{"schemaVersion":1,"symbol":"SM","days":90,"observations":[{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-22T15:40:45.182000+00:00","captured_at":"2026-10-22T15:49:11.183Z","last_trade_at":"2026-10-22T15:49:09.023809697Z","price":37.785,"iv_pct":54.22226069913753,"implied_move_pct":12.472382101110929,"put_call_skew_pp":-0.7463902439024395,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"76aac0ff387c513e2d70a93765c3d4d7095cf0849e0d34bb5a51b55d2b30377d"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:55.686000+00:00","captured_at":"2026-10-23T00:18:02.354Z","last_trade_at":"2026-10-22T23:00:00.002494536Z","price":38.42,"iv_pct":52.75194172755413,"implied_move_pct":12.149849339404685,"put_call_skew_pp":-0.1546668153434405,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"f69ffd14401c1f5aa54b20ed217098f77ee7643ccfa7851273fe00ecb761a5de"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-23T14:23:53.317000+00:00","captured_at":"2026-10-23T14:35:39.708Z","last_trade_at":"2026-10-23T14:35:38.488621147Z","price":39.94,"iv_pct":53.873062215823595,"implied_move_pct":12.153671524669042,"put_call_skew_pp":2.672690535356703,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"f2f5faf55df08d0c1a9a5ad4a6da24f5629555def7887f35f8231a5f9e26645b"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-23T19:54:55.152000+00:00","captured_at":"2026-10-24T00:18:07.006Z","last_trade_at":"2026-10-23T23:00:00.001919347Z","price":40.11,"iv_pct":53.6405109059352,"implied_move_pct":12.145236496980615,"put_call_skew_pp":1.7937241215081445,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"849c261c9c10b0d3c3516e9881010d3a007b336ea2efdab0cfc2458313f17dbb"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-26T19:32:58.122000+00:00","captured_at":"2026-10-26T19:33:02.777Z","last_trade_at":"2026-10-26T19:33:01.172177176Z","price":40.04,"iv_pct":53.77763091820018,"implied_move_pct":11.486768552335787,"put_call_skew_pp":1.0813888888889012,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"13a4792398da4212f23559275e00b996473d1879251494dc42cf627c99ebe421"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-26T19:56:42.549000+00:00","captured_at":"2026-10-27T03:51:26.247Z","last_trade_at":"2026-10-26T23:00:00.001353679Z","price":40.15,"iv_pct":55.42137362206392,"implied_move_pct":11.910604681298713,"put_call_skew_pp":3.6696768410852787,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"5ddaac20e23f5c090ad5cea56e566daf22d727bf3b6ecbae5ecf9597d7a360b0"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-27T19:58:55.550000+00:00","captured_at":"2026-10-27T21:56:40.063Z","last_trade_at":"2026-10-27T20:57:20.689085245Z","price":39,"iv_pct":53.28941782355844,"implied_move_pct":11.039628502442696,"put_call_skew_pp":1.9272682100508143,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"550a6ce7de7c85d8404b89466218720254a0f2abc42512ee6165629d7a6fa248"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-28T16:40:59.052000+00:00","captured_at":"2026-10-28T16:53:00.405Z","last_trade_at":"2026-10-28T16:52:08.588208817Z","price":39.63,"iv_pct":53.71267445223273,"implied_move_pct":10.920295179802912,"put_call_skew_pp":6.378715324924822,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"ce20d8e4b7466e517829953d7cf709a7fba46f7a221b2eba1628e9c6f7987945"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-28T19:56:18.482000+00:00","captured_at":"2026-10-29T00:17:07.444Z","last_trade_at":"2026-10-28T23:00:00.001478854Z","price":39.56,"iv_pct":52.39484426638721,"implied_move_pct":10.54866281344458,"put_call_skew_pp":2.9708954486019623,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"5a589951c3ed5771a210844651b6b0a5193f7d84df4fd17ec58e87f952b561b6"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:12.809000+00:00","captured_at":"2026-10-30T02:11:46.679Z","last_trade_at":"2026-10-29T23:00:00.001320612Z","price":39.58,"iv_pct":53.8909854536793,"implied_move_pct":10.618342961063659,"put_call_skew_pp":1.7446104452628064,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"4323161704c8d5c9db0585c83f2baff1a49acc2a942bc9e464e30a106c18133e"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-30T17:22:52.582000+00:00","captured_at":"2026-10-30T17:33:37.662Z","last_trade_at":"2026-10-30T17:33:34.014087025Z","price":40.13,"iv_pct":55.489234714081626,"implied_move_pct":10.921047771371743,"put_call_skew_pp":3.4981429970291966,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"3a08501764a9daf7f7865b52930df5129063db673cb2932515deb422261f7c80"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-10-30T19:59:43.332000+00:00","captured_at":"2026-10-31T01:28:51.533Z","last_trade_at":"2026-10-30T23:39:10.708272278Z","price":40.5,"iv_pct":56.65801518417798,"implied_move_pct":11.199222129575926,"put_call_skew_pp":6.810494595479854,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