{"schemaVersion":1,"symbol":"ALG","days":90,"observations":[{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-21T19:53:59.197000+00:00","captured_at":"2026-10-22T00:11:16.416Z","last_trade_at":"2026-10-21T23:00:00.00308329Z","price":148.5,"iv_pct":33.15734377018265,"implied_move_pct":7.696138169671457,"put_call_skew_pp":-1.8195752946070232,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"04fa552453bbc0b605fe4c5942c9d054241500bdd8bde8c43de108c27bb73663"},{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-22T19:56:56.622000+00:00","captured_at":"2026-10-22T21:23:29.995Z","last_trade_at":"2026-10-22T20:10:00.004438479Z","price":147.23,"iv_pct":36.399482053791274,"implied_move_pct":8.259158167753174,"put_call_skew_pp":-2.5778255959913454,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"00cf98211c633724b05d7b67871454e514e47fec39e3bbeebb640cec5be8d95d"},{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-23T19:49:59.264000+00:00","captured_at":"2026-10-23T21:51:54.704Z","last_trade_at":"2026-10-23T20:10:00.00336935Z","price":146.18,"iv_pct":34.89322548411059,"implied_move_pct":7.844716731060757,"put_call_skew_pp":-1.4147845083258226,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"c2a2eccbf40cfdd7001eb25f08675da3029f805c1c0bb828a2e7ef9ff32bbf60"},{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-26T15:13:07.014000+00:00","captured_at":"2026-10-26T15:24:53.892Z","last_trade_at":"2026-10-26T15:24:43.034980015Z","price":146.09,"iv_pct":37.98109011447839,"implied_move_pct":8.512725081031356,"put_call_skew_pp":3.0976886486650534,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"0a7926a3b1755358c24fdf9f32c5b946465f7dcd0a6523c1979e5fa09bba22aa"},{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-26T19:47:41.696000+00:00","captured_at":"2026-10-27T03:20:10.458Z","last_trade_at":"2026-10-26T23:00:00.003540961Z","price":144.53,"iv_pct":37.14407396475017,"implied_move_pct":7.778117106485925,"put_call_skew_pp":-5.233149573349877,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"29edd0474268854946d2b15c44a67902287a8b80a0f84c73e850e4ad88656be8"},{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-27T19:51:05.243000+00:00","captured_at":"2026-10-27T21:18:40.200Z","last_trade_at":"2026-10-27T20:10:00.002377353Z","price":145.68,"iv_pct":37.17742464335945,"implied_move_pct":7.7330495816174505,"put_call_skew_pp":-2.993041778773092,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"9d6d188a2dcbd12e547296d358225e602dac55a9ec3a838f9d8f412b5e49069c"},{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-28T19:50:01.423000+00:00","captured_at":"2026-10-28T22:41:17.489Z","last_trade_at":"2026-10-28T22:30:00.004042436Z","price":144.29,"iv_pct":37.26809145129224,"implied_move_pct":7.464374215036298,"put_call_skew_pp":-4.861932727920776,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"27a00899f223e7e03b0c72637f8db38d52a05853ba2f5febae49970a11b20407"},{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-29T19:50:02.188000+00:00","captured_at":"2026-10-30T01:18:21.995Z","last_trade_at":"2026-10-29T23:00:00.003749009Z","price":146.74,"iv_pct":36.089546836642405,"implied_move_pct":7.231957405555413,"put_call_skew_pp":-1.8570825903821642,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"7907c0a2c1c6e21c2b6437ddda8c4415608fd3451b7c784a13600fd087dd1550"},{"symbol":"ALG","expiry":"2026-11-20","observed_at":"2026-10-30T19:58:00.251000+00:00","captured_at":"2026-10-31T00:02:46.642Z","last_trade_at":"2026-10-30T23:00:00.003742667Z","price":147.76,"iv_pct":38.017411121392186,"implied_move_pct":7.50551055070178,"put_call_skew_pp":-13.525403190496299,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ALG","source_hash":"277e3bee88a3d41da0fab5646055c75a3fd28b940c4e56903c82ff3912d38db7"}],"dailyIv":[{"symbol":"ALG","date":"2026-08-05","iv_pct":29.626737995740648,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.416113558492412,"put_iv_pct":30.40896292315959},{"expiry":"2026-09-18","call_iv_pct":29.344559585492224,"put_iv_pct":27.79463295269168},{"expiry":"2026-12-18","call_iv_pct":30.213724884080374,"put_iv_pct":30.156508422664626},{"expiry":"2027-03-19","call_iv_pct":30.536,"put_iv_pct":31.143401639344265}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bcc782bf5dc35872712424639d9505e3af86a7fa51b8eaacfdf38650854c9a1d","captured_at":"2026-10-23T06:50:46.558441+00:00","observed_at":"2026-08-05T15:59:00-04:00","session_close_at":"2026-08-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ALG","expiration":"*","start_date":"2026-08-05","end_date":"2026-08-05","strike_range":20,"format":"json"},"source_hash":"2b7a284a2fb89a673b6c7b95dd3fa6b6835f2446ffa1e9cd597d4334111edbb1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7156cd14973c94bac703d3a09f1557be68fe21f70190cbc123434c1b7abf95ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92afa90b620691dee5951b9ad267a0655ddee710ace0b340c4080a450aba1286"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45286d51c3d454e726be7a77ca3a51dd964f06ed0446e69b3a910f83639a4f19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9530f53c83a2e4afa66612af09cc0f96d069c16e50542808cdb5526f5eab83b0"}]},{"symbol":"ALG","date":"2026-08-06","iv_pct":29.116060748783905,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":28.479555921052636,"put_iv_pct":28.279496233521655},{"expiry":"2026-09-18","call_iv_pct":27.98774580335731,"put_iv_pct":27.277916992952235},{"expiry":"2026-12-18","call_iv_pct":29.655172413793103,"put_iv_pct":30.024174757281553},{"expiry":"2027-03-19","call_iv_pct":30.345925925925926,"put_iv_pct":30.87849794238683}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4ae03a1313387f3cde88b7044bab013f27aca32d993490834e6043ec2eca18dd","captured_at":"2026-10-23T06:50:44.995305+00:00","observed_at":"2026-08-06T15:59:00-04:00","session_close_at":"2026-08-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ALG","expiration":"*","start_date":"2026-08-06","end_date":"2026-08-06","strike_range":20,"format":"json"},"source_hash":"69c60c4c140063e53e21f5e88d0d53ca3cbd17662ddd869a5bd65195f9253e82"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7156cd14973c94bac703d3a09f1557be68fe21f70190cbc123434c1b7abf95ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92afa90b620691dee5951b9ad267a0655ddee710ace0b340c4080a450aba1286"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45286d51c3d454e726be7a77ca3a51dd964f06ed0446e69b3a910f83639a4f19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9530f53c83a2e4afa66612af09cc0f96d069c16e50542808cdb5526f5eab83b0"}]},{"symbol":"ALG","date":"2026-08-07","iv_pct":29.1904506233194,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":28.055870307167236,"put_iv_pct":29.28126482213439},{"expiry":"2026-09-18","call_iv_pct":27.826708860759492,"put_iv_pct":27.46},{"expiry":"2026-12-18","call_iv_pct":29.76969465648855,"put_iv_pct":29.67843702579666},{"expiry":"2027-03-19","call_iv_pct":30.4160206185567,"put_iv_pct":31.035608695652172}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78f506498f8dbbc285bb4fda6fca589d6288265c2cc98d304ea79ca49e087064","captured_at":"2026-10-23T06:50:43.278601+00:00","observed_at":"2026-08-07T15:59:00-04:00","session_close_at":"2026-08-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ALG","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"8a9d10f02cddcedbce1f845e0a52f25055c00500de4d2fb016d9f58c3c674eb4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7156cd14973c94bac703d3a09f1557be68fe21f70190cbc123434c1b7abf95ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92afa90b620691dee5951b9ad267a0655ddee710ace0b340c4080a450aba1286"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45286d51c3d454e726be7a77ca3a51dd964f06ed0446e69b3a910f83639a4f19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9530f53c83a2e4afa66612af09cc0f96d069c16e50542808cdb5526f5eab83b0"}]},{"symbol":"ALG","date":"2026-08-10","iv_pct":29.048179593100222,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.492324840764333,"put_iv_pct":30.323796423658873},{"expiry":"2026-09-18","call_iv_pct":25.787292899408286,"put_iv_pct":28.143476151980597},{"expiry":"2026-12-18","call_iv_pct":29.24526315789474,"put_iv_pct":30.340062597809077},{"expiry":"2027-03-19","call_iv_pct":29.74542406311637,"put_iv_pct":31.30779661016949}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e9ea08a8ae312ba41e8375e7c57f8e765539309d49884139320513e333664ec4","captured_at":"2026-10-23T06:50:29.921965+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":"ALG","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"06ee7b11b2d4b74114298a87b996637262a7de7a978b25a52a718b47a1583d92"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7ea432544b93e6d41149522db90bd4e64130a0f4ac6e275206aa9dae342230a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"485502c30b389aa4aa05fb1b22e94f2f946c1116e89ed07ecb96144000e0c1ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","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":"a3b3fb5e7e28aa40622b78f5bf9162472ebd43ec94128fa7cec47577605bf31b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"b724f53f821f5c2c153d788e53bfa4f8cb1230e21b8fcbb5551ea0f82e44be0b"}]},{"symbol":"ALG","date":"2026-08-11","iv_pct":29.78503443474293,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":34.00619760479042,"put_iv_pct":26.354548314606742},{"expiry":"2026-09-18","call_iv_pct":30.467315329626686,"put_iv_pct":26.481788502484033},{"expiry":"2026-12-18","call_iv_pct":30.229813374805598,"put_iv_pct":29.92049230769231},{"expiry":"2027-03-19","call_iv_pct":30.270309917355377,"put_iv_pct":30.549810126582276}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7372502b1bca9a34e71032855bc007e405141cc8fed46651c2c0b62c15bd6cc","captured_at":"2026-10-23T06:50:28.613371+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":"ALG","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"c1f9be8c110b1ecea062ac175b06b3d91758d31f1646d17309a830795ed46a06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7ea432544b93e6d41149522db90bd4e64130a0f4ac6e275206aa9dae342230a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"485502c30b389aa4aa05fb1b22e94f2f946c1116e89ed07ecb96144000e0c1ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","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":"a3b3fb5e7e28aa40622b78f5bf9162472ebd43ec94128fa7cec47577605bf31b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"b724f53f821f5c2c153d788e53bfa4f8cb1230e21b8fcbb5551ea0f82e44be0b"}]},{"symbol":"ALG","date":"2026-08-12","iv_pct":28.66292466330305,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.071569459172856,"put_iv_pct":27.77802491643877},{"expiry":"2026-09-18","call_iv_pct":28.139372720641866,"put_iv_pct":25.631506276150628},{"expiry":"2026-12-18","call_iv_pct":30.628688524590164,"put_iv_pct":29.53109923664122},{"expiry":"2027-03-19","call_iv_pct":30.220019801980197,"put_iv_pct":30.30311637080868}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"be0345718e59b72ab7763692620faa73f9da9676671b1b5cbcf70eeaf64d9432","captured_at":"2026-10-23T06:50:27.001089+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":"ALG","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"cf74b0538c53e53cfbdb36e7442be1005a64a55e5c36a11b877d9ec9f3fb0197"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7ea432544b93e6d41149522db90bd4e64130a0f4ac6e275206aa9dae342230a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"485502c30b389aa4aa05fb1b22e94f2f946c1116e89ed07ecb96144000e0c1ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","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":"a3b3fb5e7e28aa40622b78f5bf9162472ebd43ec94128