{"schemaVersion":1,"symbol":"BAND","days":90,"observations":[{"symbol":"BAND","expiry":"2026-11-20","observed_at":"2026-10-21T19:57:59.675000+00:00","captured_at":"2026-10-22T00:56:28.329Z","last_trade_at":"2026-10-21T20:00:09.635783214Z","price":46.82,"iv_pct":123.57301910840295,"implied_move_pct":29.57727709026593,"put_call_skew_pp":5.471865047796953,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAND","source_hash":"77792012820ee5b13afcaf25ed273b59b67fe6f31f6ef9c854ea3d19618ab790"},{"symbol":"BAND","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.107000+00:00","captured_at":"2026-10-22T21:08:17.868Z","last_trade_at":"2026-10-22T20:30:43.620908868Z","price":40.77,"iv_pct":133.11520047716655,"implied_move_pct":32.37568838216892,"put_call_skew_pp":-1.0478865966494055,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BAND","source_hash":"6dbf9b46b8cebdea14af85f8d05ed6245d04e54bf34a9bccf348019f9f596403"}],"dailyIv":[{"symbol":"BAND","date":"2026-10-20","iv_pct":104.98995240837789,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":117.46091334894612,"put_iv_pct":127.88044859813085},{"expiry":"2026-12-18","call_iv_pct":105.47583333333333,"put_iv_pct":107.14645226130655},{"expiry":"2027-02-19","call_iv_pct":94.53828715365239,"put_iv_pct":95.0578734622144},{"expiry":"2027-03-19","call_iv_pct":93.88323671497585,"put_iv_pct":98.47657439446367}],"source":"ThetaData EOD Greeks","provider_symbol":"BAND","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a58f106c6dfb8c737fd27bc739d4d86c40876f58cc5024505ade3e3bcd64983b","captured_at":"2026-10-22T12:31:09.076340+00:00"},{"symbol":"BAND","date":"2026-10-21","iv_pct":104.68322187825204,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":122.81143589743589,"put_iv_pct":124.29503759398497},{"expiry":"2026-12-18","call_iv_pct":105.33273170731707,"put_iv_pct":106.68941860465115},{"expiry":"2027-02-19","call_iv_pct":93.3568093385214,"put_iv_pct":94.31585755813954},{"expiry":"2027-03-19","call_iv_pct":94.22077571669477,"put_iv_pct":96.44370860927152}],"source":"ThetaData EOD Greeks","provider_symbol":"BAND","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1488fbb1b58c4618363bc5747b223d34193531b42240d26a3d38a5c86a5d9817","captured_at":"2026-10-22T12:31:07.922465+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BAND","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"}}