{"schemaVersion":1,"symbol":"A","days":90,"observations":[{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-21T19:50:08.795000+00:00","captured_at":"2026-10-22T00:09:56.797Z","last_trade_at":"2026-10-21T23:00:00.0035977Z","price":177.75,"iv_pct":33.541596999268656,"implied_move_pct":7.731489170888303,"put_call_skew_pp":0.29481433631823317,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"931dc06ada59bf9903db8cf6fc23d2c4d01645e5a59dfe1489d13227dd94624c"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-22T19:56:38.948000+00:00","captured_at":"2026-10-22T21:22:43.788Z","last_trade_at":"2026-10-22T20:10:00.004095628Z","price":173.89,"iv_pct":36.47401229752673,"implied_move_pct":8.220384789017398,"put_call_skew_pp":1.9514878494550914,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"afadb40ad8aec2bda0c51fb9f67ee9ab12cf1186c4c3758c0ac6483a807f79a1"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-23T19:56:07.706000+00:00","captured_at":"2026-10-23T21:42:34.277Z","last_trade_at":"2026-10-23T20:10:00.002344545Z","price":173.07,"iv_pct":33.176271101278665,"implied_move_pct":7.452680942459875,"put_call_skew_pp":-1.5237558062939582,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"6f4dd6b0785c96332566997ac63f2977c8346feb37bd879a69176063e16bdd3e"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-26T14:57:34.533000+00:00","captured_at":"2026-10-26T15:07:55.021Z","last_trade_at":"2026-10-26T15:07:03.092646358Z","price":175.98,"iv_pct":36.22421190305381,"implied_move_pct":7.661845237044851,"put_call_skew_pp":0.6705691017933446,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"593613c44bea33289cac4cd82e5b96f7cb4b7da5780d392a02dabbd87182d509"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-26T19:56:16.730000+00:00","captured_at":"2026-10-27T03:09:36.668Z","last_trade_at":"2026-10-26T23:00:00.002603088Z","price":175.96,"iv_pct":33.401840234448855,"implied_move_pct":7.111626441338295,"put_call_skew_pp":5.031070186964487,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"4dd9795d5a544f32f6b0df263099d36d928577eecc32b1d5533b52ddec3250f5"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:59.262000+00:00","captured_at":"2026-10-28T03:22:14.155Z","last_trade_at":"2026-10-27T23:00:00.002653124Z","price":177.49,"iv_pct":34.681471037254056,"implied_move_pct":7.111036042424952,"put_call_skew_pp":2.671139789858379,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"b6fdd928a92aa1252cc58a84e154ea80a10e9067ad657eb6758790d8d6bf5ffc"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-28T15:00:38.674000+00:00","captured_at":"2026-10-28T15:15:15.190Z","last_trade_at":"2026-10-28T15:15:03.623617541Z","price":182.095,"iv_pct":35.339030933669825,"implied_move_pct":7.128710067068448,"put_call_skew_pp":0.6799174587377055,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"33d2766cfd29b003f89309d50aeb7ca672255f4c373d9d0326d4a0abba751d92"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:23.245000+00:00","captured_at":"2026-10-28T23:31:50.257Z","last_trade_at":"2026-10-28T23:00:00.002647614Z","price":181.48,"iv_pct":34.015883999884245,"implied_move_pct":6.894755083769777,"put_call_skew_pp":1.7168433761347246,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"e0520d89e6cd913c5fdfaef4fb89b19903e18f00ad9b9bd54d0c7cd2bb92e4a6"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-29T19:56:05.318000+00:00","captured_at":"2026-10-30T01:43:48.806Z","last_trade_at":"2026-10-29T23:00:00.002732692Z","price":181.15,"iv_pct":34.958148471415406,"implied_move_pct":6.917997534526503,"put_call_skew_pp":0.25307979507425693,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"8c50693d703631c0cfd8f890a81c01e23dc1b6731782149c6cd2839cb86d19ae"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-30T15:23:48.318000+00:00","captured_at":"2026-10-30T15:25:31.136Z","last_trade_at":"2026-10-30T15:25:27.821270736Z","price":174.26,"iv_pct":36.87840714905427,"implied_move_pct":7.084347855295438,"put_call_skew_pp":0.7696915456489983,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"99baa339d7513e27d83846fd5fd646753ca968504eef15cbd789152e9a4ffd2c"},{"symbol":"A","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:57.245000+00:00","captured_at":"2026-10-31T00:44:31.299Z","last_trade_at":"2026-10-30T23:00:00.002892233Z","price":174.87,"iv_pct":37.17501955888473,"implied_move_pct":7.139969573973517,"put_call_skew_pp":1.9423295668549945,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/A","source_hash":"324dc879e93463687b8697736697c31a0ab07ccd1d1be4b775dc3799df2fce56"}],"dailyIv":[{"symbol":"A","date":"2026-08-10","iv_pct":33.399546668293766,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":24.711392587261606,"put_iv_pct":31.93319794784096},{"expiry":"2026-09-18","call_iv_pct":35.66661354581673,"put_iv_pct":38.18064583333333},{"expiry":"2026-10-16","call_iv_pct":32.87582524271845,"put_iv_pct":36.28353884093711},{"expiry":"2026-11-20","call_iv_pct":31.491249999999997,"put_iv_pct":36.05390934844193}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"27cd78d0cc9e6afcc2bb1d42cc7556d05d37e8ca24bb38ef4b2bb8b75fa4d161","captured_at":"2026-10-22T20:49:12.673936+00:00","observed_at":"2026-08-10T15:59:00-04:00","session_close_at":"2026-08-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"bcff7ca5138a0cd6eb81ae4d330d458ad4f6063b9ec5cf4b2473185092ebf430"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b8bdbefeff13f4c2302b985e10bdd65fc084639525762b4f376bea9e67047a68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9d812432b5ca28f67a20626ff1710bdb1fbfda2b0e684d0b0b0b5c9567bbf76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ad775bf3b4acb05dbec4c06b864cc0537c2e3b3df31dfa953279e6609f06e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9927598acc38bb83d1a6ff5ca4ad128c70a3f91a0889d148fd553976a2065205"}]},{"symbol":"A","date":"2026-08-11","iv_pct":33.52363479483177,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":28.450661417322838,"put_iv_pct":32.626137239784114},{"expiry":"2026-09-18","call_iv_pct":35.726427923844064,"put_iv_pct":36.34223829787234},{"expiry":"2026-10-16","call_iv_pct":33.006551351351355,"put_iv_pct":33.96202312138728},{"expiry":"2026-11-20","call_iv_pct":33.35099734042553,"put_iv_pct":34.724041666666665}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2f57e85cb5bc3f00751f412fbc70471a5fb793b9722385c8ee53af07006a127c","captured_at":"2026-10-22T20:49:10.831124+00:00","observed_at":"2026-08-11T15:59:00-04:00","session_close_at":"2026-08-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"2a53a2b749891cca69c926552cb9f7e1980b7c432d61f08d5e107adfacbaac58"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b8bdbefeff13f4c2302b985e10bdd65fc084639525762b4f376bea9e67047a68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9d812432b5ca28f67a20626ff1710bdb1fbfda2b0e684d0b0b0b5c9567bbf76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ad775bf3b4acb05dbec4c06b864cc0537c2e3b3df31dfa953279e6609f06e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9927598acc38bb83d1a6ff5ca4ad128c70a3f91a0889d148fd553976a2065205"}]},{"symbol":"A","date":"2026-08-12","iv_pct":33.25479176503586,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":31.252035742035744,"put_iv_pct":29.577598982927718},{"expiry":"2026-09-18","call_iv_pct":37.071000000000005,"put_iv_pct":37.40249557522124},{"expiry":"2026-10-16","call_iv_pct":32.35978147762747,"put_iv_pct":33.918320526893524},{"expiry":"2026-11-20","call_iv_pct":31.897296620775972,"put_iv_pct":32.55980519480519}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e9b55c46e39da5607f4d385d4fdd9d0e59890ed5385c6007e70a79c1c9f4ef6","captured_at":"2026-10-22T20:49:09.115626+00:00","observed_at":"2026-08-12T15:59:00-04:00","session_close_at":"2026-08-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"32a3aa2dc5b4c3edff91a2d533c84cc1b7742011375b54140a4f10e5d0b9cd29"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b8bdbefeff13f4c2302b985e10bdd65fc084639525762b4f376bea9e67047a68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9d812432b5ca28f67a20626ff1710bdb1fbfda2b0e684d0b0b0b5c9567bbf76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ad775bf3b4acb05dbec4c06b864cc0537c2e3b3df31dfa953279e6609f06e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9927598acc38bb83d1a6ff5ca4ad128c70a3f91a0889d148fd553976a2065205"}]},{"symbol":"A","date":"2026-08-13","iv_pct":32.19987643423502,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":25.924632567173838,"put_iv_pct":25.25964509394572},{"expiry":"2026-09-18","call_iv_pct":36.22769094138544,"put_iv_pct":37.196456621004565},{"expiry":"2026-10-16","call_iv_pct":32.883011077542804,"put_iv_pct":34.52498273878021},{"expiry":"2026-11-20","call_iv_pct":31.86537389100127,"put_iv_pct":33.71721854304636}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dfe17a30837c16cc40b130dbe7d62c27316b842222e9dacf6bc02f27bac92be0","captured_at":"2026-10-22T20:49:07.259587+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"6c42f6cfcc22355cfeeae73741a09014c25f6f0df0a37d33b557d42d1b3b9ff5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b8bdbefeff13f4c2302b985e10bdd65fc084639525762b4f376bea9e67047a68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9d812432b5ca28f67a20626ff1710bdb1fbfda2b0e684d0b0b0b5c9567bbf76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ad775bf3b4acb05dbec4c06b864cc0537c2e3b3df31dfa953279e6609f06e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9927598acc38bb83d1a6ff5ca4ad128c70a3f91a0889d148fd553976a2065205"}]},{"symbol":"A","date":"2026-08-14","iv_pct":32.855628526942226,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":30.50077054210706,"put_iv_pct":30.08581355349157},{"expiry":"2026-09-18","call_iv_pct":36.131562499999994,"put_iv_pct":34.80307086614173},{"expiry":"2026-10-16","call_iv_pct":32.65082912032356,"put_iv_pct":33.382508038585215},{"expiry":"2026-11-20","call_iv_pct":32.170050314465406,"put_iv_pct":33.12042328042328}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6493c0b3726fa355da2fd631923335a4cc6f5a7239192605a4ab81e16d9c1bef","captured_at":"2026-10-22T20:48:56.802969+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"9081637b1cb6e6a3972ce5445176d26c37d2505aceb31c155e6bfae07c74392f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b8bdbefeff13f4c2302b985e10bdd65fc084639525762b4f376bea9e67047a68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9d812432b5ca28f67a20626ff1710bdb1fbfda2b0e684d0b0b0b5c9567bbf76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ad775bf3b4acb05dbec4c06b864cc0537c2e3b3df31dfa953279e6609f06e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9927598acc38bb83d1a6ff5ca4ad128c70a3f91a0889d148fd553976a2065205"}]},{"symbol":"A","date":"2026-08-17","iv_pct":33.553949012308316,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":36.5481903864279,"put_iv_pct":31.042616396761137},{"expiry":"2026-09-18","call_iv_pct":37.24337278106509,"put_iv_pct":36.789838449111464},{"expiry":"2026-10-16","call_iv_pct":32.50155053974485,"put_iv_pct":30.935807692307694},{"expiry":"2026-11-20","call_iv_pct":31.201980558930742,"put_iv_pct":32.16823529411765}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bab79569572f860901e03b4efe4a734d7d386f7204b647954e4a59cae7ddf852","captured_at":"2026-10-22T20:48:41.133171+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"9d2c4ac0fb9534f945a5d3f3de9e685a068c48fa6ba7769ae8cae4dcc3268ddd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47c559e7cff06122caeeea0e638de338f904ac7012