{"schemaVersion":1,"symbol":"ETHB","days":90,"observations":[{"symbol":"ETHB","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:04.063000+00:00","captured_at":"2026-10-22T04:36:25.967Z","last_trade_at":"2026-10-21T20:56:30.697652182Z","price":31.99,"iv_pct":46.41600194080544,"implied_move_pct":10.562294379050707,"put_call_skew_pp":-2.080537286590156,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ETHB","source_hash":"f2fefb6ac8d14057f9f28da9dace6f6f0607293be8ecf68dc7cfae42ea41fe9d"},{"symbol":"ETHB","expiry":"2026-11-20","observed_at":"2026-10-22T18:09:37.239000+00:00","captured_at":"2026-10-22T18:13:17.394Z","last_trade_at":"2026-10-22T18:13:16.566124244Z","price":30.575,"iv_pct":46.882434472685375,"implied_move_pct":10.691630903000338,"put_call_skew_pp":0.14920011218104712,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ETHB","source_hash":"04094d2529a768915a6bd02d60c0d3312a999abf04961ab73873036c4bf5e0ee"}],"dailyIv":[{"symbol":"ETHB","date":"2026-10-20","iv_pct":49.12860634786867,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.00147058823529,"put_iv_pct":48.6458202247191},{"expiry":"2026-12-18","call_iv_pct":44.22746008708273,"put_iv_pct":47.892154340836015},{"expiry":"2027-03-19","call_iv_pct":46.19276595744681,"put_iv_pct":53.43713017751479},{"expiry":"2027-06-17","call_iv_pct":51.105636363636364,"put_iv_pct":57.526413043478264}],"source":"ThetaData EOD Greeks","provider_symbol":"ETHB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"8c7d5b873e7d66f9136d9584161b3febb98d379ca5f7b06eaa6a3883294de81e","captured_at":"2026-10-22T16:24:36.992395+00:00"},{"symbol":"ETHB","date":"2026-10-21","iv_pct":49.34067265306677,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.787755532139094,"put_iv_pct":47.409035087719296},{"expiry":"2026-12-18","call_iv_pct":43.113667157584686,"put_iv_pct":49.16434782608696},{"expiry":"2027-03-19","call_iv_pct":49.141871921182265,"put_iv_pct":52.59655172413793},{"expiry":"2027-06-17","call_iv_pct":51.51342857142858,"put_iv_pct":57.998723404255315}],"source":"ThetaData EOD Greeks","provider_symbol":"ETHB","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"83bbb3286e0f3c19d207cde6f1adc5c0f94f418d643a0712d4ff23c9410b4229","captured_at":"2026-10-22T16:24:35.741996+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ETHB","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"}}