{"schemaVersion":1,"symbol":"XRPN","days":90,"observations":[{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T14:44:13.097000+00:00","captured_at":"2026-10-21T14:54:48.674Z","last_trade_at":"2026-10-21T14:53:17.43620977Z","price":15.64,"iv_pct":163.31134555105112,"implied_move_pct":50.515343611755156,"put_call_skew_pp":30.119230064204473,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"f445cd0da416716d33c0bc4edc04ff608e049c8ed808d301f53c2dcd33dc77ef"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T14:58:53.374000+00:00","captured_at":"2026-10-21T15:12:52.750Z","last_trade_at":"2026-10-21T15:12:31.997739497Z","price":15.7192,"iv_pct":164.1828845681539,"implied_move_pct":51.238573851986516,"put_call_skew_pp":47.753707842227364,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"906cb18e57e4628b7979f8beda8fe48aafaea6fd17dadf58bff73ef98c08d96a"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T15:25:39.439000+00:00","captured_at":"2026-10-21T15:37:36.957Z","last_trade_at":"2026-10-21T15:36:40.362179187Z","price":15.71,"iv_pct":165.672966586962,"implied_move_pct":52.0679142347916,"put_call_skew_pp":53.21978104112475,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"26fc56c06c3d2b5141017c06d803cc8ef0cb1297c685fd895d8152a8ff179ec3"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T15:40:37.716000+00:00","captured_at":"2026-10-21T15:49:14.399Z","last_trade_at":"2026-10-21T15:49:02.146404488Z","price":15.5,"iv_pct":164.25991626400173,"implied_move_pct":50.25235045308659,"put_call_skew_pp":45.868749000799355,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"e264582e71053f7d436035262e21ee72d6787c97c636054f844a16c78fb98b41"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T15:47:21.315000+00:00","captured_at":"2026-10-21T15:59:54.615Z","last_trade_at":"2026-10-21T15:59:47.339829904Z","price":15.5,"iv_pct":164.25991626400173,"implied_move_pct":50.25235045308659,"put_call_skew_pp":61.07541700615411,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"92e5b0caf9698a70a52cd743b27672cbd65891b47a8bc52ac9a3e6614c566e01"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T16:01:47.887000+00:00","captured_at":"2026-10-21T16:10:32.181Z","last_trade_at":"2026-10-21T16:09:49.694501499Z","price":15.425,"iv_pct":162.6210293784029,"implied_move_pct":49.15355755117408,"put_call_skew_pp":43.487917168473174,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"1ddfcefbe67806c3c78bf01d801341ae45e1ce74eef28535fab3e126835d6edb"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T16:05:40.933000+00:00","captured_at":"2026-10-21T16:20:39.166Z","last_trade_at":"2026-10-21T16:20:15.463428245Z","price":15.5,"iv_pct":164.25991626400173,"implied_move_pct":50.25235045308659,"put_call_skew_pp":45.868749000799355,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"4bb10b259f186c1de14a7fd087bdefd246202e225119b51cb9300507d6fc9914"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T16:25:13.058000+00:00","captured_at":"2026-10-21T16:30:51.026Z","last_trade_at":"2026-10-21T16:30:37.348749006Z","price":15.5,"iv_pct":164.25991626400173,"implied_move_pct":50.25235045308659,"put_call_skew_pp":45.868749000799355,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"bfa61eeaddce4fab468a82e997b0d876b1e3f354d4532f768fe76a1a4f10fb3b"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T16:28:41.217000+00:00","captured_at":"2026-10-21T16:41:09.297Z","last_trade_at":"2026-10-21T16:41:03.63902665Z","price":15.6,"iv_pct":165.36560283687942,"implied_move_pct":51.19381019638819,"put_call_skew_pp":49.03797940361003,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"45c16e5ab9e68fb054dde3d314f4da11233de81acbb1dbed976fdbf5b1033f1d"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T16:39:19.619000+00:00","captured_at":"2026-10-21T16:51:27.189Z","last_trade_at":"2026-10-21T16:51:21.61490743Z","price":15.6,"iv_pct":165.36560283687942,"implied_move_pct":51.19381019638819,"put_call_skew_pp":49.03797940361003,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"2da2aa82cc24425ce73dab526d2cdc446d0d4a565567c4174410d0dcb2c820dc"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T16:53:49.597000+00:00","captured_at":"2026-10-21T17:02:32.714Z","last_trade_at":"2026-10-21T17:01:16.552678765Z","price":15.6,"iv_pct":164.88313725490195,"implied_move_pct":50.97104242042892,"put_call_skew_pp":49.03797940361003,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