{"schemaVersion":1,"symbol":"AVUS","days":90,"observations":[{"symbol":"AVUS","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:18.952000+00:00","captured_at":"2026-10-22T00:40:30.780Z","last_trade_at":"2026-10-22T00:00:00.102502545Z","price":130.06,"iv_pct":12.845404391806042,"implied_move_pct":2.9660622313854375,"put_call_skew_pp":5.291166666666667,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AVUS","source_hash":"b13600e39303368eb6dcc7bd9be7e6ba8bd0f9233d19f47d0055555824c88e16"}],"dailyIv":[{"symbol":"AVUS","date":"2026-10-20","iv_pct":13.41299781763534,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.590542635658917,"put_iv_pct":13.013979057591623},{"expiry":"2026-12-18","call_iv_pct":12.229605126428819,"put_iv_pct":13.167272727272728},{"expiry":"2027-03-19","call_iv_pct":11.47618705035971,"put_iv_pct":15.140462427745666},{"expiry":"2027-06-17","call_iv_pct":12.12896103896104,"put_iv_pct":17.55697247706422}],"source":"ThetaData EOD Greeks","provider_symbol":"AVUS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"ec493433a9919ae4cb36c30830de43d3f8657cc23a6cfafd1f5f9c1d26a7c1fd","captured_at":"2026-10-22T12:20:28.657225+00:00"},{"symbol":"AVUS","date":"2026-10-21","iv_pct":13.63911438923304,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.91736312849162,"put_iv_pct":13.776998706338938},{"expiry":"2026-12-18","call_iv_pct":12.010527931246164,"put_iv_pct":13.295000000000002},{"expiry":"2027-03-19","call_iv_pct":11.98273838630807,"put_iv_pct":16.58191729323308},{"expiry":"2027-06-17","call_iv_pct":12.546,"put_iv_pct":17.00236966824645}],"source":"ThetaData EOD Greeks","provider_symbol":"AVUS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"660dcc054d80af32fa8cced45c268828c9419b68827c0db5c47cf1c182aa5236","captured_at":"2026-10-22T12:20:27.074442+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/AVUS","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"}}