{"schemaVersion":1,"symbol":"BRCC","days":90,"observations":[{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:01.608000+00:00","captured_at":"2026-10-22T00:46:28.107Z","last_trade_at":"2026-10-21T23:00:00.003356886Z","price":10.56,"iv_pct":108.80059427818836,"implied_move_pct":26.649689530854015,"put_call_skew_pp":2.0873806438979514,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"f04cd5821c2bb315f39aab13bfb7c82c4a886780414bb285c89b4975e0a5cbad"},{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:50.255000+00:00","captured_at":"2026-10-22T21:06:39.899Z","last_trade_at":"2026-10-22T20:10:00.002962737Z","price":11.11,"iv_pct":123.2110879263359,"implied_move_pct":32.01883224052547,"put_call_skew_pp":9.213014754304915,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"790a7b0bcd1527479cb891e1088bbca6922d58799204fb1e743bfb3902d7c51c"},{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-23T19:46:34.045000+00:00","captured_at":"2026-10-23T21:18:43.185Z","last_trade_at":"2026-10-23T20:10:00.003921897Z","price":11.3,"iv_pct":110.24683166365944,"implied_move_pct":25.632209009104635,"put_call_skew_pp":-7.390012295389425,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"73646bc44bb7bf04173da4cfdbe70c2b3a7d434f70ff092ee1e20efcd2191d8a"},{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:22.995000+00:00","captured_at":"2026-10-26T13:33:17.760Z","last_trade_at":"2026-10-26T13:30:04.794692722Z","price":11.26,"iv_pct":115.60849340866291,"implied_move_pct":25.470329807191483,"put_call_skew_pp":-0.4294132296956077,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"9152c305c333ffbb22987fc7d1874594756b8ed6aff56723b9fbd977a7f5b2d3"},{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:18.649000+00:00","captured_at":"2026-10-27T02:49:52.466Z","last_trade_at":"2026-10-26T23:00:00.003880687Z","price":11.65,"iv_pct":142.00938406801345,"implied_move_pct":35.073630051199714,"put_call_skew_pp":17.24710934110263,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"a7e08ecc05220809a736ede5d72e5f0826384892443d83aca94658ad9e4815d3"},{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-27T16:32:50.434000+00:00","captured_at":"2026-10-27T16:42:23.117Z","last_trade_at":"2026-10-27T16:36:59.704597672Z","price":11.39,"iv_pct":115.65387152651981,"implied_move_pct":24.676727918553066,"put_call_skew_pp":-17.06457487396651,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"730f83ace22c92e85e8e6ff98d85a7fa094f7f98cd5589e4aa91faefcdf5b537"},{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:41.214000+00:00","captured_at":"2026-10-28T00:21:31.009Z","last_trade_at":"2026-10-27T23:00:00.003121262Z","price":11.6,"iv_pct":110.01689118495226,"implied_move_pct":23.25523385183812,"put_call_skew_pp":-14.975909232597907,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"f18541063926056d9f51e451ab73225a6c88ab58ea547006537d3d68c9c71992"},{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-28T19:58:41.205000+00:00","captured_at":"2026-10-28T21:05:22.659Z","last_trade_at":"2026-10-28T20:10:00.002539884Z","price":12.15,"iv_pct":159.5622960980133,"implied_move_pct":34.54731910836822,"put_call_skew_pp":17.486520403181636,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"f5baa3c27779b4d58ac52c469eae6ea60f6bd238ed01d733ed967c6a2c1d2f0e"},{"symbol":"BRCC","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:38.755000+00:00","captured_at":"2026-10-30T00:26:13.261Z","last_trade_at":"2026-10-29T23:58:55.790999636Z","price":13.1461,"iv_pct":118.38190726691163,"implied_move_pct":26.049037616653237,"put_call_skew_pp":40.67815610370691,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRCC","source_hash":"b074ec6237b51c846a43bc19f58565eb0dab2ef12a4900a870d3047703464e9c"}],"dailyIv":[{"symbol":"BRCC","date":"2026-10-19","iv_pct":96.44729325382194,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":105.81508972267537,"put_iv_pct":95.3908115942029},{"expiry":"2026-12-18","call_iv_pct":95.64,"put_iv_pct":92.7026520438684},{"expiry":"2027-01-15","call_iv_pct":94.82102590673574,"put_iv_pct":97.51221354166667},{"expiry":"2027-04-16","call_iv_pct":93.80001398601398,"put_iv_pct":95.89653923541248}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