{"schemaVersion":1,"symbol":"OFRM","days":90,"observations":[{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-22T14:41:18.747000+00:00","captured_at":"2026-10-22T14:50:46.991Z","last_trade_at":"2026-10-22T14:49:00.332059094Z","price":16.19,"iv_pct":91.79110979057532,"implied_move_pct":24.12290588665194,"put_call_skew_pp":6.213562720109733,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"e19120450aa4dabb17d7bc2b446975aaeea856864d6f0543edc742b24e8eb799"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-22T19:56:57.154000+00:00","captured_at":"2026-10-22T22:01:00.567Z","last_trade_at":"2026-10-22T20:10:00.001285081Z","price":16.38,"iv_pct":71.75752669954849,"implied_move_pct":17.898208979720636,"put_call_skew_pp":8.516220868700053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"8ece75c9156cd23484cf89fb63c2f9011491c29c6f0efe68e6de00e00035f9e7"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:10.481000+00:00","captured_at":"2026-10-23T22:14:19.736Z","last_trade_at":"2026-10-23T20:10:00.001546758Z","price":15.92,"iv_pct":77.47880574441227,"implied_move_pct":18.7129093278542,"put_call_skew_pp":-58.35133051850576,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"b05b5526296f0394a4e4f576ebcbd28bf5a768a41884bcc49b155ebc4ba23e90"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-26T16:14:51.554000+00:00","captured_at":"2026-10-26T16:28:43.178Z","last_trade_at":"2026-10-26T16:24:35.740591693Z","price":15.9,"iv_pct":94.52534675847922,"implied_move_pct":20.633595161319302,"put_call_skew_pp":-26.019842691026483,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"1fd322dac8946b22041c30fae80c59714a044ef81765041912eec4821f9c7b03"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:10.486000+00:00","captured_at":"2026-10-27T03:23:31.472Z","last_trade_at":"2026-10-26T23:00:00.001941201Z","price":15.91,"iv_pct":93.54758935670766,"implied_move_pct":20.31278197782334,"put_call_skew_pp":-12.80420715684809,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"bade358dc2f5736c9160e099f3a2b14407799bc44db6a2857bf6c299fc1f4a7d"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:04.299000+00:00","captured_at":"2026-10-27T21:31:34.443Z","last_trade_at":"2026-10-27T20:42:02.064124317Z","price":16.08,"iv_pct":78.77373923775805,"implied_move_pct":17.75238154063397,"put_call_skew_pp":9.50643030989582,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"996bc8eb2d373bb9c518277dde5aebf1d770b6ac206c485a6154f4779ba3c721"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-28T15:01:35.922000+00:00","captured_at":"2026-10-28T15:15:54.772Z","last_trade_at":"2026-10-28T15:14:12.620295247Z","price":16.2,"iv_pct":78.37289048722069,"implied_move_pct":17.23013149454462,"put_call_skew_pp":8.242663074325673,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"e1c763809baed3383870f69f2a79ef82d756c05e29ff5e95a7b7f835eec57975"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-28T19:56:22.897000+00:00","captured_at":"2026-10-28T23:32:23.590Z","last_trade_at":"2026-10-28T23:00:00.001596733Z","price":16.25,"iv_pct":98.47673246017231,"implied_move_pct":22.105910267578956,"put_call_skew_pp":43.54688584182118,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"8e81995d98f3c560c64acacf0caa9d17f5bfc44f9d5c4b36b7673cb94ca702a6"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.040000+00:00","captured_at":"2026-10-30T01:44:18.403Z","last_trade_at":"2026-10-29T23:00:00.002541919Z","price":15.97,"iv_pct":78.07944312582622,"implied_move_pct":16.1203309033458,"put_call_skew_pp":-17.20751401558951,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"10581e1f8f54e5f894f74b2d79ab59a639c4af31d5f9d7a0e540ecf7f9f5340a"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-30T15:25:46.416000+00:00","captured_at":"2026-10-30T15:26:14.771Z","last_trade_at":"2026-10-30T15:26:04.505877451Z","price":15.645,"iv_pct":102.00688713597428,"implied_move_pct":21.0335937473981,"put_call_skew_pp":-10.030242000843847,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"9d5bbeceaaa1d1ca977bdd82076366e32f8cdc85aa92c185232723bf7bf72110"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-10-30T19:58:36.912000+00:00","captured_at":"2026-10-31T00:44:55.452Z","last_trade_at":"2026-10-30T23:00:00.001837914Z","price":15.02,"iv_pct":97.26815628912024,"implied_move_pct":23.902217607276775,"put_call_skew_pp":-7.602279284796687,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"df06ccf456bd6e99f38a0efe020aa9555b9782e2bc90358d4c37397abdb564c7"},{"symbol":"OFRM","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:04.664000+00:00","captured