{"schemaVersion":1,"symbol":"RZV","days":90,"observations":[{"symbol":"RZV","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.176000+00:00","captured_at":"2026-10-22T20:21:38.850Z","last_trade_at":"2026-10-22T20:10:00.004109988Z","price":143.9184,"iv_pct":21.143200927678034,"implied_move_pct":4.769563069939877,"put_call_skew_pp":6.90681092436975,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RZV","source_hash":"c803f2742a67dad89606641d45936d6eb6c8904e55be0d6c9c540564a0cc334f"},{"symbol":"RZV","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.175000+00:00","captured_at":"2026-10-23T20:29:58.591Z","last_trade_at":"2026-10-23T20:10:00.004107728Z","price":142.9865,"iv_pct":20.513451720913146,"implied_move_pct":4.561694522130977,"put_call_skew_pp":7.094244864749322,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RZV","source_hash":"83ee19e05e966b31f9968d86e1d6caabf9bfee1123278ef7d00aec4434152186"},{"symbol":"RZV","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.830000+00:00","captured_at":"2026-10-27T05:30:42.210Z","last_trade_at":"2026-10-27T00:00:00.127473312Z","price":142.7516,"iv_pct":21.121020550870075,"implied_move_pct":4.323274450451706,"put_call_skew_pp":3.5969444270015694,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RZV","source_hash":"5648f7dbcc16d97dc4b0d3769ac9fe0ee253728ee4e889cda5c5b1e34e3def19"},{"symbol":"RZV","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:02.893000+00:00","captured_at":"2026-10-27T20:09:07.303Z","last_trade_at":"2026-10-27T20:00:00.066182175Z","price":143.5969,"iv_pct":19.31722353656888,"implied_move_pct":3.9729625320623603,"put_call_skew_pp":5.490004593144127,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RZV","source_hash":"d4e88231a81047782f881a53c64feb25727d4a879b31988538eecd215d6f11f6"},{"symbol":"RZV","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:02.777000+00:00","captured_at":"2026-10-28T22:37:38.601Z","last_trade_at":"2026-10-28T22:30:00.003844911Z","price":142.9909,"iv_pct":19.186077184316147,"implied_move_pct":3.867981372918276,"put_call_skew_pp":4.95288243006993,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RZV","source_hash":"4bb59b9ad2d6547bd8a5dddd8944d1ffbe2c9b0452e3d434f44a116e9c9a41b0"},{"symbol":"RZV","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:04.315000+00:00","captured_at":"2026-10-30T00:54:19.454Z","last_trade_at":"2026-10-30T00:00:00.120182529Z","price":144.6295,"iv_pct":17.965119222548758,"implied_move_pct":3.5359622689882366,"put_call_skew_pp":5.279147109912713,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RZV","source_hash":"d9f728761430263d144aeac4473df7ffa485df0f448e95d0569f5fc902e6474d"},{"symbol":"RZV","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:01.958000+00:00","captured_at":"2026-10-30T23:48:20.355Z","last_trade_at":"2026-10-30T22:30:00.004274943Z","price":144.1226,"iv_pct":20.23942434312498,"implied_move_pct":3.886951838189195,"put_call_skew_pp":4.355415940513863,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RZV","source_hash":"de6ec3f0a0815cb9c3e078c84c3bc7441415200a178230ec5f969863501a018a"},{"symbol":"RZV","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:03.094000+00:00","captured_at":"2026-11-04T08:30:18.303Z","last_trade_at":"2026-11-04T01:00:00.153252947Z","price":143.8109,"iv_pct":23.43712741484008,"implied_move_pct":3.909801363197279,"put_call_skew_pp":1.9650738007380069,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RZV","source_hash":"0245773fe6795c72bba7753ba2378430bf4b6994526e6c3405c4172566a891be"}],"dailyIv":[{"symbol":"RZV","date":"2026-10-19","iv_pct":19.853792242605913,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.29167019027484,"put_iv_pct":19.305454545454545},{"expiry":"2026-12-18","call_iv_pct":20.0764768683274,"put_iv_pct":18.929251748251748},{"expiry":"2027-03-19","call_iv_pct":19.98339366515837,"put_iv_pct":19.643835616438356},{"expiry":"2027-06-17","call_iv_pct":19.81380952380952,"put_iv_pct":20.786445783132528}],"source":"ThetaData EOD Greeks","provider_symbol":"RZV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"3cc3b71c702a474f24bfafd024eeb4d1c029fdd4a8555a1f50b19c2c25ac1dfe","captured_at":"2026-11-01T17:19:33.996924+00:00"},{"symbol":"RZV","date":"2026-10-20","iv_pct":18.63827543501663,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.911996161228405,"put_iv_pct":19.81408163265306},{"expiry":"2026-12-18","call_iv_pct":18.952778156996587,"put_iv_pct":20.335532846715328},{"expiry":"2027-03-19","call_iv_pct":19.03,"put_iv_pct":20.60875},{"expiry":"2027-06-17","call_iv_pct":19.313828571428573,"put_iv_pct":17.13923611111111}],"source":"ThetaData EOD Greeks","provider_symbol":"RZV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"0b1e4c594b6fc4054c7d1dea4ebbe637a251fb4a3d8ca0666eb32121f3451b72","captured_at":"2026-11-01T15:03:27.752648+00:00"},{"symbol":"RZV","date":"2026-10-21","iv_pct":21.96205159269571,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.261790281329922,"put_iv_pct":31.38333333333333},{"expiry":"2026-12-18","call_iv_pct":19.127157258064518,"put_iv_pct":19.781021846370685},{"expiry":"2027-03-19","call_iv_pct":19.47445945945946,"put_iv_pct":20.515117370892018},{"expiry":"2027-06-17","call_iv_pct":19.686763005780346,"put_iv_pct":21.466770186335403}],"source":"ThetaData EOD Greeks","provider_symbol":"RZV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"612a051fe53a384d3f33d1e1665871eaeef32e8949e9e1944bc3a28ab480fa0d","captured_at":"2026-11-01T13:21:36.749669+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/RZV","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":19.853792242605913,"put_call_skew_pp":-0.3750906385732389,"implied_move_pct":10.748528128933337,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3cc3b71c702a474f24bfafd024eeb4d1c029fdd4a8555a1f50b19c2c25ac1dfe","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":18.63827543501663,"put_call_skew_pp":1.6722494252064832,"implied_move_pct":10.070892576302438,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0b1e4c594b6fc4054c7d1dea4ebbe637a251fb4a3d8ca0666eb32121f3451b72","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":21.96205159269571,"put_call_skew_pp":2.649018183074297,"implied_move_pct":11.285407964708437,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"612a051fe53a384d3f33d1e1665871eaeef32e8949e9e1944bc3a28ab480fa0d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}