{"schemaVersion":1,"symbol":"PRCH","days":90,"observations":[{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-22T14:45:45.924000+00:00","captured_at":"2026-10-22T14:54:15.297Z","last_trade_at":"2026-10-22T14:53:40.126472063Z","price":18.305,"iv_pct":98.3805729957806,"implied_move_pct":23.528859906622085,"put_call_skew_pp":4.600469627700122,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"425819fcbf96f06e38f53c5441574d365c82eaad662e5619d8e35d311c08104b"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:15.149000+00:00","captured_at":"2026-10-22T22:14:37.797Z","last_trade_at":"2026-10-22T20:00:03.059389528Z","price":17.94,"iv_pct":95.62937737130738,"implied_move_pct":22.52138839309305,"put_call_skew_pp":4.439497281517157,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"24ba0e3f95a649d2b4ba4868c63b776b3b5be44a78f0789a7af6b61ddbe45bca"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-23T19:49:55.089000+00:00","captured_at":"2026-10-23T22:15:58.997Z","last_trade_at":"2026-10-23T20:58:50.634935726Z","price":17.69,"iv_pct":100.04020132791607,"implied_move_pct":23.2359141220807,"put_call_skew_pp":0.9734078829179982,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"afecbf967abdd3174e79288c7f4fe285c87a5d76dbaf51e9e8997036592b140a"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-26T17:19:59.744000+00:00","captured_at":"2026-10-26T17:23:53.584Z","last_trade_at":"2026-10-26T17:23:46.677513888Z","price":17.465,"iv_pct":106.91099104981912,"implied_move_pct":23.544052155822815,"put_call_skew_pp":2.783604765948189,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"d9c0628200116fff3ddfcd963dd21a3b7ea6d259e1f402dd18981d83ad8fed79"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.060000+00:00","captured_at":"2026-10-27T03:36:02.378Z","last_trade_at":"2026-10-26T21:18:24.011043428Z","price":17.36,"iv_pct":105.56856789232481,"implied_move_pct":23.116855780341375,"put_call_skew_pp":1.0968277238029178,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"4e8b92c5e8e4c3daac8c1672eb16f7c9954271fda27ac096edcc0f788e925b9f"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-27T19:58:30.409000+00:00","captured_at":"2026-10-27T21:33:59.255Z","last_trade_at":"2026-10-27T21:32:36.757601119Z","price":17.98,"iv_pct":98.58348718402256,"implied_move_pct":22.194380340420224,"put_call_skew_pp":7.468526328344338,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"4c7a6694ddf3459ef154779e813ee4276822f4ce0291e1770cc5f58296d4e09b"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-28T15:15:27.972000+00:00","captured_at":"2026-10-28T15:17:48.733Z","last_trade_at":"2026-10-28T15:17:24.797424201Z","price":18.01,"iv_pct":103.75704848909008,"implied_move_pct":22.312041072482135,"put_call_skew_pp":12.98594171955838,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"2e21424d7d8fa0ce5f580a040bf5076e12b4a6677d03e59039fbe97d0d0e715f"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:53.178000+00:00","captured_at":"2026-10-28T23:57:38.578Z","last_trade_at":"2026-10-28T23:52:17.891551002Z","price":19.9161,"iv_pct":145.0715320051491,"implied_move_pct":45.333465043672916,"put_call_skew_pp":131.94604812135668,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"76d50feeede3e15dff9dd201d952e53f0caf9c9ac33ab2f8ced257d3c3381ed2"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-29T15:59:07.921000+00:00","captured_at":"2026-10-29T16:02:42.464Z","last_trade_at":"2026-10-29T16:02:41.555217688Z","price":20.705,"iv_pct":61.86066642386076,"implied_move_pct":13.136297193040065,"put_call_skew_pp":-3.939983303531036,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"ecce56eb2326eef01856c1f6fd328c3bc4de91e78b720a84c3c70296e2ab93cc"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:02.979000+00:00","captured_at":"2026-10-30T02:41:32.816Z","last_trade_at":"2026-10-29T23:56:37.081714768Z","price":20.85,"iv_pct":58.05631872056287,"implied_move_pct":12.840322474667602,"put_call_skew_pp":-0.5091018698631378,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"bb169bfca9fe0a3b89ee3e7b3135d9ad62f87acb091ab2950b9082dc3e840c35"},{"symbol":"PRCH","expiry":"2026-11-20","observed_at":"2026-10-30T19:59:12.196000+00:00","captured_at":"2026-10-30T21:36:51.263Z","last_trade_at":"2026-10-30T21:27:31.991781755Z","price":19.613,"iv_pct":62.216925585207726,"implied_move_pct":11.395821892063577,"put_call_skew_pp":-25.817369948752788,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PRCH","source