{"schemaVersion":1,"symbol":"WATS","days":90,"observations":[{"symbol":"WATS","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.246000+00:00","captured_at":"2026-10-24T10:50:24.747Z","last_trade_at":"2026-10-24T00:00:07.945725464Z","price":17.4851,"iv_pct":59.59254646163797,"implied_move_pct":12.913328389286374,"put_call_skew_pp":-12.722141403647292,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WATS","source_hash":"c966f88651fa4640a659d3c9e03d45fda862e5effb60b9a011ea01c207cab445"},{"symbol":"WATS","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.421000+00:00","captured_at":"2026-10-26T20:11:56.715Z","last_trade_at":"2026-10-26T20:10:07.86273973Z","price":17.5792,"iv_pct":61.0512419202361,"implied_move_pct":12.638985288094586,"put_call_skew_pp":-19.222615239855635,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WATS","source_hash":"6dc4f62b063bef97b1870b397c5ea02efbc64a5f65c8332b88739a798603cb17"},{"symbol":"WATS","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:07.355000+00:00","captured_at":"2026-10-27T22:22:29.559Z","last_trade_at":"2026-10-27T20:10:08.000867279Z","price":18.5389,"iv_pct":55.95624090879341,"implied_move_pct":11.475036491535795,"put_call_skew_pp":-15.51623982142053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WATS","source_hash":"75e08466d78cd13a4043d25bae236ac643df95132d337f282716c6c64e1b3c1e"},{"symbol":"WATS","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:04.360000+00:00","captured_at":"2026-10-28T20:02:53.233Z","last_trade_at":"2026-10-28T20:00:00.653186434Z","price":18.5556,"iv_pct":56.65421747471182,"implied_move_pct":11.321801199443522,"put_call_skew_pp":-16.07724702822114,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WATS","source_hash":"de69cd18bb6342361058c533c2af0f78704e5bd881ca6dea0671bc1c73c4f16a"},{"symbol":"WATS","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:06.886000+00:00","captured_at":"2026-10-29T22:56:51.047Z","last_trade_at":"2026-10-29T22:30:07.943565726Z","price":18.5948,"iv_pct":60.30823904089011,"implied_move_pct":11.687650394962775,"put_call_skew_pp":-21.155614439083102,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WATS","source_hash":"350f05386b28deb1dd9d03617636677132b0ab5a48921c36f164a6e9b12c5ffb"},{"symbol":"WATS","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:10.224000+00:00","captured_at":"2026-10-30T22:28:37.711Z","last_trade_at":"2026-10-30T20:10:07.864164907Z","price":17.8393,"iv_pct":63.893645966135956,"implied_move_pct":12.277950839651405,"put_call_skew_pp":-18.11131673094446,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WATS","source_hash":"ffdde9b0131d34cf856935c5e57c1675958f798ce24301b59215744a92f288e9"},{"symbol":"WATS","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:01.295000+00:00","captured_at":"2026-11-03T21:58:58.441Z","last_trade_at":"2026-11-03T21:10:08.001943261Z","price":18.3527,"iv_pct":68.76050320678327,"implied_move_pct":11.744108693855027,"put_call_skew_pp":-23.700079938773765,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WATS","source_hash":"aac978c6f267d07aaedcd2a3c69413f0827ae9b0bd451664ee5e9206dfed3e56"}],"dailyIv":[{"symbol":"WATS","date":"2026-10-19","iv_pct":165.15409233250588,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":306.59632183908053,"put_iv_pct":168.66074408117248},{"expiry":"2026-12-18","call_iv_pct":310.80395037416315,"put_iv_pct":125.63935611038106},{"expiry":"2027-03-19","call_iv_pct":167.99814173228347,"put_iv_pct":77.85897022332506},{"expiry":"2027-06-17","call_iv_pct":85.55320610687022,"put_iv_pct":78.12204819277109}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d1f9da5a3a8348953a15dcadbaf0b43b4f42bf6346bf1eb36966ded3e7c6397e","captured_at":"2026-11-01T17:43:41.318036+00:00"},{"symbol":"WATS","date":"2026-10-20","iv_pct":92.66243795388212,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":180.5972474377745,"put_iv_pct":84.38715083798883},{"expiry":"2026-12-18","call_iv_pct":58.131828490432326,"put_iv_pct":