{"schemaVersion":1,"symbol":"COKE","days":90,"observations":[{"symbol":"COKE","expiry":"2026-11-20","observed_at":"2026-10-21T19:57:22.145000+00:00","captured_at":"2026-10-22T01:52:47.310Z","last_trade_at":"2026-10-21T23:05:40.058074917Z","price":211,"iv_pct":44.23118538189327,"implied_move_pct":10.473650593642486,"put_call_skew_pp":11.201625914116386,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COKE","source_hash":"ba7b74a4f9811ee4fb1619dca98f4d9eb15b92ae9ff9c3673f2ac659023a7f79"},{"symbol":"COKE","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:17.583000+00:00","captured_at":"2026-10-22T21:21:16.956Z","last_trade_at":"2026-10-22T20:00:07.971648732Z","price":214.93,"iv_pct":45.5905372408221,"implied_move_pct":10.430231490710888,"put_call_skew_pp":15.752893313847277,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COKE","source_hash":"ae496b593db6a1b487c18804abc13fb6f45a93780bf51debb1836907be2ffa2b"}],"dailyIv":[{"symbol":"COKE","date":"2026-10-20","iv_pct":38.486598419390795,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.55057201929704,"put_iv_pct":43.048894952251025},{"expiry":"2026-12-18","call_iv_pct":37.33202101859337,"put_iv_pct":38.146905158069885},{"expiry":"2027-03-19","call_iv_pct":36.56477707006369,"put_iv_pct":37.258156862745096},{"expiry":"2027-06-17","call_iv_pct":35.68502463054187,"put_iv_pct":36.30643564356436}],"source":"ThetaData EOD Greeks","provider_symbol":"COKE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"4edcb29840398eaad54ef4631aad74eee096ae8c90d74f23208fccccda6f811e","captured_at":"2026-10-22T14:30:20.483911+00:00"},{"symbol":"COKE","date":"2026-10-21","iv_pct":38.883720212824464,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.21235756385068,"put_iv_pct":45.52144927536232},{"expiry":"2026-12-18","call_iv_pct":37.3,"put_iv_pct":39.274974489795916},{"expiry":"2027-03-19","call_iv_pct":35.829272503082606,"put_iv_pct":37.035941475826974},{"expiry":"2027-06-17","call_iv_pct":35.885435816164815,"put_iv_pct":37.010330578512395}],"source":"ThetaData EOD Greeks","provider_symbol":"COKE","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"126dc842d039f7e9135cb590c51a2cad888b365dc8f61cd526e454b81f6e046b","captured_at":"2026-10-22T14:30:19.335170+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/COKE","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"}}