"6336248dd45d06bc04fc87fd14d730a723c6346109d7cad1d0fd198e47198735"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-11-02T20:58:19.847000+00:00","captured_at":"2026-11-03T04:25:47.354Z","last_trade_at":"2026-11-03T00:34:53.203020549Z","price":37.9993,"iv_pct":62.86855771921269,"implied_move_pct":11.76299605855739,"put_call_skew_pp":10.111152101467635,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"34a335b698b00e73ee8ed4443cee86699642d6fe538eb3c231309d32d8e29687"},{"symbol":"SM","expiry":"2026-11-20","observed_at":"2026-11-06T19:43:16.881000+00:00","captured_at":"2026-11-06T19:50:13.962Z","last_trade_at":"2026-11-06T19:50:11.691077058Z","price":30.135,"iv_pct":53.12534287967188,"implied_move_pct":8.660444301620924,"put_call_skew_pp":-0.24438840358451674,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SM","source_hash":"41c1146c7f648c1f98ce6eeb0b7e2574af92d9b66e44c98485d9741ed9d3962d"}],"dailyIv":[{"symbol":"SM","date":"2026-10-19","iv_pct":50.88738002074125,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.75768656716417,"put_iv_pct":51.56104294478527},{"expiry":"2026-12-18","call_iv_pct":51.36032921810699,"put_iv_pct":49.666214057507986},{"expiry":"2027-01-15","call_iv_pct":49.38649325626204,"put_iv_pct":50.46419243986254},{"expiry":"2027-02-19","call_iv_pct":51.74351230425056,"put_iv_pct":50.15956937799043}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3f5e4d66bade63b6dbe559f72110e54bca281fd03787c8d726a9a01b73b0a929","captured_at":"2026-11-01T17:24:23.518873+00:00"},{"symbol":"SM","date":"2026-10-20","iv_pct":51.108781537781866,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":51.13228318584071,"put_iv_pct":52.65263347330534},{"expiry":"2026-12-18","call_iv_pct":50.0253766851705,"put_iv_pct":52.91869346733669},{"expiry":"2027-01-15","call_iv_pct":49.43517578125,"put_iv_pct":50.56440837696336},{"expiry":"2027-02-19","call_iv_pct":49.796721120186696,"put_iv_pct":52.3449602122016}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3d29e77aef4a4acf2638df0365067c9583531d1b5f6a59f66f38d2ff91c7ae46","captured_at":"2026-11-01T15:08:50.638220+00:00"},{"symbol":"SM","date":"2026-10-21","iv_pct":50.90234831339163,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":55.107125154894675,"put_iv_pct":50.1774025974026},{"expiry":"2026-12-18","call_iv_pct":52.298974569319114,"put_iv_pct":50.49134281200631},{"expiry":"2027-01-15","call_iv_pct":49.47699,"put_iv_pct":49.122896281800394},{"expiry":"2027-02-19","call_iv_pct":49.85312427409988,"put_iv_pct":50.69093081761006}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c67c35d5c3a157bbccb01ce23aec5872547378571b652b1779b9b85528a08238","captured_at":"2026-11-01T13:27:05.383791+00:00"},{"symbol":"SM","date":"2026-10-22","iv_pct":51.413871850088285,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.18764145324598,"put_iv_pct":51.23614173228347},{"expiry":"2026-12-18","call_iv_pct":51.910000000000004,"put_iv_pct":51.05471563981043},{"expiry":"2027-01-15","call_iv_pct":49.24972041006524,"put_iv_pct":53.46172827172827},{"expiry":"2027-02-19","call_iv_pct":49.07223502304148,"put_iv_pct":51.13879227053141}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"eed18d891f83a0411369a758d9da09eca0a692af2c3c01691227f68bc69b95b8","captured_at":"2026-11-01T12:06:44.845110+00:00"},{"symbol":"SM","date":"2026-10-23","iv_pct":51.34757958355186,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":53.54187303582653,"put_iv_pct":53.61955056179776},{"expiry":"2026-12-18","call_iv_pct":52.018286445012784,"put_iv_pct":52.514807856532876},{"expiry":"2027-01-15","call_iv_pct":47.98918866080156,"put_iv_pct":50.43211480362538},{"expiry":"2027-02-19","call_iv_pct":49.99755126658625,"put_iv_pct":50.66726403823177}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"71ba0b19e875be4f33147973fe17824ec8d4664cf6d041188df7ca4f7180055e","captured_at":"2026-10-25T18:18:21.770839+00:00"},{"symbol":"SM","date":"2026-10-26","iv_pct":51.77054797332118,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.32622950819672,"put_iv_pct":58.42292887029289},{"expiry":"2026-12-18","call_iv_pct":50.56272727272727,"put_iv_pct":52.54177570093458},{"expiry":"2027-01-15","call_iv_pct":47.79304429783223,"put_iv_pct":51.765518630412885},{"expiry":"2027-02-19","call_iv_pct":48.22432,"put_iv_pct":52.52783950617284}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4405e90ddf12647dc46bc709f8f2492f72c7531d70fc31bd69d4e3892eedb522","captured_at":"2026-11-01T10:04:50.050935+00:00"},{"symbol":"SM","date":"2026-10-27","iv_pct":50.9711168662511,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.18333516785911,"put_iv_pct":52.146837513631404},{"expiry":"2026-12-18","call_iv_pct":51.6357108042242,"put_iv_pct":51.19486042692939},{"expiry":"2027-01-15","call_iv_pct":49.02020527859238,"put_iv_pct":48.958960674157304},{"expiry":"2027-02-19