{"schemaVersion":1,"symbol":"AXS","days":90,"observations":[{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:05.296000+00:00","captured_at":"2026-10-22T00:40:58.562Z","last_trade_at":"2026-10-21T23:00:00.00304127Z","price":100.57,"iv_pct":28.80311868026004,"implied_move_pct":6.8640782713492845,"put_call_skew_pp":-7.858757047602827,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"4c1dc1ef67bbdc08aab05e32c86c2d0a39d06cbc7e320ee6f2fde33c346f1217"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:00.586000+00:00","captured_at":"2026-10-22T20:56:42.213Z","last_trade_at":"2026-10-22T20:10:00.00146719Z","price":104.3,"iv_pct":27.734019156418178,"implied_move_pct":6.416112374703249,"put_call_skew_pp":15.403312878822057,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"35cb73f639cafe3d0b51db29ee679ff4457902693df5e4707e05319d53abefca"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.558000+00:00","captured_at":"2026-10-23T21:09:05.172Z","last_trade_at":"2026-10-23T20:10:00.001441054Z","price":102.63,"iv_pct":28.100865512975737,"implied_move_pct":6.424132978169611,"put_call_skew_pp":9.054031141712631,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"90cfdfb6482fbdd59e8cba89f6d0f5aa9a2e6c4d118b0d180908688e7b858169"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:18.230000+00:00","captured_at":"2026-10-27T06:00:01.425Z","last_trade_at":"2026-10-26T23:00:00.003937829Z","price":102.46,"iv_pct":30.87198410950457,"implied_move_pct":6.552330197432989,"put_call_skew_pp":1.9335094411892462,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"e91073b855ffcc735ab68fe722c336ba3e43e706e606fa30145b51bf0ac82e04"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-27T16:15:55.375000+00:00","captured_at":"2026-10-27T16:17:25.458Z","last_trade_at":"2026-10-27T16:17:16.641544302Z","price":101.07,"iv_pct":30.933721929718438,"implied_move_pct":6.436894925181143,"put_call_skew_pp":-11.422061151301556,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"96df77426666cffb6217e2cdc7f27864a39d8446f438444b2433c489a28684d7"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-27T19:58:29.031000+00:00","captured_at":"2026-10-28T00:08:03.334Z","last_trade_at":"2026-10-27T23:00:00.003936207Z","price":102.24,"iv_pct":31.686961570634832,"implied_move_pct":6.726674392080851,"put_call_skew_pp":-6.2144905093396705,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"e694b90c907f320763c75e2b985bb9efc6bcc1881482462108cab137873f068f"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-28T19:57:11.073000+00:00","captured_at":"2026-10-28T21:02:53.704Z","last_trade_at":"2026-10-28T20:10:00.001174643Z","price":101.61,"iv_pct":31.865831751723693,"implied_move_pct":6.508002357989564,"put_call_skew_pp":-7.05946622812138,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"139dcf77411dc2a1bf5fb0f9141e0d4f45c05b4715e4e30a1593a8226203a62d"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-29T19:49:30.992000+00:00","captured_at":"2026-10-30T00:25:08.562Z","last_trade_at":"2026-10-29T23:00:00.002846213Z","price":102.84,"iv_pct":29.025649934989172,"implied_move_pct":5.9154784123079835,"put_call_skew_pp":0.3267459811641338,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"a52996d4f72abd13e4db6dbbb41aa9b50f6a2102b2da36c87d5a31aa0b72a075"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:02.883000+00:00","captured_at":"2026-10-30T23:15:44.361Z","last_trade_at":"2026-10-30T23:00:00.00366357Z","price":104.87,"iv_pct":26.603743802293,"implied_move_pct":5.1978744793655345,"put_call_skew_pp":2.4622505406005466,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"fd1918da4d4e015c156ad53f974136300d7980471526f181cbf1778ac7602073"},{"symbol":"AXS","expiry":"2026-11-20","observed_at":"2026-11-03T20:59:08.614000+00:00","captured_at":"2026-11-04T01:56:54.287Z","last_trade_at":"2026-11-04T00:00:00.002464889Z","price":105.74,"iv_pct":29.228546963348656,"implied_move_pct":4.949209712269619,"put_call_skew_pp":-15.66061993780315,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/AXS","source_hash":"32b35179702fbf06950466573014ceda09893e2e0a421d9509fa9e22fda41ccf"}],"dailyIv":[{"symbol":"AXS","date":"2026-08-06","iv_pct":25.966525465821704,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.62637630662021,"put_iv_pct":30.416877621044602},{"expiry":"2026-09-18","call_iv_pct":23.721910966340936,"put_iv_pct":25.423889636608344},{"expiry":"2026-12-18","call_iv_pct":23.13467261904762,"put_iv_pct":27.325110132158592},{"expiry":"2027-03-19","call_iv_pct":23.600261832829812,"put_iv_pct":26.48310461192351}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"97976c2ffa60e6a02f816896873a2ec5190f6655dd767642254b9857d1c800d6","captured_at":"2026-10-24T02:10:46.025484+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":"AXS","expiration":"*","start_date":"2026-08-06","end_date":"2026-08-06","strike_range":20,"format":"json"},"source_hash":"50fd4809984407b9ebb2d37477892de0ce0b799ceaa11a2e7ebc389c38e89282"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bc1d232035fa0d728366e224b39b110d37dbddfd33451663269ed6aa644668cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"e784cdaa817a9e91258c943c5177bc382b7b1e8059d4e2b14089cc8d704eb961"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"c5af26a70fc83eccc4d20d796b4615945d460976f410914ce4bcf161c64ca3a8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"96975b15d2b5a975895f96e3e73937985f03729da384c372c1fee24a8d2a165b"}]},{"symbol":"AXS","date":"2026-08-07","iv_pct":25.74766381151657,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":23.167513944223106,"put_iv_pct":33.05380846325167},{"expiry":"2026-09-18","call_iv_pct":26.732072159921987,"put_iv_pct":22.552376502002673},{"expiry":"2026-12-18","call_iv_pct":24.731122369446613,"put_iv_pct":26.068392857142857},{"expiry":"2027-03-19","call_iv_pct":23.77572149344097,"put_iv_pct":25.900302702702703}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cc413ac4b8a7430cc3b316dce9ac836e67cbea4e13f57f3c6da2c4905b523024","captured_at":"2026-10-24T02:10:44.704604+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":"AXS","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"4a35a1d7884b6ebc163b6dc2174edd0ff93f5ef263729c96977dcdde7606abcd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bc1d232035fa0d728366e224b39b110d37dbddfd33451663269ed6aa644668cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"e784cdaa817a9e91258c943c5177bc382b7b1e8059d4e2b14089cc8d704eb961"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"c5af26a70fc83eccc4d20d796b4615945d460976f410914ce4bcf161c64ca3a8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"96975b15d2b5a975895f96e3e73937985f03729da384c372c1fee24a8d2a165b"}]},{"symbol":"AXS","date":"2026-08-10","iv_pct":27.41277179593869,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":35.16472306143001,"put_iv_pct":32.374605484051486},{"expiry":"2026-09-18","call_iv_pct":26.745529411764707,"put_iv_pct":26.958709677419357},{"expiry":"2026-12-18","call_iv_pct":23.965929463629685,"put_iv_pct":25.809679230152366},{"expiry":"2027-03-19","call_iv_pct":22.973129186602872,"put_iv_pct":25.309868852459015}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"740567e2e4d5c155d08c03562678aafbd8a0adc4144ba3b1ab23e64688c5fca1","captured_at":"2026-10-24T02:10:37.058618+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":"AXS","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"f58b27959567034f9cd51992517ad91c7820c9bcd004765b448c8982128cd55f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6bea57234ce8d71e709210a3b18b1630d47952169d95f44bc6ed8c80a8c3567a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6a6b0ae103494185a3d0a6d044ab4bb03691dfa974beee7e71de88fbf7ed6d3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5a6b2f68a2eb2f5178f62bda8614b4ec4b76ad2d633b16a15be5ce9b284f9c76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"eb12a7a10c7977eacee62870ccada0dd89b0d60d6dbdb7c7b4600d10e824a6e9"}]},{"symbol":"AXS","date":"2026-08-12","iv_pct":26.027773673506665,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":34.14097333333333,"put_iv_pct":25.275903361344536},{"expiry":"2026-09-18","call_iv_pct":26.954605394605398,"put_iv_pct":20.109804287045666},{"expiry":"2026-12-18","call_iv_pct":24.90876978417266,"put_iv_pct":26.182032710280374},{"expiry":"2027-03-19","call_iv_pct":24.281166347992354,"put_iv_pct":26.368934169278997}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9b919849ebc25d2ee1eef94acd0021e78cace159281a6188688fb8041a9bf495","captured_at":"2026-10-24T02:10:34.516461+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":"AXS","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"9a5d1e3190f7cdcfa6521612705ce06035b91f6cf3db8eed4ce3472602dd7667"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6bea57234ce8d71e709210a3b18b1630d47952169d95f44bc6ed8c80a8c3567a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6a6b0ae103494185a3d0a6d044ab4bb03691dfa974beee7e71de88fbf7ed6d3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5a6b2f68a2eb2f5178f62bda8614b4ec4b76ad2d633b16a15be5ce9b284f9c76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"eb12a7a10c7977eacee62870ccada0dd89b0d60d6dbdb7c7b4600d10e824a6e9"}]},{"symbol":"AXS","date":"2026-08-14","iv_pct":26.348861971416238,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":31.20534562211981,"put_iv_pct":28.050535752401277},{"expiry":"2026-09-18","call_iv_pct":22.786656488549617,"put_iv_pct":25.136198830409356},{"expiry":"2026-12-18","call_iv_pct":26.37067092651