{"schemaVersion":1,"symbol":"AXGN","days":90,"observations":[{"symbol":"AXGN","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:18.401000+00:00","captured_at":"2026-10-22T00:40:55.527Z","last_trade_at":"2026-10-21T20:00:01.398352365Z","price":36.48,"iv_pct":88.63283618855672,"implied_move_pct":21.251912096868715,"put_call_skew_pp":8.940638288325985,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXGN","source_hash":"18a989393ca8f469c705125e9a045277a81c7234c7e72234e4ab1ce76e868e63"},{"symbol":"AXGN","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:52.398000+00:00","captured_at":"2026-10-22T20:56:40.928Z","last_trade_at":"2026-10-22T20:00:03.180799749Z","price":36.68,"iv_pct":89.15601945549334,"implied_move_pct":21.171706015221623,"put_call_skew_pp":3.314767447661171,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXGN","source_hash":"b9c411caa04232f47eefe3bed16d49496f8e1c83b2edf1f2f0ac7bd32a84ef9d"}],"dailyIv":[{"symbol":"AXGN","date":"2026-10-20","iv_pct":76.10236578679445,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":95.29039365773647,"put_iv_pct":94.35098461538462},{"expiry":"2026-12-18","call_iv_pct":75.35032478632479,"put_iv_pct":73.00341618191433},{"expiry":"2027-01-15","call_iv_pct":65.82489030023095,"put_iv_pct":67.19765743073049},{"expiry":"2027-04-16","call_iv_pct":69.2202,"put_iv_pct":68.5810593220339}],"source":"ThetaData EOD Greeks","provider_symbol":"AXGN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"bf705c54741ae7c74d7572ba21f288b53f826069a1f7f2587561195a39f58b85","captured_at":"2026-10-22T12:22:48.845025+00:00"},{"symbol":"AXGN","date":"2026-10-21","iv_pct":76.55974190614883,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":86.71174672489083,"put_iv_pct":90.51844328429046},{"expiry":"2026-12-18","call_iv_pct":75.02681818181819,"put_iv_pct":74.56686131386861},{"expiry":"2027-01-15","call_iv_pct":66.93683770883054,"put_iv_pct":72.921748158071},{"expiry":"2027-04-16","call_iv_pct":72.02006593406594,"put_iv_pct":73.77541394335512}],"source":"ThetaData EOD Greeks","provider_symbol":"AXGN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e702d8429f59c30414932e4f3bd058bb173282803869b4b2e56c23940526628c","captured_at":"2026-10-22T12:22:47.545858+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/AXGN","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"}}