{"schemaVersion":1,"symbol":"DPRO","days":90,"observations":[{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T14:56:07.907000+00:00","captured_at":"2026-10-21T15:05:46.032Z","last_trade_at":"2026-10-21T15:05:12.009374348Z","price":3.725,"iv_pct":324.61797154813644,"implied_move_pct":92.66333362790003,"put_call_skew_pp":29.600712185736366,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"b1a8d432201dadf5fa46c555a8ef78943a462045ad555aadf9c8a3f82dd759e4"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T15:14:14.416000+00:00","captured_at":"2026-10-21T15:22:04.990Z","last_trade_at":"2026-10-21T15:21:47.896179868Z","price":3.72,"iv_pct":324.1843164979962,"implied_move_pct":92.32766423809439,"put_call_skew_pp":-63.83276443357253,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"fc08589bb745044a1c1dccd2e9cfc88cf5b1c460e199719b4a5c540ee44893f2"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T15:25:34.878000+00:00","captured_at":"2026-10-21T15:38:41.169Z","last_trade_at":"2026-10-21T15:38:02.641964135Z","price":3.725,"iv_pct":324.9103629355413,"implied_move_pct":92.61665060038136,"put_call_skew_pp":-16.844777314529114,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"329be7962acbf82677cee0c353515debabb7a363ee2772f3f7178da6c3f74b31"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T15:46:25.126000+00:00","captured_at":"2026-10-21T15:51:50.909Z","last_trade_at":"2026-10-21T15:50:36.846571871Z","price":3.705,"iv_pct":322.963304885603,"implied_move_pct":91.26453945375118,"put_call_skew_pp":-66.64869115265397,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"0c87b735c6147e62c5781b57f9ef1754faf7e33a502fa670e583d1934aaebd02"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T15:59:52.533000+00:00","captured_at":"2026-10-21T16:13:21.902Z","last_trade_at":"2026-10-21T16:13:18.752855259Z","price":3.705,"iv_pct":323.04100892339915,"implied_move_pct":91.26346557250943,"put_call_skew_pp":-66.6662903004652,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"791714b5107db691a9f144244863c6f8b1fb0897687aceadb5498616c8816750"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T16:09:23.875000+00:00","captured_at":"2026-10-21T16:23:31.668Z","last_trade_at":"2026-10-21T16:22:07.629652906Z","price":3.705,"iv_pct":304.12237397850197,"implied_move_pct":85.53466033449952,"put_call_skew_pp":28.527528156252437,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"34cd21ab71ee02b84f6ffc58614f0b42c708af61bf92100816c0b0f6ed04a9ee"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T16:39:04.601000+00:00","captured_at":"2026-10-21T16:43:00.438Z","last_trade_at":"2026-10-21T16:42:57.642635062Z","price":3.745,"iv_pct":313.6909068398896,"implied_move_pct":86.50006274777124,"put_call_skew_pp":-59.25943828121674,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"5506a8ded6810a9b38dc12f42985cad1e35d5cf9ce7f111f08cda0ee2ac526d5"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T16:40:15.378000+00:00","captured_at":"2026-10-21T16:53:33.806Z","last_trade_at":"2026-10-21T16:52:39.606590952Z","price":3.7499,"iv_pct":309.98590036333707,"implied_move_pct":84.51780332786379,"put_call_skew_pp":-58.3611524490907,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"639bcc939cf0e10c1fb5930851a803760f75ba3f4a08d9c917f77b2a7d47471a"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T17:01:47.804000+00:00","captured_at":"2026-10-21T17:06:34.434Z","last_trade_at":"2026-10-21T17:06:34.083816069Z","price":3.76,"iv_pct":289.51273864488627,"implied_move_pct":78.84383187922097,"put_call_skew_pp":-56.505734451771986,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"c92c593baff227c759a8fd32e97ce777936cbd67676a03c04bb6cae7e4bea90d"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T17:19:53.255000+00:00","captured_at":"2026-10-21T17:32:21.178Z","last_trade_at":"2026-10-21T17:32:04.249436014Z","price":3.715,"iv_pct":312.66867130829337,"implied_move_pct":90.80947221186078,"put_call_skew_pp":-64.86617018133538,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"3d05ebb5a1127de2e1a4fac762c59a576701bec942af3236d8a005022347b393"},{"symbol":"DPRO","expiry":"2026-11-20","observed_at":"2026-10-21T17:31:18.782000+00:00","captured_at":"2026-10-21T17:43:08.301Z","last_trade_at":"2026-10-21T17:42:52.814760514Z","price":3.72,"iv_pct":219.91717694830007,"implied_move_pct":38.69651319509205,"put_call_skew_pp":-63.9437668991736,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DPRO","source_hash":"1a655b3e52fc1c13770690855974e86b142f9ed510679a0c37db72c6d6fa5d30"}],"dailyIv":[{"symbol":"DPRO","date":"2026-10-19","iv_pct":315.9031984353806,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":542.3359249061326,"put_iv_pct":375.6356752544041},{"expiry":"2026-10-30","call_iv_pct":285.7587360213197,"put_iv_pct":289.70919578107595},{"expiry":"2026-11-06","call_iv_pct":225.56191884456672,"put_iv_pct":206.27272234126534},{"expiry":"2026-11-13","call_iv_pct":506.7118006700167,"put_iv_pct":95.23961366426354}],"source":"ThetaData EOD Greeks","source_hash":"0009583c041367d51dc7581b4a98b48591ae4cc498b99ec2ac55f45c68849995","captured_at":"2026-10-21T15:12:18.867454+00:00","migrated_from":"theta-four-listed-fridays-50delta-v1","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays"},{"symbol":"DPRO","date":"2026-10-20","iv_pct":367.2457211713528,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":527.3116713091923,"put_iv_pct":403.7019623572971},{"expiry":"2026-10-30","call_iv_pct":607.9964957264957,"put_iv_pct":220.71974989578987},{"expiry":"2026-11-06","call_iv_pct":646.9078753541077,"put_iv_pct":145.60776357827476},{"expiry":"2026-11-13","call_iv_pct":242.30355500310753,"put_iv_pct":143.41669614655717}],"source":"ThetaData EOD Greeks","source_hash":"1e87fb387cb5b79ac82aa7be9a9ee044bdf7217602af8ece89613acd0104cca1","captured_at":"2026-10-21T15:12:17.353622+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/DPRO","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"}}