fa7cec47577605bf31b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"b724f53f821f5c2c153d788e53bfa4f8cb1230e21b8fcbb5551ea0f82e44be0b"}]},{"symbol":"ALG","date":"2026-08-13","iv_pct":28.467037850924612,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":21.11069782128197,"put_iv_pct":29.71966887417219},{"expiry":"2026-09-18","call_iv_pct":29.35119565217391,"put_iv_pct":27.036902848794742},{"expiry":"2026-12-18","call_iv_pct":29.613244837758113,"put_iv_pct":30.327746268656714},{"expiry":"2027-03-19","call_iv_pct":29.38148936170213,"put_iv_pct":31.195357142857144}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc0a2fc60cd3d50efb936e53566f59dd5fad20ea6a3d87b40368c4ee524a637c","captured_at":"2026-10-23T06:50:25.747095+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":"ALG","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"884e4a04c127761ea35344414e166515a6207ea745f43bdbdefc04edaec1e6c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7ea432544b93e6d41149522db90bd4e64130a0f4ac6e275206aa9dae342230a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"485502c30b389aa4aa05fb1b22e94f2f946c1116e89ed07ecb96144000e0c1ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","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":"a3b3fb5e7e28aa40622b78f5bf9162472ebd43ec94128fa7cec47577605bf31b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"b724f53f821f5c2c153d788e53bfa4f8cb1230e21b8fcbb5551ea0f82e44be0b"}]},{"symbol":"ALG","date":"2026-08-14","iv_pct":27.428446780551447,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":23.391092874299442,"put_iv_pct":25.185648375648373},{"expiry":"2026-09-18","call_iv_pct":27.037751994198693,"put_iv_pct":24.606470588235293},{"expiry":"2026-12-18","call_iv_pct":29.75954344624448,"put_iv_pct":29.405676855895198},{"expiry":"2027-03-19","call_iv_pct":29.87396153846154,"put_iv_pct":30.167428571428573}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff24aeff9f60bd3c268284f9483b6554f8e6392c765d5d3e46d6eef0e36744eb","captured_at":"2026-10-23T06:50:24.238997+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":"ALG","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"540aa592c2dca9a61b1c4f4dcd6fe13cdec75b273bef10ca2668621a503aa89b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7ea432544b93e6d41149522db90bd4e64130a0f4ac6e275206aa9dae342230a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"485502c30b389aa4aa05fb1b22e94f2f946c1116e89ed07ecb96144000e0c1ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","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":"a3b3fb5e7e28aa40622b78f5bf9162472ebd43ec94128fa7cec47577605bf31b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"b724f53f821f5c2c153d788e53bfa4f8cb1230e21b8fcbb5551ea0f82e44be0b"}]},{"symbol":"ALG","date":"2026-08-17","iv_pct":34.20255668081713,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":54.515569994093326,"put_iv_pct":42.15033034714446},{"expiry":"2026-09-18","call_iv_pct":31.828055555555558,"put_iv_pct":25.04053625837904},{"expiry":"2026-12-18","call_iv_pct":30.02103047895501,"put_iv_pct":29.343597122302157},{"expiry":"2027-03-19","call_iv_pct":30.501534090909093,"put_iv_pct":30.2197995991984}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8e42035dd6daaa4bf3074a2e4f9d3c2099b4c10c5dea15fc0953a9d95f9faec6","captured_at":"2026-10-23T06:50:13.554265+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":"ALG","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"2d9d30a3a066a6e8edf7a638462754d86be5e8532850d11ab2b512d1646d9776"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"ca7711b4226507014ae3824b93e4de6d3cd72f85cdd617341df5d40a9c15ebd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a4c616c38dec914e16fec583c86ce546e8122bcad08548f26c3fd92fc9dd46fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"85c16180183f02444e34b4ecde34134dace4ebe7319fbebc6aa4860ddf43add5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"95d4535764a5c267649d50e54c49931c2f0a2066695882259a0229bc1d426ba6"}]},{"symbol":"ALG","date":"2026-08-18","iv_pct":32.70470620324228,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":45.25537376586742,"put_iv_pct":41.903708609271526},{"expiry":"2026-09-18","call_iv_pct":28.482323592302212,"put_iv_pct":26.16380716934487},{"expiry":"2026-12-18","call_iv_pct":29.816708860759494,"put_iv_pct":30.030422535211272},{"expiry":"2027-03-19","call_iv_pct":29.634654205607475,"put_iv_pct":30.350650887573966}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"398c863964aabec2f991acea07e98aeb9810f62395a6b65fa15a530921dbc887","captured_at":"2026-10-23T06:50:12.080178+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":"ALG","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"398edce5e6068422c93aba202790afb552a23a9ca203c7f4c9c3b485366e8643"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"ca7711b4226507014ae3824b93e4de6d3cd72f85cdd617341df5d40a9c15ebd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a4c616c38dec914e16fec583c86ce546e8122bcad08548f26c3fd92fc9dd46fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"85c16180183f02444e34b4ecde34134dace4ebe7319fbebc6aa4860ddf43add5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"95d4535764a5c267649d50e54c49931c2f0a2066695882259a0229bc1d426ba6"}]},{"symbol":"ALG","date":"2026-08-19","iv_pct":38.05058746258483,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":72.0638226744186,"put_iv_pct":59.11167778347871},{"expiry":"2026-09-18","call_iv_pct":27.36578778135048,"put_iv_pct":26.763274559193956},{"expiry":"2026-12-18","call_iv_pct":29.263415637860085,"put_iv_pct":30.252455621301777},{"expiry":"2027-03-19","call_iv_pct":28.972864864864867,"put_iv_pct":30.61140077821011}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0456842184dad2f796f7cc0e34fa3a4a7583c72d7ee9e4a0f4af7fcac2e1cb92","captured_at":"2026-10-23T06:50:10.505944+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":"ALG","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"b34edfae818a3c2c4eea03b98a6c0118d61009a795a944c528ec4eef59ec1299"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"ca7711b4226507014ae3824b93e4de6d3cd72f85cdd617341df5d40a9c15ebd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a4c616c38dec914e16fec583c86ce546e8122bcad08548f26c3fd92fc9dd46fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"85c16180183f02444e34b4ecde34134dace4ebe7319fbebc6aa4860ddf43add5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"95d4535764a5c267649d50e54c49931c2f0a2066695882259a0229bc1d426ba6"}]},{"symbol":"ALG","date":"2026-08-21","iv_pct":28.92502111035699,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.45692581602374,"put_iv_pct":25.111353607632676},{"expiry":"2026-10-16","call_iv_pct":27.732233009708736,"put_iv_pct":28.028485885372113},{"expiry":"2026-12-18","call_iv_pct":29.690606488011284,"put_iv_pct":29.394078762306613},{"expiry":"2027-03-19","call_iv_pct":29.772824427480916,"put_iv_pct":30.213660886319843}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f39738a962ca90a83ed9eafd1a6dd3df6dedd9f9a50c9559b3abba1f1fc4d228","captured_at":"2026-10-23T06:50:04.369982+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":"ALG","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"4716854858ab4e000d712af623f80c0a072eeae797bd66d17454848188a8551a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a4c616c38dec914e16fec583c86ce546e8122bcad08548f26c3fd92fc9dd46fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"757bc156290d356ea498ba58ea08f25a551b8be795cb3e04756aac93e451a217"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"85c16180183f02444e34b4ecde34134dace4ebe7319fbebc6aa4860ddf43add5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"95d4535764a5c267649d50e54c49931c2f0a2066695882259a0229bc1d426ba6"}]},{"symbol":"ALG","date":"2026-08-24","iv_pct":28.1124885034416,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.027473684210527,"put_iv_pct":25.97165311653116},{"expiry":"2026-10-16","call_iv_pct":26.80548748921484,"put_iv_pct":27.060000000000002},{"expiry":"2026-12-18","call_iv_pct":29.151127922971114,"put_iv_pct":29.946219686162628},{"expiry":"2027-03-19","call_iv_pct":29.4289945155393,"put_iv_pct":30.508951612903225}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2391bb0b8353184c924657da6247667e611c7365db53245a902c7d52364eeaa6","captured_at":"2026-10-23T06:49:47.328061+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":"ALG","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"f6b9cf4b2dcfa089281de0f6575fda55d61c6e4b2883ef17a41af60841250b97"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"4d6c017596fe8d1270381ac523bb6d9feb7857a2de8879d9c7207ff0ae3329ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a2336c9fa2c4194b0f434e49138c2124dd7a0de2272bd6ad3c6e2b29563dc99c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f2fa29097688195f11159c9bdc50b8fb7f90c8e47ef4291fc7a53d2c4170aa87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"fd588d3521b0c25f6a6933598c1a21d061f45f066c3661c8722752ca4df8b168"}]},{"symbol":"ALG","date":"2026-08-25","iv_pct":28.179362657865063,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.943606110201856,"put_iv_pct":26.35057777777778},{"expiry":"2026-10-16","call_iv_pct":25.712662389735364,"put_iv_pct":28.488723404255317},{"expiry":"2026-12-18","call_iv_pct":28.773951285520972,"put_iv_pct":30.495608391608393},{"expiry":"2027-03-19","call_iv_pct":29.228351449275365,"put_iv_pct":30.441420454545455}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b04bc1ce88bd2b8455be1d8851e52b679cea8cc2c4f4864e3f972d6d0e20bfd5","captured_at":"2026-10-23T06:49:45.587979+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":"ALG","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"eaf9a0831ff1576e5b15d448aceaf7e0578af14093e42137b12be1ab84513399"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"4d6c017596fe8d1270381ac523bb6d9feb7857a2de8879d9c7207ff0ae3329ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a2336c9fa2c4194b0f434e49138c2124dd7a0de2272bd6ad3c6e2b29563dc99c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f2fa29097688195f11159c9bdc50b8fb7f90c8e47ef4291fc7a53d2c4170aa87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"fd588d3521b0c25f6a6933598c1a21d061f45f066c3661c8722752ca4df8b168"}]},{"symbol":"ALG","date":"2026-08-26","iv_pct":27.84702530058162,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.75033391915641,"put_iv_pct":25.0682029478458},{"expiry":"2026-10-16","call_iv_pct":26.842832369942197,"put_iv_pct":27.008199834847236},{"expiry":"2026-12-18","call_iv_pct":28.92168674698795,"put_iv_pct":29.666315789473686},{"expiry":"2027-03-19","call_iv_pct":29.406455223880602,"put_iv_pct":30.112175572519085}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d106c2a8744b735c46812c0a94bfdbff96a8e07fabdfb099a5a23681c5a3720d","captured_at":"2026-10-23T06:49:35.883503+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":"ALG","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"0ca4da0ff2f6f5245b699c271601c6df41e41eaf96392942416f481b84947bfe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"4d6c017596fe8d1270381ac523bb6d9feb7857a2de8879d9c7207ff0ae3329ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a2336c9fa2c4194b0f434e49138c2124dd7a0de2272bd6ad3c6e2b29563dc99c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f2fa29097688195f11159c9bdc50b8fb7f90c8e47ef4291fc7a53d2c4170aa87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"fd588d3521b0c25f6a6933598c1a21d061f45f066c3661c8722752ca4df8b168"}]},{"symbol":"ALG","date":"2026-08-27","iv_pct":27.851870824899294,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.739925112331502