{"schemaVersion":1,"symbol":"AVLN","days":90,"observations":[{"symbol":"AVLN","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:01.518000+00:00","captured_at":"2026-10-22T00:39:42.281Z","last_trade_at":"2026-10-21T20:00:00.317460736Z","price":25.11,"iv_pct":62.32559195103195,"implied_move_pct":15.498565827823418,"put_call_skew_pp":3.297596875142772,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AVLN","source_hash":"69ab50a0ccc4d7f3abc3bea6c8cbfe588b16b702643749ae0a0445892f197f42"},{"symbol":"AVLN","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:03.092000+00:00","captured_at":"2026-10-22T20:56:24.587Z","last_trade_at":"2026-10-22T20:00:00.693820548Z","price":27.25,"iv_pct":65.19159667804088,"implied_move_pct":16.569285813962974,"put_call_skew_pp":0.23345766550522118,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AVLN","source_hash":"3e1c29c90b85837a8c461f180b32e848f977b247b7d2dcd240b61e2e4d753cf4"}],"dailyIv":[{"symbol":"AVLN","date":"2026-10-20","iv_pct":60.01191325515203,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":63.012643916913945,"put_iv_pct":63.54660507359849},{"expiry":"2026-12-18","call_iv_pct":59.572645803698435,"put_iv_pct":60.65689933872152},{"expiry":"2027-01-15","call_iv_pct":57.87758438389589,"put_iv_pct":58.79440506329113},{"expiry":"2027-04-16","call_iv_pct":58.24715825297788,"put_iv_pct":58.38736420811893}],"source":"ThetaData EOD Greeks","provider_symbol":"AVLN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8aa68808cf449ab90e74343efc6e537986f4d7abc977df3d64162d7c5851cbba","captured_at":"2026-10-22T12:15:48.649971+00:00"},{"symbol":"AVLN","date":"2026-10-21","iv_pct":59.439993992461346,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":61.32206310679612,"put_iv_pct":63.2859965437788},{"expiry":"2026-12-18","call_iv_pct":58.759968954812,"put_iv_pct":59.73620689655172},{"expiry":"2027-01-15","call_iv_pct":57.63121355397951,"put_iv_pct":58.26457024793389},{"expiry":"2027-04-16","call_iv_pct":58.12652173913043,"put_iv_pct":58.39341089670829}],"source":"ThetaData EOD Greeks","provider_symbol":"AVLN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e3db661d9fb6f936fd21cb3a1af96b3c116552c00e3f22130e853da62032df3f","captured_at":"2026-10-22T12:15:47.199695+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/AVLN","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"}}