{"schemaVersion":1,"symbol":"SSUS","days":90,"observations":[{"symbol":"SSUS","expiry":"2026-11-20","observed_at":"2026-10-30T15:59:33.417000+00:00","captured_at":"2026-10-30T16:02:07.468Z","last_trade_at":"2026-10-30T15:57:53.385826038Z","price":56.055,"iv_pct":24.240772305057305,"implied_move_pct":4.646773272111878,"put_call_skew_pp":24.63008213447249,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSUS","source_hash":"4ade1a8a93dfdfc5012f3694028f3717dac107ff518b3a52c29d9bdf99c7f5ec"},{"symbol":"SSUS","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:43.526000+00:00","captured_at":"2026-11-03T14:39:51.808Z","last_trade_at":"2026-11-03T14:36:45.202067539Z","price":55.7,"iv_pct":27.170236674961913,"implied_move_pct":4.7172472263279515,"put_call_skew_pp":-3.1110563220186793,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SSUS","source_hash":"6b2cf3cf2577aff6512b7ed4ba5efeb6dcd6b95c69788aaeb2a237f94ecab15b"}],"dailyIv":[{"symbol":"SSUS","date":"2026-10-19","iv_pct":17.81176114310675,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.619474605954466,"put_iv_pct":19.00137931034483},{"expiry":"2026-12-18","call_iv_pct":18.85766917293233,"put_iv_pct":17.589152892561984},{"expiry":"2027-02-19","call_iv_pct":18.338051118210863,"put_iv_pct":17.278837837837838},{"expiry":"2027-05-21","call_iv_pct":15.665000000000001,"put_iv_pct":15.144524207011688}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ebad0bea2caada9c81c182ba2a04612172b4bfea9b4dd725a95c4b30255ad141","captured_at":"2026-11-01T17:28:39.995469+00:00"},{"symbol":"SSUS","date":"2026-10-20","iv_pct":17.810019567210585,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.648073959938365,"put_iv_pct":19.652628909551986},{"expiry":"2026-12-18","call_iv_pct":17.47819288389513,"put_iv_pct":17.808509454949945},{"expiry":"2027-02-19","call_iv_pct":17.565833333333334,"put_iv_pct":17.20651474530831},{"expiry":"2027-05-21","call_iv_pct":15.66026966292135,"put_iv_pct":17.46013358778626}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e8f260be000f8cd80c858ef56e347819e84ca8c88efeecc3e95958fe97331051","captured_at":"2026-11-01T15:13:15.179960+00:00"},{"symbol":"SSUS","date":"2026-10-21","iv_pct":19.309958546799354,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.28424090338771,"put_iv_pct":20.201840490797547},{"expiry":"2026-12-18","call_iv_pct":20.000693391115927,"put_iv_pct":18.431226053639847},{"expiry":"2027-02-19","call_iv_pct":17.013192090395478,"put_iv_pct":18.804222222222222},{"expiry":"2027-05-21","call_iv_pct":17.529833333333332,"put_iv_pct":18.21441988950276}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"430c1858e6a08d596181f31c8e1db9b8139587771b7d08bc876c83772d5e07db","captured_at":"2026-11-01T13:32:22.831536+00:00"},{"symbol":"SSUS","date":"2026-10-22","iv_pct":19.567853715489324,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.208935064935062,"put_iv_pct":23.51349538977368},{"expiry":"2026-12-18","call_iv_pct":18.531431513903193,"put_iv_pct":18.418559498956157},{"expiry":"2027-02-19","call_iv_pct":18.95338658146965,"put_iv_pct":19.718085714285714},{"expiry":"2027-05-21","call_iv_pct":17.803793103448275,"put_iv_pct":18.395142857142858}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"528d593fb88a104c6023e6286e5480b864fd642afd729fe8ed59537321ef7b6b","captured_at":"2026-10-25T05:26:04.309105+00:00"},{"symbol":"SSUS","date":"2026-10-23","iv_pct":19.79379339363213,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.05338634237605,"put_iv_pct":21.70423076923077},{"expiry":"2026-12-18","call_iv_pct":19.031641304347826,"put_iv_pct":18.794901960784312},{"expiry":"2027-02-19","call_iv_pct":19.041483253588517,"put_iv_pct":20.11371278458844},{"expiry":"2027-05-21","call_iv_pct":18.168695652173913,"put_iv_pct":19.442295081967213}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"feb28acf0e73fa67d4482edb99f7727dfef1084c8b8406e9e62565b671b2f5ae","captured_at":"2026-10-25T05:26:03.317970+00:00"},{"symbol":"SSUS","date":"2026-10-26","iv_pct":21.801564011798305,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":28.633906083244398,"put_iv_pct":29.32505175983437},{"expiry":"2026-12-18","call_iv_pct":24.493733905579397,"put_iv_pct":18.195118279569893},{"expiry":"2027-02-19","call_iv_pct":18.09594917787743,"put_iv_pct":19.807013574660633},{"expiry":"2027-05-21","call_iv_pct":17.769813084112148,"put_iv_pct":18.091926229508196}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b7cb7c388e942ed45c7cb8d081199127480496002e774ea238d211b16e4dbe09","captured_at":"2026-11-01T10:10:02.192014+00:00"},{"symbol":"SSUS","date":"2026-10-27","iv_pct":18.328568734004133,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.78750247770069,"put_iv_pct":22.00820347714102},{"expiry":"2026-12-18","call_iv_pct":18.160065502183404,"put_iv_pct":19.124204444444445},{"expiry":"2027-02-19","call_iv_pct":17.526486486486487,"put_iv_pct":17.921940928270043