{"schemaVersion":1,"symbol":"EXE","days":90,"observations":[{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T14:43:56.841000+00:00","captured_at":"2026-10-21T14:53:00.642Z","last_trade_at":"2026-10-21T14:52:50.289840092Z","price":92.16,"iv_pct":35.73929359184188,"implied_move_pct":8.365349917205226,"put_call_skew_pp":5.212381728831216,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"be7ad0effffccd5468108a0c571793a72c0ac1a68a56056d4284083c57d847a4"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T14:55:36.717000+00:00","captured_at":"2026-10-21T15:08:30.641Z","last_trade_at":"2026-10-21T15:08:20.27972358Z","price":91.985,"iv_pct":36.54927559476076,"implied_move_pct":8.489167827867057,"put_call_skew_pp":4.368080818242792,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"8ff8e842f04e242125ee4455ed1da4a481aef302c43c1647f21d9e1d947fc912"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T15:20:08.021000+00:00","captured_at":"2026-10-21T15:22:56.132Z","last_trade_at":"2026-10-21T15:22:25.543077766Z","price":92.12,"iv_pct":33.3097219573509,"implied_move_pct":7.714874509022483,"put_call_skew_pp":3.3204683411826306,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"9d13d69b18f1e2d3caaefa859c25018604d7a74685b1f4739d347480d6f3363a"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T15:30:53.849000+00:00","captured_at":"2026-10-21T15:39:31.362Z","last_trade_at":"2026-10-21T15:39:22.46827339Z","price":92,"iv_pct":34.509507625768265,"implied_move_pct":7.991175437207415,"put_call_skew_pp":2.3885785024154558,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"fc1e1a6f8225c2dca0c570696188c137dc6ff3541960f512cd9881ca4e24e5a1"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T15:42:57.227000+00:00","captured_at":"2026-10-21T15:52:59.390Z","last_trade_at":"2026-10-21T15:52:35.451074206Z","price":92.02,"iv_pct":33.879323529411764,"implied_move_pct":7.843563419716943,"put_call_skew_pp":2.2137396408839773,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"7f1f65388956f04bcf8b22049a779fd12df099c0cfb6d562e1ca9f8eae4b5867"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T15:59:20.159000+00:00","captured_at":"2026-10-21T16:03:47.093Z","last_trade_at":"2026-10-21T16:03:45.886798438Z","price":92.0895,"iv_pct":35.06310535050606,"implied_move_pct":8.166245140331828,"put_call_skew_pp":2.989278170144466,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"f925f279a7ca6926041edc65385217cdbbca6277345450e31500cdabfbf28e5a"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T16:00:05.429000+00:00","captured_at":"2026-10-21T16:14:05.795Z","last_trade_at":"2026-10-21T16:14:00.711411368Z","price":92.155,"iv_pct":35.00785436007035,"implied_move_pct":8.121944115543837,"put_call_skew_pp":2.849791819864589,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"e3a2fc983a307335b2e1f0bfc7c7baf309d02e9c5504bbd45f0d4ff843ac7a41"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T16:11:15.010000+00:00","captured_at":"2026-10-21T16:24:15.342Z","last_trade_at":"2026-10-21T16:23:50.239354696Z","price":92.29,"iv_pct":33.6255317167028,"implied_move_pct":7.792784015732359,"put_call_skew_pp":3.0050356105433,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"886b058c6fcebb421f25043571c6df54768d2e2d5914eea65490fa73f2bbc5e3"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T16:25:57.203000+00:00","captured_at":"2026-10-21T16:34:32.053Z","last_trade_at":"2026-10-21T16:34:17.255314379Z","price":92.3,"iv_pct":35.582501266464035,"implied_move_pct":8.267923266424916,"put_call_skew_pp":2.432881674506482,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"7333533de3e569d29c3664cb60a428c7507283cfbe9b00bd60b0552e5ea99dea"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T16:39:47.351000+00:00","captured_at":"2026-10-21T16:44:50.672Z","last_trade