"bad8e2fb54018aea40c580298d9d7a2305dd3dbc638c72a6517e3a9845ddd681"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T17:17:20.366000+00:00","captured_at":"2026-10-21T17:30:31.287Z","last_trade_at":"2026-10-21T17:30:29.381224866Z","price":15.6,"iv_pct":150.88120850704522,"implied_move_pct":50.265286984902815,"put_call_skew_pp":37.00213523864131,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"ca13f56329cdaef614511814ba4f16086ffab64bf282ba90b04887087a16faf9"},{"symbol":"XRPN","expiry":"2026-11-20","observed_at":"2026-10-21T17:26:10.838000+00:00","captured_at":"2026-10-21T17:40:57.247Z","last_trade_at":"2026-10-21T17:40:18.070818269Z","price":15.65,"iv_pct":170.50399534016773,"implied_move_pct":54.38907564609888,"put_call_skew_pp":50.632710997442445,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XRPN","source_hash":"da5db7267831a04947895607be73e0cc439629f4bd9823e5ff3edea27b456aaa"}],"dailyIv":[{"symbol":"XRPN","date":"2026-10-12","iv_pct":225.86262238216258,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-16","call_iv_pct":194.51468816550047,"put_iv_pct":467.5267924528302},{"expiry":"2026-11-20","call_iv_pct":93.68224689165187,"put_iv_pct":354.9106060606061},{"expiry":"2026-12-18","call_iv_pct":79.21129824561403,"put_iv_pct":273.8097703180212},{"expiry":"2027-01-15","call_iv_pct":74.35249999999999,"put_iv_pct":268.89307692307693}],"source":"ThetaData EOD Greeks","provider_symbol":"XRPN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c4dc150e085720061adbd31c1fd6351b7bb140acbc1e181ee7da3cbb03f9118e","captured_at":"2026-10-21T16:42:22.650986+00:00"},{"symbol":"XRPN","date":"2026-10-14","iv_pct":142.28676288488836,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-16","call_iv_pct":136.57031074885379,"put_iv_pct":284.5061251504212},{"expiry":"2026-11-20","call_iv_pct":59.52975951903807,"put_iv_pct":179.62188946015425},{"expiry":"2026-12-18","call_iv_pct":78.42324371712449,"put_iv_pct":164.95637532133676},{"expiry":"2027-01-15","call_iv_pct":75.03339916217834,"put_iv_pct":159.653}],"source":"ThetaData EOD Greeks","provider_symbol":"XRPN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ffa18d54f1cc650bdaff3f8cc967700f6fa0e01d776b968d6f68cd92d382edc2","captured_at":"2026-10-21T16:42:19.103854+00:00"},{"symbol":"XRPN","date":"2026-10-16","iv_pct":142.29585091464153,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":192.17241847826088,"put_iv_pct":167.87434554973822},{"expiry":"2026-10-30","call_iv_pct":142.97777173913042,"put_iv_pct":137.32802395209578},{"expiry":"2026-11-06","call_iv_pct":119.01444785276074,"put_iv_pct":133.72509293680298},{"expiry":"2026-11-13","call_iv_pct":80.81358126721764,"put_iv_pct":164.46112554112557}],"source":"ThetaData EOD Greeks","provider_symbol":"XRPN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"533484117cd1ab4579446f127ec2da58acd24c1b45e0629d3e645fa22f3d00de","captured_at":"2026-10-21T16:42:14.610242+00:00"},{"symbol":"XRPN","date":"2026-10-19","iv_pct":160.43660171513724,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":122.45823204419888,"put_iv_pct":268.9908026030369},{"expiry":"2026-10-30","call_iv_pct":153.11311688311687,"put_iv_pct":197.99078624078624},{"expiry":"2026-11-06","call_iv_pct":90.80795580110494,"put_iv_pct":196.19090909090912},{"expiry":"2026-11-13","call_iv_pct":58.80567536889898,"put_iv_pct":195.13533568904595}],"source":"ThetaData EOD Greeks","provider_symbol":"XRPN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"baac58a395fc8c636e3eb4a1001cb41b18b782761c2dbdbc8b1633cbd8542523","captured_at":"2026-10-21T16:42:12.418039+00:00"},{"symbol":"XRPN","date":"2026-10-20","iv_pct":161.7532207546162,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-10-23","call_iv_pct":139.7126179018287,"put_iv_pct":216.67052478134116},{"expiry":"2026-10-30","call_iv_pct":168.99134803921567,"put_iv_pct":154.65373831775702},{"expiry":"2026-11-06","call_iv_pct":142.092,"put_iv_pct":158.50564189189186},{"expiry":"2026-11-13","call_iv_pct":131.78258741258742,"put_iv_pct":181.6173076923077}],"source":"ThetaData EOD Greeks","provider_symbol":"XRPN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"79faf3b96ac22779b574e936abf48db2dd2b25b8b3e9ce35be4b65ac5d493f39","captured_at":"2026-10-21T16:42:10.340130+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/XRPN","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"}}