{"schemaVersion":1,"symbol":"DELL","days":90,"observations":[{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-19T19:49:55.323000+00:00","captured_at":"2026-10-20T03:51:12.611Z","last_trade_at":"2026-10-19T23:59:46.470031371Z","price":456,"iv_pct":63.54733642254895,"implied_move_pct":15.238537078533557,"put_call_skew_pp":5.11077335567659,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"b5674144d07c392afab7566e3ca332e7e4c61771f7b6da9f20d687c813c40b97"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T13:31:41.529000+00:00","captured_at":"2026-10-20T13:33:51.792Z","last_trade_at":"2026-10-20T13:33:51.516739622Z","price":444.46,"iv_pct":64.94722847613092,"implied_move_pct":15.254796757535624,"put_call_skew_pp":1.9460633401686023,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"1b0c0711886d24f2fae0802459954126dc4e17f824d2ca440b791490be289e49"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T13:38:21.767000+00:00","captured_at":"2026-10-20T13:49:20.458Z","last_trade_at":"2026-10-20T13:49:19.843469323Z","price":445.53,"iv_pct":64.69101586266841,"implied_move_pct":15.21642701586642,"put_call_skew_pp":3.0713865184996636,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"1cbb95de60dd33b2cd8a81ec41f49dc764c58044c1985c134a058f5f7aa11b19"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T13:51:14.044000+00:00","captured_at":"2026-10-20T13:57:19.614Z","last_trade_at":"2026-10-20T13:57:18.558103727Z","price":451.5,"iv_pct":64.47628205128206,"implied_move_pct":15.185658441472397,"put_call_skew_pp":3.3523747992624697,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"7bedbcc4d2df94fd7890b455c899303591d362f9be272281b2d79e3e54c28509"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T14:00:10.648000+00:00","captured_at":"2026-10-20T14:05:37.372Z","last_trade_at":"2026-10-20T14:05:34.61572486Z","price":455.79,"iv_pct":64.03659404529773,"implied_move_pct":15.076746491774337,"put_call_skew_pp":4.142510910476361,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"d9f3b87883d33bc69e98d96ef59332f15692c5af4e5b7b32818dd8832b20132b"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T14:25:18.259000+00:00","captured_at":"2026-10-20T14:26:48.513Z","last_trade_at":"2026-10-20T14:26:46.472017534Z","price":463.82,"iv_pct":64.2197612221494,"implied_move_pct":15.090905687867684,"put_call_skew_pp":3.1391251001911424,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"ed48aebd6ba4f5516e9077fb49ba25c8147b530d5b53c4ac9c64420243865336"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T14:31:52.771000+00:00","captured_at":"2026-10-20T14:34:31.666Z","last_trade_at":"2026-10-20T14:34:29.446367252Z","price":463.12,"iv_pct":63.96718668501883,"implied_move_pct":15.023719688851234,"put_call_skew_pp":2.599018503620265,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"74758ff5c5811c55b9da526244fd930fcefa1cc79af00ba51e6aea57892f604d"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T14:41:54.040000+00:00","captured_at":"2026-10-20T14:42:16.059Z","last_trade_at":"2026-10-20T14:42:13.417762126Z","price":464.36,"iv_pct":63.99582210242587,"implied_move_pct":15.076477458817036,"put_call_skew_pp":4.622191142191145,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"c8c5524866e0828a4d54739aad77488016b3d48b89fce47eb53f7c68379d9f1a"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T14:43:42.136000+00:00","captured_at":"2026-10-20T14:50:00.925Z","last_trade_at":"2026-10-20T14:49:51.095029015Z","price":463.36,"iv_pct":63.782195954487996,"implied_move_pct":15.000381336682475,"put_call_skew_pp":3.279287017078425,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"a4e8f634d3b755a0b6b6cbef00bb2a3bb976ef3299a2e9f2412e8d1f5a20a0ca"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T14:52:12.003000+00:00","captured_at":"2026-10-20T14:57:44.751Z","last_trade_at":"2026-10-20T14:57:43.500619774Z","price":467.3181,"iv_pct":64.07518436578171,"implied_move_pct":15.073963728596423,"put_call_skew_pp":3.4941432041858733,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"fe4a7f379f69a5ff5be55e9f687b9cb61ff865d435224f460929ef3167e07949"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T15:09:49.875000+00:00","captured_at":"2026-10-20T15:11:40.568Z","last_trade_at":"2026-10-20T15:11:37.727639439Z","price":464.045,"iv_pct":64.00336283185841,"implied_move_pct":15.038736420989077,"put_call_skew_pp":2.38141414141414,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"b66efe612e74d6af1cf5253182c629d8a69dd7d30af1fa64f062bf7ba040a301"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T15:17:38.759000+00:00","captured_at":"2026-10-20T15:20:54.859Z","last_trade_at":"2026-10-20T15:20:52.375333795Z","price":464.525,"iv_pct":64.18472727272727,"implied_move_pct":15.092732535445174,"put_call_skew_pp":3.385633963123147,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"6cb1939585abd17a4665a4911be5e7f8ea7cbf5bde12e77a56cf12285d65c430"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T15:23:42.418000+00:00","captured_at":"2026-10-20T15:28:40.956Z","last_trade_at":"2026-10-20T15:28:39.10220389Z","price":463.01,"iv_pct":64.08858258347587,"implied_move_pct":15.069640427470027,"put_call_skew_pp":2.5244666232396518,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"f162fb7b1d0c2df1b1473029d7226af1b700d358825bcc2fb525563519972b5e"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T15:40:50.113000+00:00","captured_at":"2026-10-20T15:44:17.232Z","last_trade_at":"2026-10-20T15:44:16.067132511Z","price":463.735,"iv_pct":63.54812137681161,"implied_move_pct":14.94336197131576,"put_call_skew_pp":2.93373860182371,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"400eaf876b744b9ede7d6d7f3abebf0d909c1115ecdef8cf007daef95f73591c"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T15:50:39.079000+00:00","captured_at":"2026-10-20T15:52:02.896Z","last_trade_at":"2026-10-20T15:51:55.908777701Z","price":463.545,"iv_pct":63.620372807017546,"implied_move_pct":14.959632224052132,"put_call_skew_pp":2.837575757575761,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"a3db4a706875b1165b4dd0f4bdfec86d1f54bbed458069a555f510b5a7335516"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T15:55:34.683000+00:00","captured_at":"2026-10-20T15:59:51.709Z","last_trade_at":"2026-10-20T15:59:45.331924854Z","price":464.78,"iv_pct":63.667492437991534,"implied_move_pct":14.976980958563956,"put_call_skew_pp":3.0923211446740817,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"9e0711fddfb850366df347c022ebd19991421b6db183fd6a7e3127d5a4e15a27"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T15:59:33.342000+00:00","captured_at":"2026-10-20T16:07:43.232Z","last_trade_at":"2026-10-20T16:07:42.476435059Z","price":464.17,"iv_pct":63.38126086956522,"implied_move_pct":14.886365658758832,"put_call_skew_pp":2.3244352044352046,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"3e8a686bb93ddb8cff5f96b7557cd8c3c9f8ff23412f8ba7311433c05eb20ecb"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T16:06:50.286000+00:00","captured_at":"2026-10-20T16:15:30.433Z","last_trade_at":"2026-10-20T16:15:19.53047968Z","price":464.05,"iv_pct":64.09895363408522,"implied_move_pct":15.08042612187186,"put_call_skew_pp":2.6596823882021448,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"40afcb483e7534ec13c3f02c83b53cda69ddb9dcb94ad0e89e5333671bcedd12"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T16:18:33.743000+00:00","captured_at":"2026-10-20T16:23:18.227Z","last_trade_at":"2026-10-20T16:23:17.164203446Z","price":463.61,"iv_pct":63.79351752021562,"implied_move_pct":15.015223752932497,"put_call_skew_pp":3.1712706231453947,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"70f451dbba8cd8bfbf84f319fb729664cfd8d31a64d98ed7ffc91ee57bc33a8c"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T16:22:20.293000+00:00","captured_at":"2026-10-20T16:31:02.018Z","last_trade_at":"2026-10-20T16:30:56.632491835Z","price":464.0603,"iv_pct":63.81474422036399,"implied_move_pct":14.997031574635223,"put_call_skew_pp":2.593712810425375,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"c8e6426002f4a41ed4d33df73190081c22c901d1ef64cfae29c4f152bf57975b"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T16:27:44.600000+00:00","captured_at":"2026-10-20T16:38:45.364Z","last_trade_at":"2026-10-20T16:38:39.187080523Z","price":464.7586,"iv_pct":64.11216552250191,"implied_move_pct":15.071045849041598,"put_call_skew_pp":2.