_at":"2026-11-03T14:36:23.727Z","last_trade_at":"2026-11-03T14:36:12.516907276Z","price":9.19,"iv_pct":109.88018305412652,"implied_move_pct":20.181987976486106,"put_call_skew_pp":1.4173450598450987,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OFRM","source_hash":"d63d5e83f4892d3250644d900e341b2613e651f6bb39331142551b44fb1c2b21"}],"dailyIv":[{"symbol":"OFRM","date":"2026-10-19","iv_pct":65.38226342004221,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.04049902152643,"put_iv_pct":66.98505215123859},{"expiry":"2026-12-18","call_iv_pct":65.59941176470588,"put_iv_pct":51.67978452497552},{"expiry":"2027-01-15","call_iv_pct":57.15886603668705,"put_iv_pct":77.88245866666666},{"expiry":"2027-04-16","call_iv_pct":62.547666963490656,"put_iv_pct":69.16436823104694}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"de0ec7b900163704836954cf46e21b2650a177b31f34df9667b68d2273850a2f","captured_at":"2026-11-01T17:03:40.337559+00:00"},{"symbol":"OFRM","date":"2026-10-20","iv_pct":64.63118544285017,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.10083247687564,"put_iv_pct":56.89648535564853},{"expiry":"2026-12-18","call_iv_pct":69.55321862348178,"put_iv_pct":57.984243902439026},{"expiry":"2027-01-15","call_iv_pct":59.56614864864866,"put_iv_pct":65.26964285714286},{"expiry":"2027-04-16","call_iv_pct":64.99518945634267,"put_iv_pct":67.68372222222222}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"86f42c808c8bf1d05b55669eac8467d5a3a38c45349893d76ed66523cca35593","captured_at":"2026-11-01T14:46:41.937182+00:00"},{"symbol":"OFRM","date":"2026-10-21","iv_pct":74.74832189535314,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":96.96725258493352,"put_iv_pct":63.73922988834813},{"expiry":"2026-12-18","call_iv_pct":74.35563257392148,"put_iv_pct":69.54962159667744},{"expiry":"2027-01-15","call_iv_pct":62.462105263157895,"put_iv_pct":85.30227340267459},{"expiry":"2027-04-16","call_iv_pct":75.41966037735848,"put_iv_pct":70.1907994757536}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e28a41e0e141e52075d815c08b368d4942289cab6e4da1dc206e07400213f6ba","captured_at":"2026-11-01T13:03:03.465405+00:00"},{"symbol":"OFRM","date":"2026-10-22","iv_pct":70.6175540136793,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":71.28898028552007,"put_iv_pct":72.07942683749157},{"expiry":"2026-12-18","call_iv_pct":69.9664695009242,"put_iv_pct":82.76751043841337},{"expiry":"2027-01-15","call_iv_pct":62.31779802186361,"put_iv_pct":78.36987290583477},{"expiry":"2027-04-16","call_iv_pct":62.1611896893589,"put_iv_pct":65.9891844300278}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f57f690878407c776b82bc53485c3598b5d5924d6004896ed265fcbe1cee306f","captured_at":"2026-11-01T11:42:13.478121+00:00"},{"symbol":"OFRM","date":"2026-10-23","iv_pct":71.89558500472775,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":69.37549268292682,"put_iv_pct":85.44494038155803},{"expiry":"2026-12-18","call_iv_pct":95.88303995006243,"put_iv_pct":56.67771486349849},{"expiry":"2027-01-15","call_iv_pct":63.25498772704958,"put_iv_pct":76.51069993913573},{"expiry":"2027-04-16","call_iv_pct":59.85159292035398,"put_iv_pct":68.1662115732369}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b1b8a4e18cea0f4da9983eea148de922db2e92eeeaf0a343964ad547865075db","captured_at":"2026-10-25T14:40:21.165526+00:00"},{"symbol":"OFRM","date":"2026-10-26","iv_pct":73.82636002105217,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":97.9626511814177,"put_iv_pct":88.75363135092556},{"expiry":"2026-12-18","call_iv_pct":62.46810917721519,"put_iv_pct":67.90763078253352},{"expiry":"2027-01-15","call_iv_pct":59.69460201280879,"put_iv_pct":65.40967061245496},{"expiry":"2027-04-16","call_iv_pct":70.95497322111707,"put_iv_pct":77.45961182994454}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"31a52c915f7797cb2ac82dd78d51c5daa6bff998367536ace64273bf7ec7fbc8","captured_at":"2026-11-01T09:39:42.439302+00:00"},{"symbol":"OFRM","date":"2026-10-27","iv_pct":76.27448557872083,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":78.3360843373494,"put_iv_pct":79.15394083645019},{"expiry":"2026-12-18","call_iv_pct":85.64158569140416,"put_iv_pct":71.56952657436356},{"expiry":"2027-01-15","call_iv_pct":59.43395650161962,"put_iv_pct":91.92936060178656},{"expiry":"2027-04-16","call_iv_pct":68.18601823708205,"put_iv_pct":75.94541184971098}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3643deaea714b52953bb4eec673207748d00fe407708390815e9826543b83bb9","captured_at":"2026-11-01T07:55:14.851256+00:00"},{"symbol":"OFRM","date":"2026-10-28","iv_pct":84.