{"schemaVersion":1,"symbol":"VWOB","days":90,"observations":[{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-10-22T16:35:15.546000+00:00","captured_at":"2026-10-22T16:49:31.445Z","last_trade_at":"2026-10-22T16:49:30.777803803Z","price":63.735,"iv_pct":31.283504576010113,"implied_move_pct":6.911932744453927,"put_call_skew_pp":-8.786663130216127,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"3cdfe62bb2c3edc76da1566f04e359c173665c499d0955b0495944b2a99dd9e6"},{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:59.466000+00:00","captured_at":"2026-10-23T00:46:54.085Z","last_trade_at":"2026-10-22T20:00:00.074122788Z","price":63.82,"iv_pct":20.60009568614067,"implied_move_pct":4.645794644963537,"put_call_skew_pp":-3.59027471008192,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"d418386858da5c274b2efb778557812a6d138440909eca908dea2008ff9f77d1"},{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-10-23T19:49:59.259000+00:00","captured_at":"2026-10-23T20:45:23.533Z","last_trade_at":"2026-10-23T20:00:00.182414654Z","price":63.71,"iv_pct":14.190083175264872,"implied_move_pct":3.062768053023113,"put_call_skew_pp":-3.7229869257947468,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"ccaa35ca84eff39946cf0f793c0a6a347f8bced16e064b69b0a03ca0519155eb"},{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:59.413000+00:00","captured_at":"2026-10-27T01:29:05.211Z","last_trade_at":"2026-10-26T20:00:00.592772097Z","price":63.57,"iv_pct":22.000243505646978,"implied_move_pct":4.600567497128987,"put_call_skew_pp":-4.401403223592181,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"425db2f2062596ff9d8fce973cb97cc60b06ff62e395430bc7a950e52ec638b0"},{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:01.887000+00:00","captured_at":"2026-10-28T02:24:33.379Z","last_trade_at":"2026-10-27T20:00:00.071207214Z","price":63.82,"iv_pct":21.95461509427108,"implied_move_pct":4.500710522650058,"put_call_skew_pp":-4.511458164274345,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"eea78c972c6b8fee8c16dc8ea160cbb12f8034d059013ad801db5947526d440a"},{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-10-28T19:49:59.460000+00:00","captured_at":"2026-10-28T22:38:32.609Z","last_trade_at":"2026-10-28T20:00:00.7267883Z","price":63.73,"iv_pct":21.535004723522395,"implied_move_pct":4.328675529997292,"put_call_skew_pp":-4.578104908283537,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"b68a03b3cb9d2297791cd60d16a63886306dac9e8585571229ec1267bc531c2d"},{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-10-29T19:49:59.829000+00:00","captured_at":"2026-10-30T01:15:43.357Z","last_trade_at":"2026-10-29T23:28:10.869778716Z","price":64.18,"iv_pct":23.003736627380604,"implied_move_pct":4.516718134272269,"put_call_skew_pp":-4.802707954710067,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"a68508a68f75a94b92a863fb8b57a1171f6dc0106e1ae901b113639d5b1aa6a1"},{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:59.841000+00:00","captured_at":"2026-10-30T23:49:11.266Z","last_trade_at":"2026-10-30T20:11:08.622565372Z","price":63.98,"iv_pct":22.820585324338914,"implied_move_pct":4.3630332813451735,"put_call_skew_pp":-4.841022389548994,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"3714e86a02e54a1505a764723dbf8ff2113cca071fb49d90226820f30b2180ef"},{"symbol":"VWOB","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:05.682000+00:00","captured_at":"2026-11-04T08:45:17.585Z","last_trade_at":"2026-11-03T21:00:00.066710549Z","price":63.55,"iv_pct":25.03103373945371,"implied_move_pct":4.225518252990543,"put_call_skew_pp":-6.529424819171692,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VWOB","source_hash":"214c3fe0f6b059b56c0f71be96325a66c41f425daa94b3d594c6d2b955878539"}],"dailyIv":[{"symbol":"VWOB","date":"2026-10-19","iv_pct":16.795356592454535,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.371933774834439,"put_iv_pct":20.423947368421054},{"expiry":"2026-12-18","call_iv_pct":17.531556948798325,"put_iv_pct":20.74066011235955},{"expiry":"2027-02-19","call_iv_pct":16.475626043405676,"put_iv_pct":16.601346998535874},{"expiry":"2027-05-21","call_iv_pct":13.51283261802575,"put_iv_pct":14.704948875255624}