620ec318cb7eaa5bde9329"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"eb74b39cc7560991594ea4c5bc8ff3af139638ed069354ca728b119aeaffff22"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4363a83ad32fdbf0273d510dbfc356fe2a2f7eff775310fe1ba1be5f2630fc5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9daabbe45f952af93438b6a1a45cd012b526c98ad8e144b16e131dc0c6e82b5"}]},{"symbol":"A","date":"2026-08-18","iv_pct":33.90394195062508,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.48890219560878,"put_iv_pct":32.27413459210845},{"expiry":"2026-09-18","call_iv_pct":37.45324873096447,"put_iv_pct":36.32066235864297},{"expiry":"2026-10-16","call_iv_pct":33.42589390962672,"put_iv_pct":34.19},{"expiry":"2026-11-20","call_iv_pct":32.18269135802469,"put_iv_pct":31.896002460024604}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e06845e4971c9879b59518ac648674c324d7fa20aded111fb962af585cc45f4e","captured_at":"2026-10-22T20:48:37.289962+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"60a79d5772fdd861bf5edeb973b6ed4be0d77168b5decd252819a9c7004bf3cc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47c559e7cff06122caeeea0e638de338f904ac7012620ec318cb7eaa5bde9329"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"eb74b39cc7560991594ea4c5bc8ff3af139638ed069354ca728b119aeaffff22"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4363a83ad32fdbf0273d510dbfc356fe2a2f7eff775310fe1ba1be5f2630fc5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9daabbe45f952af93438b6a1a45cd012b526c98ad8e144b16e131dc0c6e82b5"}]},{"symbol":"A","date":"2026-08-19","iv_pct":39.02751117839192,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":59.696302772920305,"put_iv_pct":40.94104474322239},{"expiry":"2026-09-18","call_iv_pct":38.45172945205479,"put_iv_pct":38.13563279857397},{"expiry":"2026-10-16","call_iv_pct":34.12615384615385,"put_iv_pct":35.486809470124015},{"expiry":"2026-11-20","call_iv_pct":33.241706666666666,"put_iv_pct":32.14070967741935}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2dd0f0c0dc464a23d5de34923e1b7b0da5a9194459a246d4ffe392ba79692cc8","captured_at":"2026-10-22T20:48:35.734356+00:00","observed_at":"2026-08-19T15:59:00-04:00","session_close_at":"2026-08-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"67ad2a02385888f07a15f043a55635b76a58d399cb8780358281e5cdfa4dd8a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47c559e7cff06122caeeea0e638de338f904ac7012620ec318cb7eaa5bde9329"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"eb74b39cc7560991594ea4c5bc8ff3af139638ed069354ca728b119aeaffff22"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4363a83ad32fdbf0273d510dbfc356fe2a2f7eff775310fe1ba1be5f2630fc5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9daabbe45f952af93438b6a1a45cd012b526c98ad8e144b16e131dc0c6e82b5"}]},{"symbol":"A","date":"2026-08-21","iv_pct":35.59624129367407,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.97237410071943,"put_iv_pct":39.066507791017415},{"expiry":"2026-10-16","call_iv_pct":34.74824175824176,"put_iv_pct":34.324812286689415},{"expiry":"2026-11-20","call_iv_pct":33.65257452574525,"put_iv_pct":32.82976127320955},{"expiry":"2026-12-18","call_iv_pct":35.13507317073171,"put_iv_pct":34.040585443037976}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a88cce5a692cb58c1c0009e198b46b323b10e47a19f51ae77a1fc804ddcf332c","captured_at":"2026-10-22T20:48:31.156194+00:00","observed_at":"2026-08-21T15:59:00-04:00","session_close_at":"2026-08-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"aa4244310b23c4ac8f4f6d41945e05c6328d0e91f60dbbdf8490482272e271f3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"eb74b39cc7560991594ea4c5bc8ff3af139638ed069354ca728b119aeaffff22"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4363a83ad32fdbf0273d510dbfc356fe2a2f7eff775310fe1ba1be5f2630fc5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9daabbe45f952af93438b6a1a45cd012b526c98ad8e144b16e131dc0c6e82b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cd9b16f293c9b32d39092bc5951b80f73a29119d88233322fa80b665afbf404e"}]},{"symbol":"A","date":"2026-08-24","iv_pct":36.953507692906534,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.46707214765101,"put_iv_pct":42.8625},{"expiry":"2026-10-16","call_iv_pct":36.02102974828375,"put_iv_pct":35.35164502164502},{"expiry":"2026-11-20","call_iv_pct":34.41516512549537,"put_iv_pct":33.221753731343284},{"expiry":"2026-12-18","call_iv_pct":35.20901960784314,"put_iv_pct":35.07987616099071}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4b2256db2bca14ff9132bb87e5928e9853cde036786fccbc7a20a2753051915a","captured_at":"2026-10-22T20:48:13.118030+00:00","observed_at":"2026-08-24T15:59:00-04:00","session_close_at":"2026-08-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"273e008d680dc5d555c2943732c493d9d74d5febca47029c8dc77dd8612b475c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85e50fa90ec2c76901cb24de708681b4c4c9d9bf599aefeee160209cc048e8b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ea1e456c6feb9edf13797d0788cd223e7df70e947f98f4818493a1f317642c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4821b062a6a247a8362bd5c0d5abaf24703e41dcb4f91946297672cde4113aba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4244197e798c063ee0f73f8c3a70c5461e053dce7925803fad7c002b3a384d3d"}]},{"symbol":"A","date":"2026-08-25","iv_pct":36.821527264014215,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":41.929164037854896,"put_iv_pct":43.5111120615911},{"expiry":"2026-10-16","call_iv_pct":34.420857740585774,"put_iv_pct":35.58545820745216},{"expiry":"2026-11-20","call_iv_pct":33.38267605633803,"put_iv_pct":34.55620923913044},{"expiry":"2026-12-18","call_iv_pct":35.709681020733655,"put_iv_pct":35.47705974842768}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"83b8dc94f955a3c8cf3ebb18fbd663cff14c0f58a09590a0be1f3788a60af112","captured_at":"2026-10-22T20:48:11.417810+00:00","observed_at":"2026-08-25T15:59:00-04:00","session_close_at":"2026-08-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"b0fc24106aa58239065dba080a6e9f269ad4c157571f05a044dff7f4ea9ee92f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85e50fa90ec2c76901cb24de708681b4c4c9d9bf599aefeee160209cc048e8b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ea1e456c6feb9edf13797d0788cd223e7df70e947f98f4818493a1f317642c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4821b062a6a247a8362bd5c0d5abaf24703e41dcb4f91946297672cde4113aba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4244197e798c063ee0f73f8c3a70c5461e053dce7925803fad7c002b3a384d3d"}]},{"symbol":"A","date":"2026-08-26","iv_pct":38.0888584081237,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":45.84876424189307,"put_iv_pct":45.26698510078878},{"expiry":"2026-10-16","call_iv_pct":35.44130434782608,"put_iv_pct":37.782763596004436},{"expiry":"2026-11-20","call_iv_pct":33.58523076923077,"put_iv_pct":35.40422554347826},{"expiry":"2026-12-18","call_iv_pct":35.67641509433962,"put_iv_pct":35.70517857142857}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0ec3d58131cabd25a0904222f63146b7d1f4bf6348ee5fa356baa1039ac38dde","captured_at":"2026-10-22T20:48:09.605797+00:00","observed_at":"2026-08-26T15:59:00-04:00","session_close_at":"2026-08-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"ca0aa67adebc70179e1b971e78e64fff0fcd8ce36ad61c8c6c8ad69aaa2d8415"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85e50fa90ec2c76901cb24de708681b4c4c9d9bf599aefeee160209cc048e8b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ea1e456c6feb9edf13797d0788cd223e7df70e947f98f4818493a1f317642c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4821b062a6a247a8362bd5c0d5abaf24703e41dcb4f91946297672cde4113aba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4244197e798c063ee0f73f8c3a70c5461e053dce7925803fad7c002b3a384d3d"}]},{"symbol":"A","date":"2026-08-27","iv_pct":29.37602024998306,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.819310344827585,"put_iv_pct":28.453515625},{"expiry":"2026-10-16","call_iv_pct":27.513571428571424,"put_iv_pct":30.02949078138718},{"expiry":"2026-11-20","call_iv_pct":27.172593856655286,"put_iv_pct":29.489074299634595},{"expiry":"2026-12-18","call_iv_pct":32.044923504867874,"put_iv_pct":32.48568215892054}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8cd397bfcc4d55fffd9dbe034ee20b968c237ea121fec9818b5a21d1d01c635f","captured_at":"2026-10-22T20:48:07.711996+00:00","observed_at":"2026-08-27T15:59:00-04:00","session_close_at":"2026-08-27T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"ee659f2665a9b6e25008374c39f069674665919a8249899e1ac99a31b71f02f1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85e50fa90ec2c76901cb24de708681b4c4c9d9bf599aefeee160209cc048e8b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ea1e456c6feb9edf13797d0788cd223e7df70e947f98f4818493a1f317642c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4821b062a6a247a8362bd5c0d5abaf24703e41dcb4f91946297672cde4113aba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4244197e798c063ee0f73f8c3a70c5461e053dce7925803fad7c002b3a384d3d"}]},{"symbol":"A","date":"2026-08-28","iv_pct":29.353917011075588,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.800253521126763,"put_iv_pct":25.84453209211171},{"expiry":"2026-10-16","call_iv_pct":29.507379134860052,"put_iv_pct":27.704012892828366},{"expiry":"2026-11-20","call_iv_pct":30.878253223915593,"put_iv_pct":29.145627081021093},{"expiry":"2026-12-18","call_iv_pct":33.04215297450425,"put_iv_pct":30.90912516823688}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2b146a30381205ce37d3c1b7d8c0cc9071b3530ebe55f9ee264c10e9cee3a102","captured_at":"2026-10-22T20:48:05.576138+00:00","observed_at":"2026-08-28T15:59:00-04:00","session_close_at":"2026-08-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"417a4dc19fba017a9cf9d9bbc51a15c349e1bedffec21b8738fb17694b40637a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85e50fa90ec2c76901cb24de708681b4c4c9d9bf599aefeee160209cc048e8b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ea1e456c6feb9edf13797d0788cd223e7df70e947f98f4818493a1f317642c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4821b062a6a247a8362bd5c0d5abaf24703e41dcb4f91946297672cde4113aba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4244197e798c063ee0f73f8c3a70c5461e053dce7925803fad7c002b3a384d3d"}]},{"symbol":"A","date":"2026-08-31","iv_pct":29.79039821575016,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.77068347067378,"put_iv_pct":28.33391932270916},{"expiry":"2026-10-16","call_iv_pct":28.116115444617783,"put_iv_pct":30.024814814814814},{"expiry":"2026-11-20","call_iv_pct":28.55593548387097,"put_iv_pct":31.216550522648085},{"expiry":"2026-12-18","call_iv_pct":31.300374999999995,"put_iv_pct":33.00479166666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa75b0325a7278495eddc297275e3c56b0a138b5b70dd892cde07ac52aa78620","captured_at":"2026-10-22T20:47:48.642730+00:00","observed_at":"2026-08-31T15:59:00-04:00","session_close_at":"2026-08-31T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"433abb01a2ca887f46407751a3d934fa2dd86717612d6e42361389f179650cd3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00466460b3e57af46973b03b7521fd9927a521c238f7df60501287ac5eda1a89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3970956ae53c8f427f90deafb2675ef67122edf74189e7ac07ddd11acd89e2ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"03610ffd7d4bd05890a8a16750bfff31e495c19c26d6f7903ba075426fbe68c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