{"schemaVersion":1,"symbol":"LZM","days":90,"observations":[{"symbol":"LZM","expiry":"2026-11-20","observed_at":"2026-10-22T16:58:23.364000+00:00","captured_at":"2026-10-22T17:02:55.702Z","last_trade_at":"2026-10-22T17:01:55.830394429Z","price":3.115,"iv_pct":232.89226466196345,"implied_move_pct":112.36100874888535,"put_call_skew_pp":-130.0556796504237,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LZM","source_hash":"c0076576fe3e405f59d7074bc7a0bafb28e7528e6afdf3395072dfbd89705871"},{"symbol":"LZM","expiry":"2026-11-20","observed_at":"2026-10-23T19:56:45.443000+00:00","captured_at":"2026-10-23T22:35:06.851Z","last_trade_at":"2026-10-23T22:30:00.002314216Z","price":3.47,"iv_pct":213.62048460800307,"implied_move_pct":53.28606982332169,"put_call_skew_pp":-81.33513687365364,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LZM","source_hash":"f1b14cff4e5dd4388b1c7b9f84f4a4498e80408a1a66b7e7383832368b4e7e92"},{"symbol":"LZM","expiry":"2026-11-20","observed_at":"2026-10-26T18:01:59.338000+00:00","captured_at":"2026-10-26T18:16:04.578Z","last_trade_at":"2026-10-26T18:15:40.159623629Z","price":3.31,"iv_pct":223.91403139804328,"implied_move_pct":48.97011141972995,"put_call_skew_pp":-95.7389787472569,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LZM","source_hash":"74716a614f582b4ccc56770dc2164d7e17f214fe3f640fd18969a9efd2087236"},{"symbol":"LZM","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:29.885000+00:00","captured_at":"2026-10-27T03:39:36.782Z","last_trade_at":"2026-10-26T23:00:00.002857238Z","price":3.36,"iv_pct":224.95261943841518,"implied_move_pct":49.77912267096601,"put_call_skew_pp":-91.07689338645852,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LZM","source_hash":"63be9f79be0461ef1d20b552511618d794ef7a2604f914fd80d72e2d73a254e1"},{"symbol":"LZM","expiry":"2026-11-20","observed_at":"2026-10-28T13:30:01.543000+00:00","captured_at":"2026-10-28T13:30:29.033Z","last_trade_at":"2026-10-28T13:30:02.428342023Z","price":3.4,"iv_pct":266.3005797970806,"implied_move_pct":114.90719873768585,"put_call_skew_pp":-79.74720175068337,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LZM","source_hash":"5a9d105fd8f0521a8988827ca046b828eaf35f7fb70e32d45082ce66ff36b3d5"},{"symbol":"LZM","expiry":"2026-11-20","observed_at":"2026-10-29T15:30:37.874000+00:00","captured_at":"2026-10-29T15:43:52.801Z","last_trade_at":"2026-10-29T15:40:04.256561917Z","price":3.57,"iv_pct":193.66872398218595,"implied_move_pct":48.75079477887647,"put_call_skew_pp":-127.1799930784775,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LZM","source_hash":"dc99a80954b7bde75db41f50523e86ef241ab75bac5bd49d2fbc15870107aa7b"},{"symbol":"LZM","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:59.731000+00:00","captured_at":"2026-10-30T02:41:17.379Z","last_trade_at":"2026-10-29T23:00:00.001516246Z","price":3.63,"iv_pct":244.6690835284235,"implied_move_pct":127.57236514270538,"put_call_skew_pp":-83.41186120162489,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LZM","source_hash":"b10bc32c826601190496476619b2bb29803e054ddb6eadf9598a5ddf571e35b5"}],"dailyIv":[],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/LZM","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":[]}