{"schemaVersion":1,"symbol":"VRDN","days":90,"observations":[{"symbol":"VRDN","expiry":"2026-11-20","observed_at":"2026-10-22T16:33:39.845000+00:00","captured_at":"2026-10-22T16:39:13.035Z","last_trade_at":"2026-10-22T16:39:12.804211557Z","price":23.03,"iv_pct":94.74413999294859,"implied_move_pct":20.940128133969544,"put_call_skew_pp":116.64242476829023,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VRDN","source_hash":"30789bec675dc2fca85a2764421461d61a6b24e0ca60dc7d789c26d63c4b60f3"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VRDN","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"}}