{"schemaVersion":1,"symbol":"NZAC","days":90,"observations":[{"symbol":"NZAC","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:15.151000+00:00","captured_at":"2026-10-22T20:20:03.292Z","last_trade_at":"2026-10-22T20:00:00.626093953Z","price":46.0159,"iv_pct":17.030707060304326,"implied_move_pct":4.130055134858934,"put_call_skew_pp":6.196301124553968,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/NZAC","source_hash":"f70459d62cb1a29da5661b9a4e2c0e8f3457711f593d0eb6a0b807469cace9e0"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/NZAC","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"}}