{"schemaVersion":1,"symbol":"STIP","days":90,"observations":[{"symbol":"STIP","expiry":"2026-11-20","observed_at":"2026-10-22T17:07:58.314000+00:00","captured_at":"2026-10-22T17:13:50.671Z","last_trade_at":"2026-10-22T17:13:38.725371998Z","price":100.84,"iv_pct":12.756766994878237,"implied_move_pct":2.8809225566898453,"put_call_skew_pp":-0.5577089929084011,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/STIP","source_hash":"1aaaf04644594dc65749c8906da60a7a143f32c14b0e654afec1e242219ce577"},{"symbol":"STIP","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:58.086000+00:00","captured_at":"2026-10-23T01:38:25.984Z","last_trade_at":"2026-10-23T00:00:00.176405606Z","price":100.87,"iv_pct":12.71083577434875,"implied_move_pct":2.8184549564246346,"put_call_skew_pp":-0.5667325563249226,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/STIP","source_hash":"3f0feee7635789dc879be8f3fc81516690f9ab0294bf8b326016010546dd0182"},{"symbol":"STIP","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.182000+00:00","captured_at":"2026-10-23T20:43:43.023Z","last_trade_at":"2026-10-23T20:22:47.784779603Z","price":100.91,"iv_pct":12.591561319373564,"implied_move_pct":2.775094212495161,"put_call_skew_pp":-0.4067369200306259,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/STIP","source_hash":"efa9d550c5502229012dd769732bf389cc5281247ec76138ef511fd40f87e20c"},{"symbol":"STIP","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.290000+00:00","captured_at":"2026-10-27T00:49:19.583Z","last_trade_at":"2026-10-27T00:00:00.159188954Z","price":100.84,"iv_pct":12.90773708596808,"implied_move_pct":2.6847029679714205,"put_call_skew_pp":-0.4233357722109643,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/STIP","source_hash":"73ddeba81351f488f19d810e06279aae0aa8e95a1ac3f69b897434312d07efbd"},{"symbol":"STIP","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:01.083000+00:00","captured_at":"2026-10-27T20:09:59.990Z","last_trade_at":"2026-10-27T20:09:10.359326736Z","price":100.81,"iv_pct":13.051764369234538,"implied_move_pct":2.6746444274950067,"put_call_skew_pp":-0.41025756165186666,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/STIP","source_hash":"9d8f663812aa2441a53c70c3527f23e791e89c1853488b1c7f7593d1bd5e58cb"},{"symbol":"STIP","expiry":"2026-11-20","observed_at":"2026-10-28T19:50:05.663000+00:00","captured_at":"2026-10-28T22:38:01.685Z","last_trade_at":"2026-10-28T22:30:00.003934998Z","price":100.91,"iv_pct":13.544749394163446,"implied_move_pct":2.696970266840706,"put_call_skew_pp":-0.45791513844731235,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/STIP","source_hash":"fbd8f422d2c33e434d7e68d396d2632e298212740c25bf3c348b4114c2882c2b"},{"symbol":"STIP","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.183000+00:00","captured_at":"2026-10-30T00:54:43.995Z","last_trade_at":"2026-10-30T00:00:00.164669862Z","price":100.98,"iv_pct":13.893618729467308,"implied_move_pct":2.7003110047139907,"put_call_skew_pp":-0.4585355206835007,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/STIP","source_hash":"17bf0b911cbaa8e9ecf37cd155422f9ab8f2eb801db0736349e7f5eb9b7c7fb2"},{"symbol":"STIP","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:01.078000+00:00","captured_at":"2026-10-30T23:48:42.340Z","last_trade_at":"2026-10-30T22:30:00.004084664Z","price":101.2,"iv_pct":14.367333285127366,"implied_move_pct":2.70996827040772,"put_call_skew_pp":-0.438186071942992,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/STIP","source_hash":"bb3068874ee75774d23ab1e0a789a155e1e66def35e98ca7349425db14094730"}],"dailyIv":[{"symbol":"STIP","date":"2026-10-19","iv_pct":10.6245120262652,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.282437223042837,"put_iv_pct":13.570272452068616},{"expiry":"2026-12-18","call_iv_pct":9.08024723487313,"put_iv_pct":14.393425345043914},{"expiry":"2027-02-19","call_iv_pct":10.94470798569726,"put_iv_pct":10.135225375626044},{"expiry":"2027-05-21","call_iv_pct":8.295995807127882,"put_iv_pct":8.293784786641929}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5643ed48c0c034ab42333a770e34dcf74e863ec49ee553afe3b8190574