{"schemaVersion":1,"symbol":"VGNT","days":90,"observations":[{"symbol":"VGNT","expiry":"2026-11-20","observed_at":"2026-10-22T16:12:31.996000+00:00","captured_at":"2026-10-22T16:27:01.944Z","last_trade_at":"2026-10-22T16:26:20.062156646Z","price":42.92,"iv_pct":47.69724738407268,"implied_move_pct":12.839847573491662,"put_call_skew_pp":49.00245144523636,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VGNT","source_hash":"a763ded81d69d7d944c4d272edfe02aa7b32230e44450c836b5e6f10f7fa3e6b"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VGNT","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"}}