757,"put_iv_pct":27.015291700903866},{"expiry":"2027-03-19","call_iv_pct":23.737906976744185,"put_iv_pct":26.488289473684212}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2319e45b5dfa2b1cb3066a51d64a3d0dd815062bb104cacd6e5fa0d5e2b37890","captured_at":"2026-10-24T02:10:23.289167+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":"AXS","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"1b5b840d2fa604324df74e56a698cd7c5ac5568b3be6ea13f39e32f82a2c3f9a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6bea57234ce8d71e709210a3b18b1630d47952169d95f44bc6ed8c80a8c3567a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6a6b0ae103494185a3d0a6d044ab4bb03691dfa974beee7e71de88fbf7ed6d3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5a6b2f68a2eb2f5178f62bda8614b4ec4b76ad2d633b16a15be5ce9b284f9c76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"eb12a7a10c7977eacee62870ccada0dd89b0d60d6dbdb7c7b4600d10e824a6e9"}]},{"symbol":"AXS","date":"2026-08-17","iv_pct":30.15084628029077,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":55.38629585798815,"put_iv_pct":37.8162451076321},{"expiry":"2026-09-18","call_iv_pct":26.204836142322097,"put_iv_pct":21.399278592375364},{"expiry":"2026-12-18","call_iv_pct":24.05552207428171,"put_iv_pct":26.248249594813615},{"expiry":"2027-03-19","call_iv_pct":23.499721964782204,"put_iv_pct":26.596620908130937}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8a4b96f07f82d29327f405b351d87c249923a181f86af71a4d8a489875a209e2","captured_at":"2026-10-24T02:10:13.388515+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":"AXS","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"880335d4b2f43b3222612fcae54604caad2be70312e1d3ddca1560ae5de7e257"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9e4a7eb3ca42cfc2d01b703f2eb8851467b5c0d7f2e6fc60ee49fb8fc7048905"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"72528a1b9052fbfbee480683396877f53690ed0da4e32dae1de917b38e303cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"80f0d9f5694ddcc4b1c2abe2dc000e1e9bdcc208ab0d74d688c3c20b983254bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bcbd54029b4f3465d5045fa97547f17f8a2b5e10cdf73d5d9eb03178da0fe22a"}]},{"symbol":"AXS","date":"2026-08-19","iv_pct":34.73185984417463,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":64.62453072891853,"put_iv_pct":63.146263498920085},{"expiry":"2026-09-18","call_iv_pct":28.29319682959049,"put_iv_pct":24.555394736842103},{"expiry":"2026-12-18","call_iv_pct":24.062629427792917,"put_iv_pct":25.17550957854406},{"expiry":"2027-03-19","call_iv_pct":23.05959785522788,"put_iv_pct":24.937756097560975}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"acd9e137af4f9d0371fa60fe02dfa3360378457e47505580f08e80ca43185bdf","captured_at":"2026-10-24T02:10:10.018295+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":"AXS","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"63608f670f29226f18d067e88c3563bff72fb7a53639c866d6a19f25c20f39fb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9e4a7eb3ca42cfc2d01b703f2eb8851467b5c0d7f2e6fc60ee49fb8fc7048905"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"72528a1b9052fbfbee480683396877f53690ed0da4e32dae1de917b38e303cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"80f0d9f5694ddcc4b1c2abe2dc000e1e9bdcc208ab0d74d688c3c20b983254bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bcbd54029b4f3465d5045fa97547f17f8a2b5e10cdf73d5d9eb03178da0fe22a"}]},{"symbol":"AXS","date":"2026-08-20","iv_pct":44.908984446125224,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":129.20372421281218,"put_iv_pct":88.25151301518439},{"expiry":"2026-09-18","call_iv_pct":24.072691088411414,"put_iv_pct":24.544670032455823},{"expiry":"2026-10-16","call_iv_pct":22.70907268170426,"put_iv_pct":22.779558067831452},{"expiry":"2026-12-18","call_iv_pct":23.68085953878407,"put_iv_pct":24.02978693181818}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"00978f1263c15be2b187ebb7d80e0e2b4c85ce5f274fef2f677845dfb5bbb632","captured_at":"2026-10-24T02:10:08.501815+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"AXS","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"e31d9b1c5586a735d6e434233a934ee035e0a6f507442db73380d3db399d9c78"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9e4a7eb3ca42cfc2d01b703f2eb8851467b5c0d7f2e6fc60ee49fb8fc7048905"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"72528a1b9052fbfbee480683396877f53690ed0da4e32dae1de917b38e303cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"07e6d29f6f8e594638edfc10e7ef4585270604c1e5ccd90ad3984e274325ff41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"80f0d9f5694ddcc4b1c2abe2dc000e1e9bdcc208ab0d74d688c3c20b983254bf"}]},{"symbol":"AXS","date":"2026-08-21","iv_pct":23.945354523444077,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.43785945945946,"put_iv_pct":25.227979724837073},{"expiry":"2026-10-16","call_iv_pct":21.162118226600985,"put_iv_pct":23.1217542997543},{"expiry":"2026-12-18","call_iv_pct":23.2317602739726,"put_iv_pct":24.443571428571428},{"expiry":"2027-03-19","call_iv_pct":23.80891522333637,"put_iv_pct":26.12887755102041}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b49029830af1229c9ad55f876f719a8ccb6cdb49c265f76d6b3762332414aced","captured_at":"2026-10-24T02:10:05.595795+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":"AXS","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"9f18d9b372159a4bfd9d346ad91e4cc4b91c303087959c7d6e15c8a376a6ab8b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"72528a1b9052fbfbee480683396877f53690ed0da4e32dae1de917b38e303cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"07e6d29f6f8e594638edfc10e7ef4585270604c1e5ccd90ad3984e274325ff41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"80f0d9f5694ddcc4b1c2abe2dc000e1e9bdcc208ab0d74d688c3c20b983254bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bcbd54029b4f3465d5045fa97547f17f8a2b5e10cdf73d5d9eb03178da0fe22a"}]},{"symbol":"AXS","date":"2026-08-24","iv_pct":23.801082866930177,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.579276466108148,"put_iv_pct":23.065369816160754},{"expiry":"2026-10-16","call_iv_pct":21.181343353687176,"put_iv_pct":23.052695570216777},{"expiry":"2026-12-18","call_iv_pct":23.94191065292096,"put_iv_pct":24.74623071271124},{"expiry":"2027-03-19","call_iv_pct":24.181136363636362,"put_iv_pct":25.6607}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"781949ddaff31b2851ecc655c2b8f1583236d5319abe56ce47e0a6f4bdfb8742","captured_at":"2026-10-24T02:09:55.084057+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":"AXS","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"31eca9a8100f493dd0d72ae07c2342ead83593b46c6af58e7b86c6a21b72c6f8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9a46a5dcd20d07dcc24b286a440f91998ffe060e6d0f23b4578788caabc9e351"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"92e53ee80c07e1de8a55638cba14e09510ceab5652c1eede8196730ae478c97d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bbdd926298512b43b044b6bfb88f5244bf10ff2dd25e3f6623c4a9a62796c48d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"3a138680447818d8981fd724fbd4b6d47d548d29913b574794cb0b7133c5d0ba"}]},{"symbol":"AXS","date":"2026-08-25","iv_pct":23.813019816236036,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.590654329147387,"put_iv_pct":26.296394279877422},{"expiry":"2026-10-16","call_iv_pct":20.520645161290325,"put_iv_pct":23.925051212938005},{"expiry":"2026-12-18","call_iv_pct":22.083794940079894,"put_iv_pct":26.015164179104477},{"expiry":"2027-03-19","call_iv_pct":22.933801945181255,"put_iv_pct":26.138652482269503}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"090bd4a04056d0c1636c649c0114fd4b1a9b17fea97c1058de34dfb0e84bbbef","captured_at":"2026-10-24T02:09:53.954413+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":"AXS","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"0e6c533999bb65039b3e1d9f37d820602f9f9d6cf6252eaab6a796be4fe804c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9a46a5dcd20d07dcc24b286a440f91998ffe060e6d0f23b4578788caabc9e351"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"92e53ee80c07e1de8a55638cba14e09510ceab5652c1eede8196730ae478c97d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bbdd926298512b43b044b6bfb88f5244bf10ff2dd25e3f6623c4a9a62796c48d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"3a138680447818d8981fd724fbd4b6d47d548d29913b574794cb0b7133c5d0ba"}]},{"symbol":"AXS","date":"2026-08-26","iv_pct":23.60356928355474,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.312796032238065,"put_iv_pct":25.2835630099728},{"expiry":"2026-10-16","call_iv_pct":19.865377619612495,"put_iv_pct":22.475553539019963},{"expiry":"2026-12-18","call_iv_pct":23.025712401055408,"put_iv_pct":25.1591195891416},{"expiry":"2027-03-19","call_iv_pct":23.19790990990991,"put_iv_pct":25.508522167487683}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff1297bc111e1f7e2d9c997226157eedced0ae76014e05d7bda96493afec893a","captured_at":"2026-10-24T02:09:52.517091+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":"AXS","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"80665eeba6a4e6a97ae20f5090d9d2acafb7327b0862c02630aba1b4440dede8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9a46a5dcd20d07dcc24b286a440f91998ffe060e6d0f23b4578788caabc9e351"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"92e53ee80c07e1de8a55638cba14e09510ceab5652c1eede8196730ae478c97d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bbdd926298512b43b044b