{"schemaVersion":1,"symbol":"FDCF","days":90,"observations":[{"symbol":"FDCF","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:18.462000+00:00","captured_at":"2026-10-22T04:39:06.988Z","last_trade_at":"2026-10-21T20:00:00.286295974Z","price":51.1812,"iv_pct":21.759467637408513,"implied_move_pct":4.953129417831279,"put_call_skew_pp":2.5650017683839064,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDCF","source_hash":"ebc3ea4191e47c931043207c2b7197691a22f89557fb0b4e5815ed5cf7751074"},{"symbol":"FDCF","expiry":"2026-11-20","observed_at":"2026-10-22T18:30:24.715000+00:00","captured_at":"2026-10-22T18:43:23.882Z","last_trade_at":"2026-10-22T18:41:15.225523556Z","price":49.75,"iv_pct":25.896098526720902,"implied_move_pct":5.962141477109319,"put_call_skew_pp":13.880149068199325,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDCF","source_hash":"cf20443a1bd0d7a6383d9ebf923f22b520f9a404d9d58884463323f94c57a015"}],"dailyIv":[{"symbol":"FDCF","date":"2026-10-20","iv_pct":21.284460362144415,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.854558216350124,"put_iv_pct":22.589066886870356},{"expiry":"2026-12-18","call_iv_pct":20.298901437371665,"put_iv_pct":22.26852534562212},{"expiry":"2027-01-15","call_iv_pct":20.534744245524298,"put_iv_pct":21.95210818307906},{"expiry":"2027-04-16","call_iv_pct":20.44155507559395,"put_iv_pct":21.33622350674374}],"source":"ThetaData EOD Greeks","provider_symbol":"FDCF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"16a5ac527ec08c54f3daffef8a484bb657b8fee3588c51a0835afce8ca8fd2cd","captured_at":"2026-10-22T16:49:04.161572+00:00"},{"symbol":"FDCF","date":"2026-10-21","iv_pct":21.07532804115816,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.092018047579984,"put_iv_pct":20.770960365853657},{"expiry":"2026-12-18","call_iv_pct":20.930885529157667,"put_iv_pct":20.668232161874332},{"expiry":"2027-01-15","call_iv_pct":21.372448979591837,"put_iv_pct":20.94725201072386},{"expiry":"2027-04-16","call_iv_pct":20.829633204633204,"put_iv_pct":20.991194029850746}],"source":"ThetaData EOD Greeks","provider_symbol":"FDCF","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"371797fb461e5a46d856cdcccc0efdd3454a852fa039fe6bf9cf0884797b4905","captured_at":"2026-10-22T16:49:02.817273+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FDCF","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"}}