{"schemaVersion":1,"symbol":"VNDA","days":90,"observations":[{"symbol":"VNDA","expiry":"2026-11-20","observed_at":"2026-10-22T17:28:19.867000+00:00","captured_at":"2026-10-22T17:42:10.496Z","last_trade_at":"2026-10-22T17:41:30.668032001Z","price":4.055,"iv_pct":100.36084368430372,"implied_move_pct":26.990865019975622,"put_call_skew_pp":119.44830722662572,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNDA","source_hash":"9ddf73a65e1885ccf669c2c80afb3235526d16e662a97960a375a9cf6452f7dd"},{"symbol":"VNDA","expiry":"2026-11-20","observed_at":"2026-10-23T13:41:56.889000+00:00","captured_at":"2026-10-23T13:55:16.560Z","last_trade_at":"2026-10-23T13:55:02.784907989Z","price":3.95,"iv_pct":125.35904294349254,"implied_move_pct":30.251344430838007,"put_call_skew_pp":-67.65060734897284,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNDA","source_hash":"bc4b4c4514e10b5923b6becc0e5dbd1ced23e6ee36f7e9795b61d567dbdf43d4"},{"symbol":"VNDA","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:01.250000+00:00","captured_at":"2026-10-26T13:32:19.250Z","last_trade_at":"2026-10-26T13:30:15.348725637Z","price":3.97,"iv_pct":115.10936922461114,"implied_move_pct":32.798658448090364,"put_call_skew_pp":-86.51793105613072,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNDA","source_hash":"78764ddf3999f589d865d116356eb80b0b0b5d40b0bf8e1803219383b741b69f"},{"symbol":"VNDA","expiry":"2026-11-20","observed_at":"2026-10-27T13:34:41.776000+00:00","captured_at":"2026-10-27T13:49:12.324Z","last_trade_at":"2026-10-27T13:48:59.435705121Z","price":4.05,"iv_pct":110.40198863545751,"implied_move_pct":28.901748258452788,"put_call_skew_pp":-53.93526678291156,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNDA","source_hash":"9b2042ee33276861a54e8b2a02c1edc705b329cf240389e46adf19399bb44019"},{"symbol":"VNDA","expiry":"2026-11-20","observed_at":"2026-10-28T16:11:48.749000+00:00","captured_at":"2026-10-28T16:23:00.860Z","last_trade_at":"2026-10-28T16:22:32.714568491Z","price":3.855,"iv_pct":87.22951751187382,"implied_move_pct":14.884975902109193,"put_call_skew_pp":-81.2657120132661,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNDA","source_hash":"995b69f3e08a8a42d9dbd757aac233a8919dc87e94e10914d69435e0325d9e13"},{"symbol":"VNDA","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:05.966000+00:00","captured_at":"2026-10-29T21:57:45.539Z","last_trade_at":"2026-10-29T21:55:23.576165948Z","price":4.05,"iv_pct":221.7492196355518,"implied_move_pct":79.76933811959735,"put_call_skew_pp":195.86304323554097,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNDA","source_hash":"5c341cf3b669918bc2179f4f529e9160ec481d8ca57b8836be29dae2388d5925"},{"symbol":"VNDA","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:05.469000+00:00","captured_at":"2026-10-30T21:38:15.892Z","last_trade_at":"2026-10-30T21:13:30.528206855Z","price":3.81,"iv_pct":121.1413296118226,"implied_move_pct":19.586971929984056,"put_call_skew_pp":14.997661821152741,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNDA","source_hash":"02e1ead2df4973a87ede6cf3c4a4f4befa6ed869b77cc86f32693550ec1b4c92"},{"symbol":"VNDA","expiry":"2026-11-20","observed_at":"2026-11-02T20:56:46.722000+00:00","captured_at":"2026-11-03T04:56:05.866Z","last_trade_at":"2026-11-02T23:51:03.891662458Z","price":3.8,"iv_pct":166.6586476820046,"implied_move_pct":28.18557495151724,"put_call_skew_pp":216.16114321761032,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNDA","source_hash":"04fc3dfae6b790a15b135a4c709db043ca836c035f3db0487e430384d20d7ee4"}],"dailyIv":[{"symbol":"VNDA","date":"2026-10-19","iv_pct":157.9533653389791,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":162.01471890971038,"put_iv_pct":106.89998270494638},{"expiry":"2026-12-18","call_iv_pct":233.98944874274662,"put_iv_pct":280.3613824884793},{"expiry":"2027-03-19","call_iv_pct":198.9562402826855,"put_iv_pct":101.73444444