"52af539f948d37483db2ebec844fce38b72df38620d715a28aae9a2fa63d21ce"}]},{"symbol":"A","date":"2026-09-01","iv_pct":29.53765975558636,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.718334760273972,"put_iv_pct":26.832523977789},{"expiry":"2026-10-16","call_iv_pct":28.710753998476772,"put_iv_pct":30.3579949452401},{"expiry":"2026-11-20","call_iv_pct":27.678376963350786,"put_iv_pct":29.839473684210528},{"expiry":"2026-12-18","call_iv_pct":33.38287837837838,"put_iv_pct":32.78094133697135}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6ed266c055cf1ac157235d87305dfd06f9bcdf6a77b7e8089c7ea2c508c32486","captured_at":"2026-10-22T20:47:42.294902+00:00","observed_at":"2026-09-01T15:59:00-04:00","session_close_at":"2026-09-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"25384d215238aaafa71d01494c4e8e49e6b693f71fd60e8dd9625cb99e556b6b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6d671adca9eeca5ae0362a5d18f0e1b69c2b003f577021a56e4e242a30d2bf47"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"938c9b0a22a18a6a3c52d7affea18ebdf1497b15f72b48d745ca08846f58adce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7586476b070b58c2ded7ad4db8ca02dbf958701b9f0dd563db48cfebd8e7882c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7d26f5f418796b1c0ff2d7ecf00e89e93098ba1806941cfb42aefae97c87da3e"}]},{"symbol":"A","date":"2026-09-02","iv_pct":28.480911055211227,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.957503279405337,"put_iv_pct":22.709589523064892},{"expiry":"2026-10-16","call_iv_pct":27.15007117437722,"put_iv_pct":28.08793313069909},{"expiry":"2026-11-20","call_iv_pct":29.343357664233576,"put_iv_pct":27.777371031746036},{"expiry":"2026-12-18","call_iv_pct":33.77191919191919,"put_iv_pct":32.04954344624448}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aea7f938380c121d38f401313f296a500f90f4335d04e5b3cad1175e89daa15d","captured_at":"2026-10-22T20:47:40.845214+00:00","observed_at":"2026-09-02T15:59:00-04:00","session_close_at":"2026-09-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"9eb760b500b5cd31a471a3118535e6dc234ff9a1938ea247237bbb70aa96a622"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6d671adca9eeca5ae0362a5d18f0e1b69c2b003f577021a56e4e242a30d2bf47"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"938c9b0a22a18a6a3c52d7affea18ebdf1497b15f72b48d745ca08846f58adce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7586476b070b58c2ded7ad4db8ca02dbf958701b9f0dd563db48cfebd8e7882c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7d26f5f418796b1c0ff2d7ecf00e89e93098ba1806941cfb42aefae97c87da3e"}]},{"symbol":"A","date":"2026-09-03","iv_pct":28.5787975146085,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.534545454545455,"put_iv_pct":25.526709265175718},{"expiry":"2026-10-16","call_iv_pct":25.856621525302927,"put_iv_pct":27.193604060913707},{"expiry":"2026-11-20","call_iv_pct":28.316620111731844,"put_iv_pct":29.388879402347918},{"expiry":"2026-12-18","call_iv_pct":32.02462450592885,"put_iv_pct":32.78877579092159}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c7c4980f2f4c3be5c4b34cb8220a15bcc8a71473c3303cb7320e9b4d2b072353","captured_at":"2026-10-22T20:47:39.051044+00:00","observed_at":"2026-09-03T15:59:00-04:00","session_close_at":"2026-09-03T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"889e57b964e3957a56be45e69ee60fccfee124bbbbba2754a269651c08bda9cb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6d671adca9eeca5ae0362a5d18f0e1b69c2b003f577021a56e4e242a30d2bf47"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"938c9b0a22a18a6a3c52d7affea18ebdf1497b15f72b48d745ca08846f58adce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7586476b070b58c2ded7ad4db8ca02dbf958701b9f0dd563db48cfebd8e7882c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7d26f5f418796b1c0ff2d7ecf00e89e93098ba1806941cfb42aefae97c87da3e"}]},{"symbol":"A","date":"2026-09-04","iv_pct":29.778378448183915,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.8591471301536,"put_iv_pct":27.394330143540675},{"expiry":"2026-10-16","call_iv_pct":29.14517138599106,"put_iv_pct":29.49612681436211},{"expiry":"2026-11-20","call_iv_pct":29.336673553719006,"put_iv_pct":30.933987138263667},{"expiry":"2026-12-18","call_iv_pct":32.46199464524766,"put_iv_pct":32.59959677419355}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"230aa3f781fad6778e7adc9890b7c48c2043d859df0d3611dd1662ae6802064c","captured_at":"2026-10-22T20:47:36.988155+00:00","observed_at":"2026-09-04T15:59:00-04:00","session_close_at":"2026-09-04T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"5e90f4c0afb4707a1ea38d8a0dd2d9fa12c394aa39f8bd03e6d5c26c7e0f0d83"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6d671adca9eeca5ae0362a5d18f0e1b69c2b003f577021a56e4e242a30d2bf47"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"938c9b0a22a18a6a3c52d7affea18ebdf1497b15f72b48d745ca08846f58adce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7586476b070b58c2ded7ad4db8ca02dbf958701b9f0dd563db48cfebd8e7882c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7d26f5f418796b1c0ff2d7ecf00e89e93098ba1806941cfb42aefae97c87da3e"}]},{"symbol":"A","date":"2026-09-08","iv_pct":31.54534850156869,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.56632661130882,"put_iv_pct":31.38841085271318},{"expiry":"2026-10-16","call_iv_pct":30.588373626373627,"put_iv_pct":30.163816075307746},{"expiry":"2026-11-20","call_iv_pct":31.10022892819979,"put_iv_pct":30.614014300306437},{"expiry":"2026-12-18","call_iv_pct":33.12952693823916,"put_iv_pct":32.81209068010075}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d1823156edb2618fd8058a323abae5c88c5a9f568aa83caaf10047ae804d5af6","captured_at":"2026-10-22T20:47:19.787561+00:00","observed_at":"2026-09-08T15:59:00-04:00","session_close_at":"2026-09-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"183f1dfcb53ad0b8d3972ad82e234a4d07c93a3d1ebece6ca1786997eb0373a4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7add991729f3e84487e93a7f260acb944f76c6826c1828dfe81e52227bf6e820"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5d1c7ba038731cb827de8b4111e317a2055f503eb604658b57205951224cc2dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71b7cbbde36179f425bbefaaba384e5de28955a01d0ead43bf602e4473e20de2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62ce75c7f4cd8fc3b53fe126d9adb8db0fb1cc47d5f390d6c40190a95e1066b9"}]},{"symbol":"A","date":"2026-09-09","iv_pct":31.145280869597507,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.89155475619505,"put_iv_pct":31.020229709035224},{"expiry":"2026-10-16","call_iv_pct":27.932332613390926,"put_iv_pct":31.240564516129034},{"expiry":"2026-11-20","call_iv_pct":29.23880838894185,"put_iv_pct":29.941286549707602},{"expiry":"2026-12-18","call_iv_pct":33.26363753213368,"put_iv_pct":33.63383289124668}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc25ec93caf6acb6a400ed5db07dcc254ca105b1d2d846956d9db4f095dad53a","captured_at":"2026-10-22T20:47:18.281132+00:00","observed_at":"2026-09-09T15:59:00-04:00","session_close_at":"2026-09-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"67825c806f47b0f36909d3f49cdbb995075a02a451597a27ad2692847ff18f4f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7add991729f3e84487e93a7f260acb944f76c6826c1828dfe81e52227bf6e820"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5d1c7ba038731cb827de8b4111e317a2055f503eb604658b57205951224cc2dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71b7cbbde36179f425bbefaaba384e5de28955a01d0ead43bf602e4473e20de2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62ce75c7f4cd8fc3b53fe126d9adb8db0fb1cc47d5f390d6c40190a95e1066b9"}]},{"symbol":"A","date":"2026-09-10","iv_pct":31.473400379425936,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.375947151681537,"put_iv_pct":30.531992187500002},{"expiry":"2026-10-16","call_iv_pct":28.71918408631153,"put_iv_pct":30.19604955264969},{"expiry":"2026-11-20","call_iv_pct":30.717581573896354,"put_iv_pct":33.7009375},{"expiry":"2026-12-18","call_iv_pct":32.75432762836186,"put_iv_pct":33.791183355006496}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d4a9f7decc50be4a3436976c51ebf4f936e80a8a848677c95a0d76e933f7f23d","captured_at":"2026-10-22T20:47:16.842808+00:00","observed_at":"2026-09-10T15:59:00-04:00","session_close_at":"2026-09-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"419c0a35afa4046c2a4e0c22de52cddf4f3dbd9e5222a73377f72b4a4cfef2c7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7add991729f3e84487e93a7f260acb944f76c6826c1828dfe81e52227bf6e820"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5d1c7ba038731cb827de8b4111e317a2055f503eb604658b57205951224cc2dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71b7cbbde36179f425bbefaaba384e5de28955a01d0ead43bf602e4473e20de2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62ce75c7f4cd8fc3b53fe126d9adb8db0fb1cc47d5f390d6c40190a95e1066b9"}]},{"symbol":"A","date":"2026-09-11","iv_pct":29.90540323247756,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.553342458253493,"put_iv_pct":31.024843601895736},{"expiry":"2026-10-16","call_iv_pct":27.243496240601505,"put_iv_pct":31.012659042172984},{"expiry":"2026-11-20","call_iv_pct":28.565650557620813,"put_iv_pct":31.114008138351984},{"expiry":"2026-12-18","call_iv_pct":30.912671854734107,"put_iv_pct":33.81655396618986}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d3ddae398eb48ac30687dcb7b0fa8b5e777f629843dbcc445ce9c92cdbf1d723","captured_at":"2026-10-22T20:47:15.109343+00:00","observed_at":"2026-09-11T15:59:00-04:00","session_close_at":"2026-09-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"71106c4f57b7d5a9933f8863b596a03708c73f16ffbecfef261f5528ac65a88e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7add991729f3e84487e93a7f260acb944f76c6826c1828dfe81e52227bf6e820"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5d1c7ba038731cb827de8b4111e317a2055f503eb604658b57205951224cc2dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71b7cbbde36179f425bbefaaba384e5de28955a01d0ead43bf602e4473e20de2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62ce75c7f4cd8fc3b53fe126d9adb8db0fb1cc47d5f390d6c40190a95e1066b9"}]},{"symbol":"A","date":"2026-09-14","iv_pct":31.17275001499617,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.23925512104283,"put_iv_pct":39.00601338432123},{"expiry":"2026-10-16","call_iv_pct":26.86485596707819,"put_iv_pct":29.26097293814433},{"expiry":"2026-11-20","call_iv_pct":28.768891966759004,"put_iv_pct":29.61675521821632},{"expiry":"2026-12-18","call_iv_pct":31.287943696450434,"put_iv_pct":31.337311827956988}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e39476508723a6e293003fd116db72e5614b010478a811ffec855743c45566f","captured_at":"2026-10-22T20:47:13.447130+00:00","observed_at":"2026-09-14T15:59:00-04:00","session_close_at":"2026-09-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"9ab3c35efe7320008b8dd59016f8bb389aeb078bfb79f665992f5310d65c23b1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7add991729f3e84487e93a7f260acb944f76c6826c1828dfe81e52227bf6e820"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5d1c7ba038731cb827de8b4111e317a2055f503eb604658b57205951224cc2dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71b7cbbde36179f425bbefaaba384e5de28955a01d0ead43bf602e4473e20de2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62ce75c7f4cd8fc3b53fe126d9adb8db0fb1cc47d5f390d6c40190a95e1066b9"}]},{"symbol":"A","date":"2026-09-15","iv_pct":30.944383847811785,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