{"schemaVersion":1,"symbol":"USMV","days":90,"observations":[{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-22T16:18:41.640000+00:00","captured_at":"2026-10-22T16:26:15.681Z","last_trade_at":"2026-10-22T16:26:12.316205389Z","price":103.31,"iv_pct":13.268712731940191,"implied_move_pct":3.123314766109372,"put_call_skew_pp":-5.230520871351044,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"970c6bc3b5bea6f5ff774dbfb3ca9f0f1220cd9690ce869db12b1366d4bb2fd5"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:08.418000+00:00","captured_at":"2026-10-23T00:33:43.227Z","last_trade_at":"2026-10-23T00:00:07.755263051Z","price":103.51,"iv_pct":8.952305655439014,"implied_move_pct":2.0696952902468606,"put_call_skew_pp":3.708984820775574,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"99b515187385b9e29a1495405cfda741fd7a322492d9b97a6eabac6a98f0c152"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-23T15:27:15.431000+00:00","captured_at":"2026-10-23T15:41:39.391Z","last_trade_at":"2026-10-23T15:41:24.519658662Z","price":103.14,"iv_pct":15.992257060869635,"implied_move_pct":3.606868054961259,"put_call_skew_pp":1.7282869198150501,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"dfd5cf77f063f440cc37c14432405032eb83a2b478bf5f0b62875f2da14c2cbb"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:23.100000+00:00","captured_at":"2026-10-24T00:35:18.579Z","last_trade_at":"2026-10-24T00:00:07.745168862Z","price":102.95,"iv_pct":16.159384787472035,"implied_move_pct":3.599866575833927,"put_call_skew_pp":1.7596558188088807,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"12f004c92a454bd62c0861d630b70d9de9e5e3b619076f953abc91d5cbfa4383"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-27T13:56:52.214000+00:00","captured_at":"2026-10-27T14:05:08.205Z","last_trade_at":"2026-10-27T14:05:05.021500699Z","price":102.9,"iv_pct":12.609150963397141,"implied_move_pct":2.6021942818941604,"put_call_skew_pp":0.7465387287861336,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"f186d9020bb716e4ad3de5a106e10e23817425683e3b9010b44bae78e8e09e4f"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:43.596000+00:00","captured_at":"2026-10-27T23:20:32.798Z","last_trade_at":"2026-10-27T22:30:07.755016905Z","price":103.05,"iv_pct":12.684373479367903,"implied_move_pct":2.6450876681377227,"put_call_skew_pp":0.19229099449400988,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"c976093c01d019cbb3ef04bfbcf9a1f769b753a5a5175c1956fff2d042e6a424"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:04.774000+00:00","captured_at":"2026-10-28T20:18:50.979Z","last_trade_at":"2026-10-28T20:10:07.785934725Z","price":102.91,"iv_pct":14.566453981094357,"implied_move_pct":2.894964152001776,"put_call_skew_pp":2.4909747612757855,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"807814622ddcd12628cdd852e45a15d6874b29a63ae954372efdca6ac3116c33"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:04.074000+00:00","captured_at":"2026-10-29T23:01:33.026Z","last_trade_at":"2026-10-29T22:30:07.743391867Z","price":103.13,"iv_pct":12.663491925798247,"implied_move_pct":2.486522553626365,"put_call_skew_pp":-0.9930483647449362,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"db102f8d37e66b86cadbc67a6231f6fab01858a1bad9788680a9034426cd5c05"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:12.973000+00:00","captured_at":"2026-10-30T22:58:54.396Z","last_trade_at":"2026-10-30T22:30:07.637611538Z","price":102.93,"iv_pct":12.721524940929669,"implied_move_pct":2.4617793612629852,"put_call_skew_pp":1.3362980316962787,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"22dac90d0c2c3840b0f95a9820f71fb0a9555bbf280ff4397b9ea54e29f89b6b"},{"symbol":"USMV","expiry":"2026-11-20","observed_at":"2026-11-06T14:59:58.428000+00:00","captured_at":"2026-11-06T15:11:59.358Z","last_trade_at":"2026-11-06T15:11:52.286829708Z","price":101.35,"iv_pct":17.296242640874688,"implied_move_pct":2.756234640179279,"put_call_skew_pp":7.582174913904616,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/USMV","source_hash":"d3da265e774c493cd868da84734e3a7b3acf5ba4751ffae337203600ad0f4433"}],"dailyIv":[{"symbol":"USMV","date":"2026-10-19","iv_pct":11.391592262980684,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.461104815864024,"put_iv_pct":9.828962264150944},{"expiry":"2026-12-18","call_iv_pct":