{"schemaVersion":1,"symbol":"BTCL","days":90,"observations":[{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:39.993000+00:00","captured_at":"2026-10-22T00:46:51.236Z","last_trade_at":"2026-10-22T00:00:01.219945609Z","price":20.2,"iv_pct":73.77758917931962,"implied_move_pct":17.48187094079387,"put_call_skew_pp":8.7165915340227,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"418cc8f46f6e61b776fe3696295abf4607f8b930c9b468e45e5a86b583de04e4"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:48.721000+00:00","captured_at":"2026-10-22T21:06:51.596Z","last_trade_at":"2026-10-22T20:10:32.6539141Z","price":18.6331,"iv_pct":77.06103965325438,"implied_move_pct":17.717253917350966,"put_call_skew_pp":6.794623860182369,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"eae3b0840412d945928cb3b07a576b04e5dd993d3f428201c361bdfae5ebcaa7"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:09.770000+00:00","captured_at":"2026-10-23T21:18:53.804Z","last_trade_at":"2026-10-23T20:10:01.241834502Z","price":18.56,"iv_pct":77.26786815872609,"implied_move_pct":17.164290846086736,"put_call_skew_pp":1.4270084692256546,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"695a5c95e9f1461655dc540b01d26876377cfff47cdc26131895fc92c0403448"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-26T13:33:30.071000+00:00","captured_at":"2026-10-26T13:40:01.282Z","last_trade_at":"2026-10-26T13:35:03.792910081Z","price":17.7438,"iv_pct":76.24834914106928,"implied_move_pct":16.11900311216502,"put_call_skew_pp":0.2996117938019349,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"c243a0527b92bafc2c67079ed370444c7d020972ed736a720c8826a0f24d2dbe"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:10.080000+00:00","captured_at":"2026-10-27T02:53:01.957Z","last_trade_at":"2026-10-27T00:00:01.337735024Z","price":17.96,"iv_pct":76.40269932889669,"implied_move_pct":16.153732006465717,"put_call_skew_pp":2.1039003549094493,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"418eccc1cc9dbd993cade3414699b0d1f980a5f9ba885c6a0366a76c42fd4fe0"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-27T18:25:48.175000+00:00","captured_at":"2026-10-27T18:38:08.285Z","last_trade_at":"2026-10-27T18:32:21.481826193Z","price":18.21,"iv_pct":75.26080122303969,"implied_move_pct":16.80421411710527,"put_call_skew_pp":-0.028647698240780173,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"7b95d4aeedf66f759d538d53bd54a6b1e7dc8bb5575a5493d3f6d3f9b4c5aee1"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:08.963000+00:00","captured_at":"2026-10-28T00:51:16.788Z","last_trade_at":"2026-10-28T00:00:01.311533192Z","price":18.35,"iv_pct":74.9184980245842,"implied_move_pct":15.97143204127242,"put_call_skew_pp":3.562323266801559,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"5f62019df83ccb43361ba0a06d734253dfe063757133b6eadf22d5aaca65571f"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:13.919000+00:00","captured_at":"2026-10-28T22:13:37.693Z","last_trade_at":"2026-10-28T21:11:06.738477063Z","price":18.57,"iv_pct":74.30530222319236,"implied_move_pct":15.2407566109541,"put_call_skew_pp":4.609304189766872,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"6aea48c4b06d9022ee3ad70d49fd7e39e8ce5835fc7e91cf930d6de4d4846caf"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:09.421000+00:00","captured_at":"2026-10-30T00:39:10.628Z","last_trade_at":"2026-10-30T00:00:01.35878208Z","price":18.3417,"iv_pct":73.86098885440279,"implied_move_pct":14.617846977425286,"put_call_skew_pp":-2.76024409871245,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"2d58adcc18b6ab71ffcf0eae2b2f9dad08e755c4a1aac9f8cc47d928343ad6a0"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:13.348000+00:00","captured_at":"2026-10-30T23:32:51.858Z","last_trade_at":"2026-10-30T22:58:31.60628122Z","price":16.62,"iv_pct":83.7133803887552,"implied_move_pct":16.52127706416738,"put_call_skew_pp":4.418753441883883,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"6f4a2b5b1cafecc23bbd4b2949a3f3ccc1ef6bc578ccce9f18648151f37c4ba0"},{"symbol":"BTCL","expiry":"2026-11-20","observed_at":"2026-11-03T20:58:36.163000+00:00","captured_at":"2026-11-04T02:29:31.291Z","last_trade_at":"2026-11-04T01:00:01.263257308Z","price":16.8997,"iv_pct":78.29674654219191,"implied_move_pct":13.94002600697247,"put_call_skew_pp":0.8443134555415122,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/BTCL","source_hash":"f9e2fec6bb4aff1429d3cd730980ae26d2cce1c85e62a6db578d1b2f5f04c454"}],"dailyIv":[{"symbol":"BTCL","date":"2026-08-10","iv_pct":73.43334110093164,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":68.9958813700919,"put_iv_pct":63.417244772447724},{"expiry":"2026-09-18","call_iv_pct":69.11504978662873,"put_iv_pct":69.65117013639627},{"expiry":"2026-12-18","call_iv_pct":76.46045801526718,"put_iv_pct":78.285},{"expiry":"2027-03-19","call_iv_pct":79.44760180995475,"put_iv_pct":82.09432291666666}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"610cb46dfb3953d1f2a94a6d78ccdec2625df62f2bb05769e58ed687dcf61b1f","captured_at":"2026-10-24T14:28:46.161572+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":"BTCL","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"964feb8199339e3d61bd33016c8ccceee088498cfd60f4b86264efea9ed7eda3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"2ea16feba9ef4fa409d4f7da825126c63122bd468b852315a5c1c9b742ae5ba5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5f6657bbbc34dfc8c3a82ab9fdad1d02c83e96b9e83be018e0d565c940d87e99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"a9944e7f83565275c5428d4fc2bc6941627f4099637342546cff59a0f0ad8748"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"69fef28663057f2047b9edbd14441723a5a838865f62b6ea065f322451223a4c"}]},{"symbol":"BTCL","date":"2026-08-11","iv_pct":72.63631713380204,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":68.25674928890695,"put_iv_pct":55.17222154222766},{"expiry":"2026-09-18","call_iv_pct":72.53991459074733,"put_iv_pct":67.22865168539326},{"expiry":"2026-12-18","call_iv_pct":78.46260336906585,"put_iv_pct":76.80145616641903},{"expiry":"2027-03-19","call_iv_pct":79.53049504950495,"put_iv_pct":83.09844537815127}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e6396ccc6cc8edb6679da3a9d07b362a67bbc87ed8f1e2cad133484228646aef","captured_at":"2026-10-24T14:28:45.121370+00:00","observed_at":"2026-08-11T15:59:00-04:00","session_close_at":"2026-08-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"1431941f497c0ba3b5c31342aae09d8b84147fa96f32c8e7968e980453bd08f7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"2ea16feba9ef4fa409d4f7da825126c63122bd468b852315a5c1c9b742ae5ba5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5f6657bbbc34dfc8c3a82ab9fdad1d02c83e96b9e83be018e0d565c940d87e99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"a9944e7f83565275c5428d4fc2bc6941627f4099637342546cff59a0f0ad8748"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"69fef28663057f2047b9edbd14441723a5a838865f62b6ea065f322451223a4c"}]},{"symbol":"BTCL","date":"2026-08-12","iv_pct":71.94783598782394,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":65.20023957042544,"put_iv_pct":58.08919786096257},{"expiry":"2026-09-18","call_iv_pct":71.03980848153213,"put_iv_pct":66.29321100917431},{"expiry":"2026-12-18","call_iv_pct":76.42485207100592,"put_iv_pct":77.72126984126983},{"expiry":"2027-03-19","call_iv_pct":77.57731092436974,"put_iv_pct":83.23679814385152}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a2d7d8a5e23ce8b92dd625ca6e3d8a69fc27c63a82aa7cc1f34651a770cbe8c2","captured_at":"2026-10-24T14:28:44.158180+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":"BTCL","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"10e93d786f8ef4cc117e8712826932b57e8c6004b354e66cc6bc2467fa190fb1