20011165992081,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":92.82165413533833,"put_iv_pct":103.94060100166946},{"expiry":"2026-12-18","call_iv_pct":75.02509142053445,"put_iv_pct":88.58865753424658},{"expiry":"2027-01-15","call_iv_pct":63.18541357107479,"put_iv_pct":91.58395833333333},{"expiry":"2027-04-16","call_iv_pct":74.92272354948805,"put_iv_pct":83.53279373368146}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e364de9e2d1cdea29cfd144d73c2012edd84e0bab36ea38d4af44eb49acc7ba0","captured_at":"2026-11-01T05:21:38.121590+00:00"},{"symbol":"OFRM","date":"2026-10-29","iv_pct":73.89574505365364,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":88.72708420320112,"put_iv_pct":66.82090909090908},{"expiry":"2026-12-18","call_iv_pct":72.94649122807017,"put_iv_pct":71.97778666666666},{"expiry":"2027-01-15","call_iv_pct":65.00900327562003,"put_iv_pct":81.65409176618479},{"expiry":"2027-04-16","call_iv_pct":72.45764705882354,"put_iv_pct":71.5729471397538}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"187f7e0f6d78f49114af67e306d006cf9fb6ff0ea984cdc6dbd30fa1d808630e","captured_at":"2026-11-01T02:48:23.009404+00:00"},{"symbol":"OFRM","date":"2026-10-30","iv_pct":77.12659372428814,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":127.32128119800332,"put_iv_pct":66.30029941331176},{"expiry":"2026-12-18","call_iv_pct":102.54746400885935,"put_iv_pct":54.66296868296868},{"expiry":"2027-01-15","call_iv_pct":66.52896997690532,"put_iv_pct":62.96256666666666},{"expiry":"2027-04-16","call_iv_pct":77.63931034482758,"put_iv_pct":59.04988950276243}],"source":"ThetaData EOD Greeks","provider_symbol":"OFRM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2df16aec28d4898582c11181307a1c4e2131665de8c1d0251ef4c5368c8e5e8a","captured_at":"2026-11-01T00:15:45.591069+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/OFRM","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":65.38226342004222,"put_call_skew_pp":2.0913049468794256,"implied_move_pct":30.896784675116148,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"de0ec7b900163704836954cf46e21b2650a177b31f34df9667b68d2273850a2f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":64.63118544285018,"put_call_skew_pp":-5.345323716974031,"implied_move_pct":30.407793747498616,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"86f42c808c8bf1d05b55669eac8467d5a3a38c45349893d76ed66523cca35593","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":74.74832189535314,"put_call_skew_pp":-5.105681608979408,"implied_move_pct":34.558400438209105,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e28a41e0e141e52075d815c08b368d4942289cab6e4da1dc206e07400213f6ba","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":70.6175540136793,"put_call_skew_pp":8.367889278525181,"implied_move_pct":32.19500041519415,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f57f690878407c776b82bc53485c3598b5d5924d6004896ed265fcbe1cee306f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":71.89558500472775,"put_call_skew_pp":-0.39138663074091795,"implied_move_pct":32.28016573156597,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b1b8a4e18cea0f4da9983eea148de922db2e92eeeaf0a343964ad547865075db","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":73.82636002105217,"put_call_skew_pp":2.112552245824954,"implied_move_pct":32.40918271791876,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"31a52c915f7797cb2ac82dd78d51c5daa6bff998367536ace64273bf7ec7fbc8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":76.27448557872083,"put_call_skew_pp":6.750148773714013,"implied_move_pct":33.64335307131353,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3643deaea714b52953bb4eec673207748d00fe407708390815e9826543b83bb9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":84.2001116599208,"put_call_skew_pp":15.422781981623803,"implied_move_pct":36.32431803889516,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e364de9e2d1cdea29cfd144d73c2012edd84e0bab36ea38d4af44eb49acc7ba0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":73.89574505365364,"put_call_skew_pp":-1.778622775550133,"implied_move_pct":32.19292989946965,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"187f7e0f6d78f49114af67e306d006cf9fb6ff0ea984cdc6dbd30fa1d808630e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":77.12659372428814,"put_call_skew_pp":-32.765325315721505,"implied_move_pct":32.02085731531462,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2df16aec28d4898582c11181307a1c4e2131665de8c1d0251ef4c5368c8e5e8a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}