{"schemaVersion":1,"symbol":"VLY","days":90,"observations":[{"symbol":"VLY","expiry":"2026-11-20","observed_at":"2026-10-22T16:23:44.948000+00:00","captured_at":"2026-10-22T16:27:19.878Z","last_trade_at":"2026-10-22T16:27:17.070981841Z","price":13.685,"iv_pct":28.621033992605206,"implied_move_pct":6.8004646135904805,"put_call_skew_pp":4.746905031191739,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VLY","source_hash":"88ddc700e322a3ce5a7b8d1f828ac98b508ff4c068dd23c8dcac332296384bb0"},{"symbol":"VLY","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:16.860000+00:00","captured_at":"2026-10-23T00:34:21.811Z","last_trade_at":"2026-10-22T23:58:10.947632323Z","price":13.54,"iv_pct":27.78947772614655,"implied_move_pct":6.834066303086665,"put_call_skew_pp":-1.6253108109569092,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VLY","source_hash":"c21f5fc417c6ab5d4033de6c92d7e31900b7d9c8e6c8260372acc3675a820f31"},{"symbol":"VLY","expiry":"2026-11-20","observed_at":"2026-10-23T15:00:25.683000+00:00","captured_at":"2026-10-23T15:10:57.585Z","last_trade_at":"2026-10-23T15:10:48.823296599Z","price":13.97,"iv_pct":28.430693677705303,"implied_move_pct":6.475809335102602,"put_call_skew_pp":5.96561635890448,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VLY","source_hash":"ec6dd560748d97daff8a7f19f36fc0b6faaf362978854e2cb7e8e90de0974015"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VLY","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"}}