6bfb88f5244bf10ff2dd25e3f6623c4a9a62796c48d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"3a138680447818d8981fd724fbd4b6d47d548d29913b574794cb0b7133c5d0ba"}]},{"symbol":"AXS","date":"2026-08-27","iv_pct":23.226614684102465,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.692058258642767,"put_iv_pct":21.625320935812837},{"expiry":"2026-10-16","call_iv_pct":20.176050420168064,"put_iv_pct":22.08390289449113},{"expiry":"2026-12-18","call_iv_pct":24.276653225806452,"put_iv_pct":25.1376063446287},{"expiry":"2027-03-19","call_iv_pct":24.10595978062157,"put_iv_pct":25.71536561264822}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6a4c679a1c4dfe045bd1091697746b668d0bde721350ef694c267758b723657f","captured_at":"2026-10-24T02:09:50.983089+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":"AXS","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"b4c10124770edea2d3c686eca9c895fa624823a1b0bb53f26ebdf9d25ac0c806"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9a46a5dcd20d07dcc24b286a440f91998ffe060e6d0f23b4578788caabc9e351"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"92e53ee80c07e1de8a55638cba14e09510ceab5652c1eede8196730ae478c97d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bbdd926298512b43b044b6bfb88f5244bf10ff2dd25e3f6623c4a9a62796c48d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"3a138680447818d8981fd724fbd4b6d47d548d29913b574794cb0b7133c5d0ba"}]},{"symbol":"AXS","date":"2026-08-28","iv_pct":23.451987644880262,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.20407605070047,"put_iv_pct":23.37593299406277},{"expiry":"2026-10-16","call_iv_pct":19.882473162675474,"put_iv_pct":22.510152744630073},{"expiry":"2026-12-18","call_iv_pct":22.56340050377834,"put_iv_pct":25.96576},{"expiry":"2027-03-19","call_iv_pct":23.75588235294118,"put_iv_pct":26.358223350253805}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cc9cfb5079c584ddc7622cf3f6b2aa7767fb1a8f3aeacfcde88028fa082b23f4","captured_at":"2026-10-24T02:09:49.910915+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":"AXS","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"ac5a7765f8518be679dc3917c5fab03d92d97f0f79c67b9d863307ada3e374f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9a46a5dcd20d07dcc24b286a440f91998ffe060e6d0f23b4578788caabc9e351"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"92e53ee80c07e1de8a55638cba14e09510ceab5652c1eede8196730ae478c97d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bbdd926298512b43b044b6bfb88f5244bf10ff2dd25e3f6623c4a9a62796c48d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"3a138680447818d8981fd724fbd4b6d47d548d29913b574794cb0b7133c5d0ba"}]},{"symbol":"AXS","date":"2026-08-31","iv_pct":23.436374140802844,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.35818306385311,"put_iv_pct":23.790696843359143},{"expiry":"2026-10-16","call_iv_pct":19.96874954296161,"put_iv_pct":22.718375111906894},{"expiry":"2026-12-18","call_iv_pct":22.220000000000002,"put_iv_pct":25.006151603498544},{"expiry":"2027-03-19","call_iv_pct":22.939965487489214,"put_iv_pct":26.48887147335423}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4433e9b37fcb615f51070e1f5e6ef7361dfd30445be52ec95a6ba34481fc122d","captured_at":"2026-10-24T02:09:41.212312+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":"AXS","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"db44880371de657893cdb5298a87533e26b6df60f198539cbd183ff934d9e3b2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"a25a00a28551c27015a146e85497ab8c95d2aabe65ff9e3d7f314591e8d1f503"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"02feac324be2d19348e8c20d98da6796c0c52a361422fa8251b6f27dfbf0470a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"76c0cf3ee383b3550bb5246faab276735386effbc78a5b59f46e7f5de8df8ebd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"7f7837782bfaa6d2cbfa6fe3a117eabaad2a5b34df12f8f223e2bf61a8433f21"}]},{"symbol":"AXS","date":"2026-09-01","iv_pct":23.899524486119255,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.3135,"put_iv_pct":25.428034026465028},{"expiry":"2026-10-16","call_iv_pct":20.80531365313653,"put_iv_pct":23.694721030042917},{"expiry":"2026-12-18","call_iv_pct":23.459531348955036,"put_iv_pct":25.13616033755274},{"expiry":"2027-03-19","call_iv_pct":22.01935215946844,"put_iv_pct":25.339583333333334}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bc7a74123408218afdb8ac53b8b4644dbf8b6ce92ea962b723c93a685414520f","captured_at":"2026-10-24T02:09:34.773760+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":"AXS","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"136fcacaf1efd88424febbefdc7813e14dc9954386d95b03f78d1221a1c7e301"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"cf9b0002c0e56924cca55f6d64b70c481daef3240dfb3ecb2e086a4a4f270b7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"56cfa19735c3aab1ac36297da814b47654b805f571328d2fdfff96a0c3476910"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"104601870abca0ea6aa7209bda962254f4d7c061b8f687640e1d7458c8c28982"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9fd78c4981fdd07b267d28b4c136197233d19dac08203748fcfecafc979ce613"}]},{"symbol":"AXS","date":"2026-09-02","iv_pct":23.99231353127965,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.092721588819423,"put_iv_pct":27.010551034643104},{"expiry":"2026-10-16","call_iv_pct":19.87135950215414,"put_iv_pct":22.177366694011482},{"expiry":"2026-12-18","call_iv_pct":23.441574074074072,"put_iv_pct":25.040000000000003},{"expiry":"2027-03-19","call_iv_pct":22.862075471698112,"put_iv_pct":25.44285988483685}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d2d00abe64f319369e9e591e4ad252b84a013e40fbed9f7c653095dd4ed2bf25","captured_at":"2026-10-24T02:09:33.645795+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":"AXS","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"e31ae30f450388b8ebb90186928e86e7adfb0ff2a718857d89d7329265e322c9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"cf9b0002c0e56924cca55f6d64b70c481daef3240dfb3ecb2e086a4a4f270b7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"56cfa19735c3aab1ac36297da814b47654b805f571328d2fdfff96a0c3476910"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"104601870abca0ea6aa7209bda962254f4d7c061b8f687640e1d7458c8c28982"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9fd78c4981fdd07b267d28b4c136197233d19dac08203748fcfecafc979ce613"}]},{"symbol":"AXS","date":"2026-09-03","iv_pct":23.910500284104764,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.81212282734647,"put_iv_pct":18.370881440099318},{"expiry":"2026-10-16","call_iv_pct":22.355914460285135,"put_iv_pct":22.22506072874494},{"expiry":"2026-12-18","call_iv_pct":22.809105897273305,"put_iv_pct":25.63116129032258},{"expiry":"2027-03-19","call_iv_pct":22.081877133105802,"put_iv_pct":24.99787849566056}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"27eae2d9c95b62451345ef05a3d70b0813472c2a07c2246e2694a0f4518cda82","captured_at":"2026-10-24T02:09:32.537611+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":"AXS","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"5595f5dcbe5c24083d1a5d26f58df995abfc454d0f7fbae258525128855a93d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"cf9b0002c0e56924cca55f6d64b70c481daef3240dfb3ecb2e086a4a4f270b7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"56cfa19735c3aab1ac36297da814b47654b805f571328d2fdfff96a0c3476910"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"104601870abca0ea6aa7209bda962254f4d7c061b8f687640e1d7458c8c28982"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9fd78c4981fdd07b267d28b4c136197233d19dac08203748fcfecafc979ce613"}]},{"symbol":"AXS","date":"2026-09-04","iv_pct":23.79772819003176,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":30.017192513368983,"put_iv_pct":19.30889648667767},{"expiry":"2026-10-16","call_iv_pct":19.735521541950114,"put_iv_pct":25.056320582877962},{"expiry":"2026-12-18","call_iv_pct":22.003323244552057,"put_iv_pct":26.267038377986967},{"expiry":"2027-03-19","call_iv_pct":22.065580016934803,"put_iv_pct":25.92795275590551}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2c9e663233dd98ec9aea8ff7205858498f196c35c439b012c2f9773dca5d0dd1","captured_at":"2026-10-24T02:09:31.394586+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":"AXS","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"3085e784bf88e3b576177db44386702708f5c63984fbb04f7259df52d126856c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"cf9b0002c0e56924cca55f6d64b70c481daef3240dfb3ecb2e086a4a4f270b7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"56cfa19735c3aab1ac36297da814b47654b805f571328d2fdfff96a0c3476910"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"104601870abca0ea6aa7209bda962254f4d7c061b8f687640e1d7458c8c28982"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9fd78c4981fdd07b267d28b4c136197233d19dac08203748fcfecafc979ce613"}]},{"symbol":"AXS","date":"2026-09-08","iv_pct":25.732134109922782,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.042801040312092,"put_iv_pct":30.10271004243281},{"expiry":"2026-10-16","call_iv_pct":22.718227848101264,"put_iv_pct":27.63756859434361},{"expiry":"2026-12-18","call_iv_pct":24.556308724832217,"put_iv_pct":24.344736842105263},{"expiry":"2027-03-19","call_iv_pct":24.468679577464787,"put_iv_pct":24.98604020979021}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5b49c1fe1456946fe871bf7cb5d128a5299d06d857c83bce7c7e8511649552d8","captured_at":"2026-10-24T02:09:22.982075+