{"schemaVersion":1,"symbol":"VCYT","days":90,"observations":[{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-22T16:46:37.576000+00:00","captured_at":"2026-10-22T16:49:03.359Z","last_trade_at":"2026-10-22T16:48:48.782933956Z","price":45.35,"iv_pct":80.96383774912617,"implied_move_pct":18.691944632058554,"put_call_skew_pp":-9.530743562780962,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"b63d73785554dcdedcd9e630901f8f032bd6d33758c5e48489b870886d08fd51"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-22T19:57:15.365000+00:00","captured_at":"2026-10-23T00:46:41.536Z","last_trade_at":"2026-10-22T20:00:07.323632053Z","price":46.04,"iv_pct":91.0935922945161,"implied_move_pct":21.761173359188728,"put_call_skew_pp":-5.766178531887256,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"57071dce2402c983daff0ad784c3e99ebc34237d316a35905d4bd7887a3be252"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-23T15:07:56.185000+00:00","captured_at":"2026-10-23T15:22:32.626Z","last_trade_at":"2026-10-23T15:22:22.326286378Z","price":46.88,"iv_pct":79.93037050367519,"implied_move_pct":18.308387087106947,"put_call_skew_pp":-2.4258849725604437,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"7b3856cb695069f3059aec0103dc799375937ce22b65e526d0c5a267b421d0f7"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-23T19:58:01.361000+00:00","captured_at":"2026-10-24T00:34:53.302Z","last_trade_at":"2026-10-23T20:00:08.206325918Z","price":47.93,"iv_pct":84.9655185640383,"implied_move_pct":19.065832854375902,"put_call_skew_pp":-0.40476562226277046,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"ab01280db5519ef00b02772f897fc2681c6900dd20aa5e4ea38f441c487c97bd"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-26T19:26:46.800000+00:00","captured_at":"2026-10-26T19:37:23.985Z","last_trade_at":"2026-10-26T19:37:14.165939716Z","price":47.89,"iv_pct":82.35329529765289,"implied_move_pct":17.436858747857723,"put_call_skew_pp":-2.7082908339525646,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"0b18bae8f3abd350f9d30bed5cb935d0eb8d9e0fc89513b338a765be4b559c6f"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:28.772000+00:00","captured_at":"2026-10-27T03:54:46.978Z","last_trade_at":"2026-10-26T20:00:09.678522812Z","price":48.2,"iv_pct":77.41948845773135,"implied_move_pct":16.686595932801698,"put_call_skew_pp":-0.8783412305596983,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"4cb3a63813e74e7ac604918276b588e1e948ba33b21e49a7eccbb22a19f01437"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-27T19:58:18.685000+00:00","captured_at":"2026-10-27T21:59:55.973Z","last_trade_at":"2026-10-27T20:28:27.0381064Z","price":50.28,"iv_pct":88.64122991839345,"implied_move_pct":18.27515959812893,"put_call_skew_pp":-41.673217480725455,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"ec7c5574b7357e1954f56b37058dafd6190eb93ef5452f7131d531f90c4a0793"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-28T16:49:35.501000+00:00","captured_at":"2026-10-28T16:56:07.471Z","last_trade_at":"2026-10-28T16:54:14.14933313Z","price":50.485,"iv_pct":93.75720110273684,"implied_move_pct":19.371704274670794,"put_call_skew_pp":-38.129277283383125,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"3c0153735afff72bf62a98e0c081246235a3737946c60140b2fc938945deb9f1"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:55.089000+00:00","captured_at":"2026-10-29T00:32:42.988Z","last_trade_at":"2026-10-28T22:12:21.350087009Z","price":50,"iv_pct":87.38933135875601,"implied_move_pct":18.118037763791186,"put_call_skew_pp":-38.23747318421381,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"1af535fa695b5021d9268da54269da6c7053ea4fdb4929d9316f4de06012feb5"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-29T19:57:12.758000+00:00","captured_at":"2026-10-30T02:25:45.950Z","last_trade_at":"2026-10-29T23:47:35.555121042Z","price":52,"iv_pct":85.14661107536992,"implied_move_pct":17.35893978095938,"put_call_skew_pp":-28.37922787141325,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"54337a074813e4ea2d761ba05bfb76b36f3369c735babad794d5af964a4fca9b"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-10-30T19:57:57.662000+00:00","captured_at":"2026-10-30T20:07:10.624Z","last_trade_at":"2026-10-30T20:00:02.030732035Z","price":50.01,"iv_pct":98.22912616980972,"implied_move_pct":19.298700149733946,"put_call_skew_pp":-29.541565831420378,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"f4dec8db5357a92004ea8426ad4166a789500e9c92fc5f1f49773e29a988f249"},{"symbol":"VCYT","expiry":"2026-11-20","observed_at":"2026-11-03T15:37:03.650000+00:00","