,"put_iv_pct":26.970890527509926},{"expiry":"2026-10-16","call_iv_pct":24.59775874906925,"put_iv_pct":29.80536971830986},{"expiry":"2026-12-18","call_iv_pct":28.247124183006537,"put_iv_pct":29.988511821974967},{"expiry":"2027-03-19","call_iv_pct":28.689489051094892,"put_iv_pct":30.775897435897438}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bb3cc2f089172d62e0c9fd61f3c7a57181b541514f7156af7d2b9ce2226c2177","captured_at":"2026-10-23T06:49:34.513138+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":"ALG","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"76504f80f74d19b962414fd1b4472092f46066e49917bb751d9f9b6d2e8d4257"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"4d6c017596fe8d1270381ac523bb6d9feb7857a2de8879d9c7207ff0ae3329ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a2336c9fa2c4194b0f434e49138c2124dd7a0de2272bd6ad3c6e2b29563dc99c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f2fa29097688195f11159c9bdc50b8fb7f90c8e47ef4291fc7a53d2c4170aa87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"fd588d3521b0c25f6a6933598c1a21d061f45f066c3661c8722752ca4df8b168"}]},{"symbol":"ALG","date":"2026-08-28","iv_pct":27.606799624534908,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.672416481069043,"put_iv_pct":28.659580130100533},{"expiry":"2026-10-16","call_iv_pct":23.401588652482268,"put_iv_pct":29.283786929274846},{"expiry":"2026-12-18","call_iv_pct":28.225137614678903,"put_iv_pct":29.59530864197531},{"expiry":"2027-03-19","call_iv_pct":28.582513661202185,"put_iv_pct":30.43406488549618}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0ec2e23a7a1208ece8c5944832dced74b88b6d61b6475659c1d2ab1e9daec8ee","captured_at":"2026-10-23T06:49:33.188100+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":"ALG","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"6a463318a88b7edb6517db58434dc1ffaa7af751038b44fc8569e9428c6ffdfc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"4d6c017596fe8d1270381ac523bb6d9feb7857a2de8879d9c7207ff0ae3329ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a2336c9fa2c4194b0f434e49138c2124dd7a0de2272bd6ad3c6e2b29563dc99c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f2fa29097688195f11159c9bdc50b8fb7f90c8e47ef4291fc7a53d2c4170aa87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"fd588d3521b0c25f6a6933598c1a21d061f45f066c3661c8722752ca4df8b168"}]},{"symbol":"ALG","date":"2026-08-31","iv_pct":27.36216674541936,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.171156923076925,"put_iv_pct":25.050439112720685},{"expiry":"2026-10-16","call_iv_pct":26.112464312546958,"put_iv_pct":26.872731481481477},{"expiry":"2026-12-18","call_iv_pct":28.643832258064517,"put_iv_pct":28.4787012987013},{"expiry":"2027-03-19","call_iv_pct":29.037606382978726,"put_iv_pct":29.530402193784276}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8bb8ef027a545effbee3fac825a9c32f3ed08110a22a95ee823a1ee565ae06ea","captured_at":"2026-10-23T06:49:21.219438+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":"ALG","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"30921a3dc71dd870b79aab335c7c97062f49a1aa99f0e5a291c5389f21338460"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"508f0ede743ee91aa6d4a49012857337323a3fdd696a5b475199a38b781dd155"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"353d4c597dc533c63cfa662ed36191df6eb8ff7418a00c4715d612e6486ab8a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"1444a8933891877f06817d8fdd6b77d239d11cd77d2ee1adf2c70429df4d45fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"b573152909438ec03a59930e40b6a2a74cf33d393f826918e0183e5abccf4835"}]},{"symbol":"ALG","date":"2026-09-01","iv_pct":27.828283104313634,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.80308846352819,"put_iv_pct":25.5387323943662},{"expiry":"2026-10-16","call_iv_pct":27.10037154150198,"put_iv_pct":25.758109527381844},{"expiry":"2026-12-18","call_iv_pct":29.193636363636365,"put_iv_pct":28.35618556701031},{"expiry":"2027-03-19","call_iv_pct":29.504773139745915,"put_iv_pct":29.37136783733826}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5a9ebb01c7fedb73ac267d8056690778b7d2bdb1632db8df57e6310526185bed","captured_at":"2026-10-23T06:49:15.803902+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":"ALG","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"2debfeeb7f5b24a917056a508e14dd0bd9a287482a42bf39d07b0214ea0ba231"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"d94700265176475afea7806497574457c0b39fd2a3636c48824b43d7f3e5afac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e041bc1ad85b0d9e03e76fcf4a16b3313d7eae1b970ee8576bc80302319f884b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"7c73f7190b448049fe4d2674d06b0e55f4a1690592290d5e7194aeb617729837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"9c35db47f93a1fc8e7abfb20f10cc448874e10eef647be702948a28b4d71aaa3"}]},{"symbol":"ALG","date":"2026-09-02","iv_pct":27.85419967535349,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.700411298315164,"put_iv_pct":25.008562950402712},{"expiry":"2026-10-16","call_iv_pct":28.28352739726028,"put_iv_pct":27.194303380049462},{"expiry":"2026-12-18","call_iv_pct":28.169618320610684,"put_iv_pct":28.214264705882353},{"expiry":"2027-03-19","call_iv_pct":29.186585820895523,"put_iv_pct":29.076323529411763}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a83d1f551527cc43dfca89efd3ba293d1f45aac454fd7406fefca1c9529e0c1","captured_at":"2026-10-23T06:49:14.446768+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":"ALG","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"47ec23077b68c6c791017ef8bcb109db38f2ee1440be894a3dc4f15b9ea03f39"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"d94700265176475afea7806497574457c0b39fd2a3636c48824b43d7f3e5afac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e041bc1ad85b0d9e03e76fcf4a16b3313d7eae1b970ee8576bc80302319f884b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"7c73f7190b448049fe4d2674d06b0e55f4a1690592290d5e7194aeb617729837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"9c35db47f93a1fc8e7abfb20f10cc448874e10eef647be702948a28b4d71aaa3"}]},{"symbol":"ALG","date":"2026-09-03","iv_pct":27.514456966519543,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.5490965583174,"put_iv_pct":27.80568677141409},{"expiry":"2026-10-16","call_iv_pct":23.35484429065744,"put_iv_pct":28.90224612736661},{"expiry":"2026-12-18","call_iv_pct":26.36565707133918,"put_iv_pct":29.78901098901099},{"expiry":"2027-03-19","call_iv_pct":28.139113924050633,"put_iv_pct":30.209999999999997}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d47582d325342279e00687c83ced3b6d4f1cb0882bc0a794dcb7bd185590472d","captured_at":"2026-10-23T06:49:12.913249+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":"ALG","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"3f374954f2895e17905b9e426f99cdaca1b58c02746c6dfa2d61a5f61463c4e4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"d94700265176475afea7806497574457c0b39fd2a3636c48824b43d7f3e5afac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e041bc1ad85b0d9e03e76fcf4a16b3313d7eae1b970ee8576bc80302319f884b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"7c73f7190b448049fe4d2674d06b0e55f4a1690592290d5e7194aeb617729837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"9c35db47f93a1fc8e7abfb20f10cc448874e10eef647be702948a28b4d71aaa3"}]},{"symbol":"ALG","date":"2026-09-04","iv_pct":26.88750597364892,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.602274809160306,"put_iv_pct":25.12091076356946},{"expiry":"2026-10-16","call_iv_pct":25.056399999999996,"put_iv_pct":26.70426877470356},{"expiry":"2026-12-18","call_iv_pct":27.216421319796957,"put_iv_pct":29.00317744154058},{"expiry":"2027-03-19","call_iv_pct":28.42387791741472,"put_iv_pct":29.97271676300578}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f2c6179ecd6d66ea108d9685e8203ddace4d29b9f9e923665ff2f9e7b343fe60","captured_at":"2026-10-23T06:49:11.603526+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":"ALG","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"761ff8260d220984b4a46f832f09f6c3e06959bff2da1dfe6fbbdb6f8a006511"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"d94700265176475afea7806497574457c0b39fd2a3636c48824b43d7f3e5afac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e041bc1ad85b0d9e03e76fcf4a16b3313d7eae1b970ee8576bc80302319f884b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"7c73f7190b448049fe4d2674d06b0e55f4a1690592290d5e7194aeb617729837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"9c35db47f93a1fc8e7abfb20f10cc448874e10eef647be702948a28b4d71aaa3"}]},{"symbol":"ALG","date":"2026-09-08","iv_pct":28.305295096112882,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":29.31801194539249,"put_iv_pct":29.553026315789477},{"expiry":"2026-10-16","call_iv_pct":25.43284974093264,"put_iv_pct":26.63343629343629},{"expiry":"2026-12-18","call_iv_pct":27.74764404609475,"put_iv_pct":29.615438848920867},{"expiry":"2027-03-19","call_iv_pct":28.64,"put_iv_pct":29.501953578336554}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71173944bc115783b2991fe24220a83f45f863a4cba5ba583386330c4fffae44","captured_at":"2026-10-23T06:49:01.163649+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":"ALG","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"34d54d7e54def699ad9596ce47da4ac393af0d68c5f5669dbe69608dafcc4402"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f769ad7805d2adff5d8e87b1fbaaeaec760019637050cc54618d203ef33ce063"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"9784974a82a3b34e2453554605c333b39ecb5ec9e3733a2dfdfc1cb72e00aa68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0fbfb171e1401032d0a550ff91077c6b86993312aa1d6af7aa258da75e9ccae0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"61d40f2821770388c2ab0e1c22152e85f9506f0652cb27afaacb170e1c4d56e8"}]},{"symbol":"ALG","date":"2026-09-09","iv_pct":29.00193448509014,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.075801952580196,"put_iv_pct":30.400475624256835},{"expiry":"2026-10-16","call_iv_pct":24.978053461274843,"put_iv_pct":28.787636363636366},{"expiry":"2026-12-18","call_iv_pct":27.916250000000005,"put_iv_pct":30.178168249660786},{"expiry":"2027-03-19","call_iv_pct":28.754852941176466,"put_iv_pct":29.924237288135597}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ea734ec53e8caf2ad5f041e69438b4ce6b9f88ca767e0e74c34ace033a2e420","captured_at":"2026-10-23T06:48:59.796095+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":"ALG","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"47c31e58876dda8243b1e0bdc0a2f44a35bfb7e58e90086544556622337a15e6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f769ad7805d2adff5d8e87b1fbaaeaec760019637050cc54618d203ef33ce063"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"9784974a82a3b34e2453554605c333b39ecb5ec9e3733a2dfdfc1cb72e00aa68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0fbfb171e1401032d0a550ff91077c6b86993312aa1d6af7aa258da75e9ccae0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"61d40f2821770388c2ab0e1c22152e85f9506f0652cb27afaacb170e1c4d56e8"}]},{"symbol":"ALG","date":"2026-09-10","iv_pct":30.26294958287106,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":39.94705352676338,"put_iv_pct":29.689795852235907},{"expiry":"2026-10-16","call_iv_pct":29.430093749999997,"put_iv_pct":25.87443298969072},{"expiry":"2026-12-18","call_iv_pct":29.9800253164557,"put_iv_pct":28.37682692307692},{"expiry":"2027-03-19","call_iv_pct":30.102058823529415,"put_iv_pct":28.703309481216454}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"62387cddb15284a87a42fe144005c50e0d502fea705fda6a