{"schemaVersion":1,"symbol":"SPHR","days":90,"observations":[{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-22T16:07:41.773000+00:00","captured_at":"2026-10-22T16:12:20.808Z","last_trade_at":"2026-10-22T16:10:42.25477566Z","price":112.68,"iv_pct":62.775190172580466,"implied_move_pct":14.229472315087019,"put_call_skew_pp":3.8033772303357916,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"11605133183f784cea6ad201c9447baf1dbea766a42ab2a86dc72183b7d2aa7e"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:30.642000+00:00","captured_at":"2026-10-23T00:19:03.233Z","last_trade_at":"2026-10-22T23:20:30.738760696Z","price":111.5,"iv_pct":63.44603619255287,"implied_move_pct":14.462166526289993,"put_call_skew_pp":1.0783844644228435,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"a29b14dce7e784ff9a39ed13ff1a587bedf77c6bf0c2452a1087a6eb411a8166"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-23T14:25:55.523000+00:00","captured_at":"2026-10-23T14:36:18.920Z","last_trade_at":"2026-10-23T14:35:41.56830905Z","price":109.005,"iv_pct":64.70034197414725,"implied_move_pct":14.446187373302353,"put_call_skew_pp":1.9576074933348453,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"92d21da66882aa0fa534c5e2ddb20cd400bb3882f4860d8413f6d1e947edfc59"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-23T19:50:08.401000+00:00","captured_at":"2026-10-24T00:18:34.666Z","last_trade_at":"2026-10-23T23:00:00.002355885Z","price":108.94,"iv_pct":64.1507458369317,"implied_move_pct":14.359188352670557,"put_call_skew_pp":1.626601935906924,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"49dd0f114a3fd886f7501c6f96c79a6022847e735f667c604f46d18bfbf08cd5"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-26T19:32:07.734000+00:00","captured_at":"2026-10-26T19:33:28.252Z","last_trade_at":"2026-10-26T19:33:04.021562486Z","price":110.19,"iv_pct":63.64906944889174,"implied_move_pct":13.550950895572392,"put_call_skew_pp":3.3665260493009774,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"6ffcf60443f942958431b209287109946bdbf03ef694128a5a32dd59a8bcd1c4"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-26T19:56:57.085000+00:00","captured_at":"2026-10-27T03:51:48.616Z","last_trade_at":"2026-10-26T23:00:00.002297722Z","price":110.44,"iv_pct":66.82832655326865,"implied_move_pct":14.21965473555372,"put_call_skew_pp":-5.616785810446179,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"0b87c1ee9a734f72484f4cb42be961547567b3051d8e78e0be0f24aa2a3b51b4"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-27T19:58:07.857000+00:00","captured_at":"2026-10-27T21:56:59.293Z","last_trade_at":"2026-10-27T20:10:00.002697423Z","price":114.73,"iv_pct":64.42322146282773,"implied_move_pct":13.476771453011741,"put_call_skew_pp":0.9305565474116206,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"6533afd61690aac191e7f334d269180c85d6f82a7e9526b971d2e831f3a38f98"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-28T16:40:29.556000+00:00","captured_at":"2026-10-28T16:53:18.972Z","last_trade_at":"2026-10-28T16:51:15.10821122Z","price":113.14,"iv_pct":66.67228966387975,"implied_move_pct":13.406476857624178,"put_call_skew_pp":3.931321142691424,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"e7d069c20c0102559a1f84a110115cd9d18fa816baab50934b25ab07503ba76a"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:56.255000+00:00","captured_at":"2026-10-29T00:17:39.921Z","last_trade_at":"2026-10-28T23:00:00.00265754Z","price":111.83,"iv_pct":68.21596315543373,"implied_move_pct":13.758445068059682,"put_call_skew_pp":0.5002864670062057,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"31552902506d1cba21da23b885c33a54c28e9bc2edbc4802f395f53e06a54119"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:40.843000+00:00","captured_at":"2026-10-30T02:11:59.885Z","last_trade_at":"2026-10-29T23:00:00.003416803Z","price":113.1,"iv_pct":67.72128026070763,"implied_move_pct":13.342743110610575,"put_call_skew_pp":4.980424991177889,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"ea44e2846e981a383752ade38c85341102c2fe36b12de8f0bed6a29f7e87a683"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-30T17:19:36.924000+00:00","captured_at":"2026-10-30T17:33:51.141Z","last_trade_at":"2026-10-30T17:30:54.653504901Z","price":109.35,"iv_pct":67.74065174478905,"implied_move_pct":13.336499445142577,"put_call_skew_pp":0.07805595323311376,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"9c34242044938b4708ad1afcc67e189fdabc9cfa469a76e2b938c389a68d6088"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:58.731000+00:00","captured_at":"2026-10-31T01:29:04.501Z","last_trade_at":"2026-10-30T23:00:00.002827254Z","price":109.14,"iv_pct":70.94423205835167,"implied_move