{"schemaVersion":1,"symbol":"OGIG","days":90,"observations":[{"symbol":"OGIG","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:03.324000+00:00","captured_at":"2026-10-22T20:20:08.161Z","last_trade_at":"2026-10-22T20:10:00.003097792Z","price":49.619,"iv_pct":31.28602976528857,"implied_move_pct":7.087580972720206,"put_call_skew_pp":2.3414070162361633,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OGIG","source_hash":"4a31732f6a0ebcd2464e095911c58c131cbb5eef852d122317f7e63190b4fcb1"},{"symbol":"OGIG","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.495000+00:00","captured_at":"2026-10-23T20:28:32.063Z","last_trade_at":"2026-10-23T20:10:00.003340505Z","price":49.9953,"iv_pct":33.720332737377575,"implied_move_pct":7.606108098510939,"put_call_skew_pp":4.3569468256094925,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OGIG","source_hash":"da40373649610815ada32aa1911fc0e20fe4f2dad7edaa5a2a9813687c6b21a7"},{"symbol":"OGIG","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.793000+00:00","captured_at":"2026-10-27T00:24:28.427Z","last_trade_at":"2026-10-27T00:00:00.09253881Z","price":49.93,"iv_pct":34.73752647034608,"implied_move_pct":7.3257512901628425,"put_call_skew_pp":3.310993748454949,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OGIG","source_hash":"fc93d6cc9f3ac445a9d6dca20ad3515e0a47cbcd272ca33a9756d20d955925da"},{"symbol":"OGIG","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:02.912000+00:00","captured_at":"2026-10-27T20:00:16.406Z","last_trade_at":"2026-10-27T20:00:06.335900054Z","price":50.06,"iv_pct":32.66480485085942,"implied_move_pct":6.745302285984003,"put_call_skew_pp":2.4817889827713047,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OGIG","source_hash":"ffd75ffda415302c7e5b9b277fb74e6894eeb88522104971699b1983320a1d02"},{"symbol":"OGIG","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:03.102000+00:00","captured_at":"2026-10-28T22:18:05.802Z","last_trade_at":"2026-10-28T21:37:00.523890203Z","price":49.39,"iv_pct":32.80673467810495,"implied_move_pct":6.528486967022353,"put_call_skew_pp":-0.9041130030776612,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OGIG","source_hash":"588e6cf2536ca577de33fea9f394240c7d43c443189dfd61dcbfc6fbab7883ff"},{"symbol":"OGIG","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.431000+00:00","captured_at":"2026-10-30T00:52:55.933Z","last_trade_at":"2026-10-30T00:00:00.09700664Z","price":48.58,"iv_pct":32.87909917555404,"implied_move_pct":6.494979153671868,"put_call_skew_pp":1.7441365819602594,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OGIG","source_hash":"3bc7da54bbe0397fc930b1e1dc3a41797f7d5cf53568c2ceb10e57d05de34b31"},{"symbol":"OGIG","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:03.843000+00:00","captured_at":"2026-10-30T23:46:50.980Z","last_trade_at":"2026-10-30T22:30:00.003558675Z","price":46.8023,"iv_pct":36.505195154756066,"implied_move_pct":7.006482411322663,"put_call_skew_pp":1.7234253538330302,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OGIG","source_hash":"c552cf56ad0ecb802b6fbaabeca84cd21f2064f8b0c173950cece3e410a0837a"},{"symbol":"OGIG","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:03.100000+00:00","captured_at":"2026-11-04T08:29:22.271Z","last_trade_at":"2026-11-04T01:00:00.166882287Z","price":46.41,"iv_pct":39.807945186088546,"implied_move_pct":6.755298544663105,"put_call_skew_pp":1.240194400060679,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/OGIG","source_hash":"1cd6c0691b90a37ed63fceeece9b2d641f1f42c51b2b49ed3e941a10141c273a"}],"dailyIv":[{"symbol":"OGIG","date":"2026-10-19","iv_pct":36.83455725814096,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.591252268602545,"put_iv_pct":44.19437195715676},{"expiry":"2026-12-18","call_iv_pct":34.0680205655527,"put_iv_pct":36.394197802197795},{"expiry":"2027-01-15","call_iv_pct":37.64060961313014,"put_iv_pct":35.805406593406595},{"expiry":"2027-04-16","call_iv_pct":28.263217821782177,"put_iv_pct":28.719381443298968}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"82f1976e6bb65d9abe2b15fad1b040a9ebf45bfd3c31d4eb83125bebef05c375","captured_at":"2026-11-01T17:03:47.447563+00:00"},{"symbol":"OGIG","