{"schemaVersion":1,"symbol":"VSTM","days":90,"observations":[{"symbol":"VSTM","expiry":"2026-11-20","observed_at":"2026-10-22T16:12:59.214000+00:00","captured_at":"2026-10-22T16:27:51.590Z","last_trade_at":"2026-10-22T16:27:18.52110946Z","price":9.82,"iv_pct":205.19479487636937,"implied_move_pct":42.63862282550133,"put_call_skew_pp":-34.679194881410055,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VSTM","source_hash":"db69cc519f86e7a6f4b621752fd68a83f0bd7c583e386f18b6c9145aa1fbf07c"},{"symbol":"VSTM","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:58.106000+00:00","captured_at":"2026-10-23T00:34:39.937Z","last_trade_at":"2026-10-22T23:50:26.810649473Z","price":9.96,"iv_pct":210.56483960373288,"implied_move_pct":44.60575628284363,"put_call_skew_pp":122.87268138455826,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VSTM","source_hash":"e84b9d02584494e63b1c266003f8c056217f58e198548639af20c45c8d015502"},{"symbol":"VSTM","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.926000+00:00","captured_at":"2026-10-23T20:45:19.630Z","last_trade_at":"2026-10-23T20:11:02.38379093Z","price":10.02,"iv_pct":224.0086041105148,"implied_move_pct":47.09883624720481,"put_call_skew_pp":180.10021969678075,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VSTM","source_hash":"b84c1450e21c0518d3c6b6fcdc249b2768c03a62cad63baa1b20d9aa37b95f6c"},{"symbol":"VSTM","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:58.117000+00:00","captured_at":"2026-10-27T01:28:58.535Z","last_trade_at":"2026-10-26T20:38:05.33147891Z","price":10,"iv_pct":188.1553649969429,"implied_move_pct":38.913611332758315,"put_call_skew_pp":5.254327559783745,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VSTM","source_hash":"64e6e1d75e18add67c4976fae4d002843da8934216cb9c78ddc142bc04352d5c"},{"symbol":"VSTM","expiry":"2026-11-20","observed_at":"2026-10-29T19:50:04.745000+00:00","captured_at":"2026-10-29T21:57:48.487Z","last_trade_at":"2026-10-29T21:12:15.309878628Z","price":9.5801,"iv_pct":203.21079972481283,"implied_move_pct":30.94169204316342,"put_call_skew_pp":-17.997407341229156,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VSTM","source_hash":"5d49eb0a26d69ff25eb9124669efc6aa12fce4e2225dba78c5144f6c5c0f6f48"},{"symbol":"VSTM","expiry":"2026-11-20","observed_at":"2026-10-30T19:54:59.187000+00:00","captured_at":"2026-10-30T21:38:16.830Z","last_trade_at":"2026-10-30T21:16:53.734066462Z","price":9.58,"iv_pct":96.65324650402162,"implied_move_pct":19.52618215214213,"put_call_skew_pp":161.0785684035609,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VSTM","source_hash":"e45be8b18509325a657166a9b0af61cc4a78ae4bf3bf9784dfca785a6c4407c1"},{"symbol":"VSTM","expiry":"2026-11-20","observed_at":"2026-11-03T19:31:24.651000+00:00","captured_at":"2026-11-03T19:40:11.156Z","last_trade_at":"2026-11-03T19:39:44.768329411Z","price":9.655,"iv_pct":120.001013320893,"implied_move_pct":23.130356480073942,"put_call_skew_pp":20.31421012793919,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VSTM","source_hash":"0bea0ac03543e864432c535a731f9b0c59aecf206cd6b9488b0029c630cde1ec"}],"dailyIv":[{"symbol":"VSTM","date":"2026-10-19","iv_pct":133.0862226561024,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":109.36139505597022,"put_iv_pct":161.04506951976478},{"expiry":"2026-12-18","call_iv_pct":144.92363808322824,"put_iv_pct":127.46772859932176},{"expiry":"2027-01-15","call_iv_pct":182.50009005920847,"put_iv_pct":105.38331716656029},{"expiry":"2027-03-19","call_iv_pct":150.69217712177118,"put_iv_pct":83.31636564299426}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e1ea14db509a307b6c682ba2614850e59d033e054890ce766725021ff412ea6f","captured_at":"2026-11-01T17:42:27.445946+00:00"},{"symbol":"VSTM","date":"2026-10-20","iv_pct":116.87377208754458,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":67.59552920577794,"put_iv_pct":139.27981965197654},{"expiry":"2026-12-18","call_iv_pct":77.3820859534042,"put_iv_pct":121.97543709759837},{"expiry":"2027-01-15","call_iv_pct":136.61583257918554,"put_iv_pct":105.60002534130453},{"expiry":"2027-03-19","call_iv_pct":173.81585122569737,"put_iv_pct":112.72559564541214}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"7d6832dfd06a80760780a957a9611439d885179645dc2633bea8c419735fb5d5","captured_at":"2026-11-01T15:27:22.235932+00:00"},{"symbol":"VSTM","date":"2026-10-21","iv_pct":151.3267965763082,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":274.32408226877874,"put_iv_pct":109.29275704412547},{"expiry":"2026-12-18","call_iv_pct":165.22330345853476,"put_iv_pct":116.00594430257436},{"expiry":"2027-01-15","call_iv_pct":169.08784611425628,"put_iv_pct":112.55157632380156},{"expiry":"2027-03-19","call_iv_pct":181.4095082872928,"put_iv_pct":82.7193548111016}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"9699e51ef14da47d945d9c0b85a9fb394de749efaf51be7ada195ac1ea2c54af","captured_at":"2026-11-01T13:49:52.268784+00:00"},{"symbol":"VSTM","date":"2026-10-22","iv_pct":137.60883495408817,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":253.9292,"put_iv_pct":162.74988405797103},{"expiry":"2026-12-18","call_iv_pct":90.2673846153846,"put_iv_pct":116.35325271059216},{"expiry":"2027-01-15","call_iv_pct":151.21087272727274,"put_iv_pct":105.41224679860302},{"expiry":"2027-03-19","call_iv_pct":123.27428571428575,"put_iv_pct":97.67355300859599}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"0c1dfdb9edae4d47629d6843580feb0dc3855287243ef2d3ff81025336875cec","captured_at":"2026-10-25T08:16:15.393539+00:00"},{"symbol":"VSTM","date":"2026-10-23","iv_pct":156.83112293812908,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":267.03022831050225,"put_iv_pct":178.7069491525424},{"expiry":"2026-12-18","call_iv_pct":157.45533980582525,"put_iv_pct":112.58839258114375},{"expiry":"2027-01-15","call_iv_pct":158.45171945701358,"put_iv_pct":129.41749843652283},{"expiry":"2027-03-19","call_iv_pct":164.05356164383562,"put_iv_pct":86.94529411764707}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"e48a3c1074803e85761634afd76834d8ed0480c8e53be776372931d394b10645","captured_at":"2026-10-25T08:16:14.059094+00:00"},{"symbol":"VSTM","date":"2026-10-26","iv_pct":142.9424772691088,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":195.70319644839068,"put_iv_pct":179.49495495495498},{"expiry":"2026-12-18","call_iv_pct":150.18541547277937,"put_iv_pct":115.38986089644514},{"expiry":"2027-01-15","call_iv_pct":147.24876651982382,"put_iv_pct":103.24628318584071},{"expiry":"2027-03-19","call_iv_pct":164.78991935483867,"put_iv_pct":87.48142131979697}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"bf17b38400f1cb6cb23d94a4e1d314931da2ca30d53f99b1a72dc8ac84f1bfbc","captured_at":"2026-11-01T10:27:06.098327+00:00"},{"symbol":"VSTM","date":"2026-10-27","iv_pct":144.98233365508608,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":286.7400378071834,"put_iv_pct":181.24356807511737},{"expiry":"2026-12-18","call_iv_pct":148.07701298701298,"put_iv_pct":114.37116137744768},{"expiry":"2027-01-15","call_iv_pct":73.05761866452133,"put_iv_pct":104.03547215496367},{"expiry":"2027-03-19","call_iv_pct":159.4664705882353,"put_iv_pct":92.8673275862069}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"2bd71db35a52bf7153dc74a3bec3f688f2959af62b193b2951dd8b4faad400f9","captured_at":"2026-11-01T08:42:08.841595+00:00"},{"symbol":"VSTM","date":"2026-10-28","iv_pct":144.4353268083702,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":305.77570588235295,"put_iv_pct":71.11526239067055},{"expiry":"2026-12-18","call_iv_pct":154.99109745390695,"put_iv_pct":120.91674788135593},{"expiry":"2027-01-15","call_iv_pct":159.1239808481532,"put_iv_pct":100.49390585241731},{"expiry":"2027-03-19","call_iv_pct":163.90359867330017,"put_iv_pct":79.16231548480462}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c381f5cf1035593d2ae6d36ca04bbc018f486fee1e5f0e5ba774de8c6dde2b8f","captured_at":"2026-11-01T06:09:23.323989+00:00"},{"symbol":"VSTM","date":"2026-10-29","iv_pct":150.03320905977537,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":310.2063641975309,"put_iv_pct":96.99706636921361},{"expiry":"2026-12-18","call_iv_pct":169.57427586206896,"put_iv_pct":117.31875000