{"schemaVersion":1,"symbol":"SCHV","days":90,"observations":[{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-22T15:40:36.821000+00:00","captured_at":"2026-10-22T15:47:47.309Z","last_trade_at":"2026-10-22T15:47:46.585273301Z","price":34.415,"iv_pct":16.837466528672422,"implied_move_pct":3.8231433276960636,"put_call_skew_pp":-1.0467470437430237,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"24d17112951fe341288b0935c72facce058b243255d9a5d92e115cd58365c910"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:15.106000+00:00","captured_at":"2026-10-23T00:17:08.390Z","last_trade_at":"2026-10-23T00:00:00.116338139Z","price":34.57,"iv_pct":15.19676777767421,"implied_move_pct":3.3980913030669413,"put_call_skew_pp":-0.6344328886951356,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"ae5605527affc4b0601199ec3e4e68df91888a77f7f06105e3d82b49b77d6c0e"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-23T14:23:50.323000+00:00","captured_at":"2026-10-23T14:34:48.949Z","last_trade_at":"2026-10-23T14:34:33.003253096Z","price":34.2498,"iv_pct":34.48446000117272,"implied_move_pct":8.57698382584914,"put_call_skew_pp":13.270074914522024,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"a904f4e60fbbad84b3f8092b1c82f3a53a0384dcd2f073d34438cbf79df43927"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:04.599000+00:00","captured_at":"2026-10-23T23:28:40.542Z","last_trade_at":"2026-10-23T23:15:47.743426673Z","price":34.3,"iv_pct":17.34634676610702,"implied_move_pct":3.830368701642301,"put_call_skew_pp":-0.0789503998238128,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"e86c75e6079b5e069b6d5a19b0e6f6746dc7448f1f8621d617c5acb8a1472fac"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-26T17:16:54.562000+00:00","captured_at":"2026-10-26T17:29:17.157Z","last_trade_at":"2026-10-26T17:28:39.524475001Z","price":34.54,"iv_pct":29.05199574578764,"implied_move_pct":6.332662666897189,"put_call_skew_pp":-3.3465539612557604,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"e865aabd0e79350e7b9634a9a3b0d7f7a64f2ba3857ef6400f40c7a118921254"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:05.884000+00:00","captured_at":"2026-10-27T03:38:13.242Z","last_trade_at":"2026-10-27T00:00:00.144210965Z","price":34.55,"iv_pct":18.199529740496878,"implied_move_pct":3.831517197135517,"put_call_skew_pp":-3.3493541823196358,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"fd8a871d0364fb2d4b959bebe3b791b5226ec28e9e151b07bd97a282fdd7ae5c"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:06.283000+00:00","captured_at":"2026-10-27T21:36:06.074Z","last_trade_at":"2026-10-27T20:10:00.003748239Z","price":34.55,"iv_pct":19.88528173870711,"implied_move_pct":4.601676718672697,"put_call_skew_pp":0.39439880869565624,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"05eaabd5922cdc8d1eaa70297226f3a1e944e1bae7bfbca6e931f477fdb128a5"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-28T15:05:24.797000+00:00","captured_at":"2026-10-28T15:19:54.738Z","last_trade_at":"2026-10-28T15:19:16.941752066Z","price":34.5899,"iv_pct":21.00359833496468,"implied_move_pct":4.347006122704002,"put_call_skew_pp":-3.067142399448597,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"9b86ddb19ba1c5fedb7552994b7a922f25aee185cf9a23c95c2898186efe3236"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:06.581000+00:00","captured_at":"2026-10-28T23:47:19.263Z","last_trade_at":"2026-10-28T22:30:00.003917056Z","price":34.63,"iv_pct":19.944562765713965,"implied_move_pct":4.123170392036482,"put_call_skew_pp":15.986482624397318,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"180fda1d3923bdf85e3d8b8111e40afbd91d7f15f6e73feba4e2a41c8e44cdc7"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:08.616000+00:00","captured_at":"2026-10-30T02:08:58.440Z","last_trade_at":"2026-10-30T00:00:00.150804429Z","price":34.98,"iv_pct":20.43926601070215,"implied_move_pct":3.905510562655617,"put_call_skew_pp":-4.667175328376577,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"55635f942e3001bfa826fdc6f387adbba4c6b96b1c0f2aceec25f174b66eecad"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-30T16:08:47.079000+00:00","captured_at":"2026-10-30T16:11:39.601Z","last_trade_at":"2026-10-30T16:11:37.828929401Z","price":34.655,"iv_pct":33.29628163310873,"implied_move_pct":5.983552326109203,"put_call_skew_pp":-5.267889039047896,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"baa85beaa1ba1e015bc7b804501b0e62a2dd5a5cbd7ab0ee60ae343f8271f610"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:01.316000+00:00","captured_at":"2026-10-31T01:27:17.639Z","last_trade_at":"2026-10-31T00:00:00.109724686Z","price":34.63,"iv_pct":21.193520474452676,"implied_move_pct":4.194859499207383,"put