date":"2026-10-20","iv_pct":38.00810017358167,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.87343283582089,"put_iv_pct":49.39884691848907},{"expiry":"2026-12-18","call_iv_pct":43.32538148524923,"put_iv_pct":54.34094218415417},{"expiry":"2027-01-15","call_iv_pct":27.560170648464165,"put_iv_pct":31.16169811320753},{"expiry":"2027-04-16","call_iv_pct":28.304924623115575,"put_iv_pct":24.099404580152672}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"78807642ce8458057d0d12fb944a3926ad199751165d1122f07dce5773a353b4","captured_at":"2026-11-01T14:46:49.138112+00:00"},{"symbol":"OGIG","date":"2026-10-21","iv_pct":31.570489562727232,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":29.878779956427014,"put_iv_pct":54.37062745098039},{"expiry":"2026-12-18","call_iv_pct":39.35923250564335,"put_iv_pct":22.665462184873945},{"expiry":"2027-01-15","call_iv_pct":27.653595113438044,"put_iv_pct":28.722688356164383},{"expiry":"2027-04-16","call_iv_pct":28.334039408866996,"put_iv_pct":21.579491525423727}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"90b501cb0143a973b361084fc3262e38e22d5c9be761df5d56e56ef0b5fa0f47","captured_at":"2026-11-01T13:03:10.536286+00:00"},{"symbol":"OGIG","date":"2026-10-22","iv_pct":51.37925299580462,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":72.41981468282252,"put_iv_pct":79.17352441613589},{"expiry":"2026-12-18","call_iv_pct":47.31767782426778,"put_iv_pct":55.51564154786151},{"expiry":"2027-01-15","call_iv_pct":49.50531337698785,"put_iv_pct":46.21957055214724},{"expiry":"2027-04-16","call_iv_pct":30.94271903323263,"put_iv_pct":29.93976253298153}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"61d80cf1b5d48b7984e4244006c10432540d058db31ea9b636da5b47ade4e417","captured_at":"2026-11-01T11:42:18.975351+00:00"},{"symbol":"OGIG","date":"2026-10-23","iv_pct":27.602342990173213,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":30.46267295597484,"put_iv_pct":31.96140583554376},{"expiry":"2026-12-18","call_iv_pct":29.723475699558172,"put_iv_pct":24.525580110497238},{"expiry":"2027-01-15","call_iv_pct":28.833793706293708,"put_iv_pct":23.727337110481585},{"expiry":"2027-04-16","call_iv_pct":29.06596401028278,"put_iv_pct":22.51851449275362}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1d024c7f58b30e4e90a4f3f55631f334c1f3ae03b115fd0fa69ec1087a76bdc4","captured_at":"2026-10-25T14:40:59.307676+00:00"},{"symbol":"OGIG","date":"2026-10-26","iv_pct":31.38740840878377,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.27981838819523,"put_iv_pct":39.311413502109716},{"expiry":"2026-12-18","call_iv_pct":47.338886509635984,"put_iv_pct":24.095853154084796},{"expiry":"2027-01-15","call_iv_pct":30.34514388489209,"put_iv_pct":23.32372972972973},{"expiry":"2027-04-16","call_iv_pct":30.120757180156655,"put_iv_pct":22.28366492146597}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3b8e9a2d54438860d223d8213b8bb4a8020d27133ae0779494f0260229297161","captured_at":"2026-11-01T09:39:50.483478+00:00"},{"symbol":"OGIG","date":"2026-10-27","iv_pct":34.79534468230243,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.88415763546799,"put_iv_pct":46.789999999999985},{"expiry":"2026-12-18","call_iv_pct":46.16150943396226,"put_iv_pct":29.82238095238095},{"expiry":"2027-01-15","call_iv_pct":26.25119266055046,"put_iv_pct":30.784090121317153},{"expiry":"2027-04-16","call_iv_pct":26.20296511627907,"put_iv_pct":24.466461538461537}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c0a1cf719dfbce9f6b92d988faa570aea13054a99c65116bb7d8429bf331630e","captured_at":"2026-11-01T07:55:22.162659+00:00"},{"symbol":"OGIG","date":"2026-10-28","iv_pct":34.77201177345886,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.07079999999999,"put_iv_pct":45.315040322580636},{"expiry":"2026-12-18","call_iv_pct":47.72317548746518,"put_iv_pct":31.14769340974212},{"expiry":"2027-01-15","call_iv_pct":28.17546374367622,"put_iv_pct":29.618994800693237},{"expiry":"2027-04-16","call_iv_pct":28.14485245901639,"put_iv_pct":24.980073964497038}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2bde614c9c83ac7fd70e8545f7d1c874c33ec8820e8cb6d1306647c29d8a3743","captured_at":"2026-11-01T05:21:45.073268+00:00