{"schemaVersion":1,"symbol":"FALN","days":90,"observations":[{"symbol":"FALN","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:05.814000+00:00","captured_at":"2026-10-22T04:47:40.323Z","last_trade_at":"2026-10-21T20:03:27.730874711Z","price":25.5089,"iv_pct":20.63916494130646,"implied_move_pct":4.677401803375527,"put_call_skew_pp":-4.7611831137833684,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FALN","source_hash":"774b14dc14885ac7d23f3c690bf23aa1ba9836d35480ab602a4cf95e8746e917"},{"symbol":"FALN","expiry":"2026-11-20","observed_at":"2026-10-22T17:32:15.313000+00:00","captured_at":"2026-10-22T17:45:52.978Z","last_trade_at":"2026-10-22T17:45:21.268739238Z","price":25.765,"iv_pct":48.43997112199926,"implied_move_pct":12.22913087098514,"put_call_skew_pp":79.00145793559766,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FALN","source_hash":"71fe1d7c0c423225b5e1440cd4cc33905c3fe08fc1c602642bbec978b3e97115"}],"dailyIv":[{"symbol":"FALN","date":"2026-10-20","iv_pct":17.632117341463896,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.804706166868197,"put_iv_pct":21.54038409399006},{"expiry":"2026-12-18","call_iv_pct":14.254318991504523,"put_iv_pct":20.26636363636364},{"expiry":"2027-03-19","call_iv_pct":12.800532633158287,"put_iv_pct":18.794577464788734},{"expiry":"2027-06-17","call_iv_pct":14.006261224489796,"put_iv_pct":21.589794520547947}],"source":"ThetaData EOD Greeks","provider_symbol":"FALN","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"a13e83eeaee3ae1a5096128c440c9be135d5436fbcad79452c88d2f1b76ffe61","captured_at":"2026-10-22T16:42:57.423383+00:00"},{"symbol":"FALN","date":"2026-10-21","iv_pct":18.081574330258228,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.270443349753695,"put_iv_pct":22.22377332726445},{"expiry":"2026-12-18","call_iv_pct":15.08114360924247,"put_iv_pct":21.082343470483004},{"expiry":"2027-03-19","call_iv_pct":13.565758039816235,"put_iv_pct":19.448755118755116},{"expiry":"2027-06-17","call_iv_pct":13.509000000000002,"put_iv_pct":21.47137772675086}],"source":"ThetaData EOD Greeks","provider_symbol":"FALN","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"67ad0ebef9fd06caec15b6448836c17dcee41495d95f42b826cc73eb2c0b8d55","captured_at":"2026-10-22T16:42:56.048439+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FALN","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"}}