{"schemaVersion":1,"symbol":"SIZE","days":90,"observations":[{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-22T18:25:46.523000+00:00","captured_at":"2026-10-22T18:32:43.873Z","last_trade_at":"2026-10-22T18:21:41.661841413Z","price":180.07,"iv_pct":14.163998158849681,"implied_move_pct":3.171514868972558,"put_call_skew_pp":7.813340803119373,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"3787fc168a10a0c8eebdac27f6110bdef023ac351024c253a219408d89f1fea3"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:10.484000+00:00","captured_at":"2026-10-23T01:56:50.159Z","last_trade_at":"2026-10-23T00:00:00.114753361Z","price":180.88,"iv_pct":15.212639331459979,"implied_move_pct":3.451804407428869,"put_call_skew_pp":7.73098190610969,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"c2ac38b5e1eb9f274aab77cc9433d27304fc37676dd2edf7b2def0ad1503eb4b"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-23T17:53:03.063000+00:00","captured_at":"2026-10-23T18:06:11.476Z","last_trade_at":"2026-10-23T18:05:43.799622802Z","price":179.69,"iv_pct":16.114868088100977,"implied_move_pct":3.654233036965806,"put_call_skew_pp":15.459777089907423,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"005a907ff30abe5331a5bef735d97c5e0662ba8bdca0d2bbfb5cbad58669de43"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.493000+00:00","captured_at":"2026-10-24T05:00:08.069Z","last_trade_at":"2026-10-24T00:00:00.107216014Z","price":179.64,"iv_pct":16.025765468006345,"implied_move_pct":3.5076469408645132,"put_call_skew_pp":9.160678569977307,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"5cf7e161f6d1b3a202c62632e03dd01da61218f400cd29668e4460189c4ec890"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.441000+00:00","captured_at":"2026-10-27T00:12:04.132Z","last_trade_at":"2026-10-27T00:00:00.109324894Z","price":180.114,"iv_pct":13.042902683516095,"implied_move_pct":2.7135300896654795,"put_call_skew_pp":-1.4150237020611716,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"751be8d524b4165a0bb70e368d1c2fbbd3ec9e48af483fbe8b3fe95d02b6c612"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:01.216000+00:00","captured_at":"2026-10-27T23:04:41.731Z","last_trade_at":"2026-10-27T22:30:00.003761525Z","price":180.62,"iv_pct":14.584329639177268,"implied_move_pct":2.9961764113388165,"put_call_skew_pp":19.03872056845713,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"5789c88e2486295939708f22bada4fa8f3cd7ca2bf745087d347073e3d3cbe7e"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:01.381000+00:00","captured_at":"2026-10-28T20:16:05.996Z","last_trade_at":"2026-10-28T20:10:00.003819843Z","price":180.45,"iv_pct":16.192798569274856,"implied_move_pct":3.2415700554225197,"put_call_skew_pp":9.99772567702044,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"ae5e047e44422e8b5098b22c32be5e2cea55aa9b9f8afed2e30f72c49460ac7d"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:11.968000+00:00","captured_at":"2026-10-29T22:59:21.622Z","last_trade_at":"2026-10-29T22:30:00.003922814Z","price":182.36,"iv_pct":11.75579720602425,"implied_move_pct":2.328450868005407,"put_call_skew_pp":2.1129478897750382,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"2e6d81eaf937dc24ddd5317bc885e89201850fc3509e6b01e326f97e55b4a725"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:01.230000+00:00","captured_at":"2026-10-30T22:30:59.046Z","last_trade_at":"2026-10-30T22:30:00.003779027Z","price":180.13,"iv_pct":16.617946718983138,"implied_move_pct":3.1845465707091076,"put_call_skew_pp":21.879978401145852,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"499b31208ac927fbd8ca442862da729e2d4c8e39b5f6702ed2a25f57f5d8da96"},{"symbol":"SIZE","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:01.157000+00:00","captured_at":"2026-11-04T00:43:22.510Z","last_trade_at":"2026-11-03T23:30:00.003364269Z","price":180.58,"iv_pct":16.18845761664435,"implied_move_pct":2.7851060043751175,"put_call_skew_pp":12.328403761061413,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SIZE","source_hash":"0b3d6c8a3f85f534375ebfaf4c2bae06a1ee3b39301558ce238b76ccf0704ce0"}],"dailyIv":[{"symbol":"SIZE","date":"2026-10-19","iv_pct":14.422990338319764,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.554733178654292,"put_iv_pct":11.756022544283415},{"expiry":"2026-12-18","call_iv_pct":14.38293