{"schemaVersion":1,"symbol":"ASX","days":90,"observations":[{"symbol":"ASX","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:24.076000+00:00","captured_at":"2026-10-22T00:38:31.273Z","last_trade_at":"2026-10-21T23:57:08.465210332Z","price":41.8,"iv_pct":59.81040035649801,"implied_move_pct":13.464753716891432,"put_call_skew_pp":-8.853321247410639,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ASX","source_hash":"138f07d94715b6e77e4e69592c8a9c5231748ec1e5b0eee0a3f7a8d175f0c91c"}],"dailyIv":[{"symbol":"ASX","date":"2026-10-20","iv_pct":58.30739866138719,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.11350230414746,"put_iv_pct":60.67881355932203},{"expiry":"2026-12-18","call_iv_pct":58.8126923076923,"put_iv_pct":55.76405253283302},{"expiry":"2027-01-15","call_iv_pct":59.24889690721648,"put_iv_pct":54.91770083102493},{"expiry":"2027-03-19","call_iv_pct":56.65639751552794,"put_iv_pct":56.26713333333334}],"source":"ThetaData EOD Greeks","provider_symbol":"ASX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d07dda976af2425c66d70aaf86ba0c5eb3949373d3413be0a356344213b3bd72","captured_at":"2026-10-22T12:06:15.067595+00:00"},{"symbol":"ASX","date":"2026-10-21","iv_pct":56.32599793285277,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":61.21091603053436,"put_iv_pct":57.86704089219331},{"expiry":"2026-12-18","call_iv_pct":58.023283877349165,"put_iv_pct":54.8010861423221},{"expiry":"2027-01-15","call_iv_pct":55.26150289017341,"put_iv_pct":53.21821705426356},{"expiry":"2027-03-19","call_iv_pct":55.34504051863858,"put_iv_pct":54.88089605734767}],"source":"ThetaData EOD Greeks","provider_symbol":"ASX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9c2caf772ba4cb16118af8f617cdcc06a3e3f0af910d25fa83f0ae64179e01f3","captured_at":"2026-10-22T12:06:13.234805+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ASX","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"}}