{"schemaVersion":1,"symbol":"BCIC","days":90,"observations":[{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-10-22T13:31:00.649000+00:00","captured_at":"2026-10-22T13:39:57.122Z","last_trade_at":"2026-10-22T13:30:00.005420077Z","price":5.93,"iv_pct":148.3437664424149,"implied_move_pct":72.62070495362775,"put_call_skew_pp":63.514763096644344,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"dd5b0074e6e406b4ec33ab467f5d8d14ca4920aef718d21e9a8c85db2a3b4b8c"},{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:30.102000+00:00","captured_at":"2026-10-23T13:33:15.154Z","last_trade_at":"2026-10-23T13:30:00.097528276Z","price":6.1,"iv_pct":94.89259825785868,"implied_move_pct":23.307706723994237,"put_call_skew_pp":32.83308225070738,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"677223ff28a4b75909c216581cc4e8acfe80c7c6ac2c53cb08dab6b98b160b04"},{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:04.351000+00:00","captured_at":"2026-10-26T13:39:39.126Z","last_trade_at":"2026-10-26T13:37:42.868306484Z","price":5.955,"iv_pct":146.560057246172,"implied_move_pct":43.17031558168441,"put_call_skew_pp":18.682530440754853,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"d7a64bb713e69aaf9c2b4d82e5dd2517e4790fe8b05613cb0207324b08167a91"},{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-10-27T13:30:32.741000+00:00","captured_at":"2026-10-27T13:35:09.832Z","last_trade_at":"2026-10-27T13:32:22.689390922Z","price":5.83,"iv_pct":149.77233800889346,"implied_move_pct":40.56646597908925,"put_call_skew_pp":17.615979233746828,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"25920242af947b7c69f9928649996b03dced86cd43df7ab1d5401f8ddb5e7233"},{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-10-28T13:30:42.350000+00:00","captured_at":"2026-10-28T13:33:07.447Z","last_trade_at":"2026-10-28T13:30:00.567414466Z","price":5.98,"iv_pct":178.90702002553908,"implied_move_pct":50.57310293595615,"put_call_skew_pp":25.957576776107395,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"6359d47ce432f86bbe4e5439a49aff0e8cc7348e067fa96e4e7bb0be74c555cf"},{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-10-29T13:30:15.496000+00:00","captured_at":"2026-10-29T13:36:25.623Z","last_trade_at":"2026-10-29T13:30:01.451473604Z","price":6.03,"iv_pct":205.27887903596945,"implied_move_pct":68.63770706502224,"put_call_skew_pp":69.60431000337117,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"fb1bffb52e83d5e211e700b68b3e438854663a1fb2c9cbb94974a3d1b8b5a8bc"},{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-10-30T13:30:04.771000+00:00","captured_at":"2026-10-30T13:30:29.626Z","last_trade_at":"2026-10-30T13:30:01.130218942Z","price":6.17,"iv_pct":159.11029822268125,"implied_move_pct":54.015274929383075,"put_call_skew_pp":50.77872685700056,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"d63dc0c39d27738eea779631bc198054e1a95c9f98db83cca092cb375e9dff89"},{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:42.927000+00:00","captured_at":"2026-10-31T00:27:38.578Z","last_trade_at":"2026-10-30T20:00:00.255822648Z","price":5.94,"iv_pct":181.22950438770064,"implied_move_pct":52.56912653246383,"put_call_skew_pp":24.252856825586644,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"9edcbe11f230a02dc27f82c43f39dcefff69577675e0191e632b1f089c3c28cb"},{"symbol":"BCIC","expiry":"2026-11-20","observed_at":"2026-11-05T20:55:09.343000+00:00","captured_at":"2026-11-06T11:09:45.255Z","last_trade_at":"2026-11-05T22:50:53.950542852Z","price":5.9409,"iv_pct":228.42317085705855,"implied_move_pct":55.291916920309035,"put_call_skew_pp":126.44612825945632,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BCIC","source_hash":"1bbe60b042017f4b831e02971ea430300c722291b29e34b6436bd0467a954d8a"}],"dailyIv":[{"symbol":"BCIC","date":"2026-08-14","iv_pct":85.89872562100597,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":233.72879922886253,"put_iv_pct":99.2749362659335},{"expiry":"2026-09-18","call_iv_pct":74.43530368763557,"put_iv_pct":41.759842519685044},{"expiry":"2026-10-16","call_iv_pct":78.61671931956258,"put_iv_pct":48.76026064291919},{"expiry":"2027-01-15","call_iv_pct":69.60790385448247,"put_iv_pct":41.00603944896682}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BCIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"11c7b84eb1832bde827654fc50fd6b70b6596792af40def1740a3a4c81fd4483","captured_at":"2026-10-24T05:56:32.888604+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BCIC","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"6fae9358c5b462c717770a48f8cba75dbddc2ed9d691f0a765110cdabe851d9f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BCIC","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9bb2464ba505648a791e71c1b231b26d9079add744631ee2733d5dd17dfe2de5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BCIC","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f6383708aed7038814beece5a52e0f6c334cd495d5a20a1cc17236a8c972734"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BCIC","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b9ef0a4be37e79575af89e06205628a4a5a6b5774411304b0b2a36db371ea16"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BCIC","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"841caeef6763aa23a9564331b48e4ba4511948df9565110d6df6769ca21e90ae"}]},{"symbol":"BCIC","date":"2026-08-21","iv_pct":52.591798639969575,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":75.71217367997853,"put_iv_pct":43.82074821080026},{"expiry":"2026-10-16","call_iv_pct":62.59429323968393,"put_iv_pct":40.93351875808538},{"expiry":"2027-01-15","call_iv_pct":71.29382872677843,"put_iv_pct":44.66555555555555},{"expiry":"2027-04-16","call_iv_pct":28.611517441860467,"put_iv_pct":53.102753507014036}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BCIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0dd0059297e28417cc647d1f7460bc434ffbedfbe4f45b842a9ba12b838d934c","captured_at":"2026-10-24T05:56:22.403188+00:00","observed_at":"2026-08-21T15:59:00-04:00","session_close_at":"2026-08-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BCIC","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"4304ec01a941ffeaa629100db77eb56f937c1de5a686db53e889569b93dd6521"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BCIC","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":"f9e25089e2648ef608c556e4fa5a536c8aed6bf703a142083daa2bcda7ddc011"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BCIC","expiration":"2026-10-16","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":"0357316ee836e8a5c2a45799c4557279ab6e8d226981d3aadb626146c5e77f1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BCIC","expiration":"2027-01-15","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":"5f841b9273c885c8df456999bf58858726e52399d84d44416ffc1efaa3732e7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BCIC","expiration":"2027-04-16","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":"a3f2c9d36b348493379a9e2ba66a4b1fcbbf413cf0561811aa95fb68e3c0f115"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BCIC","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":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":85.89872562100597,"put_call_skew_pp":-56.39691180325964,"implied_move_pct":25.849410863785067,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"11c7b84eb1832bde827654fc50fd6b70b6596792af40def1740a3a4c81fd4483","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":52.591798639969575,"put_call_skew_pp":-13.922309264211535,"implied_move_pct":26.644925820436526,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0dd0059297e28417cc647d1f7460bc434ffbedfbe4f45b842a9ba12b838d934c","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]}]}