{"schemaVersion":1,"symbol":"EMBC","days":90,"observations":[{"symbol":"EMBC","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:08.090000+00:00","captured_at":"2026-10-22T04:22:36.881Z","last_trade_at":"2026-10-21T20:00:01.184286691Z","price":6.67,"iv_pct":162.8752269507191,"implied_move_pct":32.40984895219329,"put_call_skew_pp":-18.429035470408838,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EMBC","source_hash":"b7d7ec7dc56ac69de4c625f6bec46acc7f539d1f9e2ae10bcda0cae273020873"},{"symbol":"EMBC","expiry":"2026-11-20","observed_at":"2026-10-22T18:47:36.041000+00:00","captured_at":"2026-10-22T19:00:19.649Z","last_trade_at":"2026-10-22T18:59:37.801740851Z","price":6.85,"iv_pct":79.46500631785214,"implied_move_pct":23.377833941745223,"put_call_skew_pp":-113.05897386341961,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EMBC","source_hash":"51e7006fb8b6c561d35c83b598f596c837e51709b48042e9b260f11c88cb6e20"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/EMBC","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"}}