{"schemaVersion":1,"symbol":"SCC","days":90,"observations":[{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-10-22T17:08:08.949000+00:00","captured_at":"2026-10-22T17:13:00.800Z","last_trade_at":"2026-10-22T17:06:21.062966099Z","price":14.91,"iv_pct":65.15291290366659,"implied_move_pct":15.333214531082742,"put_call_skew_pp":-26.82874496738291,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"2c9d79d1210d86b66d6a5fded00476709a06e83133384ed54a89ccbc27ae9a3a"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:30.929000+00:00","captured_at":"2026-10-23T01:38:24.130Z","last_trade_at":"2026-10-23T00:00:00.1332234Z","price":14.8911,"iv_pct":55.066153891712254,"implied_move_pct":13.230424756599056,"put_call_skew_pp":-27.283873058292983,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"120ef4eb5defb8950f753b744d04e8567bd17d747f16444f7661e9a84e1fc120"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:27.070000+00:00","captured_at":"2026-10-23T20:30:04.460Z","last_trade_at":"2026-10-23T20:10:00.003641493Z","price":15.407,"iv_pct":76.06067337027179,"implied_move_pct":17.917623669312658,"put_call_skew_pp":-19.040826523740662,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"aea5e9b0cd616bb78660babeb130599d1d4a60c6ee8bb604f36e476f3c378413"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:05.589000+00:00","captured_at":"2026-10-27T05:30:44.686Z","last_trade_at":"2026-10-27T00:00:00.127587652Z","price":15.1062,"iv_pct":73.29489127296618,"implied_move_pct":16.140773262061607,"put_call_skew_pp":-30.19483216933436,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"f94fa9fbdd6238e769c685c68a658f323a047132a6140c26fa55055df59bc657"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-10-27T19:56:24.619000+00:00","captured_at":"2026-10-27T20:09:12.569Z","last_trade_at":"2026-10-27T20:00:00.213912333Z","price":14.78,"iv_pct":61.947861233991716,"implied_move_pct":12.628568005341917,"put_call_skew_pp":-30.693798092657552,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"7b6d2a002955125046a68a15c7af0f6e16299350af5da67fea06056a87585cab"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:55.037000+00:00","captured_at":"2026-10-28T22:37:41.172Z","last_trade_at":"2026-10-28T22:30:00.002482677Z","price":14.8541,"iv_pct":67.1110919518752,"implied_move_pct":13.715666483237149,"put_call_skew_pp":-30.887468096378544,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"b7672e8aa2d3e1e137b0feb81c8c3db5615cf33156839a7fcae363ef8ee2768c"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-10-29T19:56:19.657000+00:00","captured_at":"2026-10-30T00:54:22.147Z","last_trade_at":"2026-10-30T00:00:00.128370949Z","price":14.6308,"iv_pct":82.41323126096485,"implied_move_pct":17.1541819989382,"put_call_skew_pp":-33.51740447904912,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"574a2fe9c88ba5c9aaf0e9f8f71c17e2aa735f228cbdb413e87662b531618533"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:27.605000+00:00","captured_at":"2026-10-30T23:48:22.771Z","last_trade_at":"2026-10-30T22:30:00.003331359Z","price":14.8429,"iv_pct":85.00102084173075,"implied_move_pct":17.354917174661395,"put_call_skew_pp":-18.26062031706577,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"fb8eacaf0e3c2b6b336fc2b06d9d545c9b7ae45db09e06ad9f724373405d3cbe"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-11-02T20:56:22.052000+00:00","captured_at":"2026-11-03T03:08:03.556Z","last_trade_at":"2026-11-03T01:00:00.17066634Z","price":14.1496,"iv_pct":82.36755019440389,"implied_move_pct":15.382840857805782,"put_call_skew_pp":-38.420029251196006,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"0d4099c79630c331757395311174302258552167b813b2ef14ccc890f05e4d89"},{"symbol":"SCC","expiry":"2026-11-20","observed_at":"2026-11-05T20:56:25.356000+00:00","captured_at":"2026-11-06T12:26:11.678Z","last_trade_at":"2026-11-06T09:58:36.197076221Z","price":14.47,"iv_pct":113.06583325644364,"implied_move_pct":20.148077881403044,"put_call_skew_pp":-23.587430083240648,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCC","source_hash":"e6fb32c8f4816ab37025fe5c345ca23b382adcc947dc02f247c88ac2af17d06d"}],"dailyIv":[{"symbol":"SCC","date":"2026-10-19","iv_pct":65.4960666885722,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":61.078373983739844,"put_iv_pct":97.18819112627986},{"expiry":"2026-12-18","call_iv_pct":56.406949152542374,"put_iv_pct":82.80300194931773},{"expiry":"2027-01-15","call_iv_pct":45.22946666666667,"put_iv_pct":51.308690783807066},{"expiry":"2027-04-16","call_iv_pct":81.80170329670328,"put_iv_pct":48.15215654952077}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c86746d14f932f84c0de7c9dc17652d9cb77802b6a8686bf8e615dcc2947629b","captured_at":"2026-11-01T17:20:35.753503+00:00"},{"symbol":"SCC","date":"2026-10-20","iv_pct":62.92944857625191,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":58.76705116279069,"put_iv_pct":71.07522491349476},{"expiry":"2026-12-18","call_iv_pct":55.19654088050314,"put_iv_pct":75.39931906614784},{"expiry":"2027-01-15","call_iv_pct":54.91952517985611,"put_iv_pct":55.853036981695936},{"expiry":"2027-04-16","call_iv_pct":83.90396313364056,"put_iv_pct":48.320927291886186}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a11ce28ee510201060a50c1f6fa50791b49059419ee6ecae308d0bdd5c38c8a7","captured_at":"2026-11-01T15:04:34.379066+00:00"},{"symbol":"SCC","date":"2026-10-21","iv_pct":65.92262216610524,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":59.99760255241567,"put_iv_pct":90.939462890625},{"expiry":"2026-12-18","call_iv_pct":56.61513812154696,"put_iv_pct":72.71846153846154},{"expiry":"2027-01-15","call_iv_pct":56.417016654598115,"put_iv_pct":57.59923779277491},{"expiry":"2027-04-16","call_iv_pct":84.43679069767443,"put_iv_pct":48.65726708074535}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9348acd1f0ac81d8e7546c752b0923d4a0fe247aa62b9ee36f835b02436d1fe8","captured_at":"2026-11-01T13:22:27.495414+00:00"},{"symbol":"SCC","date":"2026-10-22","iv_pct":62.70846882033952,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.434799588900304,"put_iv_pct":65.64148456057006},{"expiry":"2026-12-18","call_iv_pct":56.28186983471074,"put_iv_pct":80.92384180790962},{"expiry":"2027-01-15","call_iv_pct":48.966206896551725,"put_iv_pct":74.15137707281903},{"expiry":"2027-04-16","call_iv_pct":83.69833333333332,"put_iv_pct":48.5698374679213}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f9a3768aadf41b698791afe8a37a416d8d4d52fe8ff0de8c3724e849a0eb4a51","captured_at":"2026-11-01T12:01:56.550772+00:00"},{"symbol":"SCC","date":"2026-10-23","iv_pct":68.10005818040003,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":62.54743297587131,"put_iv_pct":89.19170454545456},{"expiry":"2026-12-18","call_iv_pct":55.63368509212731,"put_iv_pct":85.84631379962192},{"expiry":"2027-01-15","call_iv_pct":41.61817322834646,"put_iv_pct":71.00447537473234},{"expiry":"2027-04-16","call_iv_pct":80.15820000000001,"put_iv_pct":58.80048042704627}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fb73f353bdcccd6e0f1e8ba87f9afa408c301993a65605c2aeb75c9e6565c291","captured_at":"2026-10-25T17:36:11.846640+00:00"},{"symbol":"SCC","date":"2026-10-26","iv_pct":67.38633795050683,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":63.6430303030303,"put_iv_pct":80.55901437371664},{"expiry":"2026-12-18","call_iv_pct":56.371464788732396,"put_iv_pct":90.78087878787878},{"expiry":"2027-01-15","call_iv_pct":43.38075307748008,"put_iv_pct":67.69749472202675},{"expiry":"2027-04-16","call_iv_pct":82.67011673151751,"put_iv_pct":53.987950819672136}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"bb8ed6fe498fd48e7ecd6007975fc118b3c70fcc6286a0dac034a0f058d6c74c","captured_at":"2026-11-01T09:59:55.652598+00:00"},{"symbol":"SCC","date":"2026-10-27","iv_pct":62.21637170102497,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.48504587155963,"put_iv_pct":58.07155128205128},{"expiry":"2026-12-18","call_iv_pct":58.020053763440856,"put_iv_pct":71.51024242424242},{"expiry":"2027-01-15","call_iv_pct":57.45117647058824,"put_iv_pct":55.237207575194944},{"expiry":"2027-04-16","call_iv_pct":82.54535211267606,"put_iv_pct":49.4103441084463}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b536adea3724945b12cd2ead7a2230a201c467be6e5f6600341ffb26673513f9","captured_at":"2026-11-01T08:15:07.135238+00:00"},{"symbol":"SCC","date":"2026-10-28","iv_pct":64.52146637737215,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":67.34442307692308,"put_iv_pct":65.59884965831435},{"expiry":"2026-12-18","call_iv_pct":57.46178389398573,"put_iv_pct":79.05134615384617},{"expiry":"2027-01-15","call_iv_pct":57.22531914