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ee4f0ac55a4acf850e153e21d71c0c5c46d4615ee947e9bfee6a7c24611f75ec","captured_at":"2026-11-01T17:42:58.687047+00:00"},{"symbol":"VWOB","date":"2026-10-20","iv_pct":17.563090586953578,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.733199343724365,"put_iv_pct":21.094060606060605},{"expiry":"2026-12-18","call_iv_pct":16.934141012909635,"put_iv_pct":21.20385510996119},{"expiry":"2027-02-19","call_iv_pct":16.198444444444444,"put_iv_pct":16.987864823348694},{"expiry":"2027-05-21","call_iv_pct":13.539375000000001,"put_iv_pct":15.813784355179706}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3965262f45f2aeaebf4ce081ec8cd573f26a6965aefdd3a170d4a5cf8b5af412","captured_at":"2026-11-01T15:27:54.443520+00:00"},{"symbol":"VWOB","date":"2026-10-21","iv_pct":17.599382466760048,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.825659777424484,"put_iv_pct":21.079313131313132},{"expiry":"2026-12-18","call_iv_pct":17.447279792746112,"put_iv_pct":21.334496644295303},{"expiry":"2027-02-19","call_iv_pct":16.41611464968153,"put_iv_pct":16.79023952095808},{"expiry":"2027-05-21","call_iv_pct":13.567382413087936,"put_iv_pct":15.334573804573806}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5a809b0efcad3052201f2308d2e8adf4f82b3367d1ca0103a707139d4ae4c42c","captured_at":"2026-11-01T13:50:26.064593+00:00"},{"symbol":"VWOB","date":"2026-10-22","iv_pct":17.59091650422365,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.784217118997912,"put_iv_pct":22.1298347107438},{"expiry":"2026-12-18","call_iv_pct":16.34215909090909,"put_iv_pct":21.456752246469833},{"expiry":"2027-02-19","call_iv_pct":15.749586305278173,"put_iv_pct":17.59799331103679},{"expiry":"2027-05-21","call_iv_pct":13.538571428571428,"put_iv_pct":15.128217821782178}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5145718db9f08d9432307326016ebe9480cf64f8d3b484bd3f3dcfad958a873a","captured_at":"2026-10-25T08:23:58.885384+00:00"},{"symbol":"VWOB","date":"2026-10-23","iv_pct":16.213565891864434,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.1226724137931,"put_iv_pct":9.454447949526813},{"expiry":"2026-12-18","call_iv_pct":17.139666269368295,"put_iv_pct":21.69730722154223},{"expiry":"2027-02-19","call_iv_pct":16.388288288288287,"put_iv_pct":17.201687898089173},{"expiry":"2027-05-21","call_iv_pct":13.596363636363638,"put_iv_pct":15.108093457943925}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"58e4c810e56a06d85703856e1cb92331351b5647dfbbdb9946d80f72b37cdff4","captured_at":"2026-10-25T08:23:57.345759+00:00"},{"symbol":"VWOB","date":"2026-10-26","iv_pct":18.243919590848396,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.544440894568687,"put_iv_pct":23.1867581300813},{"expiry":"2026-12-18","call_iv_pct":17.10172932330827,"put_iv_pct":21.96229357798165},{"expiry":"2027-02-19","call_iv_pct":16.43393846153846,"put_iv_pct":17.413065015479877},{"expiry":"2027-05-21","call_iv_pct":13.71628,"put_iv_pct":15.59285132382892}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8e3455fefa2b2b3fc7cc8ae6f342fd80d5f698f4de0632b42b802f68adf7c992","captured_at":"2026-11-01T10:27:40.171853+00:00"},{"symbol":"VWOB","date":"2026-10-27","iv_pct":17.99378971139197,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.968174186778594,"put_iv_pct":23.531168708765318},{"expiry":"2026-12-18","call_iv_pct":16.630390189520625,"put_iv_pct":21.734720101781168},{"expiry":"2027-02-19","call_iv_pct":15.736333333333333,"put_iv_pct":17.624418985270047},{"expiry":"2027-05-21","call_iv_pct":13.702636363636362,"put_iv_pct":15.022475822050291}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c1d77be53c4271e464d9034c96f6b8e9713d5743bd880caaad4e04deddf33795","captured_at":"2026-11-01T08:43:09.788781+00:00"},{"symbol":"VWOB","date":"2026-10-28","iv_pct":18.19960994425551,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.230041265474554,"put_iv_pct":22.735250219490784},{"expiry":"2026-12-18","call_iv_pct":17.439171528588098,"put_iv_pct":22.136021505376345},{"expiry":"2027-02-19","call_iv_pct":16.27328509406657,"put_iv_pct":17.699967845659163},{"expiry":"2027-05-21","call_iv_pct":13.748405253283302,"put_iv_pct":15.334736842105261}