{"schemaVersion":1,"symbol":"TSLL","days":90,"observations":[{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T14:48:44.308000+00:00","captured_at":"2026-10-21T14:54:22.228Z","last_trade_at":"2026-10-21T14:54:21.964532834Z","price":10.4601,"iv_pct":86.28232757771724,"implied_move_pct":20.19065818803842,"put_call_skew_pp":1.913945164506481,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"37b8dfd00a3c15ccdd5d27fd6daa86e180906c56a024406a0da2443bb1b44f87"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T15:08:39.872000+00:00","captured_at":"2026-10-21T15:11:42.246Z","last_trade_at":"2026-10-21T15:11:36.606611588Z","price":10.505,"iv_pct":86.08024372353876,"implied_move_pct":20.283447736732416,"put_call_skew_pp":5.5119184290030265,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"b5d41185c5dcd9b774bd79d2a04e32a0e25af5030ccf34f377d311ca95901ba0"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T15:23:34.308000+00:00","captured_at":"2026-10-21T15:23:55.696Z","last_trade_at":"2026-10-21T15:23:53.348688652Z","price":10.4874,"iv_pct":85.66069061031402,"implied_move_pct":20.087931284379692,"put_call_skew_pp":4.047210290299741,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"87149adad33bda6e05f2078946d309c977e40fcbcb2133dc8cb69822c39458dc"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T15:38:27.577000+00:00","captured_at":"2026-10-21T15:40:21.198Z","last_trade_at":"2026-10-21T15:40:19.983826309Z","price":10.515,"iv_pct":85.36342635720821,"implied_move_pct":20.049432946916703,"put_call_skew_pp":4.243221884498471,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"810204b6078b9f15b213eaa7d0eefc9b6bb2fff9f2a3b52047c3e86bea93a8e8"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T15:58:19.464000+00:00","captured_at":"2026-10-21T16:02:32.485Z","last_trade_at":"2026-10-21T16:02:31.113226347Z","price":10.5539,"iv_pct":85.96563392857142,"implied_move_pct":20.251597607580727,"put_call_skew_pp":5.530599345056908,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"99a3aa61524bc1284d549f3ad7cefcef636ed14a423917519a3956540c69f45c"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T16:15:39.998000+00:00","captured_at":"2026-10-21T16:23:07.123Z","last_trade_at":"2026-10-21T16:22:51.748911273Z","price":10.5472,"iv_pct":86.27000243845379,"implied_move_pct":20.278494423226135,"put_call_skew_pp":5.887859216521607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"428a0de21c448e8f0891b6d5e6008c0381a11bef5428adb401cb615ec68b7258"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T16:29:28.046000+00:00","captured_at":"2026-10-21T16:33:33.825Z","last_trade_at":"2026-10-21T16:33:31.773060684Z","price":10.5519,"iv_pct":85.75906117199338,"implied_move_pct":20.179944887335527,"put_call_skew_pp":5.356045285713873,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"a60615e04c244390df75ede926cd1ee7e5f620a54e1ff0b114e5e8012c9c04ab"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T16:40:11.793000+00:00","captured_at":"2026-10-21T16:43:53.495Z","last_trade_at":"2026-10-21T16:43:50.80423742Z","price":10.614,"iv_pct":86.41252756398782,"implied_move_pct":20.25984032692653,"put_call_skew_pp":3.4558836500155787,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"e03a402e022a9a54f64bb91abdf13848cfcd8fccee2df332db844c732ef5e747"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T16:49:02.553000+00:00","captured_at":"2026-10-21T16:54:09.666Z","last_trade_at":"2026-10-21T16:54:06.077736208Z","price":10.58,"iv_pct":85.59517651478974,"implied_move_pct":20.161981316142192,"put_call_skew_pp":3.2848923676356834,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"395eea789cb1c916478113be6df2a38510ef39c06ad314c52b5434edd5095c82"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T16:58:57.055000+00:00","captured_at":"2026-10-21T17:07:54.928Z","last_trade_at":"2026-10-21T17:07:51.755682043Z","price":10.5999,"iv_pct":84.476953880486,"implied_move_pct":19.805470811975894,"put_call_skew_pp":4.430131755694655,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"66206b80553ae111a06f09994916ac60a4e6962c19893f27626ba8e77edf568a"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T17:16:00.457000+00:00","captured_at":"2026-10-21T17:22:31.795Z","last_trade_at":"2026-10-21T17:22:25.782487429Z","price":10.585,"iv_pct":84.48255761614958,"implied_move_pct":19.83901334270851,"put_call_skew_pp":5.275641430011269,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"739b38ab8da363f7fcf90612939ed660273c41113404feb40d45bdbdc44e820c"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T17:27:57.618000+00:00","captured_at":"2026-10-21T17:33:25.071Z","last_trade_at":"2026-10-21T17:33:21.498146636Z","price":10.5453,"iv_pct":85.18288743830824,"implied_move_pct":19.968338242110907,"put_call_skew_pp":3.8298054090771916,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"8e535c125663826eee5e453412fc7660d6782c62152948a629495cbc99d9dc5a"},{"symbol":"TSLL","expiry":"2026-11-20","observed_at":"2026-10-21T17:34:23.457000+00:00","captured_at":"2026-10-21T17:43:48.466Z","last_trade_at":"2026-10-21T17:43:47.52445755Z","price":10.525,"iv_pct":84.22902469235399,"implied_move_pct":19.766208893798723,"put_call_skew_pp":3.4924313535091955,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/TSLL","source_hash":"61a7b4af2a5f82863c440d06953206325de1d90a0e81508b232039c02f889472"}],"dailyIv":[{"symbol":"TSLL","date":"2026-10-19","iv_pct":108.55073172863243,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":145.42978350362802,"put_iv_pct":146.51557466805906},{"expiry":"2026-10-30","call_iv_pct":106.27474551270659,"put_iv_pct":106.49896793784049},{"expiry":"2026-11-06","call_iv_pct":95.7595683671336,"put_iv_pct":93.41561979609175},{"expiry":"2026-11-13","call_iv_pct":86.01534300248944,"put_iv_pct":88.49625104111051}],"source":"ThetaData EOD Greeks","provider_symbol":"TSLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fea268d50782ea73d4a03fdc2768aa469e370fb99d2a3651bcbe3f1f4d3641bc","captured_at":"2026-10-21T17:01:59.922912+00:00"},{"symbol":"TSLL","date":"2026-10-20","iv_pct":118.58991152413134,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":172.0394383775351,"put_iv_pct":172.4176098689283},{"expiry":"2026-10-30","call_iv_pct":114.79518518518519,"put_iv_pct":113.87093724531378},{"expiry":"2026-11-06","call_iv_pct":99.52572368421053,"put_iv_pct":101.96505733944954},{"expiry":"2026-11-13","call_iv_pct":88.68422354104845,"put_iv_pct":85.42111695137976}],"source":"ThetaData EOD Greeks","provider_symbol":"TSLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1e1cb78915740e3750f27b636e08b420b5ad638481bd6645ca012382f6cc780a","captured_at":"2026-10-21T17:01:58.436982+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/TSLL","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"}}