{"schemaVersion":1,"symbol":"ARVN","days":90,"observations":[{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:01.240000+00:00","captured_at":"2026-10-22T00:24:13.987Z","last_trade_at":"2026-10-21T22:59:19.944391275Z","price":7.59,"iv_pct":116.34825988973203,"implied_move_pct":30.234298281358964,"put_call_skew_pp":-48.11357923897703,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"9f91f0e1800825af820649de5c10c91d40aede8245847532e10ac37abf5bbab4"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.933000+00:00","captured_at":"2026-10-22T21:22:35.991Z","last_trade_at":"2026-10-22T20:00:00.58434697Z","price":7.72,"iv_pct":196.5344188669737,"implied_move_pct":52.592770772874786,"put_call_skew_pp":1.5444463012859178,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"4c79fa4708bd9a2732f2b03c8cbe323b15f02ba23620e202a0bd1796badbef5b"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:04.070000+00:00","captured_at":"2026-10-23T21:42:26.591Z","last_trade_at":"2026-10-23T20:00:01.524945505Z","price":7.3,"iv_pct":160.07700736228944,"implied_move_pct":32.95032478880155,"put_call_skew_pp":13.00698409126133,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"123a9854d4f27b4b74021200b8e41a3f558f8719951d49ef8afb5591fe54ac1a"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-26T16:01:42.564000+00:00","captured_at":"2026-10-26T16:03:27.795Z","last_trade_at":"2026-10-26T16:02:42.226833548Z","price":7.3125,"iv_pct":150.80666622619114,"implied_move_pct":35.06256789733392,"put_call_skew_pp":65.41800246375861,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"19243b056ae5ed01bd0301d3af7c48eb1765813426ef272c0858a2d9b93fedb2"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-26T19:50:07.816000+00:00","captured_at":"2026-10-27T03:22:43.656Z","last_trade_at":"2026-10-26T20:00:09.602453899Z","price":7.31,"iv_pct":194.16884493262407,"implied_move_pct":38.39225350492958,"put_call_skew_pp":175.15842325370943,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"a2f257199e8e89583d45952ee267bd1594875781d2b226b0310236380d16a95d"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:06.309000+00:00","captured_at":"2026-10-27T21:21:12.715Z","last_trade_at":"2026-10-27T20:00:01.492142221Z","price":7.45,"iv_pct":142.6920456801884,"implied_move_pct":32.62612717874885,"put_call_skew_pp":36.665915854270104,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"0d52379d9a41644fc0d17374cc731bcdfbc21ac8bd1e2f519019dcd17584a71f"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-28T15:17:28.014000+00:00","captured_at":"2026-10-28T15:21:50.586Z","last_trade_at":"2026-10-28T15:21:40.339877693Z","price":7.535,"iv_pct":72.86444231215323,"implied_move_pct":15.969941310755653,"put_call_skew_pp":-0.10122708080558818,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"437ed180ab488cffc7dcf79fce4cd4f85a568f4a026a438d3dc58016a31db529"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:01.459000+00:00","captured_at":"2026-10-28T23:47:25.522Z","last_trade_at":"2026-10-28T23:47:03.356305128Z","price":7.5,"iv_pct":108.69370810024641,"implied_move_pct":22.394417342809152,"put_call_skew_pp":53.063950937412805,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"09403e93d3165eaa083999f50ef5b152c1b270f57583c2a1088e8419fd31b881"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:05.922000+00:00","captured_at":"2026-10-30T02:09:19.152Z","last_trade_at":"2026-10-29T20:00:01.985700068Z","price":7.9,"iv_pct":153.60395950797076,"implied_move_pct":30.996205277298326,"put_call_skew_pp":208.9976984805609,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"3776e4dea7e35831c23274d079b6ef21035a42835357c449cf76ca115a6b3322"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-30T15:23:35.882000+00:00","captured_at":"2026-10-30T15:28:50.146Z","last_trade_at":"2026-10-30T15:24:01.699533212Z","price":7.8101,"iv_pct":80.49353074478488,"implied_move_pct":15.232389534204014,"put_call_skew_pp":230.33602709030464,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"2c1e9ac680e8cd9380f1e4edefd4829ad6929f5ca7589018cb1acca74c11672a"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:00.494000+00:00","captured_at":"2026-10-31T00:59:52.493Z","last_trade_at":"2026-10-30T20:00:02.505139091Z","price":7.86,"iv_pct":151.25600336716465,"implied_move_pct":29.87606679018778,"put_call_skew_pp":91.28541369033472,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"223a0421af3f5dc454d4734e21ec09036234efbe11f54d088a91fd557e9bf1c1"},{"symbol":"ARVN","expiry":"2026-11-20","observed_at":"2026-11-03T18:48:27.714000+00:00","captured_at":"2026-11-03T19:01:12.415Z","last_trade_