{"schemaVersion":1,"symbol":"OEC","days":90,"observations":[{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-22T15:37:24.655000+00:00","captured_at":"2026-10-22T15:44:35.187Z","last_trade_at":"2026-10-22T15:44:08.241560021Z","price":5.315,"iv_pct":109.09313729182439,"implied_move_pct":27.84737274219292,"put_call_skew_pp":-9.114229149438247,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"22042a27fce3c87b90fa0a36ff305e626d2855032b70b38edd900dce1c39875e"},{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:10.040000+00:00","captured_at":"2026-10-22T23:35:31.292Z","last_trade_at":"2026-10-22T23:00:00.002697669Z","price":5.4,"iv_pct":125.14560681663505,"implied_move_pct":33.33650642947027,"put_call_skew_pp":-15.892034019603019,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"6dc32c7ca50243ce6e6380b6b5d722933f2ce002768482800fb419ca459a2dbb"},{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-23T19:31:52.486000+00:00","captured_at":"2026-10-23T19:40:56.992Z","last_trade_at":"2026-10-23T19:40:41.270127204Z","price":5.44,"iv_pct":195.40913576078904,"implied_move_pct":42.54819085714785,"put_call_skew_pp":187.5321461293994,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"42b8ce86f754c641ee712e87890b7792b5d452233b211320577adb8269f5703f"},{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:07.901000+00:00","captured_at":"2026-10-24T05:48:46.904Z","last_trade_at":"2026-10-23T23:35:28.258841142Z","price":5.45,"iv_pct":143.09547149281877,"implied_move_pct":34.82844333769029,"put_call_skew_pp":58.197708093831714,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"5c6097c03015a067249727e5b2f42cdbb13af9274111187d5ebc821eb9b5fe4b"},{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-27T13:30:32.973000+00:00","captured_at":"2026-10-27T13:44:31.935Z","last_trade_at":"2026-10-27T13:39:18.49733927Z","price":5.4225,"iv_pct":114.93693494261078,"implied_move_pct":27.205882384467184,"put_call_skew_pp":14.021344074927056,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"722f1d23ba2fcf8146598c564543dbbc218c72ccd7ea7d8731efd8808d6cfb61"},{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:12.816000+00:00","captured_at":"2026-10-27T23:18:53.196Z","last_trade_at":"2026-10-27T23:00:00.003349564Z","price":5.41,"iv_pct":114.93410541420808,"implied_move_pct":26.963195481615486,"put_call_skew_pp":14.810771318305438,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"20118c5801873d8d19777830eed84b85d6427c047fa151bcfe6878c8a8d9a6e2"},{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-28T19:56:51.622000+00:00","captured_at":"2026-10-28T20:17:48.937Z","last_trade_at":"2026-10-28T20:10:00.004159102Z","price":5.47,"iv_pct":130.00368289061987,"implied_move_pct":29.61428326988884,"put_call_skew_pp":123.65050152947985,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"f7e0a539d5be8e93acdaf039dabd5de517825d14c9097f23f1cb945d6d23dbc0"},{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:05.803000+00:00","captured_at":"2026-10-29T23:00:42.588Z","last_trade_at":"2026-10-29T23:00:00.002566067Z","price":5.54,"iv_pct":150.05028245839392,"implied_move_pct":50.24053518974097,"put_call_skew_pp":24.74490923910695,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"23a31cf13863fd2efe3acbedc566ae2ab85309612e9fd6f00ae88b8298290b3e"},{"symbol":"OEC","expiry":"2026-11-20","observed_at":"2026-10-30T19:58:36.904000+00:00","captured_at":"2026-10-30T22:58:13.740Z","last_trade_at":"2026-10-30T22:30:00.00266192Z","price":5.6,"iv_pct":164.61959927156,"implied_move_pct":51.67207248775387,"put_call_skew_pp":-8.444872340852738,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OEC","source_hash":"d243c365ef5b873730a1e31f7127205c28180951103ec4f373da5f5ee3ec4d53"}],"dailyIv":[{"symbol":"OEC","date":"2026-10-22","iv_pct":88.08273880299431,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":136.86570302260264,"put_iv_pct":112.43245394865764},{"expiry":"2026-12-18","call_iv_pct":91.48000507152506,"put_iv_pct":80.72480357412535},{"expiry":"2027-01-15","call_iv_pct":82.42579537741905,"put_iv_pct":73.28882555308564},{"expiry":"2027-04-16","call_iv_pct":61.486363489062924,"put_iv_pct":65.9579603874762}],"source":"ThetaData EOD Greeks","provider_symbol":"OEC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"fadbf6a9e994bc8075b25cc68bbbf1d16ee4c60b4fcfbf1524c4c74afe273047","captured_at":"2026-11-01T11:42:08.967737+00:00"},{"symbol":"OEC","date":"2026-10-23","iv_pct":94.06627847068222,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":161.89491342534504,"put_iv_pct":121.19176530353062},{"expiry":"2026-12-18","call_iv_pct":92.67994177987248,"put_iv_pct":76.5386597492434},{"expiry":"2027-01-15","call_iv_pct":93.00190895741557,"put_iv_pct":74.28384615384616},{"expiry":"2027-04-16","call_iv_pct":53.98410186335404,"put_iv_pct":78.9550905328505}],"source":"ThetaData EOD Greeks","provider_symbol":"OEC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b0b2df6f7cb97dd23af57ceeb1547a95d05dadb93d9cfe2886d06fef78bab351","captured_at":"2026-10-25T14:39:34.971938+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/OEC","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":"2026-10-22","observed_at":null,"iv_pct":88.08273880299431,"put_call_skew_pp":-9.96345587431621,"implied_move_pct":37.73240495311241,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"fadbf6a9e994bc8075b25cc68bbbf1d16ee4c60b4fcfbf1524c4c74afe273047","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":94.06627847068222,"put_call_skew_pp":-12.647876071629113,"implied_move_pct":39.610213356927446,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b0b2df6f7cb97dd23af57ceeb1547a95d05dadb93d9cfe2886d06fef78bab351","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}