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"2ea16feba9ef4fa409d4f7da825126c63122bd468b852315a5c1c9b742ae5ba5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5f6657bbbc34dfc8c3a82ab9fdad1d02c83e96b9e83be018e0d565c940d87e99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"a9944e7f83565275c5428d4fc2bc6941627f4099637342546cff59a0f0ad8748"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"69fef28663057f2047b9edbd14441723a5a838865f62b6ea065f322451223a4c"}]},{"symbol":"BTCL","date":"2026-08-13","iv_pct":71.98938249007551,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":60.527830508474565,"put_iv_pct":62.52642033898306},{"expiry":"2026-09-18","call_iv_pct":66.06284189459639,"put_iv_pct":72.04557583385778},{"expiry":"2026-12-18","call_iv_pct":75.8584498480243,"put_iv_pct":78.51305993690852},{"expiry":"2027-03-19","call_iv_pct":76.8376072234763,"put_iv_pct":83.54327433628318}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"74a3ae1d13081aad2fe63d7f70603271139c93fdaaeca98c6cd105c2a3d2ac6d","captured_at":"2026-10-24T14:28:42.932339+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"ec4bce509f9a7c35fc299cdfa31c17764ec08d0e928786a700ab04a53e6bb7b1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"2ea16feba9ef4fa409d4f7da825126c63122bd468b852315a5c1c9b742ae5ba5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5f6657bbbc34dfc8c3a82ab9fdad1d02c83e96b9e83be018e0d565c940d87e99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"a9944e7f83565275c5428d4fc2bc6941627f4099637342546cff59a0f0ad8748"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"69fef28663057f2047b9edbd14441723a5a838865f62b6ea065f322451223a4c"}]},{"symbol":"BTCL","date":"2026-08-14","iv_pct":71.71310696560144,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":64.79377798951882,"put_iv_pct":63.03663578047043},{"expiry":"2026-09-18","call_iv_pct":63.224761904761905,"put_iv_pct":67.68392904073588},{"expiry":"2026-12-18","call_iv_pct":73.49197916666667,"put_iv_pct":79.33026548672566},{"expiry":"2027-03-19","call_iv_pct":77.0491313559322,"put_iv_pct":85.094375}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"048d47e7c687f94ac6c9e337be60bf7af8aac414a71861083f9ac4b746e7566f","captured_at":"2026-10-24T14:28:41.680577+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":"BTCL","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"55716c2035b27900d5e052ec8b60271c99656d949f6117a661f5aa619de3808a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"2ea16feba9ef4fa409d4f7da825126c63122bd468b852315a5c1c9b742ae5ba5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5f6657bbbc34dfc8c3a82ab9fdad1d02c83e96b9e83be018e0d565c940d87e99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"a9944e7f83565275c5428d4fc2bc6941627f4099637342546cff59a0f0ad8748"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"69fef28663057f2047b9edbd14441723a5a838865f62b6ea065f322451223a4c"}]},{"symbol":"BTCL","date":"2026-08-17","iv_pct":74.04934871435245,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":63.4829246544806,"put_iv_pct":82.6764168618267},{"expiry":"2026-09-18","call_iv_pct":59.49403450194769,"put_iv_pct":69.11334835801674},{"expiry":"2026-12-18","call_iv_pct":73.48205755395682,"put_iv_pct":81.50961805555556},{"expiry":"2027-03-19","call_iv_pct":76.95250580046404,"put_iv_pct":85.68388392857142}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17df497c6e39b4307707b02da7fc25ebbd5c160a1c841e75d2ae717464402cda","captured_at":"2026-10-24T14:28:30.800767+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":"BTCL","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"b179c28fa5ce87ec06568cf98ffa85388ae72a5a3706f1fc5f3eb8dccdd30563"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b572afa570cc640d54c2b2d86f82751923f9f48f8818f80b7bcb0d0bd867937a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"9722a90e3e5ac726ffedf85e62228157317fcb25fdcdd472109b909e0cd793e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d9a6b7a27ff4542568db51e27260e0ce4df184a65f65b28912f394e2e463611b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b84067aa2963409deb94516e8f093dfabf28b1ab98d175c42e82eea7589119ce"}]},{"symbol":"BTCL","date":"2026-08-18","iv_pct":78.32983784489254,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":83.54664825046042,"put_iv_pct":88.2668527131783},{"expiry":"2026-09-18","call_iv_pct":64.35196428571427,"put_iv_pct":68.74753494282085},{"expiry":"2026-12-18","call_iv_pct":77.07000000000001,"put_iv_pct":80.24378424657534},{"expiry":"2027-03-19","call_iv_pct":77.85842105263157,"put_iv_pct":86.55349726775955}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"551ce07fb60647185b73b6f9c350c1e178a9ef136905f54f94281362dc73019c","captured_at":"2026-10-24T14:28:29.642531+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"853c3250007da12ac09989bb4129af332b1c842052511fa4d19decc11a47f626"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b572afa570cc640d54c2b2d86f82751923f9f48f8818f80b7bcb0d0bd867937a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"9722a90e3e5ac726ffedf85e62228157317fcb25fdcdd472109b909e0cd793e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d9a6b7a27ff4542568db51e27260e0ce4df184a65f65b28912f394e2e463611b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b84067aa2963409deb94516e8f093dfabf28b1ab98d175c42e82eea7589119ce"}]},{"symbol":"BTCL","date":"2026-08-19","iv_pct":87.48790523441224,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":117.29158868715083,"put_iv_pct":106.62267330842674},{"expiry":"2026-09-18","call_iv_pct":67.47977386934674,"put_iv_pct":76.86242983159582},{"expiry":"2026-12-18","call_iv_pct":77.28900917431193,"put_iv_pct":82.58439024390243},{"expiry":"2027-03-19","call_iv_pct":83.50712676056338,"put_iv_pct":88.26625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"83347767e60a5b74661260bc62db62bd02903e9ac03c85980f1be6be489b8e16","captured_at":"2026-10-24T14:28:28.528859+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":"BTCL","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"6fa0bdff09258ad0096a5dab5545a9c66a34806b9ed9485ac371fb5da076d2c5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b572afa570cc640d54c2b2d86f82751923f9f48f8818f80b7bcb0d0bd867937a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"9722a90e3e5ac726ffedf85e62228157317fcb25fdcdd472109b909e0cd793e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d9a6b7a27ff4542568db51e27260e0ce4df184a65f65b28912f394e2e463611b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b84067aa2963409deb94516e8f093dfabf28b1ab98d175c42e82eea7589119ce"}]},{"symbol":"BTCL","date":"2026-08-20","iv_pct":93.92214870479853,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":117.52010496183205,"put_iv_pct":148.8521566699443},{"expiry":"2026-09-18","call_iv_pct":70.75542533081286,"put_iv_pct":80.68091707317073},{"expiry":"2026-10-16","call_iv_pct":75.5620631341601,"put_iv_pct":87.13513157894737},{"expiry":"2026-12-18","call_iv_pct":80.97822335025381,"put_iv_pct":89.89316753926701}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"00b251f1e8b8a56eabb70fcb7d83e0bd4deb0af7eb80ebdb58a67df24981b3c4","captured_at":"2026-10-24T14:28:27.354094+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":"BTCL","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"ee90a39c6874d28db7a98a80e944555569f973731cc89ff85e3f7c0815fc2a95"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b572afa570cc640d54c2b2d86f82751923f9f48f8818f80b7bcb0d0bd867937a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"9722a90e3e5ac726ffedf85e62228157317fcb25fdcdd472109b909e0cd793e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"21fe4622ee56e9b7778419328c1fcdeea2266ac9c08ce16a7e225220ea215922"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d9a6b7a27ff4542568db51e27260e0ce