{"schemaVersion":1,"symbol":"ORIC","days":90,"observations":[{"symbol":"ORIC","expiry":"2026-11-20","observed_at":"2026-10-23T18:15:11.631000+00:00","captured_at":"2026-10-23T18:29:18.788Z","last_trade_at":"2026-10-23T18:29:09.445654806Z","price":13.27,"iv_pct":224.89732980840733,"implied_move_pct":52.37779627759465,"put_call_skew_pp":-14.132140548466875,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORIC","source_hash":"d4d56600f770f9af717729320c46521d731eb43e619002acd589eb46ebf035a2"},{"symbol":"ORIC","expiry":"2026-11-20","observed_at":"2026-10-26T19:50:00.328000+00:00","captured_at":"2026-10-27T03:39:38.642Z","last_trade_at":"2026-10-26T22:08:41.938968949Z","price":8.9,"iv_pct":327.73845471947374,"implied_move_pct":48.938794224161946,"put_call_skew_pp":-73.1603609155826,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORIC","source_hash":"30589c3758b4463636931b2b681dd70d30c56571709ecdacad0ba8b465417dc2"},{"symbol":"ORIC","expiry":"2026-11-20","observed_at":"2026-10-28T13:30:41.953000+00:00","captured_at":"2026-10-28T13:45:37.391Z","last_trade_at":"2026-10-28T13:45:00.929415746Z","price":8.83,"iv_pct":392.3016910427839,"implied_move_pct":69.68688261626018,"put_call_skew_pp":-39.085717336740444,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORIC","source_hash":"19b8225b03558acb05b044b3d50db9cc54d76258fe841c072a3d513d5295d34a"},{"symbol":"ORIC","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:00.886000+00:00","captured_at":"2026-10-28T23:10:08.018Z","last_trade_at":"2026-10-28T21:23:32.456677113Z","price":9.06,"iv_pct":364.14405240167326,"implied_move_pct":61.13611800956584,"put_call_skew_pp":-34.92768296783044,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORIC","source_hash":"335557036f6b713acb0d8d0c1cd4088a603ed59e0112a4f88dfcedc6a6580600"},{"symbol":"ORIC","expiry":"2026-11-20","observed_at":"2026-10-30T17:31:42.709000+00:00","captured_at":"2026-10-30T17:45:16.077Z","last_trade_at":"2026-10-30T17:45:12.321169438Z","price":9.55,"iv_pct":284.1891252888633,"implied_move_pct":35.714783811752625,"put_call_skew_pp":-21.618517038212115,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORIC","source_hash":"77299206daa3cefa0ab0bf75f1358a759be12429b34954db8d902e9e7e78c853"},{"symbol":"ORIC","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:54.984000+00:00","captured_at":"2026-10-31T01:44:02.750Z","last_trade_at":"2026-10-30T20:48:04.105375183Z","price":9.42,"iv_pct":337.8045509716576,"implied_move_pct":50.34590743737528,"put_call_skew_pp":-37.15651494676053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORIC","source_hash":"f0913552dfcc6f1c56c8cc139730da80ebb65799b614c7e74932edb8519d950f"}],"dailyIv":[{"symbol":"ORIC","date":"2026-10-19","iv_pct":181.70889422308616,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":230.57958193979934,"put_iv_pct":188.8771896316507},{"expiry":"2026-12-18","call_iv_pct":173.63226415094346,"put_iv_pct":176.9577092511013},{"expiry":"2027-01-15","call_iv_pct":174.9956834532374,"put_iv_pct":197.76994065281897},{"expiry":"2027-02-19","call_iv_pct":153.47780487804877,"put_iv_pct":157.38097982708933}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"cd55ac9e7d65ab38cb30702d5530a359078d4e5294b14e6e0433457992f2bf22","captured_at":"2026-11-01T17:05:16.991629+00:00"},{"symbol":"ORIC","date":"2026-10-20","iv_pct":179.15654096586448,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":217.97570093457944,"put_iv_pct":195.2659578544061},{"expiry":"2026-12-18","call_iv_pct":176.30935483870965,"put_iv_pct":178.05031413612565},{"expiry":"2027-01-15","call_iv_pct":166.3511320754717,"put_iv_pct":181.68496153846155},{"expiry":"2027-02-19","call_iv_pct":153.4743624161074,"put_iv_pct":164.1405439330544}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"71d8eacb0237d5ff941bdb2ec98365f2f26b4bfe9c6f72fc0cb50f480ad7551c","captured_at":"2