{"schemaVersion":1,"symbol":"EMBD","days":90,"observations":[{"symbol":"EMBD","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:01.434000+00:00","captured_at":"2026-10-22T04:22:37.617Z","last_trade_at":"2026-10-22T00:00:00.064472337Z","price":22.77,"iv_pct":22.897104008649247,"implied_move_pct":5.178942628134961,"put_call_skew_pp":-2.089518010012026,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EMBD","source_hash":"b0adea4b011cb7ae1eded90dd0b281b0106ac90c9d8105e5e55bed303da11377"},{"symbol":"EMBD","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:02.984000+00:00","captured_at":"2026-10-22T19:57:19.636Z","last_trade_at":"2026-10-22T19:57:16.805126764Z","price":22.89,"iv_pct":22.877836572095095,"implied_move_pct":5.191679886204096,"put_call_skew_pp":-2.1467105760445415,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EMBD","source_hash":"01d2eb39bb8bf44e478e65567002f2b280cbba4046851d5f29dc008967d2e108"}],"dailyIv":[{"symbol":"EMBD","date":"2026-10-20","iv_pct":20.041072295122444,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.191487101669196,"put_iv_pct":23.363092293054233},{"expiry":"2026-12-18","call_iv_pct":17.643740288568257,"put_iv_pct":21.836137184115522},{"expiry":"2027-01-15","call_iv_pct":17.04899357601713,"put_iv_pct":21.061080947680157},{"expiry":"2027-04-16","call_iv_pct":16.476708661417323,"put_iv_pct":21.707338308457715}],"source":"ThetaData EOD Greeks","provider_symbol":"EMBD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"554690a5d87f120e416425c82c1253d8067618317eaf9c8c371ba6aefa0f612c","captured_at":"2026-10-22T16:09:44.566178+00:00"},{"symbol":"EMBD","date":"2026-10-21","iv_pct":20.148439924081508,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.032581177765547,"put_iv_pct":23.357020863658416},{"expiry":"2026-12-18","call_iv_pct":18.11289048473968,"put_iv_pct":21.416470238095236},{"expiry":"2027-01-15","call_iv_pct":17.05052228412256,"put_iv_pct":20.908017535314176},{"expiry":"2027-04-16","call_iv_pct":16.688173374613,"put_iv_pct":21.621843434343436}],"source":"ThetaData EOD Greeks","provider_symbol":"EMBD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"92813fad98ca89a37dd88d619b5612df05f71b3fe595c1a68a9099ec6ae3b4ef","captured_at":"2026-10-22T16:09:43.391342+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/EMBD","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"}}