{"schemaVersion":1,"symbol":"ORN","days":90,"observations":[{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-22T14:47:14.404000+00:00","captured_at":"2026-10-22T14:51:31.584Z","last_trade_at":"2026-10-22T14:51:08.898152114Z","price":8.31,"iv_pct":149.909391150782,"implied_move_pct":33.47921049473984,"put_call_skew_pp":-24.77835158274719,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"383918cfcd98e6014c174944e186894f46448cc55190e0d3f12039a1c72d4727"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:59.442000+00:00","captured_at":"2026-10-22T22:01:24.458Z","last_trade_at":"2026-10-22T20:10:00.003056377Z","price":8.41,"iv_pct":151.38158924334118,"implied_move_pct":34.14673549132855,"put_call_skew_pp":-35.5024577806831,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"6b4d601f81604d58e7536c18e254b191b3a361bdafdb705184001436b02dd817"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-23T19:56:03.936000+00:00","captured_at":"2026-10-23T22:14:42.525Z","last_trade_at":"2026-10-23T20:10:00.003630596Z","price":8.71,"iv_pct":151.79204314420116,"implied_move_pct":32.421178236836745,"put_call_skew_pp":101.54993605502776,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"6a00a1d66533c1eca7901ac1c24edf902c6f0aea134c78a80207b179e1bd011f"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-26T16:38:38.343000+00:00","captured_at":"2026-10-26T16:50:31.696Z","last_trade_at":"2026-10-26T16:45:21.058493933Z","price":8.79,"iv_pct":117.6245221155877,"implied_move_pct":26.061031673084006,"put_call_skew_pp":-44.10579076003884,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"9512e97dedd2d16eb373fe4b3f124b0ad59d3925f483ca5eda44c83570780c35"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.858000+00:00","captured_at":"2026-10-27T03:24:20.390Z","last_trade_at":"2026-10-26T23:00:00.003075672Z","price":8.78,"iv_pct":118.07044465160199,"implied_move_pct":26.023052645938694,"put_call_skew_pp":-150.3669119830234,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"57dc1d2c79f2e0a28343e15918a1610cb1a945474b4f600c90a4e2173718b649"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:18.158000+00:00","captured_at":"2026-10-27T21:43:34.984Z","last_trade_at":"2026-10-27T21:43:09.311798098Z","price":9.99,"iv_pct":118.60971809397863,"implied_move_pct":30.944764188095064,"put_call_skew_pp":-22.600033559746603,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"14049811647de34bf582080b54e541f72eab83806f2d601aef90bb5ae67c7c17"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:34.252000+00:00","captured_at":"2026-10-29T05:04:01.200Z","last_trade_at":"2026-10-28T23:00:00.002814847Z","price":8.3,"iv_pct":234.27119795536066,"implied_move_pct":46.23855764622869,"put_call_skew_pp":130.47149902824944,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"ecfd4cf5dcdcf7e8b0ebde3c00a923a9623657804b5290cf35ab9b72f64de56c"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-29T19:54:43.760000+00:00","captured_at":"2026-10-30T00:38:23.050Z","last_trade_at":"2026-10-29T23:20:34.333494642Z","price":9,"iv_pct":82.92837785041216,"implied_move_pct":20.229012719678753,"put_call_skew_pp":-79.7471495721031,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"d40d8929336fb89a3fd36243cffd9a535143c3d3aab937d05f6ac44a947e816b"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-10-30T19:58:43.485000+00:00","captured_at":"2026-10-30T23:31:55.019Z","last_trade_at":"2026-10-30T23:00:00.003052038Z","price":8.42,"iv_pct":90.38502406045559,"implied_move_pct":19.903878802383417,"put_call_skew_pp":-162.5370696530289,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"705d828e380584f98802dbec0964e608ea491de5c89bf60a926e03b054f67209"},{"symbol":"ORN","expiry":"2026-11-20","observed_at":"2026-11-03T20:59:59.258000+00:00","captured_at":"2026-11-04T02:28:01.194Z","last_trade_at":"2026-11-04T00:00:00.002617367Z","price":8.82,"iv_pct":113.18268198155302,"implied_move_pct":19.088462029111717,"put_call_skew_pp":-9.448529752500301,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ORN","source_hash":"11f9432ce00b23cde1c6a7a76e9f015faab5dab8da09e854d8db91658491b61f"}],"dailyIv":[{"symbol":"ORN","date":"2026-10-21","iv_pct":87.65086943588155,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":170.38213860933212,"put_iv_pct":115.61907752956637},{"expiry":"2026-12-18","call_iv_pct":68.48586956521739,"put_iv_pct":84.69312272174969},{"expiry":"2027-03-19","call_iv_pct":72.33549511262218,"put_iv_pct":57.53074303405573},{"expiry":"2027-06-17","call_iv_pct":69.99394871794871,"put_iv_pct":62.1665601965602}],"source":"ThetaData EOD Greeks","provider_symbol":"ORN","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"02e699e5596d14b915a1d13a56e78242fad6aded8663d2edc55020101c1b7b90","captured_at":"2026-11-01T13:05:08.980178+00:00"},{"symbol":"ORN","date":"2026-10-22","iv_pct":90.04899548588307,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":184.99771845882648,"put_iv_pct":117.36522056586554},{"expiry":"2026-12-18","call_iv_pct":70.65121674876848,"put_iv_pct":82.02890154597233},{"expiry":"2027-03-19","call_iv_pct":68.74357357357357,"put_iv_pct":64.47092303478499},{"expiry":"2027-06-17","call_iv_pct":66.46509019990249,"put_iv_pct":65.66931975937067}],"source":"ThetaData