{"schemaVersion":1,"symbol":"SETH","days":90,"observations":[{"symbol":"SETH","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:03.381000+00:00","captured_at":"2026-10-22T20:21:48.490Z","last_trade_at":"2026-10-22T20:10:00.003003306Z","price":33.83,"iv_pct":55.89788061703555,"implied_move_pct":13.061116038721549,"put_call_skew_pp":-6.907512091417011,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SETH","source_hash":"0b2f24a9a15b4ee09d4bf937708d6eeb63b81d75141bc8ee50ac0ee0c9b0fd0f"},{"symbol":"SETH","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:03.155000+00:00","captured_at":"2026-10-23T20:30:12.347Z","last_trade_at":"2026-10-23T20:29:30.280182418Z","price":33.47,"iv_pct":56.939822274881514,"implied_move_pct":13.032277656998618,"put_call_skew_pp":-5.29307634753785,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SETH","source_hash":"f1a033b440a31744179a576e2636e155899840d0809c8f077062fdfc790b670e"},{"symbol":"SETH","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:03.422000+00:00","captured_at":"2026-10-27T00:40:55.255Z","last_trade_at":"2026-10-27T00:00:00.072739761Z","price":34.78,"iv_pct":53.8626683478735,"implied_move_pct":11.604322903961528,"put_call_skew_pp":-3.336814025059809,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SETH","source_hash":"d6a63230d56196ced2e4069ae284b4c232f7daac4fe792fbfbcb71305705e3d8"},{"symbol":"SETH","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:04.170000+00:00","captured_at":"2026-10-27T20:09:19.519Z","last_trade_at":"2026-10-27T20:00:00.266405442Z","price":34.57,"iv_pct":55.111249370163186,"implied_move_pct":11.84353295790724,"put_call_skew_pp":-3.8265853049788023,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SETH","source_hash":"37075ff45ee8bf88f2c0a855410fd4d0f7cc0fdca07603b79937002484c30065"},{"symbol":"SETH","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:03.226000+00:00","captured_at":"2026-10-28T22:37:45.285Z","last_trade_at":"2026-10-28T22:30:00.003078118Z","price":34.0211,"iv_pct":52.619638758439436,"implied_move_pct":10.826769825848354,"put_call_skew_pp":-7.535458053582977,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SETH","source_hash":"30e9480024dcb18ab82cf7c564f426359082ed8ad98e2100a72412a90f16514e"},{"symbol":"SETH","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:03.932000+00:00","captured_at":"2026-10-30T00:54:26.406Z","last_trade_at":"2026-10-30T00:00:00.05652115Z","price":34.48,"iv_pct":56.052998552531065,"implied_move_pct":11.464808644624826,"put_call_skew_pp":-3.1126034216369947,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SETH","source_hash":"35428c5b765bdcad32526cf8cfd56dae5777e8127d724dc45a744ef612c9851a"},{"symbol":"SETH","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:04.772000+00:00","captured_at":"2026-10-30T23:48:26.446Z","last_trade_at":"2026-10-30T22:39:38.387270278Z","price":36.2,"iv_pct":62.263960396238474,"implied_move_pct":12.442422122209125,"put_call_skew_pp":-4.27300961580328,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SETH","source_hash":"1a0fc7e28e230f2ae6662be3f082cc37d08db60b35404716b84ab6575315b4c5"},{"symbol":"SETH","expiry":"2026-11-20","observed_at":"2026-11-05T20:55:05.830000+00:00","captured_at":"2026-11-06T10:54:13.883Z","last_trade_at":"2026-11-06T01:00:00.025685622Z","price":35.49,"iv_pct":70.12227907881872,"implied_move_pct":11.408858743280586,"put_call_skew_pp":10.007319632947965,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SETH","source_hash":"fdecf8826559f60ce8c69edb06c186edace916481ed99a3cdc4889cbedaab100"}],"dailyIv":[{"symbol":"SETH","date":"2026-10-19","iv_pct":55.53639463598756,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.58855693348365,"put_iv_pct":73.72224956063269},{"expiry":"2026-12-18","call_iv_pct":43.08,"put_iv_pct":64.44486215538848},{"expiry":"2027-01-15","call_iv_pct":42.60769642857143,"put_iv_pct":62.699576271186444},{"expiry":"2027-04-16","call_iv_pct":39.02151670951157,"put_iv_pct":69.12669902912621}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ab0fa468e07e05f63cb94df5e80b1cbbcbbff3837686b29adf3671a30238d174","captured_at