_at":"2026-10-21T16:44:37.250838894Z","price":92.185,"iv_pct":36.44136336636337,"implied_move_pct":8.456421782884872,"put_call_skew_pp":2.044523393607478,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"62dec206f293d0d7836b51a70074b0a77d3c874e9f886b51e5d68214631df553"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T16:40:40.878000+00:00","captured_at":"2026-10-21T16:55:07.124Z","last_trade_at":"2026-10-21T16:55:06.366899483Z","price":92.465,"iv_pct":35.93784606458551,"implied_move_pct":8.357600916365984,"put_call_skew_pp":3.4060111379495437,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"d5c412b9bb15303b8ec09f31bf7f4d34045bb85f21687e0141d8181000d175ac"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T17:03:59.732000+00:00","captured_at":"2026-10-21T17:09:53.602Z","last_trade_at":"2026-10-21T17:09:45.230003623Z","price":92.51,"iv_pct":33.77561164816804,"implied_move_pct":7.834287862539228,"put_call_skew_pp":2.3853292958510353,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"82d1c6f85ada8fe6b8ff3b8813f87e3a698f43d61cf8468743a4c7874ae6e73f"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T17:12:11.662000+00:00","captured_at":"2026-10-21T17:23:54.670Z","last_trade_at":"2026-10-21T17:23:44.958272632Z","price":92.69,"iv_pct":36.4627095532876,"implied_move_pct":8.468882938595144,"put_call_skew_pp":3.284203194188767,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"dad23ec9d0e54cba55720b942c3f83636e52943230b3d624fedc10c932b7bbfb"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T17:27:19.291000+00:00","captured_at":"2026-10-21T17:34:22.136Z","last_trade_at":"2026-10-21T17:34:16.660175111Z","price":92.8,"iv_pct":36.159994014933616,"implied_move_pct":8.393832696656117,"put_call_skew_pp":3.131035175879399,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"a30fcc0300809812e4125a97e71c0ebb1c770ade924132ec4e47ef3791a647ae"},{"symbol":"EXE","expiry":"2026-11-20","observed_at":"2026-10-21T17:29:48.204000+00:00","captured_at":"2026-10-21T17:44:45.670Z","last_trade_at":"2026-10-21T17:44:45.396824902Z","price":92.825,"iv_pct":33.587161325074064,"implied_move_pct":7.79972014386094,"put_call_skew_pp":2.9705181084558108,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EXE","source_hash":"2e3fdfc77b1d2eb50af3161fabeefe0ef3694f296ec899344b2a2887f156d5b9"}],"dailyIv":[{"symbol":"EXE","date":"2026-10-19","iv_pct":36.91399146214575,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":38.0192531120332,"put_iv_pct":31.678457907159718},{"expiry":"2026-10-30","call_iv_pct":41.8803025210084,"put_iv_pct":40.549665144596645},{"expiry":"2026-11-06","call_iv_pct":37.4868893129771,"put_iv_pct":34.31317773788151},{"expiry":"2026-11-13","call_iv_pct":35.46131291028446,"put_iv_pct":35.92287305122495}],"source":"ThetaData EOD Greeks","source_hash":"123fb1c4d883508954efadea10296be6343f66595086ac82cf9f7ccecabf0070","captured_at":"2026-10-21T15:14:58.892358+00:00","migrated_from":"theta-four-listed-fridays-50delta-v1","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays"},{"symbol":"EXE","date":"2026-10-20","iv_pct":37.33109999722928,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":34.05676425269646,"put_iv_pct":33.146138237159164},{"expiry":"2026-10-30","call_iv_pct":46.09038167938932,"put_iv_pct":39.687862595419844},{"expiry":"2026-11-06","call_iv_pct":37.1301768172888,"put_iv_pct":35.9276320582878},{"expiry":"2026-11-13","call_iv_pct":36.1038266384778,"put_iv_pct":36.50601769911505}],"source":"ThetaData EOD Greeks","source_hash":"abfa5cdcd0b900646c263117433085b4cc9543a41043c6b7af87a08ef1b00b99","captured_at":"2026-10-21T15:14:57.145272+00:00","migrated_from":"theta-four-listed-fridays-50delta-v1","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/EXE","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"}}