55b3d0e99af1313a","captured_at":"2026-10-23T06:48:58.206393+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":"ALG","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"de686b84ee359d3d32fee10e17916b57dbea24814db2cc85ce139b2d82537d69"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f769ad7805d2adff5d8e87b1fbaaeaec760019637050cc54618d203ef33ce063"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"9784974a82a3b34e2453554605c333b39ecb5ec9e3733a2dfdfc1cb72e00aa68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0fbfb171e1401032d0a550ff91077c6b86993312aa1d6af7aa258da75e9ccae0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"61d40f2821770388c2ab0e1c22152e85f9506f0652cb27afaacb170e1c4d56e8"}]},{"symbol":"ALG","date":"2026-09-11","iv_pct":28.620365178501345,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.5265958986731,"put_iv_pct":29.944603481624764},{"expiry":"2026-10-16","call_iv_pct":23.35984210526316,"put_iv_pct":28.189395817195972},{"expiry":"2026-12-18","call_iv_pct":27.74372405372405,"put_iv_pct":29.198194805194806},{"expiry":"2027-03-19","call_iv_pct":28.220921739130432,"put_iv_pct":29.779643527204502}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2098b9a12ba7e32ae07256081b4b770d4d735c0689ed2355d11dcd3c09f7e25c","captured_at":"2026-10-23T06:48:56.856475+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":"ALG","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"cd74e84c74edb6b28076a4db322f8686141487b5822ec6666eb1ca5a9f7a332f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f769ad7805d2adff5d8e87b1fbaaeaec760019637050cc54618d203ef33ce063"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"9784974a82a3b34e2453554605c333b39ecb5ec9e3733a2dfdfc1cb72e00aa68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0fbfb171e1401032d0a550ff91077c6b86993312aa1d6af7aa258da75e9ccae0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"61d40f2821770388c2ab0e1c22152e85f9506f0652cb27afaacb170e1c4d56e8"}]},{"symbol":"ALG","date":"2026-09-14","iv_pct":32.0610235058187,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":42.77500690607735,"put_iv_pct":41.659326683291766},{"expiry":"2026-10-16","call_iv_pct":28.097846153846152,"put_iv_pct":27.13451388888889},{"expiry":"2026-12-18","call_iv_pct":29.24693094629156,"put_iv_pct":28.788098765432096},{"expiry":"2027-03-19","call_iv_pct":29.50120437956204,"put_iv_pct":29.285260323159783}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"553b21d9332fc10cbedea572e91cfb5b5f8cdc98d03cbb40278784c19f5d5de3","captured_at":"2026-10-23T06:48:55.556079+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":"ALG","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"f05ce87d969241977dbf7021cbc4f287030f2f9c9c6536570a48382fb660f539"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"f769ad7805d2adff5d8e87b1fbaaeaec760019637050cc54618d203ef33ce063"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"9784974a82a3b34e2453554605c333b39ecb5ec9e3733a2dfdfc1cb72e00aa68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0fbfb171e1401032d0a550ff91077c6b86993312aa1d6af7aa258da75e9ccae0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"61d40f2821770388c2ab0e1c22152e85f9506f0652cb27afaacb170e1c4d56e8"}]},{"symbol":"ALG","date":"2026-09-16","iv_pct":35.53118224044148,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":56.316514343742064,"put_iv_pct":56.41756415166602},{"expiry":"2026-10-16","call_iv_pct":25.976966434452187,"put_iv_pct":29.768893805309737},{"expiry":"2026-12-18","call_iv_pct":27.459444444444447,"put_iv_pct":29.53984943538269},{"expiry":"2027-03-19","call_iv_pct":28.98267272727273,"put_iv_pct":29.78755258126195}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7261f7f0159f788cbdc69c5d307dfe83dec57f0717e02b3d1a5210f3b21d2b62","captured_at":"2026-10-23T06:48:42.420696+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":"ALG","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"d088ad63e30e07921a6d3ce1b92698221a697f64fec976e8592c85f15b2be0d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"7f55e91d6d284981fa14dd2f5b389bc65268a2039b0e0723e37b58516c2a5058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0c23564c6db7d8b95ace85451e070aaa6212d1eb41f5380ecf55009495cdbc38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"376d0c647a103327155b6589b1a4db0dbedabe156b4687352876215fe1824574"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"f0559f995ac313e0dddd60969ae14e9ceb1f056e49ebac0caa31bc0247fea784"}]},{"symbol":"ALG","date":"2026-09-18","iv_pct":28.594977598073267,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.799322033898303,"put_iv_pct":26.072143727162},{"expiry":"2026-11-20","call_iv_pct":30.484721030042916,"put_iv_pct":29.949473684210524},{"expiry":"2026-12-18","call_iv_pct":28.547926675094814,"put_iv_pct":29.019134146341464},{"expiry":"2027-03-19","call_iv_pct":29.07862676056338,"put_iv_pct":29.80847272727273}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d14e785a45143e0409aa6a24ad59892e255ae806a1c9131dafa7c4df749e38fb","captured_at":"2026-10-23T06:48:38.115111+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":"ALG","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"7db01d6d9559ef58a24d4b21e69fedad8dcd39079d179da6b9543dfbacffb2e2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0c23564c6db7d8b95ace85451e070aaa6212d1eb41f5380ecf55009495cdbc38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"5d8ad4ca025433ae2ac5ff1849b2b1e87583f551e5fe4fd5c3b0b6484efe6e42"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"376d0c647a103327155b6589b1a4db0dbedabe156b4687352876215fe1824574"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"f0559f995ac313e0dddd60969ae14e9ceb1f056e49ebac0caa31bc0247fea784"}]},{"symbol":"ALG","date":"2026-09-21","iv_pct":29.688354882763125,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.591082677165353,"put_iv_pct":29.59327005511329},{"expiry":"2026-11-20","call_iv_pct":32.2275884244373,"put_iv_pct":29.306274900398403},{"expiry":"2026-12-18","call_iv_pct":29.456165865384616,"put_iv_pct":28.6912676056338},{"expiry":"2027-03-19","call_iv_pct":29.85158450704225,"put_iv_pct":28.789605026929983}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bbfbe60f4773ed8528bed0fdaf503e375879dbe952cfee2d691c4420f6891176","captured_at":"2026-10-23T06:48:36.354800+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":"ALG","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"06b6079e6cb8328eef9309e8edfdf2eb61e4b2d98eaa5d5cbf9eafa79278587b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0c23564c6db7d8b95ace85451e070aaa6212d1eb41f5380ecf55009495cdbc38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"5d8ad4ca025433ae2ac5ff1849b2b1e87583f551e5fe4fd5c3b0b6484efe6e42"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"376d0c647a103327155b6589b1a4db0dbedabe156b4687352876215fe1824574"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"f0559f995ac313e0dddd60969ae14e9ceb1f056e49ebac0caa31bc0247fea784"}]},{"symbol":"ALG","date":"2026-09-22","iv_pct":28.681369391517183,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.36003504672897,"put_iv_pct":24.19403903903904},{"expiry":"2026-11-20","call_iv_pct":31.232187500000002,"put_iv_pct":29.219625246548325},{"expiry":"2026-12-18","call_iv_pct":29.578795620437955,"put_iv_pct":27.93264},{"expiry":"2027-03-19","call_iv_pct":30.13436823104693,"put_iv_pct":28.799264448336253}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7c6d9cf9e75c35cef91110e6ecf3b86470c640658c33da851bfa98909012e432","captured_at":"2026-10-23T06:48:24.098165+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":"ALG","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"93618e5d0979e22fffc482ff68aa7af58a0db8f46f6c998588d6bf30849ca68d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"3e5938d1f0e7ddf59114ae6ff55801626d9a4b3b8f5db43bfe65193e9d20b389"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"c994ea8e0e825a724051c6385156bd935abbeba02bda429d5dc5669b6332e72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"70953223f35000058a34712894895e01703e71727fe47845d2738b9828a78454"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"55d53438dde78b708799bae0de9a4abbe755aba5f862dea37c3eabc48157080d"}]},{"symbol":"ALG","date":"2026-09-23","iv_pct":28.634739429017458,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.678680425265792,"put_iv_pct":26.24279388508171},{"expiry":"2026-11-20","call_iv_pct":30.53388888888889,"put_iv_pct":30.26661306532663},{"expiry":"2026-12-18","call_iv_pct":27.727822222222226,"put_iv_pct":29.30600690448792},{"expiry":"2027-03-19","call_iv_pct":28.959648241206033,"put_iv_pct":30.36246179966044}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f1ee1c21e75a627ecac99d85f4ae73c68893b8750775ad631d1023088a8643a7","captured_at":"2026-10-23T06:48:22.769828+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":"ALG","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"25cbd57982672d0637ee9fdc1baa0f6ada1bbcb1c41a22476f9a6e675744538a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"3e5938d1f0e7ddf59114ae6ff55801626d9a4b3b8f5db43bfe65193e9d20b389"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"c994ea8e0e825a724051c6385156bd935abbeba02bda429d5dc5669b6332e72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"70953223f35000058a34712894895e01703e71727fe47845d2738b9828a78454"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"55d53438dde78b708799bae0de9a4abbe755aba5f862dea37c3eabc48157080d"}]},{"symbol":"ALG","date":"2026-09-24","iv_pct":29.88808284615744,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.802060913705585,"put_iv_pct":29.850926517571885},{"expiry":"2026-11-20","call_iv_pct":28.398978240302746,"put_iv_pct":34.53602605863192},{"expiry":"2026-12-18","call_iv_pct":27.06722620266121,"put_iv_pct":31.34911942098914},{"expiry":"2027-03-19","call_iv_pct":27.74639871382637,"put_iv_pct":31.353926701570682}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c84519072f3103854aaed106e0dbb1ff1daec8f227d288a30000b13ed5afddaf","captured_at":"2026-10-23T06:48:21.401993+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":"ALG","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"25574e1ee867e8caf35a8a19eeb62acfea209402ebe491a9aaa268de7a0a0c12"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"3e5938d1f0e7ddf59114ae6ff55801626d9a4b3b8f5db43bfe65193e9d20b389"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"c994ea8e0e825a724051c6385156bd935abbeba02bda429d5dc5669b6332e72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"70953223f35000058a34712894895e01703e71727fe47845d2738b9828a78454"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"55d53438dde78b708799bae0de9a4abbe755aba5f862dea37c3eabc48157080d"}]},{"symbol":"ALG","date":"2026-09-25","iv_pct":29.22374910977839,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.045482261640803,"put_iv_pct":28.063580763199163},{"expiry":"2026-11-20","call_iv_pct":30.383545627376424,"put_iv_pct":30.608147792706337},{"expiry":"2026-12-18","call_iv_pct":28.644,"put_iv_pct":29.647161066048668},{"expiry":"2027-03-19","call_iv_pct":29.042337662337665,"put_iv_pct":29.355737704918035}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa72e724f420459dee2bdf971bb7481dad96c659cccce6099d4ed69d4bee45d4","captured_at":"2026-10-23T06:48:19.903158+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":"ALG","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"83330970f8903c51bb2b99ff56962ca030b90d20029d33634c47b774baa4023f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"3e5938d1f0e7ddf59114ae6ff55801626d9a4b3b8f5db43bfe65193e9d20b389"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