{
  "schema": "quantiv.research-snapshot.v1",
  "kind": "symbol_research",
  "source": {
    "symbol": "USB",
    "as_of_date": "2026-09-30",
    "forecast_receipt_id": "sha256:3db03b17a45f7d9a749540cab764007049566e003ecbbdc7f99245eacfd9e871",
    "forecast_validated_at": "2026-10-16T11:53:08.138496+00:00",
    "forecast_quality": "passed",
    "control_generated_at": "2026-10-16T12:14:35.648573+00:00",
    "control_status": "failed",
    "publication_eligible": false
  },
  "decision_scope": "end_of_day_research",
  "live_trading_eligible": false,
  "live_quote_overlay_included": false,
  "spot_updated_prediction_included": false,
  "research": {
    "symbol": "USB",
    "as_of_date": "2026-09-30",
    "spot_price": 58,
    "expected_move": {
      "earnings_date": "2026-10-15",
      "timing": "bmo",
      "expiration": "2026-10-16",
      "dte": 16,
      "lead_time_days": 15,
      "atm_strike": 58,
      "atm_iv": 0.306099,
      "straddle_abs": 2.96,
      "straddle_pct": 0.051034,
      "iv_pct": 0.064088,
      "em_ml_pct": 0.029103,
      "em_ml_abs": 1.699615,
      "correction_factor": 0.487854,
      "model_horizon": 21,
      "ml_snapshot_date": "2026-09-24",
      "p10": 0.006436,
      "p25": 0.018008,
      "p50": 0.027061,
      "p75": 0.049247,
      "p90": 0.065811,
      "em_method": "ml_lightgbm",
      "display_forecast_pct": 0.029103,
      "display_forecast_method": "ml",
      "display_forecast_as_of": "2026-09-24",
      "ml_status": "available",
      "options_status": "decision_eligible",
      "historical_event_count": 4,
      "forecast_frozen": true,
      "forecast_id": "97e112aac470459e82ba607489430030f471c0304c4a72cdffc1e9c794dc54f0",
      "forecast_model_bundle_id": "4d1ab76dc3401072f1c9a809c71aa76d0c905e5117f7d98d31928219a79a8b78",
      "forecast_scored_at": "2026-09-25T11:49:47.436763+00:00",
      "forecast_published_at": "2026-09-26T12:18:41.261930+00:00",
      "forecast_feature_cutoff_at": "2026-10-14T20:00:00+00:00",
      "forecast_prediction_deadline_at": "2026-10-15T04:00:00+00:00",
      "forecast_feature_snapshot_at": "2026-09-24T20:00:00+00:00",
      "forecast_feature_hash": "4b69a0cae790be4f83b9120fc2f5eb60aee44958ec11d99f41d61cad8989e71d",
      "forecast_frozen_eligible": true
    },
    "straddle_features": [
      {
        "expiration": "2026-10-16",
        "dte": 16,
        "atm_strike": 58,
        "atm_iv": 0.3061,
        "atm_call_iv": 0.3069,
        "atm_put_iv": 0.3053,
        "straddle_mid": 2.96,
        "em_straddle": 2.96,
        "em_straddle_pct": 0.051034,
        "em_iv": 3.717105,
        "em_iv_pct": 0.064088,
        "call_delta": 0.5014,
        "call_gamma": 0.1055,
        "call_vega": 0.0483,
        "call_theta": -0.0343
      },
      {
        "expiration": "2026-10-30",
        "dte": 30,
        "atm_strike": 58,
        "atm_iv": 0.2847,
        "atm_call_iv": 0.2849,
        "atm_put_iv": 0.2845,
        "straddle_mid": 3.77,
        "em_straddle": 3.77,
        "em_straddle_pct": 0.065,
        "em_iv": 4.734015,
        "em_iv_pct": 0.081621,
        "call_delta": 0.521,
        "call_gamma": 0.083,
        "call_vega": 0.0661,
        "call_theta": -0.0275
      },
      {
        "expiration": "2026-11-20",
        "dte": 51,
        "atm_strike": 57.5,
        "atm_iv": 0.2726,
        "atm_call_iv": 0.2712,
        "atm_put_iv": 0.274,
        "straddle_mid": 4.725,
        "em_straddle": 4.725,
        "em_straddle_pct": 0.082174,
        "em_iv": 5.859119,
        "em_iv_pct": 0.101898,
        "call_delta": 0.5611,
        "call_gamma": 0.066,
        "call_vega": 0.0851,
        "call_theta": -0.0207
      }
    ],
    "earnings_history": [
      {
        "date": "2026-10-15",
        "timing": "before_market_open",
        "q": "Q3 26",
        "fiscal_year": 2026,
        "fiscal_q": "Q3",
        "actual": null,
        "implied": null,
        "implied_as_of": null,
        "implied_expiration": null,
        "implied_dte": null,
        "implied_lead_days": null,
        "implied_atm_strike": null,
        "implied_straddle_abs": null,
        "implied_atm_iv": null,
        "implied_quality_status": null,
        "eps_actual": null,
        "eps_estimate": 1.3283,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": 8056335498,
        "rev_surprise_pct": null,
        "realized_target_protocol": null,
        "realized_label_source": null,
        "em_ml_pct": 0.029103,
        "em_ml_abs": 1.699615,
