{"schemaVersion":1,"symbol":"ETR","days":90,"observations":[{"symbol":"ETR","expiry":"2026-11-20","observed_at":"2026-10-21T19:56:11.992000+00:00","captured_at":"2026-10-22T04:36:40.073Z","last_trade_at":"2026-10-21T23:00:00.00369417Z","price":106.08,"iv_pct":24.389324649934846,"implied_move_pct":5.763641288696405,"put_call_skew_pp":-7.233662146841296,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ETR","source_hash":"e5069211e1e7f931f997f94cecb700abdba1da07e68de8969b4711bb9af7228f"},{"symbol":"ETR","expiry":"2026-11-20","observed_at":"2026-10-22T17:33:09.708000+00:00","captured_at":"2026-10-22T17:44:46.790Z","last_trade_at":"2026-10-22T17:44:45.044573571Z","price":107.27,"iv_pct":24.815550895212336,"implied_move_pct":6.025354060785134,"put_call_skew_pp":-9.787198116412688,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ETR","source_hash":"814d2e30e59b3029a2df819cff888197d2903da5f4096df64499374f8bb0bf51"}],"dailyIv":[{"symbol":"ETR","date":"2026-10-20","iv_pct":21.981420285187685,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.549879901095018,"put_iv_pct":25.527287334593574},{"expiry":"2026-12-18","call_iv_pct":19.676827586206898,"put_iv_pct":23.04392764857881},{"expiry":"2027-01-15","call_iv_pct":18.88518872431916,"put_iv_pct":24.767214554579674},{"expiry":"2027-03-19","call_iv_pct":19.285636363636364,"put_iv_pct":24.115400168491995}],"source":"ThetaData EOD Greeks","provider_symbol":"ETR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"074c1265c7526064e0b0baf67d87ee9a0e55a7e6439147a2bc0e7dab1c8f75a7","captured_at":"2026-10-22T16:26:25.165162+00:00"},{"symbol":"ETR","date":"2026-10-21","iv_pct":21.439606221678364,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.70271899088998,"put_iv_pct":26.206292722155204},{"expiry":"2026-12-18","call_iv_pct":17.90636546994756,"put_iv_pct":22.41835114503817},{"expiry":"2027-01-15","call_iv_pct":19.21656926952141,"put_iv_pct":22.96034376918355},{"expiry":"2027-03-19","call_iv_pct":18.634601542416455,"put_iv_pct":22.47160686427457}],"source":"ThetaData EOD Greeks","provider_symbol":"ETR","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8e8c49b4882724d5cd8ca597cbae14bd808e8b76a59229a7d4ea20419296c244","captured_at":"2026-10-22T16:26:23.351220+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ETR","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"}}