_call_skew_pp":-5.3644996963083,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"f0c9de58df72429858fbdf5dd44fb3fc07a225736991e7ad6c4065b23e53eb8e"},{"symbol":"SCHV","expiry":"2026-11-20","observed_at":"2026-11-03T19:05:53.368000+00:00","captured_at":"2026-11-03T19:12:34.655Z","last_trade_at":"2026-11-03T19:12:20.277458955Z","price":34.63,"iv_pct":23.99979427845763,"implied_move_pct":4.167121585623773,"put_call_skew_pp":2.8869048141668463,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SCHV","source_hash":"24e0d4ba34635ccfa32d074fdaba61f50fb77455fc834ed0a9ee97f377ca5191"}],"dailyIv":[{"symbol":"SCHV","date":"2026-10-19","iv_pct":18.11494536686217,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.478481375358168,"put_iv_pct":13.930181989331658},{"expiry":"2026-12-18","call_iv_pct":16.583395061728396,"put_iv_pct":20.44354430379747},{"expiry":"2027-03-19","call_iv_pct":18.161810945273633,"put_iv_pct":18.02447927199191},{"expiry":"2027-06-17","call_iv_pct":19.624515625,"put_iv_pct":18.67315436241611}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"1b74b40d252d3aad9dcdf638f35492dce478426963eb62291cbca68216f4b01e","captured_at":"2026-11-01T17:20:54.738984+00:00"},{"symbol":"SCHV","date":"2026-10-20","iv_pct":16.86942150506432,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.53990860384494,"put_iv_pct":17.107845687039443},{"expiry":"2026-12-18","call_iv_pct":17.27626436781609,"put_iv_pct":16.942675840978595},{"expiry":"2027-03-19","call_iv_pct":17.33373993095512,"put_iv_pct":18.531309408341418},{"expiry":"2027-06-17","call_iv_pct":14.82282154340836,"put_iv_pct":19.4008066581306}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"ecbb8198436706d9be3bb1bf03cca26813dd696b33c42e9026ae688b2dd57b69","captured_at":"2026-11-01T15:04:55.009158+00:00"},{"symbol":"SCHV","date":"2026-10-21","iv_pct":16.250692824074207,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.240154309371471,"put_iv_pct":12.081418115279048},{"expiry":"2026-12-18","call_iv_pct":11.853664122137406,"put_iv_pct":16.194250398724083},{"expiry":"2027-03-19","call_iv_pct":17.80494785631518,"put_iv_pct":18.637692307692305},{"expiry":"2027-06-17","call_iv_pct":18.97148936170213,"put_iv_pct":19.221926121372032}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"8077e26d238961993dc723e3a1aa9470eb5dfbd96904cffe553bb4c061693b91","captured_at":"2026-11-01T13:23:08.952204+00:00"},{"symbol":"SCHV","date":"2026-10-22","iv_pct":16.40556785522951,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.348098933074684,"put_iv_pct":17.97378016085791},{"expiry":"2026-12-18","call_iv_pct":10.745756676557864,"put_iv_pct":14.986269230769233},{"expiry":"2027-03-19","call_iv_pct":17.783861386138614,"put_iv_pct":19.23286567164179},{"expiry":"2027-06-17","call_iv_pct":18.510963855421686,"put_iv_pct":19.662946927374303}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"26f23e58ab2036ef6ecacb4443f58c0e348a4f94a945825cc7d7b7fbb9f7b0e6","captured_at":"2026-11-01T12:02:17.808337+00:00"},{"symbol":"SCHV","date":"2026-10-23","iv_pct":17.937020986112948,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.206596228868662,"put_iv_pct":21.0276871657754},{"expiry":"2026-12-18","call_iv_pct":13.507390913180387,"put_iv_pct":17.865503584841242},{"expiry":"2027-03-19","call_iv_pct":20.67807560137457,"put_iv_pct":18.62962997224792},{"expiry":"2027-06-17","call_iv_pct":19.242478260869568,"put_iv_pct":19.33880616174583}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"758fa6e6285f71de0bf875912ea8e5b4d9c4476192f8522e0c859a0daa2a4e23","captured_at":"2026-10-25T17:40:28.946240+00:00"},{"symbol":"SCHV","date":"2026-10-26","iv_pct":18.436841420871026,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.684743589743594,"put_iv_pct":21.883520272830616},{"expiry":"2026-12-18","call_iv_pct":11.827650547445256,"put_iv_pct":16.516888478126923},{"expiry":"2027-03-19","call_iv_pct":20.438552147239264,"put_iv_pct":20.859242738589213},{"expiry":"2027-06-17","call_iv_pct":21.20679389312977,"put_iv_pct":20.07733969986358}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"1368f559551cb07dbbd56e6c18ac5a4c8ae6c94962a90c61de1a4b76475067fd","captured_at":"2026-11-01T10:00:18.032978+00:00"},{"symbol":"SCHV","date":"2026-10-27","iv_pct":19.1307607790799,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.793461195361285,"put_iv_pct":24.882986635676936},{"expiry":"2026-12-18","call_iv_pct":12.923579154375615,"put_iv_pct":17.042913669064745},{"expiry":"2027-03-19","call_iv_pct":20.66439299123905,"put_iv_pct":20.92616580310881},{"expiry":"2027-06-17","call_iv_pct":21.75131455399061,"put_iv_pct":20.061272229822162}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"92d76a84d1cd320fd1225edb44d859a941b90a0a5