870553210800997,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"4b5f4e4551f5ab88db3363030016c1ad4022d442de68010acfa610bb132c1b24"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T16:31:36.787000+00:00","captured_at":"2026-10-20T16:46:32.991Z","last_trade_at":"2026-10-20T16:46:21.739522709Z","price":464.155,"iv_pct":63.917331977995694,"implied_move_pct":15.003145457163955,"put_call_skew_pp":2.4834801136363605,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"6aafdb3c2f9d58280f0a213cf207d7bdbd46f411589e597fcce078a08d92a453"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T16:39:47.262000+00:00","captured_at":"2026-10-20T16:54:18.399Z","last_trade_at":"2026-10-20T16:54:17.816598031Z","price":462.38,"iv_pct":63.44116379310345,"implied_move_pct":14.912862759545439,"put_call_skew_pp":2.7819221539362116,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"c2d86056046959e9c10e3765858e85515515755b4ab5cb490d38cd537ae15572"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T16:59:38.325000+00:00","captured_at":"2026-10-20T17:02:12.851Z","last_trade_at":"2026-10-20T17:02:06.283246849Z","price":462.17,"iv_pct":63.55563063063063,"implied_move_pct":14.934980634831337,"put_call_skew_pp":2.8549601510738376,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"fb6b17fd9cf8ce5c37b6a34e9689097c9245249247e067bb9489894d2b4251e2"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:02:19.027000+00:00","captured_at":"2026-10-20T17:10:18.840Z","last_trade_at":"2026-10-20T17:10:14.746886299Z","price":463.4,"iv_pct":63.50995276653172,"implied_move_pct":14.94566214513742,"put_call_skew_pp":3.361235361653281,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"6d6baa1dff0552509bd8f1df10d590bb859ab1e47235698179a6baa48706dcf9"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:06:35.310000+00:00","captured_at":"2026-10-20T17:18:10.713Z","last_trade_at":"2026-10-20T17:18:00.046583298Z","price":464.1,"iv_pct":63.514367666232076,"implied_move_pct":14.931923024951633,"put_call_skew_pp":3.049486196319018,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"599693dcb1d0ba0526f7336dcbef330c38fc4cd22539a50cb9603e1b8a05c852"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:12:19.061000+00:00","captured_at":"2026-10-20T17:25:54.823Z","last_trade_at":"2026-10-20T17:25:43.15109305Z","price":464.43,"iv_pct":63.45917984189724,"implied_move_pct":14.917210343862369,"put_call_skew_pp":2.9151247848537065,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"de827a6b96a640a0eb880dc121703c7b4861cfdcbb56fe6571897e78cf10dde8"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:22:57.168000+00:00","captured_at":"2026-10-20T17:33:44.224Z","last_trade_at":"2026-10-20T17:33:36.655852891Z","price":464.28,"iv_pct":63.29628378378378,"implied_move_pct":14.871908610600778,"put_call_skew_pp":2.894540661856637,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"80f04508edfc2dfadb062767e5b3a8daee2d7c0b4feb6a569ea191bd2fb67b63"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:30:30.675000+00:00","captured_at":"2026-10-20T17:41:29.125Z","last_trade_at":"2026-10-20T17:41:27.747736888Z","price":464.47,"iv_pct":63.20049304677623,"implied_move_pct":14.851191672674947,"put_call_skew_pp":2.6406201550387642,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"efc761d825260599199e876f3ef19d1f926a9845b92425858621ff549857f319"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:34:46.583000+00:00","captured_at":"2026-10-20T17:49:22.732Z","last_trade_at":"2026-10-20T17:49:20.426982946Z","price":465.44,"iv_pct":63.67387147335424,"implied_move_pct":14.950161595836509,"put_call_skew_pp":2.7247911853563234,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"2f86ab6437aa5c4cdb85bc033c05bbd25d4e38a941b005ab550017fad38ae379"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:46:21.077000+00:00","captured_at":"2026-10-20T17:57:11.558Z","last_trade_at":"2026-10-20T17:57:02.872380707Z","price":465.755,"iv_pct":63.46000037498125,"implied_move_pct":14.918543586620842,"put_call_skew_pp":3.029549524853803,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"21a38a49323ca30f3fdf1f84ce6359a30bc5c2ea4b5fdbba2ddd79a60d7d380e"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