.849502901842037,"put_iv_pct":33.729345845983985},{"expiry":"2026-10-16","call_iv_pct":27.90122653316646,"put_iv_pct":28.712483487450463},{"expiry":"2026-11-20","call_iv_pct":29.929932950191567,"put_iv_pct":30.07203796203796},{"expiry":"2026-12-18","call_iv_pct":32.80792356687898,"put_iv_pct":32.55261753494282}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"970fa431dd38b8defae8f9d28e5576d203e019ffce5337dfef131da2c9fb8994","captured_at":"2026-10-22T20:46:59.997617+00:00","observed_at":"2026-09-15T15:59:00-04:00","session_close_at":"2026-09-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"f81bf8df9b984d0dfc12ec7191fd3bcdf37e40de541cf84bb57bff7f1e696dd8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afc5a44bb195eaba878832da2cd8983f3aef830319b4d916b85cacf4337a1f02"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"86f0023f88a362190133099727d7fd6efc4d9cee1aba2df266b38a95bd0448ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"08c651865521ef69ae422dce5693ada0f3736875ca8a0e0d9bff71ed987c209b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db91f093c8dfedd929958d32889719dba20133dce84bcc7f82ec8bd777a1669e"}]},{"symbol":"A","date":"2026-09-16","iv_pct":34.20483603004831,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":34.78436410587476,"put_iv_pct":53.836919642857126},{"expiry":"2026-10-16","call_iv_pct":29.830813559322035,"put_iv_pct":29.687282321899733},{"expiry":"2026-11-20","call_iv_pct":30.218303393213574,"put_iv_pct":29.57172346640701},{"expiry":"2026-12-18","call_iv_pct":33.01486146095718,"put_iv_pct":32.694420289855074}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e9cfef73d3d617ff0765be5660d198cf512703301e996708bcb2aaa4be6a500a","captured_at":"2026-10-22T20:46:58.373560+00:00","observed_at":"2026-09-16T15:59:00-04:00","session_close_at":"2026-09-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"611b5fb986b33cf3cb3004bfcf01615fbb1188c48691bb63f82567d74ff29dde"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afc5a44bb195eaba878832da2cd8983f3aef830319b4d916b85cacf4337a1f02"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"86f0023f88a362190133099727d7fd6efc4d9cee1aba2df266b38a95bd0448ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"08c651865521ef69ae422dce5693ada0f3736875ca8a0e0d9bff71ed987c209b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db91f093c8dfedd929958d32889719dba20133dce84bcc7f82ec8bd777a1669e"}]},{"symbol":"A","date":"2026-09-17","iv_pct":34.25263240072864,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":42.05046247635064,"put_iv_pct":46.67395599138962},{"expiry":"2026-10-16","call_iv_pct":29.774951706374758,"put_iv_pct":27.98143765903308},{"expiry":"2026-11-20","call_iv_pct":30.204268774703557,"put_iv_pct":29.93535},{"expiry":"2026-12-18","call_iv_pct":33.53744340878828,"put_iv_pct":33.86318918918919}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"872b520616e6335ea51cbc5a3b8e9be04ca6732fe6e8367e12825baef78dd189","captured_at":"2026-10-22T20:46:56.573128+00:00","observed_at":"2026-09-17T15:59:00-04:00","session_close_at":"2026-09-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"bd0ce9de6b7d8d79d5509da433dc9e5d3ffe52b2b4c92071d65b0e930a757d9f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afc5a44bb195eaba878832da2cd8983f3aef830319b4d916b85cacf4337a1f02"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"86f0023f88a362190133099727d7fd6efc4d9cee1aba2df266b38a95bd0448ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"08c651865521ef69ae422dce5693ada0f3736875ca8a0e0d9bff71ed987c209b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db91f093c8dfedd929958d32889719dba20133dce84bcc7f82ec8bd777a1669e"}]},{"symbol":"A","date":"2026-09-18","iv_pct":30.060422712265407,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.25218214074512,"put_iv_pct":28.677020038784747},{"expiry":"2026-11-20","call_iv_pct":28.625718309859156,"put_iv_pct":27.177721179624665},{"expiry":"2026-12-18","call_iv_pct":32.54588387096774,"put_iv_pct":32.76706185567011},{"expiry":"2027-01-15","call_iv_pct":31.659222873900294,"put_iv_pct":31.77857142857143}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cb0459df11ac9036894aa95842c972119cc4c349bdfd79f17f4820562bd2b25f","captured_at":"2026-10-22T20:46:52.803763+00:00","observed_at":"2026-09-18T15:59:00-04:00","session_close_at":"2026-09-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"458f582a12dea81ee7516323fb09c946fff963e36c511c2046794c95af21984c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"86f0023f88a362190133099727d7fd6efc4d9cee1aba2df266b38a95bd0448ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"08c651865521ef69ae422dce5693ada0f3736875ca8a0e0d9bff71ed987c209b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db91f093c8dfedd929958d32889719dba20133dce84bcc7f82ec8bd777a1669e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c6c6201ff9d2e91abc1ed7464f04e57b3a5cdc0cbaadd81682cdcc104357718"}]},{"symbol":"A","date":"2026-09-21","iv_pct":32.409504893910615,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.87966645285439,"put_iv_pct":32.15693581780538},{"expiry":"2026-11-20","call_iv_pct":30.767835897435898,"put_iv_pct":31.536638477801272},{"expiry":"2026-12-18","call_iv_pct":34.18684499314129,"put_iv_pct":34.26030428769018},{"expiry":"2027-01-15","call_iv_pct":33.10819237147595,"put_iv_pct":33.379620853080574}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"99f0c21179ec51cd9f61ab2eaccf36f48405ca223159d5a48f284aab0297bbb8","captured_at":"2026-10-22T20:46:25.956130+00:00","observed_at":"2026-09-21T15:59:00-04:00","session_close_at":"2026-09-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"806e20f4bfdbd645f373eafb945a4f3aeb4f0956ab4f1e4d9493d4b1e1eb9668"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"86f0023f88a362190133099727d7fd6efc4d9cee1aba2df266b38a95bd0448ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"08c651865521ef69ae422dce5693ada0f3736875ca8a0e0d9bff71ed987c209b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db91f093c8dfedd929958d32889719dba20133dce84bcc7f82ec8bd777a1669e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c6c6201ff9d2e91abc1ed7464f04e57b3a5cdc0cbaadd81682cdcc104357718"}]},{"symbol":"A","date":"2026-09-22","iv_pct":31.139148841732016,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.467972972972973,"put_iv_pct":30.966553106212423},{"expiry":"2026-11-20","call_iv_pct":28.95298874104401,"put_iv_pct":29.500140986908356},{"expiry":"2026-12-18","call_iv_pct":32.691891117478505,"put_iv_pct":33.07702928870293},{"expiry":"2027-01-15","call_iv_pct":31.919467084639496,"put_iv_pct":33.53714743589744}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2ea1e0ce6b9db009517c81422735053f5f64a620ae2771af95cefd5f0dd8377d","captured_at":"2026-10-22T20:46:11.044174+00:00","observed_at":"2026-09-22T15:59:00-04:00","session_close_at":"2026-09-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"555d3771fb34d03bf39d88a84965cd412249948e832b237665d52a0ce014f364"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1354dbe73c6e8e48d26223cafaf762cbd111a7b43c8710ab8946691b90bdac32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4eb519b0adce23508e9ef64a44bca18ad45c0968b5370b7e626b8c68d9a624e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"87e491430bfe5279f662da83b03f5de3a06b96f34c57f7519c52c6572e33f875"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee993d89985727cdf2cc255c6bf21e07b9bd35780743d1e0a314ce3a516279a6"}]},{"symbol":"A","date":"2026-09-23","iv_pct":31.512843010941022,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.464018518518518,"put_iv_pct":33.35467048710602},{"expiry":"2026-11-20","call_iv_pct":28.580324427480914,"put_iv_pct":31.374732510288066},{"expiry":"2026-12-18","call_iv_pct":32.3737880794702,"put_iv_pct":34.31762039660057},{"expiry":"2027-01-15","call_iv_pct":31.217128129602358,"put_iv_pct":33.42046153846154}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"587be1cddc8aa1c501706b7562822eae54a8840fa07b33f59a7f2ce39548614e","captured_at":"2026-10-22T20:46:09.477980+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"2d46564c5a457c1afcdd6f7e6d747aecb09c3aaf5bde8bdced744881613e9d27"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1354dbe73c6e8e48d26223cafaf762cbd111a7b43c8710ab8946691b90bdac32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4eb519b0adce23508e9ef64a44bca18ad45c0968b5370b7e626b8c68d9a624e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"87e491430bfe5279f662da83b03f5de3a06b96f34c57f7519c52c6572e33f875"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee993d89985727cdf2cc255c6bf21e07b9bd35780743d1e0a314ce3a516279a6"}]},{"symbol":"A","date":"2026-09-24","iv_pct":33.03817210204235,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":30.885227736233855,"put_iv_pct":32.317952127659574},{"expiry":"2026-11-20","call_iv_pct":31.56190909090909,"put_iv_pct":31.529831649831646},{"expiry":"2026-12-18","call_iv_pct":35.32360347322721,"put_iv_pct":34.80314540059347},{"expiry":"2027-01-15","call_iv_pct":34.04245733788396,"put_iv_pct":33.84125}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"15a3d0899d731b4abb2a7befea489c1da9d0905ae9c3a07ac6bbb87875e6d117","captured_at":"2026-10-22T20:46:07.947040+00:00","observed_at":"2026-09-24T15:59:00-04:00","session_close_at":"2026-09-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"0d3c8a09893bb30da8d80746cf959e1843b6e34d4d8dc743fd386a291889e66d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1354dbe73c6e8e48d26223cafaf762cbd111a7b43c8710ab8946691b90bdac32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4eb519b0adce23508e9ef64a44bca18ad45c0968b5370b7e626b8c68d9a624e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"87e491430bfe5279f662da83b03f5de3a06b96f34c57f7519c52c6572e33f875"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee993d89985727cdf2cc255c6bf21e07b9bd35780743d1e0a314ce3a516279a6"}]},{"symbol":"A","date":"2026-09-25","iv_pct":33.036789297430325,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.873985374771483,"put_iv_pct":30.64108349267049},{"expiry":"2026-11-20","call_iv_pct":31.609697950377562,"put_iv_pct":32.72167938931298},{"expiry":"2026-12-18","call_iv_pct":35.289619326500734,"put_iv_pct":35.1009559939302},{"expiry":"2027-01-15","call_iv_pct":34.8744406779661,"put_iv_pct":35.18285217391304}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"66525e0badf64d0ad305e8a149646f43c4c8eb259647cd3ea0a6c1c4effd3643","captured_at":"2026-10-22T20:46:06.409619+00:00","observed_at":"2026-09-25T15:59:00-04:00","session_close_at":"2026-09-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"a4e43c73cd7a58a54f8f3a235345f8800ea83737dc605d15a1600480d1315131"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1354dbe73c6e8e48d26223cafaf762cbd111a7b43c8710ab8946691b90bdac32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4eb519b0adce23508e9ef64a44bca18ad45c0968b5370b7e626b8c68d9a624e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"87e491430bfe5279f662da83b03f5de3a06b96f34c57f7519c52c6572e33f875"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee993d89985727cdf2cc255c6bf21e07b9bd35780743d1e0a314ce3a516279a6"}]},{"symbol":"A","date":"2026-09-28","iv_pct":34.59421853925944,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":32.46287732819525,"put_iv_pct":35.933709902370985},{"expiry":"2026-11-20","call_iv_pct":33.73293023255814,"put_iv_pct":33.22799546998868},{"expiry":"2026-12-18","call_iv_pct":35.60622950819672,"put_iv_pct":36.26409436834094},{"expiry":