{"schemaVersion":1,"symbol":"SOYB","days":90,"observations":[{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-22T16:02:29.018000+00:00","captured_at":"2026-10-22T16:12:01.584Z","last_trade_at":"2026-10-22T16:05:05.818340047Z","price":26.76,"iv_pct":19.27390150410658,"implied_move_pct":4.189258504268096,"put_call_skew_pp":-6.992423989889584,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"4590e4b92b5516616355ab4a6a06f1d5338d9679fa97a05d51106a57dd13c2e5"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-22T19:50:04.561000+00:00","captured_at":"2026-10-23T00:18:54.577Z","last_trade_at":"2026-10-23T00:00:00.112449092Z","price":26.64,"iv_pct":24.64587679091063,"implied_move_pct":5.695268049127618,"put_call_skew_pp":-6.3631234698946715,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"88b4269a5bb6c8858760358647024d54187278b84a110bfe3de9d38a832bcd23"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-23T14:21:35.125000+00:00","captured_at":"2026-10-23T14:36:10.038Z","last_trade_at":"2026-10-23T14:35:23.037043073Z","price":26.8199,"iv_pct":30.385623440335173,"implied_move_pct":7.181807827587969,"put_call_skew_pp":-4.853552748435986,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"9d711025d60c6f11c6f0f29624e6aa65019ffd5ada24ade4e792d903a445768a"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.162000+00:00","captured_at":"2026-10-24T00:18:26.153Z","last_trade_at":"2026-10-24T00:00:00.128057484Z","price":26.79,"iv_pct":20.63092583888707,"implied_move_pct":4.194501716521381,"put_call_skew_pp":-4.691480917790402,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"9e0db5dde63c97cde7aca4172dae9f31241142393cc3415de5bf93d90de3b05a"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.212000+00:00","captured_at":"2026-10-26T20:02:28.664Z","last_trade_at":"2026-10-26T20:00:00.564406665Z","price":26.46,"iv_pct":21.608547449599154,"implied_move_pct":5.246985008067124,"put_call_skew_pp":-55.09006033577914,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"197cc83ce9a0bff9fc9668999f5c87812dd63ed0f5b0314e93d00e0a0c12f8bc"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:58.379000+00:00","captured_at":"2026-10-27T22:21:09.716Z","last_trade_at":"2026-10-27T20:10:00.003497615Z","price":26.2687,"iv_pct":26.12223228604832,"implied_move_pct":5.245432064170224,"put_call_skew_pp":-35.513352679949975,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"92d64a9b36e384fdbe154637405ee61dad4ba61cb4010148ad312a0f90a09b9b"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:03.535000+00:00","captured_at":"2026-10-29T02:02:35.855Z","last_trade_at":"2026-10-29T00:00:00.161798692Z","price":26.07,"iv_pct":14.576851278313427,"implied_move_pct":2.7399714149213596,"put_call_skew_pp":20.977781709175048,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"bb84bea16bcf919d5540124af3a9f56e19f46f76dd2a38ee9b28177fb7bbb1af"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:02.222000+00:00","captured_at":"2026-10-29T22:33:29.803Z","last_trade_at":"2026-10-29T22:30:00.004060264Z","price":26.11,"iv_pct":30.716348531732773,"implied_move_pct":6.319577706432423,"put_call_skew_pp":-3.1175320155474973,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"b410431ebf681b73803f19d3597c2fedfdd12462ce114484e6e08c9184d06d7b"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:02.046000+00:00","captured_at":"2026-10-30T21:55:58.497Z","last_trade_at":"2026-10-30T20:10:00.003436596Z","price":26.14,"iv_pct":27.83457511103177,"implied_move_pct":5.230701136342831,"put_call_skew_pp":-24.00650471885235,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"3e444dbe22fd444ee9ec20d79e3d87e9e5a2d64fe46195b5aaa893237b29c480"},{"symbol":"SOYB","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:01.139000+00:00","captured_at":"2026-11-03T21:27:39.656Z","last_trade_at":"2026-11-03T21:10:00.002926097Z","price":25.75,"iv_pct":21.99809674151587,"implied_move_pct":3.6522148053033754,"put_call_skew_pp":-75.02369441244922,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SOYB","source_hash":"e023d18fa46adfbd29c22c5217474eb4dd78702ac13c812b321fc0887e31d2f0"}],"dailyIv":[{"symbol":"SOYB","date":"2026-10-19","iv_pct":23.282619331827007,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.85198074277854,"put_iv_pct":13.254473161033797},{"expiry":"2026-12-18","call_iv_pct":28.733115789473686,"put_iv_pct":28.899262711864402},{"expiry":"2027-02-19","call_iv_pct":29.303507109004745,"put_iv_pct":17.337690732206863},{"expiry":"2027-03-19","call_iv_pct":26.78326750448833,"put_iv_pct":26.097656903765692}],"source":"ThetaData