":"2026-11-01T17:21:56.358285+00:00"},{"symbol":"SETH","date":"2026-10-20","iv_pct":56.10768199918837,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.9856157635468,"put_iv_pct":75.84164516129033},{"expiry":"2026-12-18","call_iv_pct":45.14792307692307,"put_iv_pct":62.457413333333335},{"expiry":"2027-01-15","call_iv_pct":45.396986301369864,"put_iv_pct":63.870329341317365},{"expiry":"2027-04-16","call_iv_pct":39.957021276595746,"put_iv_pct":67.20452173913043}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3be483f96b52bfaaa24f04c65628efa74fa49991eb161c654c320f97f4e1e4d6","captured_at":"2026-11-01T15:05:39.205282+00:00"},{"symbol":"SETH","date":"2026-10-21","iv_pct":53.02727143408423,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.19548806941432,"put_iv_pct":62.586603773584905},{"expiry":"2026-12-18","call_iv_pct":44.778030534351146,"put_iv_pct":64.82620087336245},{"expiry":"2027-01-15","call_iv_pct":44.52925260170293,"put_iv_pct":60.27557833089312},{"expiry":"2027-04-16","call_iv_pct":35.717915492957744,"put_iv_pct":65.30910179640719}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"879e6283f4384f66965c8567fef93da63010ae8a4c486758c94e385321b08297","captured_at":"2026-11-01T13:24:02.884826+00:00"},{"symbol":"SETH","date":"2026-10-22","iv_pct":55.82273623715402,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.44459854014598,"put_iv_pct":63.1478125},{"expiry":"2026-12-18","call_iv_pct":46.64009868421053,"put_iv_pct":72.380622406639},{"expiry":"2027-01-15","call_iv_pct":44.872249999999994,"put_iv_pct":66.41804232804233},{"expiry":"2027-04-16","call_iv_pct":38.23580188679245,"put_iv_pct":66.44266355140186}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0e98b420be564b8961e2cdd6dbab51a41c9a9f38ad052317992ce1eff80c8b85","captured_at":"2026-11-01T12:03:28.298537+00:00"},{"symbol":"SETH","date":"2026-10-23","iv_pct":54.30305544729259,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.97395957193817,"put_iv_pct":67.4721357615894},{"expiry":"2026-12-18","call_iv_pct":43.88040816326531,"put_iv_pct":67.07288056206089},{"expiry":"2027-01-15","call_iv_pct":44.65322935779816,"put_iv_pct":64.42382352941178},{"expiry":"2027-04-16","call_iv_pct":36.954745762711866,"put_iv_pct":62.99326086956521}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6f4aed7f918133f8febcf7198037fdb7fb477cfa5a2b87352fed3b2b694f6906","captured_at":"2026-10-25T17:49:46.281992+00:00"},{"symbol":"SETH","date":"2026-10-26","iv_pct":54.15277178723217,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.25378281622912,"put_iv_pct":58.293783269961985},{"expiry":"2026-12-18","call_iv_pct":46.13024221453287,"put_iv_pct":65.38515306122449},{"expiry":"2027-01-15","call_iv_pct":44.96261121856867,"put_iv_pct":66.15392215568863},{"expiry":"2027-04-16","call_iv_pct":40.075826972010184,"put_iv_pct":62.966852589641434}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"88d33e04cd57bc980048daefa66ca0386efc25d81f08799fa68ba174c364e36a","captured_at":"2026-11-01T10:01:25.925513+00:00"},{"symbol":"SETH","date":"2026-10-27","iv_pct":55.49370743504656,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":51.45111111111112,"put_iv_pct":61.37079343365254},{"expiry":"2026-12-18","call_iv_pct":46.79027397260274,"put_iv_pct":69.07175066312996},{"expiry":"2027-01-15","call_iv_pct":46.251622176591376,"put_iv_pct":66.55734939759036},{"expiry":"2027-04-16","call_iv_pct":39.892566585956416,"put_iv_pct":62.564192139738}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d8033088ae4bfd84d8d0d3df1a962ebe60abafe4724b5be26f8efe28e526c10f","captured_at":"2026-11-01T08:16:45.872407+00:00"},{"symbol":"SETH","date":"2026-10-28","iv_pct":53.085595347037945,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.172768878718536,"put_iv_pct":53.77042274052478},{"expiry":"2026-12-18","call_iv_pct":47.68634259259259,"put_iv_pct":62.543296703296704},{"expiry":"2027-01-15","call_iv_pct":46.310884955752215,"put_iv_pct":62.86824468085107},{"expiry":"2027-04-16","call_iv_pct":38.195412844036696,"put_iv_pct":61.13738938053098}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7b8e1757621e4f70a83315ca