{"schemaVersion":1,"symbol":"ZWS","days":90,"observations":[{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-22T18:20:56.065000+00:00","captured_at":"2026-10-22T18:35:29.394Z","last_trade_at":"2026-10-22T18:35:09.467639989Z","price":48.63,"iv_pct":38.23138973647712,"implied_move_pct":8.563017811474054,"put_call_skew_pp":-9.841033243683729,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"ff0d2ccfa94b74d9f845392a17c82a7aac867ff8f9d582c183a3b9c8aefbb349"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:57.133000+00:00","captured_at":"2026-10-23T01:56:52.828Z","last_trade_at":"2026-10-22T23:00:00.001466318Z","price":48.66,"iv_pct":38.82512146551724,"implied_move_pct":8.51357084507479,"put_call_skew_pp":-9.980221615436824,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"37c6281d2930387908629a947354398f834ec57d76fe9e52e09b697044e43714"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-23T17:10:18.581000+00:00","captured_at":"2026-10-23T17:23:54.261Z","last_trade_at":"2026-10-23T17:23:38.707021429Z","price":48.44,"iv_pct":39.85102618819543,"implied_move_pct":8.952278102204062,"put_call_skew_pp":2.6254414839049,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"cc15fc5a987667558fd157b4f279714e6ee1572acc16321218e2439834e63fcc"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:25.283000+00:00","captured_at":"2026-10-24T04:46:22.844Z","last_trade_at":"2026-10-23T23:00:00.002735976Z","price":48.55,"iv_pct":39.89487543501327,"implied_move_pct":8.863137291684756,"put_call_skew_pp":4.252190436948222,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"1d691db92485846b206134d63d053908be28d028d4b16d5225c35c475499ec25"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:49.028000+00:00","captured_at":"2026-10-26T23:59:07.414Z","last_trade_at":"2026-10-26T23:00:00.001740939Z","price":49.32,"iv_pct":38.824539283644945,"implied_move_pct":8.493565514556137,"put_call_skew_pp":7.94212325937293,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"25e4f06cbcd8b4351966aebc12ed814e9e20fc0f8df1cb84e15d1330c3f41d32"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:32.888000+00:00","captured_at":"2026-10-27T23:02:14.935Z","last_trade_at":"2026-10-27T23:00:00.003144809Z","price":49.15,"iv_pct":44.68048781836298,"implied_move_pct":9.207132339385383,"put_call_skew_pp":7.901905778156248,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"b5a38d3cf3014e1b21b20ae44831a43f228fad2b608f697b263b5dacff07fd64"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:09.814000+00:00","captured_at":"2026-10-28T20:13:57.725Z","last_trade_at":"2026-10-28T20:10:52.70591245Z","price":43.46,"iv_pct":39.305067411868144,"implied_move_pct":8.552986998190294,"put_call_skew_pp":23.82356019019991,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"6b3ed653fe5060e1276b7354b1b0c7f0e14e2c6c7b5450c8ce34a0b5a386fc52"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:41.144000+00:00","captured_at":"2026-10-29T22:57:44.643Z","last_trade_at":"2026-10-29T22:30:00.003742269Z","price":44.73,"iv_pct":32.545942312689476,"implied_move_pct":6.749582137452016,"put_call_skew_pp":21.9118788485117,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"aa01e9f94c6699142ed1afe5af89f1667ccae4899acac967c32ce73a0e50b2ab"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-10-30T19:59:09.051000+00:00","captured_at":"2026-10-30T22:29:29.250Z","last_trade_at":"2026-10-30T20:10:00.004439754Z","price":44.8,"iv_pct":35.66955579661017,"implied_move_pct":6.931278753026635,"put_call_skew_pp":14.180000824471955,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"1f4dd07f1c77caa0207a6873f5e710e3fa7b581fc5fbdfc05ccf8b9f0cbf0e6e"},{"symbol":"ZWS","expiry":"2026-11-20","observed_at":"2026-11-03T20:59:16.840000+00:00","captured_at":"2026-11-04T00:42:03.344Z","last_trade_at":"2026-11-04T00:00:00.001943551Z","price":44.12,"iv_pct":40.501180039329185,"implied_move_pct":6.909799425121475,"put_call_skew_pp":3.9399266177208183,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ZWS","source_hash":"6c387363804f3b7ea719b104c24608cb8c88837fb4524b50a2fec517229e7565"}],"dailyIv":[{"symbol":"ZWS","date":"2026-10-19","iv_pct":32.94789566198658,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.56648730964467,"put_iv_pct":38.196702809265645},{"expiry":"2026-12-18","call_iv_pct":37.043