{"schemaVersion":1,"symbol":"ACIU","days":90,"observations":[{"symbol":"ACIU","expiry":"2026-11-20","observed_at":"2026-10-22T13:30:40.078000+00:00","captured_at":"2026-10-22T13:37:09.369Z","last_trade_at":"2026-10-22T13:30:01.517582498Z","price":2.45,"iv_pct":249.9214974651858,"implied_move_pct":102.07127918361343,"put_call_skew_pp":272.2541712529713,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ACIU","source_hash":"90d99cd41f45f71271e69f9ad211c0a165083df9ce034fed87542e7198de7c5f"},{"symbol":"ACIU","expiry":"2026-11-20","observed_at":"2026-10-27T13:30:02.635000+00:00","captured_at":"2026-10-27T13:34:20.581Z","last_trade_at":"2026-10-27T13:34:19.236061875Z","price":2.34,"iv_pct":393.1599341099206,"implied_move_pct":126.41243396224596,"put_call_skew_pp":555.888045790476,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ACIU","source_hash":"88efbbf6072fc1e3dc86271b15ca9fd71a184f2da2e2593d43d4255db237f8a6"},{"symbol":"ACIU","expiry":"2026-11-20","observed_at":"2026-10-29T13:30:21.118000+00:00","captured_at":"2026-10-29T13:32:36.279Z","last_trade_at":"2026-10-29T13:31:31.960500849Z","price":2.335,"iv_pct":425.6361516328602,"implied_move_pct":128.15739428480347,"put_call_skew_pp":601.1533227118618,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ACIU","source_hash":"7e4c94d2cf51da67f8d5afd61f81b4bd48d1fb024e21588a40d3b0058bd1dcd7"}],"dailyIv":[{"symbol":"ACIU","date":"2026-08-17","iv_pct":172.67641489414072,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":290.1603200522535,"put_iv_pct":185.57649250120946},{"expiry":"2026-09-18","call_iv_pct":245.36815181518153,"put_iv_pct":140.2678869047619},{"expiry":"2026-11-20","call_iv_pct":108.65307928703136,"put_iv_pct":128.415938697318},{"expiry":"2027-02-19","call_iv_pct":153.73411495754408,"put_iv_pct":129.2353349378259}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ACIU","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"00f28938a3f3daa231efb650d760edb65eb6b179ec0c948d7a1182daaca022f0","captured_at":"2026-10-22T23:56:18.811975+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ACIU","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"e7e0d47c2bf2b904690bab55b5e8f0acbd723677697424cf6bcc5231be3c296d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ACIU","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3dad82360c27b109fecd91b5e843e8a8476b5420dcb7497c6be768e50e03120b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ACIU","expiration":"2026-09-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cbeae8677643dabc1cba135937ae0689b6454626bee6e4404942683e6e84cb33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ACIU","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a9d9959bd335663d57894b16fa1af7a39b8ced26a8f662310a963b89d93b3e66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ACIU","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe4a108dc3fb46ad56505fc776cd75be5e3badb4247907ce3a5705ce88addcfc"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ACIU","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","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":172.67641489414072,"put_call_skew_pp":-53.605003267723795,"implied_move_pct":60.845596862284935,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"00f28938a3f3daa231efb650d760edb65eb6b179ec0c948d7a1182daaca022f0","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]}]}