{"schemaVersion":1,"symbol":"MRCY","days":90,"observations":[{"symbol":"MRCY","expiry":"2026-11-20","observed_at":"2026-10-21T19:54:58.998000+00:00","captured_at":"2026-10-22T10:54:33.077Z","last_trade_at":"2026-10-21T20:00:07.904712011Z","price":75.49,"iv_pct":82.94827410312958,"implied_move_pct":19.2459170514082,"put_call_skew_pp":-1.2212059440559475,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRCY","source_hash":"baeb43b079bbf89974ec225d08bfbf7974a37c465e021de613e4f263b5e98b3b"},{"symbol":"MRCY","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:54.959000+00:00","captured_at":"2026-10-22T21:34:35.334Z","last_trade_at":"2026-10-22T20:00:01.891620336Z","price":75.56,"iv_pct":86.70782329928277,"implied_move_pct":19.88338194138982,"put_call_skew_pp":3.636472805455715,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRCY","source_hash":"bbcdd18b90a6354bb0605c532f4b29e7b7636e1bc122a588150f017faf2ffa1f"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MRCY","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"}}