{"schemaVersion":1,"symbol":"WTBA","days":90,"observations":[{"symbol":"WTBA","expiry":"2026-11-20","observed_at":"2026-10-23T15:34:17.974000+00:00","captured_at":"2026-10-23T15:42:17.644Z","last_trade_at":"2026-10-23T15:39:39.252422423Z","price":30.245,"iv_pct":60.87926187418432,"implied_move_pct":13.299980244964784,"put_call_skew_pp":118.9199410331006,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WTBA","source_hash":"b84383e4696fb0068a46a72f426ca43420e9a7b19017b8d8095f5d35e91176e2"}],"dailyIv":[{"symbol":"WTBA","date":"2026-10-21","iv_pct":46.51568448401444,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":36.8810541727672,"put_iv_pct":64.95886776145203},{"expiry":"2026-12-18","call_iv_pct":60.43128327645051,"put_iv_pct":47.118872521246466},{"expiry":"2027-01-15","call_iv_pct":51.288693877551026,"put_iv_pct":39.46715311004784},{"expiry":"2027-04-16","call_iv_pct":38.75458563535912,"put_iv_pct":33.22496551724138}],"source":"ThetaData EOD Greeks","provider_symbol":"WTBA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8feca30de5f7531fd3a385c56eefda3f3d6408a145d07f490d8a77cd8041c063","captured_at":"2026-11-01T13:53:30.188467+00:00"},{"symbol":"WTBA","date":"2026-10-22","iv_pct":52.43030700892917,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.30175582398618,"put_iv_pct":55.631806407634635},{"expiry":"2026-12-18","call_iv_pct":60.96786982248521,"put_iv_pct":56.24256924198251},{"expiry":"2027-01-15","call_iv_pct":52.86632029339853,"put_iv_pct":47.02192567567568},{"expiry":"2027-04-16","call_iv_pct":36.16683042789223,"put_iv_pct":38.24337837837838}],"source":"ThetaData EOD Greeks","provider_symbol":"WTBA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"10f881540dc1b6753a726d4f368b3a9b33360dd6db178c33330260b3513e4c85","captured_at":"2026-10-25T08:53:38.295744+00:00"},{"symbol":"WTBA","date":"2026-10-23","iv_pct":56.68056687203853,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":86.73738878143133,"put_iv_pct":77.78710915382196},{"expiry":"2026-12-18","call_iv_pct":58.91253491981375,"put_iv_pct":56.01443864229765},{"expiry":"2027-01-15","call_iv_pct":53.41690859160455,"put_iv_pct":47.07911236350827},{"expiry":"2027-04-16","call_iv_pct":36.22826479438315,"put_iv_pct":37.26877772944759}],"source":"ThetaData EOD Greeks","provider_symbol":"WTBA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1e4515bd1496d0ff60c29ddb03c0b692343f687474d4b02408eb91e667b1e236","captured_at":"2026-10-25T08:53:36.930967+00:00"},{"symbol":"WTBA","date":"2026-10-26","iv_pct":57.25617918120963,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":91.19372054430798,"put_iv_pct":80.28234375},{"expiry":"2026-12-18","call_iv_pct":59.70896793587175,"put_iv_pct":56.19265541490858},{"expiry":"2027-01-15","call_iv_pct":51.589218585005284,"put_iv_pct":46.17099999999999},{"expiry":"2027-04-16","call_iv_pct":37.8,"put_iv_pct":35.111527219583486}],"source":"ThetaData EOD Greeks","provider_symbol":"WTBA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"704da0147ef92bddfb08d6d674dd0cd6af8914ffbcfda7b1140cee44d09c5890","captured_at":"2026-11-01T10:30:41.652401+00:00"},{"symbol":"WTBA","date":"2026-10-27","iv_pct":60.93758514314683,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":111.53290502793296,"put_iv_pct":81.42790318405385},{"expiry":"2026-12-18","call_iv_pct":65.49373400542846,"put_iv_pct":56.199062670299725},{"expiry":"2027-01-15","call_iv_pct":54.123503308680434,"put_iv_pct":45.66327913279133},{"expiry":"2027-04-16","call_iv_pct":37.302882051282054,"put_iv_pct":35.75741176470588}],"source":"ThetaData EOD Greeks","provider_symbol":"WTBA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"322fa0fb34267b3ebbe8646df06422db4b955c4fa99c20f63dda184531220129","captured_at":"2026-11-01T08:46:04.088365+00:00"},{"symbol":"WTBA","date":"2026-10-28","iv_pct":61.101439988148385,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":115.18230237580993,"put_iv_pct":82.68276337693223},{"expiry":"2026-12-18","call_iv_pct":62.27389002036659,"put_iv_pct":55.527268138801254},{"expiry":"2027-01-15","call_iv_pct":53.41856064690027,"put_iv_pct":46.17447769465225},{"expiry":"2027-04-16","call_iv_pct":38.57147455867082,"put_iv_pct":34.98078309305374}],"source":"ThetaData EOD Greeks","provider_symbol":"WTBA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9cbf27ad6e0721b79ca6a84afa3254d4ab0966859931561f0a20955b58041167","captured_at":"2026-11-01T06:13:06.685231+00:00"},{"symbol":"WTBA","date":"2026-10-29","iv_pct":48.92629968011546,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.994973614775716,"put_iv_pct":78.05814332247557},{"expiry":"2026-12-18","call_iv_pct":62.78181818181818,"put_iv_pct":29.83391179290508},{"expiry":"2027-01-15","call_iv_pct":53.44533532934131,"put_iv_pct":44.436875},{"expiry":"2027-04-16","call_iv_pct":41.84746223564956,"put_iv_pct":35.01187796395826}],"source":"ThetaData EOD Greeks","provider_symbol":"WTBA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6883a2b2ecf722f9d99c9164f3791ed7c91e15938d619f64f9188e945146befd","captured_at":"2026-11-01T03:38:14.317071+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/WTBA","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":"2026-10-21","observed_at":null,"iv_pct":46.51568448401444,"put_call_skew_pp":-0.6464395130350358,"implied_move_pct":20.77372318748416,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8feca30de5f7531fd3a385c56eefda3f3d6408a145d07f490d8a77cd8041c063","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":52.43030700892916,"put_call_skew_pp":-6.290774166022738,"implied_move_pct":22.773899988275957,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"10f881540dc1b6753a726d4f368b3a9b33360dd6db178c33330260b3513e4c85","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":56.68056687203854,"put_call_skew_pp":-4.28641479953933,"implied_move_pct":23.70267537884988,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1e4515bd1496d0ff60c29ddb03c0b692343f687474d4b02408eb91e667b1e236","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":57.25617918120963,"put_call_skew_pp":-5.633595170173239,"implied_move_pct":23.13542767985838,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"704da0147ef92bddfb08d6d674dd0cd6af8914ffbcfda7b1140cee44d09c5890","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":60.93758514314683,"put_call_skew_pp":-12.351341910368282,"implied_move_pct":24.00880917454082,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"322fa0fb34267b3ebbe8646df06422db4b955c4fa99c20f63dda184531220129","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":61.10143998814839,"put_call_skew_pp":-12.520233824577033,"implied_move_pct":23.77102550938077,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9cbf27ad6e0721b79ca6a84afa3254d4ab0966859931561f0a20955b58041167","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":48.92629968011546,"put_call_skew_pp":-4.182195320561462,"implied_move_pct":20.27832777041067,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6883a2b2ecf722f9d99c9164f3791ed7c91e15938d619f64f9188e945146befd","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}