12.585280898876402,"put_iv_pct":13.660862697448358},{"expiry":"2027-03-19","call_iv_pct":10.325693430656933,"put_iv_pct":10.995744680851063},{"expiry":"2027-06-17","call_iv_pct":10.046482758620689,"put_iv_pct":13.228606557377049}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b2c69a9a5c6c091fcbbda29c15a0270b0be8033f72c1e2b1d6291617d5ba32c9","captured_at":"2026-11-01T17:38:20.474796+00:00"},{"symbol":"USMV","date":"2026-10-20","iv_pct":11.770627778791905,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":9.806122448979592,"put_iv_pct":16.517191392978482},{"expiry":"2026-12-18","call_iv_pct":10.859685777287762,"put_iv_pct":12.65843137254902},{"expiry":"2027-03-19","call_iv_pct":9.011685575364668,"put_iv_pct":12.123568548387096},{"expiry":"2027-06-17","call_iv_pct":9.67177551020408,"put_iv_pct":13.51656160458453}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"1e8fbef3e772443860da416148c7fef52419d8bd0d3f9174fb657acb7cab16ab","captured_at":"2026-11-01T15:23:10.853942+00:00"},{"symbol":"USMV","date":"2026-10-21","iv_pct":11.798806149426396,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.836279707495429,"put_iv_pct":12.187134083930399},{"expiry":"2026-12-18","call_iv_pct":12.67979797979798,"put_iv_pct":12.86173099415205},{"expiry":"2027-03-19","call_iv_pct":9.281987075928917,"put_iv_pct":11.587394636015325},{"expiry":"2027-06-17","call_iv_pct":9.960674846625766,"put_iv_pct":12.995449871465295}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d69fc67afabf76e0d8ec2860e47c55a2fbe6e59adee014d2b45dee874532a39c","captured_at":"2026-11-01T13:45:14.696175+00:00"},{"symbol":"USMV","date":"2026-10-22","iv_pct":11.153901113101204,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":7.635067658998647,"put_iv_pct":10.251971350613916},{"expiry":"2026-12-18","call_iv_pct":11.314652317880794,"put_iv_pct":14.722382420971472},{"expiry":"2027-03-19","call_iv_pct":9.432553897180764,"put_iv_pct":12.891721854304636},{"expiry":"2027-06-17","call_iv_pct":9.349616161616161,"put_iv_pct":13.633243243243243}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"0a8a8944a0984855da825fdc98c7629476ea3d31ff136e752e10238621b6a01e","captured_at":"2026-10-25T07:27:53.092716+00:00"},{"symbol":"USMV","date":"2026-10-23","iv_pct":13.56343520550979,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.338926174496642,"put_iv_pct":15.973972602739725},{"expiry":"2026-12-18","call_iv_pct":12.696134800550208,"put_iv_pct":15.323183549124145},{"expiry":"2027-03-19","call_iv_pct":10.391095652173913,"put_iv_pct":13.174747252747254},{"expiry":"2027-06-17","call_iv_pct":10.343691275167785,"put_iv_pct":14.265730337078653}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"db562dcc25dd82250b6dc6bd0b0cd38abae334e5cafe6ebd4d44632d0a8504f4","captured_at":"2026-10-25T07:27:51.633082+00:00"},{"symbol":"USMV","date":"2026-10-26","iv_pct":13.209830609259967,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.683917410714285,"put_iv_pct":14.423653846153844},{"expiry":"2026-12-18","call_iv_pct":12.463742216687422,"put_iv_pct":15.526517374517374},{"expiry":"2027-03-19","call_iv_pct":9.600761421319797,"put_iv_pct":13.783262260127932},{"expiry":"2027-06-17","call_iv_pct":10.148972162740899,"put_iv_pct":14.047818181818181}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"c942cd77fc4391b614f2886c534679a6a9fd4c02cf4a6c2db0a54b19f0f4a18e","captured_at":"2026-11-01T10:22:27.082560+00:00"},{"symbol":"USMV","date":"2026-10-27","iv_pct":13.301972162027004,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.084739249771271,"put_iv_pct":14.853865877712034},{"expiry":"2026-12-18","call_iv_pct":13.887084203201114,"put_iv_pct":15.366740289413555},{"expiry":"2027-03-19","call_iv_pct":11.097486818980668,"put_iv_pct":13.653299798792757},{"expiry":"2027-06-17","call_iv_pct":10.70659090909091,"put_iv_pct":13.76597014925373}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d2eff6e02ff6308accdc565e7a44bbee2c930cab829062f38380ef4541141900","captured_at":"2026-11-01T08:37:54.568124+00:00"},{"symbol":"USMV","date":"2026-10-28","iv_pct":12.920948958372186,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.693640982218458,"put_iv_pct":15.365334040296927},{"expiry":"2026-12-18","call_iv_pct":12.623317972350229,"put_iv_pct":14.04872596153846},{"expiry":"2027-03-19","call_iv_pct":9.85652733118971,"put_