{"schemaVersion":1,"symbol":"RBLY","days":90,"observations":[{"symbol":"RBLY","expiry":"2026-11-20","observed_at":"2026-10-22T16:14:04.350000+00:00","captured_at":"2026-10-22T16:19:43.396Z","last_trade_at":"2026-10-22T16:13:17.392826135Z","price":10.17,"iv_pct":82.4892485091519,"implied_move_pct":20.44485744459803,"put_call_skew_pp":0.5775772901107867,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RBLY","source_hash":"cee67daa11fe919f82dfe199744c772caedcefa1df5a3f3307f122a402006b4b"},{"symbol":"RBLY","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.856000+00:00","captured_at":"2026-10-23T00:19:25.265Z","last_trade_at":"2026-10-23T00:00:00.033904912Z","price":10.1471,"iv_pct":82.27730155963646,"implied_move_pct":20.294876758700127,"put_call_skew_pp":0.07182959810216882,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RBLY","source_hash":"667c4b000fbee01ca00a02ba0727bce26ae80e503dc9237863e31f3a7534e8d8"},{"symbol":"RBLY","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.137000+00:00","captured_at":"2026-10-24T00:19:43.310Z","last_trade_at":"2026-10-24T00:00:00.031822159Z","price":10.0703,"iv_pct":83.75137060898146,"implied_move_pct":20.26697197540905,"put_call_skew_pp":-0.12454579278051714,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RBLY","source_hash":"21693d9f08f60bc832a264348cc25273ca64eb4d4561c183e37371073d325b65"},{"symbol":"RBLY","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:55.123000+00:00","captured_at":"2026-10-26T19:54:41.630Z","last_trade_at":"2026-10-26T19:51:22.803165892Z","price":10.28,"iv_pct":99.14649178984631,"implied_move_pct":28.215052908415423,"put_call_skew_pp":4.519884747457281,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RBLY","source_hash":"1e118783f9a8fe8ce870040df25be3dd3d098adb17cce8b5cc0cbfd4b70119c4"},{"symbol":"RBLY","expiry":"2026-11-20","observed_at":"2026-10-29T17:41:38.074000+00:00","captured_at":"2026-10-29T17:55:07.163Z","last_trade_at":"2026-10-29T17:40:30.717517479Z","price":9.7,"iv_pct":114.98064392360932,"implied_move_pct":19.77733537838413,"put_call_skew_pp":-27.46349034772915,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RBLY","source_hash":"b8bfbe31cbf2bab546e05ec0654c30651ec404b322951c1fc8d8f54512d5abad"},{"symbol":"RBLY","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.234000+00:00","captured_at":"2026-10-30T02:42:03.773Z","last_trade_at":"2026-10-30T00:00:00.159438261Z","price":9.8462,"iv_pct":90.25841107416464,"implied_move_pct":19.043976107984705,"put_call_skew_pp":-4.892098399566591,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RBLY","source_hash":"5ba4cb32b05454c3c63aea4f3366a09ce8aa95af0a8da58aaab56330fc035289"},{"symbol":"RBLY","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:55.098000+00:00","captured_at":"2026-10-30T21:37:16.275Z","last_trade_at":"2026-10-30T20:10:00.001915915Z","price":8.1912,"iv_pct":96.07058444223972,"implied_move_pct":20.435824007122513,"put_call_skew_pp":-30.177352072008688,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RBLY","source_hash":"5abafc04fa11fc33ae01681d82a51d45af354a6795d035ada4a4ead4b9b3fa27"},{"symbol":"RBLY","expiry":"2026-11-20","observed_at":"2026-11-03T14:31:28.868000+00:00","captured_at":"2026-11-03T14:38:06.325Z","last_trade_at":"2026-11-03T14:36:17.833864927Z","price":8.195,"iv_pct":98.6386323532892,"implied_move_pct":18.049885531331487,"put_call_skew_pp":-44.46529845485665,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RBLY","source_hash":"ab5c3bbc599d5eb44866028bf5363011f06061aea5f60f29b1c89432a0e58cbb"}],"dailyIv":[{"symbol":"RBLY","date":"2026-10-21","iv_pct":209.96581099879936,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":401.33171112556926,"put_iv_pct":389.06},{"expiry":"2026-12-18","call_iv_pct":194.31184568835093,"put_iv_pct":312.32421052631577},{"expiry":"2027-03-19","call_iv_pct":82.87809780170483,"put_iv_pct":166.99348484848485},{"expiry":"2027-06-17","call_iv_pct":42.83355408388521,"put_iv_pct":89.99358391608392}],"source":"ThetaData EOD Greeks","provider_symbol":"RBLY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"e70d58f4125ed353858331cf86f30a5de2dc5af97ab8eb20ef47fbafd4b7f63d","captured_at":"2026-11-01T13:16:32.042604+00:00"},{"symbol":"RBLY","date":"2026-10-22","iv_pct":144.56023577792828,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":64.28543909348441,"put_iv_pct":362.92371428571425},{"expiry":"2026-12-18","call_iv_pct":49.91059818731118,"put_iv_pct":292.5111340206185},{"expiry":"2027-03-19","call_iv_pct":41.65201800450112,"put_iv_pct":166.90444444444444},{"expiry":"2027-06-17","call_iv_pct":39.737428571428566,"put_iv_pct":138.55710961592374}],"source":"ThetaData EOD Greeks","provider_symbol":"RBLY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"89ec2b8641b85e2f36176ce9f5bd238d7ac169f5a6a3c27081430b4df79b084a","captured_at":"2026-11-01T11:55:31.081401+00:00"},{"symbol":"RBLY","date":"2026-10-27","iv_pct":169.05216492218113,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.24557824803149,"put_iv_pct":411.4191071428571},{"expiry":"2026-12-18","call_iv_pct":168.46933938893477,"put_iv_pct":320.7471264367816},{"expiry":"2027-03-19","call_iv_pct":68.3100732421875,"put_iv_pct":168.06202020202022},{"expiry":"2027-06-17","call_iv_pct":46.3918647166362,"put_iv_pct":91.77221}],"source":"ThetaData EOD Greeks","provider_symbol":"RBLY","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"2a6301e570c6f9e3301eba18c77863faacaf72ee2cee6bc80e1de14b8293a49b","captured_at":"2026-11-01T08:08:56.107369+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/RBLY","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":209.96581099879938,"put_call_skew_pp":59.254017647843575,"implied_move_pct":86.931282915685,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e70d58f4125ed353858331cf86f30a5de2dc5af97ab8eb20ef47fbafd4b7f63d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":144.56023577792828,"put_call_skew_pp":191.3277296274939,"implied_move_pct":66.54111539541087,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"89ec2b8641b85e2f36176ce9f5bd238d7ac169f5a6a3c27081430b4df79b084a","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":169.05216492218113,"put_call_skew_pp":157.89590204646723,"implied_move_pct":71.01301658082319,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2a6301e570c6f9e3301eba18c77863faacaf72ee2cee6bc80e1de14b8293a49b","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}