at":"2026-11-03T19:00:52.319639295Z","price":6.9,"iv_pct":66.96034599814138,"implied_move_pct":11.418779780849066,"put_call_skew_pp":-1.7824567919706769,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ARVN","source_hash":"36b90585934da5749170bc7c1624dd7e76213b867726d405f12c842d92e06232"}],"dailyIv":[{"symbol":"ARVN","date":"2026-10-19","iv_pct":88.98174726501546,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":62.80675377920293,"put_iv_pct":130.20132165987047},{"expiry":"2026-12-18","call_iv_pct":132.64899295733997,"put_iv_pct":124.52681616336751},{"expiry":"2027-01-15","call_iv_pct":51.76537770425045,"put_iv_pct":74.70011420560748},{"expiry":"2027-04-16","call_iv_pct":83.37105991064175,"put_iv_pct":51.83354173984311}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"70f5de5e7688f55f14150bbbbf6a3eb47f265e16d0282e04ed9030c63786be40","captured_at":"2026-11-01T15:50:16.525541+00:00"},{"symbol":"ARVN","date":"2026-10-20","iv_pct":70.68769748927137,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":58.677940667490724,"put_iv_pct":64.23620669531958},{"expiry":"2026-12-18","call_iv_pct":60.28496227585137,"put_iv_pct":106.11061040368463},{"expiry":"2027-01-15","call_iv_pct":46.22471071411234,"put_iv_pct":61.4406128211651},{"expiry":"2027-04-16","call_iv_pct":95.5459351804779,"put_iv_pct":72.98060115606937}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0e2e89428ff1bc482028a1818558267a9ca00db21711ca7222b8eb3bd5fad192","captured_at":"2026-10-22T11:59:18.084652+00:00"},{"symbol":"ARVN","date":"2026-10-21","iv_pct":76.5944793118615,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":97.51868689798032,"put_iv_pct":136.7615410236042},{"expiry":"2026-12-18","call_iv_pct":69.88330919274799,"put_iv_pct":48.95872855818266},{"expiry":"2027-01-15","call_iv_pct":55.9116356403771,"put_iv_pct":52.06545877592311},{"expiry":"2027-04-16","call_iv_pct":67.64026604545023,"put_iv_pct":84.01620836062645}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9bd13008d48928234b7a95d61a44cf182340c87be9f5e362e929998a908fd1e7","captured_at":"2026-10-22T11:59:16.740922+00:00"},{"symbol":"ARVN","date":"2026-10-22","iv_pct":101.31196685257967,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":206.60821674537067,"put_iv_pct":184.88322375090513},{"expiry":"2026-12-18","call_iv_pct":85.95559593326381,"put_iv_pct":61.35963521805831},{"expiry":"2027-01-15","call_iv_pct":45.521598088636836,"put_iv_pct":63.03147531819745},{"expiry":"2027-04-16","call_iv_pct":75.05844188445667,"put_iv_pct":88.0775478817485}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e49242c3d001ef04ff5d65ae38ee6a633c965ff6aaab62c00968d0b38e38f05b","captured_at":"2026-10-23T11:56:58.368563+00:00"},{"symbol":"ARVN","date":"2026-10-23","iv_pct":106.76163902824558,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":184.45154391653747,"put_iv_pct":135.6001156159501},{"expiry":"2026-12-18","call_iv_pct":138.91555879573377,"put_iv_pct":91.1394883248731},{"expiry":"2027-01-15","call_iv_pct":58.40059261664039,"put_iv_pct":58.934983993030976},{"expiry":"2027-04-16","call_iv_pct":112.27900685826255,"put_iv_pct":74.37182210493634}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5fe41689b52cbcd298d889d89880aa6492c005e82649930b3580618b765b38e0","captured_at":"2026-10-24T13:28:58.264229+00:00"},{"symbol":"ARVN","date":"2026-10-26","iv_pct":108.44491987120904,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":134.17044462531575,"put_iv_pct":155.3076696752357},{"expiry":"2026-12-18","call_iv_pct":144.8229820950713,"put_iv_pct":105.32184767110265},{"expiry":"2027-01-15","call_iv_pct":80.09647393208296,"put_iv_pct":77.56590322580645},{"expiry":"2027-04-16","call_iv_pct":106.66253580901856,"put_iv_pct":63.611501936039005}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cdeb62f51c311c4941776d4e3c21d341939f4d14708ac1ca167f699b5ada08c7","captured_at":"2026-10-27T13:45:04.156264+00:00"},{"symbol":"ARVN","date":"2026-10-27","iv_pct":96.78190851909926,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":132.1145862754328,"put_iv_pct":151.68113312752317},{"expiry":"2026-12-18","call_iv_pct":83.43706091045094,"put_iv_pct":118.09270916790176},{"expiry":"2027-01-15","call_iv_pct":50.55831387613202,"put_iv_pct":55.63032260833862},{"expiry":"2027-04-16","call_iv_pct":110.26679718596685,"put_iv_pct":72.474345001048}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"96d953a9b9922372b363ee2ffce36b16346dcdb83781c8394f097c391e425009","captured_at":"2026-11-01T06:27:29.471285+00:00"},{"symbol":"ARVN","date":"2026-10-28","iv_pct":101.08293647385113,