{"schemaVersion":1,"symbol":"VOD","days":90,"observations":[{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T14:52:48.332000+00:00","captured_at":"2026-10-21T15:07:04.076Z","last_trade_at":"2026-10-21T15:06:31.753052866Z","price":15.835,"iv_pct":38.44116632372321,"implied_move_pct":8.873071689655129,"put_call_skew_pp":4.14876567548717,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"a8e6026ba06b145caabc9b2b124f4b524c6c78290b5931a206fcd196adecccfe"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T15:15:12.269000+00:00","captured_at":"2026-10-21T15:22:20.125Z","last_trade_at":"2026-10-21T15:22:11.660525784Z","price":15.83,"iv_pct":38.439864221265054,"implied_move_pct":8.871370085850877,"put_call_skew_pp":3.967841810067241,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"e07a6622cc7bed218e260a4d23c3d374913824e9e9bd393a339e6a1cbe72cfab"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T15:32:46.128000+00:00","captured_at":"2026-10-21T15:38:54.608Z","last_trade_at":"2026-10-21T15:38:52.021137557Z","price":15.825,"iv_pct":38.43937984496124,"implied_move_pct":8.869893443169463,"put_call_skew_pp":3.790728454837317,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"1a7303a27e728280ff60108189e05eb21eba026bb4ede655528236f2ac37beb3"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T15:37:57.635000+00:00","captured_at":"2026-10-21T15:52:22.206Z","last_trade_at":"2026-10-21T15:50:43.933058468Z","price":15.805,"iv_pct":38.4334638378536,"implied_move_pct":8.863722520817978,"put_call_skew_pp":3.0958851948051977,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"6f9aabcb12eaa4b909fd77383971c0068607afb2bf31dadf599340008bb83d91"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T15:48:16.649000+00:00","captured_at":"2026-10-21T16:03:12.426Z","last_trade_at":"2026-10-21T16:02:50.553686476Z","price":15.805,"iv_pct":38.4334638378536,"implied_move_pct":8.863722520817978,"put_call_skew_pp":3.0958851948051977,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"cad9b202b89bc97c14676bc67a4449ec53df795b92ad4c05744d0315925f7b51"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T16:11:40.093000+00:00","captured_at":"2026-10-21T16:13:31.009Z","last_trade_at":"2026-10-21T16:12:37.538088455Z","price":15.805,"iv_pct":38.4334638378536,"implied_move_pct":8.863722520817978,"put_call_skew_pp":3.0958851948051977,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"93aa5039ab6329107d9be3e70dc197218410db4c8e346feb46b08983facb999d"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T16:18:50.102000+00:00","captured_at":"2026-10-21T16:33:21.001Z","last_trade_at":"2026-10-21T16:31:26.786071225Z","price":15.825,"iv_pct":38.43937984496124,"implied_move_pct":8.869893443169463,"put_call_skew_pp":2.808701327925822,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"cf530ac5d8e0b07c82bff2bbfca0aac40f580684d77677754cfc5c8bb59d2b6d"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T16:40:03.947000+00:00","captured_at":"2026-10-21T16:43:41.861Z","last_trade_at":"2026-10-21T16:43:22.640035163Z","price":15.835,"iv_pct":38.44116632372321,"implied_move_pct":8.873071689655129,"put_call_skew_pp":3.1401313867490788,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"f28ea0a9e08d5932960a292b2bd31f173a74ce726b3bf76e091a1af535b17144"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T16:53:19.613000+00:00","captured_at":"2026-10-21T17:07:30.511Z","last_trade_at":"2026-10-21T17:07:27.733731438Z","price":15.815,"iv_pct":38.43511364126949,"implied_move_pct":8.867722568951326,"put_call_skew_pp":2.481009906878151,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"51bcfa8a24f464db2deba7cbeeaeacfd08f673cec0d5f77d4be53f8c2fa999ff"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T17:11:20.917000+00:00","captured_at":"2026-10-21T17:21:51.288Z","last_trade_at":"2026-10-21T17:21:16.230788399Z","price":15.8,"iv_pct":38.435852372583476,"implied_move_pct":8.863247583040714,"put_call_skew_pp":2.920251550894454,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"b28f3f322fb152e7d5a93839362d2578e44bcf5b9dc13033dc15582cc3f7c591"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T17:21:13.085000+00:00","captured_at":"2026-10-21T17:33:13.581Z","last_trade_at":"2026-10-21T17:32:59.462623057Z","price":15.795,"iv_pct":37.83366042698113,"implied_move_pct":8.748253994929293,"put_call_skew_pp":2.7467359958506243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"ac78334dc18b213b7991b3aeaf4ba4eb20a3b84435876dd4c27eb5d6d8cfcb1e"},{"symbol":"VOD","expiry":"2026-11-20","observed_at":"2026-10-21T17:32:10.997000+00:00","captured_at":"2026-10-21T17:43:36.776Z","last_trade_at":"2026-10-21T17:43:32.390897573Z","price":15.78,"iv_pct":37.85262229909828,"implied_move_pct":8.74870328852762,"put_call_skew_pp":2.2200384302043297,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOD","source_hash":"cc2c0466660208135536823585aaee31f843dd4578ae7afa674c50501906d069"}],"dailyIv":[{"symbol":"VOD","date":"2026-10-19","iv_pct":59.304015871681585,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":45.68996434937612,"put_iv_pct":160.45642255346726},{"expiry":"2026-10-30","call_iv_pct":56.51622950819672,"put_iv_pct":59.32190558434082},{"expiry":"2026-11-06","call_iv_pct":37.05738988580751,"put_iv_pct":34.25843702579666},{"expiry":"2026-11-13","call_iv_pct":41.644857366158654,"put_iv_pct":39.486920700308964}],"source":"ThetaData EOD Greeks","provider_symbol":"VOD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"bd2bcfa341414f6849cf67911064c404d574c12ddd1e3460f9ce3476a5782bf6","captured_at":"2026-10-21T17:14:12.289071+00:00"},{"symbol":"VOD","date":"2026-10-20","iv_pct":48.43306959928563,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":89.78632228218967,"put_iv_pct":58.326472586123245},{"expiry":"2026-10-30","call_iv_pct":59.52184187662903,"put_iv_pct":50.959293344289236},{"expiry":"2026-11-06","call_iv_pct":32.866328029375765,"put_iv_pct":28.534714197910265},{"expiry":"2026-11-13","call_iv_pct":33.141846537741735,"put_iv_pct":34.32773794002608}],"source":"ThetaData EOD Greeks","provider_symbol":"VOD","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1a772df97857b4c13e9743101960150cc874acdfdd4d3f970f3a3354641089bd","captured_at":"2026-10-21T17:14:10.228501+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VOD","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"}}