{"schemaVersion":1,"symbol":"SSMR","days":90,"observations":[{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-22T16:28:38.863000+00:00","captured_at":"2026-10-22T16:36:40.085Z","last_trade_at":"2026-10-22T16:36:16.895754784Z","price":13.37,"iv_pct":65.7241155218328,"implied_move_pct":16.668388581933698,"put_call_skew_pp":7.348554261054585,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"e46492a9042d7e1fd0a1e0642c30a728c2e2a2798f30cd79c1c5c879e96b3312"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:50.075000+00:00","captured_at":"2026-10-23T00:35:30.683Z","last_trade_at":"2026-10-22T23:00:00.001957048Z","price":13.17,"iv_pct":63.29497436895345,"implied_move_pct":16.058746727720024,"put_call_skew_pp":11.71670217795665,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"5502eb772f22f7d3c244dcbd581e4eef4025119365afd632b44e0f34cd72d52f"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-23T16:13:52.841000+00:00","captured_at":"2026-10-23T16:14:31.628Z","last_trade_at":"2026-10-23T16:14:00.882526306Z","price":13.2,"iv_pct":65.50660816082731,"implied_move_pct":16.635099356507496,"put_call_skew_pp":6.8136534149330625,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"1a68f8ee68eb3b2f559b96d71a4d15d9dd9d6e8f4028f7cc7de59d839e632a46"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.347000+00:00","captured_at":"2026-10-24T03:29:24.927Z","last_trade_at":"2026-10-23T23:00:00.002006575Z","price":13.23,"iv_pct":67.29081138672022,"implied_move_pct":16.987471136813262,"put_call_skew_pp":4.589528104886509,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"e0300c89296b9c4ea81bfc03273acdc5582cbb0c08782581ec7f4d0a29324ec8"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-26T19:54:50.454000+00:00","captured_at":"2026-10-26T21:17:07.134Z","last_trade_at":"2026-10-26T20:10:00.001398986Z","price":13.09,"iv_pct":68.63339206894683,"implied_move_pct":16.641540078858977,"put_call_skew_pp":9.538133439527918,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"c17723f5b6afbf6a82773e5165f2be7a3af93df64a9856ddfc7b716c225782fa"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-28T14:09:10.818000+00:00","captured_at":"2026-10-28T14:09:20.782Z","last_trade_at":"2026-10-28T14:09:12.672434314Z","price":14.26,"iv_pct":100.55583450143874,"implied_move_pct":23.097548672829724,"put_call_skew_pp":63.989940667507184,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"439750abcf612034875f8304235a66c517799802b483019450120d0e31950876"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:53.972000+00:00","captured_at":"2026-10-28T23:10:58.626Z","last_trade_at":"2026-10-28T23:07:31.004574464Z","price":13.8872,"iv_pct":102.38219953615486,"implied_move_pct":22.693324342902372,"put_call_skew_pp":1.0342745625578242,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"70b79e3bc792b831c8bef553330edcfa866d5bfa2f819c81fbaa2c08c4c73ceb"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-29T19:54:50.296000+00:00","captured_at":"2026-10-30T01:43:13.054Z","last_trade_at":"2026-10-29T23:00:00.003888706Z","price":13.24,"iv_pct":124.04108297372738,"implied_move_pct":23.029082700531916,"put_call_skew_pp":-38.241988102328726,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"1456b8f47e156388cd69f8663856dbe83590805a5b583ff6017598b43a98d99a"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-30T15:23:01.201000+00:00","captured_at":"2026-10-30T15:25:04.172Z","last_trade_at":"2026-10-30T15:24:49.489835976Z","price":12.245,"iv_pct":139.96041693713346,"implied_move_pct":26.039941145143846,"put_call_skew_pp":31.629285832777086,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"7bee1bb9caf2a63068a31630708fee6cfaaccdaf07631d73ac6a438d77cf9388"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-10-30T19:54:50.470000+00:00","captured_at":"2026-10-31T00:44:12.167Z","last_trade_at":"2026-10-30T23:00:00.0015758Z","price":12.28,"iv_pct":111.73355262725542,"implied_move_pct":18.678377467814943,"put_call_skew_pp":24.087878272627748,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"ec077a3b8ea7f0a0d02433c82948f55aee177de49ad07948f101726f476f2f34"},{"symbol":"SSMR","expiry":"2026-11-20","observed_at":"2026-11-03T14:34:54.204