026-11-01T14:48:33.882014+00:00"},{"symbol":"ORIC","date":"2026-10-21","iv_pct":171.60861120011026,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":203.33243082740216,"put_iv_pct":172.42554942965776},{"expiry":"2026-12-18","call_iv_pct":177.67345832209332,"put_iv_pct":164.0857918612408},{"expiry":"2027-01-15","call_iv_pct":158.59022743682308,"put_iv_pct":173.7270368809273},{"expiry":"2027-02-19","call_iv_pct":162.90330690245293,"put_iv_pct":160.1310879402846}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5f550e544d5113e6178892cd05ac29da7b648d523c0f3a14b759043d4bfb0e7a","captured_at":"2026-11-01T13:05:04.381201+00:00"},{"symbol":"ORIC","date":"2026-10-22","iv_pct":171.60555231869475,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":229.8283792544571,"put_iv_pct":161.62671641791044},{"expiry":"2026-12-18","call_iv_pct":164.3095423340961,"put_iv_pct":171.94303191489362},{"expiry":"2027-01-15","call_iv_pct":166.76333333333332,"put_iv_pct":170.7827808988764},{"expiry":"2027-02-19","call_iv_pct":155.02072289156627,"put_iv_pct":152.5699115044248}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"84527955f7f12d8ff027885d4d601a87940d623eacba3859945812305e94df53","captured_at":"2026-11-01T11:44:08.553480+00:00"},{"symbol":"ORIC","date":"2026-10-23","iv_pct":176.4217325383176,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":237.8937259100643,"put_iv_pct":180.2406315789474},{"expiry":"2026-12-18","call_iv_pct":188.20157894736843,"put_iv_pct":176.09340336134454},{"expiry":"2027-01-15","call_iv_pct":166.2093396226415,"put_iv_pct":163.4968023255814},{"expiry":"2027-02-19","call_iv_pct":146.68823529411765,"put_iv_pct":152.55014326647566}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6673af7314b0d242a02024cf5327df106bd0ad732e9771c094c958de0376ec32","captured_at":"2026-10-25T14:56:50.784217+00:00"},{"symbol":"ORIC","date":"2026-10-26","iv_pct":238.39723446310396,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":492.80195121951226,"put_iv_pct":157.05203567681008},{"expiry":"2026-12-18","call_iv_pct":338.39761904761906,"put_iv_pct":141.50686625194402},{"expiry":"2027-01-15","call_iv_pct":273.8042528735632,"put_iv_pct":140.7431311706629},{"expiry":"2027-02-19","call_iv_pct":228.76333333333335,"put_iv_pct":134.10868613138686}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"427bfb0e2107960ff852acd55f4dfb3a0410972c182c2a8599c9d26e3f296d39","captured_at":"2026-11-01T09:41:42.540079+00:00"},{"symbol":"ORIC","date":"2026-10-27","iv_pct":255.64504765912278,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":498.1238345679012,"put_iv_pct":197.1102450166113},{"expiry":"2026-12-18","call_iv_pct":338.26011428571434,"put_iv_pct":201.5675348883375},{"expiry":"2027-01-15","call_iv_pct":281.1640331753555,"put_iv_pct":168.35793867817398},{"expiry":"2027-02-19","call_iv_pct":211.42308450704218,"put_iv_pct":149.15359615384617}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f91bff4ccad84312d419466dc13f9415c629f7825f3614cf15c1aa65e7acba42","captured_at":"2026-11-01T07:57:13.587099+00:00"},{"symbol":"ORIC","date":"2026-10-28","iv_pct":253.19197119394255,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":477.45997029702966,"put_iv_pct":254.12747207071655},{"expiry":"2026-12-18","call_iv_pct":320.51379014989294,"put_iv_pct":162.9135167952227},{"expiry":"2027-01-15","call_iv_pct":257.93230787589494,"put_iv_pct":178.7325215896885},{"expiry":"2027-02-19","call_iv_pct":214.48416359918195,"put_iv_pct":159.37202717391307}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"8a3a4e7d2e70621f36900d9f861aae32ffcd1a1a6bad8899c2973d98049a812f","captured_at":"2026-11-01T05:23:37.930928+00:00"},{"symbol":"ORIC","date":"2026-10-29","iv_pct":240.6470388353873,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":521.3146658476658,"put_iv_pct":99.2656606628242},{"expiry":"2026-12-18","call_iv_