{"schemaVersion":1,"symbol":"CHE","days":90,"observations":[{"symbol":"CHE","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:02.699000+00:00","captured_at":"2026-10-22T01:19:35.383Z","last_trade_at":"2026-10-21T23:00:00.003652636Z","price":511.37,"iv_pct":38.02807429135599,"implied_move_pct":8.815976257473327,"put_call_skew_pp":8.920571276717993,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CHE","source_hash":"5031ba6c8a8bdfce7f4760e88d382ec6294eed00675d7e09af2491b4c52cfd42"},{"symbol":"CHE","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:16.409000+00:00","captured_at":"2026-10-22T21:18:56.178Z","last_trade_at":"2026-10-22T20:10:00.001340452Z","price":520.15,"iv_pct":37.50534623015873,"implied_move_pct":8.508916078847829,"put_call_skew_pp":8.061489309081098,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CHE","source_hash":"4d9378af4df4631ede715d8f9904009e9d0e38d3867db31923e92d3402f4a1f0"}],"dailyIv":[{"symbol":"CHE","date":"2026-10-20","iv_pct":34.3686656568198,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.481310344827584,"put_iv_pct":38.76297142857143},{"expiry":"2026-12-18","call_iv_pct":32.69323296354992,"put_iv_pct":34.44},{"expiry":"2027-03-19","call_iv_pct":32.38813698630137,"put_iv_pct":32.75787878787879},{"expiry":"2027-06-17","call_iv_pct":32.47638297872341,"put_iv_pct":32.949411764705886}],"source":"ThetaData EOD Greeks","provider_symbol":"CHE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"938d4859ac8eb30f94d331e05371afe60f7e1e98583ad8adbf4364ea8ab6c1f5","captured_at":"2026-10-22T14:05:02.062945+00:00"},{"symbol":"CHE","date":"2026-10-21","iv_pct":33.86531234070747,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":36.581192052980136,"put_iv_pct":39.469164265129685},{"expiry":"2026-12-18","call_iv_pct":32.17822847682119,"put_iv_pct":33.93304195804196},{"expiry":"2027-03-19","call_iv_pct":31.488395721925134,"put_iv_pct":32.72627118644068},{"expiry":"2027-06-17","call_iv_pct":31.933028169014086,"put_iv_pct":32.613176895306864}],"source":"ThetaData EOD Greeks","provider_symbol":"CHE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"c9a07fda0e716948b29445ae1d44ad5bae0020ca891a2a17032cd008397aa862","captured_at":"2026-10-22T14:05:00.696308+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/CHE","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"}}