000+00:00","captured_at":"2026-11-03T14:39:49.218Z","last_trade_at":"2026-11-03T14:37:55.337496543Z","price":11.085,"iv_pct":155.97628683371562,"implied_move_pct":33.44452593727133,"put_call_skew_pp":-3.222986813322526,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSMR","source_hash":"e8f31e71f5fdd3cd0351e663cc4209b61b4d3a11c47fdf3cebb03222c247b4ed"}],"dailyIv":[{"symbol":"SSMR","date":"2026-10-19","iv_pct":80.90400977475275,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":96.95443813131314,"put_iv_pct":73.89533370257546},{"expiry":"2026-12-18","call_iv_pct":89.31360910815938,"put_iv_pct":78.95030982470446},{"expiry":"2027-01-15","call_iv_pct":87.08564924114671,"put_iv_pct":74.84372466216217},{"expiry":"2027-04-16","call_iv_pct":79.99914311759343,"put_iv_pct":66.18987041036718}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"708332224ddb356f7d1933aab8cf29b86fb44ec4e9721791cc3bfdc11c3c31ba","captured_at":"2026-11-01T17:28:31.687555+00:00"},{"symbol":"SSMR","date":"2026-10-20","iv_pct":64.1671476021409,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":68.52194331983806,"put_iv_pct":60.970251490795945},{"expiry":"2026-12-18","call_iv_pct":64.31269966254219,"put_iv_pct":62.02585440874914},{"expiry":"2027-01-15","call_iv_pct":62.80150130548302,"put_iv_pct":60.85687349879903},{"expiry":"2027-04-16","call_iv_pct":63.9290586797066,"put_iv_pct":69.91899845121321}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"69fab360fc77e7645d41d5e4ee2cd06607485e5a9e795b47f76f85b2070911e4","captured_at":"2026-11-01T15:13:06.070276+00:00"},{"symbol":"SSMR","date":"2026-10-21","iv_pct":63.01132229449958,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":59.333807030665675,"put_iv_pct":67.23338939566705},{"expiry":"2026-12-18","call_iv_pct":62.76366876310272,"put_iv_pct":63.31131236442516},{"expiry":"2027-01-15","call_iv_pct":57.998158400615154,"put_iv_pct":58.478406833531984},{"expiry":"2027-04-16","call_iv_pct":62.283830177153334,"put_iv_pct":72.68800539083558}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"aa0f70613e9a2955d6ab7c3543b818c8c52c321c77a03d682e38bbd8e78f7529","captured_at":"2026-11-01T13:32:12.853869+00:00"},{"symbol":"SSMR","date":"2026-10-22","iv_pct":61.91324541435443,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.0749181605612,"put_iv_pct":61.274987858183586},{"expiry":"2026-12-18","call_iv_pct":63.15484848484848,"put_iv_pct":60.148459292896526},{"expiry":"2027-01-15","call_iv_pct":61.969662731871836,"put_iv_pct":59.634067061143995},{"expiry":"2027-04-16","call_iv_pct":62.93900181488203,"put_iv_pct":61.110017910447766}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"024c2dcb7684f7e2099732fe09cfd1cc0271123b4316746047001f02ad9d36e7","captured_at":"2026-10-25T05:24:31.903618+00:00"},{"symbol":"SSMR","date":"2026-10-23","iv_pct":63.1170845725992,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":67.71051914001049,"put_iv_pct":66.26472765732416},{"expiry":"2026-12-18","call_iv_pct":60.12934767989241,"put_iv_pct":63.606366514245515},{"expiry":"2027-01-15","call_iv_pct":59.072101885278784,"put_iv_pct":63.48145119863013},{"expiry":"2027-04-16","call_iv_pct":63.78906191369607,"put_iv_pct":60.88310059171598}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"83354ac6091f1069b6db41c6f2c342d3c516716afbcc6727b7d88bdb87782e4a","captured_at":"2026-10-25T05:24:30.642095+00:00"},{"symbol":"SSMR","date":"2026-10-26","iv_pct":64.32641867829912,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.52642768235002,"put_iv_pct":72.66382519863791},{"expiry":"2026-12-18","call_iv_pct":63.60481827622014,"put_iv_pct":66.4716235632184},{"expiry":"2027-01-15","call_iv_pct":60.130215139442235,"put_iv_pct":63.18041385135136},{"expiry":"2027-04-16","call_iv_pct":61.92292917166867,"put_iv_pct":62.111096543504175}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"533f45e81811bbaa2b8a39628a2a2a63d33a545842592dc0de0fe778b2db93d4","captured_at":"2026-11-01T10:09:52.437564+00:00"},{"symbol":"SSMR","date":"2026-10-27","iv_pct":80.04347656265085,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":117.1015935334873,"put_iv_pct":114.22621129326048},{"expiry":"2026-12-18","call_iv_pct":