{"schemaVersion":1,"symbol":"DFIN","days":90,"observations":[{"symbol":"DFIN","expiry":"2026-11-20","observed_at":"2026-10-21T19:49:58.445000+00:00","captured_at":"2026-10-22T04:09:54.128Z","last_trade_at":"2026-10-21T23:00:00.003308869Z","price":52.79,"iv_pct":59.508217445437005,"implied_move_pct":14.01166489591907,"put_call_skew_pp":4.890193990087632,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DFIN","source_hash":"f7f864dc9facabda3503ba2b6d0eaa9e7db736849289239754c9d7dc3ccc26a4"}],"dailyIv":[{"symbol":"DFIN","date":"2026-10-20","iv_pct":49.15915569843053,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":67.77800313643492,"put_iv_pct":56.15010955302366},{"expiry":"2026-12-18","call_iv_pct":48.499757127771915,"put_iv_pct":47.044272540983606},{"expiry":"2027-01-15","call_iv_pct":44.31299881936246,"put_iv_pct":42.90945701357467},{"expiry":"2027-04-16","call_iv_pct":44.58204545454546,"put_iv_pct":41.99660194174758}],"source":"ThetaData EOD Greeks","provider_symbol":"DFIN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"55fd9f123aa7e2b9a434a8c8058c030b750f7f5db4fa2389b2ad97a2ea3705bc","captured_at":"2026-10-22T15:24:03.835325+00:00"},{"symbol":"DFIN","date":"2026-10-21","iv_pct":48.1794773299464,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":57.16858168761221,"put_iv_pct":59.76987822014051},{"expiry":"2026-12-18","call_iv_pct":47.6908219895288,"put_iv_pct":47.04045200609446},{"expiry":"2027-01-15","call_iv_pct":43.05939675174014,"put_iv_pct":43.97681580476467},{"expiry":"2027-04-16","call_iv_pct":44.02618090452262,"put_iv_pct":42.703691275167785}],"source":"ThetaData EOD Greeks","provider_symbol":"DFIN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4517ff8009d9bb2ea3c7fa87d324ec7064bf2d4b9ffaa3848fe245b90878ee8a","captured_at":"2026-10-22T15:24:02.594267+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/DFIN","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"}}