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":"AXS","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"f70eea6b25c08bae0dd468adb8c00d39d704571637b3d1b9d7c6e173bb4f6a75"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8c59b2f5db13281c87ff36e32d4bcfe23863f1c0b74b5f510b91beca6449821c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"949ff780e0ad86c3e128725911229909641e930ce56f89240026611490617cb6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"1401a573b2c5e923749a55dad8bac4fee543c2aa72c1edeb2214b6b47c30c7bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bafc92704bd9404892342a13831a4b7e8c15f8417738cd2480ed07b2a4ab0468"}]},{"symbol":"AXS","date":"2026-09-10","iv_pct":27.557948285339315,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.224308300395258,"put_iv_pct":46.8496348398683},{"expiry":"2026-10-16","call_iv_pct":18.90340439706862,"put_iv_pct":24.061354492624048},{"expiry":"2026-12-18","call_iv_pct":24.240000000000002,"put_iv_pct":25.984},{"expiry":"2027-03-19","call_iv_pct":22.672800000000002,"put_iv_pct":26.528084252758276}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b9cdc772828c7159684b2acaaae3a6bcf9a15144fdaae25d422d4293589eab51","captured_at":"2026-10-24T02:09:20.533038+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":"AXS","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"d963e34fb0abe117c41cb2c35bf924d7b8a8e4dddd36edf239b27a9d8a71b973"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8c59b2f5db13281c87ff36e32d4bcfe23863f1c0b74b5f510b91beca6449821c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"949ff780e0ad86c3e128725911229909641e930ce56f89240026611490617cb6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"1401a573b2c5e923749a55dad8bac4fee543c2aa72c1edeb2214b6b47c30c7bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bafc92704bd9404892342a13831a4b7e8c15f8417738cd2480ed07b2a4ab0468"}]},{"symbol":"AXS","date":"2026-09-14","iv_pct":26.693701799105412,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.42568534961154,"put_iv_pct":31.83863252375924},{"expiry":"2026-10-16","call_iv_pct":23.94372832369942,"put_iv_pct":28.49116279069768},{"expiry":"2026-12-18","call_iv_pct":22.751129032258063,"put_iv_pct":26.2169387755102},{"expiry":"2027-03-19","call_iv_pct":22.237266775777414,"put_iv_pct":25.645070821529742}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b17fdba06d9991c3f28f5fde19bffc60d1c554232b2ae1fbe0fb0987711fa75","captured_at":"2026-10-24T02:09:18.278216+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":"AXS","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"459e9ea65bc46ec07ff7d01206f8efd1f849c0d0d08372418dfeb22117e96435"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8c59b2f5db13281c87ff36e32d4bcfe23863f1c0b74b5f510b91beca6449821c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"949ff780e0ad86c3e128725911229909641e930ce56f89240026611490617cb6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"1401a573b2c5e923749a55dad8bac4fee543c2aa72c1edeb2214b6b47c30c7bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"bafc92704bd9404892342a13831a4b7e8c15f8417738cd2480ed07b2a4ab0468"}]},{"symbol":"AXS","date":"2026-09-15","iv_pct":31.57624832304915,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":51.052812178564075,"put_iv_pct":56.36250355618776},{"expiry":"2026-10-16","call_iv_pct":18.980593875657284,"put_iv_pct":28.001275876637095},{"expiry":"2026-12-18","call_iv_pct":22.8623114061557,"put_iv_pct":27.524808510638298},{"expiry":"2027-03-19","call_iv_pct":21.98507281553398,"put_iv_pct":25.840608365019012}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5921f5142c88ba64e561d4f2c3c9bd01a7e86c210241dba69d7b0bd6f4e7b907","captured_at":"2026-10-24T02:09:07.533638+00:00","observed_at":"2026-09-15T15:59:00-04:00","session_close_at":"2026-09-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"AXS","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"938ef72c7cf47c95abd801cd28c73bbae8ccafbcadac42a045174bddc03b3156"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"c9c364d4422bf0e98451cd633f72e7c1aa55613eccf782278e8adcab47379df3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"1f04565b72fc29e7634a7a7abbfb1de14837431b8d2d09eec0104c62354dcabe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"675b559532131b7451ffe7170ba8affae099f1605dca09a0c96f90f193404189"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"a7c1b5393847f178495008e4d1251789270bdf7a62c3373b164e6310ca786c7d"}]},{"symbol":"AXS","date":"2026-09-17","iv_pct":33.404711535578485,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":53.661988636363645,"put_iv_pct":58.75979712595095},{"expiry":"2026-10-16","call_iv_pct":21.939823008849558,"put_iv_pct":29.21749000444247},{"expiry":"2026-11-20","call_iv_pct":26.73681818181818,"put_iv_pct":26.748651336233685},{"expiry":"2026-12-18","call_iv_pct":23.794018691588786,"put_iv_pct":26.37910529938059}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0a6167a8d32413ccab583a37e28efb93023d2c9bc027e3b83c39e1ed7760822a","captured_at":"2026-10-24T02:09:05.026032+00:00","observed_at":"2026-09-17T15:59:00-04:00","session_close_at":"2026-09-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"AXS","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"01450760d5bc76dcbb2e2100fcc6942be50c08c6b6def1d9c2d70e3515f05dfd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"c9c364d4422bf0e98451cd633f72e7c1aa55613eccf782278e8adcab47379df3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"1f04565b72fc29e7634a7a7abbfb1de14837431b8d2d09eec0104c62354dcabe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"38d9daea9be24aee8e1eb51b901328c9395cddb97743e8cf71848eccd698d77a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"675b559532131b7451ffe7170ba8affae099f1605dca09a0c96f90f193404189"}]},{"symbol":"AXS","date":"2026-09-18","iv_pct":25.234586702095307,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.692748466257665,"put_iv_pct":23.443681852128453},{"expiry":"2026-11-20","call_iv_pct":25.701572838073126,"put_iv_pct":28.801929595827897},{"expiry":"2026-12-18","call_iv_pct":25.21221998658618,"put_iv_pct":27.197394609536975},{"expiry":"2027-03-19","call_iv_pct":23.67755154639175,"put_iv_pct":26.149594721960412}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3208e299d503f0aae53822660bc51fa59bb9b71766ea1c84ac23bf52244087d7","captured_at":"2026-10-24T02:09:03.143227+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":"AXS","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"c4ebbed9f7d73e92ebee9ca7c5351c34ca24f147af1e29b8414c8f3b9f474520"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"1f04565b72fc29e7634a7a7abbfb1de14837431b8d2d09eec0104c62354dcabe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"38d9daea9be24aee8e1eb51b901328c9395cddb97743e8cf71848eccd698d77a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"675b559532131b7451ffe7170ba8affae099f1605dca09a0c96f90f193404189"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"a7c1b5393847f178495008e4d1251789270bdf7a62c3373b164e6310ca786c7d"}]},{"symbol":"AXS","date":"2026-09-21","iv_pct":25.518546842077036,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.04417713152677,"put_iv_pct":24.353285668891008},{"expiry":"2026-11-20","call_iv_pct":26.624428812605515,"put_iv_pct":29.009108061749572},{"expiry":"2026-12-18","call_iv_pct":23.0012837045721,"put_iv_pct":25.702796885139517},{"expiry":"2027-03-19","call_iv_pct":23.158763222131814,"put_iv_pct":26.254531250000003}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"54a14299f724d577266ec890133ea4baf289efa271e2cc2fbefed5ccf41f8510","captured_at":"2026-10-24T02:09:01.494637+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":"AXS","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"b71770535a44253a6531d4d53ba3275b7571235e558fbb0d514ecab87e04d00a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"1f04565b72fc29e7634a7a7abbfb1de14837431b8d2d09eec0104c62354dcabe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"38d9daea9be24aee8e1eb51b901328c9395cddb97743e8cf71848eccd698d77a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"675b559532131b7451ffe7170ba8affae099f1605dca09a0c96f90f193404189"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"a7c1b5393847f178495008e4d1251789270bdf7a62c3373b164e6310ca786c7d"}]},{"symbol":"AXS","date":"2026-09-22","iv_pct":24.738351225090913,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.609019728729965,"put_iv_pct":23.448372093023256},{"expiry":"2026-11-20","call_iv_pct":26.2883728115345,"put_iv_pct":23.511077566186717},{"expiry":"2026-12-18","call_iv_pct":25.15755474452555,"put_iv_pct":24.40644914756026},{"expiry":"2027-03-19","call_iv_pct":24.762317596566525,"put_iv_pct":25.72364611260054}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"849b6619ba9880fcdba41795c46b5f61f283195999953ac1d6d24ed9697b5a91","captured_at":"2026-10-24T02:08:50.125715+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":"AXS","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"2bbf6da46b5eb9e7037854088e95d99357d4a7fa0154eacb92397cfdcfa93155"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"db48cabc042cd2807917f7cef464a2d332ef2ccf2d76bca28563f215121c1c48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"63ae0f4e1493c7aea4e1a4cd5903ddf0745bf402ab36bf9704d913e3db16c484"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8fd0590eeedc9a66b8047f8631522af1a5e5c0399c09543dd09692b6c3ea922b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"93eb63757d5da1ca924250bc73b60ef8484bc949406c