054074638235,"put_iv_pct":28.68371121718377},{"expiry":"2027-02-19","call_iv_pct":28.893657407407407,"put_iv_pct":25.1351897810219},{"expiry":"2027-05-21","call_iv_pct":30.468225255972698,"put_iv_pct":31.596137440758294}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"718b8edbd2bad1c940a38d3b90ff67d1b16f99aecef00042e300a72beb6de9ef","captured_at":"2026-11-01T17:49:21.164025+00:00"},{"symbol":"ZWS","date":"2026-10-20","iv_pct":32.5464182425074,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.98619498343587,"put_iv_pct":42.80771875},{"expiry":"2026-12-18","call_iv_pct":27.796764408493424,"put_iv_pct":34.37748724489796},{"expiry":"2027-02-19","call_iv_pct":30.48630901287554,"put_iv_pct":30.444709351305814},{"expiry":"2027-05-21","call_iv_pct":29.11712933753943,"put_iv_pct":32.355032851511176}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"aadb33611aed2cedd49a95c34f46a3ffffe94c77bba0e12ae3b194b17339f95c","captured_at":"2026-11-01T15:34:21.024144+00:00"},{"symbol":"ZWS","date":"2026-10-21","iv_pct":33.23753022839774,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.360648801128356,"put_iv_pct":46.183541260558805},{"expiry":"2026-12-18","call_iv_pct":27.321260096930533,"put_iv_pct":34.93688755020081},{"expiry":"2027-02-19","call_iv_pct":29.39680306905371,"put_iv_pct":32.14055555555556},{"expiry":"2027-05-21","call_iv_pct":28.25743467933492,"put_iv_pct":32.30311081441923}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9c73d998ed4defff7874e4f559a62aa4173a1ea08e43da1cf0758f24d3082623","captured_at":"2026-11-01T13:58:18.497979+00:00"},{"symbol":"ZWS","date":"2026-10-22","iv_pct":33.13946060589631,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.83284642321161,"put_iv_pct":36.72659850374064},{"expiry":"2026-12-18","call_iv_pct":32.70622222222222,"put_iv_pct":31.719239472030168},{"expiry":"2027-02-19","call_iv_pct":31.18854961832061,"put_iv_pct":31.749205175600736},{"expiry":"2027-05-21","call_iv_pct":30.008454054054052,"put_iv_pct":30.184569377990428}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"573c34a1bcb239358c34f621fd0ad31097e1c1bed734504fed44b383461dd30b","captured_at":"2026-10-25T09:42:12.577954+00:00"},{"symbol":"ZWS","date":"2026-10-23","iv_pct":32.65985022628861,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.233745770903816,"put_iv_pct":43.107818696883854},{"expiry":"2026-12-18","call_iv_pct":31.69787155963303,"put_iv_pct":31.300910179640717},{"expiry":"2027-02-19","call_iv_pct":28.905215231788077,"put_iv_pct":31.67334548769371},{"expiry":"2027-05-21","call_iv_pct":28.176958174904943,"put_iv_pct":31.18293670886076}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"27dbd69f910d189a35f45ebf19d166383c8374e0818f8670d9d8dcdcbceb74d7","captured_at":"2026-10-25T09:42:11.178054+00:00"},{"symbol":"ZWS","date":"2026-10-26","iv_pct":33.93409596926723,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.878057022175284,"put_iv_pct":44.016624575036424},{"expiry":"2026-12-18","call_iv_pct":28.292354340071345,"put_iv_pct":35.4043670886076},{"expiry":"2027-02-19","call_iv_pct":28.248873692679,"put_iv_pct":31.843868756121452},{"expiry":"2027-05-21","call_iv_pct":29.459648562300316,"put_iv_pct":32.32897371714644}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"131bb2bf3fb4bfdc68ec06a11f53150ae3fb8b38f2c28cd54465a0502710298b","captured_at":"2026-11-01T10:35:28.574678+00:00"},{"symbol":"ZWS","date":"2026-10-27","iv_pct":38.13111529862709,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.324080489047375,"put_iv_pct":43.91446569178853},{"expiry":"2026-12-18","call_iv_pct":41.24306532663316,"put_iv_pct":43.46200478755237},{"expiry":"2027-02-19","call_iv_pct":34.61254,"put_iv_pct":31.233193950177935},{"expiry":"2027-05-21","call_iv_pct":33.340941336971355,"put_iv_pct":31.918630806845965}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7d5f2017ff100ade6841aa0f2c64d627ebd1fdb115aad1dd9093ebdcb4ff884e","captured_at":"2026-11-01T08:50:55.600546+00:00"},{"symbol":"ZWS","date":"2026-10-28","iv_pct":33.25781884509036,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":30.940187982544476,"put_iv_pct":47.3845028932141},{"expiry":"2026-12-18","call_iv_pct":31.94406332453826,"put_iv_pct":31.915823314166232},{"expiry":"2027-02-19","call_iv_pct":31.89737717908082,"put_iv_pct":31.897242472266242