{"schemaVersion":1,"symbol":"VRRM","days":90,"observations":[{"symbol":"VRRM","expiry":"2026-11-20","observed_at":"2026-10-22T19:56:50.677000+00:00","captured_at":"2026-10-22T20:23:32.856Z","last_trade_at":"2026-10-22T20:02:32.885498557Z","price":3.14,"iv_pct":138.58777448199473,"implied_move_pct":46.4198168701719,"put_call_skew_pp":-83.09972518981901,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VRRM","source_hash":"3b49cccb395152f54b0a3d6cd2a9eacc209273406049412881a278ec9259a338"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VRRM","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"}}