36b8d379d65a15bfd4ba"}]},{"symbol":"AXS","date":"2026-09-23","iv_pct":24.989757754226574,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.59689572031344,"put_iv_pct":26.37786390740091},{"expiry":"2026-11-20","call_iv_pct":25.556239193083574,"put_iv_pct":26.419423469387755},{"expiry":"2026-12-18","call_iv_pct":25.475256797583086,"put_iv_pct":25.480952092177077},{"expiry":"2027-03-19","call_iv_pct":23.319377990430624,"put_iv_pct":25.69205286343612}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"34af22dc1dfc9729bbf11e8bb2b2c41a8658b914460414737a1bf122bdaefe6d","captured_at":"2026-10-24T02:08:48.995632+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":"AXS","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"929bbc7ba47e4590631efcfbdd0bbf62bbfcdbf8b4f7cf190544cd74ed120e4e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"db48cabc042cd2807917f7cef464a2d332ef2ccf2d76bca28563f215121c1c48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"63ae0f4e1493c7aea4e1a4cd5903ddf0745bf402ab36bf9704d913e3db16c484"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8fd0590eeedc9a66b8047f8631522af1a5e5c0399c09543dd09692b6c3ea922b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"93eb63757d5da1ca924250bc73b60ef8484bc949406c36b8d379d65a15bfd4ba"}]},{"symbol":"AXS","date":"2026-09-24","iv_pct":26.107661286226794,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.68896500372301,"put_iv_pct":24.86243298442686},{"expiry":"2026-11-20","call_iv_pct":29.11388775510204,"put_iv_pct":26.013076923076923},{"expiry":"2026-12-18","call_iv_pct":25.892521109770804,"put_iv_pct":24.684786516853936},{"expiry":"2027-03-19","call_iv_pct":25.071739130434782,"put_iv_pct":26.533880866425992}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e29e3ff5e2ea51aafe4eca04aadba661001b059a1c587e649c114c03cf1dfb34","captured_at":"2026-10-24T02:08:47.442668+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":"AXS","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"5be11d6c2469f2f4c072e5a8cf55e7ecfef383bd818d46040206dac67d4d31ad"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"db48cabc042cd2807917f7cef464a2d332ef2ccf2d76bca28563f215121c1c48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"63ae0f4e1493c7aea4e1a4cd5903ddf0745bf402ab36bf9704d913e3db16c484"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8fd0590eeedc9a66b8047f8631522af1a5e5c0399c09543dd09692b6c3ea922b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"93eb63757d5da1ca924250bc73b60ef8484bc949406c36b8d379d65a15bfd4ba"}]},{"symbol":"AXS","date":"2026-09-25","iv_pct":25.999684968090254,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.66409090909091,"put_iv_pct":26.225146816232265},{"expiry":"2026-11-20","call_iv_pct":26.736532951289398,"put_iv_pct":26.907996837111227},{"expiry":"2026-12-18","call_iv_pct":25.20969627507163,"put_iv_pct":24.616122448979592},{"expiry":"2027-03-19","call_iv_pct":25.172095490716178,"put_iv_pct":26.465798016230835}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"90e04d402f2966bba355fd0cebb167e8be1c7bbd49da67068e90d6225514c6a1","captured_at":"2026-10-24T02:08:45.996885+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":"AXS","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"66719b6892509c5af9301ef75541023b61e0c3cac5fdaf999746d47ab9d90362"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"db48cabc042cd2807917f7cef464a2d332ef2ccf2d76bca28563f215121c1c48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"63ae0f4e1493c7aea4e1a4cd5903ddf0745bf402ab36bf9704d913e3db16c484"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8fd0590eeedc9a66b8047f8631522af1a5e5c0399c09543dd09692b6c3ea922b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"93eb63757d5da1ca924250bc73b60ef8484bc949406c36b8d379d65a15bfd4ba"}]},{"symbol":"AXS","date":"2026-09-28","iv_pct":26.911153653231086,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.700618405627196,"put_iv_pct":26.78917437985931},{"expiry":"2026-11-20","call_iv_pct":27.931663124335813,"put_iv_pct":28.640715859030834},{"expiry":"2026-12-18","call_iv_pct":25.167615894039734,"put_iv_pct":27.16024072869226},{"expiry":"2027-03-19","call_iv_pct":24.82212947189097,"put_iv_pct":27.077071362372568}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f323d6be3ce60413228f097edafea51b27a3fe0f8d4922f0ffd2a76befef29b7","captured_at":"2026-10-24T02:08:44.563278+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":"AXS","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"c5b537d584517acac30b3434170f09f88951cc4497cfbaabeef906d90fc5865a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"db48cabc042cd2807917f7cef464a2d332ef2ccf2d76bca28563f215121c1c48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"63ae0f4e1493c7aea4e1a4cd5903ddf0745bf402ab36bf9704d913e3db16c484"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8fd0590eeedc9a66b8047f8631522af1a5e5c0399c09543dd09692b6c3ea922b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"93eb63757d5da1ca924250bc73b60ef8484bc949406c36b8d379d65a15bfd4ba"}]},{"symbol":"AXS","date":"2026-09-29","iv_pct":25.567621691516145,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":17.846184024837708,"put_iv_pct":30.255956973293767},{"expiry":"2026-11-20","call_iv_pct":24.099764386044406,"put_iv_pct":29.42294255568581},{"expiry":"2026-12-18","call_iv_pct":23.222575832918945,"put_iv_pct":28.560888308295233},{"expiry":"2027-03-19","call_iv_pct":22.91581734458941,"put_iv_pct":28.216844106463878}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2dffeea5e61d41458c32d9a83b0add39723d8a12ad4f0a60ca16ae43ca800d32","captured_at":"2026-10-24T02:08:36.427038+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":"AXS","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"874a637c0e03150ec19578f3083c1b26e435e3a8dce532657bd13a8f93c6c13a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"07864ecbd037dc36010376fcebdd51f0be74d0d91471d2ea4778a96fb79fa74d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9542a1a52648237e05079fea2bfd1262492f9afc90d7fa409cfc2da8a7bad0c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6ea6177b5d69f0b0306923717534070f55226a9ca6c686303d65c4ae553b72b6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"706801bcb3851c21161c481589f100d82feb9af734de2363d5965236d796831a"}]},{"symbol":"AXS","date":"2026-09-30","iv_pct":26.226608989474084,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.20302023121387,"put_iv_pct":25.12447744774478},{"expiry":"2026-11-20","call_iv_pct":27.87225763612218,"put_iv_pct":26.71967032967033},{"expiry":"2026-12-18","call_iv_pct":26.92328151986183,"put_iv_pct":25.433034072471607},{"expiry":"2027-03-19","call_iv_pct":24.21806688417618,"put_iv_pct":25.3190637945319}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"43446a3652af33e7fdd0b7b001e73cc7ade4aa63f8ffd48d670a8dbb094e58cd","captured_at":"2026-10-24T02:08:34.891113+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":"AXS","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"f6199f9b0f39d03b3b89e68076b201afa7c002fd2001c6ec29c8c02a6c4ae4c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"07864ecbd037dc36010376fcebdd51f0be74d0d91471d2ea4778a96fb79fa74d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9542a1a52648237e05079fea2bfd1262492f9afc90d7fa409cfc2da8a7bad0c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6ea6177b5d69f0b0306923717534070f55226a9ca6c686303d65c4ae553b72b6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"706801bcb3851c21161c481589f100d82feb9af734de2363d5965236d796831a"}]},{"symbol":"AXS","date":"2026-10-01","iv_pct":27.145471156377397,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.733273942093543,"put_iv_pct":35.17854794520548},{"expiry":"2026-11-20","call_iv_pct":22.383386524822697,"put_iv_pct":30.92591601049869},{"expiry":"2026-12-18","call_iv_pct":25.862471482889738,"put_iv_pct":27.54820322180917},{"expiry":"2027-03-19","call_iv_pct":24.524032786885247,"put_iv_pct":26.007937336814624}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"73d79d7849918397f935517915d1380af7912b609dee3ec5ea0772a95bfd80d3","captured_at":"2026-10-24T02:08:29.321164+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":"AXS","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"6f1ce173be051ef2d52ce41bb27eb63f37286ede0d121aace2339ef428bb699f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5ba1bb6d8fee33cc61cf95d2b7c477a98f998e85334994c729e8019e691ab04f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"4d83a17d335fa81cbb2b3a0ef5384fd5e049032b3ce2ccdfc3a904bee1f61094"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"b311e7027cc584a2bd4ec8b85cf622203f865e5b9cf7dc9ae245abd13211c4e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"efd6a732e65d3d3bb9447d8b48b35c74ec251f4c6b46cb28f90f3fc2193fbca9"}]},{"symbol":"AXS","date":"2026-10-02","iv_pct":26.441845779602573,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":22.364661575841726,"put_iv_pct":28.01806848404256},{"expiry":"2026-11-20","call_iv_pct":28.930615690168814,"put_iv_pct":28.134741379310345},{"expiry":"2026-12-18","call_iv_pct":25.608715596330278,"put_iv_pct":27.445988977342317},{"expiry":"2027-03-19","call_iv_pct":24.451766561514194,"put_iv_pct":26.580207972270365}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a7673d58dacb0b3a9250c56e656a3d7aa26f8c4818be3fab47632324f7402251","captured_at":"2026-10-24T02:08:28.157210+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":"AXS","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"45e25b8753a2dbce1