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":78.98952110671937,"put_iv_pct":117.62158873225839},{"expiry":"2026-12-18","call_iv_pct":145.85377723763227,"put_iv_pct":131.22009073288916},{"expiry":"2027-01-15","call_iv_pct":48.991428245483334,"put_iv_pct":97.60525424661303},{"expiry":"2027-04-16","call_iv_pct":99.7134574622532,"put_iv_pct":88.66837402696032}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"457ca00b08ea3c4c31ed031428dc7394295e22b675c6aea01ffab4ab1f3f3cd1","captured_at":"2026-11-01T03:51:53.549238+00:00"},{"symbol":"ARVN","date":"2026-10-29","iv_pct":93.14404988073571,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":144.40262478386168,"put_iv_pct":160.92014611721126},{"expiry":"2026-12-18","call_iv_pct":78.55287909319895,"put_iv_pct":84.61477512289927},{"expiry":"2027-01-15","call_iv_pct":81.60201696031615,"put_iv_pct":65.84793298059964},{"expiry":"2027-04-16","call_iv_pct":67.0618232044199,"put_iv_pct":62.15020078337875}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d2b6d84f501bce8dc33792b68e3c4c577b69f7a91d1dddd76719e002d725eaa8","captured_at":"2026-11-01T01:21:18.558051+00:00"},{"symbol":"ARVN","date":"2026-10-30","iv_pct":99.80786657667042,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":140.67507884250477,"put_iv_pct":158.62029243831907},{"expiry":"2026-12-18","call_iv_pct":79.92458459351168,"put_iv_pct":95.07138439769834},{"expiry":"2027-01-15","call_iv_pct":103.46084316647672,"put_iv_pct":72.99226081787921},{"expiry":"2027-04-16","call_iv_pct":82.60327700220425,"put_iv_pct":65.11521135476927}],"source":"ThetaData EOD Greeks","provider_symbol":"ARVN","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1a27a09491481724423d193227362ebfc97e8bfecb471cd207f6d6eade3cbba2","captured_at":"2026-10-31T22:48:50.019032+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ARVN","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":"2026-10-19","observed_at":null,"iv_pct":88.98174726501546,"put_call_skew_pp":12.667402354313367,"implied_move_pct":39.76110480808926,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"70f5de5e7688f55f14150bbbbf6a3eb47f265e16d0282e04ed9030c63786be40","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":70.68769748927137,"put_call_skew_pp":11.008620559576585,"implied_move_pct":34.10983778660936,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0e2e89428ff1bc482028a1818558267a9ca00db21711ca7222b8eb3bd5fad192","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":76.5944793118615,"put_call_skew_pp":7.712009735445196,"implied_move_pct":34.05849976944674,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9bd13008d48928234b7a95d61a44cf182340c87be9f5e362e929998a908fd1e7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":101.31196685257967,"put_call_skew_pp":-3.947992620704648,"implied_move_pct":41.764774660928346,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e49242c3d001ef04ff5d65ae38ee6a633c965ff6aaab62c00968d0b38e38f05b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":106.76163902824558,"put_call_skew_pp":-33.500073037095916,"implied_move_pct":45.5202353269794,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5fe41689b52cbcd298d889d89880aa6492c005e82649930b3580618b765b38e0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":108.44491987120904,"put_call_skew_pp":-15.986378488326192,"implied_move_pct":45.26431406314657,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cdeb62f51c311c4941776d4e3c21d341939f4d14708ac1ca167f699b5ada08c7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":96.78190851909926,"put_call_skew_pp":5.3754379142072395,"implied_move_pct":40.44022574371525,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"96d953a9b9922372b363ee2ffce36b16346dcdb83781c8394f097c391e425009","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":101.08293647385113,"put_call_skew_pp":15.391780921658185,"implied_move_pct":43.69613947341841,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"457ca00b08ea3c4c31ed031428dc7394295e22b675c6aea01ffab4ab1f3f3cd1","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":93.14404988073571,"put_call_skew_pp":0.4784277405730606,"implied_move_pct":36.41691498718624,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d2b6d84f501bce8dc33792b68e3c4c577b69f7a91d1dddd76719e002d725eaa8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":99.80786657667042,"put_call_skew_pp":-3.716158649007884,"implied_move_pct":39.632753249203525,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1a27a09491481724423d193227362ebfc97e8bfecb471cd207f6d6eade3cbba2","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}