{"schemaVersion":1,"symbol":"SFY","days":90,"observations":[{"symbol":"SFY","expiry":"2026-11-20","observed_at":"2026-10-22T16:35:16.399000+00:00","captured_at":"2026-10-22T16:35:42.509Z","last_trade_at":"2026-10-22T16:21:37.903784239Z","price":151.13,"iv_pct":14.280876788176242,"implied_move_pct":3.1872868943201667,"put_call_skew_pp":3.8140047826068226,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SFY","source_hash":"4523738e78dadd8d1bcb673fc21032065776222d70cf411db4c4a1eddd409138"},{"symbol":"SFY","expiry":"2026-11-20","observed_at":"2026-10-22T19:51:23.798000+00:00","captured_at":"2026-10-23T00:35:16.397Z","last_trade_at":"2026-10-23T00:00:00.057196156Z","price":150.4895,"iv_pct":18.210287917670957,"implied_move_pct":4.104784293568034,"put_call_skew_pp":5.277037387693529,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SFY","source_hash":"29f7643a8006bbd0445d277f4471d8496e407624a7915fdf561058afc9571701"},{"symbol":"SFY","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:58.110000+00:00","captured_at":"2026-10-26T20:02:05.108Z","last_trade_at":"2026-10-26T20:00:00.554307171Z","price":151.55,"iv_pct":16.82935466742644,"implied_move_pct":3.5241825456605813,"put_call_skew_pp":5.211460872997511,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SFY","source_hash":"039446837ec450d7b8a59b6177402df8da1fa04a4fedb94e1b3db0920d573046"},{"symbol":"SFY","expiry":"2026-11-20","observed_at":"2026-10-27T13:50:26.338000+00:00","captured_at":"2026-10-27T14:03:00.810Z","last_trade_at":"2026-10-27T13:49:30.331381772Z","price":152,"iv_pct":17.091517857142858,"implied_move_pct":3.5152473818474763,"put_call_skew_pp":5.203351075796372,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SFY","source_hash":"169c38d2f99c45afd903ce32fcca0f36faea434fe20e970e7d7696e2aa98c017"},{"symbol":"SFY","expiry":"2026-11-20","observed_at":"2026-10-28T13:46:34.049000+00:00","captured_at":"2026-10-28T13:50:33.484Z","last_trade_at":"2026-10-28T13:48:42.664464021Z","price":152.71,"iv_pct":16.995270979020976,"implied_move_pct":3.40740312009384,"put_call_skew_pp":3.6982177824077644,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SFY","source_hash":"3a2992a868700c5c9f1c4175d00722b567723d409bfbfef879b56e1d234d01c9"}],"dailyIv":[{"symbol":"SFY","date":"2026-10-19","iv_pct":15.58211866473136,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.17840366972477,"put_iv_pct":14.315927672955976},{"expiry":"2026-12-18","call_iv_pct":16.135748218527315,"put_iv_pct":14.539405034324943},{"expiry":"2027-03-19","call_iv_pct":15.375057034220532,"put_iv_pct":15.472692307692308},{"expiry":"2027-06-17","call_iv_pct":15.782413793103448,"put_iv_pct":16.85730158730159}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"2c6a12c27436c37b0eff8cdca1386dc82c069e17e489306b8eecdec15390ce5e","captured_at":"2026-11-01T17:22:08.962886+00:00"},{"symbol":"SFY","date":"2026-10-20","iv_pct":16.012219418780788,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.737158671586716,"put_iv_pct":15.002508417508418},{"expiry":"2026-12-18","call_iv_pct":16.22242574257426,"put_iv_pct":15.218175675675674},{"expiry":"2027-03-19","call_iv_pct":15.305896678966791,"put_iv_pct":16.792590163934427},{"expiry":"2027-06-17","call_iv_pct":15.214,"put_iv_pct":17.605}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"bfa9eafcc53fa5121d7d74d7fffa0dff178d1a16543e2fb541af6444423e2b8e","captured_at":"2026-11-01T15:06:30.663841+00:00"},{"symbol":"SFY","date":"2026-10-21","iv_pct":15.878366300850328,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.188236272878536,"put_iv_pct":16.484890510948905},{"expiry":"2026-12-18","call_iv_pct":14.454,"put_iv_pct":16.7029381443299},{"expiry":"2027