{"schemaVersion":1,"symbol":"WMT","days":90,"observations":[{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-19T19:49:30.279000+00:00","captured_at":"2026-10-20T03:55:50.772Z","last_trade_at":"2026-10-19T23:59:24.088743622Z","price":118.9451,"iv_pct":30.8646003751627,"implied_move_pct":7.335862891845663,"put_call_skew_pp":1.3111755922505575,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"57c57b037fd1e77357f0a385052bfd5ac71feaf661b5903e8813cf08a5b533bf"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:06.262000+00:00","captured_at":"2026-10-20T13:30:49.001Z","last_trade_at":"2026-10-20T13:30:47.079097942Z","price":119.55,"iv_pct":31.906310197597058,"implied_move_pct":7.434959591168701,"put_call_skew_pp":-0.678054421768709,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"2348e6ba67bc117b9b8f0a2274be920a6ffb0270e2907299c3a7ad5a84388f13"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T13:45:19.342000+00:00","captured_at":"2026-10-20T13:46:16.929Z","last_trade_at":"2026-10-20T13:46:16.63235903Z","price":119.7,"iv_pct":30.925258936856526,"implied_move_pct":7.213433114648028,"put_call_skew_pp":-1.045584745762712,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"efac2630e360851f2c1c92a8461d812450755dc99c7387a70bdcdbb95388dfab"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T13:51:54.853000+00:00","captured_at":"2026-10-20T13:53:59.286Z","last_trade_at":"2026-10-20T13:53:58.431238773Z","price":119.73,"iv_pct":30.92327276746242,"implied_move_pct":7.202453863367643,"put_call_skew_pp":-0.3645210649452668,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"59ac318ff039e71a64ae91129e98479b64554db4664e30152dd3776374fe2ab2"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T14:01:29.662000+00:00","captured_at":"2026-10-20T14:02:11.262Z","last_trade_at":"2026-10-20T14:02:07.796729779Z","price":119.42,"iv_pct":30.46699251008258,"implied_move_pct":7.102132331105368,"put_call_skew_pp":-0.9893750000000034,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"04b84cb9c0bf7bcddfbf9247d3b8c92b493e95624c4f6a3648ebb0f471b531d2"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T14:10:50.053000+00:00","captured_at":"2026-10-20T14:11:32.945Z","last_trade_at":"2026-10-20T14:11:32.510386903Z","price":119.055,"iv_pct":30.789468338744275,"implied_move_pct":7.17090565603786,"put_call_skew_pp":-1.2042809364548546,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"8c0781a677e755bf08c193cd6fcd19d41579c1bc412a3cd085bfc0face08c577"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T14:21:28.385000+00:00","captured_at":"2026-10-20T14:22:33.417Z","last_trade_at":"2026-10-20T14:22:30.706489977Z","price":119.11,"iv_pct":30.69616357005924,"implied_move_pct":7.154930667001463,"put_call_skew_pp":1.3356492525652353,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"ccb855b070dac4bced728d687612fe8ce05301f58c8faad3d492caccfe9851dd"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T14:30:31.957000+00:00","captured_at":"2026-10-20T14:31:27.334Z","last_trade_at":"2026-10-20T14:31:26.1032084Z","price":118.965,"iv_pct":30.52165655985361,"implied_move_pct":7.114538472720623,"put_call_skew_pp":1.3095340501792119,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"e2056529cf5ee18b71ae204cf69fbf4bab7042d2c3d0b1dfbd3d7cbcc2b6ad93"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T14:37:23.077000+00:00","captured_at":"2026-10-20T14:39:10.450Z","last_trade_at":"2026-10-20T14:39:09.884038649Z","price":119.18,"iv_pct":30.684016672386182,"implied_move_pct":7.150663681615418,"put_call_skew_pp":0.8891872884214169,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"603ba1e6a7d7859b2f9e7a35fc5c7ad28f8076bb2005b9b6db87534693e74e83"},{"symbol":"WMT","expiry":"2026-11-20","observed_at":"2026-10-20T14:45:14.726000+00:00","captured_at":"2026-10-20T14:46:55.003Z","last_trade_at":"2026-10-20T14:46:52.737349729Z","price":118.97,"iv_pct":30.883401183121578,"implied_move_pct":7.1981692816718015,"put_call_skew_pp":0.8255990171990191,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/WMT","source_hash":"e36f675ef48f24ec2471240b58662f8b18051fdcffb241653c8ace4dd863e4c8"}],"truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/WMT","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"}}