EOD Greeks","provider_symbol":"SOYB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cde70d09e5a54e5c63d6a9985996a2bc8f21a63260a2d14444be7d906d01d87d","captured_at":"2026-11-01T17:26:03.576409+00:00"},{"symbol":"SOYB","date":"2026-10-20","iv_pct":24.41575441203708,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.77104555638536,"put_iv_pct":26.32136574074074},{"expiry":"2026-12-18","call_iv_pct":27.960462046204615,"put_iv_pct":27.84783139890043},{"expiry":"2027-02-19","call_iv_pct":20.72721139430285,"put_iv_pct":15.797875406787544},{"expiry":"2027-03-19","call_iv_pct":30.929095022624438,"put_iv_pct":28.971148730350667}],"source":"ThetaData EOD Greeks","provider_symbol":"SOYB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"72f532dfe23f8a1032fb052876cd9177a94cc97e62acec3c55953f71babe1179","captured_at":"2026-11-01T15:10:30.292085+00:00"},{"symbol":"SOYB","date":"2026-10-22","iv_pct":21.018101215096507,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":23.667082514734776,"put_iv_pct":25.51911978221415},{"expiry":"2026-12-18","call_iv_pct":14.02406711409396,"put_iv_pct":27.45887966804979},{"expiry":"2027-02-19","call_iv_pct":18.262620176032495,"put_iv_pct":15.411841308298001},{"expiry":"2027-03-19","call_iv_pct":19.215882352941176,"put_iv_pct":24.585316804407714}],"source":"ThetaData EOD Greeks","provider_symbol":"SOYB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1833ee68b292406562fd73dae034bac5953eb7a378ba99ddf7e6e4caa7731cd2","captured_at":"2026-11-01T12:08:58.255528+00:00"},{"symbol":"SOYB","date":"2026-10-23","iv_pct":22.392422662425453,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.220796963946867,"put_iv_pct":20.954600000000006},{"expiry":"2026-12-18","call_iv_pct":13.890458015267177,"put_iv_pct":28.633607164916615},{"expiry":"2027-02-19","call_iv_pct":21.857852916314453,"put_iv_pct":14.621006922592825},{"expiry":"2027-03-19","call_iv_pct":24.839569120287255,"put_iv_pct":33.121490196078426}],"source":"ThetaData EOD Greeks","provider_symbol":"SOYB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"82f441a3e341e115fe83e35c2196409a2b604dd4701f5c1113df45a5b5e20d1d","captured_at":"2026-10-25T18:40:50.366845+00:00"},{"symbol":"SOYB","date":"2026-10-26","iv_pct":20.247715306788148,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.45124384236453,"put_iv_pct":24.45118648310388},{"expiry":"2026-12-18","call_iv_pct":15.36314385150812,"put_iv_pct":21.371391752577317},{"expiry":"2027-02-19","call_iv_pct":15.014444444444445,"put_iv_pct":16.28692138133725},{"expiry":"2027-03-19","call_iv_pct":18.163157894736848,"put_iv_pct":32.880232804232804}],"source":"ThetaData EOD Greeks","provider_symbol":"SOYB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6a4a29512d49a8065bc3a03a09e64576c973c2f693f84dd5ae0f4638f22bc218","captured_at":"2026-11-01T10:07:02.295400+00:00"},{"symbol":"SOYB","date":"2026-10-28","iv_pct":20.81089395172264,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.610624999999999,"put_iv_pct":17.044674282936313},{"expiry":"2026-12-18","call_iv_pct":32.33199268738574,"put_iv_pct":28.75565217391304},{"expiry":"2027-02-19","call_iv_pct":13.516846986089643,"put_iv_pct":24.029266055045873},{"expiry":"2027-03-19","call_iv_pct":20.218220910623945,"put_iv_pct":18.97987351778656}],"source":"ThetaData EOD