{"schemaVersion":1,"symbol":"TDY","days":90,"observations":[{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-22T16:13:11.745000+00:00","captured_at":"2026-10-22T16:23:22.194Z","last_trade_at":"2026-10-22T16:23:07.474290109Z","price":615.42,"iv_pct":27.34856307349116,"implied_move_pct":6.184889188259591,"put_call_skew_pp":6.66518098655165,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"a3e114d1a0551628bcafae37b2fc9522caf1a05a33b0402cb2bb53fab573b712"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-22T19:54:30.111000+00:00","captured_at":"2026-10-23T00:20:12.769Z","last_trade_at":"2026-10-22T23:00:00.002262449Z","price":620.47,"iv_pct":26.660628690137766,"implied_move_pct":6.077272194367933,"put_call_skew_pp":7.80868737677734,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"b00385e6e28fa154feb5c2c93e9d8b0aec4f17fa81983558059ea2fbad5bbfe5"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-23T14:25:41.124000+00:00","captured_at":"2026-10-23T14:37:25.291Z","last_trade_at":"2026-10-23T14:37:24.635007129Z","price":617.99,"iv_pct":28.277565404235755,"implied_move_pct":6.301771699096959,"put_call_skew_pp":4.29903194729318,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"2cc57a1d4ab8a594ece1b842a4a210361e524f2a614ac5f29a16bff99aed1efd"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-23T19:48:04.248000+00:00","captured_at":"2026-10-24T00:19:24.223Z","last_trade_at":"2026-10-23T23:00:00.001593962Z","price":625.41,"iv_pct":26.915380967717816,"implied_move_pct":5.96100884685807,"put_call_skew_pp":3.894480874316936,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"5931bd5296bdcaeb01e97840e6a751c771a343bc6efef906d0a8687be4007a49"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:59.576000+00:00","captured_at":"2026-10-27T03:52:30.163Z","last_trade_at":"2026-10-26T23:00:00.001436819Z","price":645.47,"iv_pct":26.202016277765967,"implied_move_pct":5.488145677856005,"put_call_skew_pp":4.3057329620790235,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"c96a7d7d1abef53b058a939fc0c8a04b8e01dd1d5ba9dbfb04adf652c72352d5"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-27T19:48:59.961000+00:00","captured_at":"2026-10-27T21:57:40.019Z","last_trade_at":"2026-10-27T20:25:15.779003848Z","price":654.99,"iv_pct":26.652362713337553,"implied_move_pct":5.454435854387833,"put_call_skew_pp":7.059792155464209,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"f5bbf301d5dea5c0ca1138a9cb2521b2956ee3e9f598666e0ef6c8a31c5fcd06"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-28T16:45:04.370000+00:00","captured_at":"2026-10-28T16:53:57.347Z","last_trade_at":"2026-10-28T16:52:57.460005438Z","price":663.11,"iv_pct":24.52196134204499,"implied_move_pct":5.015880106383855,"put_call_skew_pp":9.638307099316018,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"e3c3f4d2ec8c6064d532d3700796fb4189f9a174666c5fe494001cf21a408515"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-28T19:49:03.562000+00:00","captured_at":"2026-10-29T00:18:12.519Z","last_trade_at":"2026-10-28T23:00:00.001456654Z","price":665.56,"iv_pct":24.123077292068164,"implied_move_pct":4.861003404932677,"put_call_skew_pp":3.317434622225152,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"f1b8baa43d1016651130b51c47cc09ad6b84481c4d6c7ae99e0bb83422dd44e4"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-29T19:49:47.037000+00:00","captured_at":"2026-10-30T02:12:29.377Z","last_trade_at":"2026-10-29T23:00:00.001247121Z","price":677.46,"iv_pct":24.156267192919508,"implied_move_pct":4.763187192747339,"put_call_skew_pp":7.732759289300556,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"4a7f91082b3bf89263fe548448cc4dd654c64ae78e5cffd8f70bc69fc6db5383"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-30T17:20:04.868000+00:00","captured_at":"2026-10-30T17:34:19.850Z","last_trade_at":"2026-10-30T17:33:05.129012622Z","price":655.92,"iv_pct":26.811350029461046,"implied_move_pct":5.114701375276231,"put_call_skew_pp":0.2201577456811099,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"a76b122e03f803411f6afb932569980ab661a627416096b5eb5c99fed6917ca8"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:06.407000+00:00","captured_at":"2026-10-31T01:42:36.719Z","last_trade_at":"2026-10-30T23:00:00.001590471Z","price":658.23,"iv_pct":27.977819103537584,"implied_move_pct":5.431148893347973,"put_call_skew_pp":5.913870106761565,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"2b86277fc4ed82c5a318c4b652237760aef654f4f8c83db27d8d6979ba8ca16a"},{"symbol":"TDY","expiry":"2026-11-20","observed_at":"2026-11-02T20:46:26.737000+00:00","captured_at":"