{"schemaVersion":1,"symbol":"A","days":90,"observations":[{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-21T19:50:08.795000+00:00","captured_at":"2026-10-22T00:09:56.797Z","last_trade_at":"2026-10-21T23:00:00.0035977Z","price":177.75,"iv_pct":33.541596999268656,"implied_move_pct":7.731489170888303,"put_call_skew_pp":0.29481433631823317,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"931dc06ada59bf9903db8cf6fc23d2c4d01645e5a59dfe1489d13227dd94624c"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-22T19:56:38.948000+00:00","captured_at":"2026-10-22T21:22:43.788Z","last_trade_at":"2026-10-22T20:10:00.004095628Z","price":173.89,"iv_pct":36.47401229752673,"implied_move_pct":8.220384789017398,"put_call_skew_pp":1.9514878494550914,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"afadb40ad8aec2bda0c51fb9f67ee9ab12cf1186c4c3758c0ac6483a807f79a1"}],"dailyIv":[{"symbol":"A","date":"2026-10-20","iv_pct":35.35353930842008,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.5271723518851,"put_iv_pct":32.16761825726141},{"expiry":"2026-12-18","call_iv_pct":36.44009708737864,"put_iv_pct":37.05058588548602},{"expiry":"2027-01-15","call_iv_pct":35.90807511737089,"put_iv_pct":35.11886645962733},{"expiry":"2027-02-19","call_iv_pct":35.55343580470163,"put_iv_pct":35.06246350364963}],"source":"ThetaData EOD Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c03185d6648551ea0cce7aa2f266b54e214750dbb2fe68efda78d7fc6c317a21","captured_at":"2026-10-22T11:00:06.864991+00:00"},{"symbol":"A","date":"2026-10-21","iv_pct":34.76104247188985,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.00072438162544,"put_iv_pct":33.0741645244216},{"expiry":"2026-12-18","call_iv_pct":37.354055555555554,"put_iv_pct":34.9984081632653},{"expiry":"2027-01-15","call_iv_pct":34.06681008902077,"put_iv_pct":35.428377535101404},{"expiry":"2027-02-19","call_iv_pct":33.7680985915493,"put_iv_pct":35.39770093457944}],"source":"ThetaData EOD Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"829089e244b950d788cf3ca2d29e772244ab636270e588ebd34d0611ff1f66ec","captured_at":"2026-10-22T11:00:04.929504+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/A","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"}}