},{"expiry":"2027-05-21","call_iv_pct":15.861451612903227,"put_iv_pct":15.238694942903752}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a5d432d3a92aa1053ba09e758c684ed75a4680b94f3d73d5a11f88d8b7f64d43","captured_at":"2026-11-01T08:25:20.190600+00:00"},{"symbol":"SSUS","date":"2026-10-28","iv_pct":18.502031086334355,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.693364661654137,"put_iv_pct":21.957285714285714},{"expiry":"2026-12-18","call_iv_pct":18.31385579937304,"put_iv_pct":18.520205908683977},{"expiry":"2027-02-19","call_iv_pct":16.9727807486631,"put_iv_pct":17.56507982583454},{"expiry":"2027-05-21","call_iv_pct":15.856122840690979,"put_iv_pct":17.13755319148936}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cc5331e447d7ab035c0110e92096417879216b173bd9b8967e2ae810e0278e9c","captured_at":"2026-11-01T05:52:10.449977+00:00"},{"symbol":"SSUS","date":"2026-10-29","iv_pct":18.577854269771255,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.345040650406503,"put_iv_pct":22.634979079497906},{"expiry":"2026-12-18","call_iv_pct":18.08404212637914,"put_iv_pct":18.772773722627736},{"expiry":"2027-02-19","call_iv_pct":17.440837988826814,"put_iv_pct":17.78694029850746},{"expiry":"2027-05-21","call_iv_pct":15.883560606060607,"put_iv_pct":15.674659685863872}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5fd8dcc43841fb2adc2d15cc62271b2d4e2ea13e45e119411be2e4f596473790","captured_at":"2026-11-01T03:17:24.014778+00:00"},{"symbol":"SSUS","date":"2026-10-30","iv_pct":19.607944366814316,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.5542471042471,"put_iv_pct":23.50728770595691},{"expiry":"2026-12-18","call_iv_pct":19.144862288135595,"put_iv_pct":19.127000879507474},{"expiry":"2027-02-19","call_iv_pct":18.875672082717873,"put_iv_pct":17.8568},{"expiry":"2027-05-21","call_iv_pct":18.278256302521008,"put_iv_pct":15.51942857142857}],"source":"ThetaData EOD Greeks","provider_symbol":"SSUS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"81f275fbc19a3128f078dd5507c8185d8743cf9bb03e68581c664652e4ebfe6b","captured_at":"2026-11-01T00:44:53.456914+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SSUS","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":17.81176114310675,"put_call_skew_pp":-1.1165751623353297,"implied_move_pct":8.843883952519732,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ebad0bea2caada9c81c182ba2a04612172b4bfea9b4dd725a95c4b30255ad141","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":17.810019567210585,"put_call_skew_pp":0.44385421437708095,"implied_move_pct":8.87755939657183,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e8f260be000f8cd80c858ef56e347819e84ca8c88efeecc3e95958fe97331051","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":19.30995854679935,"put_call_skew_pp":-0.7940627655175172,"implied_move_pct":9.488944443678292,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"430c1858e6a08d596181f31c8e1db9b8139587771b7d08bc876c83772d5e07db","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":19.56785371548932,"put_call_skew_pp":0.8869342991005569,"implied_move_pct":9.609708178146795,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"528d593fb88a104c6023e6286e5480b864fd642afd729fe8ed59537321ef7b6b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":19.79379339363213,"put_call_skew_pp":0.439983511021107,"implied_move_pct":9.724368299810251,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"feb28acf0e73fa67d4482edb99f7727dfef1084c8b8406e9e62565b671b2f5ae","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":21.80156401179831,"put_call_skew_pp":-0.8935731018100697,"implied_move_pct":9.972798583045442,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b7cb7c388e942ed45c7cb8d081199127480496002e774ea238d211b16e4dbe09","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":18.328568734004133,"put_call_skew_pp":0.48938442837136265,"implied_move_pct":8.535620407837476,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a5d432d3a92aa1053ba09e758c684ed75a4680b94f3d73d5a11f88d8b7f64d43","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":18.502031086334355,"put_call_skew_pp":0.5860001474780834,"implied_move_pct":8.591351733678918,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cc5331e447d7ab035c0110e92096417879216b173bd9b8967e2ae810e0278e9c","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":18.577854269771255,"put_call_skew_pp":0.2789678537059781,"implied_move_pct":8.48186296648846,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5fd8dcc43841fb2adc2d15cc62271b2d4e2ea13e45e119411be2e4f596473790","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":19.607944366814316,"put_call_skew_pp":-1.210630155182156,"implied_move_pct":8.884902011742815,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"81f275fbc19a3128f078dd5507c8185d8743cf9bb03e68581c664652e4ebfe6b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}