4df184a65f65b28912f394e2e463611b"}]},{"symbol":"BTCL","date":"2026-08-28","iv_pct":78.81695575079192,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":76.72068376068376,"put_iv_pct":72.14111455108359},{"expiry":"2026-10-16","call_iv_pct":76.73821796759943,"put_iv_pct":76.83686015831135},{"expiry":"2026-12-18","call_iv_pct":81.5311982570806,"put_iv_pct":78.85786516853932},{"expiry":"2027-03-19","call_iv_pct":83.48936768149883,"put_iv_pct":84.22033846153846}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bffa4f4f4f3f965640c03760b52d7a2904801e348e200c1019a7106bed311f5b","captured_at":"2026-10-24T14:28:13.742557+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":"BTCL","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"ab27f6899ae5593d12a3d8a88456fa9fa0e48c5e0bfea73aed974dcef7636a4e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"cec9acc7a47cd5f6796943dc92ae4f8bb9d39f6bc9a4e9af06fd2e44ac77197a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"ecf66ab26b90ef770e288fabd6522bb00a2f56299a5725fbe15b742a739c4449"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"e0b0d93504bec564bff1b938b4ea9bfa5bafd10e91044efc5c586b9d20d7577f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"63329e977f864d1a8e48ea2fad88ba9fc2d648e5d966724c7952ef8d3a56e241"}]},{"symbol":"BTCL","date":"2026-09-01","iv_pct":79.77213554077903,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":76.3846676300578,"put_iv_pct":77.4706152705708},{"expiry":"2026-10-16","call_iv_pct":75.99409685863876,"put_iv_pct":80.62845255474453},{"expiry":"2026-12-18","call_iv_pct":80.99857461024499,"put_iv_pct":79.03470817120622},{"expiry":"2027-03-19","call_iv_pct":81.53826923076923,"put_iv_pct":86.12769999999999}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1835c63e0d6fa8ac9a830408b942e3554f71afbb4f12eb17f21afe38a1998aaf","captured_at":"2026-10-24T14:28:02.185707+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":"BTCL","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"1555999f73c2b6152b2703be383631abe9af28c5734e2de9ee535074d4b671e7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"9151f4ba99741e0baa5d01cfa93eeb66b26347ea4eab02d4c642da4de9fc7d2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"8abba3f69005e5e56575d417a2e5fb111709b7310c287f452a0bef355f3572c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d0379ed6437d5521ab365423263c4b362a6b3e78549ba5845d3817b7da5e60d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"092d595fb2c0bcd38c669f044803fadad22e602c840bcae40de62b72c33e9277"}]},{"symbol":"BTCL","date":"2026-09-02","iv_pct":76.95570101328644,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":70.8656406954282,"put_iv_pct":74.4376048714479},{"expiry":"2026-10-16","call_iv_pct":71.47248492159227,"put_iv_pct":77.28118219749652},{"expiry":"2026-12-18","call_iv_pct":77.18234672304439,"put_iv_pct":81.33832627118645},{"expiry":"2027-03-19","call_iv_pct":75.76357798165138,"put_iv_pct":87.30444444444444}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9a17976793a0ac40c8097c8d1b5543cb74d808cf103447acf5980003e0ef0055","captured_at":"2026-10-24T14:28:00.599065+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":"BTCL","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"2aedab9ef4f56921613a75bee4559acffdf152439e47e731004ec72d7e647312"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"9151f4ba99741e0baa5d01cfa93eeb66b26347ea4eab02d4c642da4de9fc7d2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"8abba3f69005e5e56575d417a2e5fb111709b7310c287f452a0bef355f3572c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d0379ed6437d5521ab365423263c4b362a6b3e78549ba5845d3817b7da5e60d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"092d595fb2c0bcd38c669f044803fadad22e602c840bcae40de62b72c33e9277"}]},{"symbol":"BTCL","date":"2026-09-10","iv_pct":80.49375221626282,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":76.00576210092687,"put_iv_pct":81.38789699570815},{"expiry":"2026-10-16","call_iv_pct":74.77566978193147,"put_iv_pct":79.61495016611295},{"expiry":"2026-12-18","call_iv_pct":79.14952380952381,"put_iv_pct":82.51358490566038},{"expiry":"2027-03-19","call_iv_pct":81.99437086092715,"put_iv_pct":88.50825910931174}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3ae5a2bd344f9dd69d0485736d30db887123c98280e9f0822245586c91e38083","captured_at":"2026-10-24T14:27:04.112943+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":"BTCL","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"e6810aff4df5288a1e6efd6d36561794c5362cece1f243359d267c6bde403344"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"0794e720ce74a9b9b5e6e422b7e5b2979fbe7890e3046ba7429b2ba56afe5eeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"edb8d8913a4f3c15a2bffe4bf7a80b45e9c3842043f94b88bdf1f737ee2656ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"c397694f9a346a98c709b3b37170985c82585b5304abe59f10aa579eb2de6115"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"272b04d4f2c8946f22cb4f683a3d5ff72c239e241322defa41c8517d4a29ad43"}]},{"symbol":"BTCL","date":"2026-09-11","iv_pct":77.06212558831345,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":78.22225229579507,"put_iv_pct":65.89496512105048},{"expiry":"2026-10-16","call_iv_pct":78.26454350161117,"put_iv_pct":73.25095712861416},{"expiry":"2026-12-18","call_iv_pct":77.32034343434344,"put_iv_pct":77.62253358925145},{"expiry":"2027-03-19","call_iv_pct":83.75045871559634,"put_iv_pct":82.1709509202454}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"88b520690814aba346ddc6695e4f7015117a389ccea64a9de15485a58898e419","captured_at":"2026-10-24T14:27:02.842195+00:00","observed_at":"2026-09-11T15:59:00-04:00","session_close_at":"2026-09-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"7e974b7839071aeab0b13dfbfb005ebf97555ef7df9c37b600f71bdf86a154bd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"0794e720ce74a9b9b5e6e422b7e5b2979fbe7890e3046ba7429b2ba56afe5eeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"edb8d8913a4f3c15a2bffe4bf7a80b45e9c3842043f94b88bdf1f737ee2656ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"c397694f9a346a98c709b3b37170985c82585b5304abe59f10aa579eb2de6115"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"272b04d4f2c8946f22cb4f683a3d5ff72c239e241322defa41c8517d4a29ad43"}]},{"symbol":"BTCL","date":"2026-09-15","iv_pct":87.24065087896534,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":99.47835857890388,"put_iv_pct":112.15310599835662},{"expiry":"2026-10-16","call_iv_pct":73.22841285296981,"put_iv_pct":85.41626975763961},{"expiry":"2026-12-18","call_iv_pct":74.41550458715595,"put_iv_pct":87.62697761194029},{"expiry":"2027-03-19","call_iv_pct":78.2326050420168,"put_iv_pct":87.37397260273973}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6e771dbbec90b5246bb82b3d2a229310c91f513191b67d78756559f99dfdac27","captured_at":"2026-10-24T14:26:50.265836+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":"BTCL","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"04c6b652a1749e795039c46f7399912fef55975bfec85db75512fb421aa94c16"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5fb13e1e92a431557d1a50eda256f78a82df9c3b7f4ef5d669b2784f962279d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"70827bb57cbc853475c268f8d03e7492b72dc62862ff6955cd3c3c257cdcacbd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"634bd5b0a2028740f5cb978e0a234ec18e8628f9db61d5d5a9f52bc56f77cdae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b91083e6b2eeafbb77e3dac56f1baeafc6f6b53114c34e1131fdd9748ab8ab50"}]},{"symbol":"BTCL","date":"2026-09-16","iv_pct":79.34468779037351,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":70.29484915974894,"put_iv_pct":104.22479949077021},{"expiry":"2026-10-16","call_iv_pct":67.26386834986474,"put_iv_pct":77.32