_hash":"da09754025405ed0e244f30a4c999e28c66e4b908ea5a14a8d2620f05e5c3d2a"}],"dailyIv":[{"symbol":"PRCH","date":"2026-10-19","iv_pct":78.47859599811521,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":85.6317110799439,"put_iv_pct":94.11048701298701},{"expiry":"2026-12-18","call_iv_pct":79.06196692262256,"put_iv_pct":80.9480147510756},{"expiry":"2027-01-15","call_iv_pct":71.97630906768838,"put_iv_pct":71.74252910737387},{"expiry":"2027-02-19","call_iv_pct":72.98629744384199,"put_iv_pct":71.37145259938838}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f09ac39ba40305109f7503a3139bc967a51562fa17bef4fb72eadcb71c00c727","captured_at":"2026-11-01T17:10:25.121454+00:00"},{"symbol":"PRCH","date":"2026-10-20","iv_pct":78.3014233293754,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":89.46579023682939,"put_iv_pct":94.15429760665972},{"expiry":"2026-12-18","call_iv_pct":75.74735360360361,"put_iv_pct":79.7148246674728},{"expiry":"2027-01-15","call_iv_pct":70.54212389380531,"put_iv_pct":72.28513368983957},{"expiry":"2027-02-19","call_iv_pct":72.97296928327646,"put_iv_pct":71.5288936535163}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1ac58d4a5ae656cd2d90461917a0296c5696d0a788729e170471b7c2c54b1945","captured_at":"2026-11-01T14:54:09.446781+00:00"},{"symbol":"PRCH","date":"2026-10-21","iv_pct":80.41443156524205,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":98.61319091400756,"put_iv_pct":94.55880165289257},{"expiry":"2026-12-18","call_iv_pct":79.75889492753623,"put_iv_pct":83.62271857051691},{"expiry":"2027-01-15","call_iv_pct":70.94154761904761,"put_iv_pct":71.563},{"expiry":"2027-02-19","call_iv_pct":70.67290155440415,"put_iv_pct":73.58439728353142}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"a589baebf96c0f49a1d24de8148b572d6edd91fc8eccd934164c7d6dce292525","captured_at":"2026-11-01T13:11:26.235983+00:00"},{"symbol":"PRCH","date":"2026-10-22","iv_pct":81.21929479463401,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":98.50159219311762,"put_iv_pct":92.56596482657548},{"expiry":"2026-12-18","call_iv_pct":86.62131137352394,"put_iv_pct":77.79324324324325},{"expiry":"2027-01-15","call_iv_pct":74.38753775443205,"put_iv_pct":71.50836852207294},{"expiry":"2027-02-19","call_iv_pct":76.58903394255874,"put_iv_pct":71.78730650154799}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"f661c73502736fa1de678caa9367d16fc2c3289da0f148b48acf97bfbe9fabc3","captured_at":"2026-11-01T11:50:28.302099+00:00"},{"symbol":"PRCH","date":"2026-10-23","iv_pct":83.33340600111346,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":99.4525146510389,"put_iv_pct":100.3726236335242},{"expiry":"2026-12-18","call_iv_pct":85.69588661037393,"put_iv_pct":81.92087866108787},{"expiry":"2027-01-15","call_iv_pct":75.51020791415158,"put_iv_pct":74.05738095238095},{"expiry":"2027-02-19","call_iv_pct":76.33058167330677,"put_iv_pct":73.32717391304348}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6719db7457c411a9ae8c0297b85b8b6e678e97ae88a2dc699832ec66b76da777","captured_at":"2026-10-25T15:53:25.041893+00:00"},{"symbol":"PRCH","date":"2026-10-26","iv_pct":84.2314259215829,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":105.62502602934217,"put_iv_pct":104.92436417615043},{"expiry":"2026-12-18","call_iv_pct":85.05745843230405,"put_iv_pct":83.3639156268568},{"expiry":"2027-01-15","call_iv_pct":73.68846153846154,"put_iv_pct":73.85981378026071},{"expiry":"2027-02-19","call_iv_pct":75.17425401683244,"put_iv_pct":72.1581137724551}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"b0b8b5f7728b6e5fb4175ccc9f8570c0eb7dd880abea07cb05c09823de7df8f5","captured_at":"2026-11-01T09:48:16.389622+00:00"},{"symbol":"PRCH","date":"2026-10-27","iv_pct":81.46744242217234,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":103.05587294332723,"put_iv_pct":100.86439145553898},{"expiry":"2026-12-18","call_iv_pct":78.46377556371263,"put_iv_pct":81.99870206489676},{"expiry":"2027-01-15","call_iv_pct":71.82875539125078,"put_iv_pct":72.61130351437698},{"expiry":"2027-02-19","call_iv_pct":70.49818313953489,"put_iv_pct":72.41855530474041}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5d10a7e2cf60c7eb7088afb0877c26af66489c3685e4e4c11251b7a4224662e0","captured_at":"2026-11-01T08:03:44.494584+00:00"},{"symbol":"PRCH","date":"2026-10-28","iv_pct":86.17293528541961,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":105.38364601769912,"put_iv_pct":105.83086145648312},{"expiry":"2026-12-18