_pct":13.758698848616612,"put_call_skew_pp":6.308862615947897,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"592f05f34205a582adbd30109c85d55244d86a10e78441c1efab10c38b33b8f6"},{"symbol":"SPHR","expiry":"2026-11-20","observed_at":"2026-11-02T20:59:31.969000+00:00","captured_at":"2026-11-03T04:25:59.602Z","last_trade_at":"2026-11-03T00:00:00.002399951Z","price":104.99,"iv_pct":72.3611532237497,"implied_move_pct":13.081006648229687,"put_call_skew_pp":0.8146415739948676,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPHR","source_hash":"0504d059e46e9817590eeb0780a4d6ba0936f6b7a710368e65e51cb725711dbf"}],"dailyIv":[{"symbol":"SPHR","date":"2026-10-19","iv_pct":56.54974465276048,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":61.24850760456273,"put_iv_pct":60.383805970149254},{"expiry":"2026-12-18","call_iv_pct":57.85452736318408,"put_iv_pct":55.7025},{"expiry":"2027-01-15","call_iv_pct":53.67400597907325,"put_iv_pct":53.464999999999996},{"expiry":"2027-02-19","call_iv_pct":56.840102915951974,"put_iv_pct":53.229507389162556}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b8fae308acd391e741a269cb8a59f047bcec4003c88d788b050a0a87aed55f13","captured_at":"2026-11-01T17:26:59.203622+00:00"},{"symbol":"SPHR","date":"2026-10-20","iv_pct":56.92929373496442,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":62.912620320855616,"put_iv_pct":61.900101214574896},{"expiry":"2026-12-18","call_iv_pct":56.74368073878628,"put_iv_pct":54.43003601440576},{"expiry":"2027-01-15","call_iv_pct":55.54156097560975,"put_iv_pct":53.02024096385543},{"expiry":"2027-02-19","call_iv_pct":56.40529411764705,"put_iv_pct":54.480815533980575}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7bf82c53863951f864338e67e3a3655068b5386a977fb05276bbc7a9f85edbd0","captured_at":"2026-11-01T15:11:33.192473+00:00"},{"symbol":"SPHR","date":"2026-10-21","iv_pct":57.35269657100505,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.68169381107492,"put_iv_pct":61.7174645030426},{"expiry":"2026-12-18","call_iv_pct":58.38116187989556,"put_iv_pct":54.396773778920306},{"expiry":"2027-01-15","call_iv_pct":56.65717948717949,"put_iv_pct":51.9671301775148},{"expiry":"2027-02-19","call_iv_pct":56.07523985239852,"put_iv_pct":53.944929078014184}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e1f3a1e374137f1b6b4506310c660b7a3689d53609ae379e9f408453fe43c9b1","captured_at":"2026-11-01T13:30:25.986889+00:00"},{"symbol":"SPHR","date":"2026-10-22","iv_pct":56.63103130134783,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.14731358529112,"put_iv_pct":62.7475},{"expiry":"2026-12-18","call_iv_pct":56.47888166449935,"put_iv_pct":55.400000000000006},{"expiry":"2027-01-15","call_iv_pct":53.7406358381503,"put_iv_pct":52.33305035971223},{"expiry":"2027-02-19","call_iv_pct":54.22490566037735,"put_iv_pct":53.97596330275229}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"78f0b5266b39354870bce37f4980b525074e996d6eae792c5a985606b971d9ef","captured_at":"2026-11-01T12:10:03.729096+00:00"},{"symbol":"SPHR","date":"2026-10-23","iv_pct":57.82598535885761,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.36744433688287,"put_iv_pct":62.92496503496503},{"expiry":"2026-12-18","call_iv_pct":59.72925977653632,"put_iv_pct":57.60394636015326},{"expiry":"2027-01-15","call_iv_pct":54.20122599704579,"put_iv_pct":55.64436988543372},{"expiry":"2027-02-19","call_iv_pct":53.34336252189142,"put_iv_pct":53.79330895795247}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6757086a7858dd547b234bfe5752e8298a6a580e8769fdfb4ad5129456c7003f","captured_at":"2026-10-25T18:49:40.660105+00:00"},{"symbol":"SPHR","date":"2026-10-26","iv_pct":58.02360566171052,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":67.31983543078412,"put_iv_pct":66.33394449950445},{"expiry":"2026-12-18","call_iv_pct":58.00563591022444,"put_iv_pct":55.415000000000006},{"expiry":"2027-01-15","call_iv_pct":51.682171581769445,"put_iv_pct":54.30619777158774},{"expiry":"2027-02-19","call_iv_pct":55.46013618677043,"put_iv_pct":55.66592391304348}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"61de5bd841a89440bbf29eeddff44a7602c3384bc29b607161ff6aff2be3eceb","captured_at":"2026-11-01T10:08:03.970892+00:00"},{"symbol":"SPHR","date":"2026-10-27","iv_pct":57.453563197861996,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":63.47962134251291,"put_iv_pct":65.36421920465567},{"expiry":"2026-12-18","call_iv_pct":55.17937198067633,"put_iv_pct":57.01535849056604},{"expiry":"2027-01-15","call_iv_pct":55.160015174506825,"put_iv_pct":53.64488235294117},{"expiry":"2027-02-19","call_iv_pct":55.675037037037036,"put_iv_pct":54.11}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6343ab94c8e9f4189bbfa7a40cc3168ecbec5d9d53e