{"schemaVersion":1,"symbol":"SPAB","days":90,"observations":[{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-22T16:25:53.221000+00:00","captured_at":"2026-10-22T16:36:15.428Z","last_trade_at":"2026-10-22T16:36:11.959572057Z","price":24.735,"iv_pct":24.073408873658604,"implied_move_pct":11.119551608425404,"put_call_skew_pp":-5.626579967035824,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"fd2fcdfacc6b21b94507c29b1eb348fbe7607ef13808e891e3ccd7f32015059c"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:08.415000+00:00","captured_at":"2026-10-23T00:35:21.700Z","last_trade_at":"2026-10-23T00:00:00.125569412Z","price":24.77,"iv_pct":8.962183074194789,"implied_move_pct":2.3631559329952174,"put_call_skew_pp":0.7762987468056981,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"a640a86548f4822ca971f2f5c02e0c3c161520a45afad7a0e5e1c88049e9935f"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-23T15:17:45.077000+00:00","captured_at":"2026-10-23T15:20:47.694Z","last_trade_at":"2026-10-23T15:20:27.715362091Z","price":24.735,"iv_pct":22.20466818499169,"implied_move_pct":8.209230877042092,"put_call_skew_pp":6.990474382753864,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"1a2184765bafe0c92b1f673ad0ae0083c28c28a02357af40f6b8e64383eea418"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:06.606000+00:00","captured_at":"2026-10-24T00:34:28.593Z","last_trade_at":"2026-10-24T00:00:00.139184033Z","price":24.71,"iv_pct":15.923970930074702,"implied_move_pct":5.469203688520516,"put_call_skew_pp":9.523144770440032,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"9232cd713a5a059704560e94be61d1c4a0eef00e5fd13a7695adeb4f8479854d"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:03.403000+00:00","captured_at":"2026-10-26T20:02:29.190Z","last_trade_at":"2026-10-26T20:00:49.869972755Z","price":24.73,"iv_pct":8.303552053800358,"implied_move_pct":2.4332500411522133,"put_call_skew_pp":5.018285795685765,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"d84fd54173cfa5da78aae61d5dfab89ac9bd52f110c9756e088da2145717436a"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:02.809000+00:00","captured_at":"2026-10-27T22:21:10.080Z","last_trade_at":"2026-10-27T20:10:00.003996499Z","price":24.76,"iv_pct":7.67961420706463,"implied_move_pct":2.2229136070287576,"put_call_skew_pp":4.754480342309477,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"e28f669c5c223a6d63d1d388972ea61706bcc784504a1f382a87eaa518b011d0"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-28T18:35:48.300000+00:00","captured_at":"2026-10-28T18:36:11.172Z","last_trade_at":"2026-10-28T18:35:55.233473574Z","price":24.725,"iv_pct":44.91299720431067,"implied_move_pct":3.896535203567187,"put_call_skew_pp":-1.958927811170219,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"fc74353936b9d28d405de657b0b7887f105318ecdc8a7f43c4e6d398814f5911"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:53.085000+00:00","captured_at":"2026-10-29T00:48:32.769Z","last_trade_at":"2026-10-29T00:00:00.141975404Z","price":24.71,"iv_pct":10.863339169506753,"implied_move_pct":2.9304353521495763,"put_call_skew_pp":4.855325777447391,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"793611af5da115b4cedacde383c3f0bdb72b55376b3944bf3520c376a82f9fb1"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:07.210000+00:00","captured_at":"2026-10-29T22:01:25.102Z","last_trade_at":"2026-10-29T20:10:00.004030696Z","price":24.78,"iv_pct":11.268373243444026,"implied_move_pct":4.739179972651273,"put_call_skew_pp":4.644826922767575,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"eefda17cbf6e688cca033f267867e272f69d82db6650e7c016250b46dbc3599e"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:13.642000+00:00","captured_at":"2026-10-30T21:40:42.789Z","last_trade_at":"2026-10-30T20:10:00.004032377Z","price":24.85,"iv_pct":16.678033659362317,"implied_move_pct":4.032520402727402,"put_call_skew_pp":-7.624091288615634,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"772e15f480737ff8b208dff9e3c92e35e76149a504650c3f198a71a15465e0ce"},{"symbol":"SPAB","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:30.265000+00:00","captured_at":"2026-11-03T14:39:29.493Z","last_trade_at":"2026-11-03T14:39:18.968278467Z","price":24.755,"iv_pct":8.659404824166572,"implied_move_pct":2.131900497462097,"put_call_skew_pp":5.342922623161465,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPAB","source_hash":"2ba964044402491868386075a1f8ef51b5370f8002bdccb0ae1c794fca008418"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SPAB","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":[]}