captured_at":"2026-11-03T15:39:52.140Z","last_trade_at":"2026-11-03T15:39:23.161438824Z","price":50.59,"iv_pct":105.11924093525435,"implied_move_pct":18.702389078574992,"put_call_skew_pp":28.65903326758228,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VCYT","source_hash":"e95cb70b8193d96c987767ee8c2c2279231e80f922aa25f071ba660314a70189"}],"dailyIv":[{"symbol":"VCYT","date":"2026-10-19","iv_pct":74.88982265335157,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":91.90648802736602,"put_iv_pct":94.60219053791316},{"expiry":"2026-12-18","call_iv_pct":68.73440955631399,"put_iv_pct":72.55039552238806},{"expiry":"2027-03-19","call_iv_pct":66.52323170731708,"put_iv_pct":69.00400213447172},{"expiry":"2027-06-17","call_iv_pct":66.22248854961832,"put_iv_pct":69.5753751914242}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"a91f862653adfe515eb195282025c7e204d1a6c0d6bd45a4b9fed88aa8df42ca","captured_at":"2026-11-01T17:39:33.116229+00:00"},{"symbol":"VCYT","date":"2026-10-20","iv_pct":74.03826646058833,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":84.5850110375276,"put_iv_pct":87.46044978434998},{"expiry":"2026-12-18","call_iv_pct":71.92193406593407,"put_iv_pct":71.8017774566474},{"expiry":"2027-03-19","call_iv_pct":68.56216091954023,"put_iv_pct":70.23898750000001},{"expiry":"2027-06-17","call_iv_pct":67.42952034883722,"put_iv_pct":70.30629057187018}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"67688c90b33cea6d4fd84c22ae283c5071be24b0022cbef9cafb0e39bffc3eb0","captured_at":"2026-11-01T15:24:31.905893+00:00"},{"symbol":"VCYT","date":"2026-10-21","iv_pct":70.1366246947684,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":85.17478941034898,"put_iv_pct":84.03960502692998},{"expiry":"2026-12-18","call_iv_pct":74.56191111111112,"put_iv_pct":73.27394004282655},{"expiry":"2027-03-19","call_iv_pct":60.41247443762781,"put_iv_pct":61.85094623655913},{"expiry":"2027-06-17","call_iv_pct":60.18525291828794,"put_iv_pct":61.59407837445573}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"17e019c3a661e5c723e99043e7ada9781037ec5a98966c85dc65c73dffb3cbf1","captured_at":"2026-11-01T13:46:36.690185+00:00"},{"symbol":"VCYT","date":"2026-10-22","iv_pct":74.39732361406355,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":91.95741726151849,"put_iv_pct":99.58667844522968},{"expiry":"2026-12-18","call_iv_pct":74.21108527131783,"put_iv_pct":78.07546199701937},{"expiry":"2027-03-19","call_iv_pct":61.86802325581395,"put_iv_pct":64.9005330490405},{"expiry":"2027-06-17","call_iv_pct":61.028761290322585,"put_iv_pct":63.55062834224599}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"9439bd204e6603aabdf503d02c88dd534e3d9e9592d205f3f05e07e2feb90313","captured_at":"2026-10-25T07:43:11.496534+00:00"},{"symbol":"VCYT","date":"2026-10-23","iv_pct":69.50632696038159,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":86.35294797687861,"put_iv_pct":83.47182764603818},{"expiry":"2026-12-18","call_iv_pct":73.16188916876575,"put_iv_pct":68.58960707269155},{"expiry":"2027-03-19","call_iv_pct":60.43379065040651,"put_iv_pct":62.24545454545455},{"expiry":"2027-06-17","call_iv_pct":60.20785430463577,"put_iv_pct":61.58724431818181}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"072128d94182519358f100578c7c38ecb96a1cc6715536e7cfca16e8b6264aff","captured_at":"2026-10-25T07:43:10.350997+00:00"},{"symbol":"VCYT","date":"2026-10-26","iv_pct":67.58517879221094,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.96252679938745,"put_iv_pct":78.81714587737842},{"expiry":"2026-12-18","call_iv_pct":67.61628762541805,"put_iv_pct":62.34671788567916},{"expiry":"2027-03-19","call_iv_pct":64.18974248927039,"put_iv_pct":65.7606974248927},{"expiry":"2027-06-17","call_iv_pct":61.73997412677878,"put_iv_pct":64.24833810888252}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"8c536a6bcca2add6ae4f5c8cfb4d81036319c8c8bdde3f6ae745785fdf4a708e","captured_at":"2026-11-01T10:23:54.817630+00:00"},{"symbol":"VCYT","date":"2026-10-27","iv_pct":70.06351653291819,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":90.99242105263158,"put_iv_pct":80.95212409167132},{"expiry":"2026-12-18","call_iv_pct":70.307,"put_iv_pct":67.53870860927152},{"expiry":"2027-03-19","call_iv_pct":62.87699654775605,"put_iv_pct":61.45870503597123},{"expiry":"2027-06-17","call_iv_pct":63.028036984352774,"put_iv_pct":63.35413994169096}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"d0d02c1264b5147f9b7268f0e2263f18964c4d4f549098f489322b49253ec7b3","captured_at":"2026-11-01T08:39:03.046911+00:00"},{"symbol":"VCYT","date":"2026-10-28","iv_pct":70.74782237937886