{"schemaVersion":1,"symbol":"DTH","days":90,"observations":[{"symbol":"DTH","expiry":"2026-11-20","observed_at":"2026-10-21T19:56:38.950000+00:00","captured_at":"2026-10-22T03:46:28.087Z","last_trade_at":"2026-10-22T00:00:00.160778307Z","price":55.93,"iv_pct":26.35285470938216,"implied_move_pct":5.983982473014795,"put_call_skew_pp":-8.516011747194385,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DTH","source_hash":"a77c79d6ed3fcd1deafa7c8d5c04e59c2a4ef1534c78805912daf96417f8d57b"},{"symbol":"DTH","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:58.425000+00:00","captured_at":"2026-10-22T20:08:48.180Z","last_trade_at":"2026-10-22T20:00:00.590361738Z","price":55.635,"iv_pct":27.093665352807296,"implied_move_pct":6.115139732859741,"put_call_skew_pp":-9.06327894243394,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DTH","source_hash":"929915d70c9c141b5b1a07da916507ede1322d116ffad35f6ea31ec6b7e497d8"}],"dailyIv":[{"symbol":"DTH","date":"2026-10-20","iv_pct":21.136123141915448,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":25.26463110102156,"put_iv_pct":26.52643292682927},{"expiry":"2026-12-18","call_iv_pct":22.759999999999998,"put_iv_pct":22.78205992509363},{"expiry":"2027-02-19","call_iv_pct":20.731428571428573,"put_iv_pct":18.493345070422535},{"expiry":"2027-05-21","call_iv_pct":16.97732283464567,"put_iv_pct":15.553764705882353}],"source":"ThetaData EOD Greeks","provider_symbol":"DTH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"80f23db3504fcbf2df010524a4bcabec4a4d4ddbb95190c97f17c28b78eb7b64","captured_at":"2026-10-22T15:46:26.857514+00:00"},{"symbol":"DTH","date":"2026-10-21","iv_pct":21.501973371261414,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":26.671919431279623,"put_iv_pct":25.73210332103321},{"expiry":"2026-12-18","call_iv_pct":23.741833568406207,"put_iv_pct":22.565011876484558},{"expiry":"2027-02-19","call_iv_pct":21.367787810383746,"put_iv_pct":19.199017341040463},{"expiry":"2027-05-21","call_iv_pct":16.847290836653386,"put_iv_pct":15.890822784810126}],"source":"ThetaData EOD Greeks","provider_symbol":"DTH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"88d106ce9d66a7666bf1aa4f3291ed0503be784e5138f5b83522dccad49cde2f","captured_at":"2026-10-22T15:46:25.627674+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/DTH","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"}}