{"schemaVersion":1,"symbol":"VTC","days":90,"observations":[{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-22T16:34:40.940000+00:00","captured_at":"2026-10-22T16:49:21.233Z","last_trade_at":"2026-10-22T16:42:57.138705671Z","price":73.92,"iv_pct":6.8410723358251655,"implied_move_pct":1.6100948322812507,"put_call_skew_pp":9.699461444752345,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"c79424369d05fc127254a81a12ddb4e3de5fdccfd1f589a6974974d5e1182819"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:08.035000+00:00","captured_at":"2026-10-23T00:46:44.695Z","last_trade_at":"2026-10-22T20:00:00.416436322Z","price":74.0354,"iv_pct":13.72543295921805,"implied_move_pct":3.1703562565069996,"put_call_skew_pp":-2.4131383511594273,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"811eb9154fffe5da7472a113f5fd51beebcd4d681b1e7dc1d1cc2193660f48c3"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-23T15:40:39.570000+00:00","captured_at":"2026-10-23T15:42:35.598Z","last_trade_at":"2026-10-23T15:36:20.574054433Z","price":73.83,"iv_pct":24.669320294101954,"implied_move_pct":11.090367867348178,"put_call_skew_pp":9.046110154189495,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"5a5552654a757a6043d7ef9e43cc8e921efa2416addce78a126e0c434f17e804"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:07.434000+00:00","captured_at":"2026-10-24T00:35:24.289Z","last_trade_at":"2026-10-23T20:00:00.078607786Z","price":73.81,"iv_pct":13.465625183613517,"implied_move_pct":3.0142401762167883,"put_call_skew_pp":0.42025493314697127,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"ebd51d16339c7e3d76d59a8b5751684507af810635b079a1153d8d9c22dbf2d1"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-26T19:27:40.548000+00:00","captured_at":"2026-10-26T19:37:55.455Z","last_trade_at":"2026-10-26T19:35:40.299548073Z","price":73.835,"iv_pct":6.597877159362464,"implied_move_pct":1.4094271772353462,"put_call_skew_pp":3.1789855380513528,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"7d869db677d18ea9fb5d8a110bd8e041a94b0219623b2d2054238f2df161a3b4"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:05.676000+00:00","captured_at":"2026-10-27T04:05:47.334Z","last_trade_at":"2026-10-26T21:36:30.543859782Z","price":73.75,"iv_pct":6.721409294784847,"implied_move_pct":1.4564307408455335,"put_call_skew_pp":1.4694017524267842,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"dc9b48bb5b2ce3f436f1b32f2616d30e30d5d437a5472fd37e775f5738709579"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:08.108000+00:00","captured_at":"2026-10-27T22:00:10.949Z","last_trade_at":"2026-10-27T20:00:00.306285723Z","price":74,"iv_pct":10.976852998522894,"implied_move_pct":2.0861032376541977,"put_call_skew_pp":-5.460024290499867,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"5a5acf3c02eeb4983c4692a2d133de78e8b58130400892d863c705dfdfde2ae8"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-28T16:54:27.215000+00:00","captured_at":"2026-10-28T16:56:21.773Z","last_trade_at":"2026-10-28T16:54:58.935166228Z","price":73.955,"iv_pct":6.473298584687728,"implied_move_pct":1.3804440044888744,"put_call_skew_pp":3.467812487186963,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"9e3e2b2643908c9ba7bfcbe6bece39c0789faf5dbf503982e825887485f1adb1"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:55.641000+00:00","captured_at":"2026-10-29T00:32:54.594Z","last_trade_at":"2026-10-28T20:00:00.351354768Z","price":73.91,"iv_pct":9.700570494570076,"implied_move_pct":2.212089808214881,"put_call_skew_pp":5.894086646804059,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"feecd6e79ed74df0ae3abec6c1459a19a7ba1ac41717ef5797640dbf46ea6174"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:15.810000+00:00","captured_at":"2026-10-30T02:25:56.290Z","last_trade_at":"2026-10-29T20:00:00.292094094Z","price":73.99,"iv_pct":6.167608001913953,"implied_move_pct":1.3063718383448453,"put_call_skew_pp":3.7293331249735933,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"53de825287d05d8d675f78f881106dc0781b1e19a14965039753bd1dfcf878f2"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:52.706000+00:00","captured_at":"2026-10-30T20:07:38.274Z","last_trade_at":"2026-10-30T20:00:00.196953846Z","price":74.07,"iv_pct":12.090682578888016,"implied_move_pct":3.026875621259127,"put_call_skew_pp":3.6982067909247447,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"819905b87a0ec1a72b50b1c113e4b17ddef66a392f9a86dcc46b059fc6f796fb"},{"symbol":"VTC","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:33.258000+00:00","captured_at":"2026-11-03T14:41:51.924Z","last_trade_at":"2026-11-03T14:41:16.988830289Z","price":73.605,"iv_pct":6.641763154559718,"implied_move_pct":1.2490463963313314,"put_call_skew_pp":0.2993328594520103,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VTC","source_hash":"0afda5078bb63f925e343ebef7bccb8c69e574722ffa26b5259e4e9c34936960"}],"dailyIv":[{"symbol":"VTC","date":"2026-10-20","iv_pct":8.05911616706754,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":5.00864064602961,"put_iv_pct":15.373323124042882},{"expiry":"2026-12-18","call_iv_pct":3.9097027804410356,"put_iv_pct":10.89460606060606},{"expiry":"2027-02-19","call_iv_pct":3.317637528259232,"put_iv_pct":11.07262836185819},{"expiry":"2027-05-21","call_iv_pct":2.833187855787476,"put_iv_pct":12.063202979515829}],"source":"ThetaData EOD Greeks","provider_symbol":"VTC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"509eca74aaa1d5fc5a0b72b7fea6c97efa56a1f7977501693452c4c123693a4a","captured_at":"2026-11-01T15:27:27.701716+00:00"},{"symbol":"VTC","date":"2026-10-21","iv_pct":9.328405916466737,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":4.698963414634147,"put_iv_pct":14.077480314960628},{"expiry":"2026-12-18","call_iv_pct":16.22269286754003,"put_iv_pct":10.90758052434457},{"expiry":"2027-02-19","call_iv_pct":3.315608082348456,"put_iv_pct":10.813884892086332},{"expiry":"2027-05-21","call_iv_pct":2.8350662739322536,"put_iv_pct":11.755970961887478}],"source":"ThetaData EOD Greeks","provider_symbol":"VTC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1be16066f662bdc6602550ca3c2615ba03d0085665b73dd03b1499d9c8abfb05","captured_at":"2026-11-01T13:49:57.487655+00:00"},{"symbol":"VTC","date":"2026-10-22","iv_pct":12.02414568486163,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.717112676056338,"put_iv_pct":7.409486952675808},{"expiry":"2026-12-18","call_iv_pct":12.66422609778885,"put_iv_pct":18.062618796198525},{"expiry":"2027-02-19","call_iv_pct":3.721244541484708,"put_iv_pct":10.529397905759161},{"expiry":"2027-05-21","call_iv_pct":12.136049382716049,"put_iv_pct":11.953029126213591}],"source":"ThetaData EOD Greeks","provider_symbol":"VTC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8d55cc4f648b8dbae3ad6addbfd73bda58d19c3c2807124b7071237103505922","captured_at":"2026-10-25T08:17:31.704781+00:00"},{"symbol":"VTC","date":"2026-10-23","iv_pct":8.7708269376856,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.686603773584906,"put_iv_pct":9.17521212121212},{"expiry":"2026-12-18","call_iv_pct":3.577387522495501,"put_iv_pct":11.479503161698283},{"expiry":"2027-02-19","call_iv_pct":2.2582118330692023,"put_iv_pct":11.175525114155253},{"expiry":"2027-05-21","call_iv_pct":2.6897643097643096,"put_iv_pct":12.124407665505228}],"source":"ThetaData EOD Greeks","provider_symbol":"VTC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3346a3196c7e4bea00875e10f94bc25af1fbd145cff08e4bad9465a739872c9a","captured_at":"2026-10-25T08:17:30.348651+00:00"},{"symbol":"VTC","date":"2026-10-26","iv_pct":7.15189050872036,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":4.198511658589806,"put_iv_pct":9.162648196549922},{"expiry":"2026-12-18","call_iv_pct":3.095858483096192,"put_iv_pct":11.585234691218622},{"expiry":"2027-02-19","call_iv_pct":3.151036053647432,"put_iv_pct":11.166716851441242},{"expiry":"2027-05-21","call_iv_pct":2.688067474048443,"put_iv_pct":12.167050661171217}],"source":"ThetaData EOD