:53:22.212000+00:00","captured_at":"2026-10-20T18:05:14.376Z","last_trade_at":"2026-10-20T18:05:13.430422582Z","price":464.7,"iv_pct":63.51520306573957,"implied_move_pct":14.93584128607367,"put_call_skew_pp":2.570188399347284,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"d642c61fb95acf1fbbb939308f41d6bf27646fbe8aa98e01c7f95534d8fe8e68"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T17:59:55.408000+00:00","captured_at":"2026-10-20T18:13:20.622Z","last_trade_at":"2026-10-20T18:13:18.384177931Z","price":464.05,"iv_pct":63.501551724137926,"implied_move_pct":14.918781046929396,"put_call_skew_pp":2.253012371134022,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"f6b73f8a4b1665c01956b1622f0136c5ff582502bb6d83930a006fd29998ec71"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T18:08:41.947000+00:00","captured_at":"2026-10-20T18:21:03.833Z","last_trade_at":"2026-10-20T18:21:03.044344906Z","price":464.22,"iv_pct":63.74239130434782,"implied_move_pct":14.986101042796426,"put_call_skew_pp":2.658504024767805,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"5435e13b361164ae2cd8e6e3c80f0a953c94064a7cfa4612d480664dbfccea5a"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T18:16:23.884000+00:00","captured_at":"2026-10-20T18:28:52.222Z","last_trade_at":"2026-10-20T18:28:46.955095904Z","price":463.86,"iv_pct":63.88377703097603,"implied_move_pct":15.015296892593627,"put_call_skew_pp":2.968700088311371,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"6ad4fabfa9d9067c089883be0deb9921ffc05c6d4711e3d2596b98a8dbf6026d"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T18:22:36.508000+00:00","captured_at":"2026-10-20T18:36:35.005Z","last_trade_at":"2026-10-20T18:36:25.292515167Z","price":463.54,"iv_pct":64.49497375131243,"implied_move_pct":15.160189265852752,"put_call_skew_pp":3.198323076923071,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"c353524228ac8b8a5e3d87667879c864993277ed8ee63b1770d362e103087e52"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T18:35:42.183000+00:00","captured_at":"2026-10-20T18:44:23.117Z","last_trade_at":"2026-10-20T18:44:08.438187849Z","price":462.65,"iv_pct":64.46434013081954,"implied_move_pct":15.153732572699719,"put_call_skew_pp":2.489078444297954,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"b11f959e44d461e9d149a213616033f4d46b47b24fdb18ea514f247ea7254987"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T18:38:49.687000+00:00","captured_at":"2026-10-20T18:52:11.245Z","last_trade_at":"2026-10-20T18:51:56.537327932Z","price":463.38,"iv_pct":64.38845132743363,"implied_move_pct":15.141388955413039,"put_call_skew_pp":2.7238629737609377,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"76f57929e56f56af5375eb9bf513c998ea23cc267445cecb0fcbb775e329e5c2"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T18:45:45.920000+00:00","captured_at":"2026-10-20T18:59:56.895Z","last_trade_at":"2026-10-20T18:59:43.961908833Z","price":464.05,"iv_pct":64.3951127819549,"implied_move_pct":15.140480227613534,"put_call_skew_pp":2.9332690355329927,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"0839cd9cd4968a1e027e0aa2a4d9f6a89315061cadc22cc1cd8c4cb9c49816b5"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T19:03:08.565000+00:00","captured_at":"2026-10-20T19:09:51.447Z","last_trade_at":"2026-10-20T19:09:33.022472374Z","price":464.17,"iv_pct":64.63765217391304,"implied_move_pct":15.188599429530058,"put_call_skew_pp":2.4313072730369645,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"58928dc3e46e3230100f5796d75ffeb00d3976dc06b18803e8da4903c42c58c7"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T19:05:17.444000+00:00","captured_at":"2026-10-20T19:17:40.229Z","last_trade_at":"2026-10-20T19:17:35.107784093Z","price":464.055,"iv_pct":64.57940848743479,"implied_move_pct":15.188110841756702,"put_call_skew_pp":2.5402397660818754,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"903d96b436ce954f02ca2188d6b3c1ea2bd0b0d5c2c85024ffe3c54283714ea5"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T19:16:27.181000+00:00","captured_at":"2026-10-20T19:25:21.443Z","last_trade_at":"2026-10-20T19:25:16.775564857Z","price":462.57,"iv_pct":64.40172166149067,"implied_move