233082707,"put_iv_pct":13.320697674418602},{"expiry":"2027-03-19","call_iv_pct":14.705058365758756,"put_iv_pct":14.157622950819674},{"expiry":"2027-06-17","call_iv_pct":14.298028846153848,"put_iv_pct":15.208826815642459}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"96a7f93f6933e5cb71522745eacc1d4a926a5aaf59dc6f1d97afefa3a68bce9d","captured_at":"2026-11-01T17:23:33.475899+00:00"},{"symbol":"SIZE","date":"2026-10-20","iv_pct":13.688659559995276,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":8.635480378890392,"put_iv_pct":15.069464285714284},{"expiry":"2026-12-18","call_iv_pct":9.710169995750107,"put_iv_pct":17.24093316519546},{"expiry":"2027-03-19","call_iv_pct":11.71917808219178,"put_iv_pct":17.266810344827586},{"expiry":"2027-06-17","call_iv_pct":12.059823008849557,"put_iv_pct":17.807417218543044}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"05b58ad2148c022a101d82213a3c49d173c2895f62cf23e2c9a3f3dc7294f871","captured_at":"2026-11-01T15:07:33.883904+00:00"},{"symbol":"SIZE","date":"2026-10-21","iv_pct":14.069479368664128,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.63909090909091,"put_iv_pct":14.2914652014652},{"expiry":"2026-12-18","call_iv_pct":12.552778603268946,"put_iv_pct":14.293426254434872},{"expiry":"2027-03-19","call_iv_pct":13.001011235955056,"put_iv_pct":15.709999999999999},{"expiry":"2027-06-17","call_iv_pct":13.4812,"put_iv_pct":16.58686274509804}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"715d18340b6f76f9a07da5ab21efd17395bcd4af3ba351eb7f9fe24f1540a49d","captured_at":"2026-11-01T13:25:59.946453+00:00"},{"symbol":"SIZE","date":"2026-10-22","iv_pct":14.730425533770761,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.420817307692309,"put_iv_pct":17.949769053117784},{"expiry":"2026-12-18","call_iv_pct":11.60818063395571,"put_iv_pct":17.982286282306166},{"expiry":"2027-03-19","call_iv_pct":11.477415730337077,"put_iv_pct":17.006089108910892},{"expiry":"2027-06-17","call_iv_pct":11.81076923076923,"put_iv_pct":17.588076923076922}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"e6a56c372e60faa9ef858599a6b6cfa2299b87ce8b0879987bbbd26c3c149ea4","captured_at":"2026-11-01T12:05:16.570807+00:00"},{"symbol":"SIZE","date":"2026-10-23","iv_pct":15.163480059126453,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.934186795491144,"put_iv_pct":17.485967078189297},{"expiry":"2026-12-18","call_iv_pct":14.16226632522407,"put_iv_pct":15.210696235172769},{"expiry":"2027-03-19","call_iv_pct":14.63286956521739,"put_iv_pct":15.243350253807106},{"expiry":"2027-06-17","call_iv_pct":14.131878453038674,"put_iv_pct":16.506625766871167}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"2ffb2ede1100d6b8040d46438eec125a9d3c54e2cad021039d8a445dc81e250f","captured_at":"2026-10-25T18:07:22.054170+00:00"},{"symbol":"SIZE","date":"2026-10-26","iv_pct":14.000632724883708,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.241818181818184,"put_iv_pct":11.828399999999998},{"expiry":"2026-12-18","call_iv_pct":10.89982683982684,"put_iv_pct":16.34781737193764},{"expiry":"2027-03-19","call_iv_pct":13.412188679245283,"put_iv_pct":15.569579831932773},{"expiry":"2027-06-17","call_iv_pct":13.169333333333332,"put_iv_pct":16.53609756097561}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"fc09ac10895f4d3091b3d42fe2d6bc7f8603c1cffacec9b4ea82c06b03a65073","captured_at":"2026-11-01T10:03:20.292214+00:00"},{"symbol":"SIZE","date":"2026-10-27","iv_pct":14.215829030347482,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.178781954887219,"put_iv_pct":13.971101549053355},{"expiry":"2026-12-18","call_iv_pct":11.139505891296086,"put_iv_pct":15.346404019037546},{"expiry":"2027-03-19","call_iv_pct":12.806167400881058,"put_iv_pct":15.55234375},{"expiry":"2027-06-17","call_iv_pct":13.18391304347826,"put_iv_pct":16.54841463414634}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"7ead8734c32c34afa5c9d67c49bb92ca9f959636c97dde31ccd80a750d54aa20","captured_at":"2026-11-01T08:18:33.804503+00:00"},{"symbol":"SIZE","date":"2026-10-28","iv_pct":14.900265941789439,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.478058103975535,"put_iv_pct":15.882937853107343},{"expiry":"2026-12-18","call_iv_pct":13.178765133171913,"put_iv_pct":15.203048403707516},{"expiry":"2027-03-19","call_iv_pct":13.007894736842108,"put_iv_pct":15.695190839