{"schemaVersion":1,"symbol":"CYPH","days":90,"observations":[{"symbol":"CYPH","expiry":"2026-11-20","observed_at":"2026-10-21T14:39:32.035000+00:00","captured_at":"2026-10-21T14:52:48.152Z","last_trade_at":"2026-10-21T14:52:45.606563054Z","price":3.305,"iv_pct":184.664329133959,"implied_move_pct":54.27808197618332,"put_call_skew_pp":-2.0508703811850104,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CYPH","source_hash":"bca6e19d0a9cb10413b37484c81b24bd6c7356a74668afd6a166b849aa243530"},{"symbol":"CYPH","expiry":"2026-11-20","observed_at":"2026-10-21T15:13:41.671000+00:00","captured_at":"2026-10-21T15:20:40.369Z","last_trade_at":"2026-10-21T15:20:33.990746141Z","price":3.315,"iv_pct":187.7897814966988,"implied_move_pct":50.92190325919446,"put_call_skew_pp":-10.642798358101313,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CYPH","source_hash":"acc2ec1e5f5dc4f8fdaa5cda35ba23af8acf052d21859fc7188bc75d8a91b47c"},{"symbol":"CYPH","expiry":"2026-11-20","observed_at":"2026-10-21T15:40:22.667000+00:00","captured_at":"2026-10-21T15:47:49.628Z","last_trade_at":"2026-10-21T15:47:46.671218935Z","price":3.388,"iv_pct":189.8128718522279,"implied_move_pct":54.956009630444655,"put_call_skew_pp":9.024503378912584,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CYPH","source_hash":"cbdaa1c259822ff0a8a19001f7e992280cb4f02f0003364c774375c4b0e1b6e1"},{"symbol":"CYPH","expiry":"2026-11-20","observed_at":"2026-10-21T15:49:55.478000+00:00","captured_at":"2026-10-21T15:58:54.188Z","last_trade_at":"2026-10-21T15:58:53.725872575Z","price":3.3999,"iv_pct":172.93467087716508,"implied_move_pct":46.20006137882701,"put_call_skew_pp":10.843153751026158,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CYPH","source_hash":"0e36937815eb5cffa835a3c1676ee49679830281085133449170953c9739989b"},{"symbol":"CYPH","expiry":"2026-11-20","observed_at":"2026-10-21T16:18:16.267000+00:00","captured_at":"2026-10-21T16:32:42.077Z","last_trade_at":"2026-10-21T16:32:41.707118264Z","price":3.325,"iv_pct":183.41264251412846,"implied_move_pct":78.96129846670749,"put_call_skew_pp":8.752736473983514,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CYPH","source_hash":"7290a2817a85a9c496f9402a6ece0e47e2988870ac0bde75458cb849231886c0"},{"symbol":"CYPH","expiry":"2026-11-20","observed_at":"2026-10-21T16:41:36.520000+00:00","captured_at":"2026-10-21T16:53:10.263Z","last_trade_at":"2026-10-21T16:53:04.479541421Z","price":3.375,"iv_pct":172.9946011506764,"implied_move_pct":46.17267057136441,"put_call_skew_pp":10.49179035310328,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CYPH","source_hash":"7c846c23546fc4316be94b1aaee3ba37302f9b452d096e52cf4f1e31dd943080"},{"symbol":"CYPH","expiry":"2026-11-20","observed_at":"2026-10-21T17:21:46.561000+00:00","captured_at":"2026-10-21T17:32:19.239Z","last_trade_at":"2026-10-21T17:32:18.547645714Z","price":3.38,"iv_pct":172.78724486503924,"implied_move_pct":46.18659668709104,"put_call_skew_pp":11.277675207340199,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CYPH","source_hash":"535364013eb74f56654a76c8f0c16d32c64615c803ab568e6534c5af6ea10dff"}],"dailyIv":[{"symbol":"CYPH","date":"2026-10-19","iv_pct":281.1006778150361,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":547.5982108773729,"put_iv_pct":207.21521065989847},{"expiry":"2026-10-30","call_iv_pct":391.75806164383556,"put_iv_pct":187.27028585834336},{"expiry":"2026-11-06","call_iv_pct":330.40178149662455,"put_iv_pct":129.843},{"expiry":"2026-11-13","call_iv_pct":278.4092506626278,"put_iv_pct":176.30962132158592}],"source":"ThetaData EOD Greeks","source_hash":"2e84437ae1d74b3e241851477637a0f48c30c2f28db0111fcb6c594aee79638c","captured_at":"2026-10-21T15:11:07.817198+00:00","migrated_from":"theta-four-listed-fridays-50delta-v1","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/CYPH","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"}}