{"schemaVersion":1,"symbol":"BBIO","days":90,"observations":[{"symbol":"BBIO","expiry":"2026-11-20","observed_at":"2026-10-21T19:46:34.322000+00:00","captured_at":"2026-10-22T00:57:02.597Z","last_trade_at":"2026-10-21T23:33:10.390186969Z","price":67.5084,"iv_pct":51.89044851270399,"implied_move_pct":11.965170063393666,"put_call_skew_pp":12.818149355123204,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BBIO","source_hash":"44b6d24d221112027517a035ad486976dee2bf0e28a241d43b80a296b4d26b6c"},{"symbol":"BBIO","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:25.242000+00:00","captured_at":"2026-10-22T21:08:28.153Z","last_trade_at":"2026-10-22T20:00:58.051245044Z","price":67.86,"iv_pct":52.496212887213915,"implied_move_pct":11.924725529768939,"put_call_skew_pp":1.5661784030379489,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BBIO","source_hash":"93a0dbaac52a6e775d8dd334b01cbb5c4b50cb71a6c80340a6b99b4fb830d17d"}],"dailyIv":[{"symbol":"BBIO","date":"2026-10-20","iv_pct":49.0983196123817,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.79711727842435,"put_iv_pct":51.56127035830619},{"expiry":"2026-12-18","call_iv_pct":50.92934566145093,"put_iv_pct":50.1881946403385},{"expiry":"2027-01-15","call_iv_pct":47.8185,"put_iv_pct":47.02},{"expiry":"2027-02-19","call_iv_pct":48.57142857142857,"put_iv_pct":47.90070038910506}],"source":"ThetaData EOD Greeks","provider_symbol":"BBIO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ef083d58710317c109623bda1a9a84a1a31e06b2049a299c99b8dcf2af756c92","captured_at":"2026-10-22T12:36:28.525624+00:00"},{"symbol":"BBIO","date":"2026-10-21","iv_pct":49.58890400299422,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.54238095238095,"put_iv_pct":49.871717451523544},{"expiry":"2026-12-18","call_iv_pct":52.292686131386866,"put_iv_pct":50.07469241773963},{"expiry":"2027-01-15","call_iv_pct":48.290177935943056,"put_iv_pct":44.55691964285714},{"expiry":"2027-02-19","call_iv_pct":50.631468812877266,"put_iv_pct":48.451188679245284}],"source":"ThetaData EOD Greeks","provider_symbol":"BBIO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1499858a0dcac797a353df78ecc9945a2afa6fd0cd3076635b6c99a600494a3f","captured_at":"2026-10-22T12:36:26.603186+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BBIO","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"}}