{"schemaVersion":1,"symbol":"WPP","days":90,"observations":[{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-22T16:36:23.536000+00:00","captured_at":"2026-10-22T16:50:26.167Z","last_trade_at":"2026-10-22T16:50:05.019028675Z","price":26.49,"iv_pct":65.65814651572268,"implied_move_pct":15.461603292260481,"put_call_skew_pp":-6.935803600401402,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"5d08999e55adf8128c5d8c78e1161be5f8513e877dd478a37d4ac5924d7dd676"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.748000+00:00","captured_at":"2026-10-23T00:47:28.732Z","last_trade_at":"2026-10-22T23:00:00.002741327Z","price":26.71,"iv_pct":51.050383127439744,"implied_move_pct":14.374722897032033,"put_call_skew_pp":21.577592495253917,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"56781ccf1fed2d82dc7d54376032f0ff2c379b37a173ae6e351b13260491bf89"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-23T15:34:29.098000+00:00","captured_at":"2026-10-23T15:43:18.872Z","last_trade_at":"2026-10-23T15:42:56.945113815Z","price":26.67,"iv_pct":51.21622115964456,"implied_move_pct":13.97552244952808,"put_call_skew_pp":44.91503344031082,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"6ce7c5016505a8cbcb7098c8b8f1cc96298dffc6307ff4139de04480c4f4d334"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.873000+00:00","captured_at":"2026-10-24T00:35:52.551Z","last_trade_at":"2026-10-23T23:00:00.002675714Z","price":26.54,"iv_pct":50.93899826518336,"implied_move_pct":13.630537017513616,"put_call_skew_pp":39.13831138984986,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"0dea71048443bfd48347be5dad9cdb764a1b480ff0358292664154dbd1bcd0f6"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-27T13:39:41.589000+00:00","captured_at":"2026-10-27T13:49:35.014Z","last_trade_at":"2026-10-27T13:49:04.687675362Z","price":26.12,"iv_pct":57.182527552618566,"implied_move_pct":13.850349853877486,"put_call_skew_pp":-0.9716319285797526,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"9336f41bab0c2eab60b72e553b34060a99e12b616f02c1377367dca2ee67aa69"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:02.315000+00:00","captured_at":"2026-10-27T23:19:50.165Z","last_trade_at":"2026-10-27T23:00:00.002527771Z","price":26.01,"iv_pct":58.37504505721724,"implied_move_pct":14.793461596276961,"put_call_skew_pp":-4.326441843607531,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"913a8708f79647035f23a9d45e2ef523bfa6e2aca39cd91e26e0ff4985eecae4"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:02.091000+00:00","captured_at":"2026-10-28T20:18:18.007Z","last_trade_at":"2026-10-28T20:10:00.002483156Z","price":25.8,"iv_pct":55.35848635677743,"implied_move_pct":14.344969326739074,"put_call_skew_pp":1.0377377020221346,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"904fa9ad7f82e91b67cf3e85fb84f10a7c99d0d6ffd37104ca6a06574db198b6"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:06.193000+00:00","captured_at":"2026-10-29T23:01:05.701Z","last_trade_at":"2026-10-29T23:00:00.002688392Z","price":26.99,"iv_pct":75.3704250489182,"implied_move_pct":15.812458254087911,"put_call_skew_pp":-80.13965481781445,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"114a3593dce86183d549d1aae5b5a03f529efb7823031bb1e9586fcb36da8734"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:02.081000+00:00","captured_at":"2026-10-30T22:58:29.121Z","last_trade_at":"2026-10-30T22:30:00.002548815Z","price":27.18,"iv_pct":54.337617026448285,"implied_move_pct":13.58180016992109,"put_call_skew_pp":-2.089296295798876,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"9e42e33669cfde9a9eda44ac2458204096e67ff6afb3d68850450d0ace914067"},{"symbol":"WPP","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:20.197000+00:00","captured_at":"2026-11-04T00:44:17.387Z","last_trade_at":"2026-11-04T00:00:00.002806132Z","price":27.46,"iv_pct":50.360576072424124,"implied_move_pct":11.205629159873018,"put_call_skew_pp":4.681776160288209,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WPP","source_hash":"f2e46435091e47b6660e3936da8cf26044b9519038df28800701ffbee0f1d84e"}],"dailyIv":[{"symbol":"WPP","date":"2026-10-19","iv_pct":53.27796718112252,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.4306064690027,"put_iv_pct":50.89736842105263},{"expiry":"2026-12-18","call_iv_pct":50.03227516210882,"put_iv_pct":51.73669026548673},{"expiry":"2027-02-19","call_iv_pct":51.66738398357289,"put_iv_pct":44.425265151515156},{"expiry":"2027-05-21","call_iv_pct":48.79748860759494,"put_iv_pct":51.23665938864629}],"source":"ThetaData