624742b01931e2816bad5e92f92e6f1979aa26e54c0a7c8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5ba1bb6d8fee33cc61cf95d2b7c477a98f998e85334994c729e8019e691ab04f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"4d83a17d335fa81cbb2b3a0ef5384fd5e049032b3ce2ccdfc3a904bee1f61094"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"b311e7027cc584a2bd4ec8b85cf622203f865e5b9cf7dc9ae245abd13211c4e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"efd6a732e65d3d3bb9447d8b48b35c74ec251f4c6b46cb28f90f3fc2193fbca9"}]},{"symbol":"AXS","date":"2026-10-06","iv_pct":25.767503808811277,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.52057262277952,"put_iv_pct":22.44998280309544},{"expiry":"2026-11-20","call_iv_pct":25.952570356472794,"put_iv_pct":26.38623680587425},{"expiry":"2026-12-18","call_iv_pct":25.882581755593804,"put_iv_pct":26.17121779859485},{"expiry":"2027-03-19","call_iv_pct":25.610381355932205,"put_iv_pct":27.166486972147347}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8c0512f518ae0097fbb25c0655b686c6f5add7806e8eb24dcd8acae0504fd170","captured_at":"2026-10-24T02:08:25.956755+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":"AXS","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"e79d2617821ec6548b181ac77d0ed6d9bd9c18c8aeca5ccc196e1f31e6087d92"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5ba1bb6d8fee33cc61cf95d2b7c477a98f998e85334994c729e8019e691ab04f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"4d83a17d335fa81cbb2b3a0ef5384fd5e049032b3ce2ccdfc3a904bee1f61094"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"b311e7027cc584a2bd4ec8b85cf622203f865e5b9cf7dc9ae245abd13211c4e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"efd6a732e65d3d3bb9447d8b48b35c74ec251f4c6b46cb28f90f3fc2193fbca9"}]},{"symbol":"AXS","date":"2026-10-16","iv_pct":25.358345981669366,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.308582580115036,"put_iv_pct":29.721967627718765},{"expiry":"2026-12-18","call_iv_pct":23.917393850658858,"put_iv_pct":24.087967213114755},{"expiry":"2027-03-19","call_iv_pct":23.61442958300551,"put_iv_pct":27.042936436884514},{"expiry":"2027-06-17","call_iv_pct":22.84860576923077,"put_iv_pct":27.32488479262673}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"30b0b0803207c047dc668fc0e3cfc6dc5b8db1b9540adf994197d7556d0e9b85","captured_at":"2026-10-24T02:07:39.181603+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":"AXS","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"df1ef1ed5ca6a5501eec7faf22bb6619c5dd34a6a0bf3f7b2cb4bd648d666a49"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"4411e9184f32e9fc395148015541ebbe8d67c430d2c06c4bc5910ecb099a2e46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5bd0f091ac777be9adcd3fc95000d656933da1452ee99051863b6f295198ea29"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"3de80a2580204926d3c9abb4f40a0ba4a21bb51a501b4ed1e3360bbd311da27e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"170edf89c5f99e4e65f0a7bbf1543cda1f914880d79c566a54d7a03df7595132"}]},{"symbol":"AXS","date":"2026-10-19","iv_pct":25.187629142845825,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":25.905696202531647,"put_iv_pct":26.910392890551915},{"expiry":"2026-12-18","call_iv_pct":22.542779471544716,"put_iv_pct":26.194154535274354},{"expiry":"2027-03-19","call_iv_pct":22.969874353288986,"put_iv_pct":27.073577235772355},{"expiry":"2027-06-17","call_iv_pct":23.11813953488372,"put_iv_pct":26.78641891891892}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e27a28cd8eff9c983f15caaad1774edacc5e93de69f7d31077b9297599d0bc61","captured_at":"2026-10-24T02:07:37.943091+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":"AXS","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"397aa6a98091c30472d1b6a17817e87dfa7e44d9d57b4c2ff3c3a2cce285ab6d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"4411e9184f32e9fc395148015541ebbe8d67c430d2c06c4bc5910ecb099a2e46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5bd0f091ac777be9adcd3fc95000d656933da1452ee99051863b6f295198ea29"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"3de80a2580204926d3c9abb4f40a0ba4a21bb51a501b4ed1e3360bbd311da27e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"170edf89c5f99e4e65f0a7bbf1543cda1f914880d79c566a54d7a03df7595132"}]},{"symbol":"AXS","date":"2026-10-20","iv_pct":25.611106729567005,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.66979947689625,"put_iv_pct":29.38869118905047},{"expiry":"2026-12-18","call_iv_pct":22.49546875,"put_iv_pct":24.861780604133543},{"expiry":"2027-03-19","call_iv_pct":24.00095238095238,"put_iv_pct":27.313868613138688},{"expiry":"2027-06-17","call_iv_pct":23.06119922630561,"put_iv_pct":26.09709359605911}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8f92ce290985a97ad7bcfea0d7adf1685479d5a98f1a0ce5ed77da73c5b8aaae","captured_at":"2026-10-22T01:50:27.912574+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":"AXS","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"6897959127862f504f72e31cf4a2716b536942e6a7a9705c4efbe30f68ced954"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"f0aea5905f0bea5427c232e53a27b2825ae86b84c0679ce8e0f839044a2005aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"f5073c396a54a64ad7b872eb7ed744d9474605a26e920e101d360325006adea3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9a00183dc57e1919ca56c720a7c96f4bfe020d28d59a55bf8c7baab9fedc1676"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"c4a0a4a3e65bc1eaa4ed35a65cb3be773856eaf81fe2a7945448b1a4e411215c"}]},{"symbol":"AXS","date":"2026-10-21","iv_pct":26.037065414125106,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.35712653061225,"put_iv_pct":30.23273899510894},{"expiry":"2026-12-18","call_iv_pct":26.276941176470586,"put_iv_pct":24.58589784096893},{"expiry":"2027-03-19","call_iv_pct":24.339173290938,"put_iv_pct":25.716773920406432},{"expiry":"2027-06-17","call_iv_pct":23.774152457372118,"put_iv_pct":26.013719101123595}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e0ca97f31b05b1fd51b739fd459a3280df66095992903a5abd82979b672649f","captured_at":"2026-10-22T01:50:26.532845+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":"AXS","date":"2026-10-21","format":"json"},"source_hash":"78dce9acf33b20795acac29469d769dbac20786728f82c4d23a69e91760f8d8a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"f0aea5905f0bea5427c232e53a27b2825ae86b84c0679ce8e0f839044a2005aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"f5073c396a54a64ad7b872eb7ed744d9474605a26e920e101d360325006adea3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"9a00183dc57e1919ca56c720a7c96f4bfe020d28d59a55bf8c7baab9fedc1676"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"c4a0a4a3e65bc1eaa4ed35a65cb3be773856eaf81fe2a7945448b1a4e411215c"}]},{"symbol":"AXS","date":"2026-10-22","iv_pct":24.785512664390772,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":23.726733167082294,"put_iv_pct":32.03431771894093},{"expiry":"2026-12-18","call_iv_pct":20.363311758360304,"put_iv_pct":27.871192602040818},{"expiry":"2027-03-19","call_iv_pct":21.318963372494817,"put_iv_pct":25.683619528619527},{"expiry":"2027-06-17","call_iv_pct":21.69333333333333,"put_iv_pct":25.592629834254144}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c0fd19c093af193b6f0e2e2936c67cffed38a65613a7ff777e69ccdaa0aedcfa","captured_at":"2026-10-22T22:04:46.520127+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":"AXS","date":"2026-10-22","format":"json"},"source_hash":"451f07293ba3b4ede8de87b20ee547b28061111cc7c4ea9ea63553fc47027161"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"ff97fb0e2c7b50d534dcdf229dc3cc9090fdd64e756a12be679743139ee5e9d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"5cdaa719ec5591b31cae50254c11d43a02cbc6476fdc1881123aecee817db46a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"356704f5bd293029edcb20e7f9c8c21f2de993334f2b69648ef84effd1b3a476"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"f6224104ea11d5f386197f528b70447f622b17703f374a5b60fd91b1ccd1d699"}]},{"symbol":"AXS","date":"2026-10-23","iv_pct":25.738156016581918,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.35960661600358,"put_iv_pct":27.556582587469485},{"expiry":"2026-12-18","call_iv_pct":24.18885480572597,"put_iv_pct":24.596925515055464},{"expiry":"2027-03-19","call_iv_pct":24.28788074133763,"put_iv_pct":25.9358785942492},{"expiry":"2027-06-17","call_iv_pct":22.837791411042947,"put_iv_pct":25.141727861771056}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf4d96355f8738668891db0ac91d468d29cd24a5799b1b4694712be8c3bf6130","captured_at":"2026-10-23T21:49:05.149952+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":"AXS","date":"2026-10-23","format":"json"},"source_hash":"f5286e13d5a61210021a8cf44151bafa2e43cfef7a0435ac123974d664da8b33"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"338013b588e12fb73c44e84cec67a1f819ed73aa567f93e5510ccdb35e9d2728"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"acc76ef1326663379ba1846a953adb161e794eb253d3848a7163af5f6b4336bd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"12ae49574a8f0f0dffda338cee4cb5848e3818332d02a9edce9a510d36e56b7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"10a7d481766e6c7fc169e829ffe87e8f0aaae0b3dc215ec260b3c6f78b2cb767"}]},{"symbol":"AXS","date":"2026-10-26","iv_pct":25.70113715247499,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.89375054704595,"put_iv_pct":28.571197793538218},{"expiry":"2026-12-18","call_iv_pct":23.86930154142582,"put_iv_pct":23.621728395