{"schemaVersion":1,"symbol":"YMAG","days":90,"observations":[{"symbol":"YMAG","expiry":"2026-11-20","observed_at":"2026-10-22T16:49:39.813000+00:00","captured_at":"2026-10-22T16:51:50.694Z","last_trade_at":"2026-10-22T16:51:49.270148841Z","price":10.885,"iv_pct":26.216381037168023,"implied_move_pct":5.984197684951075,"put_call_skew_pp":-2.2440709088004995,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/YMAG","source_hash":"19f0fd6cda52c736a6fea37a3680603838183c6a26fd4ea14032f60939ff5d69"},{"symbol":"YMAG","expiry":"2026-11-20","observed_at":"2026-10-22T19:54:54.487000+00:00","captured_at":"2026-10-23T01:02:30.809Z","last_trade_at":"2026-10-23T00:00:00.059731178Z","price":10.87,"iv_pct":25.918060952591947,"implied_move_pct":6.134765814140285,"put_call_skew_pp":0.20196499808909918,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/YMAG","source_hash":"9c1b51ab3ff759c36caadf68e06c4a1aea8a0227303c61fe5fd64d0dbf762d60"},{"symbol":"YMAG","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:58.387000+00:00","captured_at":"2026-10-26T21:56:45.344Z","last_trade_at":"2026-10-26T21:50:17.407510261Z","price":10.8511,"iv_pct":48.476853535267864,"implied_move_pct":11.62651725802305,"put_call_skew_pp":-16.783481237544972,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/YMAG","source_hash":"65b35a56c475909e5e2d31f38646be93c2e2731f2b4ca581c7e88ccc10aac847"},{"symbol":"YMAG","expiry":"2026-11-20","observed_at":"2026-10-28T15:12:16.842000+00:00","captured_at":"2026-10-28T15:14:50.028Z","last_trade_at":"2026-10-28T15:13:27.343174186Z","price":10.87,"iv_pct":24.188194948880813,"implied_move_pct":4.820517217470409,"put_call_skew_pp":21.45103204649609,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/YMAG","source_hash":"47dc7ac2ff91ffa98288c5e10f0e7f6bb4cd51fa03d3300daff5e5b0c833b3de"},{"symbol":"YMAG","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:21.956000+00:00","captured_at":"2026-10-28T23:31:37.501Z","last_trade_at":"2026-10-28T22:30:00.002408117Z","price":10.89,"iv_pct":25.207695632207972,"implied_move_pct":5.646298007986919,"put_call_skew_pp":4.943672890607676,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/YMAG","source_hash":"67682ead26809322ee0e02bacaaf7aac196c491f3f71fe13ecee7b6db2980d58"},{"symbol":"YMAG","expiry":"2026-11-20","observed_at":"2026-10-29T19:49:45.219000+00:00","captured_at":"2026-10-30T01:43:36.080Z","last_trade_at":"2026-10-30T00:00:00.156087053Z","price":10.68,"iv_pct":33.46747453603052,"implied_move_pct":7.673228353487296,"put_call_skew_pp":36.16855794590562,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/YMAG","source_hash":"8fe3164364f95402b103eab6127720b7252ffd8044d0c8ab12e7c48d579d9633"},{"symbol":"YMAG","expiry":"2026-11-20","observed_at":"2026-10-30T15:11:12.137000+00:00","captured_at":"2026-10-30T15:25:18.893Z","last_trade_at":"2026-10-30T15:24:39.575319006Z","price":10.61,"iv_pct":54.628391866139566,"implied_move_pct":8.193327616949864,"put_call_skew_pp":-65.70925295336039,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/YMAG","source_hash":"3fe55039cc8c189f8011c62f2a6eb66429867d94fd4d4736a1a5349768381fad"},{"symbol":"YMAG","expiry":"2026-11-20","observed_at":"2026-10-30T19:53:12.129000+00:00","captured_at":"2026-10-31T00:44:21.945Z","last_trade_at":"2026-10-31T00:00:00.15369304Z","price":10.53,"iv_pct":56.10798071113188,"implied_move_pct":12.76715308118333,"put_call_skew_pp":-50.29663457915407,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/YMAG","source_hash":"8805d6b02321b5e359dda12d9f2ea85f6d83ad3defb5a748cd698c0dc2be84b9"}],"dailyIv":[{"symbol":"YMAG","date":"2026-10-27","iv_pct":38.63305547029455,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.683567134268547,"put_iv_pct":37.910788029925186},{"expiry":"2026-12-18","call_iv_pct":12.672646269457866,"put_iv_pct":50.38542105263157},{"expiry":"2027-01-15","call_iv_pct":10.697142163998059,"put_iv_pct":64.28406762295083},{"expiry":"2027-04-16","call_iv_pct":11.350811489124373,"put_iv_pct":99.08}],"source":"ThetaData EOD Greeks","provider_symbol":"YMAG","calendar_adjustments":[],"calendar_source":"ThetaData year_holidays","source_hash":"c4e8c874eb62a3af0d85b44797ada74133ebbd3e51836690c473d06ec8bdfd44","captured_at":"2026-11-01T08:49:45.939151+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/YMAG","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":"2026-10-27","observed_at":null,"iv_pct":38.63305547029455,"put_call_skew_pp":48.564027412164684,"implied_move_pct":18.747148551839217,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-listed-fridays-50delta-v2","source_hash":"c4e8c874eb62a3af0d85b44797ada74133ebbd3e51836690c473d06ec8bdfd44","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}