{"schemaVersion":1,"symbol":"VNLA","days":90,"observations":[{"symbol":"VNLA","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:17.962000+00:00","captured_at":"2026-10-26T13:32:19.677Z","last_trade_at":"2026-10-26T13:30:00.254066107Z","price":48.73,"iv_pct":17.532811618788607,"implied_move_pct":3.7015691345981727,"put_call_skew_pp":-4.189657686991804,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNLA","source_hash":"93032fed3e8c2c9075aac473d977cdcecd9184db71f2c7b608c491ba7fd10f1f"},{"symbol":"VNLA","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:21.509000+00:00","captured_at":"2026-11-03T14:41:44.444Z","last_trade_at":"2026-11-03T14:40:57.474726443Z","price":48.615,"iv_pct":20.667651378006813,"implied_move_pct":3.5741487571672725,"put_call_skew_pp":-4.882932697054665,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VNLA","source_hash":"c8da3830d08f26c2685055c31b41cf0e6ac74950c8a4fd5e70c593afe867d694"}],"dailyIv":[{"symbol":"VNLA","date":"2026-10-19","iv_pct":17.601911664755654,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.449013079667065,"put_iv_pct":20.576812913907286},{"expiry":"2026-12-18","call_iv_pct":15.813995837669093,"put_iv_pct":18.876800731261426},{"expiry":"2027-02-19","call_iv_pct":15.902257142857144,"put_iv_pct":19.014945355191255},{"expiry":"2027-05-21","call_iv_pct":16.29268244575937,"put_iv_pct":15.888785811732605}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"68413430dd5456bfe3a5f155a859ca2d67df0bf294bc5e1699dca1be2f49ed4a","captured_at":"2026-11-01T17:41:17.851779+00:00"},{"symbol":"VNLA","date":"2026-10-20","iv_pct":17.669323105644743,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.187175043327557,"put_iv_pct":20.928064784053156},{"expiry":"2026-12-18","call_iv_pct":15.932053941908714,"put_iv_pct":19.06313473877177},{"expiry":"2027-02-19","call_iv_pct":15.958852536747273,"put_iv_pct":19.123023255813955},{"expiry":"2027-05-21","call_iv_pct":16.315669291338583,"put_iv_pct":15.846611253196933}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2be01c960a12e07fa10d561046a67b9811351d52d8e54dfb6f4b5ebc538f180e","captured_at":"2026-11-01T15:26:13.230612+00:00"},{"symbol":"VNLA","date":"2026-10-21","iv_pct":17.60322412534231,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.519095127610207,"put_iv_pct":20.769876644736843},{"expiry":"2026-12-18","call_iv_pct":16.0743912591051,"put_iv_pct":18.859201834862386},{"expiry":"2027-02-19","call_iv_pct":15.612299717247879,"put_iv_pct":19.180819672131147},{"expiry":"2027-05-21","call_iv_pct":15.972553191489364,"put_iv_pct":15.837555555555555}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"38734e25d7c303eb33eb30eed6aec099cf73762b6e014b674550240562026a51","captured_at":"2026-11-01T13:48:36.963088+00:00"},{"symbol":"VNLA","date":"2026-10-22","iv_pct":17.703856917019994,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.54309007981756,"put_iv_pct":21.333176074136478},{"expiry":"2026-12-18","call_iv_pct":15.846129685916921,"put_iv_pct":18.97162162162162},{"expiry":"2027-02-19","call_iv_pct":15.574309872029252,"put_iv_pct":19.451104972375692},{"expiry":"2027-05-21","call_iv_pct":15.981385199240986,"put_iv_pct":15.930037831021437}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"79491a6302aab36027bd20a0e89f29bc95575b251e1ad06b6c83e5ca85f87861","captured_at":"2026-10-25T08:02:55.666821+00:00"},{"symbol":"VNLA","date":"2026-10-23","iv_pct":13.865888468133248,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":7.511590909090909,"put_iv_pct":18.087010014306156},{"expiry":"2026-12-18","call_iv_pct":12.829545454545455,"put_iv_pct":15.844693726937267},{"expiry":"2027-02-19","call_iv_pct":12.34486274509804,"put_iv_pct":16.115384615384613},{"expiry":"2027-05-21","call_iv_pct":12.187791411042946,"put_iv_pct":16.006228868660596}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"511a11e4f26fe0c4cb122665fc94e7e687279e725bb08214e548accf1a0002d3","captured_at":"2026-10-25T08:02:54.638956+00:00"},{"symbol":"VNLA","date":"2026-10-26","iv_pct":14.108841989536426,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":8.455154908547966,"put_iv_pct":18.92701863354037},{"expiry":"2026-12-18","call_iv_pct":12.79409168081494,"put_iv_pct":16.087442196531793},{"expiry":"2027-02-19","call_iv_pct":12.258402799872734,"put_iv_pct":15.977056856187291},{"expiry":"2027-05-21","call_iv_pct":12.28413953488372,"put_iv_pct":16.087429305912597}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"62f441c8b31313116e652656d25babf533b9543c549791214e70aa36599fd3e0","captured_at":"2026-11-01T10:25:45.369185+00:00"},{"symbol":"VNLA","date":"2026-10-27","iv_pct":14.03303884316622,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":6.831975703324809,"put_iv_pct":19.38749825783972},{"expiry":"2026-12-18","call_iv_pct":12.6578355704698,"put_iv_pct":16.341737226277374},{"expiry":"2027-02-19","call_iv_pct":12.286746650046744,"put_iv_pct":16.34554054054054},{"expiry":"2027-05-21","call_iv_pct":12.309969278033794,"put