,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":89.38059277660997,"put_iv_pct":89.71161768597894},{"expiry":"2026-12-18","call_iv_pct":69.36232366071428,"put_iv_pct":69.0062093928212},{"expiry":"2027-03-19","call_iv_pct":62.17730406147092,"put_iv_pct":61.76695189618526},{"expiry":"2027-06-17","call_iv_pct":61.654882101665955,"put_iv_pct":62.9226974595843}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"448e87f4e0d9914c6af5d6af49acb3bcff363b66b66099fe5cf0ed1fcec18385","captured_at":"2026-11-01T06:06:02.791665+00:00"},{"symbol":"VCYT","date":"2026-10-29","iv_pct":69.55924329279162,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":82.10839637719765,"put_iv_pct":86.61765237020316},{"expiry":"2026-12-18","call_iv_pct":68.21379704301076,"put_iv_pct":70.07713692946058},{"expiry":"2027-03-19","call_iv_pct":61.64368715083799,"put_iv_pct":63.34085778781039},{"expiry":"2027-06-17","call_iv_pct":61.728668683812415,"put_iv_pct":62.74375}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"3bdb8ffce924678099e2dae2988320df12c2f61a8df08697a8fa2c3cd0501efb","captured_at":"2026-11-01T03:31:19.360050+00:00"},{"symbol":"VCYT","date":"2026-10-30","iv_pct":74.03996679397774,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":103.12898799313895,"put_iv_pct":93.29249288560045},{"expiry":"2026-12-18","call_iv_pct":69.39457516339868,"put_iv_pct":70.46339805825242},{"expiry":"2027-03-19","call_iv_pct":63.86110286320255,"put_iv_pct":64.16929989550678},{"expiry":"2027-06-17","call_iv_pct":63.20813583815029,"put_iv_pct":64.80174165457184}],"source":"ThetaData EOD Greeks","provider_symbol":"VCYT","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"73d326199f79a44d3df62b0012d2399073e20bc185cc61836442ef26aaf78cd5","captured_at":"2026-11-01T00:59:17.484985+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VCYT","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":74.88982265335157,"put_call_skew_pp":3.0863363863954305,"implied_move_pct":38.739577564717585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a91f862653adfe515eb195282025c7e204d1a6c0d6bd45a4b9fed88aa8df42ca","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":74.03826646058833,"put_call_skew_pp":1.8272197352571133,"implied_move_pct":38.56068815402358,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"67688c90b33cea6d4fd84c22ae283c5071be24b0022cbef9cafb0e39bffc3eb0","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":70.1366246947684,"put_call_skew_pp":0.10603545084888744,"implied_move_pct":35.50076856983959,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"17e019c3a661e5c723e99043e7ada9781037ec5a98966c85dc65c73dffb3cbf1","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":null,"iv_pct":74.39732361406355,"put_call_skew_pp":4.262003688640677,"implied_move_pct":36.92379993507161,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9439bd204e6603aabdf503d02c88dd534e3d9e9592d205f3f05e07e2feb90313","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":69.50632696038159,"put_call_skew_pp":-1.0655871295801376,"implied_move_pct":34.80766610139783,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"072128d94182519358f100578c7c38ecb96a1cc6715536e7cfca16e8b6264aff","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":67.58517879221094,"put_call_skew_pp":0.4160920639945349,"implied_move_pct":34.05472585257465,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8c536a6bcca2add6ae4f5c8cfb4d81036319c8c8bdde3f6ae745785fdf4a708e","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":70.06351653291819,"put_call_skew_pp":-3.4751942265338442,"implied_move_pct":34.35331608439108,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"d0d02c1264b5147f9b7268f0e2263f18964c4d4f549098f489322b49253ec7b3","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":70.74782237937886,"put_call_skew_pp":0.20809345852714323,"implied_move_pct":34.151665323674266,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"448e87f4e0d9914c6af5d6af49acb3bcff363b66b66099fe5cf0ed1fcec18385","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":69.55924329279162,"put_call_skew_pp":2.271211958153831,"implied_move_pct":33.652395879087294,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3bdb8ffce924678099e2dae2988320df12c2f61a8df08697a8fa2c3cd0501efb","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":74.03996679397774,"put_call_skew_pp":-1.7164673409897429,"implied_move_pct":34.896266895224265,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"73d326199f79a44d3df62b0012d2399073e20bc185cc61836442ef26aaf78cd5","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}