{"schemaVersion":1,"symbol":"ORCZ","days":90,"observations":[{"symbol":"ORCZ","expiry":"2026-11-20","observed_at":"2026-10-22T14:47:14.297000+00:00","captured_at":"2026-10-22T14:51:27.081Z","last_trade_at":"2026-10-22T14:50:30.726958268Z","price":19.69,"iv_pct":117.06854713659504,"implied_move_pct":32.12792866252443,"put_call_skew_pp":1.1532649954473007,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORCZ","source_hash":"98cdf60a11ba4e3808423fcd4802da99babcfb569d6d3b52390dbaf6984fafe4"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ORCZ","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"}}