_iv_pct":16.103007518796993}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6554ddb68df6afab2ad6a3446b113ed523ab0f99f36a906b7840bed194e1f3d0","captured_at":"2026-11-01T08:41:08.651585+00:00"},{"symbol":"VNLA","date":"2026-10-28","iv_pct":14.122024458123397,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":6.5603400309119015,"put_iv_pct":19.842089447938505},{"expiry":"2026-12-18","call_iv_pct":12.791841004184098,"put_iv_pct":16.536978785662036},{"expiry":"2027-02-19","call_iv_pct":12.328019248680533,"put_iv_pct":16.207668161434977},{"expiry":"2027-05-21","call_iv_pct":12.334516129032258,"put_iv_pct":16.374742857142856}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"1275082f6732d3c24ef458797038c66b54c8074f3f8dab40eeb401a3982690fb","captured_at":"2026-11-01T06:08:00.764913+00:00"},{"symbol":"VNLA","date":"2026-10-29","iv_pct":14.83107561734629,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.625190476190475,"put_iv_pct":20.35523608174771},{"expiry":"2026-12-18","call_iv_pct":8.595417335473513,"put_iv_pct":16.400828402366866},{"expiry":"2027-02-19","call_iv_pct":12.343887530562348,"put_iv_pct":16.34400225479143},{"expiry":"2027-05-21","call_iv_pct":11.971684053651265,"put_iv_pct":16.01235880398671}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c65295e4ee17bacb1931516d5d0faf9c5eeef5aec8abcc2851a797ed406923e8","captured_at":"2026-11-01T03:33:07.286902+00:00"},{"symbol":"VNLA","date":"2026-10-30","iv_pct":15.20497047711596,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.222554476058296,"put_iv_pct":19.255000748643088},{"expiry":"2026-12-18","call_iv_pct":12.949303081468974,"put_iv_pct":15.040564792555255},{"expiry":"2027-02-19","call_iv_pct":12.65479966752863,"put_iv_pct":15.28055751844539},{"expiry":"2027-05-21","call_iv_pct":12.172698924731181,"put_iv_pct":16.064284607496866}],"source":"ThetaData EOD Greeks","provider_symbol":"VNLA","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"6f30c1160c92b525f3b594ef27ccd7d8c46be11eff8f7c307e93e554348d2820","captured_at":"2026-11-01T01:01:04.733228+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VNLA","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":17.601911664755658,"put_call_skew_pp":1.9748490765349747,"implied_move_pct":8.813416795242134,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"68413430dd5456bfe3a5f155a859ca2d67df0bf294bc5e1699dca1be2f49ed4a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":null,"iv_pct":17.669323105644743,"put_call_skew_pp":2.141770804628421,"implied_move_pct":8.787062458532205,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2be01c960a12e07fa10d561046a67b9811351d52d8e54dfb6f4b5ebc538f180e","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":null,"iv_pct":17.60322412534231,"put_call_skew_pp":2.117278602958346,"implied_move_pct":8.680155509455574,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"38734e25d7c303eb33eb30eed6aec099cf73762b6e014b674550240562026a51","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":null,"iv_pct":17.703856917019994,"put_call_skew_pp":2.4352564155376273,"implied_move_pct":8.665148495960675,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"79491a6302aab36027bd20a0e89f29bc95575b251e1ad06b6c83e5ca85f87861","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":null,"iv_pct":13.86588846813325,"put_call_skew_pp":5.2948816763778215,"implied_move_pct":6.99230440924107,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"511a11e4f26fe0c4cb122665fc94e7e687279e725bb08214e548accf1a0002d3","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":null,"iv_pct":14.108841989536426,"put_call_skew_pp":5.321789517013173,"implied_move_pct":6.929543629633898,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"62f441c8b31313116e652656d25babf533b9543c549791214e70aa36599fd3e0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":null,"iv_pct":14.033038843166223,"put_call_skew_pp":6.022814085394869,"implied_move_pct":6.883399708365252,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6554ddb68df6afab2ad6a3446b113ed523ab0f99f36a906b7840bed194e1f3d0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":null,"iv_pct":14.122024458123397,"put_call_skew_pp":6.236690709842396,"implied_move_pct":6.879380569400041,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"1275082f6732d3c24ef458797038c66b54c8074f3f8dab40eeb401a3982690fb","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":null,"iv_pct":14.83107561734629,"put_call_skew_pp":4.894061536753778,"implied_move_pct":6.899323929594399,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c65295e4ee17bacb1931516d5d0faf9c5eeef5aec8abcc2851a797ed406923e8","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":null,"iv_pct":15.20497047711596,"put_call_skew_pp":2.410262879338379,"implied_move_pct":6.96980286438562,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"6f30c1160c92b525f3b594ef27ccd7d8c46be11eff8f7c307e93e554348d2820","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}