cc538e385bf12e390300523","captured_at":"2026-11-01T08:15:49.481284+00:00"},{"symbol":"SCHV","date":"2026-10-28","iv_pct":19.354852274243456,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.537837747234327,"put_iv_pct":25.199690346083788},{"expiry":"2026-12-18","call_iv_pct":10.644006366530242,"put_iv_pct":22.17869672131148},{"expiry":"2027-03-19","call_iv_pct":19.96978417266187,"put_iv_pct":21.19399785637728},{"expiry":"2027-06-17","call_iv_pct":21.06269230769231,"put_iv_pct":20.05211267605634}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"ecd2fdedd9699569920c1398a502366dcec7d3cc59ecd0b40128d89cb2867ee7","captured_at":"2026-11-01T05:41:56.447209+00:00"},{"symbol":"SCHV","date":"2026-10-29","iv_pct":18.625571510718224,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.890627062706276,"put_iv_pct":24.165279503105587},{"expiry":"2026-12-18","call_iv_pct":15.139197860962566,"put_iv_pct":12.296700808625335},{"expiry":"2027-03-19","call_iv_pct":19.891374045801527,"put_iv_pct":20.709828178694156},{"expiry":"2027-06-17","call_iv_pct":20.665850340136053,"put_iv_pct":20.245714285714286}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"ba28b7fa9ecd56dc05b43a32d0ea1cb0513a7b55273ef17aff9ff103c35fc564","captured_at":"2026-11-01T03:08:03.964062+00:00"},{"symbol":"SCHV","date":"2026-10-30","iv_pct":19.075660566488956,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.84763201320132,"put_iv_pct":24.366805399325088},{"expiry":"2026-12-18","call_iv_pct":11.233180661577608,"put_iv_pct":20.775376999238386},{"expiry":"2027-03-19","call_iv_pct":17.073506650544136,"put_iv_pct":20.04632911392405},{"expiry":"2027-06-17","call_iv_pct":21.169816176470587,"put_iv_pct":20.092637517630465}],"source":"ThetaData EOD Greeks","provider_symbol":"SCHV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b91d2b7a7b85e593ff1e008200a7b7733c0454bfaed40c871bd4c5f8219a798d","captured_at":"2026-11-01T00:35:53.140572+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SCHV","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":18.114945366862166,"put_call_skew_pp":-0.6942107699557623,"implied_move_pct":9.9089586044267,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1b74b40d252d3aad9dcdf638f35492dce478426963eb62291cbca68216f4b01e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":16.86942150506432,"put_call_skew_pp":2.252475787116386,"implied_move_pct":9.175918763236849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ecbb8198436706d9be3bb1bf03cca26813dd696b33c42e9026ae688b2dd57b69","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":16.250692824074207,"put_call_skew_pp":0.5662578233853202,"implied_move_pct":9.147286122163743,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8077e26d238961993dc723e3a1aa9470eb5dfbd96904cffe553bb4c061693b91","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":16.40556785522951,"put_call_skew_pp":3.1167952848625964,"implied_move_pct":9.135900498425093,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"26f23e58ab2036ef6ecacb4443f58c0e348a4f94a945825cc7d7b7fbb9f7b0e6","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":17.937020986112948,"put_call_skew_pp":2.556771470079301,"implied_move_pct":9.722253723309098,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"758fa6e6285f71de0bf875912ea8e5b4d9c4476192f8522e0c859a0daa2a4e23","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":18.436841420871026,"put_call_skew_pp":2.7948127529631126,"implied_move_pct":9.917398207319437,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1368f559551cb07dbbd56e6c18ac5a4c8ae6c94962a90c61de1a4b76475067fd","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":19.1307607790799,"put_call_skew_pp":3.195147610676523,"implied_move_pct":10.112082640608062,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"92d76a84d1cd320fd1225edb44d859a941b90a0a5cc538e385bf12e390300523","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":19.354852274243456,"put_call_skew_pp":5.602544251427533,"implied_move_pct":10.083846137069584,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ecd2fdedd9699569920c1398a502366dcec7d3cc59ecd0b40128d89cb2867ee7","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":18.625571510718224,"put_call_skew_pp":1.4576183666332359,"implied_move_pct":9.717927124812885,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ba28b7fa9ecd56dc05b43a32d0ea1cb0513a7b55273ef17aff9ff103c35fc564","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":19.075660566488956,"put_call_skew_pp":4.489253382081086,"implied_move_pct":9.696344608450715,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b91d2b7a7b85e593ff1e008200a7b7733c0454bfaed40c871bd4c5f8219a798d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}