"2027-01-15","call_iv_pct":33.516,"put_iv_pct":36.00991150442478}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"43a4ee43b91c300029e027184edc0dfdbf98992e360586997597c819a0b682c5","captured_at":"2026-10-22T20:46:04.484931+00:00","observed_at":"2026-09-28T15:59:00-04:00","session_close_at":"2026-09-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"590696d7d725011b0195f7b39ef028e70203a9de3d3dc3f2456ed173a2295fbd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1354dbe73c6e8e48d26223cafaf762cbd111a7b43c8710ab8946691b90bdac32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4eb519b0adce23508e9ef64a44bca18ad45c0968b5370b7e626b8c68d9a624e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"87e491430bfe5279f662da83b03f5de3a06b96f34c57f7519c52c6572e33f875"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee993d89985727cdf2cc255c6bf21e07b9bd35780743d1e0a314ce3a516279a6"}]},{"symbol":"A","date":"2026-09-29","iv_pct":33.061731557210024,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.03872549019608,"put_iv_pct":32.1677474195507},{"expiry":"2026-11-20","call_iv_pct":32.160934371523915,"put_iv_pct":31.88220524017467},{"expiry":"2026-12-18","call_iv_pct":34.463551136363634,"put_iv_pct":35.10057636887608},{"expiry":"2027-01-15","call_iv_pct":33.20508771929824,"put_iv_pct":34.475024711696875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5d229c04d5e80ce1a70d2d8654ab1b380ff32e9979c710dafd2bd2c9b01f163b","captured_at":"2026-10-22T20:45:49.179728+00:00","observed_at":"2026-09-29T15:59:00-04:00","session_close_at":"2026-09-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"105d32c3900a160a172be7405abf671db8ebbba779a9e46fb886e0cbdcc5832a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6081aa5a86443fc0d1037364cd99664f63e7b167a5330cc44292f70f69afacdb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d50afef6a96cfaebba2ea17b38a10383c707be8021714ebaf16d2613c4cb89ed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a737034fc0a30ff7bd923b0df4d67330c667b86bfe8b99b9aa55cc169c50e13e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36f7de1d604abb27ce4631100248d5e35629dd95db180204e5d6debb830780d0"}]},{"symbol":"A","date":"2026-09-30","iv_pct":32.70059277547516,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":30.531656338028167,"put_iv_pct":30.193381777529343},{"expiry":"2026-11-20","call_iv_pct":31.541917098445598,"put_iv_pct":31.774974567650048},{"expiry":"2026-12-18","call_iv_pct":35.87226470588235,"put_iv_pct":34.8833426183844},{"expiry":"2027-01-15","call_iv_pct":34.11040322580645,"put_iv_pct":32.69680187207488}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"abe51599fc9be8551337d9f625cfd42c8742101ff6931d20156d9a60e291751b","captured_at":"2026-10-22T20:45:47.244057+00:00","observed_at":"2026-09-30T15:59:00-04:00","session_close_at":"2026-09-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"97c55836211be0e4f1c38403b09197f02a20844d66ab543c4135fcbd0f1a2824"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6081aa5a86443fc0d1037364cd99664f63e7b167a5330cc44292f70f69afacdb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d50afef6a96cfaebba2ea17b38a10383c707be8021714ebaf16d2613c4cb89ed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a737034fc0a30ff7bd923b0df4d67330c667b86bfe8b99b9aa55cc169c50e13e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36f7de1d604abb27ce4631100248d5e35629dd95db180204e5d6debb830780d0"}]},{"symbol":"A","date":"2026-10-01","iv_pct":32.61300440727277,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.00924639230358,"put_iv_pct":29.719800000000003},{"expiry":"2026-11-20","call_iv_pct":31.119547206165706,"put_iv_pct":31.057248062015503},{"expiry":"2026-12-18","call_iv_pct":35.935807365439096,"put_iv_pct":34.13680426098535},{"expiry":"2027-01-15","call_iv_pct":34.22891530460624,"put_iv_pct":33.69666666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dd51d5b38be8484402cf834f87c4ecb39fa2a368f3a1bcef6d14a30b70fd03b4","captured_at":"2026-10-22T20:45:39.738818+00:00","observed_at":"2026-10-01T15:59:00-04:00","session_close_at":"2026-10-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"9b368bf6858854fe5611cbbec234f03594528c95acd665c1395cc0f683f2fe17"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"151c5e30618a346c1368537646bfa16745148d955aa9ea5ba8cb56340caa9f4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a60cb99c3a7064763afd7f07e57d97ba68413fefbc287a26d393f3710ea0b09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"179fee5230e8f14242ebbef2bc235187599267cbc7f55a7279974ced2097311b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2e7543211c933520df548b55b600b9dd438815d6f6235c1c3f2da74b1af3911"}]},{"symbol":"A","date":"2026-10-02","iv_pct":32.074097192321474,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.368677918424755,"put_iv_pct":28.97017450315075},{"expiry":"2026-11-20","call_iv_pct":31.304874118831822,"put_iv_pct":30.295227053140096},{"expiry":"2026-12-18","call_iv_pct":35.47069696969697,"put_iv_pct":34.144529262086515},{"expiry":"2027-01-15","call_iv_pct":34.996077519379845,"put_iv_pct":34.042520193861066}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"29264031193050cc3334551faba0b640b3d28066b2f03266f618c494a2c61d67","captured_at":"2026-10-22T20:45:38.207280+00:00","observed_at":"2026-10-02T15:59:00-04:00","session_close_at":"2026-10-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"9a71ba5545fd8fb7ad166412c683688ae365b0ea83177af43f3ad621cba42409"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"151c5e30618a346c1368537646bfa16745148d955aa9ea5ba8cb56340caa9f4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a60cb99c3a7064763afd7f07e57d97ba68413fefbc287a26d393f3710ea0b09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"179fee5230e8f14242ebbef2bc235187599267cbc7f55a7279974ced2097311b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2e7543211c933520df548b55b600b9dd438815d6f6235c1c3f2da74b1af3911"}]},{"symbol":"A","date":"2026-10-05","iv_pct":33.74173723193349,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.782970981114694,"put_iv_pct":34.58995735607676},{"expiry":"2026-11-20","call_iv_pct":30.50467966573816,"put_iv_pct":33.69029106029106},{"expiry":"2026-12-18","call_iv_pct":37.65,"put_iv_pct":35.78618181818182},{"expiry":"2027-01-15","call_iv_pct":33.24723270440251,"put_iv_pct":34.68258426966292}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4c12947d9d606a5726e23b8a4dec64acef97d13a2c4ef79f90f21d050a5285fa","captured_at":"2026-10-22T20:45:36.569376+00:00","observed_at":"2026-10-05T15:59:00-04:00","session_close_at":"2026-10-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"f8adc27bfe571ceb956a9ba5243ee06a315c72b7f5ffea7125aba75fd5dc03ca"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"151c5e30618a346c1368537646bfa16745148d955aa9ea5ba8cb56340caa9f4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a60cb99c3a7064763afd7f07e57d97ba68413fefbc287a26d393f3710ea0b09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"179fee5230e8f14242ebbef2bc235187599267cbc7f55a7279974ced2097311b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2e7543211c933520df548b55b600b9dd438815d6f6235c1c3f2da74b1af3911"}]},{"symbol":"A","date":"2026-10-06","iv_pct":34.38441203095005,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.009372750642672,"put_iv_pct":33.1497686746988},{"expiry":"2026-11-20","call_iv_pct":33.22309056956116,"put_iv_pct":33.541813417190774},{"expiry":"2026-12-18","call_iv_pct":38.264567901234564,"put_iv_pct":36.310262068965514},{"expiry":"2027-01-15","call_iv_pct":34.96187399030695,"put_iv_pct":34.614546875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"779b7c0240bf4d6e6a3b16a59de86ff6af6b6b760a0b2ba184b61af651838a51","captured_at":"2026-10-22T20:45:35.123995+00:00","observed_at":"2026-10-06T15:59:00-04:00","session_close_at":"2026-10-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"2425f30477618bc96b30ea657fc78c62a4e9647261deeea9247be24530783488"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"151c5e30618a346c1368537646bfa16745148d955aa9ea5ba8cb56340caa9f4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a60cb99c3a7064763afd7f07e57d97ba68413fefbc287a26d393f3710ea0b09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"179fee5230e8f14242ebbef2bc235187599267cbc7f55a7279974ced2097311b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2e7543211c933520df548b55b600b9dd438815d6f6235c1c3f2da74b1af3911"}]},{"symbol":"A","date":"2026-10-07","iv_pct":34.48032553634563,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.30314148681055,"put_iv_pct":30.30294002925402},{"expiry":"2026-11-20","call_iv_pct":32.62771371769384,"put_iv_pct":33.728194583751254},{"expiry":"2026-12-18","call_iv_pct":37.77787390029326,"put_iv_pct":37.16608695652174},{"expiry":"2027-01-15","call_iv_pct":34.2040866873065,"put_iv_pct":34.73256692913386}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dd9602690393488c3dc1276e6598a019060e0ee40c61fb364f9e1857becd612c","captured_at":"2026-10-22T20:45:33.338589+00:00","observed_at":"2026-10-07T15:59:00-04:00","session_close_at":"2026-10-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"922c811df479076fc0ae332ef1f3bd84db32afb0ec41aa6fd0ec493a7fff2960"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"151c5e30618a346c1368537646bfa16745148d955aa9ea5ba8cb56340caa9f4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a60cb99c3a7064763afd7f07e57d97ba68413fefbc287a26d393f3710ea0b09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"179fee5230e8f14242ebbef2bc235187599267cbc7f55a7279974ced2097311b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2e7543211c933520df548b55b600b9dd438815d6f6235c1c3f2da74b1af3911"}]},{"symbol":"A","date":"2026-10-08","iv_pct":35.23691083906118,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":32.57511665325825,"put_iv_pct":34.14910043668122},{"expiry":"2026-11-20","call_iv_pct":33.47232649071359,"put_iv_pct":35.98601351351351},{"expiry":"2026-12-18","call_iv_pct":37.46201086956521,"put_iv_pct":37.113556851311955},{"expiry":"2027-01-15","call_iv_pct":35.214390243902436,"put_iv_pct":35.92277165354331}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"915cf02d4feb95620b3875ebbb44dbe913386040d3c6d75e87953ce721984326","captured_at":"2026-10-22T20:45:14.885505+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"dac7b91c649902b96f2259237cfde33ed2af822561fec5acb0c3fc331d0c1042"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c592af93c7397de5a3089139737a0b6ac272dda515a58cca8e6ae45ffe0944d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6dccffda84f2bc5afedb0ee8ba06825892305098f2512d1b233da45c51e52c20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1f29ccc6ab8b61e57eaa30a6bc9d2f822b0ef1aaf19a718ecff06487186465c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a1da334367319c854b9f4efeda44299b1fb5e53bbd67155022fb48a25794b78d"}]},{"symbol":"A","date":"2026-10-09","iv_pct":34.99798561017779,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.700340775558164,"put_iv_pct":34.69181496062992},{"expiry":"2026-11-20","call_iv_pct":34.63785858585859,"put_iv_pct":34.908229376257545},{"expiry":"2026-12-18","call_iv_pct":37.89777777777778,"put_iv_pct":37.02057665260197},{"expiry":"2027-01-15","call_iv_pct":35.83612687813022,"put_iv_pct":35.291159874608155}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b7c86305e63786fa482e32a331f5545b8d27169867cefdfe73e557efdfface0b","captured_at":"2026-10-22T20:45:12.709369+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"a7716