pct":345.95295717884136,"put_iv_pct":158.75919744340058},{"expiry":"2027-01-15","call_iv_pct":276.7959007981756,"put_iv_pct":157.43988688656475},{"expiry":"2027-02-19","call_iv_pct":230.11092890995263,"put_iv_pct":135.53711295567345}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a91695be87135e3bc68834c86f00edd90750e5781ee1ea1fd055b9bcb5d599ea","captured_at":"2026-11-01T02:50:23.470165+00:00"},{"symbol":"ORIC","date":"2026-10-30","iv_pct":242.03925206522226,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":506.1878489795919,"put_iv_pct":172.93688394743018},{"expiry":"2026-12-18","call_iv_pct":331.26671576763493,"put_iv_pct":155.74535442570482},{"expiry":"2027-01-15","call_iv_pct":264.2798418756816,"put_iv_pct":130.36187210200927},{"expiry":"2027-02-19","call_iv_pct":219.10286075949367,"put_iv_pct":156.43263866423166}],"source":"ThetaData EOD Greeks","provider_symbol":"ORIC","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"473a01426a006fa26afa14463cb25ef605973434925cb45921d30ffff59b40c3","captured_at":"2026-11-01T00:18:12.225650+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ORIC","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":181.70889422308616,"put_call_skew_pp":-2.9248787648421626,"implied_move_pct":78.70193954887846,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cd55ac9e7d65ab38cb30702d5530a359078d4e5294b14e6e0433457992f2bf22","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":179.15654096586448,"put_call_skew_pp":1.2578067992948831,"implied_move_pct":77.02919162982909,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"71d8eacb0237d5ff941bdb2ec98365f2f26b4bfe9c6f72fc0cb50f480ad7551c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":171.60861120011026,"put_call_skew_pp":-8.032489344165256,"implied_move_pct":73.88238245542851,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5f550e544d5113e6178892cd05ac29da7b648d523c0f3a14b759043d4bfb0e7a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":171.60555231869478,"put_call_skew_pp":-14.749884269336881,"implied_move_pct":72.78471604231906,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"84527955f7f12d8ff027885d4d601a87940d623eacba3859945812305e94df53","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":176.4217325383176,"put_call_skew_pp":-16.65297481046072,"implied_move_pct":73.41650562879508,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6673af7314b0d242a02024cf5327df106bd0ad732e9771c094c958de0376ec32","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":238.39723446310398,"put_call_skew_pp":-190.089109310806,"implied_move_pct":94.06766776344827,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"427bfb0e2107960ff852acd55f4dfb3a0410972c182c2a8599c9d26e3f296d39","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":255.64504765912278,"put_call_skew_pp":-153.19543794976107,"implied_move_pct":99.32553104048205,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f91bff4ccad84312d419466dc13f9415c629f7825f3614cf15c1aa65e7acba42","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":253.19197119394255,"put_call_skew_pp":-128.81117357311467,"implied_move_pct":97.02125556321698,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8a3a4e7d2e70621f36900d9f861aae32ffcd1a1a6bad8899c2973d98049a812f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":240.64703883538726,"put_call_skew_pp":-205.79314869654308,"implied_move_pct":92.88635909352128,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a91695be87135e3bc68834c86f00edd90750e5781ee1ea1fd055b9bcb5d599ea","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":242.03925206522223,"put_call_skew_pp":-176.34012956075657,"implied_move_pct":91.29630905086857,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"473a01426a006fa26afa14463cb25ef605973434925cb45921d30ffff59b40c3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}