-03-19","call_iv_pct":14.52951566951567,"put_iv_pct":16.753399014778324},{"expiry":"2027-06-17","call_iv_pct":14.888155339805826,"put_iv_pct":18.025795454545452}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"6a09ac7fa401e6149f963c06f0196a8857252ef906cf90446d70a31ba8c4b12f","captured_at":"2026-11-01T13:24:30.906482+00:00"},{"symbol":"SFY","date":"2026-10-22","iv_pct":17.252101369510193,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.188490566037736,"put_iv_pct":18.194145383104125},{"expiry":"2026-12-18","call_iv_pct":17.0025,"put_iv_pct":17.50694300518135},{"expiry":"2027-03-19","call_iv_pct":16.017821011673153,"put_iv_pct":17.709393939393937},{"expiry":"2027-06-17","call_iv_pct":16.513917050691244,"put_iv_pct":16.883599999999998}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"fbea6d01d0499d865153cf0dc9156ffb67ee5612578bd1c4d233a2e5a9271e48","captured_at":"2026-11-01T12:03:43.047478+00:00"},{"symbol":"SFY","date":"2026-10-23","iv_pct":17.46906503245745,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.802602739726026,"put_iv_pct":17.58937728937729},{"expiry":"2026-12-18","call_iv_pct":17.841464646464644,"put_iv_pct":16.771005025125625},{"expiry":"2027-03-19","call_iv_pct":16.445675675675673,"put_iv_pct":17.329016393442622},{"expiry":"2027-06-17","call_iv_pct":16.661065989847714,"put_iv_pct":18.3123125}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"75f4c76b03a711d6fc1d6c0d6c5205b3a832641280b5c316bf8a2cd9cb7d4315","captured_at":"2026-10-25T17:52:06.239793+00:00"},{"symbol":"SFY","date":"2026-10-26","iv_pct":16.524849590860036,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.80047619047619,"put_iv_pct":16.96864734299517},{"expiry":"2026-12-18","call_iv_pct":15.993799533799532,"put_iv_pct":16.185164319248827},{"expiry":"2027-03-19","call_iv_pct":15.625779467680609,"put_iv_pct":16.634285714285713},{"expiry":"2027-06-17","call_iv_pct":15.751262135922332,"put_iv_pct":18.23938202247191}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"7858f42adfb0da59b2c4cfed1d8c21b083da72a9d5b6e9eacdb93f197d64f3c3","captured_at":"2026-11-01T10:01:40.435042+00:00"},{"symbol":"SFY","date":"2026-10-27","iv_pct":16.19667552823872,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.271368584758942,"put_iv_pct":16.2918341307815},{"expiry":"2026-12-18","call_iv_pct":15.798082191780823,"put_iv_pct":15.989178403755869},{"expiry":"2027-03-19","call_iv_pct":14.977290184921763,"put_iv_pct":17.120168208578637},{"expiry":"2027-06-17","call_iv_pct":15.284095238095238,"put_iv_pct":17.841387283236994}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d2c38267c287c8c2cf24dd3cdb7cc9b5f2f4476b8e866a0d8826d83faa2e1e31","captured_at":"2026-11-01T08:17:00.952898+00:00"},{"symbol":"SFY","date":"2026-10-28","iv_pct":15.998907311248082,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.211172106824927,"put_iv_pct":16.2119175911252},{"expiry":"2026-12-18","call_iv_pct":15.244704595185995,"put_iv_pct":16.347821100917432},{"expiry":"2027-03-19","call_iv_pct":15.091506849315067,"put_iv_pct":16.845113452188006},{"expiry":"2027-06-17","call_iv_pct":15.687718446601941,"put_iv_pct":17.351304347826087}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"4b473fea50f6a66725b66e63479826380725e0ce75c0ac9a50fc2331cb107232","captured_at":"2026-11-01T05:43:31.028806+00:00"},{"symbol":"SFY","date":"2026-10-29","iv_pct":16.073732722921925,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.056203840472676,"put_iv_pct":17.223147540983604},{"expiry":"2026-12-18","call_iv_pct":15.213827956989249,"put_iv_pct":16.44871495327103},{"expiry":"2027-03-19","call_iv_pct":14.958755304101837,"put_iv_pct":16.790016420361248},{"expiry":"2027-06