{"schemaVersion":1,"symbol":"NBTX","days":90,"observations":[],"dailyIv":[{"symbol":"NBTX","date":"2026-10-19","iv_pct":82.44522253649168,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":124.62292929292929,"put_iv_pct":95.38380151843819},{"expiry":"2026-12-18","call_iv_pct":94.98712074303407,"put_iv_pct":68.50998037291463},{"expiry":"2027-02-19","call_iv_pct":69.77348137535817,"put_iv_pct":63.83891388174807},{"expiry":"2027-05-21","call_iv_pct":68.63948453608248,"put_iv_pct":73.80606857142857}],"source":"ThetaData EOD Greeks","provider_symbol":"NBTX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"df765706ca2a30ae4d0320d4f3de764b5534c04ea406aebacfe5737c22975300","captured_at":"2026-11-01T16:59:11.437755+00:00"},{"symbol":"NBTX","date":"2026-10-20","iv_pct":74.01480063551628,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":108.87966875559536,"put_iv_pct":83.84774611398964},{"expiry":"2026-12-18","call_iv_pct":80.68385949696444,"put_iv_pct":60.75225806451613},{"expiry":"2027-02-19","call_iv_pct":61.72146189735614,"put_iv_pct":58.894714518760196},{"expiry":"2027-05-21","call_iv_pct":68.28117462311558,"put_iv_pct":69.05752161383285}],"source":"ThetaData EOD Greeks","provider_symbol":"NBTX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7fca908a7c80bcd95964a8f40f7d4e7fe6bc2b4d58ee3774a1e9aa5fbb7ea1e7","captured_at":"2026-11-01T14:42:05.996172+00:00"},{"symbol":"NBTX","date":"2026-10-23","iv_pct":83.98670010752018,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":99.72764252696457,"put_iv_pct":91.14111509180475},{"expiry":"2026-12-18","call_iv_pct":80.57716863289382,"put_iv_pct":86.71039258451472},{"expiry":"2027-02-19","call_iv_pct":71.51718987341772,"put_iv_pct":80.6092960979342},{"expiry":"2027-05-21","call_iv_pct":77.75242105263158,"put_iv_pct":83.85837500000001}],"source":"ThetaData EOD Greeks","provider_symbol":"NBTX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9bda1110203e4e0da622df2ea620a492c8b49d5682393cc3076143ab197b2ed4","captured_at":"2026-10-25T13:52:31.001828+00:00"},{"symbol":"NBTX","date":"2026-10-26","iv_pct":84.39535111761708,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":105.66823444283646,"put_iv_pct":102.55473327688401},{"expiry":"2026-12-18","call_iv_pct":79.92167938931297,"put_iv_pct":85.11324864864864},{"expiry":"2027-02-19","call_iv_pct":70.34973873285435,"put_iv_pct":75.98329585382993},{"expiry":"2027-05-21","call_iv_pct":75.13184961106309,"put_iv_pct":80.44002898550724}],"source":"ThetaData EOD Greeks","provider_symbol":"NBTX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"53932e5eb18ce141e33a179ea1ccc72e7745f3f4ad8f71681e876089b5e31ab1","captured_at":"2026-11-01T09:34:32.837380+00:00"},{"symbol":"NBTX","date":"2026-10-30","iv_pct":86.00462840846868,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":117.58319159579791,"put_iv_pct":95.95057638673691},{"expiry":"2026-12-18","call_iv_pct":86.44539690996271,"put_iv_pct":75.00461061946902},{"expiry":"2027-02-19","call_iv_pct":81.1665283320032,"put_iv_pct":68.70287515762926},{"expiry":"2027-05-21","call_iv_pct":83.6533867276888,"put_iv_pct":79.53046153846154}],"source":"ThetaData EOD Greeks","provider_symbol":"NBTX","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2e9a53d317b4b7a0671d8a11d33d1315bcf0251a3481c2fa173036f25ca8043b","captured_at":"2026-11-01T00:10:35.135641+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":[],"url":"https://intraalpha.com/companies/NBTX","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":82.44522253649167,"put_call_skew_pp":-14.121062900718638,"implied_move_pct":39.74450153873169,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"df765706ca2a30ae4d0320d4f3de764b5534c04ea406aebacfe5737c22975300","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":74.01480063551628,"put_call_skew_pp":-11.753481115483178,"implied_move_pct":35.94752825304805,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7fca908a7c80bcd95964a8f40f7d4e7fe6bc2b4d58ee3774a1e9aa5fbb7ea1e7","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":83.98670010752018,"put_call_skew_pp":3.1861891720865003,"implied_move_pct":40.96558429569636,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9bda1110203e4e0da622df2ea620a492c8b49d5682393cc3076143ab197b2ed4","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":84.39535111761708,"put_call_skew_pp":3.2549511472007353,"implied_move_pct":39.61572297627409,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"53932e5eb18ce141e33a179ea1ccc72e7745f3f4ad8f71681e876089b5e31ab1","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":86.00462840846868,"put_call_skew_pp":-12.41499496578897,"implied_move_pct":39.372633383877215,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2e9a53d317b4b7a0671d8a11d33d1315bcf0251a3481c2fa173036f25ca8043b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}