{"schemaVersion":1,"symbol":"SPXC","days":90,"observations":[{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-22T16:00:03.371000+00:00","captured_at":"2026-10-22T16:12:35.133Z","last_trade_at":"2026-10-22T16:12:28.727397402Z","price":157.78,"iv_pct":50.054890231603665,"implied_move_pct":11.372292616565947,"put_call_skew_pp":4.776524199045679,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"7587fedc8894d0393245448bb839b3e8470c9323e8d10adc77112c3d0b504332"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:20.544000+00:00","captured_at":"2026-10-23T00:19:11.614Z","last_trade_at":"2026-10-22T23:24:05.891919999Z","price":161,"iv_pct":48.38995810656783,"implied_move_pct":11.17176886208943,"put_call_skew_pp":11.428441911979286,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"201f403aa7563a3cb26e2f220512c3d5dd256e9e2195b01b91d1885ac9df861a"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-23T14:26:17.947000+00:00","captured_at":"2026-10-23T14:36:27.087Z","last_trade_at":"2026-10-23T14:36:10.181121508Z","price":157.575,"iv_pct":51.816062452051284,"implied_move_pct":11.564351136469343,"put_call_skew_pp":6.766237334484742,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"09bc6dd0902e64f4837234406ab8aa33143d3c6cbb148b0ea2fa3213036186a1"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-23T19:58:48.854000+00:00","captured_at":"2026-10-24T00:18:42.142Z","last_trade_at":"2026-10-23T23:00:00.001384152Z","price":160.33,"iv_pct":49.34490982043489,"implied_move_pct":11.084210121107233,"put_call_skew_pp":4.831784648187637,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"0eed2e5aae91ad56e0e64824c3ec5085e3ab38c3c73506a1a25f4454196d1511"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-26T19:28:05.195000+00:00","captured_at":"2026-10-26T19:33:36.558Z","last_trade_at":"2026-10-26T19:33:21.182267604Z","price":163.03,"iv_pct":50.5111733615222,"implied_move_pct":10.672233894097754,"put_call_skew_pp":-0.25733561181261466,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"9a44b75980248e5c1798d574a4fe6c9d2d19731f3fa8cc8b56bd251aa8059594"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:18.655000+00:00","captured_at":"2026-10-27T03:51:54.635Z","last_trade_at":"2026-10-26T23:00:00.001687308Z","price":161.79,"iv_pct":50.816770597428174,"implied_move_pct":10.671617739967564,"put_call_skew_pp":3.311215398872036,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"2f8435f94576afbbc6e8c0f57fe172bcca85ba133afa92150e6618e0a70fa1a6"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:54.221000+00:00","captured_at":"2026-10-27T21:57:05.406Z","last_trade_at":"2026-10-27T20:10:00.001019433Z","price":165.06,"iv_pct":50.71392551474666,"implied_move_pct":10.451216029791349,"put_call_skew_pp":3.055914085914091,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"f60445198f441a92424a90bbaf8209718d6301ca41333ffde5a71952848c513f"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-28T16:45:12.182000+00:00","captured_at":"2026-10-28T16:53:24.790Z","last_trade_at":"2026-10-28T16:52:38.294569065Z","price":165.925,"iv_pct":51.825571518750316,"implied_move_pct":10.519921850741047,"put_call_skew_pp":5.561939417698669,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"165097b444d4ad79c34d29f0b760c99b64ecfa4e3a50fb0b8891bb45de9acba5"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-28T19:58:52.100000+00:00","captured_at":"2026-10-29T00:17:43.070Z","last_trade_at":"2026-10-28T23:00:00.001322327Z","price":165.2,"iv_pct":48.521570992868405,"implied_move_pct":9.82833929337704,"put_call_skew_pp":5.0297101081812015,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"51c7077f9a61c07384056f6390971f1fdb91b528c0b427e3dd7a66980599e214"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-29T19:56:57.871000+00:00","captured_at":"2026-10-30T02:12:02.978Z","last_trade_at":"2026-10-29T23:58:11.939591251Z","price":170,"iv_pct":48.859629195177575,"implied_move_pct":10.00882991841246,"put_call_skew_pp":13.406176321755032,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"2d0f5c145a77ed42d3fbce801e506520ad8435b10b916cc5e3d4c70d09f1a612"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-10-30T17:24:09.254000+00:00","captured_at":"2026-10-30T17:33:54.276Z","last_trade_at":"2026-10-30T17:33:48.938663429Z","price":160.13,"iv_pct":42.88806703439006,"implied_move_pct":8.236187384213952,"put_call_skew_pp":-0.5823339534883731,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"ef697b1ef8e4aba1cab5481b8599b5ad47e60683171dcf96f8d12b7e27f7a968"},{"symbol":"SPXC","expiry":"2026-11-20","observed_at":"2026-11-02T20:55:02.379000