fe2a48f75d6d94d2c65f4a55fec9f6569b6fa0e9828c6a67a74976618d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c592af93c7397de5a3089139737a0b6ac272dda515a58cca8e6ae45ffe0944d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6dccffda84f2bc5afedb0ee8ba06825892305098f2512d1b233da45c51e52c20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1f29ccc6ab8b61e57eaa30a6bc9d2f822b0ef1aaf19a718ecff06487186465c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a1da334367319c854b9f4efeda44299b1fb5e53bbd67155022fb48a25794b78d"}]},{"symbol":"A","date":"2026-10-12","iv_pct":36.61986919426046,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.448279808047246,"put_iv_pct":41.39780959752322},{"expiry":"2026-11-20","call_iv_pct":32.95042950513539,"put_iv_pct":33.8671067961165},{"expiry":"2026-12-18","call_iv_pct":35.203853211009175,"put_iv_pct":39.90242894056848},{"expiry":"2027-01-15","call_iv_pct":34.32539184952978,"put_iv_pct":35.863653846153845}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5926ec7603c49030582af6d9f5f4828433fffb23e6dc249d5bff9413bee24195","captured_at":"2026-10-22T20:45:11.010664+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"cba609462afece320688a84e4b433cacf1f2a4c5ad9acb0328c521f0882202de"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c592af93c7397de5a3089139737a0b6ac272dda515a58cca8e6ae45ffe0944d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6dccffda84f2bc5afedb0ee8ba06825892305098f2512d1b233da45c51e52c20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1f29ccc6ab8b61e57eaa30a6bc9d2f822b0ef1aaf19a718ecff06487186465c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a1da334367319c854b9f4efeda44299b1fb5e53bbd67155022fb48a25794b78d"}]},{"symbol":"A","date":"2026-10-13","iv_pct":35.691847560952084,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.08393184796854,"put_iv_pct":36.02865943091816},{"expiry":"2026-11-20","call_iv_pct":33.51442361761949,"put_iv_pct":31.986756272401433},{"expiry":"2026-12-18","call_iv_pct":37.27752461322082,"put_iv_pct":35.92518567639257},{"expiry":"2027-01-15","call_iv_pct":35.87062801932367,"put_iv_pct":34.847671009771986}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"954359ce3ffa3c3be9ab2b5068461e90404d04e9ee702a7936aef87c1a88715f","captured_at":"2026-10-22T20:45:08.988890+00:00","observed_at":"2026-10-13T15:59:00-04:00","session_close_at":"2026-10-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"aa1e65df3684519ca0dd6f498c2aff68fb54ba459f9bdc5fb43fcbbea7bbc8bf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c592af93c7397de5a3089139737a0b6ac272dda515a58cca8e6ae45ffe0944d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6dccffda84f2bc5afedb0ee8ba06825892305098f2512d1b233da45c51e52c20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1f29ccc6ab8b61e57eaa30a6bc9d2f822b0ef1aaf19a718ecff06487186465c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a1da334367319c854b9f4efeda44299b1fb5e53bbd67155022fb48a25794b78d"}]},{"symbol":"A","date":"2026-10-14","iv_pct":38.61880368641773,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":36.85274667931689,"put_iv_pct":54.53277882797731},{"expiry":"2026-11-20","call_iv_pct":33.861076011845995,"put_iv_pct":37.643265306122444},{"expiry":"2026-12-18","call_iv_pct":37.32910112359551,"put_iv_pct":36.591803921568626},{"expiry":"2027-01-15","call_iv_pct":35.862272,"put_iv_pct":36.277385620915034}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff9c16b2df155ef99563ac850188c1c8dea7e585a939262b74dd64afafb37912","captured_at":"2026-10-22T20:45:07.048335+00:00","observed_at":"2026-10-14T15:59:00-04:00","session_close_at":"2026-10-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"213efbf882781a057cc8ef763edc2c87e8e7247c0cb8da397a3ce872b461d655"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c592af93c7397de5a3089139737a0b6ac272dda515a58cca8e6ae45ffe0944d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6dccffda84f2bc5afedb0ee8ba06825892305098f2512d1b233da45c51e52c20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1f29ccc6ab8b61e57eaa30a6bc9d2f822b0ef1aaf19a718ecff06487186465c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a1da334367319c854b9f4efeda44299b1fb5e53bbd67155022fb48a25794b78d"}]},{"symbol":"A","date":"2026-10-16","iv_pct":34.2305814787475,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.67567111111111,"put_iv_pct":32.194986990459675},{"expiry":"2026-12-18","call_iv_pct":36.53983827493261,"put_iv_pct":35.30167750325098},{"expiry":"2027-01-15","call_iv_pct":34.282734138972806,"put_iv_pct":33.742659732540865},{"expiry":"2027-02-19","call_iv_pct":34.51708407871198,"put_iv_pct":34.589999999999996}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"296f67954775dad45651ee812c5ba7547166e22df72b85490ee3fe1e00898075","captured_at":"2026-10-22T20:44:46.110824+00:00","observed_at":"2026-10-16T15:59:00-04:00","session_close_at":"2026-10-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"c96a58ce37df420b940c55d288b59552f958876e47760dc51a9c037982e077b0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f85cf247d8eab8909702e4276346be3bbcb947ce87187b10657519ee260905c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18375e86e64abd4adc5006b364a407f982d16346f66d02416b246d50ccb83717"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"362f7f12fa0c2bd33461fc892529161148140fb78ffcc21e2179d1b52be2321a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"eafd181e87ce37603d88cf1f660d431ad1b0cbeb371d401cc69052f9f8a7faba"}]},{"symbol":"A","date":"2026-10-19","iv_pct":34.458364958808716,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.14655986509275,"put_iv_pct":31.735246449456977},{"expiry":"2026-12-18","call_iv_pct":37.73542857142858,"put_iv_pct":34.57283185840708},{"expiry":"2027-01-15","call_iv_pct":35.99394495412844,"put_iv_pct":33.63470839260313},{"expiry":"2027-02-19","call_iv_pct":35.00074626865671,"put_iv_pct":32.847453310696096}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"033f8e21e864a94ca235e0da51439988762c80e407f341a6940a4c0414fa566d","captured_at":"2026-10-22T20:44:44.444033+00:00","observed_at":"2026-10-19T15:59:00-04:00","session_close_at":"2026-10-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"fac7c5b47dbb2a0ad33ea56ba95136ef16b73b9579d82b91642125bd55bd043c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f85cf247d8eab8909702e4276346be3bbcb947ce87187b10657519ee260905c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18375e86e64abd4adc5006b364a407f982d16346f66d02416b246d50ccb83717"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"362f7f12fa0c2bd33461fc892529161148140fb78ffcc21e2179d1b52be2321a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"eafd181e87ce37603d88cf1f660d431ad1b0cbeb371d401cc69052f9f8a7faba"}]},{"symbol":"A","date":"2026-10-20","iv_pct":35.35255487706198,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.34911685994647,"put_iv_pct":32.345288220551375},{"expiry":"2026-12-18","call_iv_pct":36.31698895027625,"put_iv_pct":37.32663551401869},{"expiry":"2027-01-15","call_iv_pct":35.716573643410854,"put_iv_pct":35.24911214953271},{"expiry":"2027-02-19","call_iv_pct":35.44574007220216,"put_iv_pct":35.07098360655738}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e227caf6a5ce8d93b77101eaa13d6baa90d515bbfd0a6a0a3377583726590dae","captured_at":"2026-10-22T00:50:13.569918+00:00","observed_at":"2026-10-20T15:59:00-04:00","session_close_at":"2026-10-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"c03185d6648551ea0cce7aa2f266b54e214750dbb2fe68efda78d7fc6c317a21"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bec25dfbc5127d371e6341f74f4c2ba5058333778765d9374229a68dbeea378c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"67b9cb8a6b6cc63e4a4011edd7082303eba8e54f710889793c8086add61bbd9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4bc2c6141a2aa8527ef7be0c6cea0d73492f7af00f5ae32091234d682e9b847b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"84bfacc30bdc65dfb7999b277f5db129b946e748ac489a79c12aa5338a07f096"}]},{"symbol":"A","date":"2026-10-21","iv_pct":34.759160997904786,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.890281690140846,"put_iv_pct":33.16618556701031},{"expiry":"2026-12-18","call_iv_pct":37.28051317614424,"put_iv_pct":35.08346049046322},{"expiry":"2027-01-15","call_iv_pct":34.003545994065284,"put_iv_pct":35.485671874999994},{"expiry":"2027-02-19","call_iv_pct":33.715834797891034,"put_iv_pct":35.44779439252336}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ce030fd4d7e4f745ff46fdddacdaf768479a1da712d39b8836a563ba69c6fd30","captured_at":"2026-10-22T00:50:12.297090+00:00","observed_at":"2026-10-21T15:59:00-04:00","session_close_at":"2026-10-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"A","date":"2026-10-21","format":"json"},"source_hash":"3ac001fba5dc9a2ff7d11800753432ab53b18ac5eaa957c23cecba16eed4ffde"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bec25dfbc5127d371e6341f74f4c2ba5058333778765d9374229a68dbeea378c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"67b9cb8a6b6cc63e4a4011edd7082303eba8e54f710889793c8086add61bbd9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4bc2c6141a2aa8527ef7be0c6cea0d73492f7af00f5ae32091234d682e9b847b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"84bfacc30bdc65dfb7999b277f5db129b946e748ac489a79c12aa5338a07f096"}]},{"symbol":"A","date":"2026-10-22","iv_pct":36.92603598386557,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.22741573033708,"put_iv_pct":35.588189655172414},{"expiry":"2026-12-18","call_iv_pct":38.657517053206,"put_iv_pct":39.378534850640115},{"expiry":"2027-01-15","call_iv_pct":35.10506726457399,"put_iv_pct":37.02026711185309},{"expiry":"2027-02-19","call_iv_pct":35.97542704626335,"put_iv_pct":36.45586915887851}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c7a8df613a21762e319f4944e18b287bd7e1e0bd59de016a99e56774e4e71bf5","captured_at":"2026-10-22T20:44:27.625385+00:00","observed_at":"2026-10-22T15:59:00-04:00","session_close_at":"2026-10-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"A","date":"2026-10-22","format":"json"},"source_hash":"fbb7f93b502e64705d5f8ba00056e21f56c3862c708cca5294edcba468682234"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"93601653dcb38ac2a8306c58475a23525914f25100e8c6fd9fc16f073f2d7a42"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e288bb7ddbb6447ed839afa1150e104abde3d8901bbff155ddc2691cca98f245"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3c05695c12cbc755c5b18a2fcaf981907857986b6f0f1af65b944ecbb5497b61"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e558a3e948f307ba939b9892f1b07070e31417f2145579cf4e98898ae7225759"}]},{"symbol":"A","date":"2026-10-23","iv_pct":35.51054390010943,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.815239616613418,"put_iv_pct":34.60384615384615},{"expiry":"2026-12-18","call_iv_pct":37.59500678426051,"put_iv_pct":37.85953271028038},{"expiry":"2027-01-15","call_iv_pct":35.56934210526316,"put_iv_pct":36.35444444444445},{"expiry":"2027-02-19","call_iv_pct":34.93047619047619,"put_iv_pct":35.3564631956912}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"faf936a0f89985eef354ed1108ab41e1df2a9f281d8bf22f29e68ec3d152f097","captured_at":"2026-10-23T20:15:16.661046+00:00","observed_at":"2026-10-23T15:59:00-04:00","session_close_at":"2026-10-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"A","date":"2026-10-23","format":"json"},"source_hash":"b5a4fa86776a3911e53a4d3c285c2f3e02c85d119a26f51d5509687587cbe855"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb50b38f774028f61126d75c0c8b45bd9fb96f1ffe0ebadb299b0f4c4b0c0814"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a4a82e8094b5ea38265b885417727c4c38a486d44c28eaa91f757eebc643c51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3c32ba129902a89cdef66b3b1d52a65684e61c2921e8fcd0c98f6b2b32285be7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d6c09de6734f39e1d3f60517165f8b4e3dec31e141f6e71877fd0c07b67db74d"}]},{"symbol":"A","date":"2026-10-26","iv_pct":36.31548495979896,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.14535574667709,"put_iv_pct":33.59623083131558},{"expiry":"2026-12-18","call_iv_pct":39.290789473684214,"put_iv_pct":39.51226110363392},{"expiry":"2027-01-15","call_iv_pct":35.9528139183056,"put_iv_pct":37.05023529411765},{"expiry":"2027-02-19","call_iv_pct":35.60795918367347,"put_iv_pct":36.36823412698413}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d3c9d3fe3858d5972208551b011e1bf4a1ec0c8943e39b897dd440c6964b1a0d","captured_at":"2026-10-26T20:15:17.050536+00:00","observed_at":"2026-10-26T15:59:00-04:00","session_close_at":"2026-10-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"A","date":"2026-10-26","format":"json"},"source_hash":"00f10d16e6df75323e2d587d26490014d60f13c6c5da310173db87610a7b460a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-23","end_date":"2026-10-26","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bee1e6cbf1dbff2011e3a5809a782b5dc884b72d781ea26696fb75f2a5d458f6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-23","end_date":"2026-10-26","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ef40b500ab45b08f554dbad77f01f7f106c17e262724f8993d3d46c26f56498"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-23","end_date":"2026-10-26","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2a2e12bc6e0eb3821e8a46b0f7acba9637ab8af1520ac07927a66faa3fe49da6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-23","end_date":"2026-10-26","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"55db6a5c49aa518630f1a1042716782849991e1ee48380e6e753229f48a8e56c"}]},{"symbol":"A","date":"2026-10-27","iv_pct":35.57106060545003,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":36.082828618968385,"put_iv_pct":33.06716058960434},{"expiry":"2026-12-18","call_iv_pct":35.27583550913838,"put_iv_pct":36.558780487804874},{"expiry":"2027-01-15","call_iv_pct":36.29356495468278,"put_iv_pct":36.950722135007844},{"expiry":"2027-02-19","call_iv_pct":35.4500350262697,"put_iv_pct":34.889557522123894}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"34b5664e037e68b05722d073b567ad4ec3bfa5d6d72f845c368039837e7c8b2f","captured_at":"2026-10-28T12:01:36.507105+00:00","observed_at":"2026-10-27T15:59:00-04:00","session_close_at":"2026-10-27T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"098a63fcd41ee1ec5991757f93bef80065acf1d05ff403e971bb553d9f624535"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"74998edea13c25dab9c88b04ca135a54eda9b6c6ea49929b48d473ab074b0daa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47e8adb419b9af9b4fdb1e4860f8f41da5f9a9744fee926f4f7c432477a7b755"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"89aee7e96bfbbcb0f94e60750a265ab314f5b154516e0301a44c314469a787f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b3d8e7e5965d7ded402bdc01dc3225ac6da3ae6bcabbec569306a82106e5d683"}]},{"symbol":"A","date":"2026-10-28","iv_pct":35.72690217029605,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.06573552425665,"put_iv_pct":34.02562354763749},{"expiry":"2026-12-18","call_iv_pct":38.25378449408673,"put_iv_pct":37.2446547314578},{"expiry":"2027-01-15","call_iv_pct":36.211990950226244,"put_iv_pct":35.4718125},{"expiry":"2027-02-19","call_iv_pct":34.76403197158081,"put_iv_pct":35.777583643122675}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3aedd6087a7d53b16ce47de834af8690bde3527e076154098760dfdb58930ea7","captured_at":"2026-10-29T12:11:31.018941+00:00","observed_at":"2026-10-28T15:59:00-04:00","session_close_at":"2026-10-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"ed26ee122cab7ebaf6578ec15889442925e0ce7f3904910fc1c972dc3be0585c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8dbe4a559c7b2de72ba941f700d4012f9e880ea3f6c56787b0357e774f7cf45b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"418a4ef85b8959149bff549bd23c37aa4f9e9eebf20898c848dbc7861cb2ac78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e2bdab5a1bffbd95abd3c700f3628fc70e8a3dfc187a14814dc6b4611c3d6020"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4df46512bd793016f287b431493150db09319b0d3ac993ecc5d8e554dbc9c58"}]},{"symbol":"A","date":"2026-10-29","iv_pct":36.076913275088884,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.38751421608448,"put_iv_pct":34.61440438871474},{"expiry":"2026-12-18","call_iv_pct":39.61013477088949,"put_iv_pct":37.88052835051546},{"expiry":"2027-01-15","call_iv_pct":35.64261329305136,"put_iv_pct":34.57834146341464},{"expiry":"2027-02-19","call_iv_pct":35.411958041958044,"put_iv_pct":35.48981167608286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d6490896b9198c205de480efa7747508d0837c43e19cebe93b9ebe1da0cbd957","captured_at":"2026-10-30T12:10:51.108886+00:00","observed_at":"2026-10-29T15:59:00-04:00","session_close_at":"2026-10-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"A","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"e1bae7c1bb1c5724ed14bac6cc086f6bef66e613a242d79290fa5328af159364"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0fd692cd7a9adce22901b16f17274806f9e22a8e3b630730b7742481d1c13b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"61eb5ef02a2b921b43b85e1de84f74f9da072eb0e34fd2dc0f0a2a55c4420961"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6960468a027166f74a0e305b6dae01742fbbd97e88f7d2a1f7f8b660dba37d8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29c8d0df6451326905ccfc4030ecddf3ff40b9640ac4ad68e21daba442677518"}]},{"symbol":"A","date":"2026-10-30","iv_pct":37.56581309009373,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.60437919463087,"put_iv_pct":34.73386004514673},{"expiry":"2026-12-18","call_iv_pct":40.86291666666666,"put_iv_pct":38.29878326996198},{"expiry":"2027-01-15","call_iv_pct":38.35968847352025,"put_iv_pct":37.09083076923077},{"expiry":"2027-02-19","call_iv_pct":35.95841918294849,"put_iv_pct":35.617627118644066}],"source":"ThetaData historical first-order Greeks","provider_symbol":"A","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6915518acc7c69b8ebbeb8f303b3c34727fd0484ad5a597b9702d3b3ceb81856","captured_at":"2026-10-30T22:06:43.062634+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"A","date":"2026-10-30","format":"json"},"source_hash":"a10248208d647f2381025b4843be48bdb6c09ab1132d84734fd8b7e0e89f761f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-11-20","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0aaaedd17f391f0cd186d0ce11bd90fa3296c122cb607115ac5910d09d347762"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2026-12-18","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec7f56cf1316cd8a872c4429ed2d0a8808aab65f4c98e98efed97e9ceda367dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-01-15","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8933260341353f56d2116be9ce17b395cde30ef392a4b48c765c8050d633b0f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"A","expiration":"2027-02-19","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f600824acd4c94bd86119fd844e7f53e7af8b19ee1c2b784d87ac27d8f6e405c"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/A","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":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":33.399546668293766,"put_call_skew_pp":4.426552648689136,"implied_move_pct":12.409477464605324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"27cd78d0cc9e6afcc2bb1d42cc7556d05d37e8ca24bb38ef4b2bb8b75fa4d161","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":33.52363479483177,"put_call_skew_pp":1.7799505731916554,"implied_move_pct":12.202092896052392,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2f57e85cb5bc3f00751f412fbc70471a5fb793b9722385c8ee53af07006a127c","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":33.25479176503586,"put_call_skew_pp":0.21952660985212002,"implied_move_pct":11.867293527239188,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e9b55c46e39da5607f4d385d4fdd9d0e59890ed5385c6007e70a79c1c9f4ef6","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":32.19987643423502,"put_call_skew_pp":0.9493986299183756,"implied_move_pct":11.623348570623047,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dfe17a30837c16cc40b130dbe7d62c27316b842222e9dacf6bc02f27bac92be0","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":32.855628526942226,"put_call_skew_pp":-0.015349184563556051,"implied_move_pct":11.448713484633078,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6493c0b3726fa355da2fd631923335a4cc6f5a7239192605a4ab81e16d9c1bef","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":33.55394901230832,"put_call_skew_pp":-1.6396491084676583,"implied_move_pct":10.877060487363499,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bab79569572f860901e03b4efe4a734d7d386f7204b647954e4a59cae7ddf852","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":33.90394195062508,"put_call_skew_pp":-0.46748419586215917,"implied_move_pct":10.891955775207776,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e06845e4971c9879b59518ac648674c324d7fa20aded111fb962af585cc45f4e","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":39.02751117839192,"put_call_skew_pp":-4.70292401211397,"implied_move_pct":11.26605280345776,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2dd0f0c0dc464a23d5de34923e1b7b0da5a9194459a246d4ffe392ba79692cc8","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":35.59624129367407,"put_call_skew_pp":-1.0616491903709484,"implied_move_pct":15.234531285153341,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a88cce5a692cb58c1c0009e198b46b323b10e47a19f51ae77a1fc804ddcf332c","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":36.953507692906534,"put_call_skew_pp":-0.6491279288235656,"implied_move_pct":15.323052032092516,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4b2256db2bca14ff9132bb87e5928e9853cde036786fccbc7a20a2753051915a","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":36.82152726401422,"put_call_skew_pp":0.9218651002722567,"implied_move_pct":15.177220279974538,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"83b8dc94f955a3c8cf3ebb18fbd663cff14c0f58a09590a0be1f3788a60af112","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":38.0888584081237,"put_call_skew_pp":0.9018595896026262,"implied_move_pct":15.447682986576808,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0ec3d58131cabd25a0904222f63146b7d1f4bf6348ee5fa356baa1039ac38dde","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":29.37602024998306,"put_call_skew_pp":1.476840932505036,"implied_move_pct":12.291008688627977,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8cd397bfcc4d55fffd9dbe034ee20b968c237ea121fec9818b5a21d1d01c635f","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":29.353917011075588,"put_call_skew_pp":-1.9061854050521516,"implied_move_pct":12.252009529467223,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2b146a30381205ce37d3c1b7d8c0cc9071b3530ebe55f9ee264c10e9cee3a102","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":29.79039821575016,"put_call_skew_pp":1.7092417319190485,"implied_move_pct":12