"},{"symbol":"OGIG","date":"2026-10-29","iv_pct":47.64790659764361,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":87.090390625,"put_iv_pct":83.9033484162896},{"expiry":"2026-12-18","call_iv_pct":30.84081632653061,"put_iv_pct":60.22616822429907},{"expiry":"2027-01-15","call_iv_pct":39.786459330143536,"put_iv_pct":26.46378119001919},{"expiry":"2027-04-16","call_iv_pct":29.34891089108911,"put_iv_pct":23.523377777777775}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f20b98042c62ec4fd4a9c2ceae12a6da1ad61d66c87b4d071710b40f0e4ed4f4","captured_at":"2026-11-01T02:48:29.960222+00:00"},{"symbol":"OGIG","date":"2026-10-30","iv_pct":40.34223514813525,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.20789473684211,"put_iv_pct":35.78168377823408},{"expiry":"2026-12-18","call_iv_pct":34.643744619799136,"put_iv_pct":45.22672694394213},{"expiry":"2027-01-15","call_iv_pct":48.63877906976744,"put_iv_pct":39.505503080082136},{"expiry":"2027-04-16","call_iv_pct":42.63736111111111,"put_iv_pct":32.09618784530386}],"source":"ThetaData EOD Greeks","provider_symbol":"OGIG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"42561fb6c0e265642dbc8c107e2c453fa1ed9db5e74e0504ecb04509fd152698","captured_at":"2026-11-01T00:16:19.126276+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/OGIG","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":36.83455725814096,"put_call_skew_pp":-1.1124356182518609,"implied_move_pct":16.532503740838834,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"82f1976e6bb65d9abe2b15fad1b040a9ebf45bfd3c31d4eb83125bebef05c375","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":null,"iv_pct":38.00810017358167,"put_call_skew_pp":3.484245550838395,"implied_move_pct":16.53142735208324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"78807642ce8458057d0d12fb944a3926ad199751165d1122f07dce5773a353b4","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":null,"iv_pct":31.57048956272723,"put_call_skew_pp":0.5281556332667625,"implied_move_pct":13.870482734348014,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"90b501cb0143a973b361084fc3262e38e22d5c9be761df5d56e56ef0b5fa0f47","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":null,"iv_pct":51.37925299580462,"put_call_skew_pp":2.665743532953848,"implied_move_pct":21.472440105112213,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"61d80cf1b5d48b7984e4244006c10432540d058db31ea9b636da5b47ade4e417","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":null,"iv_pct":27.602342990173213,"put_call_skew_pp":-3.8382672057083234,"implied_move_pct":12.429739225739478,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1d024c7f58b30e4e90a4f3f55631f334c1f3ae03b115fd0fa69ec1087a76bdc4","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":null,"iv_pct":31.38740840878377,"put_call_skew_pp":-8.267486163872437,"implied_move_pct":13.462475012306495,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3b8e9a2d54438860d223d8213b8bb4a8020d27133ae0779494f0260229297161","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":null,"iv_pct":34.79534468230242,"put_call_skew_pp":-3.659223058525039,"implied_move_pct":14.287604928270943,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c0a1cf719dfbce9f6b92d988faa570aea13054a99c65116bb7d8429bf331630e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":null,"iv_pct":34.77201177345885,"put_call_skew_pp":-4.0131222981611865,"implied_move_pct":14.346631869447618,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2bde614c9c83ac7fd70e8545f7d1c874c33ec8820e8cb6d1306647c29d8a3743","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":null,"iv_pct":47.64790659764361,"put_call_skew_pp":1.7625246089055961,"implied_move_pct":17.779978502090565,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f20b98042c62ec4fd4a9c2ceae12a6da1ad61d66c87b4d071710b40f0e4ed4f4","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":null,"iv_pct":40.342235148135245,"put_call_skew_pp":-4.379419472489396,"implied_move_pct":17.4487217592807,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"42561fb6c0e265642dbc8c107e2c453fa1ed9db5e74e0504ecb04509fd152698","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}