-17","call_iv_pct":15.447714285714287,"put_iv_pct":17.451481481481483}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b1a8f67e7a489a0155b768d7c9ef8007dbd2c9eb3f05be3c5ea886f721dda5d2","captured_at":"2026-11-01T03:09:10.922362+00:00"},{"symbol":"SFY","date":"2026-10-30","iv_pct":18.07030406328242,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.139629629629628,"put_iv_pct":21.092948490230906},{"expiry":"2026-12-18","call_iv_pct":17.145613207547168,"put_iv_pct":18.001620947630922},{"expiry":"2027-03-19","call_iv_pct":15.69109090909091,"put_iv_pct":18.890762331838566},{"expiry":"2027-06-17","call_iv_pct":15.862766990291261,"put_iv_pct":18.738000000000003}],"source":"ThetaData EOD Greeks","provider_symbol":"SFY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"366c98a98f99dcbb7f91cd666ce06f614cdc0845f63dc5737bed5146fd47feec","captured_at":"2026-11-01T00:37:18.805205+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SFY","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":15.58211866473136,"put_call_skew_pp":-0.5715740283253123,"implied_move_pct":8.47577263558108,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2c6a12c27436c37b0eff8cdca1386dc82c069e17e489306b8eecdec15390ce5e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":16.012219418780788,"put_call_skew_pp":0.2846982909976883,"implied_move_pct":8.632054892489993,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bfa9eafcc53fa5121d7d74d7fffa0dff178d1a16543e2fb541af6444423e2b8e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":15.878366300850328,"put_call_skew_pp":2.226778960600637,"implied_move_pct":8.512270028071345,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6a09ac7fa401e6149f963c06f0196a8857252ef906cf90446d70a31ba8c4b12f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":17.252101369510193,"put_call_skew_pp":0.6428384248193186,"implied_move_pct":9.039106528140042,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fbea6d01d0499d865153cf0dc9156ffb67ee5612578bd1c4d233a2e5a9271e48","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":17.46906503245745,"put_call_skew_pp":0.06272553905786982,"implied_move_pct":9.153440811917495,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"75f4c76b03a711d6fc1d6c0d6c5205b3a832641280b5c316bf8a2cd9cb7d4315","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":16.524849590860036,"put_call_skew_pp":0.9640405177807398,"implied_move_pct":8.569373466659886,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7858f42adfb0da59b2c4cfed1d8c21b083da72a9d5b6e9eacdb93f197d64f3c3","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":16.19667552823872,"put_call_skew_pp":1.2279329566990582,"implied_move_pct":8.360247672060733,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d2c38267c287c8c2cf24dd3cdb7cc9b5f2f4476b8e866a0d8826d83faa2e1e31","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":15.998907311248082,"put_call_skew_pp":1.3802636235321977,"implied_move_pct":8.241888269595004,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4b473fea50f6a66725b66e63479826380725e0ce75c0ac9a50fc2331cb107232","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":16.07373272292193,"put_call_skew_pp":1.809214752204828,"implied_move_pct":8.190820022082725,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b1a8f67e7a489a0155b768d7c9ef8007dbd2c9eb3f05be3c5ea886f721dda5d2","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":18.07030406328242,"put_call_skew_pp":2.2210577582853577,"implied_move_pct":8.92344289900171,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"366c98a98f99dcbb7f91cd666ce06f614cdc0845f63dc5737bed5146fd47feec","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}