{"schemaVersion":1,"symbol":"ARLO","days":90,"observations":[{"symbol":"ARLO","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:01.788000+00:00","captured_at":"2026-10-22T00:24:05.926Z","last_trade_at":"2026-10-21T23:00:00.002247249Z","price":12.15,"iv_pct":91.73798664173042,"implied_move_pct":21.533175017896948,"put_call_skew_pp":-17.131330755982066,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARLO","source_hash":"27423113e24cdc7ad5a758bc4f4a812b9a61c2940e3e208399878efd15ed3316"},{"symbol":"ARLO","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:02.063000+00:00","captured_at":"2026-10-22T21:21:47.906Z","last_trade_at":"2026-10-22T21:03:06.593540065Z","price":12.35,"iv_pct":90.09952281915992,"implied_move_pct":22.04235685241048,"put_call_skew_pp":-14.868934676665768,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARLO","source_hash":"bcf983a02341598d0cfa83f01fec355f22e81ae1d1e5f9611885e202f54d3a6b"}],"dailyIv":[{"symbol":"ARLO","date":"2026-10-20","iv_pct":62.16738549854297,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.14263189448441,"put_iv_pct":73.95751305483029},{"expiry":"2026-12-18","call_iv_pct":52.00559701492538,"put_iv_pct":69.75379876796714},{"expiry":"2027-01-15","call_iv_pct":63.21535595475716,"put_iv_pct":63.03492492492493},{"expiry":"2027-04-16","call_iv_pct":52.04643356643357,"put_iv_pct":59.18282881002088}],"source":"ThetaData EOD Greeks","provider_symbol":"ARLO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"caf8ff907c2b86b06135aa756766a284794972c4b423ad5549e0271415989cb3","captured_at":"2026-10-22T11:56:24.557229+00:00"},{"symbol":"ARLO","date":"2026-10-21","iv_pct":69.07648976632764,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":81.27814049586777,"put_iv_pct":101.92837094111174},{"expiry":"2026-12-18","call_iv_pct":59.86991712707182,"put_iv_pct":61.14948322147651},{"expiry":"2027-01-15","call_iv_pct":75.03709513435004,"put_iv_pct":57.30702586206897},{"expiry":"2027-04-16","call_iv_pct":58.42002544529262,"put_iv_pct":57.62185990338165}],"source":"ThetaData EOD Greeks","provider_symbol":"ARLO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"229d3937f20fde6b4caccc19484144baeebe49ebbc3bbe8a03ca13a47f482e57","captured_at":"2026-10-22T11:56:23.109667+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ARLO","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"}}