        "correction_factor": 0.487854,
        "model_horizon": 21,
        "ml_snapshot_date": "2026-09-24",
        "forecast_id": "97e112aac470459e82ba607489430030f471c0304c4a72cdffc1e9c794dc54f0",
        "forecast_model_bundle_id": "4d1ab76dc3401072f1c9a809c71aa76d0c905e5117f7d98d31928219a79a8b78",
        "forecast_scored_at": "2026-09-25T11:49:47.436763+00:00",
        "forecast_published_at": "2026-09-26T12:18:41.261930+00:00",
        "forecast_feature_cutoff_at": "2026-10-14T20:00:00+00:00",
        "forecast_prediction_deadline_at": "2026-10-15T04:00:00+00:00",
        "forecast_feature_snapshot_at": "2026-09-24T20:00:00+00:00",
        "forecast_feature_hash": "4b69a0cae790be4f83b9120fc2f5eb60aee44958ec11d99f41d61cad8989e71d",
        "forecast_frozen_eligible": true,
        "p10": 0.006436,
        "p25": 0.018008,
        "p50": 0.027061,
        "p75": 0.049247,
        "p90": 0.065811,
        "display_forecast_pct": 0.029103,
        "display_forecast_method": "ml",
        "display_forecast_as_of": "2026-09-24",
        "ml_status": "available",
        "options_status": "unavailable",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2026-07-16",
        "timing": "bmo",
        "q": "Q2 26",
        "fiscal_year": 2026,
        "fiscal_q": "Q2",
        "actual": 0.01587,
        "implied": 0.051111,
        "implied_as_of": "2026-07-15",
        "implied_expiration": "2026-07-31",
        "implied_dte": 16,
        "implied_lead_days": 1,
        "implied_atm_strike": 63,
        "implied_straddle_abs": 3.22,
        "implied_atm_iv": 0.3034,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": 1.35,
        "eps_estimate": 1.2894,
        "eps_surprise_pct": 0.046999,
        "revenue_actual": 7686000000,
        "revenue_estimate": 7658867188,
        "rev_surprise_pct": 0.003543,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.063523,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2026-07-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2026-04-16",
        "timing": "bmo",
        "q": "Q1 26",
        "fiscal_year": 2026,
        "fiscal_q": "Q1",
        "actual": -0.015789,
        "implied": 0.049911,
        "implied_as_of": "2026-04-15",
        "implied_expiration": "2026-05-01",
        "implied_dte": 16,
        "implied_lead_days": 1,
        "implied_atm_strike": 56,
        "implied_straddle_abs": 2.795,
        "implied_atm_iv": 0.2793,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.058477,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2026-04-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2026-01-20",
        "timing": "bmo",
        "q": "Q4 25",
        "fiscal_year": 2025,
        "fiscal_q": "Q4",
        "actual": -0.000368,
        "implied": 0.046818,
        "implied_as_of": "2026-01-19",
        "implied_expiration": "2026-01-30",
        "implied_dte": 11,
        "implied_lead_days": 1,
        "implied_atm_strike": 55,
        "implied_straddle_abs": 2.575,
        "implied_atm_iv": 0.3016,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.052358,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2026-01-19",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2025-10-16",
        "timing": "bmo",
        "q": "Q3 25",
        "fiscal_year": 2025,
        "fiscal_q": "Q3",
        "actual": -0.017223,
        "implied": 0.057204,
        "implied_as_of": "2025-10-15",
        "implied_expiration": "2025-10-31",
        "implied_dte": 16,
        "implied_lead_days": 1,
        "implied_atm_strike": 46.5,
        "implied_straddle_abs": 2.66,
        "implied_atm_iv": 0.34215,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.071636,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2025-10-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2025-07-17",
        "timing": "bmo",
        "q": "Q2 25",
        "fiscal_year": 2025,
        "fiscal_q": "Q2",
        "actual": -0.010289,
        "implied": 0.05044,
        "implied_as_of": "2025-07-16",
        "implied_expiration": "2025-08-01",
        "implied_dte": 16,
        "implied_lead_days": 1,
        "implied_atm_strike": 45.5,
        "implied_straddle_abs": 2.295,
        "implied_atm_iv": 0.2977,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.062329,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2025-07-16",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2025-04-16",
        "timing": "bmo",
        "q": "Q1 25",
