{"schemaVersion":1,"symbol":"WST","days":90,"observations":[{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-22T16:38:42.996000+00:00","captured_at":"2026-10-22T16:50:36.209Z","last_trade_at":"2026-10-22T16:50:31.650283147Z","price":389.9,"iv_pct":47.42608775912477,"implied_move_pct":10.770598811931777,"put_call_skew_pp":3.500268744261664,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"7744f8458fc1e60da1626974917e719e7706587f3c2088a6293d5b55ce1f9720"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:58.040000+00:00","captured_at":"2026-10-23T00:47:35.881Z","last_trade_at":"2026-10-22T23:00:00.001030596Z","price":394.03,"iv_pct":47.81411021053672,"implied_move_pct":10.858002929245144,"put_call_skew_pp":5.777553778281074,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"b050c5e466f2e27c326582a82a24f4a38f8dbe647c5f8d4c65dd9ad4ba216612"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-23T15:37:21.690000+00:00","captured_at":"2026-10-23T15:43:26.141Z","last_trade_at":"2026-10-23T15:41:27.396135286Z","price":392.74,"iv_pct":47.787478858972236,"implied_move_pct":10.717647985950533,"put_call_skew_pp":5.45853854263566,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"eee0da65cf131f680bd45a52dbcd4c5483f92d1490f17741ab1ff5e9496d84c7"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:03.094000+00:00","captured_at":"2026-10-24T00:35:56.790Z","last_trade_at":"2026-10-23T23:00:00.001081957Z","price":392.15,"iv_pct":49.120782692081534,"implied_move_pct":11.034565497445444,"put_call_skew_pp":5.918624999999994,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"14ab99b6f76bb256cb7fb60bafd758cda9c82e715234c06030985776f7e3d0c8"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-26T19:24:50.719000+00:00","captured_at":"2026-10-26T19:38:27.728Z","last_trade_at":"2026-10-26T19:38:00.863533189Z","price":392.79,"iv_pct":50.385584803049554,"implied_move_pct":10.664753011662924,"put_call_skew_pp":5.66032948839898,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"8a782fb724eeeb7f2a8da0c4e7f141b807c9dd311825c2af64fb72543c8f73c3"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.011000+00:00","captured_at":"2026-10-27T04:06:16.513Z","last_trade_at":"2026-10-26T23:00:00.000844822Z","price":394.73,"iv_pct":52.34555100402905,"implied_move_pct":10.82988041896648,"put_call_skew_pp":7.981311250805934,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"2ec73a778d3bb1ac31b90d9b62a0de81fe27c0785debb63c50edfd14cc3b81c8"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:04.739000+00:00","captured_at":"2026-10-27T22:00:48.871Z","last_trade_at":"2026-10-27T20:16:03.300824927Z","price":398.29,"iv_pct":51.19187286138901,"implied_move_pct":10.620680840999798,"put_call_skew_pp":6.940987068943305,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"d92a4cc6df0e8b59c38c34a1ec278bf5dde117b44b137c2d49a2d89c7cef915a"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-28T16:42:52.514000+00:00","captured_at":"2026-10-28T16:56:49.745Z","last_trade_at":"2026-10-28T16:56:15.404106344Z","price":400.845,"iv_pct":51.09506522600506,"implied_move_pct":10.350476810428999,"put_call_skew_pp":4.553572426641828,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"6d03ba6461ec9bc942eb5fe80b3c8f847c8e19f8261fc681fe789fc27c358b2c"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-28T19:58:32.627000+00:00","captured_at":"2026-10-29T00:33:25.430Z","last_trade_at":"2026-10-28T23:00:00.000355192Z","price":403.64,"iv_pct":47.57549878345498,"implied_move_pct":9.61703905441127,"put_call_skew_pp":4.843887853898049,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"9c2d4647d88c38fee5b80b74d6483ee6e916b42405da7e18d962cf79c24699a0"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:31.764000+00:00","captured_at":"2026-10-29T21:58:50.660Z","last_trade_at":"2026-10-29T20:10:00.002276533Z","price":416.67,"iv_pct":24.47384704201498,"implied_move_pct":4.841250612972921,"put_call_skew_pp":-0.2735831930577637,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"3b8f5dba0e8bbb1f5dc5b5668d7aecd75b0b01b5fb4fff389d98d3aad307d6ff"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-10-30T19:57:36.338000+00:00","captured_at":"2026-10-30T21:38:44.010Z","last_trade_at":"2026-10-30T20:10:00.002205428Z","price":412.62,"iv_pct":26.195251380621098,"implied_move_pct":5.117644107300142,"put_call_skew_pp":2.7417976651738507,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"168407865f751993086307542c61bc1b485a0ac1826adc124995104b46ce5c39"},{"symbol":"WST","expiry":"2026-11-20","observed_at":"2026-11-02T20:55:04.854000+00:00","captured_at":"2026-11-03T04:56:31.873Z","last_trade_at":"2026-11-03T00:00:00.000981648Z","price":407.88,"iv_pct":27.101184169146286,"implied_move_pct":4.818141771883674,"put_call_skew_pp":-0.07841338767139439,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WST","source_hash":"66faa4c2fab3f003a04990dc74480657c014caf39da6956dbcb3b8a6be69d5ff"}],"dailyIv":[{"symbol":"WST","date":"2026-10-19","iv_pct":37.697069627222916,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.86181578947368,"put_iv_pct":45.26306493506493},{"expiry":"2026-12-18","call_iv_pct":36.82208211143695,"put_iv_pct":36.51121076233184},{"expiry":"2027-01-15","call_iv_pct":33.436693418940614,"put_iv_pct":32.85541463414634},{"expiry":"2027-03-19","call_iv_pct":35.354885844748864,"put_iv_pct":35.47138952164009}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f722d28343cc574e39009d72a39979ceddcfb69d7ad17ada7f9561a7660ad4a5","captured_at":"2026-11-01T17:45:35.954742+00:00"},{"symbol":"WST","date":"2026-10-20","iv_pct":37.89243971791834,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.89766182298547,"put_iv_pct":46.33270696452036},{"expiry":"2026-12-18","call_iv_pct":36.42847262247839,"put_iv_pct":37.31749258160237},{"expiry":"2027-01-15","call_iv_pct":32.73551505546751,"put_iv_pct":33.45536466774716},{"expiry":"2027-03-19","call_iv_pct":35.33915717539863,"put_iv_pct":35.633146853146854}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"56a0fe3bbf2356e233080b0bcd820d862bc7bc60c0e3f0823cafc51329d9525c","captured_at":"2026-11-01T15:30:28.054821+00:00"},{"symbol":"WST","date":"2026-10-21","iv_pct":38.191308152052315,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.33895460797799,"put_iv_pct":45.733494132985655},{"expiry":"2026-12-18","call_iv_pct":37.25463810930576,"put_iv_pct":36.74729196050776},{"expiry":"2027-01-15","call_iv_pct":33.581324717285945,"put_iv_pct":32.84326829268293},{"expiry":"2027-03-19","call_iv_pct":35.88163069544365,"put_iv_pct":35.14986270022883}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9101952aeb0107e1ab949e4571ab9842da7258495842b9b99040e32011dd1b01","captured_at":"2026-11-01T13:53:26.853383+00:00"},{"symbol":"WST","date":"2026-10-22","iv_pct":38.685355410306016,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.2555761589404,"put_iv_pct":48.36313432835821},{"expiry":"2026-12-18","call_iv_pct":36.356801736613605,"put_iv_pct":38.70772093023256},{"expiry":"2027-01-15","call_iv_pct":32.51288,"put_iv_pct":34.407551020408164},{"expiry":"2027-03-19","call_iv_pct":35.530683962264156,"put_iv_pct":36.34849514563106}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8df6a737a8af10cdb78247fa201b7ef878e514bba4f9493b311e2fddb7481232","captured_at":"2026-10-25T08:52:45.765991+00:00"},{"symbol":"WST","date":"2026-10-23","iv_pct":39.142137408652864,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.30091849935317,"put_iv_pct":50.92446927374302},{"expiry":"2026-12-18","call_iv_pct":36.7448,"put_iv_pct":38.70738345864662},{"expiry":"2027-01-15","call_iv_pct":32.65194357366771,"put_iv_pct":34.67917785234899},{"expiry":"2027-03-19","call_iv_pct":35.23115124153499,"put_iv_pct":36.8972553699284}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9e8ae5df84e480a543968b831e23a0f0c9cb5063d766743a36d553cdf89c65f1","captured_at":"2026-10-25T08:52:44.261248+00:00"},{"symbol":"WST","date":"2026-10-26","iv_pct":40.04368455985513,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.02266666666667,"put_iv_pct":52.543516483516484},{"expiry":"2026-12-18","call_iv_pct":37.55994397759104,"put_iv_pct":39.8479347826087},{"expiry":"2027-01-15","call_iv_pct":33.04814465408805,"put_iv_pct":35.0637},{"expiry":"2027-03-19","call_iv_pct":35.797238979118326,"put_iv_pct":36.4663309352518}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5fa3e9a26fc31c23aec3285e01d121cd6462fe129b90263cc6d41780f1216b91","captured_at":"2026-11-01T10:30:37.951486+00:00"},{"symbol":"WST","date":"2026-10-27","iv_pct":40.16817130214558,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.69031537450723,"put_iv_pct":52.69424242424242},{"expiry":"2026-12-18","call_iv_pct":37.62444126074499,"put_iv_pct":39.755686274509806},{"expiry":"2027-01-15","call_iv_pct":33.24390015600624,"put_iv_pct":35.69379661016949},{"expiry":"2027-03-19","call_iv_pct":36.04111627906977,"put_iv_pct":36.60187203791469}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"bbd280eca14a32c62621aac481e683b5dca1ffa0d88b39e473fcb03c6070866c","captured_at":"2026-11-01T08:46:00.723533+00:00"},{"symbol":"WST","date":"2026-10-28","iv_pct":38.34264523899752,