749999999999},{"expiry":"2026-12-18","call_iv_pct":74.19565371024734,"put_iv_pct":80.75486622073579},{"expiry":"2027-03-19","call_iv_pct":76.3937431693989,"put_iv_pct":84.30222222222223}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"63f46a605100df433c4886bc6d80403286b3d50dc55ef533552ac7c25ac956a0","captured_at":"2026-10-24T14:26:48.685421+00:00","observed_at":"2026-09-16T15:59:00-04:00","session_close_at":"2026-09-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"3dcb5399da185a8c8a3bae689a9ad3a3655403dfed9652c62b76137b6b210cbe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5fb13e1e92a431557d1a50eda256f78a82df9c3b7f4ef5d669b2784f962279d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"70827bb57cbc853475c268f8d03e7492b72dc62862ff6955cd3c3c257cdcacbd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"634bd5b0a2028740f5cb978e0a234ec18e8628f9db61d5d5a9f52bc56f77cdae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b91083e6b2eeafbb77e3dac56f1baeafc6f6b53114c34e1131fdd9748ab8ab50"}]},{"symbol":"BTCL","date":"2026-09-17","iv_pct":79.1304371259171,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":90.84522509003601,"put_iv_pct":99.97277261781906},{"expiry":"2026-10-16","call_iv_pct":69.76225941422595,"put_iv_pct":68.69625535561268},{"expiry":"2026-11-20","call_iv_pct":75.22336551724138,"put_iv_pct":75.32212328767123},{"expiry":"2026-12-18","call_iv_pct":76.80847246891652,"put_iv_pct":76.41302325581395}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f61feeeda5f11a1f2f799106b602df7aa633799fd43280342a9a30338bee5965","captured_at":"2026-10-24T14:26:47.379953+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":"BTCL","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"bcb4b5c08015712fc49772970606fc0b27306a3e20dc75f61e6f70a3cc98ea97"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5fb13e1e92a431557d1a50eda256f78a82df9c3b7f4ef5d669b2784f962279d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"70827bb57cbc853475c268f8d03e7492b72dc62862ff6955cd3c3c257cdcacbd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"ed01c1cb464a57638ec3cb317f07a95abc2b2f58c4e983508cffaab650a76c44"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"634bd5b0a2028740f5cb978e0a234ec18e8628f9db61d5d5a9f52bc56f77cdae"}]},{"symbol":"BTCL","date":"2026-09-28","iv_pct":76.90309851048292,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":72.8138296041308,"put_iv_pct":69.48541635408853},{"expiry":"2026-11-20","call_iv_pct":77.7944513137558,"put_iv_pct":76.13860986547085},{"expiry":"2026-12-18","call_iv_pct":79.55623188405796,"put_iv_pct":77.71967741935484},{"expiry":"2027-03-19","call_iv_pct":78.54871186440678,"put_iv_pct":83.16785977859779}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b27a1a5fffaf021bc37a66da2e5a4403cc3964ff59f96c4f043ef7028dddc8ab","captured_at":"2026-10-24T14:26:30.627955+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":"BTCL","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"3a62cd84d3cb7523f7fda97c4c2950cddee99466411e808183dc19f91b288231"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"ab34aae38af5df05d5f03cbb13bd5c9071d81f390686221e00fc0b7073ec6354"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"c6174c3538f27fee1cc196eeb9145dcd63b71b7d91ecec872ad9509a50bf54f4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"52f1afecec5d44f77430abce31ce4275fccf654117285c2cdbe770a0e5da3ed4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"089ac3d19572160f85895f1344e3fe793457f28ca2678ca0c100a07201347ad3"}]},{"symbol":"BTCL","date":"2026-09-29","iv_pct":76.74637431475125,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":70.03999999999999,"put_iv_pct":76.82382273948075},{"expiry":"2026-11-20","call_iv_pct":75.17917391304347,"put_iv_pct":77.01},{"expiry":"2026-12-18","call_iv_pct":77.49110453648915,"put_iv_pct":77.77769080234833},{"expiry":"2027-03-19","call_iv_pct":77.44470588235293,"put_iv_pct":82.2044966442953}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f48619c81e68ef479a2f34a08113e94b64534ace08a62c57d62c76fa72b154b9","captured_at":"2026-10-24T14:26:22.169876+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":"BTCL","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"85abc1df524944a848b08334cb89565f2ff77de1b55a8b3adc295ef1a76facf5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"0e5575ccdde972e39978261fc1e45582a39dc8af669deaa29d1f3efe857dff18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"14ab9060cdbd21af37142a68e8b58f985ed336d245fc2164ba447f67413f220b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"91f38930a040021685bdac92668a7b7824ea1b8d1302a5fc4e4f78e77cf4a15a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d00833554fa003c798d7d24d9c4a0259b72f3c3855f7cf3012362d59355e7610"}]},{"symbol":"BTCL","date":"2026-09-30","iv_pct":75.71514015404196,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":75.74251712328767,"put_iv_pct":67.2094680086269},{"expiry":"2026-11-20","call_iv_pct":79.15474377745242,"put_iv_pct":72.39197424892704},{"expiry":"2026-12-18","call_iv_pct":79.77420560747663,"put_iv_pct":73.89059390048153},{"expiry":"2027-03-19","call_iv_pct":78.8253605015674,"put_iv_pct":78.73225806451613}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5fc2b7a323459dc4bbd26a25b4df7e4b191208dcb80a431b2a8d4769b2c703ec","captured_at":"2026-10-24T14:26:21.138674+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":"BTCL","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"765388ffa8891a676249f81810a5504b20574b0f715ae5e628ab8535a6a091af"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"0e5575ccdde972e39978261fc1e45582a39dc8af669deaa29d1f3efe857dff18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"14ab9060cdbd21af37142a68e8b58f985ed336d245fc2164ba447f67413f220b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"91f38930a040021685bdac92668a7b7824ea1b8d1302a5fc4e4f78e77cf4a15a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d00833554fa003c798d7d24d9c4a0259b72f3c3855f7cf3012362d59355e7610"}]},{"symbol":"BTCL","date":"2026-10-07","iv_pct":75.64356475852891,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":74.02004338394794,"put_iv_pct":71.58366132723111},{"expiry":"2026-11-20","call_iv_pct":71.38598465473146,"put_iv_pct":77.14052558782849},{"expiry":"2026-12-18","call_iv_pct":76.34719449225473,"put_iv_pct":79.00175757575758},{"expiry":"2027-03-19","call_iv_pct":74.5064664310954,"put_iv_pct":81.16288461538463}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a6263d34bdc3f7d8e815173fd1f5d1ec2800c282627f59190e3a2d842636bf8a","captured_at":"2026-10-24T14:26:11.965859+00:00","observed_at":"2026-10-07T15:59:00-04:00","session_close_at":"2026-10-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"9fb2062b03725305425b0433c028b87e86511decc5ee8f8b27cc72fa3c2ebfc6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5f6e4adb399b84835cb51060cf02568b36bc79878e06ce1e5652445a5fab39eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"c07fb0fe8e7257f3e542971f090f82b4d69f445932780644a30e1d3d28ddc692"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"0fae2ee9d141410edd4fad2fd239fd2122bc02896305dbd89ac43dd8bdf5867f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"a2d19095b5b34e7f38c714344a700633f1a6150a94003c5934535bbbc3d1922d"}]},{"symbol":"BTCL","date":"2026-10-08","iv_pct":79.67745945861526,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":74.31577507598784,"put_iv_pct":83.77894824707846},{"expiry":"2026-11-20","call_iv_pct":69.22832151300237,"put_iv_pct":86.6612285012285},{"expiry":"2026-12-18","call_iv_pct":79.47505300353357,"put_iv_pct":84.16774193548386},{"expiry":"2027-03-19","call_iv_pct":75.07337662337663,"put_iv_pct":84.71923076923076}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cabfd58623164820409c56144c6fe9dfa16