{"schemaVersion":1,"symbol":"SWIM","days":90,"observations":[{"symbol":"SWIM","expiry":"2026-11-20","observed_at":"2026-10-22T16:36:16.020000+00:00","captured_at":"2026-10-22T16:37:02.817Z","last_trade_at":"2026-10-22T16:36:19.863309824Z","price":6.515,"iv_pct":128.92999811202358,"implied_move_pct":38.5267248788183,"put_call_skew_pp":-48.101976216943164,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SWIM","source_hash":"8305186a82a92feb94960833ea28e0d4b6b924732d1cfbd07710f2dbac82db6d"},{"symbol":"SWIM","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:09.697000+00:00","captured_at":"2026-10-23T00:35:35.615Z","last_trade_at":"2026-10-22T20:00:05.83043735Z","price":6.54,"iv_pct":130.7322877347204,"implied_move_pct":39.02539059299776,"put_call_skew_pp":-46.311003112669184,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SWIM","source_hash":"ee9ef3c50e366078cc70cf41be1574f7049effb1538b16d2a76950d0ff2bd88c"},{"symbol":"SWIM","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:32.989000+00:00","captured_at":"2026-10-26T13:30:59.074Z","last_trade_at":"2026-10-26T13:30:42.36008409Z","price":6.6,"iv_pct":128.76869287306306,"implied_move_pct":32.77209202870496,"put_call_skew_pp":3.6767890583974783,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SWIM","source_hash":"8db6d013ec87d6204adddea6e0424018c9f4ec542240c5fd899f0f367931a101"},{"symbol":"SWIM","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:07.425000+00:00","captured_at":"2026-10-27T02:48:57.964Z","last_trade_at":"2026-10-26T20:00:01.615776324Z","price":6.68,"iv_pct":132.00961334292774,"implied_move_pct":35.630804341384554,"put_call_skew_pp":14.780303659825854,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SWIM","source_hash":"aec3e2222b00060be2227abb8f1bd7e647f3dcf2eeac39e6e6d955924e51a41e"},{"symbol":"SWIM","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:12.217000+00:00","captured_at":"2026-10-27T20:10:08.530Z","last_trade_at":"2026-10-27T20:00:01.66654927Z","price":6.84,"iv_pct":102.82440286501043,"implied_move_pct":24.980524208646095,"put_call_skew_pp":-13.829629418144162,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SWIM","source_hash":"b7507e17c4dabe5192bbb656ad9bab38870957a37e7d39fc2c87de38c988c98c"},{"symbol":"SWIM","expiry":"2026-11-20","observed_at":"2026-10-29T19:58:49.570000+00:00","captured_at":"2026-10-29T20:23:27.924Z","last_trade_at":"2026-10-29T20:00:07.727136279Z","price":7.26,"iv_pct":106.61306116057361,"implied_move_pct":23.369874183426962,"put_call_skew_pp":-20.284120795131464,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SWIM","source_hash":"ad5d8c347e5429af29f8c61e2a114edc5572aba517c14ae798f4022cb76a6cec"},{"symbol":"SWIM","expiry":"2026-11-20","observed_at":"2026-10-30T19:59:20.867000+00:00","captured_at":"2026-10-30T21:38:01.697Z","last_trade_at":"2026-10-30T20:00:02.452182786Z","price":7.31,"iv_pct":97.48380798558276,"implied_move_pct":20.441053905202526,"put_call_skew_pp":0.7442332855491118,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SWIM","source_hash":"ee48a150bab60c3081f087120de2c202be51fc3668c840edd5006a528000a5b5"},{"symbol":"SWIM","expiry":"2026-11-20","observed_at":"2026-11-03T19:10:53.208000+00:00","captured_at":"2026-11-03T19:13:29.670Z","last_trade_at":"2026-11-03T19:13:09.003108087Z","price":7.305,"iv_pct":95.33901736119425,"implied_move_pct":16.660533809585026,"put_call_skew_pp":-59.28756715235235,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SWIM","source_hash":"1b80d26809213c4538d64419dfb14cd034ac52d782c04a4a2cc7ded2d5b7ca5e"}],"dailyIv":[{"symbol":"SWIM","date":"2026-10-21","iv_pct":94.31323554377602,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":168.59574022582072,"put_iv_pct":143.55542064356058},{"expiry":"2026-12-18","call_iv_pct":108.879783065855,"put_iv_pct":90.77742044577496},{"expiry":"2027-02-19","call_iv_pct":67.06524354969946,"put_iv_pct":71.12088298504239},{"expiry":"2027-05-21","call_iv_pct":52.75398529652018,"put_iv_pct":51.75740813793476}],"source":"ThetaData EOD Greeks","provider_symbol":"SWIM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b1164a78f1835080adf0390f90fe4e4d7886ceee6432161369beda63e6d75b38","captured_at":"2026-11-01T13:34:15.337069+00:00"},{"symbol":"SWIM","date":"2026-10-29","iv_pct":78.5021978644223,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":92.18101124012776,"put_iv_pct":120.18878521742234},{"expiry":"2026-12-18","call_iv_pct":73.62393272849266,"put_iv_pct":75.5456203373723},{"expiry":"2027-02-19","call_iv_pct":66.55533994865719,"put_iv_pct":77.02604030113727},{"expiry":"2027-05-21","call_iv_pct":56.968597618719265,"put_iv_pct":65.92825552344965}],"source":"ThetaData EOD Greeks","provider_symbol":"SWIM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a738a82271dce663558367f3bc1b5a26db4f230ba96be771d2e8ef359b27bce6","captured_at":"2026-11-01T03:19:29.314512+00:00"},{"symbol":"SWIM","date":"2026-10-30","iv_pct":75.75496904669266,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":88.18470348493798,"put_iv_pct":105.59697531804677},{"expiry":"2026-12-18","call_iv_pct":90.17945263422398,"put_iv_pct":59.68116446252054},{"expiry":"2027-02-19","call_iv_pct":64.01658271040705,"put_iv_pct":58.45738120679766},{"expiry":"2027-05-21","call_iv_pct":70.08344527595884,"put_iv_pct":69.84004728064849}],"source":"ThetaData EOD Greeks","provider_symbol":"SWIM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8f10215b96e9371bb63ad0912273978294bc31e7237840f69de4b1f707928d22","captured_at":"2026-11-01T00:46:57.266593+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SWIM","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":"2026-10-21","observed_at":null,"iv_pct":94.31323554377602,"put_call_skew_pp":-10.020904981395665,"implied_move_pct":41.02253654526741,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b1164a78f1835080adf0390f90fe4e4d7886ceee6432161369beda63e6d75b38","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":78.5021978644223,"put_call_skew_pp":12.33995496084617,"implied_move_pct":34.877532445218705,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a738a82271dce663558367f3bc1b5a26db4f230ba96be771d2e8ef359b27bce6","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":75.75496904669266,"put_call_skew_pp":-4.722153959378595,"implied_move_pct":34.18612462889029,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8f10215b96e9371bb63ad0912273978294bc31e7237840f69de4b1f707928d22","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}