{"schemaVersion":1,"symbol":"BABX","days":90,"observations":[{"symbol":"BABX","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:15.128000+00:00","captured_at":"2026-10-22T00:41:28.297Z","last_trade_at":"2026-10-21T23:41:22.905586533Z","price":15.01,"iv_pct":83.56409403621934,"implied_move_pct":19.57453167303262,"put_call_skew_pp":-4.686964564968088,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BABX","source_hash":"c400384fb538935a14d63661380eca75ee2bdf266244df9a5e29ba6c22cf320e"}],"dailyIv":[{"symbol":"BABX","date":"2026-10-20","iv_pct":84.36019865677491,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.18945355191256,"put_iv_pct":87.56693877551021},{"expiry":"2026-12-18","call_iv_pct":80.68417021276596,"put_iv_pct":88.4291680532446},{"expiry":"2027-03-19","call_iv_pct":80.63746630727763,"put_iv_pct":88.69272493573264},{"expiry":"2027-06-17","call_iv_pct":81.46738170347004,"put_iv_pct":92.21428571428572}],"source":"ThetaData EOD Greeks","provider_symbol":"BABX","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"22a95af9b10196340ecc567109e92aa0c2cf6098a56963779bc38bfea2a3b1ba","captured_at":"2026-10-22T12:27:53.866444+00:00"},{"symbol":"BABX","date":"2026-10-21","iv_pct":84.29676545565479,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":80.51167582417582,"put_iv_pct":85.95816729323307},{"expiry":"2026-12-18","call_iv_pct":80.83677811550152,"put_iv_pct":83.27545454545454},{"expiry":"2027-03-19","call_iv_pct":83.29225974025974,"put_iv_pct":86.04215425531916},{"expiry":"2027-06-17","call_iv_pct":85.04322709163347,"put_iv_pct":89.41440677966102}],"source":"ThetaData EOD Greeks","provider_symbol":"BABX","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"7922cc65167d977f67d02fcf4bcc45a6dca60aa5170b910e94ac726f05236009","captured_at":"2026-10-22T12:27:52.532743+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BABX","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"}}