{"schemaVersion":1,"symbol":"AROW","days":90,"observations":[{"symbol":"AROW","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:46.704000+00:00","captured_at":"2026-10-22T00:24:09.873Z","last_trade_at":"2026-10-21T20:00:00.646501701Z","price":37.19,"iv_pct":49.25164867363957,"implied_move_pct":10.59993504458917,"put_call_skew_pp":-6.696695498436833,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AROW","source_hash":"8aa3b89201a0f98cbd625a53e6b9634e3683081f95da6fe3cd89f30856642590"}],"dailyIv":[{"symbol":"AROW","date":"2026-10-20","iv_pct":43.920396370105195,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":70.7321270452358,"put_iv_pct":63.95765638031693},{"expiry":"2026-12-18","call_iv_pct":51.112076677316296,"put_iv_pct":43.928776025236594},{"expiry":"2027-03-19","call_iv_pct":32.14993165467626,"put_iv_pct":34.18595893403233},{"expiry":"2027-06-17","call_iv_pct":24.884413591523565,"put_iv_pct":30.41223065250379}],"source":"ThetaData EOD Greeks","provider_symbol":"AROW","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"050b0bec45112fb37b17e67b7d3cd473650ec2e6f35f2a7f44326f443f5cb171","captured_at":"2026-10-22T11:57:57.043350+00:00"},{"symbol":"AROW","date":"2026-10-21","iv_pct":38.52556045577341,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.32372259051504,"put_iv_pct":48.96461318636456},{"expiry":"2026-12-18","call_iv_pct":52.793818827708705,"put_iv_pct":36.63518765638032},{"expiry":"2027-03-19","call_iv_pct":34.46515283842795,"put_iv_pct":30.35548545523234},{"expiry":"2027-06-17","call_iv_pct":26.322247366367534,"put_iv_pct":29.344255725190838}],"source":"ThetaData EOD Greeks","provider_symbol":"AROW","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"b9c07d30e2f05babf8de9f5363a69bcd8b312d75ad27a10b6360f7a68caddaa7","captured_at":"2026-10-22T11:57:54.443101+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/AROW","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"}}