{"schemaVersion":1,"symbol":"TDSC","days":90,"observations":[{"symbol":"TDSC","expiry":"2026-11-20","observed_at":"2026-10-22T19:57:39.238000+00:00","captured_at":"2026-10-22T20:22:37.908Z","last_trade_at":"2026-10-22T20:00:00.18424878Z","price":28.5653,"iv_pct":25.957116856438667,"implied_move_pct":5.959675332937087,"put_call_skew_pp":-5.582041561603473,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDSC","source_hash":"9073a3836fc5c63e8214835adc0ee7795d6ba274ab7bb0567c68e868ef3e8fc7"},{"symbol":"TDSC","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:27.052000+00:00","captured_at":"2026-10-23T20:44:01.045Z","last_trade_at":"2026-10-23T20:00:00.338618043Z","price":28.5667,"iv_pct":26.55080022101347,"implied_move_pct":5.832981520301289,"put_call_skew_pp":-8.216859998647896,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDSC","source_hash":"b733604eb6bb17e2449674ded766628e808fbc4c81afe8536beb699e0823c480"},{"symbol":"TDSC","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:05.632000+00:00","captured_at":"2026-10-27T00:49:29.311Z","last_trade_at":"2026-10-26T20:00:00.565760022Z","price":28.7114,"iv_pct":27.80366814177239,"implied_move_pct":5.770474052974251,"put_call_skew_pp":-8.556558058995778,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDSC","source_hash":"6c3ea8c4a671993ea8de3fdc35a3b23aec81eeedb9c74b953922d6da0ff2d028"},{"symbol":"TDSC","expiry":"2026-11-20","observed_at":"2026-10-27T16:07:47.165000+00:00","captured_at":"2026-10-27T16:15:19.591Z","last_trade_at":"2026-10-27T16:07:32.155129903Z","price":28.81,"iv_pct":26.70697777698453,"implied_move_pct":5.47937385498306,"put_call_skew_pp":-8.58278044101841,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDSC","source_hash":"e7ae3ecf44cfe4b7d77feae57d09636384c1b068281c47f484160d6d55e38aef"},{"symbol":"TDSC","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:05.244000+00:00","captured_at":"2026-10-28T20:01:36.832Z","last_trade_at":"2026-10-28T20:00:00.08695339Z","price":28.8497,"iv_pct":27.644596354778106,"implied_move_pct":5.543970951720987,"put_call_skew_pp":-8.767798054999897,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDSC","source_hash":"10774ebfbbb76794805271d12a49c5d5e1c4a807a2269730d32f9da92985484b"}],"dailyIv":[{"symbol":"TDSC","date":"2026-10-19","iv_pct":20.471055702886364,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":23.47994500458295,"put_iv_pct":21.9211943793911},{"expiry":"2026-12-18","call_iv_pct":20.890840336134456,"put_iv_pct":19.49640218049667},{"expiry":"2027-03-19","call_iv_pct":19.614859002169197,"put_iv_pct":18.595169186465082},{"expiry":"2027-06-17","call_iv_pct":20.213213828425094,"put_iv_pct":19.556821705426355}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"f883f545054d7c63556861673a31bf3b3ccbc53cf57f68e49aa1184a713fe2fe","captured_at":"2026-11-01T17:31:15.398477+00:00"},{"symbol":"TDSC","date":"2026-10-20","iv_pct":20.26724041787441,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.146767123287674,"put_iv_pct":22.47457564575646},{"expiry":"2026-12-18","call_iv_pct":20.032334928229663,"put_iv_pct":19.70877659574468},{"expiry":"2027-03-19","call_iv_pct":18.763333333333332,"put_iv_pct":19.108392415498766},{"expiry":"2027-06-17","call_iv_pct":19.735953827460513,"put_iv_pct":20.167789473684213}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"c4e92825b94735a8b9381da7a8e39ef21689f9c6ca8d9a2ae1ac2c00428dbc48","captured_at":"2026-11-01T15:15:56.132383+00:00"},{"symbol":"TDSC","date":"2026-10-21","iv_pct":20.236898475811298,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.986104671584126,"put_iv_pct":22.836697459584297},{"expiry":"2026-12-18","call_iv_pct":19.847622377622375,"put_iv_pct":19.93211810012