000001},{"expiry":"2027-01-15","call_iv_pct":159.34726858877085,"put_iv_pct":97.11892617449665},{"expiry":"2027-03-19","call_iv_pct":171.2373553719008,"put_iv_pct":78.46566591422122}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"4508a78ca8e7eefde660d8589cdaf6ddd349d03b50e9a9c87a3d86a4f65b0f13","captured_at":"2026-11-01T03:34:24.921378+00:00"},{"symbol":"VSTM","date":"2026-10-30","iv_pct":125.86372738554942,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":80.92645472591235,"put_iv_pct":110.43770507753116},{"expiry":"2026-12-18","call_iv_pct":160.55229546095293,"put_iv_pct":125.16878556951765},{"expiry":"2027-01-15","call_iv_pct":159.15652915980232,"put_iv_pct":102.71984141450967},{"expiry":"2027-03-19","call_iv_pct":165.83251874062967,"put_iv_pct":102.11568893553964}],"source":"ThetaData EOD Greeks","provider_symbol":"VSTM","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"3e4e1ef421876846e9e65160074f2ec34874db9c63537e3d0a82d08a5be02656","captured_at":"2026-11-01T01:02:49.787418+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VSTM","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":133.0862226561024,"put_call_skew_pp":-27.566204847884254,"implied_move_pct":60.275934027187745,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e1ea14db509a307b6c682ba2614850e59d033e054890ce766725021ff412ea6f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-20","observed_at":null,"iv_pct":116.87377208754458,"put_call_skew_pp":6.042894693056638,"implied_move_pct":55.27929264504674,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"7d6832dfd06a80760780a957a9611439d885179645dc2633bea8c419735fb5d5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-21","observed_at":null,"iv_pct":151.3267965763082,"put_call_skew_pp":-92.3687769118149,"implied_move_pct":65.92134634733509,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"9699e51ef14da47d945d9c0b85a9fb394de749efaf51be7ada195ac1ea2c54af","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-22","observed_at":null,"iv_pct":137.60883495408817,"put_call_skew_pp":-34.12320162029523,"implied_move_pct":57.93452231684945,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"0c1dfdb9edae4d47629d6843580feb0dc3855287243ef2d3ff81025336875cec","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-23","observed_at":null,"iv_pct":156.83112293812908,"put_call_skew_pp":-59.83317873233017,"implied_move_pct":65.80460870512371,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"e48a3c1074803e85761634afd76834d8ed0480c8e53be776372931d394b10645","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-26","observed_at":null,"iv_pct":142.9424772691088,"put_call_skew_pp":-43.07869435969869,"implied_move_pct":59.461007918133845,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"bf17b38400f1cb6cb23d94a4e1d314931da2ca30d53f99b1a72dc8ac84f1bfbc","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-27","observed_at":null,"iv_pct":144.98233365508608,"put_call_skew_pp":-43.70590271330434,"implied_move_pct":57.469442913631795,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"2bd71db35a52bf7153dc74a3bec3f688f2959af62b193b2951dd8b4faad400f9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-28","observed_at":null,"iv_pct":144.4353268083702,"put_call_skew_pp":-103.02653781211623,"implied_move_pct":58.74652460583116,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c381f5cf1035593d2ae6d36ca04bbc018f486fee1e5f0e5ba774de8c6dde2b8f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-29","observed_at":null,"iv_pct":150.03320905977537,"put_call_skew_pp":-105.11621389058502,"implied_move_pct":59.96843196626561,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"4508a78ca8e7eefde660d8589cdaf6ddd349d03b50e9a9c87a3d86a4f65b0f13","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-30","observed_at":null,"iv_pct":125.86372738554942,"put_call_skew_pp":-31.506444272549786,"implied_move_pct":54.5832587913986,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"3e4e1ef421876846e9e65160074f2ec34874db9c63537e3d0a82d08a5be02656","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]}]}