iv_pct":13.470969162995594},{"expiry":"2027-06-17","call_iv_pct":10.38643956043956,"put_iv_pct":13.922636655948553}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"7365a11a3c8d1671707dec567724b31b08f0af7374e36a03d0953a15ad53540c","captured_at":"2026-11-01T06:04:34.787928+00:00"},{"symbol":"USMV","date":"2026-10-29","iv_pct":12.264515488399757,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.252112436115842,"put_iv_pct":12.007375000000001},{"expiry":"2026-12-18","call_iv_pct":12.58076630778974,"put_iv_pct":13.5874827802129},{"expiry":"2027-03-19","call_iv_pct":9.123543913713405,"put_iv_pct":13.292857142857143},{"expiry":"2027-06-17","call_iv_pct":10.275932914046122,"put_iv_pct":13.996053412462908}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b8d35ca4e9b4961e8ba1e990b59441c0f9a93e4539aeb8c0e46c8b9c4d8ca84c","captured_at":"2026-11-01T03:29:36.140284+00:00"},{"symbol":"USMV","date":"2026-10-30","iv_pct":12.315100988133432,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.148011049723758,"put_iv_pct":11.067195121951219},{"expiry":"2026-12-18","call_iv_pct":13.1960372157133,"put_iv_pct":13.31625153374233},{"expiry":"2027-03-19","call_iv_pct":10.063257328990229,"put_iv_pct":12.545560081466395},{"expiry":"2027-06-17","call_iv_pct":10.759886877828055,"put_iv_pct":13.424608695652173}],"source":"ThetaData EOD Greeks","provider_symbol":"USMV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"6ece250c1bf1a9211b2fad77f185f8f78b57396e4d177d50b97a7130194477da","captured_at":"2026-11-01T00:57:50.183212+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/USMV","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":11.391592262980684,"put_call_skew_pp":1.0739035739523413,"implied_move_pct":6.157338154693609,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b2c69a9a5c6c091fcbbda29c15a0270b0be8033f72c1e2b1d6291617d5ba32c9","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":11.770627778791903,"put_call_skew_pp":3.866620901665757,"implied_move_pct":6.182746477242375,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1e8fbef3e772443860da416148c7fef52419d8bd0d3f9174fb657acb7cab16ab","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":11.798806149426396,"put_call_skew_pp":1.2182424939287442,"implied_move_pct":6.156064308325303,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d69fc67afabf76e0d8ec2860e47c55a2fbe6e59adee014d2b45dee874532a39c","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":11.153901113101206,"put_call_skew_pp":3.441857208364225,"implied_move_pct":6.011093205101853,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0a8a8944a0984855da825fdc98c7629476ea3d31ff136e752e10238621b6a01e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":13.56343520550979,"put_call_skew_pp":2.241946459825307,"implied_move_pct":6.836448250667198,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"db562dcc25dd82250b6dc6bd0b0cd38abae334e5cafe6ebd4d44632d0a8504f4","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":13.209830609259967,"put_call_skew_pp":2.4709646127887317,"implied_move_pct":6.573641808439964,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c942cd77fc4391b614f2886c534679a6a9fd4c02cf4a6c2db0a54b19f0f4a18e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":13.301972162027004,"put_call_skew_pp":2.215993733532028,"implied_move_pct":6.654082509919287,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d2eff6e02ff6308accdc565e7a44bbee2c930cab829062f38380ef4541141900","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":12.920948958372186,"put_call_skew_pp":2.561934993645395,"implied_move_pct":6.3972065351746386,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7365a11a3c8d1671707dec567724b31b08f0af7374e36a03d0953a15ad53540c","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":12.26451548839976,"put_call_skew_pp":1.912853190966961,"implied_move_pct":6.138951029169856,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b8d35ca4e9b4961e8ba1e990b59441c0f9a93e4539aeb8c0e46c8b9c4d8ca84c","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":12.315100988133434,"put_call_skew_pp":0.5466057401391935,"implied_move_pct":6.1181949061995775,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6ece250c1bf1a9211b2fad77f185f8f78b57396e4d177d50b97a7130194477da","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}