837},{"expiry":"2027-03-19","call_iv_pct":18.882975047984644,"put_iv_pct":19.011963993453357},{"expiry":"2027-06-17","call_iv_pct":19.385754060324828,"put_iv_pct":20.011952095808383}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"1dac76eeaf949e627809bb7d89f3faa39f4aca5e2d28b7181c986e39d46ea951","captured_at":"2026-11-01T13:35:45.102265+00:00"},{"symbol":"TDSC","date":"2026-10-22","iv_pct":21.265003813514006,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":28.20480433473811,"put_iv_pct":23.7605},{"expiry":"2026-12-18","call_iv_pct":19.7271729544341,"put_iv_pct":20.268030690537085},{"expiry":"2027-03-19","call_iv_pct":19.17206577595067,"put_iv_pct":19.28310945273632},{"expiry":"2027-06-17","call_iv_pct":19.464782082324454,"put_iv_pct":20.239565217391302}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d5f12ab29d9b4033b969d52a573745d6d6e09a1dd68649f95feecbcedc117fb3","captured_at":"2026-10-25T05:57:31.804027+00:00"},{"symbol":"TDSC","date":"2026-10-23","iv_pct":22.704348755731882,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":26.392434908389582,"put_iv_pct":26.598293228875207},{"expiry":"2026-12-18","call_iv_pct":22.668269447576098,"put_iv_pct":21.978931506849317},{"expiry":"2027-03-19","call_iv_pct":20.719275521405052,"put_iv_pct":20.82765306122449},{"expiry":"2027-06-17","call_iv_pct":21.148707124010553,"put_iv_pct":21.30122524752475}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"ef1c974bef5ade2a0e19905b38fccb6950d903e618eb96ee2849df3c9d53b385","captured_at":"2026-10-25T05:57:30.694872+00:00"},{"symbol":"TDSC","date":"2026-10-26","iv_pct":22.784908540039567,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.619544419134396,"put_iv_pct":27.861879194630866},{"expiry":"2026-12-18","call_iv_pct":22.331894846434146,"put_iv_pct":22.045854545454546},{"expiry":"2027-03-19","call_iv_pct":20.486171310629516,"put_iv_pct":20.427263427109974},{"expiry":"2027-06-17","call_iv_pct":20.905675000000002,"put_iv_pct":20.60098557692308}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"3b1c55da82fa1400a69d9f749cf0a9d0f3541f0ccf260b8c1a062eb6aa017f81","captured_at":"2026-11-01T10:13:16.025382+00:00"},{"symbol":"TDSC","date":"2026-10-27","iv_pct":22.467433447996584,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.057852604828458,"put_iv_pct":26.489295597484276},{"expiry":"2026-12-18","call_iv_pct":22.671231254932913,"put_iv_pct":21.706863572433193},{"expiry":"2027-03-19","call_iv_pct":20.11679841897233,"put_iv_pct":20.20501300954033},{"expiry":"2027-06-17","call_iv_pct":20.618111380145276,"put_iv_pct":20.874301745635908}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"c9c8967f200362bafbc371405deef932c81766e3fd79a11512bf516586924b68","captured_at":"2026-11-01T08:28:41.786185+00:00"},{"symbol":"TDSC","date":"2026-10-28","iv_pct":22.742646283669465,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.87772613065327,"put_iv_pct":27.121359223300967},{"expiry":"2026-12-18","call_iv_pct":22.65556844547564,"put_iv_pct":22.172264519277697},{"expiry":"2027-03-19","call_iv_pct":20.208013631937682,"put_iv_pct":20.40111405835544},{"expiry":"2027-06-17","call_iv_pct":20.50512426035503,"put_iv_pct":21}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"7866db0ac544d93530e527510ff6beecdd6f7ee33d989aec30639f8f9eda5291","captured_at":"2026-11-01T05:55:27.161872+00:00"},{"symbol":"TDSC","date":"2026-10-29","iv_pct":22.688340636466855,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":28.259473684210523,"put_iv_pct":27.457172284644194},{"expiry":"2026-12-18","call_iv_pct":22.61328582145536,"put_iv_pct":21.563428981348636},{"expiry":"2027-03-19","call_iv_pct":20.339213592233012,"put_iv_pct":20.194189307624892},{"expiry":"2027-06-17