2026-11-03T04:26:25.172Z","last_trade_at":"2026-11-03T00:00:00.001574091Z","price":659.91,"iv_pct":29.17822639192868,"implied_move_pct":5.18550415847306,"put_call_skew_pp":4.86972179998495,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TDY","source_hash":"4e19978108f2703d19dd8650ed9c4425c70d3e3ce38ae84cadd0c8b86f3f07cf"}],"dailyIv":[{"symbol":"TDY","date":"2026-10-19","iv_pct":28.872982739239625,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":30.934681753889677,"put_iv_pct":31.678726483357455},{"expiry":"2026-12-18","call_iv_pct":28.84725776965265,"put_iv_pct":28.675472727272727},{"expiry":"2027-01-15","call_iv_pct":27.180486815415822,"put_iv_pct":27.289154334038056},{"expiry":"2027-03-19","call_iv_pct":28.379371428571424,"put_iv_pct":27.9987106017192}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"35a236065b5984d26d0c7755df1c8bccaefa394e7a0ae52900ff3c74ff8f8f73","captured_at":"2026-11-01T17:31:21.825072+00:00"},{"symbol":"TDY","date":"2026-10-20","iv_pct":28.85194301562682,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":30.820787623066103,"put_iv_pct":32.77370820668693},{"expiry":"2026-12-18","call_iv_pct":28.164574468085107,"put_iv_pct":28.773027522935777},{"expiry":"2027-01-15","call_iv_pct":26.505498981670062,"put_iv_pct":27.542929936305732},{"expiry":"2027-03-19","call_iv_pct":27.9259943977591,"put_iv_pct":28.309022988505745}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"de4fe7c1d42ccd114212bddecbda99554e8f14972e551a21dd80852133e724af","captured_at":"2026-11-01T15:16:02.702100+00:00"},{"symbol":"TDY","date":"2026-10-21","iv_pct":25.878066207853102,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":28.126768447837147,"put_iv_pct":24.16240170031881},{"expiry":"2026-12-18","call_iv_pct":26.699204737732657,"put_iv_pct":24.528511627906976},{"expiry":"2027-01-15","call_iv_pct":25.66064030131827,"put_iv_pct":23.94981851179673},{"expiry":"2027-03-19","call_iv_pct":27.65794520547945,"put_iv_pct":26.239239130434783}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f69b05d855a2e0451dd64c41c63aaafa26d1473ccd03f87e9848bfd748cff3dc","captured_at":"2026-11-01T13:36:08.484973+00:00"},{"symbol":"TDY","date":"2026-10-22","iv_pct":26.625278121810044,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":25.14565976008724,"put_iv_pct":28.163168316831683},{"expiry":"2026-12-18","call_iv_pct":26.303414634146343,"put_iv_pct":26.772673267326734},{"expiry":"2027-01-15","call_iv_pct":25.681287878787877,"put_iv_pct":25.903923076923075},{"expiry":"2027-03-19","call_iv_pct":27.437319034852546,"put_iv_pct":27.594779005524867}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"46587e8a7c190777e0d23b6ac127058c43f2ef2757207916e8baeab337f75a60","captured_at":"2026-10-25T05:59:09.299741+00:00"},{"symbol":"TDY","date":"2026-10-23","iv_pct":26.794691556122398,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.282336561743342,"put_iv_pct":26.532277580071174},{"expiry":"2026-12-18","call_iv_pct":26.911898527004908,"put_iv_pct":26.81632183908046},{"expiry":"2027-01-15","call_iv_pct":26.130157790927022,"put_iv_pct":25.727509578544062},{"expiry":"2027-03-19","call_iv_pct":27.67340659340659,"put_iv_pct":27.283623978201632}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8b3a48147ccbece9023c407f5e30d13638ef54b007ea7f79381b1df9480719ad","captured_at":"2026-10-25T05:59:08.181373+00:00"},{"symbol":"TDY","date":"2026-10-26","iv_pct":26.128659594253648,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":26.604046242774572,"put_iv_pct":25.786395089285712},{"expiry":"2026-12-18","call_iv_pct":26.09782958199357,"put_iv_pct":25.507888198757765},{"expiry":"2027-01-15","call_iv_pct":25.713529411764707,"put_iv_pct":24.888102466793168},{"expiry":"2027-03-19","call_iv_pct":27.638033707865166,"put_iv_pct":26.79345205479452}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6e166b039a5b6d3fffe7093f8b23e5a29cf7c177bbda381f2e7069364d0b0f9a","captured_at":"2026-11-01T10:13:25.428580+00:00"},{"symbol":"TDY","date":"2026-10-27","iv_pct":25.906934624234232,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.24285082872928,"put_iv_pct":26.05033519553072},{"expiry":"2026-12-18","call_iv_pct":25.16160120845921,"put_iv_pct":25.62138364779874},{"expiry":"2027-01-15","call_iv_pct":24.736228571428573,"put_iv_pct":24.6912213740458},{"expiry":"2027-03-19","call_iv_pct":26.81546961325967,"put_iv_pct":26.936386554621848}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3676c5a835169363bed46b4a27c728113efd29ff47c75ed84d08ba878c578b0e","captured_at":"2026-11-01T08:28:48.233049+00:00"},{"symbol":"TDY","date":"2026-10-28","iv_pct":24.963313106