"c994ea8e0e825a724051c6385156bd935abbeba02bda429d5dc5669b6332e72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"70953223f35000058a34712894895e01703e71727fe47845d2738b9828a78454"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"55d53438dde78b708799bae0de9a4abbe755aba5f862dea37c3eabc48157080d"}]},{"symbol":"ALG","date":"2026-09-28","iv_pct":29.423647424086763,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.133227848101267,"put_iv_pct":26.65410305343511},{"expiry":"2026-11-20","call_iv_pct":31.20214007782101,"put_iv_pct":31.181877394636015},{"expiry":"2026-12-18","call_iv_pct":30.040649819494586,"put_iv_pct":29.91178082191781},{"expiry":"2027-03-19","call_iv_pct":29.5022528363047,"put_iv_pct":29.76314754098361}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"804ca0445541e625c3af312bebc66858ecc52ffc6ec4fdab8f8ad59965087846","captured_at":"2026-10-23T06:48:17.283474+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":"ALG","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"fcd5615df8cabc93b37fef676defe876169b02d7e5e442c6ef57fe6fb3d46c13"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"3e5938d1f0e7ddf59114ae6ff55801626d9a4b3b8f5db43bfe65193e9d20b389"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"c994ea8e0e825a724051c6385156bd935abbeba02bda429d5dc5669b6332e72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"70953223f35000058a34712894895e01703e71727fe47845d2738b9828a78454"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"55d53438dde78b708799bae0de9a4abbe755aba5f862dea37c3eabc48157080d"}]},{"symbol":"ALG","date":"2026-09-29","iv_pct":29.354932398018896,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.26655899506505,"put_iv_pct":29.884024784482754},{"expiry":"2026-11-20","call_iv_pct":29.99795246800731,"put_iv_pct":31.966639260020557},{"expiry":"2026-12-18","call_iv_pct":28.45715517241379,"put_iv_pct":31.217336504161715},{"expiry":"2027-03-19","call_iv_pct":28.639791999999996,"put_iv_pct":30.409999999999997}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f3f591cd86b82b1531ae0e382f0d1e4066f681d29d2cb5b7914297ff95229418","captured_at":"2026-10-23T06:48:08.817545+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":"ALG","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"243a7d864cccd0d2d03b92351b80968800d57a0bcdd05b614d3aa85f832b53ac"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"8edf772ed4879c70e429459babd00591e964d0abc0abbbc04fc652f7bd816aa2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"fd5d5bb2b1620aea8f3c755da029ed71720a7a9f35f06d0587df57fe8bc052c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"3d22795b40612993a1045cd0129a2aba8a8d51e7e6fe3c8fcf7bc74a420134b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"40afc21287f983ced4dcab5a1cdfffd0bd87a7ee1ec74f95ca6e62f286528da8"}]},{"symbol":"ALG","date":"2026-09-30","iv_pct":30.5353935592391,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.708949880668257,"put_iv_pct":31.173691726165476},{"expiry":"2026-11-20","call_iv_pct":33.038050847457626,"put_iv_pct":29.9056814159292},{"expiry":"2026-12-18","call_iv_pct":30.019316702819953,"put_iv_pct":28.89356701030928},{"expiry":"2027-03-19","call_iv_pct":29.976604068857593,"put_iv_pct":29.56728682170543}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8a035d52cc8deb7edd8efeec5f6223dc64648d93b17fc306996e41e5064753d4","captured_at":"2026-10-23T06:48:07.500979+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":"ALG","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"3a90d622f6de3c126165fca643cf3eddee0a801005e204363e4a2a39a3c26417"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"8edf772ed4879c70e429459babd00591e964d0abc0abbbc04fc652f7bd816aa2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"fd5d5bb2b1620aea8f3c755da029ed71720a7a9f35f06d0587df57fe8bc052c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"3d22795b40612993a1045cd0129a2aba8a8d51e7e6fe3c8fcf7bc74a420134b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"40afc21287f983ced4dcab5a1cdfffd0bd87a7ee1ec74f95ca6e62f286528da8"}]},{"symbol":"ALG","date":"2026-10-01","iv_pct":30.75364384121965,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.663433520122265,"put_iv_pct":31.504715238583884},{"expiry":"2026-11-20","call_iv_pct":31.71447124304267,"put_iv_pct":31.650527289546716},{"expiry":"2026-12-18","call_iv_pct":29.534669555796317,"put_iv_pct":30.518691275167786},{"expiry":"2027-03-19","call_iv_pct":29.180315457413247,"put_iv_pct":30.262327150084317}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"12099a337dbf8e27b7243e8a11c61cd025cda8a3f75d8c42004f1eb417112051","captured_at":"2026-10-23T06:48:01.598426+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":"ALG","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"a53a00ddee9edf5696c99331a19072464dc59d9955772fd8f95a0f039d7d38ba"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"61780a124c3ce0a666b58535f85e9a4e3c5e4eb23eab82c7c89f4cfe72bad043"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"6b113f6ca70f0c5880392df0e79b80f48d5d20c352228fd0839270689577d9b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"366926cab6c744e0dca2a7899069e820d70224bb885fc32cee042caf6abbed3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"c488e3332765388cb1e39b67251370c87be7395f296eaaf346ebd4f03699f6cd"}]},{"symbol":"ALG","date":"2026-10-02","iv_pct":30.10032662255391,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":30.13760479041916,"put_iv_pct":32.72298507462686},{"expiry":"2026-11-20","call_iv_pct":26.788277511961724,"put_iv_pct":35.45299681190223},{"expiry":"2026-12-18","call_iv_pct":26.2691257367387,"put_iv_pct":31.292529411764704},{"expiry":"2027-03-19","call_iv_pct":27.206546310832024,"put_iv_pct":30.932547332185884}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e61a30daa87a0353d98c49197220f6f5b62daa1992a0372d713693dbe3a86e40","captured_at":"2026-10-23T06:47:59.826215+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":"ALG","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"4fc958d6c960de693f3cc1f767eb3231749ffb89bf794474fd1e96f8e4775a49"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"61780a124c3ce0a666b58535f85e9a4e3c5e4eb23eab82c7c89f4cfe72bad043"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"6b113f6ca70f0c5880392df0e79b80f48d5d20c352228fd0839270689577d9b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"366926cab6c744e0dca2a7899069e820d70224bb885fc32cee042caf6abbed3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"c488e3332765388cb1e39b67251370c87be7395f296eaaf346ebd4f03699f6cd"}]},{"symbol":"ALG","date":"2026-10-05","iv_pct":30.337864209571247,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.97805529953917,"put_iv_pct":30.548693948628646},{"expiry":"2026-11-20","call_iv_pct":33.69950286806883,"put_iv_pct":31.15106654512306},{"expiry":"2026-12-18","call_iv_pct":29.544666666666668,"put_iv_pct":28.380757575757578},{"expiry":"2027-03-19","call_iv_pct":29.27528925619835,"put_iv_pct":28.12488151658768}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4f2675e42a1d0686f22dd7350942ec1861f7e09c77f5f6ff56e33f9d3f858f6d","captured_at":"2026-10-23T06:47:58.384463+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":"ALG","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"721e73f691298d4f4dc2cea8007ef53516cc70c4d3095e12e9ee281b793ec0c9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"61780a124c3ce0a666b58535f85e9a4e3c5e4eb23eab82c7c89f4cfe72bad043"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"6b113f6ca70f0c5880392df0e79b80f48d5d20c352228fd0839270689577d9b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"366926cab6c744e0dca2a7899069e820d70224bb885fc32cee042caf6abbed3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"c488e3332765388cb1e39b67251370c87be7395f296eaaf346ebd4f03699f6cd"}]},{"symbol":"ALG","date":"2026-10-06","iv_pct":29.954694595412622,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.253690476190478,"put_iv_pct":29.394546142208778},{"expiry":"2026-11-20","call_iv_pct":32.920558659217875,"put_iv_pct":29.984952215464816},{"expiry":"2026-12-18","call_iv_pct":29.266569579288028,"put_iv_pct":28.9163906581741},{"expiry":"2027-03-19","call_iv_pct":29.05422018348624,"put_iv_pct":28.846628849270665}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d60b7046750a2450401e6468cfc16ac14d12f7eedf0f16dc5711523c954da178","captured_at":"2026-10-23T06:47:56.656153+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":"ALG","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"a13ded696b753187f5da271cd96508dbdbc2e08710eae0f6885767aaa3cef262"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"61780a124c3ce0a666b58535f85e9a4e3c5e4eb23eab82c7c89f4cfe72bad043"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"6b113f6ca70f0c5880392df0e79b80f48d5d20c352228fd0839270689577d9b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"366926cab6c744e0dca2a7899069e820d70224bb885fc32cee042caf6abbed3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"c488e3332765388cb1e39b67251370c87be7395f296eaaf346ebd4f03699f6cd"}]},{"symbol":"ALG","date":"2026-10-07","iv_pct":30.58726909361098,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.794349529780565,"put_iv_pct":31.917028265851794},{"expiry":"2026-11-20","call_iv_pct":32.1418476357268,"put_iv_pct":32.80186594202898},{"expiry":"2026-12-18","call_iv_pct":28.47498489425982,"put_iv_pct":29.43},{"expiry":"2027-03-19","call_iv_pct":28.504534161490685,"put_iv_pct":29.633542319749218}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1e52f727e4b267411865708c55c871fee5c416c72bdf4190b4bb0b7c080a283d","captured_at":"2026-10-23T06:47:55.204222+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":"ALG","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"97b8e4badd0bcbacf3e9af5a7c0346cde68fb192ec8414c725b9bb63916ae62a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"61780a124c3ce0a666b58535f85e9a4e3c5e4eb23eab82c7c89f4cfe72bad043"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"6b113f6ca70f0c5880392df0e79b80f48d5d20c352228fd0839270689577d9b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"366926cab6c744e0dca2a7899069e820d70224bb885fc32cee042caf6abbed3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"c488e3332765388cb1e39b67251370c87be7395f296eaaf346ebd4f03699f6cd"}]},{"symbol":"ALG","date":"2026-10-08","iv_pct":30.65500023625236,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.616153846153843,"put_iv_pct":32.52032746623004},{"expiry":"2026-11-20","call_iv_pct":31.33602929838088,"put_iv_pct":33.24968113374668},{"expiry":"2026-12-18","call_iv_pct":28.92560240963855,"put_iv_pct":30.913145589798084},{"expiry":"2027-03-19","call_iv_pct":28.15606851549755,"put_iv_pct":30.522993630573247}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2203d063f745a3decf29ff7a6751b6a611334f27dc4e7736e86c081b3b8aaa81","captured_at":"2026-10-23T06:47:41.576966+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":"ALG","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"12b3e11f709cd5bc616b4d3213431676a446ac4e0e183931dd51a45113cd9f31"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7f7933870076b86f04453b4746cd5928dc838724a98a2a30b558090bd629355"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"bfd2277bea868b1883e24b48b1e6baa2475044bf8266a59af2c34fb9492b609b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e22807c2334abd201d275055205c415a391b809ba861ed054af3a126e552129b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"2de1e99786a8f675eab16b03faf7834c7e04bb5ed692ed36480f1d80e4a5ffb0"}]},{"symbol":"ALG","date":"2026-10-09","iv_pct":32.02197103583398,