"507617c749e7fded104da73bb468937e2ae1d7bbee2ffaffd8b67996c6b516f5","captured_at":"2026-11-01T15:58:06.224921+00:00"},{"symbol":"BRCC","date":"2026-10-20","iv_pct":99.43866641377198,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":98.51507439310885,"put_iv_pct":126.19775316455697},{"expiry":"2026-12-18","call_iv_pct":90.3104972972973,"put_iv_pct":107.56423236514523},{"expiry":"2027-01-15","call_iv_pct":88.05118518518518,"put_iv_pct":95.91962343096235},{"expiry":"2027-04-16","call_iv_pct":88.27143250688707,"put_iv_pct":100.67953296703296}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c19f4198d38d5c08585340a2e8bd6ac8907465960596d8746ac26384f604ff63","captured_at":"2026-10-22T13:14:38.494197+00:00"},{"symbol":"BRCC","date":"2026-10-21","iv_pct":99.21268949531176,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":102.86611902766137,"put_iv_pct":113.33930835734868},{"expiry":"2026-12-18","call_iv_pct":98.77702907711759,"put_iv_pct":95.96123831775701},{"expiry":"2027-01-15","call_iv_pct":101.01235912847484,"put_iv_pct":93.28900134952767},{"expiry":"2027-04-16","call_iv_pct":90.76377777777778,"put_iv_pct":97.69268292682926}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2e46acf507c10300ee6449768f0bf1d308d802d553865fd63d214ba9a88a9498","captured_at":"2026-10-22T13:14:36.163110+00:00"},{"symbol":"BRCC","date":"2026-10-22","iv_pct":103.7005732170093,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":93.72171299774605,"put_iv_pct":152.40510479041916},{"expiry":"2026-12-18","call_iv_pct":96.7182281059063,"put_iv_pct":107.37415053763439},{"expiry":"2027-01-15","call_iv_pct":91.39368029739778,"put_iv_pct":101.94309954751131},{"expiry":"2027-04-16","call_iv_pct":85.79570945945946,"put_iv_pct":100.2529}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"96f5b79bcdb24717074a5fb10eafb728b4f9e0158664565195e71ff8b8caa4a5","captured_at":"2026-10-23T13:13:17.513732+00:00"},{"symbol":"BRCC","date":"2026-10-23","iv_pct":97.16388105596029,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":105.87199488491048,"put_iv_pct":114.11398886827457},{"expiry":"2026-12-18","call_iv_pct":91.47804111245466,"put_iv_pct":104.1238922888617},{"expiry":"2027-01-15","call_iv_pct":97.11075253256149,"put_iv_pct":97.93263848396502},{"expiry":"2027-04-16","call_iv_pct":81.8521712158809,"put_iv_pct":84.82756906077348}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0d53a6da9510f2fe7e0434aa2d5ca037bd877792bd98c361cef72de968e50c82","captured_at":"2026-10-24T16:21:11.182226+00:00"},{"symbol":"BRCC","date":"2026-10-26","iv_pct":109.02839216614652,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":106.47323780015492,"put_iv_pct":176.87552197802196},{"expiry":"2026-12-18","call_iv_pct":102.84129770992368,"put_iv_pct":100.1334117647059},{"expiry":"2027-01-15","call_iv_pct":87.89176546391752,"put_iv_pct":102.6572727272727},{"expiry":"2027-04-16","call_iv_pct":96.2345434298441,"put_iv_pct":99.12008645533142}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"802ac7fa679cced832993fabab731eb42d1ccb0fa1d1da93df9057bc0ab83b54","captured_at":"2026-10-27T15:23:38.028481+00:00"},{"symbol":"BRCC","date":"2026-10-27","iv_pct":94.6652976939748,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":109.25383442265795,"put_iv_pct":110.37651214128034},{"expiry":"2026-12-18","call_iv_pct":92.63526132404182,"put_iv_pct":94.52420560747665},{"expiry":"2027-01-15","call_iv_pct":91.91262924667652,"put_iv_pct":95.63132127955494},{"expiry":"2027-04-16","call_iv_pct":79.40057915057915,"put_iv_pct":83.58803837953091}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"331c060da352c892372b1a356d8aef15415bb1ad7ba017f579dcc5f442157b90","captured_at":"2026-11-01T06:36:45.366492+00:00"},{"symbol":"BRCC","date":"2026-10-28","iv_pct":114.13165966788506,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":152.1347464239272,"put_iv_pct":166.65778718258767},{"expiry":"2026-12-18","call_iv_pct":96.61246808510637,"put_iv_pct":110.43029069767445},{"expiry":"2027-01-15","call_iv_pct":88.1869465648855,"put_iv_pct":104.95729166666668},{"expiry":"2027-04-16","call_iv_pct":88.21039145907473,"put_iv_pct":105.86335526315791}