},{"expiry":"2027-05-21","call_iv_pct":27.206094420600856,"put_iv_pct":32.87725917431193}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"401683369a3f7dd2d7f08d3330a3f3fa0a7218b4718858fbe0032de65d69b498","captured_at":"2026-11-01T06:17:53.003860+00:00"},{"symbol":"ZWS","date":"2026-10-29","iv_pct":29.796566978438157,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.50484180249281,"put_iv_pct":44.51957703927492},{"expiry":"2026-12-18","call_iv_pct":23.885465898174832,"put_iv_pct":29.85379393939394},{"expiry":"2027-02-19","call_iv_pct":26.392296577946766,"put_iv_pct":32.61621160409556},{"expiry":"2027-05-21","call_iv_pct":28.47767928286853,"put_iv_pct":32.12266968325792}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"027c06cdf582a6743f202f936a64c793c124898ee24e71396649b75043741649","captured_at":"2026-11-01T03:43:00.239325+00:00"},{"symbol":"ZWS","date":"2026-10-30","iv_pct":31.341242547094787,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.878548510313216,"put_iv_pct":39.30178217821782},{"expiry":"2026-12-18","call_iv_pct":27.5346697133361,"put_iv_pct":31.61425641025641},{"expiry":"2027-02-19","call_iv_pct":27.160757238307355,"put_iv_pct":29.218823529411765},{"expiry":"2027-05-21","call_iv_pct":31.141287128712875,"put_iv_pct":32.87981566820277}],"source":"ThetaData EOD Greeks","provider_symbol":"ZWS","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6f2e879fa83e0422f2eaa1a7d75b8af9637403f7d37f05a970c917b5e6469ba6","captured_at":"2026-11-01T01:11:30.937856+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ZWS","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":32.94789566198658,"put_call_skew_pp":-4.08992069985835,"implied_move_pct":16.212556006242007,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"718b8edbd2bad1c940a38d3b90ff67d1b16f99aecef00042e300a72beb6de9ef","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":32.5464182425074,"put_call_skew_pp":4.899637613842669,"implied_move_pct":16.153441559814453,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"aadb33611aed2cedd49a95c34f46a3ffffe94c77bba0e12ae3b194b17339f95c","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":33.23753022839774,"put_call_skew_pp":6.3069871335717185,"implied_move_pct":16.21709258747483,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9c73d998ed4defff7874e4f559a62aa4173a1ea08e43da1cf0758f24d3082623","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":33.1394606058963,"put_call_skew_pp":-1.0891149471116321,"implied_move_pct":16.14128126331706,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"573c34a1bcb239358c34f621fd0ad31097e1c1bed734504fed44b383461dd30b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":32.65985022628861,"put_call_skew_pp":3.312805083962293,"implied_move_pct":15.74329014423478,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"27dbd69f910d189a35f45ebf19d166383c8374e0818f8670d9d8dcdcbceb74d7","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":33.93409596926723,"put_call_skew_pp":3.9287251299214923,"implied_move_pct":15.889600257423355,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"131bb2bf3fb4bfdc68ec06a11f53150ae3fb8b38f2c28cd54465a0502710298b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":38.13111529862709,"put_call_skew_pp":-0.998082979071774,"implied_move_pct":17.59909322004581,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7d5f2017ff100ade6841aa0f2c64d627ebd1fdb115aad1dd9093ebdcb4ff884e","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":33.25781884509036,"put_call_skew_pp":5.521776236798521,"implied_move_pct":15.521308105001786,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"401683369a3f7dd2d7f08d3330a3f3fa0a7218b4718858fbe0032de65d69b498","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":29.796566978438157,"put_call_skew_pp":9.962992176134849,"implied_move_pct":14.244034826648496,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"027c06cdf582a6743f202f936a64c793c124898ee24e71396649b75043741649","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":31.341242547094787,"put_call_skew_pp":3.8248537988548037,"implied_move_pct":14.71009401461465,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6f2e879fa83e0422f2eaa1a7d75b8af9637403f7d37f05a970c917b5e6469ba6","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}