Greeks","provider_symbol":"VTC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"84c10126177417c48598c17aa12b3dac47c28f03453ac66fc8acac452e9bfcc9","captured_at":"2026-11-01T10:27:11.255965+00:00"},{"symbol":"VTC","date":"2026-10-27","iv_pct":8.115173114946398,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.216079043161727,"put_iv_pct":8.738794708476236},{"expiry":"2026-12-18","call_iv_pct":3.458854087089381,"put_iv_pct":10.905492957746478},{"expiry":"2027-02-19","call_iv_pct":3.154562193126023,"put_iv_pct":10.74857908847185},{"expiry":"2027-05-21","call_iv_pct":2.7689233390119252,"put_iv_pct":11.930099502487563}],"source":"ThetaData EOD Greeks","provider_symbol":"VTC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"71f3eaacd973a928d5c3f1d790f423f9e4bf212b663edc8458d62fe021648937","captured_at":"2026-11-01T08:42:39.514400+00:00"},{"symbol":"VTC","date":"2026-10-28","iv_pct":11.202581083943356,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":9.670935080405002,"put_iv_pct":8.957863979848868},{"expiry":"2026-12-18","call_iv_pct":8.151683765841883,"put_iv_pct":6.520805982550894},{"expiry":"2027-02-19","call_iv_pct":12.637103113270037,"put_iv_pct":19.701428571428572},{"expiry":"2027-05-21","call_iv_pct":11.531491354466858,"put_iv_pct":12.449336823734729}],"source":"ThetaData EOD Greeks","provider_symbol":"VTC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ff2b407d4a95066ee87ab2e6c48b827216094b0f633c0b137506e6d09c585849","captured_at":"2026-11-01T06:09:28.885660+00:00"},{"symbol":"VTC","date":"2026-10-30","iv_pct":8.449845995996139,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.39313708820404,"put_iv_pct":7.647497982243744},{"expiry":"2026-12-18","call_iv_pct":3.3999860302677534,"put_iv_pct":11.223904688701},{"expiry":"2027-02-19","call_iv_pct":3.2194188327611575,"put_iv_pct":10.937125506072874},{"expiry":"2027-05-21","call_iv_pct":2.623459156590976,"put_iv_pct":12.154238683127573}],"source":"ThetaData EOD Greeks","provider_symbol":"VTC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"935bff1c15376bc95294573675aa95b04487dac1b8fc1a0cfb0ec46e58e381bb","captured_at":"2026-11-01T01:02:55.087571+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VTC","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":"2026-10-20","observed_at":null,"iv_pct":8.05911616706754,"put_call_skew_pp":8.5836479288764,"implied_move_pct":3.947537510460937,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"509eca74aaa1d5fc5a0b72b7fea6c97efa56a1f7977501693452c4c123693a4a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":9.328405916466737,"put_call_skew_pp":5.12064651370603,"implied_move_pct":4.430143038858988,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1be16066f662bdc6602550ca3c2615ba03d0085665b73dd03b1499d9c8abfb05","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":12.02414568486163,"put_call_skew_pp":-0.07102497929971507,"implied_move_pct":5.782416071138714,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8d55cc4f648b8dbae3ad6addbfd73bda58d19c3c2807124b7071237103505922","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":8.7708269376856,"put_call_skew_pp":4.435670155914241,"implied_move_pct":4.029228862280059,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3346a3196c7e4bea00875e10f94bc25af1fbd145cff08e4bad9465a739872c9a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":7.15189050872036,"put_call_skew_pp":7.737044182749783,"implied_move_pct":3.542501893869453,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"84c10126177417c48598c17aa12b3dac47c28f03453ac66fc8acac452e9bfcc9","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":8.115173114946398,"put_call_skew_pp":4.931136898698266,"implied_move_pct":3.7359970332306527,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"71f3eaacd973a928d5c3f1d790f423f9e4bf212b663edc8458d62fe021648937","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":11.202581083943356,"put_call_skew_pp":1.4095555108948208,"implied_move_pct":5.773727018113938,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ff2b407d4a95066ee87ab2e6c48b827216094b0f633c0b137506e6d09c585849","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":8.449845995996139,"put_call_skew_pp":4.081691438080316,"implied_move_pct":3.747111602967963,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"935bff1c15376bc95294573675aa95b04487dac1b8fc1a0cfb0ec46e58e381bb","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}