        "fiscal_year": 2025,
        "fiscal_q": "Q1",
        "actual": -0.020968,
        "implied": 0.065974,
        "implied_as_of": "2025-04-15",
        "implied_expiration": "2025-05-02",
        "implied_dte": 17,
        "implied_lead_days": 1,
        "implied_atm_strike": 38.5,
        "implied_straddle_abs": 2.54,
        "implied_atm_iv": 0.38115,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.082257,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2025-04-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2025-01-16",
        "timing": "bmo",
        "q": "Q4 24",
        "fiscal_year": 2024,
        "fiscal_q": "Q4",
        "actual": -0.056385,
        "implied": 0.052353,
        "implied_as_of": "2025-01-15",
        "implied_expiration": "2025-01-31",
        "implied_dte": 16,
        "implied_lead_days": 1,
        "implied_atm_strike": 51,
        "implied_straddle_abs": 2.67,
        "implied_atm_iv": 0.313,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.065533,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2025-01-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2024-10-16",
        "timing": "bmo",
        "q": "Q3 24",
        "fiscal_year": 2024,
        "fiscal_q": "Q3",
        "actual": 0.047021,
        "implied": 0.053723,
        "implied_as_of": "2024-10-15",
        "implied_expiration": "2024-11-01",
        "implied_dte": 17,
        "implied_lead_days": 1,
        "implied_atm_strike": 47,
        "implied_straddle_abs": 2.525,
        "implied_atm_iv": 0.3078,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.066427,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2024-10-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2024-07-17",
        "timing": "bmo",
        "q": "Q2 24",
        "fiscal_year": 2024,
        "fiscal_q": "Q2",
        "actual": 0.045507,
        "implied": 0.046118,
        "implied_as_of": "2024-07-15",
        "implied_expiration": "2024-07-26",
        "implied_dte": 11,
        "implied_lead_days": 2,
        "implied_atm_strike": 42.5,
        "implied_straddle_abs": 1.96,
        "implied_atm_iv": 0.3329,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.057791,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2024-07-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2024-04-17",
        "timing": "bmo",
        "q": "Q1 24",
        "fiscal_year": 2024,
        "fiscal_q": "Q1",
        "actual": -0.036098,
        "implied": 0.056867,
        "implied_as_of": "2024-04-15",
        "implied_expiration": "2024-04-26",
        "implied_dte": 11,
        "implied_lead_days": 2,
        "implied_atm_strike": 41.5,
        "implied_straddle_abs": 2.36,
        "implied_atm_iv": 0.41045,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.071254,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2024-04-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      },
      {
        "date": "2024-01-17",
        "timing": "bmo",
        "q": "Q4 23",
        "fiscal_year": 2023,
        "fiscal_q": "Q4",
        "actual": -0.013533,
        "implied": 0.054405,
        "implied_as_of": "2024-01-15",
        "implied_expiration": "2024-01-26",
        "implied_dte": 11,
        "implied_lead_days": 2,
        "implied_atm_strike": 42,
        "implied_straddle_abs": 2.285,
        "implied_atm_iv": 0.3458,
        "implied_quality_status": "decision_eligible_eod",
        "eps_actual": null,
        "eps_estimate": null,
        "eps_surprise_pct": null,
        "revenue_actual": null,
        "revenue_estimate": null,
        "rev_surprise_pct": null,
        "realized_target_protocol": "quantiv.session-reaction.v2",
        "realized_label_source": "ohlcv_session_close",
        "display_forecast_pct": 0.060031,
        "display_forecast_method": "options_math",
        "display_forecast_as_of": "2024-01-15",
        "ml_status": "unavailable_event",
        "options_status": "decision_eligible",
        "fallback_reason": null,
        "forecast_frozen": true
      }
    ],
    "next_earnings": "2026-10-15",
    "vol_regime": {
      "iv_current": 0.2813,
      "iv_rank": 0.458015,
      "iv_year_high": 0.3949,
      "iv_year_low": 0.1853,
      "hv_current": 0.2117,
      "hv_rank": 0.341886,
      "iv_mom_week": 0.0097,
      "iv_mom_month": null
    },
    "next_earnings_timing": "bmo"
  },
  "snapshot_id": "sha256:ddced469eadb65e41f062fc42699ad31f89b2bc88b2fe028dd39476bfa4003ac"
}