694655},{"expiry":"2027-06-17","call_iv_pct":13.387652582159623,"put_iv_pct":16.368579881656807}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b09cd3479fe8f988e3049f4575fd14b67102e2e262978fc4e60de833b6307774","captured_at":"2026-11-01T05:45:06.262975+00:00"},{"symbol":"SIZE","date":"2026-10-29","iv_pct":13.764626400491753,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":9.826294416243655,"put_iv_pct":13.636274834437087},{"expiry":"2026-12-18","call_iv_pct":11.325670225385528,"put_iv_pct":18.072437965260548},{"expiry":"2027-03-19","call_iv_pct":11.943333333333333,"put_iv_pct":16.219285714285714},{"expiry":"2027-06-17","call_iv_pct":11.697763157894737,"put_iv_pct":17.395951557093426}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"50b3246e1dd5ade48fd788c594fb7876bf89d1918ff815fc64f9857f37b39db4","captured_at":"2026-11-01T03:10:37.780745+00:00"},{"symbol":"SIZE","date":"2026-10-30","iv_pct":15.776320164869714,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.404300000000003,"put_iv_pct":14.84367601246106},{"expiry":"2026-12-18","call_iv_pct":16.559343379978472,"put_iv_pct":16.52364746945899},{"expiry":"2027-03-19","call_iv_pct":15.837551867219915,"put_iv_pct":13.684964539007094},{"expiry":"2027-06-17","call_iv_pct":14.931122994652407,"put_iv_pct":15.425955056179774}],"source":"ThetaData EOD Greeks","provider_symbol":"SIZE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"48216f0a4898c7759338d81e55d1eb5a6dcd1f2985292e235edb30b52ebadfab","captured_at":"2026-11-01T00:38:48.937029+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SIZE","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":14.422990338319766,"put_call_skew_pp":-1.624395684057454,"implied_move_pct":7.803791492853703,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"96a7f93f6933e5cb71522745eacc1d4a926a5aaf59dc6f1d97afefa3a68bce9d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":13.688659559995276,"put_call_skew_pp":6.314993387149636,"implied_move_pct":7.565495259695366,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"05b58ad2148c022a101d82213a3c49d173c2895f62cf23e2c9a3f3dc7294f871","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":14.06947936866413,"put_call_skew_pp":2.3019183631707993,"implied_move_pct":7.63455218962051,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"715d18340b6f76f9a07da5ab21efd17395bcd4af3ba351eb7f9fe24f1540a49d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":14.730425533770761,"put_call_skew_pp":5.802259616164358,"implied_move_pct":7.763734643238656,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e6a56c372e60faa9ef858599a6b6cfa2299b87ce8b0879987bbbd26c3c149ea4","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":15.163480059126453,"put_call_skew_pp":1.8963595487672649,"implied_move_pct":7.979290576586685,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2ffb2ede1100d6b8040d46438eec125a9d3c54e2cad021039d8a445dc81e250f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":14.000632724883708,"put_call_skew_pp":2.1396819326555954,"implied_move_pct":7.396744064771145,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fc09ac10895f4d3091b3d42fe2d6bc7f8603c1cffacec9b4ea82c06b03a65073","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":14.215829030347482,"put_call_skew_pp":2.2774739154236547,"implied_move_pct":7.369641143502364,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7ead8734c32c34afa5c9d67c49bb92ca9f959636c97dde31ccd80a750d54aa20","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":14.900265941789437,"put_call_skew_pp":1.7743466055042858,"implied_move_pct":7.542277214305956,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b09cd3479fe8f988e3049f4575fd14b67102e2e262978fc4e60de833b6307774","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":13.764626400491755,"put_call_skew_pp":5.132722234554881,"implied_move_pct":7.158799177910277,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"50b3246e1dd5ade48fd788c594fb7876bf89d1918ff815fc64f9857f37b39db4","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":15.776320164869716,"put_call_skew_pp":-1.3135187911859698,"implied_move_pct":7.807108176626358,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"48216f0a4898c7759338d81e55d1eb5a6dcd1f2985292e235edb30b52ebadfab","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}