893617,"put_iv_pct":58.058300211416494},{"expiry":"2027-04-16","call_iv_pct":82.12634146341463,"put_iv_pct":49.30536741214057}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e577ac57f079a5efde7bfa7fa988df092920f543e7c444439e20c0fcf30606ed","captured_at":"2026-11-01T05:41:32.971433+00:00"},{"symbol":"SCC","date":"2026-10-29","iv_pct":74.53549821805173,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.66800637958534,"put_iv_pct":98.16236146632566},{"expiry":"2026-12-18","call_iv_pct":57.41758314855876,"put_iv_pct":96.2138556701031},{"expiry":"2027-01-15","call_iv_pct":56.976641452344936,"put_iv_pct":78.74642795138888},{"expiry":"2027-04-16","call_iv_pct":84.66530685920577,"put_iv_pct":58.433802816901405}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"73034fb83fc17d785ff004183e158875fffbf049740a1edf23e5494fb4bee781","captured_at":"2026-11-01T03:07:20.440250+00:00"},{"symbol":"SCC","date":"2026-10-30","iv_pct":72.4116664621744,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":67.1397287522604,"put_iv_pct":102.05473136915077},{"expiry":"2026-12-18","call_iv_pct":58.77741538461538,"put_iv_pct":82.42288702928872},{"expiry":"2027-01-15","call_iv_pct":48.392910394265236,"put_iv_pct":78.53070796460176},{"expiry":"2027-04-16","call_iv_pct":82.73208333333332,"put_iv_pct":59.24286746987952}],"source":"ThetaData EOD Greeks","provider_symbol":"SCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5305172cd02278eeba1fa84974547a1261895f4707ceb3121cd0389034918720","captured_at":"2026-11-01T00:35:29.542236+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SCC","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":65.4960666885722,"put_call_skew_pp":8.733886827318315,"implied_move_pct":30.20351152931864,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c86746d14f932f84c0de7c9dc17652d9cb77802b6a8686bf8e615dcc2947629b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":62.9294485762519,"put_call_skew_pp":-0.5346430258914481,"implied_move_pct":29.58540185999917,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a11ce28ee510201060a50c1f6fa50791b49059419ee6ecae308d0bdd5c38c8a7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":65.92262216610524,"put_call_skew_pp":3.111970319092908,"implied_move_pct":30.346470821949296,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9348acd1f0ac81d8e7546c752b0923d4a0fe247aa62b9ee36f835b02436d1fe8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":62.70846882033952,"put_call_skew_pp":9.226332813930984,"implied_move_pct":29.518184610400844,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f9a3768aadf41b698791afe8a37a416d8d4d52fe8ff0de8c3724e849a0eb4a51","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":68.10005818040003,"put_call_skew_pp":16.2213707126275,"implied_move_pct":30.950722804979527,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fb73f353bdcccd6e0f1e8ba87f9afa408c301993a65605c2aeb75c9e6565c291","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":67.38633795050683,"put_call_skew_pp":11.739993450633506,"implied_move_pct":29.983582371862596,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bb8ed6fe498fd48e7ecd6007975fc118b3c70fcc6286a0dac034a0f058d6c74c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":62.21637170102497,"put_call_skew_pp":-7.318070707082461,"implied_move_pct":27.946618173075034,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b536adea3724945b12cd2ead7a2230a201c467be6e5f6600341ffb26673513f9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":64.52146637737215,"put_call_skew_pp":-3.0360010368855086,"implied_move_pct":28.45663574135211,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e577ac57f079a5efde7bfa7fa988df092920f543e7c444439e20c0fcf30606ed","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":74.53549821805173,"put_call_skew_pp":16.70722751625606,"implied_move_pct":32.13856291381798,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"73034fb83fc17d785ff004183e158875fffbf049740a1edf23e5494fb4bee781","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":72.4116664621744,"put_call_skew_pp":16.302263992111605,"implied_move_pct":30.856426664589122,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5305172cd02278eeba1fa84974547a1261895f4707ceb3121cd0389034918720","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}