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a4f95a1c6607be321fb55a7c4043830bf71e5f72b8e96aa1e048ca4a87d7e0c0","captured_at":"2026-11-01T06:10:28.261472+00:00"},{"symbol":"VWOB","date":"2026-10-29","iv_pct":18.323734347248664,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.88072811059908,"put_iv_pct":24.398579492003762},{"expiry":"2026-12-18","call_iv_pct":16.93105046343975,"put_iv_pct":22.223582677165354},{"expiry":"2027-02-19","call_iv_pct":15.84190800681431,"put_iv_pct":18.046206896551723},{"expiry":"2027-05-21","call_iv_pct":13.68114049586777,"put_iv_pct":14.586678635547578}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"13b2eb80ba7807e3a49f906ef06753aef323744ffcfbd4b68d70e2260a1ca94d","captured_at":"2026-11-01T03:35:02.773210+00:00"},{"symbol":"VWOB","date":"2026-10-30","iv_pct":18.237037957023446,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.52911504424779,"put_iv_pct":23.77521739130435},{"expiry":"2026-12-18","call_iv_pct":16.601938144329896,"put_iv_pct":21.871901140684415},{"expiry":"2027-02-19","call_iv_pct":16.041318101933218,"put_iv_pct":16.41025641025641},{"expiry":"2027-05-21","call_iv_pct":13.74984509466437,"put_iv_pct":15.91671232876712}],"source":"ThetaData EOD Greeks","provider_symbol":"VWOB","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b613b46341093448931696b2ad3e028939a218021dad7cfeb3b9f3ae67e3b041","captured_at":"2026-11-01T01:03:27.195111+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VWOB","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":16.795356592454535,"put_call_skew_pp":2.644738492376978,"implied_move_pct":8.325625215779088,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ee4f0ac55a4acf850e153e21d71c0c5c46d4615ee947e9bfee6a7c24611f75ec","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":17.563090586953578,"put_call_skew_pp":2.4236012733679373,"implied_move_pct":8.56579357558784,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3965262f45f2aeaebf4ce081ec8cd573f26a6965aefdd3a170d4a5cf8b5af412","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":17.599382466760048,"put_call_skew_pp":2.070546617050066,"implied_move_pct":8.502795883582666,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5a809b0efcad3052201f2308d2e8adf4f82b3367d1ca0103a707139d4ae4c42c","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":17.590916504223653,"put_call_skew_pp":2.974566036569,"implied_move_pct":8.420434243630844,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5145718db9f08d9432307326016ebe9480cf64f8d3b484bd3f3dcfad958a873a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":16.21356589186443,"put_call_skew_pp":-0.6963635201777953,"implied_move_pct":8.007186350741263,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"58e4c810e56a06d85703856e1cb92331351b5647dfbbdb9946d80f72b37cdff4","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":18.243919590848392,"put_call_skew_pp":2.589644841989083,"implied_move_pct":8.432578056417364,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8e3455fefa2b2b3fc7cc8ae6f342fd80d5f698f4de0632b42b802f68adf7c992","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":17.99378971139197,"put_call_skew_pp":2.9688123861494775,"implied_move_pct":8.23975935155686,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c1d77be53c4271e464d9034c96f6b8e9713d5743bd880caaad4e04deddf33795","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":18.199609944255506,"put_call_skew_pp":2.5537683178047574,"implied_move_pct":8.292252224729811,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a4f95a1c6607be321fb55a7c4043830bf71e5f72b8e96aa1e048ca4a87d7e0c0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":18.323734347248664,"put_call_skew_pp":2.980055156136877,"implied_move_pct":8.196790460591181,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"13b2eb80ba7807e3a49f906ef06753aef323744ffcfbd4b68d70e2260a1ca94d","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":18.237037957023446,"put_call_skew_pp":2.5129677214592556,"implied_move_pct":8.130216132104074,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b613b46341093448931696b2ad3e028939a218021dad7cfeb3b9f3ae67e3b041","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}