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.376803377563334,"put_iv_pct":47.76452554744526},{"expiry":"2026-12-18","call_iv_pct":36.64232492997199,"put_iv_pct":37.441928571428576},{"expiry":"2027-01-15","call_iv_pct":32.7394944707741,"put_iv_pct":33.26146031746032},{"expiry":"2027-03-19","call_iv_pct":35.49062953995158,"put_iv_pct":36.02399515738499}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"649405c5f8fd0718b66c14f2d5f876b8cb11f494612c3bcd7e6c302a94e8fc95","captured_at":"2026-11-01T06:13:02.817759+00:00"},{"symbol":"WST","date":"2026-10-29","iv_pct":25.58523424165297,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":25.12199614890886,"put_iv_pct":23.825628815628814},{"expiry":"2026-12-18","call_iv_pct":23.36630372492837,"put_iv_pct":23.31861163227017},{"expiry":"2027-01-15","call_iv_pct":23.122695356738394,"put_iv_pct":23.289333333333335},{"expiry":"2027-03-19","call_iv_pct":31.33890829694323,"put_iv_pct":31.298396624472574}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"57fdd3897ee3357abc38887f7cb2f8b78c88edd4d952d1c86c2528474e623949","captured_at":"2026-11-01T03:38:10.496292+00:00"},{"symbol":"WST","date":"2026-10-30","iv_pct":26.96149703176804,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":26.340692810457515,"put_iv_pct":26.047885117493475},{"expiry":"2026-12-18","call_iv_pct":25.281363636363636,"put_iv_pct":24.817440758293838},{"expiry":"2027-01-15","call_iv_pct":24.425283018867923,"put_iv_pct":24.4256338028169},{"expiry":"2027-03-19","call_iv_pct":32.16646680942184,"put_iv_pct":32.187210300429186}],"source":"ThetaData EOD Greeks","provider_symbol":"WST","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3e3946bf6f67ae5f4846c062b466f19a0b07c66c52ef52c31371d27742205184","captured_at":"2026-11-01T01:06:45.193747+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/WST","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":37.697069627222916,"put_call_skew_pp":-0.34359932785422487,"implied_move_pct":16.84665221382275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f722d28343cc574e39009d72a39979ceddcfb69d7ad17ada7f9561a7660ad4a5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":37.89243971791834,"put_call_skew_pp":0.5844760976716881,"implied_move_pct":16.78691855373622,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"56a0fe3bbf2356e233080b0bcd820d862bc7bc60c0e3f0823cafc51329d9525c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":38.191308152052315,"put_call_skew_pp":-1.1456577609020417,"implied_move_pct":16.756155644110247,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9101952aeb0107e1ab949e4571ab9842da7258495842b9b99040e32011dd1b01","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":38.685355410306016,"put_call_skew_pp":1.5427398917029578,"implied_move_pct":16.829324468072343,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8df6a737a8af10cdb78247fa201b7ef878e514bba4f9493b311e2fddb7481232","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":39.142137408652864,"put_call_skew_pp":2.3198681600277915,"implied_move_pct":16.848499003261526,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9e8ae5df84e480a543968b831e23a0f0c9cb5063d766743a36d553cdf89c65f1","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":40.04368455985513,"put_call_skew_pp":1.8733719809782219,"implied_move_pct":16.7211903390585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5fa3e9a26fc31c23aec3285e01d121cd6462fe129b90263cc6d41780f1216b91","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":40.16817130214558,"put_call_skew_pp":2.036456069127045,"implied_move_pct":16.644789823216364,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bbd280eca14a32c62621aac481e683b5dca1ffa0d88b39e473fcb03c6070866c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":38.34264523899752,"put_call_skew_pp":0.5606643188645357,"implied_move_pct":15.855451683221926,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"649405c5f8fd0718b66c14f2d5f876b8cb11f494612c3bcd7e6c302a94e8fc95","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":25.58523424165297,"put_call_skew_pp":-0.30448328045349005,"implied_move_pct":11.206422225709819,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"57fdd3897ee3357abc38887f7cb2f8b78c88edd4d952d1c86c2528474e623949","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":26.961497031768037,"put_call_skew_pp":-0.18390907401937895,"implied_move_pct":11.647914228321248,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3e3946bf6f67ae5f4846c062b466f19a0b07c66c52ef52c31371d27742205184","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]}]}