8168dbe9e31dc8685c034b90eeee07dcd76368a0","captured_at":"2026-11-01T05:43:15.580906+00:00"},{"symbol":"SETH","date":"2026-10-29","iv_pct":54.70455005050941,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.50676798378926,"put_iv_pct":67.2096632996633},{"expiry":"2026-12-18","call_iv_pct":45.3473893129771,"put_iv_pct":67.26594965675056},{"expiry":"2027-01-15","call_iv_pct":44.309224806201556,"put_iv_pct":66.93473053892215},{"expiry":"2027-04-16","call_iv_pct":37.75179245283019,"put_iv_pct":60.31088235294118}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"06c7085ed169c238f55f575cce72b3ecc5869cd44163faa5cb04ee1250345489","captured_at":"2026-11-01T03:08:57.141188+00:00"},{"symbol":"SETH","date":"2026-10-30","iv_pct":56.689520202169206,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.221208791208795,"put_iv_pct":66.48635738831615},{"expiry":"2026-12-18","call_iv_pct":50.09528596187175,"put_iv_pct":67.51441805225653},{"expiry":"2027-01-15","call_iv_pct":47.05793991416309,"put_iv_pct":68.77323442136498},{"expiry":"2027-04-16","call_iv_pct":38.12486552567237,"put_iv_pct":61.2428515625}],"source":"ThetaData EOD Greeks","provider_symbol":"SETH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7bcf5141a4b030261e389402c3576e0fe67223462533d3a511eeaec64387f09f","captured_at":"2026-11-01T00:37:03.556226+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SETH","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":55.53639463598756,"put_call_skew_pp":23.92390423619179,"implied_move_pct":25.93481983695511,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ab0fa468e07e05f63cb94df5e80b1cbbcbbff3837686b29adf3671a30238d174","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":56.107681999188365,"put_call_skew_pp":22.471590789158995,"implied_move_pct":25.968846897642596,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3be483f96b52bfaaa24f04c65628efa74fa49991eb161c654c320f97f4e1e4d6","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":53.02727143408423,"put_call_skew_pp":20.444199518955383,"implied_move_pct":24.504481372627847,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"879e6283f4384f66965c8567fef93da63010ae8a4c486758c94e385321b08297","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":55.82273623715402,"put_call_skew_pp":22.549097918733565,"implied_move_pct":25.60166518064279,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0e98b420be564b8961e2cdd6dbab51a41c9a9f38ad052317992ce1eff80c8b85","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":54.30305544729259,"put_call_skew_pp":22.374939466728442,"implied_move_pct":24.57802127296815,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6f4aed7f918133f8febcf7198037fdb7fb477cfa5a2b87352fed3b2b694f6906","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":54.15277178723217,"put_call_skew_pp":18.09431196379392,"implied_move_pct":24.206761370768383,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"88d33e04cd57bc980048daefa66ca0386efc25d81f08799fa68ba174c364e36a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":55.49370743504656,"put_call_skew_pp":18.7946279469623,"implied_move_pct":24.442039613735407,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d8033088ae4bfd84d8d0d3df1a962ebe60abafe4724b5be26f8efe28e526c10f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":53.085595347037945,"put_call_skew_pp":13.988486058525872,"implied_move_pct":23.28981651858099,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7b8e1757621e4f70a83315ca8168dbe9e31dc8685c034b90eeee07dcd76368a0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":54.70455005050941,"put_call_skew_pp":21.451512823119774,"implied_move_pct":23.52213796755271,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"06c7085ed169c238f55f575cce72b3ecc5869cd44163faa5cb04ee1250345489","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":56.689520202169206,"put_call_skew_pp":18.629390307880414,"implied_move_pct":24.07440462915753,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7bcf5141a4b030261e389402c3576e0fe67223462533d3a511eeaec64387f09f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}