{"schemaVersion":1,"symbol":"ERO","days":90,"observations":[{"symbol":"ERO","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:12.122000+00:00","captured_at":"2026-10-22T04:23:44.393Z","last_trade_at":"2026-10-21T23:49:50.126608827Z","price":32.2,"iv_pct":65.86213766545528,"implied_move_pct":15.141759933277537,"put_call_skew_pp":3.593153996756715,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ERO","source_hash":"839b075e1188a52611da6fd7ccb1eb275753c32de5d66d1ed206a7d2326e62e8"},{"symbol":"ERO","expiry":"2026-11-20","observed_at":"2026-10-22T17:32:32.760000+00:00","captured_at":"2026-10-22T17:44:33.201Z","last_trade_at":"2026-10-22T17:44:14.441487759Z","price":30.4,"iv_pct":65.86445344311511,"implied_move_pct":15.027746350239784,"put_call_skew_pp":3.1749809449520883,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ERO","source_hash":"00f8e5302eff0c535c291b3176fd54e0653d50500f8e1d26e71c008edc789203"}],"dailyIv":[{"symbol":"ERO","date":"2026-10-20","iv_pct":57.79740031428064,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":56.65370967741935,"put_iv_pct":59.46141955835963},{"expiry":"2026-12-18","call_iv_pct":61.23907444668008,"put_iv_pct":58.76929149797571},{"expiry":"2027-01-15","call_iv_pct":58.85628169014085,"put_iv_pct":55.169413988657844},{"expiry":"2027-03-19","call_iv_pct":57.93333333333334,"put_iv_pct":54.29667832167833}],"source":"ThetaData EOD Greeks","provider_symbol":"ERO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5f4c58f7dab876d05d8f9bfe14ec2a4ddfaac117d661092f9aec6c30d9f17bd1","captured_at":"2026-10-22T16:20:03.504414+00:00"},{"symbol":"ERO","date":"2026-10-21","iv_pct":60.639924592168626,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.67036100295904,"put_iv_pct":63.46779867427163},{"expiry":"2026-12-18","call_iv_pct":62.6316574596382,"put_iv_pct":59.68481400437638},{"expiry":"2027-01-15","call_iv_pct":59.31018630983016,"put_iv_pct":57.72948260177394},{"expiry":"2027-03-19","call_iv_pct":58.61602286834368,"put_iv_pct":59.00907381615599}],"source":"ThetaData EOD Greeks","provider_symbol":"ERO","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b779b268d956110b5ae0e8bcab9d027c050384b36df9429414857225d82d8747","captured_at":"2026-10-22T16:20:02.206648+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ERO","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"}}