{"schemaVersion":1,"symbol":"ORCU","days":90,"observations":[{"symbol":"ORCU","expiry":"2026-11-20","observed_at":"2026-10-22T14:39:26.011000+00:00","captured_at":"2026-10-22T14:51:26.065Z","last_trade_at":"2026-10-22T14:51:24.031558151Z","price":5.435,"iv_pct":118.89868922816397,"implied_move_pct":28.302365193817874,"put_call_skew_pp":2.411344471884913,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORCU","source_hash":"6d98875783bad9b2c1b0ad61631f83df2f814fc1c23668865a21b8b1353960c8"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ORCU","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"}}