{"schemaVersion":1,"symbol":"DTM","days":90,"observations":[{"symbol":"DTM","expiry":"2026-11-20","observed_at":"2026-10-21T19:54:58.472000+00:00","captured_at":"2026-10-22T03:46:46.590Z","last_trade_at":"2026-10-21T23:00:00.002463626Z","price":124.48,"iv_pct":27.271079071973258,"implied_move_pct":6.247309937606564,"put_call_skew_pp":-6.560929566574137,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DTM","source_hash":"c2b9299bc66b556fdfe0e876d95431d63389feaeaba41c7ed3b77c50a49dd6f0"},{"symbol":"DTM","expiry":"2026-11-20","observed_at":"2026-10-22T17:19:52.892000+00:00","captured_at":"2026-10-22T17:31:33.339Z","last_trade_at":"2026-10-22T17:31:24.563484272Z","price":123.095,"iv_pct":28.923731209997346,"implied_move_pct":6.720066903444151,"put_call_skew_pp":-6.936027288981029,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DTM","source_hash":"db4138f8823226568a2c569e5b217ccc03ad423f8330f8032de1c1dd98281b8c"}],"dailyIv":[{"symbol":"DTM","date":"2026-10-20","iv_pct":25.359660182230485,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.173907875185737,"put_iv_pct":25.956057142857148},{"expiry":"2026-12-18","call_iv_pct":26.134791804362195,"put_iv_pct":25.57245933636955},{"expiry":"2027-03-19","call_iv_pct":23.226929824561402,"put_iv_pct":26.069646799116995},{"expiry":"2027-06-17","call_iv_pct":22.453177022274325,"put_iv_pct":26.290311653116532}],"source":"ThetaData EOD Greeks","provider_symbol":"DTM","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"4616fb84f5dd61dbccb08e34b49213a4a82192331bf985965471a65c087ff4ea","captured_at":"2026-10-22T15:46:47.919722+00:00"},{"symbol":"DTM","date":"2026-10-21","iv_pct":25.22481766576199,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":28.49586317477285,"put_iv_pct":26.037913987138268},{"expiry":"2026-12-18","call_iv_pct":26.943715046604527,"put_iv_pct":23.42672392638037},{"expiry":"2027-03-19","call_iv_pct":23.148348968105065,"put_iv_pct":24.87904276985743},{"expiry":"2027-06-17","call_iv_pct":22.81125,"put_iv_pct":26.05568345323741}],"source":"ThetaData EOD Greeks","provider_symbol":"DTM","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"673902b0621bf52bf8a3d7c2874852e95739746949fc8b5bb147a758255892a4","captured_at":"2026-10-22T15:46:46.749940+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/DTM","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"}}