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.66628419182948,"put_iv_pct":34.22988036183251},{"expiry":"2026-11-20","call_iv_pct":33.667886323268206,"put_iv_pct":30.135365853658534},{"expiry":"2026-12-18","call_iv_pct":30.834051172707888,"put_iv_pct":31.171994328922498},{"expiry":"2027-03-19","call_iv_pct":29.981706948640486,"put_iv_pct":28.488599105812217}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6a859e580fd5e6e5b8e89f16545ca72d8fd87a6cb8c82da3195c80b8546c91b8","captured_at":"2026-10-23T06:47:40.103125+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":"ALG","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"cfe642b87cb070dce0cb122846d5b91304c358507298845de538f1542076d851"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7f7933870076b86f04453b4746cd5928dc838724a98a2a30b558090bd629355"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"bfd2277bea868b1883e24b48b1e6baa2475044bf8266a59af2c34fb9492b609b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e22807c2334abd201d275055205c415a391b809ba861ed054af3a126e552129b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"2de1e99786a8f675eab16b03faf7834c7e04bb5ed692ed36480f1d80e4a5ffb0"}]},{"symbol":"ALG","date":"2026-10-12","iv_pct":34.16237405785861,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.33827007054081,"put_iv_pct":44.54699924981245},{"expiry":"2026-11-20","call_iv_pct":32.43,"put_iv_pct":32.12859950859951},{"expiry":"2026-12-18","call_iv_pct":29.092926829268293,"put_iv_pct":30.390470588235292},{"expiry":"2027-03-19","call_iv_pct":28.753794117647058,"put_iv_pct":29.617932098765433}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d425eff230d68bdbd1c68aeb11072ced58b788426756c8731abaf17bd0b9f7aa","captured_at":"2026-10-23T06:47:37.994377+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":"ALG","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"661a19fdbeb8425eccd1159c062a2988b58efd652380f63347875b5863c7d511"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7f7933870076b86f04453b4746cd5928dc838724a98a2a30b558090bd629355"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"bfd2277bea868b1883e24b48b1e6baa2475044bf8266a59af2c34fb9492b609b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e22807c2334abd201d275055205c415a391b809ba861ed054af3a126e552129b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"2de1e99786a8f675eab16b03faf7834c7e04bb5ed692ed36480f1d80e4a5ffb0"}]},{"symbol":"ALG","date":"2026-10-13","iv_pct":33.63409762147242,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.02010960334028,"put_iv_pct":51.703150414528224},{"expiry":"2026-11-20","call_iv_pct":28.82462115528882,"put_iv_pct":35.94564195298373},{"expiry":"2026-12-18","call_iv_pct":27.408380864765412,"put_iv_pct":31.506722689075627},{"expiry":"2027-03-19","call_iv_pct":28.076720516962844,"put_iv_pct":30.587433774834437}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b70aa6ea8e3544e05e36c63cff1ebf78601858fc4685db84b36a162640d5bfd0","captured_at":"2026-10-23T06:47:36.321751+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":"ALG","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"c6bff65b8d69ca13bf5e9b61ef4c8ed07f430b21ae02c6881f5d282af6f97abd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7f7933870076b86f04453b4746cd5928dc838724a98a2a30b558090bd629355"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"bfd2277bea868b1883e24b48b1e6baa2475044bf8266a59af2c34fb9492b609b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e22807c2334abd201d275055205c415a391b809ba861ed054af3a126e552129b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"2de1e99786a8f675eab16b03faf7834c7e04bb5ed692ed36480f1d80e4a5ffb0"}]},{"symbol":"ALG","date":"2026-10-14","iv_pct":38.32724817199388,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":62.52254836926478,"put_iv_pct":59.69881514810649},{"expiry":"2026-11-20","call_iv_pct":32.70675388389207,"put_iv_pct":32.90083333333334},{"expiry":"2026-12-18","call_iv_pct":29.99,"put_iv_pct":29.880398277717973},{"expiry":"2027-03-19","call_iv_pct":29.435,"put_iv_pct":29.48363636363636}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"77eac453f49ff3bb6eee79a112ee6787dda783095d73cb0a1c6f91d0e581e923","captured_at":"2026-10-23T06:47:26.253511+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":"ALG","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"3dedd29536a82f28a013a830f2c75f2a104c68842259e69c310c59088a03e115"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b7f7933870076b86f04453b4746cd5928dc838724a98a2a30b558090bd629355"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"bfd2277bea868b1883e24b48b1e6baa2475044bf8266a59af2c34fb9492b609b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e22807c2334abd201d275055205c415a391b809ba861ed054af3a126e552129b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"2de1e99786a8f675eab16b03faf7834c7e04bb5ed692ed36480f1d80e4a5ffb0"}]},{"symbol":"ALG","date":"2026-10-16","iv_pct":30.6073694684315,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.76312448474856,"put_iv_pct":32.71592366412214},{"expiry":"2026-12-18","call_iv_pct":29.95798139534884,"put_iv_pct":29.798458646616545},{"expiry":"2027-03-19","call_iv_pct":29.632046109510085,"put_iv_pct":29.490043541364297},{"expiry":"2027-06-17","call_iv_pct":29.65498098859316,"put_iv_pct":29.84639691714836}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"096a1ca5ab9547ed5fc62956a508e80bc13009dde378a6dfea91e9f15919f5ed","captured_at":"2026-10-23T06:47:09.575071+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":"ALG","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"11adf9cdc9e99f750c63246ab7ab5f5e103fe05d57dc95cac5e0a1a3eff7c920"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"8cfba4d3b7763bfc9ecd5a584bbc873288e9bc739ae726a42463935511043f14"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a75749746661b26c7ab057921e33c3850a7e9e28ede5dff96bff53b48a8c89ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"98db800f670d0780a0c13ec740c1217c4e6e94783f956c2b7eb53edf8b6f6f9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"ef94d7174ce5a6fac5979a8ab0c43d0ec9f3d1c2aaa0b65bfafefd08c48ec667"}]},{"symbol":"ALG","date":"2026-10-19","iv_pct":31.107977373310092,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":36.584397993311036,"put_iv_pct":31.179353912419238},{"expiry":"2026-12-18","call_iv_pct":32.38380038387716,"put_iv_pct":29.75258666666667},{"expiry":"2027-03-19","call_iv_pct":30.21264401772526,"put_iv_pct":29.067758620689656},{"expiry":"2027-06-17","call_iv_pct":30.525967450271246,"put_iv_pct":29.157309941520467}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0d09aaa3377b88584c8249b64a57a2cbf127e28b76fea612b9c3c24fe1704fd4","captured_at":"2026-10-23T06:47:08.108438+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":"ALG","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"ef3e24f38511e15684c21bbea965bd3fb3e1d4a1c7d10dc8d98a8ac7cc789599"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"8cfba4d3b7763bfc9ecd5a584bbc873288e9bc739ae726a42463935511043f14"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"a75749746661b26c7ab057921e33c3850a7e9e28ede5dff96bff53b48a8c89ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"98db800f670d0780a0c13ec740c1217c4e6e94783f956c2b7eb53edf8b6f6f9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"ef94d7174ce5a6fac5979a8ab0c43d0ec9f3d1c2aaa0b65bfafefd08c48ec667"}]},{"symbol":"ALG","date":"2026-10-20","iv_pct":31.191316183238428,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.697941640378545,"put_iv_pct":31.608965034965035},{"expiry":"2026-12-18","call_iv_pct":32.189076464746776,"put_iv_pct":29.198630377524143},{"expiry":"2027-03-19","call_iv_pct":30.901709145427287,"put_iv_pct":28.245068681318685},{"expiry":"2027-06-17","call_iv_pct":30.25513812154696,"put_iv_pct":29.433999999999997}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"85ace96c4947016af0c1b5da7fa363a723819fbdbf744e85947a75ba42d4ffda","captured_at":"2026-10-22T01:11:45.217110+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":"ALG","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"4e6ca59799c155654832f397bebee0721ad4f322cc6211ca372f6c1ebbab82f9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0fbb52c04b08b3ca09f6dfff7232a2db85f8b708be5ca1fcee58684e5641bdc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"dc5bcd54610482b234e8e96fe92a1ca3c325e9687955ce06fa104332c18105ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"fde06ac483e88991c37ba31fcb4889e6882d85cadde391c6943de17dfa765874"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"fb79ce245e595c6163759e699d221aeb296ef559e280255d2236d6d01d5627a6"}]},{"symbol":"ALG","date":"2026-10-21","iv_pct":30.879802735672587,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.16323863636364,"put_iv_pct":33.87863335782513},{"expiry":"2026-12-18","call_iv_pct":30.038656195462476,"put_iv_pct":31.637731092436972},{"expiry":"2027-03-19","call_iv_pct":29.142080443828018,"put_iv_pct":30.37731851851852},{"expiry":"2027-06-17","call_iv_pct":29.47474860335196,"put_iv_pct":30.326015037593983}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dd25fb7e860a2bb5dfd2bf94bc4c0f71d371c499f583def68d521b6fb12e0d65","captured_at":"2026-10-22T01:11:43.935748+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":"ALG","date":"2026-10-21","format":"json"},"source_hash":"37cb6a1982f9e434b04af2bf1502205ecad7fcbfe1ed0f4878d6729e3a38037d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"0fbb52c04b08b3ca09f6dfff7232a2db85f8b708be5ca1fcee58684e5641bdc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"dc5bcd54610482b234e8e96fe92a1ca3c325e9687955ce06fa104332c18105ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"fde06ac483e88991c37ba31fcb4889e6882d85cadde391c6943de17dfa765874"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"fb79ce245e595c6163759e699d221aeb296ef559e280255d2236d6d01d5627a6"}]},{"symbol":"ALG","date":"2026-10-22","iv_pct":31.998279101066178,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.406371681415926,"put_iv_pct":34.54},{"expiry":"2026-12-18","call_iv_pct":31.71082706766917,"put_iv_pct":30.631245487364623},{"expiry":"2027-03-19","call_iv_pct":30.305278969957083,"put_iv_pct":30.261815561959654},{"expiry":"2027-06-17","call_iv_pct":29.712791127541593,"put_iv_pct":30.417902912621365}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e22e44113a987ceade392428bfa43153082788cab0165cfb7d145087b9ea7ecf","captured_at":"2026-10-22T21:14:35.466298+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":"ALG","date":"2026-10-22","format":"json"},"source_hash":"773e3468143391435db6fc0614dd7e2fc9f6104403e27dac9814427ba3d33895"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-11-20","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"882f31a55bbf21f2357f60d7f4c7cfbea72208c51e55fbbe7a0985a299f38524"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2026-12-18","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53a59ce53df656c1e803288de23d511627976d91984b4b6f49a6b04727a90733"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c7004675d01ef13b87d68b6fc65953bae9fe5dacd846870cd69d1db933845829"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"52ed9bb17d455f2305b0c53e6e64ad8dbe861975c9f40efd65301d2eccfb80a5"}]},{"symbol":"ALG","date":"2026-10-23","iv_pct":31.575729450077304,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.313171247357296,"put_iv_pct":35.21705464868701},{"expiry":"2026-12-18","call_iv_pct":31.16185752930568,"put_iv_pct":31.173597835888188},{"expiry":"2027-03-19","call_iv_pct":29.982696629213486,"put_iv_pct":30.602142857142862},{"expiry":"2027-06-17","call_iv_pct":29.534344703