3b22ae2310e284f2aa223","captured_at":"2026-11-01T08:23:20.665031+00:00"},{"symbol":"SPHR","date":"2026-10-28","iv_pct":57.439849055102975,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":71.04963746223565,"put_iv_pct":65.38068645640074},{"expiry":"2026-12-18","call_iv_pct":57.128605263157894,"put_iv_pct":52.0335761589404},{"expiry":"2027-01-15","call_iv_pct":54.13485232067511,"put_iv_pct":49.48989319092122},{"expiry":"2027-02-19","call_iv_pct":58.023208255159474,"put_iv_pct":52.278333333333336}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0f865cbdf271fc371f6e173e17a767dce161c4bc6f40f98010580488b6cee86d","captured_at":"2026-11-01T05:50:11.238596+00:00"},{"symbol":"SPHR","date":"2026-10-29","iv_pct":57.767462206455676,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":68.96221777421938,"put_iv_pct":66.4625722273998},{"expiry":"2026-12-18","call_iv_pct":56.1583276450512,"put_iv_pct":57.52667478684531},{"expiry":"2027-01-15","call_iv_pct":49.97758865248227,"put_iv_pct":55.60377245508982},{"expiry":"2027-02-19","call_iv_pct":52.13224489795919,"put_iv_pct":55.31629921259843}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d5a73d5cf49d444cee8a9ad6abc4832b4ddecd72b429ffcaa8344c4eb8e9a218","captured_at":"2026-11-01T03:15:26.209583+00:00"},{"symbol":"SPHR","date":"2026-10-30","iv_pct":59.76225312041225,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":71.21219435736677,"put_iv_pct":70.67994214079074},{"expiry":"2026-12-18","call_iv_pct":59.81582706766917,"put_iv_pct":56.56408450704225},{"expiry":"2027-01-15","call_iv_pct":54.93749279538904,"put_iv_pct":52.790164609053505},{"expiry":"2027-02-19","call_iv_pct":57.55385620915033,"put_iv_pct":54.54446327683616}],"source":"ThetaData EOD Greeks","provider_symbol":"SPHR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4a380983f2de957805e9ff19a2e1574e94e13e39c8684c80e31e168cbacd9057","captured_at":"2026-11-01T00:42:58.020771+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SPHR","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":56.54974465276048,"put_call_skew_pp":-1.709082625865058,"implied_move_pct":24.811280308158032,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b8fae308acd391e741a269cb8a59f047bcec4003c88d788b050a0a87aed55f13","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":56.92929373496442,"put_call_skew_pp":-1.9429906065205103,"implied_move_pct":24.764151115023047,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7bf82c53863951f864338e67e3a3655068b5386a977fb05276bbc7a9f85edbd0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":57.35269657100505,"put_call_skew_pp":-3.692244373264151,"implied_move_pct":24.685689437712966,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e1f3a1e374137f1b6b4506310c660b7a3689d53609ae379e9f408453fe43c9b1","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":56.63103130134783,"put_call_skew_pp":-1.0338057714633955,"implied_move_pct":24.142831854748323,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"78f0b5266b39354870bce37f4980b525074e996d6eae792c5a985606b971d9ef","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":57.82598535885761,"put_call_skew_pp":-0.6686755984629809,"implied_move_pct":24.41182440246536,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6757086a7858dd547b234bfe5752e8298a6a580e8769fdfb4ad5129456c7003f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":58.02360566171052,"put_call_skew_pp":-0.18667823135318962,"implied_move_pct":23.83865984000316,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"61de5bd841a89440bbf29eeddff44a7602c3384bc29b607161ff6aff2be3eceb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":57.453563197861996,"put_call_skew_pp":0.16010362835744374,"implied_move_pct":23.48548124243301,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6343ab94c8e9f4189bbfa7a40cc3168ecbec5d9d53e3b22ae2310e284f2aa223","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":57.439849055102975,"put_call_skew_pp":-5.288453540408108,"implied_move_pct":23.10521861024644,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0f865cbdf271fc371f6e173e17a767dce161c4bc6f40f98010580488b6cee86d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":57.76746220645568,"put_call_skew_pp":1.9197349280553304,"implied_move_pct":22.981799075717156,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d5a73d5cf49d444cee8a9ad6abc4832b4ddecd72b429ffcaa8344c4eb8e9a218","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":59.762253120412254,"put_call_skew_pp":-2.235178973963162,"implied_move_pct":23.52334655864644,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4a380983f2de957805e9ff19a2e1574e94e13e39c8684c80e31e168cbacd9057","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}