","call_iv_pct":83.61431279620854,"put_iv_pct":89.04373883928571},{"expiry":"2027-01-15","call_iv_pct":78.43682127396413,"put_iv_pct":78.4268366688186},{"expiry":"2027-02-19","call_iv_pct":73.96750741839763,"put_iv_pct":74.6797578125}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"ad0bced148bf17b0d5e57f9ffb482bdbed8a8f4f80ac06f797674c8f86b53447","captured_at":"2026-11-01T05:30:13.959404+00:00"},{"symbol":"PRCH","date":"2026-10-29","iv_pct":58.24586574266384,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.82916837481698,"put_iv_pct":61.17876845637584},{"expiry":"2026-12-18","call_iv_pct":49.31199048374306,"put_iv_pct":60.593920704845814},{"expiry":"2027-01-15","call_iv_pct":54.97752066115703,"put_iv_pct":59.585122828040745},{"expiry":"2027-02-19","call_iv_pct":62.79237698713096,"put_iv_pct":62.698057445200305}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"5d2bad0bbf84821460b4c7a8bc894f7fad044739c28f65493ca211ccbdf9776e","captured_at":"2026-11-01T02:56:52.274453+00:00"},{"symbol":"PRCH","date":"2026-10-30","iv_pct":57.01602279453062,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":56.015759321006364,"put_iv_pct":58.838366296396636},{"expiry":"2026-12-18","call_iv_pct":58.9446650831354,"put_iv_pct":54.470461922596755},{"expiry":"2027-01-15","call_iv_pct":55.310770925110134,"put_iv_pct":51.830159744408945},{"expiry":"2027-02-19","call_iv_pct":60.77505788712012,"put_iv_pct":59.94294117647059}],"source":"ThetaData EOD Greeks","provider_symbol":"PRCH","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"d9fa75bfdfeb247af36150bdb8a10d7dd14cba2ed59d7c2fe5b482b5f343a472","captured_at":"2026-11-01T00:24:18.757547+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/PRCH","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":78.47859599811521,"put_call_skew_pp":2.1290497391820082,"implied_move_pct":34.04632331228897,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f09ac39ba40305109f7503a3139bc967a51562fa17bef4fb72eadcb71c00c727","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":78.3014233293754,"put_call_skew_pp":2.238728149993406,"implied_move_pct":33.64961048856394,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1ac58d4a5ae656cd2d90461917a0296c5696d0a788729e170471b7c2c54b1945","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":80.41443156524205,"put_call_skew_pp":0.8355956229863359,"implied_move_pct":34.080808165671016,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a589baebf96c0f49a1d24de8148b572d6edd91fc8eccd934164c7d6dce292525","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":81.21929479463401,"put_call_skew_pp":-5.6111480425481695,"implied_move_pct":34.277163253235344,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"f661c73502736fa1de678caa9367d16fc2c3289da0f148b48acf97bfbe9fabc3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":83.33340600111346,"put_call_skew_pp":-1.8277834222086682,"implied_move_pct":34.76364423595408,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6719db7457c411a9ae8c0297b85b8b6e678e97ae88a2dc699832ec66b76da777","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":84.2314259215829,"put_call_skew_pp":-1.3097481653042884,"implied_move_pct":33.96921792615541,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"b0b8b5f7728b6e5fb4175ccc9f8570c0eb7dd880abea07cb05c09823de7df8f5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":81.46744242217234,"put_call_skew_pp":1.0115913254319011,"implied_move_pct":32.576139632790756,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5d10a7e2cf60c7eb7088afb0877c26af66489c3685e4e4c11251b7a4224662e0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":86.17293528541961,"put_call_skew_pp":1.6447268177045018,"implied_move_pct":34.18964641969849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"ad0bced148bf17b0d5e57f9ffb482bdbed8a8f4f80ac06f797674c8f86b53447","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":58.245865742663845,"put_call_skew_pp":5.536203231903668,"implied_move_pct":23.984552780317458,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"5d2bad0bbf84821460b4c7a8bc894f7fad044739c28f65493ca211ccbdf9776e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":57.01602279453062,"put_call_skew_pp":-1.4910810191247723,"implied_move_pct":23.140176935750624,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d9fa75bfdfeb247af36150bdb8a10d7dd14cba2ed59d7c2fe5b482b5f343a472","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}