Greeks","provider_symbol":"SOYB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8dcb29f2b69a4d68f8d918fbb0e3d2b2dea7b2e67278874dc17378f8313abb69","captured_at":"2026-11-01T05:48:45.201518+00:00"},{"symbol":"SOYB","date":"2026-10-29","iv_pct":29.794608083858083,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.88668491786959,"put_iv_pct":26.1690692755156},{"expiry":"2026-12-18","call_iv_pct":37.86787072243346,"put_iv_pct":31.897580419580418},{"expiry":"2027-02-19","call_iv_pct":14.767041644131965,"put_iv_pct":29.00351329572925},{"expiry":"2027-03-19","call_iv_pct":26.219615384615384,"put_iv_pct":37.545489010989016}],"source":"ThetaData EOD Greeks","provider_symbol":"SOYB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b2212b71b1330d2620bbde9716152b6519adc653517caa64fb45eea7fd38fb6e","captured_at":"2026-11-01T03:14:25.647759+00:00"},{"symbol":"SOYB","date":"2026-10-30","iv_pct":22.05476428930475,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.50979230985125,"put_iv_pct":39.87613581440309},{"expiry":"2026-12-18","call_iv_pct":17.788892554194156,"put_iv_pct":24.511986842105266},{"expiry":"2027-02-19","call_iv_pct":12.348270849273144,"put_iv_pct":18.696262425447312},{"expiry":"2027-03-19","call_iv_pct":21.604773519163764,"put_iv_pct":26.101999999999997}],"source":"ThetaData EOD Greeks","provider_symbol":"SOYB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"10fcb1414c84a1b12e17828b2d60e4153859a21376da90f1835ec235f81a7ee9","captured_at":"2026-11-01T00:42:14.627007+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SOYB","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":23.282619331827007,"put_call_skew_pp":-3.7706969092186364,"implied_move_pct":11.63014189937212,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cde70d09e5a54e5c63d6a9985996a2bc8f21a63260a2d14444be7d906d01d87d","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-03-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":24.41575441203708,"put_call_skew_pp":0.6376018143155306,"implied_move_pct":11.810013327490859,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"72f532dfe23f8a1032fb052876cd9177a94cc97e62acec3c55953f71babe1179","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-03-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":21.018101215096507,"put_call_skew_pp":4.451376351291812,"implied_move_pct":9.6788181523159,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1833ee68b292406562fd73dae034bac5953eb7a378ba99ddf7e6e4caa7731cd2","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-03-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":22.392422662425453,"put_call_skew_pp":3.88050681694303,"implied_move_pct":10.740056968427085,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"82f441a3e341e115fe83e35c2196409a2b604dd4701f5c1113df45a5b5e20d1d","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-03-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":20.247715306788148,"put_call_skew_pp":6.999435597049327,"implied_move_pct":9.363401686300644,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6a4a29512d49a8065bc3a03a09e64576c973c2f693f84dd5ae0f4638f22bc218","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-03-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":20.81089395172264,"put_call_skew_pp":2.782945111395615,"implied_move_pct":9.429269690776,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8dcb29f2b69a4d68f8d918fbb0e3d2b2dea7b2e67278874dc17378f8313abb69","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-03-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":29.79460808385808,"put_call_skew_pp":2.718609833190972,"implied_move_pct":13.095175651345595,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b2212b71b1330d2620bbde9716152b6519adc653517caa64fb45eea7fd38fb6e","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-03-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":22.05476428930475,"put_call_skew_pp":10.483663962368338,"implied_move_pct":9.437602081847976,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"10fcb1414c84a1b12e17828b2d60e4153859a21376da90f1835ec235f81a7ee9","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-03-19"]}]}