239faf978f2d82411f7d2958e4b8f","captured_at":"2026-10-24T14:26:04.467136+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"f231e28f6fa3258472b38876e020722009259aef2e6fb0082eb79265e35585d6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62156fa5c8c198fc1f51b4b73e696376615269e905ab2a045b869ed299381274"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9bb6450fe362e2248a3ef64b71fc8c8c6f3c2a2dee860806d948cf732a760c11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf922af6e710b2969487c81cf22192a35d507e6eee0ae0593063003380daeb39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d7f455403cf5dee93a069f23c5ae46ae54b7887cd2cdebfcdabf5b9166cb0c6c"}]},{"symbol":"BTCL","date":"2026-10-09","iv_pct":73.0876359424604,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":74.93227848101266,"put_iv_pct":57.755099213777605},{"expiry":"2026-11-20","call_iv_pct":77.26515449438203,"put_iv_pct":71.00999999999999},{"expiry":"2026-12-18","call_iv_pct":76.72265410958904,"put_iv_pct":74.96829187396352},{"expiry":"2027-03-19","call_iv_pct":73.81775862068966,"put_iv_pct":78.22985074626865}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e21063c16dc121514b5c5dafa439b04c0ed16cdec8e2c592770e3fc0b3b82b98","captured_at":"2026-10-24T14:26:03.130447+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"88cceb393098a4b25340c9503bcaed9e2faf5ea07055b7bcef612ce1973bac7b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62156fa5c8c198fc1f51b4b73e696376615269e905ab2a045b869ed299381274"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9bb6450fe362e2248a3ef64b71fc8c8c6f3c2a2dee860806d948cf732a760c11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf922af6e710b2969487c81cf22192a35d507e6eee0ae0593063003380daeb39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d7f455403cf5dee93a069f23c5ae46ae54b7887cd2cdebfcdabf5b9166cb0c6c"}]},{"symbol":"BTCL","date":"2026-10-12","iv_pct":76.19853920867237,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":76.00948453608247,"put_iv_pct":78.86611496127192},{"expiry":"2026-11-20","call_iv_pct":71.6363183475091,"put_iv_pct":76.68364556962025},{"expiry":"2026-12-18","call_iv_pct":73.10762282091918,"put_iv_pct":77.23247603833866},{"expiry":"2027-03-19","call_iv_pct":73.4080602006689,"put_iv_pct":82.64459119496856}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"05296a639444cecbd803b90c1cc4304ad22a1f5662c2c25b2a7d3a6ca3a9270b","captured_at":"2026-10-24T14:26:01.310821+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"711f2907d268d9cf64e5fb87637e15e4e534356ad26c6181691390e8886ae1d8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62156fa5c8c198fc1f51b4b73e696376615269e905ab2a045b869ed299381274"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9bb6450fe362e2248a3ef64b71fc8c8c6f3c2a2dee860806d948cf732a760c11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf922af6e710b2969487c81cf22192a35d507e6eee0ae0593063003380daeb39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d7f455403cf5dee93a069f23c5ae46ae54b7887cd2cdebfcdabf5b9166cb0c6c"}]},{"symbol":"BTCL","date":"2026-10-13","iv_pct":77.36230012189473,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":85.65081141163394,"put_iv_pct":78.66014101057579},{"expiry":"2026-11-20","call_iv_pct":72.68961538461538,"put_iv_pct":75.16673316708228},{"expiry":"2026-12-18","call_iv_pct":75.28901502504173,"put_iv_pct":75.79054487179488},{"expiry":"2027-03-19","call_iv_pct":75.23674418604651,"put_iv_pct":80.41479591836735}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d48e78904c5734254554422ed0b29bb26b612bfaed0f401b91774626e00baa03","captured_at":"2026-10-24T14:25:59.732259+00:00","observed_at":"2026-10-13T15:59:00-04:00","session_close_at":"2026-10-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"82cdfd5b8649342d8c6b49c148af9ee5d4b8942663472f5f511953fb412c950c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62156fa5c8c198fc1f51b4b73e696376615269e905ab2a045b869ed299381274"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9bb6450fe362e2248a3ef64b71fc8c8c6f3c2a2dee860806d948cf732a760c11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf922af6e710b2969487c81cf22192a35d507e6eee0ae0593063003380daeb39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d7f455403cf5dee93a069f23c5ae46ae54b7887cd2cdebfcdabf5b9166cb0c6c"}]},{"symbol":"BTCL","date":"2026-10-14","iv_pct":79.71444568055786,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":89.88909153713298,"put_iv_pct":88.28115885416668},{"expiry":"2026-11-20","call_iv_pct":75.51394152046784,"put_iv_pct":77.00153950953678},{"expiry":"2026-12-18","call_iv_pct":76.89825242718446,"put_iv_pct":73.9485046728972},{"expiry":"2027-03-19","call_iv_pct":74.60307692307693,"put_iv_pct":81.58}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"abf98f1ce340ba2f000ad479fa0cc90c1b2b61cf4db9f9d3c839dd9bd5128710","captured_at":"2026-10-24T14:25:58.292086+00:00","observed_at":"2026-10-14T15:59:00-04:00","session_close_at":"2026-10-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"a79a00dd139df97cb4c60e9f32e4afe7a8e81303b934e90abe53bc6e11f024e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62156fa5c8c198fc1f51b4b73e696376615269e905ab2a045b869ed299381274"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9bb6450fe362e2248a3ef64b71fc8c8c6f3c2a2dee860806d948cf732a760c11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf922af6e710b2969487c81cf22192a35d507e6eee0ae0593063003380daeb39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d7f455403cf5dee93a069f23c5ae46ae54b7887cd2cdebfcdabf5b9166cb0c6c"}]},{"symbol":"BTCL","date":"2026-10-15","iv_pct":85.48254278549645,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":108.12411934552455,"put_iv_pct":118.00959798994974},{"expiry":"2026-11-20","call_iv_pct":72.8108071748879,"put_iv_pct":78.38167272727273},{"expiry":"2026-12-18","call_iv_pct":72.80683899556868,"put_iv_pct":78.30375862068965},{"expiry":"2027-03-19","call_iv_pct":72.88380530973451,"put_iv_pct":82.53974212034385}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7b54cba8eba41ccc4ed4b0ada1ffb4a312dd1c803cdce5bda13988ebb465104e","captured_at":"2026-10-24T14:25:48.802656+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"1bdf20168dc2a220386e906bb21107100aebf07ec5d08a4c1791408d7e19cc4d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","expiration":"2026-10-16","start_date":"2026-10-15","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ad26a4821691f4a3e179c44ec6831583c55c23311fd70a6ed89df4c29223f5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"282732dc1d11112c0d590acf1bf5cbf58be63e64fc31424e3838070c3f5e6348"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"cfd7b01bbee653ad6b4a71c7c84da9eb5436d0f64282954f5d386871bf678ba7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"02ba6c1d02890492c0150e4a0fa90a1ded19a9975423a56fbe917833041cabc9"}]},{"symbol":"BTCL","date":"2026-10-16","iv_pct":77.00414726231959,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":71.97487723214286,"put_iv_pct":76.35444831591172},{"expiry":"2026-12-18","call_iv_pct":72.84144130757801,"put_iv_pct":74.32451274362819},{"expiry":"2027-03-19","call_iv_pct":75.2074647887324,"put_iv_pct":81.13946902654867},{"expiry":"2027-06-17","call_iv_pct":78.85546468401488,"put_iv_pct":85.3355}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"805996e246ea3f3c7324aa19e6dc84a5bf80ce01737b599e2b9697187612a907","captured_at":"2026-10-24T14:25:46.712955+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":"BTCL","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"c27a31b6173e3169f5958873317c81c6ab92f93dd65324d423048faa173a179f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"282732dc1d11112c0d590acf1bf5cbf58be63e64fc31424e3838070c3f5e6348"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"cfd7b01bbee653