","call_iv_pct":49.84307086614173,"put_iv_pct":50.785954198473284}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"07f6861e48141f4b483001ab7e6ea97e46af804680395489eb721e561bc4d70a","captured_at":"2026-11-01T08:19:58.708831+00:00"},{"symbol":"SM","date":"2026-10-28","iv_pct":49.71106324267164,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.46501854140915,"put_iv_pct":52.18168559473999},{"expiry":"2026-12-18","call_iv_pct":49.72346487766377,"put_iv_pct":48.90657723577236},{"expiry":"2027-01-15","call_iv_pct":46.949783393501804,"put_iv_pct":49.10512820512821},{"expiry":"2027-02-19","call_iv_pct":47.25612144955926,"put_iv_pct":51.10072664359863}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1e8dc51f7e44ad3850ba03ca57943786284ba810d76e98f866595bc2743c39ab","captured_at":"2026-11-01T05:46:32.473448+00:00"},{"symbol":"SM","date":"2026-10-29","iv_pct":50.49768517229513,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.21,"put_iv_pct":53.56362048894062},{"expiry":"2026-12-18","call_iv_pct":48.67144884241972,"put_iv_pct":49.879791344667694},{"expiry":"2027-01-15","call_iv_pct":48.46326295585413,"put_iv_pct":48.82029107981221},{"expiry":"2027-02-19","call_iv_pct":49.516666666666666,"put_iv_pct":50.8564}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d0117182820dd3692850e7a542903de2a9f92c1e76656f5bdb2f67d1d95bc1fe","captured_at":"2026-11-01T03:12:20.423286+00:00"},{"symbol":"SM","date":"2026-10-30","iv_pct":52.564206624734304,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":56.013934065934066,"put_iv_pct":57.56481501632209},{"expiry":"2026-12-18","call_iv_pct":50.6365243902439,"put_iv_pct":49.91027118644068},{"expiry":"2027-01-15","call_iv_pct":46.662528837622006,"put_iv_pct":51.49973862536301},{"expiry":"2027-02-19","call_iv_pct":55.91053838484547,"put_iv_pct":52.31530249110321}],"source":"ThetaData EOD Greeks","provider_symbol":"SM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c46a287d324916c4eac6a1433c85c58ab005d6293d9f6d6a1cb3cadd61bba3e5","captured_at":"2026-11-01T00:39:53.119551+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SM","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":50.88738002074125,"put_call_skew_pp":-0.8492506314093831,"implied_move_pct":22.496296219176113,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3f5e4d66bade63b6dbe559f72110e54bca281fd03787c8d726a9a01b73b0a929","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":51.108781537781866,"put_call_skew_pp":2.022784689339769,"implied_move_pct":22.430875869704945,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3d29e77aef4a4acf2638df0365067c9583531d1b5f6a59f66f38d2ff91c7ae46","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":50.90234831339163,"put_call_skew_pp":-1.5634103723735784,"implied_move_pct":22.106156966698816,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c67c35d5c3a157bbccb01ce23aec5872547378571b652b1779b9b85528a08238","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":51.413871850088285,"put_call_skew_pp":0.6179452570002208,"implied_move_pct":22.171192337112295,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"eed18d891f83a0411369a758d9da09eca0a692af2c3c01691227f68bc69b95b8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":51.34757958355187,"put_call_skew_pp":0.921709462990167,"implied_move_pct":21.907398922858647,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"71ba0b19e875be4f33147973fe17824ec8d4664cf6d041188df7ca4f7180055e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":51.77054797332117,"put_call_skew_pp":4.087935407264242,"implied_move_pct":21.489132091115643,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4405e90ddf12647dc46bc709f8f2492f72c7531d70fc31bd69d4e3892eedb522","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":50.9711168662511,"put_call_skew_pp":-0.39892732590651114,"implied_move_pct":21.046928562572415,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"07f6861e48141f4b483001ab7e6ea97e46af804680395489eb721e561bc4d70a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":49.71106324267164,"put_call_skew_pp":1.2249323542762998,"implied_move_pct":20.342093926924925,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1e8dc51f7e44ad3850ba03ca57943786284ba810d76e98f866595bc2743c39ab","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":50.49768517229513,"put_call_skew_pp":0.5646811121200024,"implied_move_pct":20.462343213706482,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d0117182820dd3692850e7a542903de2a9f92c1e76656f5bdb2f67d1d95bc1fe","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":52.564206624734304,"put_call_skew_pp":0.5166504101458891,"implied_move_pct":21.1327820656837,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c46a287d324916c4eac6a1433c85c58ab005d6293d9f6d6a1cb3cadd61bba3e5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}