{"schemaVersion":1,"symbol":"DRLL","days":90,"observations":[{"symbol":"DRLL","expiry":"2026-11-20","observed_at":"2026-10-22T14:01:36.470000+00:00","captured_at":"2026-10-22T14:15:53.125Z","last_trade_at":"2026-10-22T14:12:29.798278279Z","price":44.14,"iv_pct":29.53251397043191,"implied_move_pct":6.603392469449139,"put_call_skew_pp":3.308088610751142,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DRLL","source_hash":"d3f1cc3fae37ee7c0446e5a8cde6dd77f08770912d7d82cc68823df74adaab77"}],"dailyIv":[{"symbol":"DRLL","date":"2026-10-20","iv_pct":26.869268653959764,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":26.31915619389587,"put_iv_pct":30.15637113402062},{"expiry":"2026-12-18","call_iv_pct":25.9175,"put_iv_pct":29.046045272969373},{"expiry":"2027-02-19","call_iv_pct":24.30177033492823,"put_iv_pct":28.685397727272726},{"expiry":"2027-05-21","call_iv_pct":22.886179245283014,"put_iv_pct":27.641729323308272}],"source":"ThetaData EOD Greeks","provider_symbol":"DRLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"39413d84c52a40d737c7ecdd0aa1a20251b0645031c76ed8058d0768a756ef0e","captured_at":"2026-10-22T15:42:20.848665+00:00"},{"symbol":"DRLL","date":"2026-10-21","iv_pct":28.500559775875523,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.532548476454295,"put_iv_pct":28.85746411483253},{"expiry":"2026-12-18","call_iv_pct":27.232424242424248,"put_iv_pct":28.472642487046627},{"expiry":"2027-02-19","call_iv_pct":32.291875000000005,"put_iv_pct":28.398836772983117},{"expiry":"2027-05-21","call_iv_pct":25.932179176755447,"put_iv_pct":29.28650793650793}],"source":"ThetaData EOD Greeks","provider_symbol":"DRLL","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"05470234677f3f5979c0f7684e79718f60db94ed17be5657710c8d2313d1ccc0","captured_at":"2026-10-22T15:42:19.642773+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/DRLL","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"}}