936d33","captured_at":"2026-11-01T17:28:59.111910+00:00"},{"symbol":"STIP","date":"2026-10-20","iv_pct":10.7247467285029,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.022054088860271,"put_iv_pct":13.85724},{"expiry":"2026-12-18","call_iv_pct":9.006,"put_iv_pct":14.517962025316455},{"expiry":"2027-02-19","call_iv_pct":11.000958579881656,"put_iv_pct":10.181759133964817},{"expiry":"2027-05-21","call_iv_pct":8.318,"put_iv_pct":8.894}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ab305d9d282286064584d78f73306ca23bc7918a3841f1d61c3f03eedc414ea6","captured_at":"2026-11-01T15:13:35.601081+00:00"},{"symbol":"STIP","date":"2026-10-21","iv_pct":10.838637789707585,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.167042640990372,"put_iv_pct":14.232368951612903},{"expiry":"2026-12-18","call_iv_pct":8.863109756097561,"put_iv_pct":14.650769230769232},{"expiry":"2027-02-19","call_iv_pct":11.053939038686988,"put_iv_pct":10.252731958762885},{"expiry":"2027-05-21","call_iv_pct":8.34074074074074,"put_iv_pct":9.148399999999999}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"12680f09f9b51381246478b400b471694ee098aa3180101ec4f24a8c397cab4c","captured_at":"2026-11-01T13:33:05.655187+00:00"},{"symbol":"STIP","date":"2026-10-22","iv_pct":11.019696633717379,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.800515463917524,"put_iv_pct":14.17347280334728},{"expiry":"2026-12-18","call_iv_pct":9.135186873290793,"put_iv_pct":14.562731213872834},{"expiry":"2027-02-19","call_iv_pct":11.182319915254238,"put_iv_pct":10.30029601029601},{"expiry":"2027-05-21","call_iv_pct":8.36564338235294,"put_iv_pct":9.637407407407409}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b3ff440206674cacc612b5117454256dea1a1d60d7e045cf52e1a7e6a3990a7d","captured_at":"2026-10-25T05:29:57.883202+00:00"},{"symbol":"STIP","date":"2026-10-23","iv_pct":10.87257664284277,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.503315733896516,"put_iv_pct":14.387295081967213},{"expiry":"2026-12-18","call_iv_pct":8.889515845070422,"put_iv_pct":14.590607814761217},{"expiry":"2027-02-19","call_iv_pct":11.232670872765508,"put_iv_pct":10.339130998702984},{"expiry":"2027-05-21","call_iv_pct":8.380877513711152,"put_iv_pct":8.657199281867145}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1c77b53068c29234b7847abcf47cb6379786324cf8c9c64e8e23f804defc037d","captured_at":"2026-10-25T05:29:56.813136+00:00"},{"symbol":"STIP","date":"2026-10-26","iv_pct":11.011493318055878,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.718656302054413,"put_iv_pct":14.777619047619048},{"expiry":"2026-12-18","call_iv_pct":8.820992167101828,"put_iv_pct":14.743519553072627},{"expiry":"2027-02-19","call_iv_pct":11.374866920152092,"put_iv_pct":10.474307116104868},{"expiry":"2027-05-21","call_iv_pct":8.450337711069418,"put_iv_pct":8.731647727272728}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"63b01373eab4cecd0ed8af69930cc5843d6d0ad2898777ee8cdb613c5283d23a","captured_at":"2026-11-01T10:10:23.064218+00:00"},{"symbol":"STIP","date":"2026-10-27","iv_pct":11.102695364740926,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.490510783200907,"put_iv_pct":15.381526794742165},{"expiry":"2026-12-18","call_iv_pct":8.734062499999999,"put_iv_pct":14.99402489626556},{"expiry":"2027-02-19","call_iv_pct":11.391818181818179,"put_iv_pct":10.512948402948403},{"expiry":"2027-05-21","call_iv_pct":8.460494296577945,"put_iv_pct":8.856177062374245}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9bee7840f84e82c44ad3ec819459f801b02ea3f809f386b91c8dc96b14803279","captured_at":"2026-11-01T08:26:00.340130+00:00"},{"symbol":"STIP","date":"2026-10-28","iv_pct":11.222241941006288,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.583404482390609,"put_iv_pct":16.154765868886575},{"expiry":"2026-12-18","call_iv_pct":8.535530546623795,"put_iv_pct":14.966840620592384},{"expiry":"2027-02-19","call_iv_pct":11.467585106382977,"put_iv_pct":10.560971867007671},{"expiry":"2027-05-21","call_iv_pct":8.485432780847146,"put_iv_pct":9.023404255319148}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3e906379bd8250a8a454a89a9b153b2a2