EOD Greeks","provider_symbol":"ORN","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"c596ca0263a9969a6f631d3f9f4f2f1e15ff100e1e41305f2680b74d9484043a","captured_at":"2026-11-01T11:44:13.323711+00:00"},{"symbol":"ORN","date":"2026-10-23","iv_pct":89.47066880538539,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":170.19505749272653,"put_iv_pct":133.26691890286168},{"expiry":"2026-12-18","call_iv_pct":61.76970769578484,"put_iv_pct":88.19354849624061},{"expiry":"2027-03-19","call_iv_pct":67.152358281493,"put_iv_pct":63.40077773980794},{"expiry":"2027-06-17","call_iv_pct":65.37139104116221,"put_iv_pct":66.41559079300634}],"source":"ThetaData EOD Greeks","provider_symbol":"ORN","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"7024ef5beefebec9e79a0eec254192c0e26d6d6886a54d815920683110eabf88","captured_at":"2026-10-25T14:57:45.490781+00:00"},{"symbol":"ORN","date":"2026-10-26","iv_pct":81.08719692596847,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":139.5527771424794,"put_iv_pct":95.03228248887248},{"expiry":"2026-12-18","call_iv_pct":63.84073573039852,"put_iv_pct":90.18793774613276},{"expiry":"2027-03-19","call_iv_pct":70.57352442487344,"put_iv_pct":58.445562088337844},{"expiry":"2027-06-17","call_iv_pct":68.88479455486889,"put_iv_pct":62.17996123178444}],"source":"ThetaData EOD Greeks","provider_symbol":"ORN","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"f6e117b5de1158a8c68ff7f375a6f3b62dbec19f995ee1c313fd3a12e5d08e57","captured_at":"2026-11-01T09:41:48.142859+00:00"},{"symbol":"ORN","date":"2026-10-27","iv_pct":75.40079003373141,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":85.61787585394582,"put_iv_pct":107.09297810763746},{"expiry":"2026-12-18","call_iv_pct":66.41816487207349,"put_iv_pct":93.36538623046874},{"expiry":"2027-03-19","call_iv_pct":66.09059958320928,"put_iv_pct":58.294824787485936},{"expiry":"2027-06-17","call_iv_pct":61.32749083503055,"put_iv_pct":64.999}],"source":"ThetaData EOD Greeks","provider_symbol":"ORN","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"3edacfc3368401314206ec928ec3be65196c37a8b37802e2746d41f2e9a8eda5","captured_at":"2026-11-01T07:57:18.111318+00:00"},{"symbol":"ORN","date":"2026-10-28","iv_pct":164.4972782326637,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":259.28378343372447,"put_iv_pct":204.10296014024726},{"expiry":"2026-12-18","call_iv_pct":248.7660598927684,"put_iv_pct":116.02079894603601},{"expiry":"2027-03-19","call_iv_pct":216.86307948969565,"put_iv_pct":82.88717185362091},{"expiry":"2027-06-17","call_iv_pct":111.34967031055898,"put_iv_pct":76.70470179465777}],"source":"ThetaData EOD Greeks","provider_symbol":"ORN","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"2e13acf09530b6a661f1ed704474a8acc431e81aef035b5c86464befecbe3e65","captured_at":"2026-11-01T05:23:43.804876+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ORN","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":"2026-10-21","observed_at":null,"iv_pct":87.65086943588155,"put_call_skew_pp":-15.296987130797103,"implied_move_pct":41.60738315550483,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"02e699e5596d14b915a1d13a56e78242fad6aded8663d2edc55020101c1b7b90","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":90.04899548588307,"put_call_skew_pp":-15.330808518769373,"implied_move_pct":42.12171701799801,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c596ca0263a9969a6f631d3f9f4f2f1e15ff100e1e41305f2680b74d9484043a","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":89.4706688053854,"put_call_skew_pp":-3.3029196448125013,"implied_move_pct":41.4651820688968,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7024ef5beefebec9e79a0eec254192c0e26d6d6886a54d815920683110eabf88","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":81.08719692596847,"put_call_skew_pp":-9.251522074373185,"implied_move_pct":38.2453019293191,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f6e117b5de1158a8c68ff7f375a6f3b62dbec19f995ee1c313fd3a12e5d08e57","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":75.4007900337314,"put_call_skew_pp":11.074514495333249,"implied_move_pct":36.0517315527863,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3edacfc3368401314206ec928ec3be65196c37a8b37802e2746d41f2e9a8eda5","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":164.4972782326637,"put_call_skew_pp":-89.13674009804639,"implied_move_pct":73.67102653375929,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2e13acf09530b6a661f1ed704474a8acc431e81aef035b5c86464befecbe3e65","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}