061727},{"expiry":"2027-03-19","call_iv_pct":23.749223744292237,"put_iv_pct":25.33661912751678},{"expiry":"2027-06-17","call_iv_pct":22.98841392649903,"put_iv_pct":25.57886214442013}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"397739f610c97869d819c5be5e1a79af43778479727ca6b2688a33dd0655cc77","captured_at":"2026-10-28T13:00:31.021300+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":"0c34dc64184751db7c17fe992a3b77df62a4067973ec87c11e5e0234a18c88a4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"7e28958d7bc4ffdc2801a88cd6edb4e78cede188fcfff2483ea30a82ff70dd05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"0228aef9791b207baccbb965024f1d9b04b544f834c0c77cb83d91f5adf767f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"d070cb2cb711955d411322485dcf57c0843c6d58b1aa8063685a70f3b89df5f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6d8e22079f05121aa2f1af58570f4f3f7145c60f03813f7a973794f4fb82b454"}]},{"symbol":"AXS","date":"2026-10-27","iv_pct":26.13340692582446,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":30.133008457511075,"put_iv_pct":33.20704394141145},{"expiry":"2026-12-18","call_iv_pct":22.53731890459364,"put_iv_pct":25.639632426988925},{"expiry":"2027-03-19","call_iv_pct":22.715025792188655,"put_iv_pct":25.554003795066414},{"expiry":"2027-06-17","call_iv_pct":22.81305882352941,"put_iv_pct":26.46816326530612}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3d324a9275e6e83a8a3e124f010276782b3df63f2b6c0fc4cdd70dfa946bb8b2","captured_at":"2026-10-28T13:00:30.508545+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":"AXS","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"6984a7607e22a882e84f5093685ffae75b8fdeff959ce641f097e662910e29b7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"7e28958d7bc4ffdc2801a88cd6edb4e78cede188fcfff2483ea30a82ff70dd05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"0228aef9791b207baccbb965024f1d9b04b544f834c0c77cb83d91f5adf767f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"d070cb2cb711955d411322485dcf57c0843c6d58b1aa8063685a70f3b89df5f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"6d8e22079f05121aa2f1af58570f4f3f7145c60f03813f7a973794f4fb82b454"}]},{"symbol":"AXS","date":"2026-10-28","iv_pct":26.383418572514678,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.03389662921348,"put_iv_pct":30.758335937500004},{"expiry":"2026-12-18","call_iv_pct":24.884914509037614,"put_iv_pct":25.796489468405216},{"expiry":"2027-03-19","call_iv_pct":23.47029702970297,"put_iv_pct":25.249591503267975},{"expiry":"2027-06-17","call_iv_pct":22.975422602089267,"put_iv_pct":25.898400900900896}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1358568657a81360a05fe6f618083a0e1904bd395cadef6e9da140333e0e3046","captured_at":"2026-10-29T13:06:54.460144+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":"AXS","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"384a5a87353668944f2c392a279443cba58e234569967519e204f2207a985ff4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"56dd15ed05b6393728c5a943ae1636f71bfa2f6da88d96e30a1cf792a3796732"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"84ad6efd0b97606d50af7f7cc0b3f841f56aa00bc3502bb42f8334d61dee4b2b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"23f1857db883854403c98c5de6cc3e47a0731057c4f6c2a7069c512fbd77e578"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"91c6f4c5051cf7788352abf26b6cf5652dc4570caefb8d34139941b578129b23"}]},{"symbol":"AXS","date":"2026-10-29","iv_pct":24.68139310602996,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":27.507283464566928,"put_iv_pct":30.671704180064307},{"expiry":"2026-12-18","call_iv_pct":21.102191435768262,"put_iv_pct":25.124149560117303},{"expiry":"2027-03-19","call_iv_pct":20.90814946619217,"put_iv_pct":24.942733118971063},{"expiry":"2027-06-17","call_iv_pct":21.4704,"put_iv_pct":25.724533622559655}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c917b63de92df4c23e46ffe8ca4c067f577ba1e060480b92a18c7557da6c0dc7","captured_at":"2026-10-30T13:09:14.769709+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":"AXS","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"6bbbca7624bf1ec41ca94a24b526b7bb7c03faaa3bbc1decaa38d384d7a6c400"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"ec0b94980759c726cee206e8a6da262b2786942e0232c416ec429f7538d5774d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"a5215833779ae701b62e9168397f42d4c89e7128ec004ebb70838c484e72eee2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"8156bf0d405d4116aafc5b04e852464a4e94df4d981f32d15dda1398e7db31db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"12e3283720f52a2b269846d9f4d64eb36a72ac4c1d4b4eb0d70642a739b7ce2d"}]},{"symbol":"AXS","date":"2026-10-30","iv_pct":23.058860352773706,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.214075565190463,"put_iv_pct":28.104537079686782},{"expiry":"2026-12-18","call_iv_pct":19.525281899109793,"put_iv_pct":24.63463785046729},{"expiry":"2027-03-19","call_iv_pct":20.947560469937805,"put_iv_pct":25.926021126760563},{"expiry":"2027-06-17","call_iv_pct":21.463837638376386,"put_iv_pct":26.654931192660552}],"source":"ThetaData historical first-order Greeks","provider_symbol":"AXS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e00414fef099a52e45bcc0fef52ba2482fbe2dc06b0d1c4086820efaac14036","captured_at":"2026-10-31T22:41:19.549718+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":"AXS","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"5318e34bf7b0939da1c9c71a6222c2dd71fefe87bea98a7b4d49d9c1bb7e9e3a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"222fd9c3862467e44b3663235d4f0460e61b024e0f2fcafee836baa32aef798e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"86b28f7192897e5d75b6a008c4c2b7d3459b77e80eb4e13ea3284da8d8676b34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"126b386612985ce5b3dd5665a01e2e3ffc34b153efa5df510345a0597126feca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"AXS","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":"f41b73cf87d90ea0aa767424dc73cfc64e02ed598d26ae07ec1c8dcff450d150"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/AXS","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":"2026-08-06","observed_at":"2026-08-06T15:59:00-04:00","iv_pct":25.966525465821704,"put_call_skew_pp":2.8914400692241182,"implied_move_pct":12.312183573429968,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"97976c2ffa60e6a02f816896873a2ec5190f6655dd767642254b9857d1c800d6","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":25.747663811516574,"put_call_skew_pp":2.2921126395168088,"implied_move_pct":12.159501179050245,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cc413ac4b8a7430cc3b316dce9ac836e67cbea4e13f57f3c6da2c4905b523024","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":27.412771795938685,"put_call_skew_pp":0.4008880301637374,"implied_move_pct":12.06532499725979,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"740567e2e4d5c155d08c03562678aafbd8a0adc4144ba3b1ab23e64688c5fca1","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":26.027773673506665,"put_call_skew_pp":-3.087210083038541,"implied_move_pct":11.721413480190755,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9b919849ebc25d2ee1eef94acd0021e78cace159281a6188688fb8041a9bf495","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":26.348861971416238,"put_call_skew_pp":0.6474339358668821,"implied_move_pct":11.638440189902003,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2319e45b5dfa2b1cb3066a51d64a3d0dd815062bb104cacd6e5fa0d5e2b37890","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":30.150846280290775,"put_call_skew_pp":-4.271495459105537,"implied_move_pct":11.422673495453067,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8a4b96f07f82d29327f405b351d87c249923a181f86af71a4d8a489875a209e2","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":34.73185984417463,"put_call_skew_pp":-0.5562577324156486,"implied_move_pct":11.188479902819672,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"acd9e137af4f9d0371fa60fe02dfa3360378457e47505580f08e80ca43185bdf","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":44.908984446125224,"put_call_skew_pp":-10.01520486860552,"implied_move_pct":8.799298005709165,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"00978f1263c15be2b187ebb7d80e0e2b4c85ce5f274fef2f677845dfb5bbb632","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-12-18"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":23.945354523444077,"put_call_skew_pp":1.5703824552034487,"implied_move_pct":12.021161897271778,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b49029830af1229c9ad55f876f719a8ccb6cdb49c265f76d6b3762332414aced","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":23.801082866930177,"put_call_skew_pp":0.6603323156840313,"implied_move_pct":11.784377051452637,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"781949ddaff31b2851ecc655c2b8f1583236d5319abe56ce47e0a6f4bdfb8742","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":23.813019816236036,"put_call_skew_pp":3.5615914446226364,"implied_move_pct":11.643014892793936,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"090bd4a04056d0c1636c649c0114fd4b1a9b17fea97c1058de34dfb0e84bbbef","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":23.60356928355474,"put_call_skew_pp":2.0062405857015415,"implied_move_pct":11.459542361361951,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff1297bc111e1f7e2d9c997226157eedced0ae76014e05d7bda96493afec893a","