d372ba2e5d573de0d31c1999c6117a9","captured_at":"2026-11-01T05:52:31.520583+00:00"},{"symbol":"STIP","date":"2026-10-29","iv_pct":11.448846241476305,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.479159751037345,"put_iv_pct":15.97401228249744},{"expiry":"2026-12-18","call_iv_pct":8.834894991922457,"put_iv_pct":15.22933908045977},{"expiry":"2027-02-19","call_iv_pct":11.522135416666668,"put_iv_pct":10.600932982917215},{"expiry":"2027-05-21","call_iv_pct":8.499532374100719,"put_iv_pct":9.450763052208835}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"321429ff5664ff84be4c4681fc609fdad96d67446f09b7e64695069971d757d2","captured_at":"2026-11-01T03:17:44.146590+00:00"},{"symbol":"STIP","date":"2026-10-30","iv_pct":11.624569794837102,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.942586750788644,"put_iv_pct":16.414574898785425},{"expiry":"2026-12-18","call_iv_pct":8.587092050209206,"put_iv_pct":15.701302395209582},{"expiry":"2027-02-19","call_iv_pct":11.610077294685992,"put_iv_pct":10.630749279538906},{"expiry":"2027-05-21","call_iv_pct":8.501636363636363,"put_iv_pct":9.608539325842697}],"source":"ThetaData EOD Greeks","provider_symbol":"STIP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8a8445975c7da42b558cf1b23173ad982795d52fc07866145be5c94aa5afa4c0","captured_at":"2026-11-01T00:45:29.637984+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/STIP","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":10.6245120262652,"put_call_skew_pp":1.9473299271598479,"implied_move_pct":5.188187149892529,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5643ed48c0c034ab42333a770e34dcf74e863ec49ee553afe3b8190574936d33","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":10.7247467285029,"put_call_skew_pp":2.275987122634836,"implied_move_pct":5.224709449257547,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ab305d9d282286064584d78f73306ca23bc7918a3841f1d61c3f03eedc414ea6","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":10.838637789707585,"put_call_skew_pp":2.46485949115734,"implied_move_pct":5.2438056875011885,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"12680f09f9b51381246478b400b471694ee098aa3180101ec4f24a8c397cab4c","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":11.019696633717379,"put_call_skew_pp":2.297560450027009,"implied_move_pct":5.299449649748361,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b3ff440206674cacc612b5117454256dea1a1d60d7e045cf52e1a7e6a3990a7d","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":10.87257664284277,"put_call_skew_pp":2.2419633029637414,"implied_move_pct":5.164711307555712,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1c77b53068c29234b7847abcf47cb6379786324cf8c9c64e8e23f804defc037d","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":11.011493318055877,"put_call_skew_pp":2.34056008592288,"implied_move_pct":5.111853677676317,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"63b01373eab4cecd0ed8af69930cc5843d6d0ad2898777ee8cdb613c5283d23a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":11.102695364740924,"put_call_skew_pp":2.6669478486833356,"implied_move_pct":5.11011098159293,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9bee7840f84e82c44ad3ec819459f801b02ea3f809f386b91c8dc96b14803279","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":11.222241941006288,"put_call_skew_pp":2.9085074238903137,"implied_move_pct":5.114464304122349,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3e906379bd8250a8a454a89a9b153b2a2d372ba2e5d573de0d31c1999c6117a9","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":11.448846241476305,"put_call_skew_pp":2.7298312160890172,"implied_move_pct":5.170178625382048,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"321429ff5664ff84be4c4681fc609fdad96d67446f09b7e64695069971d757d2","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":11.624569794837102,"put_call_skew_pp":2.9284433600141013,"implied_move_pct":5.189101154727526,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8a8445975c7da42b558cf1b23173ad982795d52fc07866145be5c94aa5afa4c0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}