ad6b4a71c7c84da9eb5436d0f64282954f5d386871bf678ba7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"02ba6c1d02890492c0150e4a0fa90a1ded19a9975423a56fbe917833041cabc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"3de357eae74d4206446c816035295077480b2d51f4ecd4ee70cb731e7a2cc49e"}]},{"symbol":"BTCL","date":"2026-10-19","iv_pct":75.55113832011901,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":75.16280085197018,"put_iv_pct":70.15056074766355},{"expiry":"2026-12-18","call_iv_pct":75.49968069666183,"put_iv_pct":71.0901547116737},{"expiry":"2027-03-19","call_iv_pct":74.95756756756758,"put_iv_pct":76.7832987012987},{"expiry":"2027-06-17","call_iv_pct":80.6494416243655,"put_iv_pct":80.11560165975105}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f4a577ab4d27ebbfa3d6e57042b2d9e0916be57abfef5f3155a5f67b0b956b08","captured_at":"2026-10-24T14:25:45.447236+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":"BTCL","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"9bc823c7f1c1efac908532ddb69ab5ff18f308a79e85c858eacea489d683611f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"282732dc1d11112c0d590acf1bf5cbf58be63e64fc31424e3838070c3f5e6348"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"cfd7b01bbee653ad6b4a71c7c84da9eb5436d0f64282954f5d386871bf678ba7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"02ba6c1d02890492c0150e4a0fa90a1ded19a9975423a56fbe917833041cabc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"3de357eae74d4206446c816035295077480b2d51f4ecd4ee70cb731e7a2cc49e"}]},{"symbol":"BTCL","date":"2026-10-20","iv_pct":77.54807785020515,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.1520177383592,"put_iv_pct":73.63255933952529},{"expiry":"2026-12-18","call_iv_pct":77.14296116504855,"put_iv_pct":75.5949658002736},{"expiry":"2027-03-19","call_iv_pct":72.83763157894737,"put_iv_pct":80.45692307692308},{"expiry":"2027-06-17","call_iv_pct":80.82000000000001,"put_iv_pct":82.74756410256411}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"834d03c3925ed5707a84b606aa8a25dfec35043290bf4748db31f3ea02b3e34a","captured_at":"2026-10-22T02:26:35.594938+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":"BTCL","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"74d3458e3b97b706f4d7b04682c18492f290fa84fd7b1c9dd026a6aaf5e1830f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"f7f80c5668406af608b9c6096f03b049b092a31898ba57dee8f0389808cce849"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"524789ca3ea187049397c9b834b5c9685d6a60a8a086957f2781ba3b6bcbbd9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"81e6595ab72d910e777f513b543ed9eafd03859fcd61a10e7642871fddabcdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"25badd516cc50847f9f06e7d1867bb49d1f5764140db9e31c9330e0575707b98"}]},{"symbol":"BTCL","date":"2026-10-21","iv_pct":77.25316765630177,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":69.43554639175258,"put_iv_pct":77.84095238095239},{"expiry":"2026-12-18","call_iv_pct":73.29487046632124,"put_iv_pct":76.75292604501608},{"expiry":"2027-03-19","call_iv_pct":75.98297213622291,"put_iv_pct":82.28757097791798},{"expiry":"2027-06-17","call_iv_pct":79.16589552238807,"put_iv_pct":83.26460732984293}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"218718a62169445b13baaaec66379a0057b500185e102e9d36fa59aab1e1618b","captured_at":"2026-10-22T02:26:28.668699+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":"BTCL","date":"2026-10-21","format":"json"},"source_hash":"332678daed54593d2a9dc2cd48d5a58f84bd51d5a7ff1af0fbae79089fbbb4e6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"f7f80c5668406af608b9c6096f03b049b092a31898ba57dee8f0389808cce849"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"524789ca3ea187049397c9b834b5c9685d6a60a8a086957f2781ba3b6bcbbd9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"81e6595ab72d910e777f513b543ed9eafd03859fcd61a10e7642871fddabcdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"25badd516cc50847f9f06e7d1867bb49d1f5764140db9e31c9330e0575707b98"}]},{"symbol":"BTCL","date":"2026-10-22","iv_pct":79.5077095117833,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":74.29134636264929,"put_iv_pct":79.9788715083799},{"expiry":"2026-12-18","call_iv_pct":78.58369627507163,"put_iv_pct":78.57524024024023},{"expiry":"2027-03-19","call_iv_pct":76.38759124087592,"put_iv_pct":82.26610465116279},{"expiry":"2027-06-17","call_iv_pct":81.18242187500002,"put_iv_pct":84.7964039408867}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4363bf08ede98ab961269324416553bcfb3158fc09fd1ee9a65a4466facef251","captured_at":"2026-10-22T22:47:38.291211+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":"BTCL","date":"2026-10-22","format":"json"},"source_hash":"af6fe29766d67fe6ef1191a8d2986f94df90cf143981ea3845f1e42a4970d6b6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b80792f8e296940b80a5439f25fcfa08ac43e0da8ddc23879ff7dcb4c24eaa4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"63f514957176a6f1b1f0c3f03fd88d00a73e272eeb45447ede033d252115118b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d6575b24f484455ccc37738f16f6ee266d423f74dbf5fa52988388857c76c0e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"9e21f110bc948cb3bf4260cc488367c3724f88b2dfc01725f6015b18d5f90ebe"}]},{"symbol":"BTCL","date":"2026-10-23","iv_pct":79.04939303474507,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":79.27028933092225,"put_iv_pct":74.64582089552239},{"expiry":"2026-12-18","call_iv_pct":79.03694117647059,"put_iv_pct":76.48943427620631},{"expiry":"2027-03-19","call_iv_pct":77.903074204947,"put_iv_pct":79.63225903614457},{"expiry":"2027-06-17","call_iv_pct":83.22855670103093,"put_iv_pct":82.18876865671642}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"21277d41033c568982dbed69104417404f9c3608a454d86714ff9f888c2f2a02","captured_at":"2026-10-23T22:28:44.448913+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":"BTCL","date":"2026-10-23","format":"json"},"source_hash":"a5646baceeeb301e6322324aee40d080fbbe91a5363021600d75ab0b77008922"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"fc760bca2a8763f7bc379d92ab21d3084951501af79690d9ee1b7898929651c3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"74f69aeef065c9ba2ef8cb6c5c8ed8290eff0069c3c14e15490461f94defa0b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"a1d8ee1024348b11c19590e2b39921ea6baaaa6d0fbdafe2fdf674acbea9ef1c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"12f10f2eb11e274b15ada75c0d32737ade2dff6537e83dfcde00defe58c01ab7"}]},{"symbol":"BTCL","date":"2026-10-26","iv_pct":79.07263025589486,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":79.31768509840676,"put_iv_pct":73.44424808836023},{"expiry":"2026-12-18","call_iv_pct":79.34092541436463,"put_iv_pct":73.90827404479579},{"expiry":"2027-03-19","call_iv_pct":81.08849514563107,"put_iv_pct":80.34005012531328},{"expiry":"2027-06-17","call_iv_pct":83.38912213740458,"put_iv_pct":81.75224199288256}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2ecee3d86f032c3b4cdb02f188bcd876f5fc83c66cb650192246f762697573d7","captured_at":"2026-10-28T13:41:11.759447+00:00","observed_at":"2026-10-26T15:59:00-04:00","session_close_at":"2026-10-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"BTCL","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"e448586e60c6b58cba21234cdea6e898875fcc51a00682ccd730b3ddc23d3bb3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b2853c68833b39a899ee4039ddca817f8adb5ed3a98174042128ce1bd92bad22"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"ee2bdd70322d04bbac73872b776cc39addd31f37dac991f8510f57dcf09b62ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"536e50651e762de560a571f03a56cf0efc6069037d7c9e34cf9973009d6d4527"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5eea329d6767af