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":23.226614684102465,"put_call_skew_pp":0.827868525585508,"implied_move_pct":11.40386820629533,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6a4c679a1c4dfe045bd1091697746b668d0bde721350ef694c267758b723657f","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":23.451987644880262,"put_call_skew_pp":2.2010592547127974,"implied_move_pct":11.366218681186949,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cc9cfb5079c584ddc7622cf3f6b2aa7767fb1a8f3aeacfcde88028fa082b23f4","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":23.436374140802847,"put_call_skew_pp":2.1292992344537183,"implied_move_pct":11.026607449010005,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4433e9b37fcb615f51070e1f5e6ef7361dfd30445be52ec95a6ba34481fc122d","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":23.899524486119255,"put_call_skew_pp":2.0002003914585034,"implied_move_pct":10.9935637388255,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bc7a74123408218afdb8ac53b8b4644dbf8b6ce92ea962b723c93a685414520f","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":23.99231353127965,"put_call_skew_pp":1.850761744186423,"implied_move_pct":10.939352470655619,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d2d00abe64f319369e9e591e4ad252b84a013e40fbed9f7c653095dd4ed2bf25","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":23.910500284104764,"put_call_skew_pp":-2.2085095907958285,"implied_move_pct":10.792491295543275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"27eae2d9c95b62451345ef05a3d70b0813472c2a07c2246e2694a0f4518cda82","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":23.797728190031755,"put_call_skew_pp":0.6846477216605384,"implied_move_pct":10.735537775758278,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2c9e663233dd98ec9aea8ff7205858498f196c35c439b012c2f9773dca5d0dd1","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":25.732134109922782,"put_call_skew_pp":2.0712596244903834,"implied_move_pct":10.908594157935632,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5b49c1fe1456946fe871bf7cb5d128a5299d06d857c83bce7c7e8511649552d8","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":27.557948285339315,"put_call_skew_pp":6.595640221946686,"implied_move_pct":10.834599599628998,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b9cdc772828c7159684b2acaaae3a6bcf9a15144fdaae25d422d4293589eab51","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":26.693701799105416,"put_call_skew_pp":2.708498857537606,"implied_move_pct":10.173545182683586,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b17fdba06d9991c3f28f5fde19bffc60d1c554232b2ae1fbe0fb0987711fa75","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":31.57624832304915,"put_call_skew_pp":5.712101508142781,"implied_move_pct":10.377602333904967,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5921f5142c88ba64e561d4f2c3c9bd01a7e86c210241dba69d7b0bd6f4e7b907","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":33.404711535578485,"put_call_skew_pp":3.743098811846882,"implied_move_pct":8.483366002289827,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0a6167a8d32413ccab583a37e28efb93023d2c9bc027e3b83c39e1ed7760822a","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":25.234586702095307,"put_call_skew_pp":2.327126985536254,"implied_move_pct":12.058231028163512,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3208e299d503f0aae53822660bc51fa59bb9b71766ea1c84ac23bf52244087d7","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":25.518546842077036,"put_call_skew_pp":1.6227672487359754,"implied_move_pct":11.778974931925704,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"54a14299f724d577266ec890133ea4baf289efa271e2cc2fbefed5ccf41f8510","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":24.738351225090913,"put_call_skew_pp":-0.9319299904964424,"implied_move_pct":11.470951191366359,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"849b6619ba9880fcdba41795c46b5f61f283195999953ac1d6d24ed9697b5a91","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":24.989757754226574,"put_call_skew_pp":2.005630657747785,"implied_move_pct":11.449359527129591,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"34af22dc1dfc9729bbf11e8bb2b2c41a8658b914460414737a1bf122bdaefe6d","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":26.107661286226797,"put_call_skew_pp":-1.1682339270617312,"implied_move_pct":11.831365869385568,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e29e3ff5e2ea51aafe4eca04aadba661001b059a1c587e649c114c03cf1dfb34","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":25.999684968090257,"put_call_skew_pp":0.10816212309645135,"implied_move_pct":11.665572726945532,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"90e04d402f2966bba355fd0cebb167e8be1c7bbd49da67068e90d6225514c6a1","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":26.911153653231082,"put_call_skew_pp":1.0112938585153142,"implied_move_pct":11.737924157334039,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f323d6be3ce60413228f097edafea51b27a3fe0f8d4922f0ffd2a76befef29b7","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":25.567621691516145,"put_call_skew_pp":7.093072588837056,"implied_move_pct":11.224251750299956,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2dffeea5e61d41458c32d9a83b0add39723d8a12ad4f0a60ca16ae43ca800d32","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":26.226608989474084,"put_call_skew_pp":-1.1550951567388612,"implied_move_pct":11.213217692874512,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"43446a3652af33e7fdd0b7b001e73cc7ade4aa63f8ffd48d670a8dbb094e58cd","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":27.145471156377397,"put_call_skew_pp":5.539359944409187,"implied_move_pct":11.364988027240202,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"73d79d7849918397f935517915d1380af7912b609dee3ec5ea0772a95bfd80d3","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":26.441845779602577,"put_call_skew_pp":2.2058118472776433,"implied_move_pct":11.216899592317306,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a7673d58dacb0b3a9250c56e656a3d7aa26f8c4818be3fab47632324f7402251","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":25.767503808811277,"put_call_skew_pp":-0.44804542776660927,"implied_move_pct":10.638739562250908,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8c0512f518ae0097fbb25c0655b686c6f5add7806e8eb24dcd8acae0504fd170","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":25.358345981669366,"put_call_skew_pp":3.3721860718336467,"implied_move_pct":13.820569429798116,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"30b0b0803207c047dc668fc0e3cfc6dc5b8db1b9540adf994197d7556d0e9b85","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":25.18762914284583,"put_call_skew_pp":3.107013504567118,"implied_move_pct":13.512527090169627,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e27a28cd8eff9c983f15caaad1774edacc5e93de69f7d31077b9297599d0bc61","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":25.611106729567005,"put_call_skew_pp":2.6085035420568925,"implied_move_pct":13.54863035063738,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8f92ce290985a97ad7bcfea0d7adf1685479d5a98f1a0ce5ed77da73c5b8aaae","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":26.037065414125106,"put_call_skew_pp":1.2004341005537356,"implied_move_pct":13.627288710856778,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e0ca97f31b05b1fd51b739fd459a3280df66095992903a5abd82979b672649f","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":24.785512664390772,"put_call_skew_pp":6.019854513146169,"implied_move_pct":12.85709424481506,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c0fd19c093af193b6f0e2e2936c67cffed38a65613a7ff777e69ccdaa0aedcfa","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":25.738156016581918,"put_call_skew_pp":0.13924524610876965,"implied_move_pct":13.240712253076548,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf4d96355f8738668891db0ac91d468d29cd24a5799b1b4694712be8c3bf6130","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":25.701137152474985,"put_call_skew_pp":0.15192942531845333,"implied_move_pct":12.950512120875196,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"397739f610c97869d819c5be5e1a79af43778479727ca6b2688a33dd0655cc77","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":26.13340692582446,"put_call_skew_pp":3.1676078627375315,"implied_move_pct":12.997199713664706,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3d324a9275e6e83a8a3e124f010276782b3df63f2b6c0fc4cdd70dfa946bb8b2","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":26.383418572514678,"put_call_skew_pp":1.08457176000769,"implied_move_pct":13.003070267597934,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1358568657a81360a05fe6f618083a0e1904bd395cadef6e9da140333e0e3046","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":24.68139310602996,"put_call_skew_pp":3.868774028796241,"implied_move_pct":12.175272350597346,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c917b63de92df4c23e46ffe8ca4c067f577ba1e060480b92a18c7557da6c0dc7","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":23.058860352773703,"put_call_skew_pp":6.542342919240185,"implied_move_pct":11.780648884348288,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e00414fef099a52e45bcc0fef52ba2482fbe2dc06b0d1c4086820efaac14036","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}