{"schemaVersion":1,"symbol":"BAC","days":90,"observations":[{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-19T19:59:51.418000+00:00","captured_at":"2026-10-20T03:49:50.385Z","last_trade_at":"2026-10-19T23:55:09.365987103Z","price":50.42,"iv_pct":23.397760455704976,"implied_move_pct":5.58347843035205,"put_call_skew_pp":3.688232485353521,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"0750f4b2cfb23198d24e7d9a0d27f4d8f2cd08aaa854edea98f07ca9c710086b"},{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:05.246000+00:00","captured_at":"2026-10-20T13:32:51.248Z","last_trade_at":"2026-10-20T13:32:49.216700209Z","price":50.18,"iv_pct":24.01621383232073,"implied_move_pct":5.64003681562108,"put_call_skew_pp":2.0303902593295424,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"977511c41df8d7e7891d563161ab7523d14da1d15508c61d6d6359eb07dc4bcc"},{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-20T13:33:51.139000+00:00","captured_at":"2026-10-20T13:48:19.692Z","last_trade_at":"2026-10-20T13:48:18.403713823Z","price":50.73,"iv_pct":23.736926356203593,"implied_move_pct":5.520126703293188,"put_call_skew_pp":1.8653577557592143,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"f31305e6bbd4c4259228506ce4ec5cbdc8dc749db3196c49aab02a3cb8a7b4bf"},{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-20T13:52:58.959000+00:00","captured_at":"2026-10-20T13:56:03.104Z","last_trade_at":"2026-10-20T13:56:02.014701513Z","price":50.86,"iv_pct":23.3539684341062,"implied_move_pct":5.465736947663541,"put_call_skew_pp":2.3355815610493353,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"c6fb536b3cc72bb13cc8e469163019a4e76ebee806b03b3f8d81cec12c337b13"},{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-20T14:10:02.886000+00:00","captured_at":"2026-10-20T14:13:47.714Z","last_trade_at":"2026-10-20T14:13:43.286454602Z","price":50.79,"iv_pct":23.283274752712956,"implied_move_pct":5.437317657020232,"put_call_skew_pp":2.661233771685456,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"302c73e5b564d56d621f67babdd56ecf669dd99304200ecade76de396febe444"},{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-20T14:17:14.526000+00:00","captured_at":"2026-10-20T14:25:45.896Z","last_trade_at":"2026-10-20T14:25:41.899152436Z","price":51.165,"iv_pct":23.39865037303283,"implied_move_pct":5.507450391685939,"put_call_skew_pp":2.7736794594768908,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"e33bd57b8ac48642f8f16653ee829ac00219ce33460e173b1aa570daa999f2e6"},{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-20T14:32:42.531000+00:00","captured_at":"2026-10-20T14:33:30.993Z","last_trade_at":"2026-10-20T14:33:30.75895562Z","price":51.16,"iv_pct":23.506782737351003,"implied_move_pct":5.517259777110901,"put_call_skew_pp":1.5558988548549064,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"5f9dd6c9c7a9d20eabf9e44fb93cd64001b8ad821fb4008679ab3988902b5bf0"},{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-20T14:34:39.886000+00:00","captured_at":"2026-10-20T14:41:15.696Z","last_trade_at":"2026-10-20T14:41:14.194125911Z","price":51.085,"iv_pct":23.434623459926236,"implied_move_pct":5.512992936060007,"put_call_skew_pp":2.4628163783836614,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"dacd6db64bd464962e83bb66183bca24b25eb8034754aa41ea7a1fcd48a87f35"},{"symbol":"BAC","expiry":"2026-11-20","observed_at":"2026-10-20T14:42:59.413000+00:00","captured_at":"2026-10-20T14:49:00.372Z","last_trade_at":"2026-10-20T14:48:57.447831987Z","price":51.12,"iv_pct":23.561518923611786,"implied_move_pct":5.530526135081441,"put_call_skew_pp":1.980253602035792,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAC","source_hash":"8e279040ace635844452dba610a4beafd8953d947ba285a8218b9cbb7cb1bda7"}],"truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BAC","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"}}