"put_iv_pct":35.88977793443779},{"expiry":"2026-12-18","call_iv_pct":68.51825000000001,"put_iv_pct":60.41774524158126},{"expiry":"2027-01-15","call_iv_pct":45.31477518497439,"put_iv_pct":51.432026703183844},{"expiry":"2027-04-16","call_iv_pct":45.455666666666666,"put_iv_pct":37.98963930998432}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"35c107a1d4c3e1ef745546e5ff2edc84868af16249156f411007ae35ddc7e6f8","captured_at":"2026-11-01T17:16:14.229368+00:00"},{"symbol":"REYN","date":"2026-10-20","iv_pct":43.00956109918374,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.103490737377406,"put_iv_pct":54.16517441860466},{"expiry":"2026-12-18","call_iv_pct":52.10468682505399,"put_iv_pct":39.92664521014767},{"expiry":"2027-01-15","call_iv_pct":40.5133923123856,"put_iv_pct":51.378871563397624},{"expiry":"2027-04-16","call_iv_pct":24.993872229465453,"put_iv_pct":37.890355497037525}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"59e1073b9ea1aeeee0a24a6186c2ad2ef6897b69bf12e935688199492199df07","captured_at":"2026-11-01T14:59:47.268567+00:00"},{"symbol":"REYN","date":"2026-10-21","iv_pct":56.382153639767644,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":85.27464399574919,"put_iv_pct":88.29792111750206},{"expiry":"2026-12-18","call_iv_pct":49.67051338066631,"put_iv_pct":59.0043988183161},{"expiry":"2027-01-15","call_iv_pct":43.69528067885118,"put_iv_pct":42.672759388924256},{"expiry":"2027-04-16","call_iv_pct":45.864776119402975,"put_iv_pct":36.576935618729095}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"476621e0f079cd253c46bf76cd1131701039db42f4b3931bb082333106f29cb6","captured_at":"2026-11-01T13:17:51.129192+00:00"},{"symbol":"REYN","date":"2026-10-22","iv_pct":45.41736934232391,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.56539247900694,"put_iv_pct":76.48069191919193},{"expiry":"2026-12-18","call_iv_pct":35.11926456542503,"put_iv_pct":49.34080470588235},{"expiry":"2027-01-15","call_iv_pct":28.480272727272727,"put_iv_pct":46.70514950166113},{"expiry":"2027-04-16","call_iv_pct":35.95571217348448,"put_iv_pct":36.69166666666667}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"637b4bf6d63c9064a4ef73acb71e119d3ed0af6708794f01031a4b8400c28f59","captured_at":"2026-11-01T11:57:08.340756+00:00"},{"symbol":"REYN","date":"2026-10-23","iv_pct":58.7077970648925,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":118.0902423698384,"put_iv_pct":46.86183574879227},{"expiry":"2026-12-18","call_iv_pct":81.23220805921052,"put_iv_pct":58.38570879754129},{"expiry":"2027-01-15","call_iv_pct":42.2563334474495,"put_iv_pct":57.967946815089675},{"expiry":"2027-04-16","call_iv_pct":27.53233983286908,"put_iv_pct":37.3357614483493}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d6964c229237d3743a40cc80a54109ad6145130d3c39a8d8cfcd058669b0f875","captured_at":"2026-10-25T16:51:57.577111+00:00"},{"symbol":"REYN","date":"2026-10-26","iv_pct":52.557804132080975,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":119.70669404517456,"put_iv_pct":50.10939158118146},{"expiry":"2026-12-18","call_iv_pct":56.2873507805326,"put_iv_pct":37.87688116857482},{"expiry":"2027-01-15","call_iv_pct":41.30566909975669,"put_iv_pct":52.88630872483221},{"expiry":"2027-04-16","call_iv_pct":25.616747826086954,"put_iv_pct":36.67338983050848}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fc7e532fcfe73521d15198af90c331503373c4f53d9474819477b1f503ef56d3","captured_at":"2026-11-01T09:55:13.839522+00:00"},{"symbol":"REYN","date":"2026-10-27","iv_pct":42.996571761450234,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.03680515759312,"put_iv_pct":50.58948516876918},{"expiry":"2026-12-18","call_iv_pct":72.53567335243552,"put_iv_pct":37.8497150771666},{"expiry":"2027-01-15","call_iv_pct":26.97892361111111,"put_iv_pct":31.685627906976745},{"expiry":"2027-04-16","call_iv_pct":48.18924892703863,"put_iv_pct":38.10709489051094}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