444448},{"expiry":"2027-06-17","call_iv_pct":88.65750841750845,"put_iv_pct":91.01319672131147}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"8e31ab120bbf4cdaba5309da8519045355b2466188e5174993d25125e1040626","captured_at":"2026-11-01T17:41:15.065389+00:00"},{"symbol":"VNDA","date":"2026-10-20","iv_pct":101.9672136890971,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":100.79015001375191,"put_iv_pct":85.64279007348362},{"expiry":"2026-12-18","call_iv_pct":131.774003028936,"put_iv_pct":116.26599273032984},{"expiry":"2027-03-19","call_iv_pct":110.1669420534987,"put_iv_pct":91.55128269005847},{"expiry":"2027-06-17","call_iv_pct":104.36412540554856,"put_iv_pct":75.1824235171696}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"eb5b78a47e8ab22747b193ece8d3d1e6f781036151c3bed4d73553044ed00dfc","captured_at":"2026-11-01T15:26:10.770908+00:00"},{"symbol":"VNDA","date":"2026-10-21","iv_pct":109.08972782543424,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":122.95267126123673,"put_iv_pct":92.17840556280751},{"expiry":"2026-12-18","call_iv_pct":126.78477777777776,"put_iv_pct":121.503457644295},{"expiry":"2027-03-19","call_iv_pct":119.82444474238652,"put_iv_pct":95.00204982115483},{"expiry":"2027-06-17","call_iv_pct":94.33981858309424,"put_iv_pct":100.13219721072129}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"da0f68b46e27d329189dd177612c0bca7a911106315046a56a43c582b75e592d","captured_at":"2026-11-01T13:48:34.458471+00:00"},{"symbol":"VNDA","date":"2026-10-23","iv_pct":124.2488281344207,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":126.69346306818181,"put_iv_pct":133.87758780111002},{"expiry":"2026-12-18","call_iv_pct":97.02845125174933,"put_iv_pct":213.7780982108045},{"expiry":"2027-03-19","call_iv_pct":116.25546399423908,"put_iv_pct":90.69524471432166},{"expiry":"2027-06-17","call_iv_pct":126.092153774115,"put_iv_pct":89.57016226084417}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"a0b0e57b6a2c8c971a773a4d6ee8106da5bcba7152a188a0c937e20dab462d83","captured_at":"2026-10-25T08:02:15.718134+00:00"},{"symbol":"VNDA","date":"2026-10-26","iv_pct":108.73117571458621,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":116.82447355140188,"put_iv_pct":101.75574660447249},{"expiry":"2026-12-18","call_iv_pct":131.68791127541587,"put_iv_pct":123.24503416776018},{"expiry":"2027-03-19","call_iv_pct":116.17926667063942,"put_iv_pct":89.27635140186916},{"expiry":"2027-06-17","call_iv_pct":98.19033732378608,"put_iv_pct":92.69028472134463}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"cb8482d52602b7ec968e9d45b73b4ac93650c7ad158e13b91eff80ad8631acdb","captured_at":"2026-11-01T10:25:42.525942+00:00"},{"symbol":"VNDA","date":"2026-10-27","iv_pct":105.84469203714039,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":96.84840622531206,"put_iv_pct":84.01001309049516},{"expiry":"2026-12-18","call_iv_pct":128.6763912767553,"put_iv_pct":128.2048945165563},{"expiry":"2027-03-19","call_iv_pct":116.74494710116623,"put_iv_pct":99.17514839010734},{"expiry":"2027-06-17","call_iv_pct":97.90306289509483,"put_iv_pct":95.19467280163599}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"41ce6c88238d5c89713eb34ffa46192acf32de3ba4cd7504bfc6e17db3322aae","captured_at":"2026-11-01T08:41:05.757702+00:00"},{"symbol":"VNDA","date":"2026-10-28","iv_pct":106.3717732744388,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":117.8758809028917,"put_iv_pct":70.96646161851127},{"expiry":"2026-12-18","call_iv_pct":115.43014172442474,"put_iv_pct":133.78020264743867},{"expiry":"2027-03-19","call_iv_pct":117.67566014478577,"put_iv_pct":93.78824187263739},{"expiry":"2027-06-17","call_iv_pct":94.21745862899138,"put_iv_pct":107.2401386558294}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"143f0eda36dc14f600783b0033a77c3c61c4a9a7e9cd11a09457f157f1b33bfb","captured_at":"2026-11-01T06:07:58.410841+00:00"},{"symbol":"VNDA","date":"2026-10-29","iv_pct":159.66207465195845,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":170.6143275009253,"put_iv_pct":268.5639572533995},{"expiry":"2026-12-18","call_iv_pct":198.84815153882883,"put_iv_pct":99.39976621347745},{"expiry":"2027-03-19","call_iv_pct":145.69223611693943,"put_iv_pct":151.8095295382526},{"expiry":"2027-06-17","call_iv_pct":145.5616858044164,"put_iv_pct":96.80694324942795}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"9350d2e3177ad9058488fee403045b641ba31b0f639cb068429e120a762a0d1f","captured_at":"2026-11-01T03:33:04.866037+00:00"},{"symbol":"VNDA","date":"2026-10-30","iv_pct":115.1325277748394,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":121.2690485835233,"put_iv_pct":133.09518427000148},{"expiry":"2026-12-18","call_iv_pct":155.5544072104733,"put_iv_pct":101.1371336865613},{"expiry":"2027-03-19","call_iv_pct":113.71636730829916,"put_iv_pct":98.54272798565987},{"expiry":"2027-06-17","call_iv_pct":101.9684756313878,"put_iv_pct":95.77687752280896}],"source":"ThetaData EOD Greeks","provider_symbol":"VNDA","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"54c19f0be464f955db22cd3fcedbedc55074a1e09c288b0c376eb5cffc3eba3f","captured_at":"2026-11-01T01:01:02.028158+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VNDA","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":157.9533653389791,"put_call_skew_pp":-25.90222749836733,"implied_move_pct":78.41832646427076,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"8e31ab120bbf4cdaba5309da8519045355b2466188e5174993d25125e1040626","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":null,"iv_pct":101.9672136890971,"put_call_skew_pp":-19.61318287267341,"implied_move_pct":53.60186574017111,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"eb5b78a47e8ab22747b193ece8d3d1e6f781036151c3bed4d73553044ed00dfc","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":null,"iv_pct":109.08972782543424,"put_call_skew_pp":-13.771400531379157,"implied_move_pct":56.889683568238915,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"da0f68b46e27d329189dd177612c0bca7a911106315046a56a43c582b75e592d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":null,"iv_pct":124.24882813442072,"put_call_skew_pp":15.462890224698778,"implied_move_pct":62.35703229490439,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"a0b0e57b6a2c8c971a773a4d6ee8106da5bcba7152a188a0c937e20dab462d83","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":null,"iv_pct":108.73117571458621,"put_call_skew_pp":-13.978642981449198,"implied_move_pct":54.51046455784517,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"cb8482d52602b7ec968e9d45b73b4ac93650c7ad158e13b91eff80ad8631acdb","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":null,"iv_pct":105.84469203714039,"put_call_skew_pp":-8.397019674883413,"implied_move_pct":54.077063348184325,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"41ce6c88238d5c89713eb34ffa46192acf32de3ba4cd7504bfc6e17db3322aae","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":null,"iv_pct":106.3717732744388,"put_call_skew_pp":-9.856024151669214,"implied_move_pct":54.11507067577678,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"143f0eda36dc14f600783b0033a77c3c61c4a9a7e9cd11a09457f157f1b33bfb","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":null,"iv_pct":159.66207465195845,"put_call_skew_pp":-11.034051176638116,"implied_move_pct":74.46546012425736,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9350d2e3177ad9058488fee403045b641ba31b0f639cb068429e120a762a0d1f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":null,"iv_pct":115.1325277748394,"put_call_skew_pp":-15.989093817162988,"implied_move_pct":55.4176660800408,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"54c19f0be464f955db22cd3fcedbedc55074a1e09c288b0c376eb5cffc3eba3f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}