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cde159d0bfb3bd43a43a3813de4eebeb998a19fa8a25a2200e2fde5313e02b19","captured_at":"2026-11-01T04:01:59.925560+00:00"},{"symbol":"BRCC","date":"2026-10-29","iv_pct":97.52477164368166,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":96.74799833194328,"put_iv_pct":132.25512195121948},{"expiry":"2026-12-18","call_iv_pct":83.32584337349397,"put_iv_pct":103.15097087378642},{"expiry":"2027-01-15","call_iv_pct":84.67019543973942,"put_iv_pct":110.3809387755102},{"expiry":"2027-04-16","call_iv_pct":75.07497674418605,"put_iv_pct":94.59212765957446}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"95590792bd2efa113ed37f45fdaf9517aa3d90debea6ffa6b5d03850e82a8730","captured_at":"2026-11-01T01:30:59.484081+00:00"},{"symbol":"BRCC","date":"2026-10-30","iv_pct":93.69929861940345,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":129.79704367301233,"put_iv_pct":97.14251737451738},{"expiry":"2026-12-18","call_iv_pct":102.79980295566502,"put_iv_pct":70.9035593220339},{"expiry":"2027-01-15","call_iv_pct":99.09079655543597,"put_iv_pct":78.56474820143885},{"expiry":"2027-04-16","call_iv_pct":93.21592087312416,"put_iv_pct":78.08}],"source":"ThetaData EOD Greeks","provider_symbol":"BRCC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e54853a1a54a8b6299615323b9a217afbfe7811f4604de0c47bbf002299f0187","captured_at":"2026-10-31T22:58:10.435855+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BRCC","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":96.44729325382195,"put_call_skew_pp":-2.1434783000686615,"implied_move_pct":45.38691101066307,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"507617c749e7fded104da73bb468937e2ae1d7bbee2ffaffd8b67996c6b516f5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":99.43866641377198,"put_call_skew_pp":16.303238136304778,"implied_move_pct":45.835838614782915,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c19f4198d38d5c08585340a2e8bd6ac8907465960596d8746ac26384f604ff63","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":99.21268949531176,"put_call_skew_pp":1.7157364851077617,"implied_move_pct":45.62965859189082,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2e46acf507c10300ee6449768f0bf1d308d802d553865fd63d214ba9a88a9498","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":103.70057321700929,"put_call_skew_pp":23.586481003763815,"implied_move_pct":46.549082833071424,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"96f5b79bcdb24717074a5fb10eafb728b4f9e0158664565195e71ff8b8caa4a5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":97.1638810559603,"put_call_skew_pp":6.171282239016811,"implied_move_pct":43.30095764006133,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0d53a6da9510f2fe7e0434aa2d5ca037bd877792bd98c361cef72de968e50c82","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":109.02839216614653,"put_call_skew_pp":21.336362130372937,"implied_move_pct":46.90506835198812,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"802ac7fa679cced832993fabab731eb42d1ccb0fa1d1da93df9057bc0ab83b54","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":94.6652976939748,"put_call_skew_pp":2.729443315971853,"implied_move_pct":40.77638236857601,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"331c060da352c892372b1a356d8aef15415bb1ad7ba017f579dcc5f442157b90","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":114.13165966788507,"put_call_skew_pp":15.691043069273231,"implied_move_pct":47.448959396671555,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cde159d0bfb3bd43a43a3813de4eebeb998a19fa8a25a2200e2fde5313e02b19","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":97.52477164368166,"put_call_skew_pp":25.14003634268196,"implied_move_pct":41.343055633394336,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"95590792bd2efa113ed37f45fdaf9517aa3d90debea6ffa6b5d03850e82a8730","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":93.69929861940345,"put_call_skew_pp":-25.053184789811837,"implied_move_pct":39.47267700298231,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e54853a1a54a8b6299615323b9a217afbfe7811f4604de0c47bbf002299f0187","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}