+00:00","captured_at":"2026-11-03T04:26:02.082Z","last_trade_at":"2026-11-03T00:00:00.001647859Z","price":161.73,"iv_pct":44.27409801047162,"implied_move_pct":8.044226201839248,"put_call_skew_pp":7.176062261418981,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SPXC","source_hash":"43efc4b8bc6d4905009666bf598be9fd1fc0c29013a0673cb7aa25e8fbd340a4"}],"dailyIv":[{"symbol":"SPXC","date":"2026-10-19","iv_pct":41.95435143135405,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.73662211421628,"put_iv_pct":43.31777301927195},{"expiry":"2026-12-18","call_iv_pct":40.72882845188285,"put_iv_pct":39.78548913043478},{"expiry":"2027-03-19","call_iv_pct":41.21436781609195,"put_iv_pct":40.23700680272108},{"expiry":"2027-06-17","call_iv_pct":41.41328267477204,"put_iv_pct":40.201441441441446}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"ab2b40efd64e46f5a2b5edd97703138084414b4a4d43b736537e45bb43674065","captured_at":"2026-11-01T17:27:29.967484+00:00"},{"symbol":"SPXC","date":"2026-10-20","iv_pct":41.87653021076481,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.80628511966702,"put_iv_pct":45.12714730290456},{"expiry":"2026-12-18","call_iv_pct":40.862827868852456,"put_iv_pct":40.671877729257645},{"expiry":"2027-03-19","call_iv_pct":41.184296296296296,"put_iv_pct":40.066965517241385},{"expiry":"2027-06-17","call_iv_pct":41.21479768786127,"put_iv_pct":41.078044164037856}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d24d5d4ea39ea4a499f42143009d01e122d9d0682c758c0028f8ec1b265f17d6","captured_at":"2026-11-01T15:12:03.237793+00:00"},{"symbol":"SPXC","date":"2026-10-21","iv_pct":42.0307294759684,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.25729842931937,"put_iv_pct":47.82894417475728},{"expiry":"2026-12-18","call_iv_pct":38.90915384615385,"put_iv_pct":43.2290625},{"expiry":"2027-03-19","call_iv_pct":39.957808219178084,"put_iv_pct":41.21448036951501},{"expiry":"2027-06-17","call_iv_pct":40.74073964497041,"put_iv_pct":41.10834862385321}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"7b8d01a3e3f385bce82a2b441214e2000cbb3e8f15c326fe4a81535bd84b261b","captured_at":"2026-11-01T13:31:18.206417+00:00"},{"symbol":"SPXC","date":"2026-10-22","iv_pct":43.13860564670751,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.70019758507135,"put_iv_pct":49.69014925373135},{"expiry":"2026-12-18","call_iv_pct":41.0832,"put_iv_pct":42.298198074277856},{"expiry":"2027-03-19","call_iv_pct":40.788536585365854,"put_iv_pct":41.538769230769226},{"expiry":"2027-06-17","call_iv_pct":41.24019444444444,"put_iv_pct":41.769600000000004}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"54a0d069b8be6304b564bb1d2ce177ac3d348c0a76d82ccda369a48dfd45286d","captured_at":"2026-11-01T12:10:36.394425+00:00"},{"symbol":"SPXC","date":"2026-10-23","iv_pct":43.84079929686921,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.96628162816282,"put_iv_pct":49.70774418604651},{"expiry":"2026-12-18","call_iv_pct":42.319433198380565,"put_iv_pct":44.548234442836474},{"expiry":"2027-03-19","call_iv_pct":41.524313725490195,"put_iv_pct":41.60522875816993},{"expiry":"2027-06-17","call_iv_pct":41.04558823529412,"put_iv_pct":41.009570200573066}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b366ee466faeedcdbdcdb9d8c929157569d1d656a5fbb1601ed5d112ded82771","captured_at":"2026-10-25T18:55:08.526960+00:00"},{"symbol":"SPXC","date":"2026-10-26","iv_pct":44.50775870426365,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.540561797752815,"put_iv_pct":49.0896222455404},{"expiry":"2026-12-18","call_iv_pct":44.457390029325516,"put_iv_pct":43.9560162601626},{"expiry":"2027-03-19","call_iv_pct":42.076190476190476,"put_iv_pct":41.10581896551724},{"expiry":"2027-06-17","call_iv_pct":41.90785714285714,"put_iv_pct":40.928612716763006}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"9ca87555bb9e640042497e8e04b4bd38ba7e370a4493f61c93c30f628726ec93","captured_at":"2026-11-01T10:08:36.619733+00:00"},{"symbol":"SPXC","date":"2026-10-27","iv_pct":44.03614285020445,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":51.628111888111896,"put_iv_pct":49.78509129967777},{"expiry":"2026-12-18","call_iv_pct":42.858285714285714,"put_iv_pct":42.64666666666667},{"expiry":"2027-03-19","call_iv_pct":41.557340909090904,"put_iv_pct":41.10545073375262},{"expiry":"2027-06-17","call_iv_pct":41.606763005780344,"put_iv_pct":41.101432584269666}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"34d8ae7a295839ab709497245e41f21ff99498a3b72fc60f2e199c77af23fa4e","captured_at":"2026-11-01T08:23:55.224090+00:00"},{"symbol":"SPXC","date":"2026-10-28","iv_pct":43.33