{"schemaVersion":1,"symbol":"LDI","days":90,"observations":[{"symbol":"LDI","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:06.299000+00:00","captured_at":"2026-10-28T20:26:03.767Z","last_trade_at":"2026-10-28T20:25:39.976905525Z","price":0.6341,"iv_pct":519.7964645018585,"implied_move_pct":104.16410853900003,"put_call_skew_pp":-84.17903846374331,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LDI","source_hash":"131e31912124adec47565c1944db99ef07dad0d92171e31ba258535745c55429"},{"symbol":"LDI","expiry":"2026-11-20","observed_at":"2026-11-05T15:12:54.295000+00:00","captured_at":"2026-11-05T15:18:26.090Z","last_trade_at":"2026-11-05T15:17:57.639222145Z","price":0.647,"iv_pct":538.3950622848129,"implied_move_pct":98.33985467537676,"put_call_skew_pp":-503.20203515340705,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LDI","source_hash":"3c603ebd7d50cc35a5ad39cdb0bcfabacd4280d90368c0fbf1b8e5ef16f2835b"}],"dailyIv":[],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/LDI","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":[]}