{"schemaVersion":1,"symbol":"FG","days":90,"observations":[{"symbol":"FG","expiry":"2026-11-20","observed_at":"2026-10-21T19:57:13.441000+00:00","captured_at":"2026-10-22T04:48:04.614Z","last_trade_at":"2026-10-21T23:00:00.002394772Z","price":20.37,"iv_pct":52.23683675494338,"implied_move_pct":13.262891137869481,"put_call_skew_pp":24.68982548956588,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FG","source_hash":"51f96ada4219894699ff67f3b570f3ada5185df8282bf4f4932623cbab3b0b06"},{"symbol":"FG","expiry":"2026-11-20","observed_at":"2026-10-22T17:59:06.183000+00:00","captured_at":"2026-10-22T18:03:18.826Z","last_trade_at":"2026-10-22T18:03:06.680059469Z","price":21.22,"iv_pct":52.71117019763047,"implied_move_pct":13.221068200800826,"put_call_skew_pp":24.419564214817726,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FG","source_hash":"c70f1b221084a63ca3f8f0037e4a5f93480fa961bc4ec85c47d166f4e4d7fc1b"}],"dailyIv":[{"symbol":"FG","date":"2026-10-20","iv_pct":46.72004805374829,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.52628523583589,"put_iv_pct":52.97892076012908},{"expiry":"2026-12-18","call_iv_pct":41.11847962382445,"put_iv_pct":51.692391799544424},{"expiry":"2027-01-15","call_iv_pct":46.63059523809523,"put_iv_pct":43.862494061757715},{"expiry":"2027-04-16","call_iv_pct":41.16148048452221,"put_iv_pct":47.78973722627737}],"source":"ThetaData EOD Greeks","provider_symbol":"FG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"56dab89a627d4f9f82f690b92b5e07cc5cd96dbadd90c0669b3c82092925afa4","captured_at":"2026-10-22T16:59:20.437407+00:00"},{"symbol":"FG","date":"2026-10-21","iv_pct":48.19590994343032,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.837856158721415,"put_iv_pct":56.64776892430279},{"expiry":"2026-12-18","call_iv_pct":44.369103471520056,"put_iv_pct":56.87534414730382},{"expiry":"2027-01-15","call_iv_pct":44.0153488372093,"put_iv_pct":52.96124814997534},{"expiry":"2027-04-16","call_iv_pct":37.03690807799443,"put_iv_pct":47.82370178041543}],"source":"ThetaData EOD Greeks","provider_symbol":"FG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fd7c3631fb3071df7485b11bfb0dc0945a3922cabe4ddddcbf7c0f0cec15e0ec","captured_at":"2026-10-22T16:59:19.124613+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FG","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"}}