770195,"put_iv_pct":30.620970149253736}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5a7ab260d5695d343e83d016e47257f52705cc95d28d4607be23fd9c126df1b0","captured_at":"2026-10-23T21:05:39.333886+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":"ALG","date":"2026-10-23","format":"json"},"source_hash":"065af3a8400ee6c561064a4a6fa72343600f4d6371967b85026808a47f98dd35"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"b729218066c5276675541547a8971fd9d7078ebffbac903c58fadfb4754e8074"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"25c6572a3eb588eea4db034e89aac6d1db9edef3a695374f81422ecddf2b5b2a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"0d53e236e6baaf928e1f5d027d4d4acb1cc0a17b9fa6bb8d10653cb88079027e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"aceea804c12b2f4b2f99b6a006a6d842842a76ec0e00730b87e25b96156d28dc"}]},{"symbol":"ALG","date":"2026-10-26","iv_pct":32.63667110696961,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.17101406365655,"put_iv_pct":34.09366336633663},{"expiry":"2026-12-18","call_iv_pct":34.188761904761904,"put_iv_pct":30.521326699834162},{"expiry":"2027-03-19","call_iv_pct":30.953817663817663,"put_iv_pct":30.56917142857143},{"expiry":"2027-06-17","call_iv_pct":30.583417721518984,"put_iv_pct":30.01219600725953}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf596ea64110a5d94570eb8eabfa3d511c017dc7e9298cae2c285581ca24f690","captured_at":"2026-10-28T12:22:07.329037+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":"v2_verified_expiry_inventory","source_hash":"86376e9a1bb353d7d5d4c8df60431e2ec0c202d9d4686f0e53c21a8a0c96dde2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"68454a3c47b2b6f016f4cd818cac31dfdb4eaccd4641e360a572de9b063a6718"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"cdc371c38e951f6f8332fdf2be3239def861dc73449f0adda3e4725e2de70026"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"42b6f9d836e0ac029b08d9b2f112bc15937fff6f9a9cfd611e4948e740d7b776"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"5e2802162e33c8b3729400e2dd7fc36555230d64587f0853c1b5d14c8d5dd315"}]},{"symbol":"ALG","date":"2026-10-27","iv_pct":32.48386831896087,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.27964311726147,"put_iv_pct":36.05142563399589},{"expiry":"2026-12-18","call_iv_pct":30.77542271562767,"put_iv_pct":31.490695652173912},{"expiry":"2027-03-19","call_iv_pct":30.064072524407255,"put_iv_pct":30.680072150072146},{"expiry":"2027-06-17","call_iv_pct":30.021792975970424,"put_iv_pct":32.50782178217822}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bc269fa47b25703e6d088e5de05cbf8321f9973aba6c16cc52706fcd6ccd7922","captured_at":"2026-10-28T12:22:06.813554+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":"ALG","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"62118764f786b61e13a365fde02e2e863ffcbf597adf971302c8247f937cffd5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"68454a3c47b2b6f016f4cd818cac31dfdb4eaccd4641e360a572de9b063a6718"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"cdc371c38e951f6f8332fdf2be3239def861dc73449f0adda3e4725e2de70026"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"42b6f9d836e0ac029b08d9b2f112bc15937fff6f9a9cfd611e4948e740d7b776"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"5e2802162e33c8b3729400e2dd7fc36555230d64587f0853c1b5d14c8d5dd315"}]},{"symbol":"ALG","date":"2026-10-28","iv_pct":32.51760987180333,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.6153637660485,"put_iv_pct":34.92545214521452},{"expiry":"2026-12-18","call_iv_pct":32.72255319148936,"put_iv_pct":30.72824324324324},{"expiry":"2027-03-19","call_iv_pct":30.54088359046283,"put_iv_pct":30.238294036061024},{"expiry":"2027-06-17","call_iv_pct":30.53769230769231,"put_iv_pct":30.832396694214875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ed200e43199b11f1ee2b377b4d39ea35bde8fbb3cbf26ea25f273de3ae6f32c3","captured_at":"2026-10-29T12:32:04.977250+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":"ALG","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"7b7dad6883479a95fe2566da5a1711db4c48985a0e20e148937b1ac94957a8d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"e74b476e21e151809e130566264c705f741db0455572a4b8f4c629f5280a1a2b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"c85e67eb8891439a88889cd9c005135f3acf265bc07eee6de14642bcd11652cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"959bea9e20a9ff8869f5af46621dd6edde727d25a15d4a444b98d8f39e2410c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"f647a25e668579df3fa8cf8949685334f7a37311de9af1c38888a0ea560d4420"}]},{"symbol":"ALG","date":"2026-10-29","iv_pct":32.05535090859407,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.347300771208225,"put_iv_pct":36.79716677829873},{"expiry":"2026-12-18","call_iv_pct":30.564814814814817,"put_iv_pct":31.238012048192772},{"expiry":"2027-03-19","call_iv_pct":30.184074074074076,"put_iv_pct":31.098620199146517},{"expiry":"2027-06-17","call_iv_pct":29.639724770642207,"put_iv_pct":31.573093812375248}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ea777d54275514041c3d8e9555c4d95bb1751d85355cea73a45b624e3f08edb5","captured_at":"2026-10-30T12:32:03.357536+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":"ALG","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"9531ae1b51279516b2325ff30d14cc77e6875860e9d0b9ec99a1bec019db86f9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"6dcc5dcdc78437254b301e9ad19700b5d360043915f6a663ac9aaa55e4a9147a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"1a35df4dc20fa30b378a4c775e687c7aecb828f0e4b5a8bf63931b6a5ef9c72c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"28eaeca9d206aa29671046263c4e9ebc7bd4df192c88d8bfd48517f7de099b06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"b81f827b6475462c55685c270b29b92a31a24b7e37b626f1bbeb7a0689ea7719"}]},{"symbol":"ALG","date":"2026-10-30","iv_pct":32.9475910889475,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.474526184538654,"put_iv_pct":41.61664184661206},{"expiry":"2026-12-18","call_iv_pct":31.2771608040201,"put_iv_pct":34.5356864654333},{"expiry":"2027-03-19","call_iv_pct":29.314375,"put_iv_pct":32.144086181277856},{"expiry":"2027-06-17","call_iv_pct":28.00552495697074,"put_iv_pct":32.21272727272727}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ALG","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3894d91bd27d39056f27faac53fd12553ed0c8a1a7bdc0d196561848fc6e00ff","captured_at":"2026-10-31T09:11:00.817590+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/history/greeks/eod","query":{"symbol":"ALG","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"81e66c306019299ea166224a895ce733b46fb369a43a69b1fbcb86995df4334d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"9ff1957d4b0c9a07d989a7eba19a662a322ccdfa48b47ad538526be7ed1ed7b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","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":"d7d3bf1e1f5aa2695f1ff7146921ecd17500fa7f962f4cf49333e620e22dd1ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-03-19","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":"04250f7fa5acf64d10101480f84f0af6bf0bb6545c9be75b30e2b2bd83b8b678"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ALG","expiration":"2027-06-17","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":"7493e4e6f6e940ea0b78f0d6d7e1e3ad1b656ae4d9f5014fe61556613c5254d9"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ALG","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":"2026-08-05","observed_at":"2026-08-05T15:59:00-04:00","iv_pct":29.626737995740648,"put_call_skew_pp":0.49827697744878563,"implied_move_pct":14.644327633877976,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bcc782bf5dc35872712424639d9505e3af86a7fa51b8eaacfdf38650854c9a1d","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-06","observed_at":"2026-08-06T15:59:00-04:00","iv_pct":29.116060748783905,"put_call_skew_pp":-0.0020785344966753883,"implied_move_pct":14.33319659744397,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4ae03a1313387f3cde88b7044bab013f27aca32d993490834e6043ec2eca18dd","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":29.1904506233194,"put_call_skew_pp":0.3467540251528112,"implied_move_pct":14.246305348141966,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78f506498f8dbbc285bb4fda6fca589d6288265c2cc98d304ea79ca49e087064","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":29.048179593100222,"put_call_skew_pp":1.9612067056085758,"implied_move_pct":13.836884196882163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e9ea08a8ae312ba41e8375e7c57f8e765539309d49884139320513e333664ec4","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":29.785034434742933,"put_call_skew_pp":-2.9167492438031806,"implied_move_pct":13.913206371785108,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7372502b1bca9a34e71032855bc007e405141cc8fed46651c2c0b62c15bd6cc","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":28.662924663303052,"put_call_skew_pp":-0.7039759265864456,"implied_move_pct":13.525322381829222,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"be0345718e59b72ab7763692620faa73f9da9676671b1b5cbcf70eeaf64d9432","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":28.467037850924612,"put_call_skew_pp":2.2057618653911675,"implied_move_pct":13.421265128307134,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc0a2fc60cd3d50efb936e53566f59dd5fad20ea6a3d87b40368c4ee524a637c","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":27.428446780551447,"put_call_skew_pp":-0.17428136549917905,"implied_move_pct":12.967615270631324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff24aeff9f60bd3c268284f9483b6554f8e6392c765d5d3e46d6eef0e36744eb","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":34.20255668081713,"put_call_skew_pp":-5.0279816981222325,"implied_move_pct":13.484614209076772,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8e42035dd6daaa4bf3074a2e4f9d3c2099b4c10c5dea15fc0953a9d95f9faec6","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":32.70470620324228,"put_call_skew_pp":-1.185117805783741,"implied_move_pct":13.026901791002672,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"398c863964aabec2f991acea07e98aeb9810f62395a6b65fa15a530921dbc887","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":38.05058746258482,"put_call_skew_pp":-2.73177055407737,"implied_move_pct":13.108732214015843,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0456842184dad2f796f7cc0e34fa3a4a7583c72d7ee9e4a0f4af7fcac2e1cb92","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":28.92502111035699,"put_call_skew_pp":-1.476252649898358,"implied_move_pct":14.588265292000099,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f39738a962ca90a83ed9eafd1a6dd3df6dedd9f9a50c9559b3abba1f1fc4d228","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":28.1124885034416,"put_call_skew_pp":0.5184352009153086,"implied_move_pct":14.0687244455497,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2391bb0b8353184c924657da6247667e611c7365db53245a902c7d52364eeaa6","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":28.179362657865063,"put_call_skew_pp":1.5294396983633476,"implied_move_pct":13.990632483542374,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b04bc1ce88bd2b8455be1d8851e52b679cea8cc2c4f4864e3f972d6d0e20bfd5","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":27.84702530058162,"put_call_skew_pp":0.23339647117966145,"implied_move_pct":13.774524435177202,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d106c2a8744b735c46812c0a94bfdbff96a8e07fabdfb099a5a23681c5a3720d","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