64.92593543653705,"put_iv_pct":54.837619202075906},{"expiry":"2027-01-15","call_iv_pct":56.351928934010154,"put_iv_pct":78.63041463414633},{"expiry":"2027-04-16","call_iv_pct":86.07806691449814,"put_iv_pct":68.19604255319149}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d7677e23b07062c8820a1b660df7195105fccfa77d46a89bb94909e02c0f2c38","captured_at":"2026-11-01T08:25:09.696355+00:00"},{"symbol":"SSMR","date":"2026-10-28","iv_pct":78.2687440388583,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":105.26110183639399,"put_iv_pct":109.92954336283188},{"expiry":"2026-12-18","call_iv_pct":70.02454678899083,"put_iv_pct":63.98349834983499},{"expiry":"2027-01-15","call_iv_pct":68.17775375110327,"put_iv_pct":68.96296329859537},{"expiry":"2027-04-16","call_iv_pct":79.47759967453214,"put_iv_pct":60.33294524858401}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"dbae374304ce697fc490bedacd5f82b363e3b123d0d00c126f54ff6da1cd80db","captured_at":"2026-11-01T05:52:00.258781+00:00"},{"symbol":"SSMR","date":"2026-10-30","iv_pct":86.34264462823447,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":152.16767076502734,"put_iv_pct":70.93102406267487},{"expiry":"2026-12-18","call_iv_pct":89.91148576145274,"put_iv_pct":73.35348837209303},{"expiry":"2027-01-15","call_iv_pct":94.60581937799043,"put_iv_pct":72.6518774445893},{"expiry":"2027-04-16","call_iv_pct":76.75626984126983,"put_iv_pct":60.36352140077821}],"source":"ThetaData EOD Greeks","provider_symbol":"SSMR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8db6f02b98d7e09173dd667e17edba02c9ccb7751936325facfb60906e0b7f60","captured_at":"2026-11-01T00:44:43.758001+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SSMR","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":80.90400977475275,"put_call_skew_pp":-14.86840024960085,"implied_move_pct":37.57385853590677,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"708332224ddb356f7d1933aab8cf29b86fb44ec4e9721791cc3bfdc11c3c31ba","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":64.1671476021409,"put_call_skew_pp":-1.448306279503134,"implied_move_pct":30.286526599020632,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"69fab360fc77e7645d41d5e4ee2cd06607485e5a9e795b47f76f85b2070911e4","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":63.01132229449958,"put_call_skew_pp":4.832912403230726,"implied_move_pct":29.623752229196207,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"aa0f70613e9a2955d6ab7c3543b818c8c52c321c77a03d682e38bbd8e78f7529","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":61.91324541435443,"put_call_skew_pp":-2.742724767372918,"implied_move_pct":28.63562797752426,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"024c2dcb7684f7e2099732fe09cfd1cc0271123b4316746047001f02ad9d36e7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":63.1170845725992,"put_call_skew_pp":0.8836538357595085,"implied_move_pct":28.826621384583525,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"83354ac6091f1069b6db41c6f2c342d3c516716afbcc6727b7d88bdb87782e4a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":64.32641867829912,"put_call_skew_pp":3.5606422217576963,"implied_move_pct":28.578377659260184,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"533f45e81811bbaa2b8a39628a2a2a63d33a545842592dc0de0fe778b2db93d4","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":80.04347656265085,"put_call_skew_pp":-2.1418092839646086,"implied_move_pct":34.152263876584236,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d7677e23b07062c8820a1b660df7195105fccfa77d46a89bb94909e02c0f2c38","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":78.2687440388583,"put_call_skew_pp":-4.933012947793497,"implied_move_pct":32.904683502646805,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"dbae374304ce697fc490bedacd5f82b363e3b123d0d00c126f54ff6da1cd80db","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":86.34264462823447,"put_call_skew_pp":-34.03533361640123,"implied_move_pct":35.385587388820326,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8db6f02b98d7e09173dd667e17edba02c9ccb7751936325facfb60906e0b7f60","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}