28ceb442a5b1f94d9e204b48de2933b265ee7020b5f538f6bb"}]},{"symbol":"BTCL","date":"2026-10-27","iv_pct":77.9733806361896,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":67.84081914030818,"put_iv_pct":81.53956011730206},{"expiry":"2026-12-18","call_iv_pct":71.54597186700768,"put_iv_pct":78.18455696202531},{"expiry":"2027-03-19","call_iv_pct":77.7458407079646,"put_iv_pct":81.98957317073172},{"expiry":"2027-06-17","call_iv_pct":80.54049056603773,"put_iv_pct":84.40023255813955}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"863fbb47ffd463fbfb8c9aff1933f8d689c2a33eda5d07f8c7807eaf09e96598","captured_at":"2026-10-28T13:41:10.510810+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":"BTCL","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"23ec58b91ab3aeed358642ef6bf9fe54a7ff8e6926e5b92bb178f6728bcf76f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b2853c68833b39a899ee4039ddca817f8adb5ed3a98174042128ce1bd92bad22"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"ee2bdd70322d04bbac73872b776cc39addd31f37dac991f8510f57dcf09b62ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"536e50651e762de560a571f03a56cf0efc6069037d7c9e34cf9973009d6d4527"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"5eea329d6767af28ceb442a5b1f94d9e204b48de2933b265ee7020b5f538f6bb"}]},{"symbol":"BTCL","date":"2026-10-28","iv_pct":77.37217938632476,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":68.61476658476658,"put_iv_pct":82.41962206332992},{"expiry":"2026-12-18","call_iv_pct":71.54698856416772,"put_iv_pct":76.11945402298849},{"expiry":"2027-03-19","call_iv_pct":75.28136752136753,"put_iv_pct":81.43290575916231},{"expiry":"2027-06-17","call_iv_pct":79.34411764705884,"put_iv_pct":84.21821292775665}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"26a2603d547f24861f744069448f3a2f8adbe7427a1a259ff15bbbfd351f2187","captured_at":"2026-10-29T13:46:24.643674+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":"BTCL","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"b23619074d6b4c4284ca488604a3610c97d38aabe62a3e393afdc3a289b2ad0b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"915577cbcb0782e96683c0755d5ab87e7e383267709d0b18dfb0817ac477204e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"c538d28d1aa7ca1b2442ce4226f375617584c4f59ba4be6f54c560ce48382a2e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"35b63acfedf4aa8f75c12830ef2d9a5c9e655664e32a70f28da484f00e2eb823"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"55b650b7c905469c8f076c3614f249b745c650766e43a0a208c7ac6136d79883"}]},{"symbol":"BTCL","date":"2026-10-29","iv_pct":75.86456920037901,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.1683870967742,"put_iv_pct":70.4654392971246},{"expiry":"2026-12-18","call_iv_pct":76.15583218707015,"put_iv_pct":65.93603859250851},{"expiry":"2027-03-19","call_iv_pct":78.49631578947368,"put_iv_pct":75.8303448275862},{"expiry":"2027-06-17","call_iv_pct":81.60144680851063,"put_iv_pct":81.26274900398407}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e91f3fe022da7db29ddd6b60b584dab3eca21d528ce5825d144223227dda58b3","captured_at":"2026-10-30T13:47:54.089965+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":"BTCL","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"3864694692c2eaf8b19b36c652a2f057a213b3685fa5fe81a2ac664ef0a13669"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"1d338599ae62aa8a12f082e092dc4fee61689932b1d26d9dee9c116c6a7a65c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"a869bb8231d67f7e2b8a461f30e622beac98e0e0381a030af44197e224269815"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"d014565c62680f3cb674f5fc52afc6495ea3b0c5f0c2ac2c21ffd7453c6db694"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"3f7a67b5a0682eb118d3540dc4e711fea09a3110f37e84848141476749550b72"}]},{"symbol":"BTCL","date":"2026-10-30","iv_pct":80.00392104938192,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":84.15293176074137,"put_iv_pct":82.07476581758422},{"expiry":"2026-12-18","call_iv_pct":78.18887218045113,"put_iv_pct":72.45844357976654},{"expiry":"2027-03-19","call_iv_pct":80.32309576837416,"put_iv_pct":79.34609970674487},{"expiry":"2027-06-17","call_iv_pct":83.20236593059937,"put_iv_pct":80.28479365079365}],"source":"ThetaData historical first-order Greeks","provider_symbol":"BTCL","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c90d25efa1fb64619a2139f75b2a2208f9f075735e78e547f142eb0f79e52255","captured_at":"2026-10-31T23:09:04.098491+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":"v2_verified_expiry_inventory","source_hash":"fda129720036cef2643bae28a6f6db3c8ea40da62b8fc8c5800743f8c251dc82"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"b61601ec07727d1f358c194db61f579a368acf1244842ebf2a08b59cdf128ce7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"c2bad8ddc37363f51896ded28a574a9ab672ebcb7d8e7d06ae6a4269c5bcf479"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"ad36c5571d77a70db2e51accc491c22f6606f28375764369d5e2c9728e28b809"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"BTCL","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":"918fcbea4907ef2861a3046d189761b00db70b50f5aa9137dab93f75e41749e0"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/BTCL","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":73.43334110093164,"put_call_skew_pp":-0.14281328910797342,"implied_move_pct":35.78747228185655,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"610cb46dfb3953d1f2a94a6d78ccdec2625df62f2bb05769e58ed687dcf61b1f","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":72.63631713380204,"put_call_skew_pp":-4.122246881508463,"implied_move_pct":35.4991856786949,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e6396ccc6cc8edb6679da3a9d07b362a67bbc87ed8f1e2cad133484228646aef","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":71.94783598782394,"put_call_skew_pp":-1.2254335480187493,"implied_move_pct":34.85482623781172,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a2d7d8a5e23ce8b92dd625ca6e3d8a69fc27c63a82aa7cc1f34651a770cbe8c2","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":71.98938249007551,"put_call_skew_pp":4.335400242865244,"implied_move_pct":34.56276510521505,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"74a3ae1d13081aad2fe63d7f70603271139c93fdaaeca98c6cd105c2a3d2ac6d","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":71.71310696560144,"put_call_skew_pp":4.146388722763092,"implied_move_pct":34.11962777943399,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"048d47e7c687f94ac6c9e337be60bf7af8aac414a71861083f9ac4b746e7566f","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":74.04934871435245,"put_call_skew_pp":11.392936173280315,"implied_move_pct":33.474178067333256,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17df497c6e39b4307707b02da7fc25ebbd5c160a1c841e75d2ae717464402cda","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":78.32983784489254,"put_call_skew_pp":5.246158895381942,"implied_move_pct":33.852345643281524,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"551ce07fb60647185b73b6f9c350c1e178a9ef136905f54f94281362dc73019c","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":87.48790523441224,"put_call_skew_pp":2.192061223138026,"implied_move_pct":35.102678596126545,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"83347767e60a5b74661260bc62db62bd02903e9ac03c85980f1be6be489b8e16","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":93.92214870479853,"put_call_skew_pp":15.436389021067647,"implied_move_pct":27.352757898283294,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"00b251f1e8b8a56eabb70fcb7d83e0bd4deb0af7eb80ebdb58a67df24981b3c4","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-12-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":78.81695