8c201b775a206b655c04729a332b0c8c5b09c65b047850e0b57ead3d811d3a7e","captured_at":"2026-11-01T08:10:00.309607+00:00"},{"symbol":"REYN","date":"2026-10-28","iv_pct":51.5712924513818,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.434137535816625,"put_iv_pct":87.37512663085187},{"expiry":"2026-12-18","call_iv_pct":72.59324438202248,"put_iv_pct":36.30076086956522},{"expiry":"2027-01-15","call_iv_pct":42.43341646737274,"put_iv_pct":54.822987886944816},{"expiry":"2027-04-16","call_iv_pct":50.17978278358809,"put_iv_pct":28.430883054892604}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c16a39ed8ea7eabc50f16fba22adf89d42b52cf8d27d026353e25c7e71b298d0","captured_at":"2026-11-01T05:36:32.951042+00:00"},{"symbol":"REYN","date":"2026-10-30","iv_pct":51.12565030709478,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":85.15822554284381,"put_iv_pct":70.14570028011204},{"expiry":"2026-12-18","call_iv_pct":66.35896829971182,"put_iv_pct":50.91175705961453},{"expiry":"2027-01-15","call_iv_pct":33.80745466985973,"put_iv_pct":48.40903341288783},{"expiry":"2027-04-16","call_iv_pct":18.753656884875845,"put_iv_pct":35.46040630685264}],"source":"ThetaData EOD Greeks","provider_symbol":"REYN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a371c13ccfa0d2a5bf2e62c796182971cecc8e1a50d147b2237d039003bb3c71","captured_at":"2026-11-01T00:30:38.843553+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/REYN","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":50.176035465674005,"put_call_skew_pp":-7.487476336754405,"implied_move_pct":23.18456332100575,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"35c107a1d4c3e1ef745546e5ff2edc84868af16249156f411007ae35ddc7e6f8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":43.009561099183735,"put_call_skew_pp":5.6614011462262575,"implied_move_pct":19.25913070756738,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"59e1073b9ea1aeeee0a24a6186c2ad2ef6897b69bf12e935688199492199df07","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":56.382153639767644,"put_call_skew_pp":0.5117001922004647,"implied_move_pct":24.043747224029175,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"476621e0f079cd253c46bf76cd1131701039db42f4b3931bb082333106f29cb6","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":45.41736934232391,"put_call_skew_pp":13.77441771205323,"implied_move_pct":19.623745536571278,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"637b4bf6d63c9064a4ef73acb71e119d3ed0af6708794f01031a4b8400c28f59","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":58.7077970648925,"put_call_skew_pp":-17.139967724898742,"implied_move_pct":24.163078016443947,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d6964c229237d3743a40cc80a54109ad6145130d3c39a8d8cfcd058669b0f875","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":52.557804132080975,"put_call_skew_pp":-16.342622611613457,"implied_move_pct":20.924961377955384,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fc7e532fcfe73521d15198af90c331503373c4f53d9474819477b1f503ef56d3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":42.99657176145023,"put_call_skew_pp":-6.87718200118873,"implied_move_pct":18.858797839382945,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8c201b775a206b655c04729a332b0c8c5b09c65b047850e0b57ead3d811d3a7e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":51.57129245138181,"put_call_skew_pp":0.3222943183636442,"implied_move_pct":21.45304795194372,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c16a39ed8ea7eabc50f16fba22adf89d42b52cf8d27d026353e25c7e71b298d0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":51.12565030709478,"put_call_skew_pp":0.21214791554395873,"implied_move_pct":19.338658018854247,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a371c13ccfa0d2a5bf2e62c796182971cecc8e1a50d147b2237d039003bb3c71","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}