.045621993878559,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa75b0325a7278495eddc297275e3c56b0a138b5b70dd892cde07ac52aa78620","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":29.53765975558636,"put_call_skew_pp":0.8301474609327677,"implied_move_pct":11.89787253191492,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6ed266c055cf1ac157235d87305dfd06f9bcdf6a77b7e8089c7ea2c508c32486","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":28.480911055211227,"put_call_skew_pp":-1.649603544545207,"implied_move_pct":11.469776854289725,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aea7f938380c121d38f401313f296a500f90f4335d04e5b3cad1175e89daa15d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":28.578797514608503,"put_call_skew_pp":0.2913892304624657,"implied_move_pct":11.317227677332427,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c7c4980f2f4c3be5c4b34cb8220a15bcc8a71473c3303cb7320e9b4d2b072353","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":29.778378448183915,"put_call_skew_pp":0.6552635388121715,"implied_move_pct":11.632992012168849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"230aa3f781fad6778e7adc9890b7c48c2043d859df0d3611dd1662ae6802064c","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":31.54534850156869,"put_call_skew_pp":-0.6015310489233201,"implied_move_pct":11.555442364121355,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d1823156edb2618fd8058a323abae5c88c5a9f568aa83caaf10047ae804d5af6","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":31.145280869597507,"put_call_skew_pp":0.6273950938642603,"implied_move_pct":11.268105312441538,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc25ec93caf6acb6a400ed5db07dcc254ca105b1d2d846956d9db4f095dad53a","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":31.473400379425936,"put_call_skew_pp":1.1632805387262284,"implied_move_pct":11.338145315150244,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d4a9f7decc50be4a3436976c51ebf4f936e80a8a848677c95a0d76e933f7f23d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":29.90540323247756,"put_call_skew_pp":3.67322590935016,"implied_move_pct":10.690167528064585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d3ddae398eb48ac30687dcb7b0fa8b5e777f629843dbcc445ce9c92cdbf1d723","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":31.17275001499616,"put_call_skew_pp":2.2650266543271,"implied_move_pct":10.13975597986663,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e39476508723a6e293003fd116db72e5614b010478a811ffec855743c45566f","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":30.944383847811785,"put_call_skew_pp":0.6444747195840463,"implied_move_pct":10.13753998628785,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"970fa431dd38b8defae8f9d28e5576d203e019ffce5337dfef131da2c9fb8994","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":34.20483603004831,"put_call_skew_pp":4.485500800412849,"implied_move_pct":10.249340794113753,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e9cfef73d3d617ff0765be5660d198cf512703301e996708bcb2aaa4be6a500a","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":34.25263240072864,"put_call_skew_pp":0.721701618348666,"implied_move_pct":9.98974448631491,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"872b520616e6335ea51cbc5a3b8e9be04ca6732fe6e8367e12825baef78dd189","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":30.060422712265407,"put_call_skew_pp":0.07934182679465884,"implied_move_pct":13.433956134639402,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cb0459df11ac9036894aa95842c972119cc4c349bdfd79f17f4820562bd2b25f","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":32.40950489391062,"put_call_skew_pp":0.8477399303674691,"implied_move_pct":14.068601117517542,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"99f0c21179ec51cd9f61ab2eaccf36f48405ca223159d5a48f284aab0297bbb8","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":31.139148841732016,"put_call_skew_pp":1.2621377253965411,"implied_move_pct":13.444454747005015,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2ea1e0ce6b9db009517c81422735053f5f64a620ae2771af95cefd5f0dd8377d","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":31.512843010941022,"put_call_skew_pp":3.208056444346049,"implied_move_pct":13.453221748279336,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"587be1cddc8aa1c501706b7562822eae54a8840fa07b33f59a7f2ce39548614e","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":33.038172102042346,"put_call_skew_pp":0.16974538495764513,"implied_move_pct":14.002891648875332,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"15a3d0899d731b4abb2a7befea489c1da9d0905ae9c3a07ac6bbb87875e6d117","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":33.036789297430325,"put_call_skew_pp":0.7497069300527084,"implied_move_pct":14.001383771810136,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"66525e0badf64d0ad305e8a149646f43c4c8eb259647cd3ea0a6c1c4effd3643","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":34.594218539259444,"put_call_skew_pp":1.5294185440438195,"implied_move_pct":14.064621505830758,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"43a4ee43b91c300029e027184edc0dfdbf98992e360586997597c819a0b682c5","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":33.061731557210024,"put_call_skew_pp":0.6893137557291134,"implied_move_pct":13.394944481657042,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5d229c04d5e80ce1a70d2d8654ab1b380ff32e9979c710dafd2bd2c9b01f163b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":32.70059277547516,"put_call_skew_pp":-0.6269351331309743,"implied_move_pct":13.179370624745179,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"abe51599fc9be8551337d9f625cfd42c8742101ff6931d20156d9a60e291751b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":32.61300440727277,"put_call_skew_pp":-0.9207493197117742,"implied_move_pct":13.035728424009926,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dd51d5b38be8484402cf834f87c4ecb39fa2a368f3a1bcef6d14a30b70fd03b4","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":32.074097192321474,"put_call_skew_pp":-0.42196887852374054,"implied_move_pct":12.82150871651753,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"29264031193050cc3334551faba0b640b3d28066b2f03266f618c494a2c61d67","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":33.74173723193349,"put_call_skew_pp":1.891032788239297,"implied_move_pct":12.863133718708331,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4c12947d9d606a5726e23b8a4dec64acef97d13a2c4ef79f90f21d050a5285fa","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":34.38441203095005,"put_call_skew_pp":0.03937145602743719,"implied_move_pct":12.997161846884504,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"779b7c0240bf4d6e6a3b16a59de86ff6af6b6b760a0b2ba184b61af651838a51","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":34.48032553634563,"put_call_skew_pp":-0.9957568233608196,"implied_move_pct":12.83428270751081,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dd9602690393488c3dc1276e6598a019060e0ee40c61fb364f9e1857becd612c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":35.23691083906118,"put_call_skew_pp":1.1118995494026276,"implied_move_pct":12.952820081706093,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"915cf02d4feb95620b3875ebbb44dbe913386040d3c6d75e87953ce721984326","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":34.99798561017779,"put_call_skew_pp":0.959919211693208,"implied_move_pct":12.76725018400903,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b7c86305e63786fa482e32a331f5545b8d27169867cefdfe73e557efdfface0b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":36.61986919426046,"put_call_skew_pp":2.2757612016601136,"implied_move_pct":12.282236534508082,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5926ec7603c49030582af6d9f5f4828433fffb23e6dc249d5bff9413bee24195","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":35.691847560952084,"put_call_skew_pp":-1.9895589271620926,"implied_move_pct":11.877317528525275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"954359ce3ffa3c3be9ab2b5068461e90404d04e9ee702a7936aef87c1a88715f","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":38.61880368641773,"put_call_skew_pp":5.285009465456257,"implied_move_pct":12.138242608511437,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff9c16b2df155ef99563ac850188c1c8dea7e585a939262b74dd64afafb37912","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":34.2305814787475,"put_call_skew_pp":-0.5465008443692483,"implied_move_pct":15.557704051264473,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"296f67954775dad45651ee812c5ba7547166e22df72b85490ee3fe1e00898075","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":34.458364958808716,"put_call_skew_pp":-2.5216099120357978,"implied_move_pct":15.294632392541065,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"033f8e21e864a94ca235e0da51439988762c80e407f341a6940a4c0414fa566d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":35.35255487706199,"put_call_skew_pp":-0.7091000087938948,"implied_move_pct":15.588641515804873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e227caf6a5ce8d93b77101eaa13d6baa90d515bbfd0a6a0a3377583726590dae","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":34.759160997904786,"put_call_skew_pp":0.07323416668887006,"implied_move_pct":15.197692574851294,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ce030fd4d7e4f745ff46fdddacdaf768479a1da712d39b8836a563ba69c6fd30","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":36.92603598386557,"put_call_skew_pp":0.3693584205409266,"implied_move_pct":15.956944994114991,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c7a8df613a21762e319f4944e18b287bd7e1e0bd59de016a99e56774e4e71bf5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":35.51054390010943,"put_call_skew_pp":1.0660554519122218,"implied_move_pct":15.318246839860652,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"faf936a0f89985eef354ed1108ab41e1df2a9f281d8bf22f29e68ec3d152f097","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":36.31548495979896,"put_call_skew_pp":0.6325107584277241,"implied_move_pct":15.302538730391287,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d3c9d3fe3858d5972208551b011e1bf4a1ec0c8943e39b897dd440c6964b1a0d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":35.57106060545003,"put_call_skew_pp":-0.40901084362957363,"implied_move_pct":14.822190268304473,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"34b5664e037e68b05722d073b567ad4ec3bfa5d6d72f845c368039837e7c8b2f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":35.72690217029605,"put_call_skew_pp":-0.19396712948312,"implied_move_pct":14.755759390080247,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3aedd6087a7d53b16ce47de834af8690bde3527e076154098760dfdb58930ea7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":36.076913275088884,"put_call_skew_pp":-0.8722836108139198,"implied_move_pct":14.717244315093904,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d6490896b9198c205de480efa7747508d0837c43e19cebe93b9ebe1da0cbd957","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":37.56581309009373,"put_call_skew_pp":-2.2610755786956833,"implied_move_pct":15.137194895116458,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6915518acc7c69b8ebbeb8f303b3c34727fd0484ad5a597b9702d3b3ceb81856","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}