575079192,"put_call_skew_pp":-1.6058223318474738,"implied_move_pct":38.223617081381434,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bffa4f4f4f3f965640c03760b52d7a2904801e348e200c1019a7106bed311f5b","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":79.77213554077903,"put_call_skew_pp":2.0864669167026904,"implied_move_pct":37.368517415436,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1835c63e0d6fa8ac9a830408b942e3554f71afbb4f12eb17f21afe38a1998aaf","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":76.95570101328644,"put_call_skew_pp":6.269376865714769,"implied_move_pct":35.98782123697752,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9a17976793a0ac40c8097c8d1b5543cb74d808cf103447acf5980003e0ef0055","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":80.49375221626282,"put_call_skew_pp":5.024841155870977,"implied_move_pct":34.86291145147694,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3ae5a2bd344f9dd69d0485736d30db887123c98280e9f0822245586c91e38083","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":77.06212558831345,"put_call_skew_pp":-4.654547797046135,"implied_move_pct":33.30828710994244,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"88b520690814aba346ddc6695e4f7015117a389ccea64a9de15485a58898e419","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":87.24065087896534,"put_call_skew_pp":11.803861227407452,"implied_move_pct":33.18291246188295,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6e771dbbec90b5246bb82b3d2a229310c91f513191b67d78756559f99dfdac27","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":79.34468779037351,"put_call_skew_pp":14.615318386117075,"implied_move_pct":30.82462627054874,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"63f46a605100df433c4886bc6d80403286b3d50dc55ef533552ac7c25ac956a0","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":79.1304371259171,"put_call_skew_pp":1.9412130066242668,"implied_move_pct":23.614381272752613,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f61feeeda5f11a1f2f799106b602df7aa633799fd43280342a9a30338bee5965","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":76.90309851048292,"put_call_skew_pp":-0.5504153122098359,"implied_move_pct":34.40825040212509,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b27a1a5fffaf021bc37a66da2e5a4403cc3964ff59f96c4f043ef7028dddc8ab","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":76.74637431475125,"put_call_skew_pp":3.415256463559711,"implied_move_pct":33.876418084703005,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f48619c81e68ef479a2f34a08113e94b64534ace08a62c57d62c76fa72b154b9","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":75.71514015404196,"put_call_skew_pp":-5.31813319680813,"implied_move_pct":33.18791475133921,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5fc2b7a323459dc4bbd26a25b4df7e4b191208dcb80a431b2a8d4769b2c703ec","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":75.64356475852891,"put_call_skew_pp":3.1572850360430706,"implied_move_pct":30.921524017136022,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a6263d34bdc3f7d8e815173fd1f5d1ec2800c282627f59190e3a2d842636bf8a","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":79.67745945861526,"put_call_skew_pp":10.308655809280292,"implied_move_pct":31.93167924057453,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cabfd58623164820409c56144c6fe9dfa16239faf978f2d82411f7d2958e4b8f","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":73.0876359424604,"put_call_skew_pp":-5.1936509679159055,"implied_move_pct":29.500513542147967,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e21063c16dc121514b5c5dafa439b04c0ed16cdec8e2c592770e3fc0b3b82b98","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":76.19853920867239,"put_call_skew_pp":5.3163354647549355,"implied_move_pct":28.9625604474271,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"05296a639444cecbd803b90c1cc4304ad22a1f5662c2c25b2a7d3a6ca3a9270b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":77.36230012189472,"put_call_skew_pp":0.2915072401206835,"implied_move_pct":28.60662178661605,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d48e78904c5734254554422ed0b29bb26b612bfaed0f401b91774626e00baa03","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":79.71444568055786,"put_call_skew_pp":0.9767101571846126,"implied_move_pct":28.42904992670232,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"abf98f1ce340ba2f000ad479fa0cc90c1b2b61cf4db9f9d3c839dd9bd5128710","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":85.48254278549646,"put_call_skew_pp":7.6523001581350805,"implied_move_pct":27.975156411638835,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7b54cba8eba41ccc4ed4b0ada1ffb4a312dd1c803cdce5bda13988ebb465104e","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":77.0041472623196,"put_call_skew_pp":4.56867051840511,"implied_move_pct":42.844464472948914,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"805996e246ea3f3c7324aa19e6dc84a5bf80ce01737b599e2b9697187612a907","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":75.55113832011901,"put_call_skew_pp":-2.032468730044517,"implied_move_pct":41.32236597249544,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f4a577ab4d27ebbfa3d6e57042b2d9e0916be57abfef5f3155a5f67b0b956b08","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":77.54807785020515,"put_call_skew_pp":1.1198504592327367,"implied_move_pct":42.01773332359039,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"834d03c3925ed5707a84b606aa8a25dfec35043290bf4748db31f3ea02b3e34a","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":77.25316765630177,"put_call_skew_pp":5.566693054261144,"implied_move_pct":41.81019564916845,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"218718a62169445b13baaaec66379a0057b500185e102e9d36fa59aab1e1618b","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":79.5077095117833,"put_call_skew_pp":3.7928911467681914,"implied_move_pct":42.56593913124887,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4363bf08ede98ab961269324416553bcfb3158fc09fd1ee9a65a4466facef251","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":79.04939303474507,"put_call_skew_pp":-1.6206446371952694,"implied_move_pct":42.087729152503215,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"21277d41033c568982dbed69104417404f9c3608a454d86714ff9f888c2f2a02","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":79.07263025589486,"put_call_skew_pp":-3.422853386113797,"implied_move_pct":41.4854629844851,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2ecee3d86f032c3b4cdb02f188bcd876f5fc83c66cb650192246f762697573d7","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":77.9733806361896,"put_call_skew_pp":7.110200131720109,"implied_move_pct":40.80918138715947,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"863fbb47ffd463fbfb8c9aff1933f8d689c2a33eda5d07f8c7807eaf09e96598","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":77.37217938632476,"put_call_skew_pp":7.3507386139691775,"implied_move_pct":40.14371800354036,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"26a2603d547f24861f744069448f3a2f8adbe7427a1a259ff15bbbfd351f2187","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":75.86456920037901,"put_call_skew_pp":-4.981852540156318,"implied_move_pct":39.276415025118084,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e91f3fe022da7db29ddd6b60b584dab3eca21d528ce5825d144223227dda58b3","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":80.00392104938192,"put_call_skew_pp":-2.9257907213191885,"implied_move_pct":40.45283170073584,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c90d25efa1fb64619a2139f75b2a2208f9f075735e78e547f142eb0f79e52255","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}