EOD Greeks","provider_symbol":"WPP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c96b1e1c67471f5758ae75ebd37055d1f216d7662200f35be35302f4542c3581","captured_at":"2026-11-01T17:45:19.757944+00:00"},{"symbol":"WPP","date":"2026-10-20","iv_pct":51.67357842181672,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.117487933304076,"put_iv_pct":52.05067934782609},{"expiry":"2026-12-18","call_iv_pct":52.1155577746077,"put_iv_pct":53.5580605311921},{"expiry":"2027-02-19","call_iv_pct":52.20950787401575,"put_iv_pct":51.05945871197155},{"expiry":"2027-05-21","call_iv_pct":48.645115667718194,"put_iv_pct":49.6327595338983}],"source":"ThetaData EOD Greeks","provider_symbol":"WPP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fb8b8bc7de15d814fb049e77301e4c930a15489c04d7b86a23da91179d3bba39","captured_at":"2026-11-01T15:30:11.096575+00:00"},{"symbol":"WPP","date":"2026-10-23","iv_pct":50.90629846440931,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.45662031438936,"put_iv_pct":53.31568521324962},{"expiry":"2026-12-18","call_iv_pct":47.29875269396552,"put_iv_pct":51.561477876106196},{"expiry":"2027-02-19","call_iv_pct":56.68539016689219,"put_iv_pct":50.231776315789475},{"expiry":"2027-05-21","call_iv_pct":49.872546583850934,"put_iv_pct":49.828138551031195}],"source":"ThetaData EOD Greeks","provider_symbol":"WPP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4eecc14892c217838de96760fa890e2c6180bc2b36a0e5c3c232a1b1d7b4a036","captured_at":"2026-10-25T08:48:54.351309+00:00"},{"symbol":"WPP","date":"2026-10-27","iv_pct":53.15986529904977,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":58.02004283137963,"put_iv_pct":58.61776547559134},{"expiry":"2026-12-18","call_iv_pct":50.54194474835887,"put_iv_pct":48.852363927427966},{"expiry":"2027-02-19","call_iv_pct":55.11628660159715,"put_iv_pct":50.11053606621994},{"expiry":"2027-05-21","call_iv_pct":52.76626666666666,"put_iv_pct":51.25371607515659}],"source":"ThetaData EOD Greeks","provider_symbol":"WPP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"81b6e3c13d54a0470631d68b674f8a45cb1d3acd22f0e733e981f03890faa4bb","captured_at":"2026-11-01T08:45:25.739266+00:00"},{"symbol":"WPP","date":"2026-10-28","iv_pct":49.63873208072763,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.229025035619784,"put_iv_pct":63.32104989904816},{"expiry":"2026-12-18","call_iv_pct":34.59232784755306,"put_iv_pct":55.4973861876742},{"expiry":"2027-02-19","call_iv_pct":50.91862938164632,"put_iv_pct":54.27936440677966},{"expiry":"2027-05-21","call_iv_pct":42.72499352611135,"put_iv_pct":48.54708036138849}],"source":"ThetaData EOD Greeks","provider_symbol":"WPP","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2de773da5d8261b8346e6fbfbc195da0690c408631845d30f1fce8392c5123f0","captured_at":"2026-11-01T06:12:44.499575+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/WPP","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":53.27796718112252,"put_call_skew_pp":-7.407942748894635,"implied_move_pct":26.445602015073007,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c96b1e1c67471f5758ae75ebd37055d1f216d7662200f35be35302f4542c3581","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":51.67357842181672,"put_call_skew_pp":-0.19667778118942003,"implied_move_pct":26.016875286940138,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fb8b8bc7de15d814fb049e77301e4c930a15489c04d7b86a23da91179d3bba39","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":50.90629846440931,"put_call_skew_pp":0.6559420492696209,"implied_move_pct":25.439240784332398,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4eecc14892c217838de96760fa890e2c6180bc2b36a0e5c3c232a1b1d7b4a036","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":53.15986529904977,"put_call_skew_pp":-1.9025398259016182,"implied_move_pct":25.570633641008033,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"81b6e3c13d54a0470631d68b674f8a45cb1d3acd22f0e733e981f03890faa4bb","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":49.63873208072762,"put_call_skew_pp":11.544976265990005,"implied_move_pct":23.569385004532563,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2de773da5d8261b8346e6fbfbc195da0690c408631845d30f1fce8392c5123f0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}