","call_iv_pct":20.396415094339627,"put_iv_pct":20.683546325878595}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"5e30d228232e574b57fd6e47ea1130d76a7783e464479fd5453014475b1d6e6e","captured_at":"2026-11-01T03:20:56.297097+00:00"},{"symbol":"TDSC","date":"2026-10-30","iv_pct":22.816457758327275,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":29.28155792276964,"put_iv_pct":28.334887493458925},{"expiry":"2026-12-18","call_iv_pct":21.67436436436436,"put_iv_pct":21.400267686424474},{"expiry":"2027-03-19","call_iv_pct":20.52289416846652,"put_iv_pct":19.74802557953637},{"expiry":"2027-06-17","call_iv_pct":20.762554002541293,"put_iv_pct":20.807110849056603}],"source":"ThetaData EOD Greeks","provider_symbol":"TDSC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b462c87a06a93a4745dd37cef8763c368ff0c721fbb26593623dc2f764f0d875","captured_at":"2026-11-01T00:48:28.920811+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/TDSC","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":20.471055702886364,"put_call_skew_pp":-1.157317679883123,"implied_move_pct":10.83506162916904,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f883f545054d7c63556861673a31bf3b3ccbc53cf57f68e49aa1184a713fe2fe","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":20.26724041787441,"put_call_skew_pp":0.1952862295932345,"implied_move_pct":10.698501376400056,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c4e92825b94735a8b9381da7a8e39ef21689f9c6ca8d9a2ae1ac2c00428dbc48","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":20.236898475811298,"put_call_skew_pp":0.4225688728646082,"implied_move_pct":10.596350719212893,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1dac76eeaf949e627809bb7d89f3faa39f4aca5e2d28b7181c986e39d46ea951","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":21.265003813514003,"put_call_skew_pp":-0.754404946695657,"implied_move_pct":10.871424515628288,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d5f12ab29d9b4033b969d52a573745d6d6e09a1dd68649f95feecbcedc117fb3","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":22.704348755731882,"put_call_skew_pp":-0.05564598922688013,"implied_move_pct":11.588221744643999,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ef1c974bef5ade2a0e19905b38fccb6950d903e618eb96ee2849df3c9d53b385","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":22.784908540039567,"put_call_skew_pp":-0.10182570801989854,"implied_move_pct":11.291445609061286,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3b1c55da82fa1400a69d9f749cf0a9d0f3541f0ccf260b8c1a062eb6aa017f81","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":22.467433447996584,"put_call_skew_pp":-0.29712993344631755,"implied_move_pct":11.10504792296421,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c9c8967f200362bafbc371405deef932c81766e3fd79a11512bf516586924b68","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":22.742646283669465,"put_call_skew_pp":-0.1379236668718793,"implied_move_pct":11.118963782454887,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7866db0ac544d93530e527510ff6beecdd6f7ee33d989aec30639f8f9eda5291","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":22.688340636466855,"put_call_skew_pp":-0.42751282318555095,"implied_move_pct":10.984082396969946,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5e30d228232e574b57fd6e47ea1130d76a7783e464479fd5453014475b1d6e6e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":22.816457758327275,"put_call_skew_pp":-0.4877697124163607,"implied_move_pct":10.938963299986964,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b462c87a06a93a4745dd37cef8763c368ff0c721fbb26593623dc2f764f0d875","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}