108.09185017026107},{"expiry":"2027-03-19","call_iv_pct":74.17649789029535,"put_iv_pct":76.45500313087038},{"expiry":"2027-06-17","call_iv_pct":80.24327844311378,"put_iv_pct":79.21664723032069}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d1dfa3ec0e8781535fc1c1a6045041cf1e0900f65c962ab7992e0ca62c4a4234","captured_at":"2026-11-01T15:28:33.475516+00:00"},{"symbol":"WATS","date":"2026-10-21","iv_pct":161.668081657208,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":301.0923431952663,"put_iv_pct":171.01579999999998},{"expiry":"2026-12-18","call_iv_pct":311.57618317447157,"put_iv_pct":123.80062547673532},{"expiry":"2027-03-19","call_iv_pct":164.70047134440279,"put_iv_pct":73.44184249628529},{"expiry":"2027-06-17","call_iv_pct":82.0211856474259,"put_iv_pct":65.69620192307691}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"60014a35e4b57f163554e59f794a9d80f56cf9a200802465b7ff35de417af315","captured_at":"2026-11-01T13:50:50.434058+00:00"},{"symbol":"WATS","date":"2026-10-22","iv_pct":65.72752103295632,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":60.93267305644303,"put_iv_pct":58.878389886892876},{"expiry":"2026-12-18","call_iv_pct":55.70058181818182,"put_iv_pct":53.213665158371036},{"expiry":"2027-03-19","call_iv_pct":76.80507246376813,"put_iv_pct":61.193219858156034},{"expiry":"2027-06-17","call_iv_pct":84.04087912087913,"put_iv_pct":75.05568690095848}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b674cfa1e4c4ef69d21453d0cfda60ace56f6791911a9b0ea164d911e86aa7a2","captured_at":"2026-10-25T08:29:48.720951+00:00"},{"symbol":"WATS","date":"2026-10-23","iv_pct":62.672563636273665,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":61.205180897250365,"put_iv_pct":56.470721579305646},{"expiry":"2026-12-18","call_iv_pct":56.150404551201014,"put_iv_pct":50.801123090745726},{"expiry":"2027-03-19","call_iv_pct":72.97881019830028,"put_iv_pct":59.81383631713555},{"expiry":"2027-06-17","call_iv_pct":79.6545744680851,"put_iv_pct":64.30585798816567}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"6b43e7b442d5888644e8de261c8fbea2e654f3a71558a4c9fb93542c244c9d8d","captured_at":"2026-10-25T08:29:47.644803+00:00"},{"symbol":"WATS","date":"2026-10-26","iv_pct":80.30072527131014,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.97538461538461,"put_iv_pct":178.19359773371107},{"expiry":"2026-12-18","call_iv_pct":56.56715686274511,"put_iv_pct":50.24143527833669},{"expiry":"2027-03-19","call_iv_pct":74.18407185628743,"put_iv_pct":58.13113009198423},{"expiry":"2027-06-17","call_iv_pct":81.2509387755102,"put_iv_pct":78.86208695652174}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"747169e95c1e650ad63951db0e3a764eab9ad3a7701471189d66865e5a98a7a8","captured_at":"2026-11-01T10:28:07.958910+00:00"},{"symbol":"WATS","date":"2026-10-27","iv_pct":103.53576655248494,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":173.13,"put_iv_pct":57.43767344078486},{"expiry":"2026-12-18","call_iv_pct":141.1784579976985,"put_iv_pct":123.65037940379406},{"expiry":"2027-03-19","call_iv_pct":101.11949399114484,"put_iv_pct":77.377859922179},{"expiry":"2027-06-17","call_iv_pct":77.65687083888149,"put_iv_pct":76.73539682539683}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"3d7a146df7b77b7a8cef249297bd9e3694c0c9e99d4e96c6daae30aed2284d24","captured_at":"2026-11-01T08:43:33.953399+00:00"},{"symbol":"WATS","date":"2026-10-28","iv_pct":67.37541842986934,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":56.40669249106078,"put_iv_pct":56.639959155888356},{"expiry":"2026-12-18","call_iv_pct":48.7,"put_iv_pct":47.92923482849604},{"expiry":"2027-03-19","call_iv_pct":100.92146137787054,"put_iv_pct":77.49526066350711},{"expiry":"2027-06-17","call_iv_pct":77.63010695187167,"put_iv_pct":73.28063197026023}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"cc3c39615a8dd48067f91c98c843739591bb578075e1198b3f3e75267367ee60","captured_at":"2026-11-01T06:10:54.113652+00:00"},{"symbol":"WATS","date":"2026-10-29","iv_pct