001692,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.153790238836965,"put_iv_pct":24.118261758691204},{"expiry":"2026-12-18","call_iv_pct":24.80635135135135,"put_iv_pct":24.650444104134763},{"expiry":"2027-01-15","call_iv_pct":24.523320683111955,"put_iv_pct":24.301471698113208},{"expiry":"2027-03-19","call_iv_pct":26.833333333333336,"put_iv_pct":26.31953168044077}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5d3b85d8df890955673d76ac8c385139311207cbef407ad458eaa5afdd706426","captured_at":"2026-11-01T05:55:33.953628+00:00"},{"symbol":"TDY","date":"2026-10-29","iv_pct":24.825887388016515,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.669898242368177,"put_iv_pct":25.63966630785791},{"expiry":"2026-12-18","call_iv_pct":25.214462444771723,"put_iv_pct":24.501944444444447},{"expiry":"2027-01-15","call_iv_pct":23.336833333333335,"put_iv_pct":24.750901960784315},{"expiry":"2027-03-19","call_iv_pct":25.65839237057221,"put_iv_pct":26.834999999999997}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"bf83802fe06a88344fb02afd1b95aff9d97664e0d115a1ad16d5c7a9f6ec2823","captured_at":"2026-11-01T03:21:03.020065+00:00"},{"symbol":"TDY","date":"2026-10-30","iv_pct":27.19991468455641,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.505232903865213,"put_iv_pct":31.438884758364317},{"expiry":"2026-12-18","call_iv_pct":24.983969465648855,"put_iv_pct":28.652660869565217},{"expiry":"2027-01-15","call_iv_pct":24.751707779886146,"put_iv_pct":27.902838709677418},{"expiry":"2027-03-19","call_iv_pct":27.537337110481587,"put_iv_pct":27.826685878962536}],"source":"ThetaData EOD Greeks","provider_symbol":"TDY","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f67449c7f41dbb447154eb602514aa789a359b86b615e13162ba42295a9531ab","captured_at":"2026-11-01T00:48:35.492734+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/TDY","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":28.872982739239625,"put_call_skew_pp":0.07506659471446575,"implied_move_pct":13.104142262920213,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"35a236065b5984d26d0c7755df1c8bccaefa394e7a0ae52900ff3c74ff8f8f73","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":28.85194301562682,"put_call_skew_pp":0.9954582959634539,"implied_move_pct":12.97837244512738,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"de4fe7c1d42ccd114212bddecbda99554e8f14972e551a21dd80852133e724af","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":25.878066207853102,"put_call_skew_pp":-2.316146930477556,"implied_move_pct":11.73707124276914,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f69b05d855a2e0451dd64c41c63aaafa26d1473ccd03f87e9848bfd748cff3dc","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":26.625278121810044,"put_call_skew_pp":0.9667155896830879,"implied_move_pct":11.988054247849163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"46587e8a7c190777e0d23b6ac127058c43f2ef2757207916e8baeab337f75a60","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":26.794691556122398,"put_call_skew_pp":-0.4095166242961339,"implied_move_pct":11.95893763208895,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8b3a48147ccbece9023c407f5e30d13638ef54b007ea7f79381b1df9480719ad","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":26.128659594253648,"put_call_skew_pp":-0.769400283691712,"implied_move_pct":11.421386742845453,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6e166b039a5b6d3fffe7093f8b23e5a29cf7c177bbda381f2e7069364d0b0f9a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":25.906934624234232,"put_call_skew_pp":-0.1642058624699061,"implied_move_pct":11.198450341453718,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3676c5a835169363bed46b4a27c728113efd29ff47c75ed84d08ba878c578b0e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":24.963313106001692,"put_call_skew_pp":-0.2317715913134144,"implied_move_pct":10.805334771765608,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5d3b85d8df890955673d76ac8c385139311207cbef407ad458eaa5afdd706426","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":24.82588738801652,"put_call_skew_pp":1.2119815805103071,"implied_move_pct":10.636021770685412,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bf83802fe06a88344fb02afd1b95aff9d97664e0d115a1ad16d5c7a9f6ec2823","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":27.19991468455641,"put_call_skew_pp":3.5107057391719216,"implied_move_pct":11.439061111423781,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f67449c7f41dbb447154eb602514aa789a359b86b615e13162ba42295a9531ab","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]}]}