":27.851870824899294,"put_call_skew_pp":3.0665931020475012,"implied_move_pct":13.67586466085853,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bb3cc2f089172d62e0c9fd61f3c7a57181b541514f7156af7d2b9ce2226c2177","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":27.606799624534908,"put_call_skew_pp":3.77277104435362,"implied_move_pct":13.452631194064192,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0ec2e23a7a1208ece8c5944832dced74b88b6d61b6475659c1d2ab1e9daec8ee","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":27.36216674541936,"put_call_skew_pp":0.24180355250515273,"implied_move_pct":13.062077780779816,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8bb8ef027a545effbee3fac825a9c32f3ed08110a22a95ee823a1ee565ae06ea","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":27.828283104313634,"put_call_skew_pp":-1.144368545578959,"implied_move_pct":13.101688413653545,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5a9ebb01c7fedb73ac267d8056690778b7d2bdb1632db8df57e6310526185bed","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":27.85419967535349,"put_call_skew_pp":-0.96167206783384,"implied_move_pct":12.962770322931135,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a83d1f551527cc43dfca89efd3ba293d1f45aac454fd7406fefca1c9529e0c1","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":27.51445696651954,"put_call_skew_pp":3.3245580108567587,"implied_move_pct":12.73075024199683,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d47582d325342279e00687c83ced3b6d4f1cb0882bc0a794dcb7bd185590472d","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":26.88750597364892,"put_call_skew_pp":1.6255249241118488,"implied_move_pct":12.501525524440734,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f2c6179ecd6d66ea108d9685e8203ddace4d29b9f9e923665ff2f9e7b343fe60","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":28.305295096112886,"put_call_skew_pp":1.041337326015828,"implied_move_pct":12.356785397694967,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71173944bc115783b2991fe24220a83f45f863a4cba5ba583386330c4fffae44","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":29.00193448509014,"put_call_skew_pp":1.6413897926645191,"implied_move_pct":12.449157711489448,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ea734ec53e8caf2ad5f041e69438b4ce6b9f88ca767e0e74c34ace033a2e420","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":30.26294958287106,"put_call_skew_pp":-4.203716542632123,"implied_move_pct":12.557935234865202,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"62387cddb15284a87a42fe144005c50e0d502fea705fda6a55b3d0e99af1313a","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":28.620365178501345,"put_call_skew_pp":1.3151884586073255,"implied_move_pct":11.977889085930816,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2098b9a12ba7e32ae07256081b4b770d4d735c0689ed2355d11dcd3c09f7e25c","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":32.06102350581871,"put_call_skew_pp":-0.6884471812511421,"implied_move_pct":12.091572007048203,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"553b21d9332fc10cbedea572e91cfb5b5f8cdc98d03cbb40278784c19f5d5de3","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":35.53118224044148,"put_call_skew_pp":1.694565505927244,"implied_move_pct":11.849153077901944,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7261f7f0159f788cbdc69c5d307dfe83dec57f0717e02b3d1a5210f3b21d2b62","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":28.594977598073267,"put_call_skew_pp":0.234656946346826,"implied_move_pct":13.720424101520418,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d14e785a45143e0409aa6a24ad59892e255ae806a1c9131dafa7c4df749e38fb","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":29.688354882763125,"put_call_skew_pp":-1.1865009714885106,"implied_move_pct":13.75216693198394,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bbfbe60f4773ed8528bed0fdaf503e375879dbe952cfee2d691c4420f6891176","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":28.681369391517183,"put_call_skew_pp":-2.2899544160725602,"implied_move_pct":13.37220139353203,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7c6d9cf9e75c35cef91110e6ecf3b86470c640658c33da851bfa98909012e432","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":28.634739429017454,"put_call_skew_pp":0.8194589692434402,"implied_move_pct":13.278570546753889,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f1ee1c21e75a627ecac99d85f4ae73c68893b8750775ad631d1023088a8643a7","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":29.888082846157445,"put_call_skew_pp":3.7688336570669305,"implied_move_pct":13.55780983479376,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c84519072f3103854aaed106e0dbb1ff1daec8f227d288a30000b13ed5afddaf","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":29.223749109778385,"put_call_skew_pp":0.38981544387932754,"implied_move_pct":13.214057876822208,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa72e724f420459dee2bdf971bb7481dad96c659cccce6099d4ed69d4bee45d4","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":29.42364742408676,"put_call_skew_pp":-0.09184044268725433,"implied_move_pct":13.07584165448512,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"804ca0445541e625c3af312bebc66858ecc52ffc6ec4fdab8f8ad59965087846","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":29.354932398018896,"put_call_skew_pp":3.0291354782947204,"implied_move_pct":12.924294102050041,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f3f591cd86b82b1531ae0e382f0d1e4066f681d29d2cb5b7914297ff95229418","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":30.535393559239104,"put_call_skew_pp":-1.3006736314235106,"implied_move_pct":13.08782465887177,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8a035d52cc8deb7edd8efeec5f6223dc64648d93b17fc306996e41e5064753d4","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":30.75364384121965,"put_call_skew_pp":0.4608427942520512,"implied_move_pct":13.053901541418732,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"12099a337dbf8e27b7243e8a11c61cd025cda8a3f75d8c42004f1eb417112051","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":30.10032662255391,"put_call_skew_pp":4.999876070132018,"implied_move_pct":12.620414839830246,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e61a30daa87a0353d98c49197220f6f5b62daa1992a0372d713693dbe3a86e40","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":30.337864209571247,"put_call_skew_pp":-1.5730286260940138,"implied_move_pct":12.314746022151862,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4f2675e42a1d0686f22dd7350942ec1861f7e09c77f5f6ff56e33f9d3f858f6d","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":29.954694595412626,"put_call_skew_pp":-1.338130258266065,"implied_move_pct":12.115586226433994,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d60b7046750a2450401e6468cfc16ac14d12f7eedf0f16dc5711523c954da178","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":30.587269093610985,"put_call_skew_pp":0.7166800765930317,"implied_move_pct":12.136134747685812,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1e52f727e4b267411865708c55c871fee5c416c72bdf4190b4bb0b7c080a283d","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":30.65500023625236,"put_call_skew_pp":2.2930734376693067,"implied_move_pct":12.102246548554731,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2203d063f745a3decf29ff7a6751b6a611334f27dc4e7736e86c081b3b8aaa81","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":32.02197103583398,"put_call_skew_pp":-2.031022246555077,"implied_move_pct":12.1941963255844,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6a859e580fd5e6e5b8e89f16545ca72d8fd87a6cb8c82da3195c80b8546c91b8","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":34.1623740578586,"put_call_skew_pp":0.017252606989131003,"implied_move_pct":11.809324708286985,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d425eff230d68bdbd1c68aeb11072ced58b788426756c8731abaf17bd0b9f7aa","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":33.63409762147242,"put_call_skew_pp":7.603279172766165,"implied_move_pct":11.532105992375982,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b70aa6ea8e3544e05e36c63cff1ebf78601858fc4685db84b36a162640d5bfd0","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":38.32724817199388,"put_call_skew_pp":-0.6726547825906719,"implied_move_pct":11.710914935101258,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"77eac453f49ff3bb6eee79a112ee6787dda783095d73cb0a1c6f91d0e581e923","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":30.6073694684315,"put_call_skew_pp":-0.2893275522373253,"implied_move_pct":16.55235393255671,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"096a1ca5ab9547ed5fc62956a508e80bc13009dde378a6dfea91e9f15919f5ed","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":31.107977373310092,"put_call_skew_pp":-2.637450175972168,"implied_move_pct":16.479720992886893,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0d09aaa3377b88584c8249b64a57a2cbf127e28b76fea612b9c3c24fe1704fd4","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":31.19131618323843,"put_call_skew_pp":-3.1393003195729268,"implied_move_pct":16.393976009160603,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"85ace96c4947016af0c1b5da7fa363a723819fbdbf744e85947a75ba42d4ffda","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":30.879802735672587,"put_call_skew_pp":1.350243531842131,"implied_move_pct":16.236702357245846,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dd25fb7e860a2bb5dfd2bf94bc4c0f71d371c499f583def68d521b6fb12e0d65","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":31.998279101066174,"put_call_skew_pp":-1.071076221159533,"implied_move_pct":16.534418203834527,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e22e44113a987ceade392428bfa43153082788cab0165cfb7d145087b9ea7ecf","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":31.575729450077304,"put_call_skew_pp":0.6554238453312848,"implied_move_pct":16.31887024516867,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5a7ab260d5695d343e83d016e47257f52705cc95d28d4607be23fd9c126df1b0","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":32.63667110696961,"put_call_skew_pp":-2.675163462938338,"implied_move_pct":16.401306241131003,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf596ea64110a5d94570eb8eabfa3d511c017dc7e9298cae2c285581ca24f690","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":32.48386831896087,"put_call_skew_pp":0.39727097128833666,"implied_move_pct":16.312294122853583,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bc269fa47b25703e6d088e5de05cbf8321f9973aba6c16cc52706fcd6ccd7922","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":32.51760987180333,"put_call_skew_pp":-1.6730266842398356,"implied_move_pct":16.152849290350428,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ed200e43199b11f1ee2b377b4d39ea35bde8fbb3cbf26ea25f273de3ae6f32c3","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":32.05535090859407,"put_call_skew_pp":1.2427446018184858,"implied_move_pct":15.916095071080921,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ea777d54275514041c3d8e9555c4d95bb1751d85355cea73a45b624e3f08edb5","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":32.9475910889475,"put_call_skew_pp":4.35938870513025,"implied_move_pct":16.023224862689624,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3894d91bd27d39056f27faac53fd12553ed0c8a1a7bdc0d196561848fc6e00ff","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}