":61.90717140863319,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":63.34809364548495,"put_iv_pct":56.46182372881356},{"expiry":"2026-12-18","call_iv_pct":53.53317422434367,"put_iv_pct":47.018597560975614},{"expiry":"2027-03-19","call_iv_pct":70.55483146067417,"put_iv_pct":56.8758118556701},{"expiry":"2027-06-17","call_iv_pct":76.12991379310344,"put_iv_pct":71.335125}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"c300d5042f9c4624028fa1da2d688314b030b00cf3f674e86f2b4ae24d6a47b6","captured_at":"2026-11-01T03:35:48.704889+00:00"},{"symbol":"WATS","date":"2026-10-30","iv_pct":65.88030674773971,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.26673796791444,"put_iv_pct":62.89432142857143},{"expiry":"2026-12-18","call_iv_pct":54.37615217391305,"put_iv_pct":53.004099821746884},{"expiry":"2027-03-19","call_iv_pct":74.57421052631578,"put_iv_pct":58.852941176470594},{"expiry":"2027-06-17","call_iv_pct":80.63528795811519,"put_iv_pct":78.43870292887028}],"source":"ThetaData EOD Greeks","provider_symbol":"WATS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"bf0035915d46476fec5f9c52bc2ceb3c312a56b39f73af95133be8f6be95fd3f","captured_at":"2026-11-01T01:04:27.227413+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/WATS","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":165.1540923325059,"put_call_skew_pp":-105.16762536118691,"implied_move_pct":76.0745640106618,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d1f9da5a3a8348953a15dcadbaf0b43b4f42bf6346bf1eb36966ded3e7c6397e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":92.6624379538821,"put_call_skew_pp":-11.249550223043752,"implied_move_pct":46.22444358569333,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d1dfa3ec0e8781535fc1c1a6045041cf1e0900f65c962ab7992e0ca62c4a4234","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":161.668081657208,"put_call_skew_pp":-106.35892836636727,"implied_move_pct":72.54871384422937,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"60014a35e4b57f163554e59f794a9d80f56cf9a200802465b7ff35de417af315","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":65.72752103295632,"put_call_skew_pp":-7.284561163723419,"implied_move_pct":36.63191312368912,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b674cfa1e4c4ef69d21453d0cfda60ace56f6791911a9b0ea164d911e86aa7a2","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":62.67256363627367,"put_call_skew_pp":-9.649357784871043,"implied_move_pct":34.33337372312526,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6b43e7b442d5888644e8de261c8fbea2e654f3a71558a4c9fb93542c244c9d8d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":80.30072527131014,"put_call_skew_pp":22.112674487656584,"implied_move_pct":39.44260827167032,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"747169e95c1e650ad63951db0e3a764eab9ad3a7701471189d66865e5a98a7a8","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":103.53576655248494,"put_call_skew_pp":-39.47087830889252,"implied_move_pct":49.25347264059391,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3d7a146df7b77b7a8cef249297bd9e3694c0c9e99d4e96c6daae30aed2284d24","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":67.37541842986934,"put_call_skew_pp":-7.0782935506628135,"implied_move_pct":36.999343162614586,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cc3c39615a8dd48067f91c98c843739591bb578075e1198b3f3e75267367ee60","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":61.90717140863319,"put_call_skew_pp":-7.968663744536736,"implied_move_pct":32.88198475801005,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c300d5042f9c4624028fa1da2d688314b030b00cf3f674e86f2b4ae24d6a47b6","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":65.88030674773971,"put_call_skew_pp":-5.165580817649815,"implied_move_pct":34.83236973151487,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bf0035915d46476fec5f9c52bc2ceb3c312a56b39f73af95133be8f6be95fd3f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}