{"schemaVersion":1,"symbol":"BRSP","days":90,"observations":[{"symbol":"BRSP","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:01.447000+00:00","captured_at":"2026-10-23T13:33:28.521Z","last_trade_at":"2026-10-23T13:33:20.021708835Z","price":3.63,"iv_pct":224.70993758917675,"implied_move_pct":103.26426666796822,"put_call_skew_pp":-12.97193951454636,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSP","source_hash":"2b825ef026056b847ba01633108af28bd061c231b0127c8d6d69ca67dab44a18"},{"symbol":"BRSP","expiry":"2026-11-20","observed_at":"2026-10-27T18:39:15.946000+00:00","captured_at":"2026-10-27T18:48:36.937Z","last_trade_at":"2026-10-27T18:48:28.143162664Z","price":3.7,"iv_pct":182.41125650376068,"implied_move_pct":101.53491931265926,"put_call_skew_pp":-153.5679755807384,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSP","source_hash":"bed737f199550782755d45ddf2efdcf3153b0ca86a6773d86eedad87c22e8711"},{"symbol":"BRSP","expiry":"2026-11-20","observed_at":"2026-10-29T13:30:07.157000+00:00","captured_at":"2026-10-29T13:37:15.592Z","last_trade_at":"2026-10-29T13:36:32.921260986Z","price":3.65,"iv_pct":234.29372370148923,"implied_move_pct":93.41395981298214,"put_call_skew_pp":-26.384988131001297,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSP","source_hash":"1d966344b1af660be1415071b893cb2b110b233ef39352517967825dc8949d62"},{"symbol":"BRSP","expiry":"2026-11-20","observed_at":"2026-10-30T15:23:40.870000+00:00","captured_at":"2026-10-30T15:31:49.539Z","last_trade_at":"2026-10-30T15:31:31.482500185Z","price":3.49,"iv_pct":180.59559682518,"implied_move_pct":71.69871112844993,"put_call_skew_pp":-204.3420191031883,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSP","source_hash":"6158ee2509d104bb266edb8f52a1b9425b97f9e36ede2624878eb6beb66c0fff"},{"symbol":"BRSP","expiry":"2026-11-20","observed_at":"2026-11-02T14:30:21.438000+00:00","captured_at":"2026-11-02T14:32:24.327Z","last_trade_at":"2026-11-02T14:32:13.419099149Z","price":3.455,"iv_pct":154.6430159743963,"implied_move_pct":37.906472893832245,"put_call_skew_pp":166.66203286710916,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BRSP","source_hash":"3b934e274522d69203195fd59d2f04189d0ad2599b5f4f00ec5828b590fba0e8"}],"dailyIv":[{"symbol":"BRSP","date":"2026-08-21","iv_pct":46.95118998826405,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":53.82952351485149,"put_iv_pct":70.86389372627822},{"expiry":"2026-10-16","call_iv_pct":54.71779980178394,"put_iv_pct":42.11659574468083},{"expiry":"2026-11-20","call_iv_pct":47.05612927191678,"put_iv_pct":29.372845839714113},{"expiry":"2027-02-19","call_iv_pct":27.480417690417692,"put_iv_pct":50.172314316469325}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BRSP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"149d4bfae6bde72c9d35b51d32a33835567531eff07bdd11819c846f573d395a","captured_at":"2026-10-24T13:23:29.652544+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":"BRSP","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"64b5d07ba1e0a81cf80d181f5118f52610e1a99e26635790c39563afa788a5d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BRSP","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":"29e37993a72c918afb13d1fd4135f814a0045d32758b90b370a525fea9f6297e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BRSP","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":"bed3e005da29bdbaa693bcc3ab3353fb99ce7bee6c13c57b6d46f9fedb0815f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BRSP","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":"88b60c1fe9fbc14c4e72acf2941388036f14be56698236b4896f8db73753fa1f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BRSP","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":"000fee4e8237e935e23d7993041560ba201e8d540b8aa29b82bedecdcc2e973a"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BRSP","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":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":46.95118998826405,"put_call_skew_pp":2.360444837043146,"implied_move_pct":20.675600643712876,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"149d4bfae6bde72c9d35b51d32a33835567531eff07bdd11819c846f573d395a","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]}]}