623263762112,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.59266871165644,"put_iv_pct":48.44186868686869},{"expiry":"2026-12-18","call_iv_pct":42.90774064171123,"put_iv_pct":43.26419267299864},{"expiry":"2027-03-19","call_iv_pct":41.03715789473684,"put_iv_pct":40.63313725490196},{"expiry":"2027-06-17","call_iv_pct":40.998650793650796,"put_iv_pct":40.81444444444444}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"65423f5f594b583a9fcc178dd8460d71962d2fe07a9d8a1612484eb39ff029e0","captured_at":"2026-11-01T05:50:45.801926+00:00"},{"symbol":"SPXC","date":"2026-10-29","iv_pct":43.032227995552255,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.36154956689124,"put_iv_pct":51.69318327974276},{"expiry":"2026-12-18","call_iv_pct":40.64735064935064,"put_iv_pct":41.565598923283986},{"expiry":"2027-03-19","call_iv_pct":41.144804123711346,"put_iv_pct":41.087281323877065},{"expiry":"2027-06-17","call_iv_pct":41.1108,"put_iv_pct":40.64725609756098}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"3d801f6c5c1c2538e5e9e37251aebcf013c623562a1859521a0808fe0affe990","captured_at":"2026-11-01T03:16:00.417758+00:00"},{"symbol":"SPXC","date":"2026-10-30","iv_pct":41.84223833108511,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.95398042414355,"put_iv_pct":45.957875116495806},{"expiry":"2026-12-18","call_iv_pct":40.012509003601444,"put_iv_pct":43.775000000000006},{"expiry":"2027-03-19","call_iv_pct":40.37442348008386,"put_iv_pct":41.789503239740824},{"expiry":"2027-06-17","call_iv_pct":40.534615384615385,"put_iv_pct":41.339999999999996}],"source":"ThetaData EOD Greeks","provider_symbol":"SPXC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"0b7a78670ea238473cfcf2a71b414a1c07b6c8b585aa2bf1a4a707eefc7b17ba","captured_at":"2026-11-01T00:43:46.996822+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SPXC","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":41.95435143135405,"put_call_skew_pp":-2.1378476657734655,"implied_move_pct":22.318298861661553,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ab2b40efd64e46f5a2b5edd97703138084414b4a4d43b736537e45bb43674065","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":41.87653021076481,"put_call_skew_pp":-0.2810430648088982,"implied_move_pct":22.218306799051415,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d24d5d4ea39ea4a499f42143009d01e122d9d0682c758c0028f8ec1b265f17d6","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":42.0307294759684,"put_call_skew_pp":2.6289588821259464,"implied_move_pct":22.111252006753872,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7b8d01a3e3f385bce82a2b441214e2000cbb3e8f15c326fe4a81535bd84b261b","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":43.13860564670752,"put_call_skew_pp":1.3711469859741978,"implied_move_pct":22.43909836017584,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"54a0d069b8be6304b564bb1d2ce177ac3d348c0a76d82ccda369a48dfd45286d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":43.84079929686921,"put_call_skew_pp":0.7537902000745706,"implied_move_pct":22.521155695147144,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b366ee466faeedcdbdcdb9d8c929157569d1d656a5fbb1601ed5d112ded82771","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":44.50775870426365,"put_call_skew_pp":-1.475482314535677,"implied_move_pct":22.350064227754398,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9ca87555bb9e640042497e8e04b4bd38ba7e370a4493f61c93c30f628726ec93","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":44.03614285020445,"put_call_skew_pp":-0.7529650582255343,"implied_move_pct":22.005027058047865,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"34d8ae7a295839ab709497245e41f21ff99498a3b72fc60f2e199c77af23fa4e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":43.33623263762112,"put_call_skew_pp":-0.09564374563539424,"implied_move_pct":21.584538435415425,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"65423f5f594b583a9fcc178dd8460d71962d2fe07a9d8a1612484eb39ff029e0","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":43.03222799555225,"put_call_skew_pp":1.4322038211278905,"implied_move_pct":21.324301183441424,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3d801f6c5c1c2538e5e9e37251aebcf013c623562a1859521a0808fe0affe990","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":41.842238331085106,"put_call_skew_pp":2.746712515948097,"implied_move_pct":20.921022331602252,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0b7a78670ea238473cfcf2a71b414a1c07b6c8b585aa2bf1a4a707eefc7b17ba","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}