_pct":15.135635170611076,"put_call_skew_pp":2.085547893444184,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"cf4d56f998e7a106ae285bc3bdc2c27f020e6e091ab13e37dfb4cd5b75cbdcd4"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T19:19:53.240000+00:00","captured_at":"2026-10-20T19:33:14.437Z","last_trade_at":"2026-10-20T19:33:14.076487995Z","price":463.23,"iv_pct":64.60799107142857,"implied_move_pct":15.1771547457141,"put_call_skew_pp":1.9401066455548732,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"fc97c94189b2aea390a607cae88a5ef0d15ecc888e7ac7501d43dfebd0b6c9a5"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T19:31:28.038000+00:00","captured_at":"2026-10-20T19:41:02.809Z","last_trade_at":"2026-10-20T19:40:59.398071578Z","price":462.56,"iv_pct":64.4426911027569,"implied_move_pct":15.164072869175705,"put_call_skew_pp":2.5620060409272782,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"cd62792f0f8e4bf94a042743a5dee8ac275006670562e72c20fc7953c2f96294"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T19:34:54.488000+00:00","captured_at":"2026-10-20T19:48:48.224Z","last_trade_at":"2026-10-20T19:48:47.507953431Z","price":462.55,"iv_pct":64.42279030396307,"implied_move_pct":15.129682641132897,"put_call_skew_pp":1.8602647975077824,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"e4671dae1953f6810fcb286936273f6b13c5da4a90f184d80dd8fa0ea5203f34"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T19:48:40.102000+00:00","captured_at":"2026-10-20T19:56:33.959Z","last_trade_at":"2026-10-20T19:56:30.146579686Z","price":461.62,"iv_pct":64.49584978070175,"implied_move_pct":15.149868166147792,"put_call_skew_pp":1.786812947401184,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"d742b83546ca893f91dc35ab250a272c7bd03122ee3c373a2ed6865ae8337003"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-20T19:55:10.970000+00:00","captured_at":"2026-10-20T20:04:33.864Z","last_trade_at":"2026-10-20T20:04:09.923567341Z","price":461.56,"iv_pct":63.91886241193535,"implied_move_pct":15.004151132430508,"put_call_skew_pp":2.7010426540284405,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"49d744b06dcaf53056ec38c527327947dd87dbea192ba1d1555de30a06d55fad"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:37.587000+00:00","captured_at":"2026-10-21T13:30:44.907Z","last_trade_at":"2026-10-21T13:30:44.626041301Z","price":499.255,"iv_pct":64.13155092592592,"implied_move_pct":14.823823608287462,"put_call_skew_pp":2.8387691815856764,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"70b8cb012878fc042b3486743a110908bb36c7dcb1951f4f7a1083642b6e96f2"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:43.417000+00:00","captured_at":"2026-10-21T13:38:32.560Z","last_trade_at":"2026-10-21T13:38:31.339329059Z","price":491.94,"iv_pct":64.56233301033592,"implied_move_pct":14.936049917083718,"put_call_skew_pp":1.2515008816512907,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"19f3a89ad57fde7c467395d236f12db037a01d217f03954f0e1c10ac6036c95a"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T13:31:43.739000+00:00","captured_at":"2026-10-21T13:46:29.492Z","last_trade_at":"2026-10-21T13:46:29.002418991Z","price":488.21,"iv_pct":64.40456547122602,"implied_move_pct":14.890633651938057,"put_call_skew_pp":1.381614275909404,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"da03f0878ac46a207506fa13e84f314727a59c7ef8729111d7a2f4ee008c7986"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T13:43:57.094000+00:00","captured_at":"2026-10-21T13:54:24.115Z","last_trade_at":"2026-10-21T13:54:23.36701836Z","price":484.3213,"iv_pct":63.957225184826086,"implied_move_pct":14.78474934291912,"put_call_skew_pp":2.203221884498474,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"38351cf21c92e26498fa9cdff6378e2b31f09eee366c649ce428a5d7f8bff805"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T13:52:07.767000+00:00","captured_at":"2026-10-21T14:02:32.133Z","last_trade_at":"2026-10-21T14:02:30.133460576Z","price":485.63,"iv_pct":63.878138494597,"implied_move_pct":14.772164563534366,"put_call_skew_pp":2.4013732485729022,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"c6bc2a4a8a8a5a5a5da4b687fc0345de26f17679ca56e0bc769e1b28b5c8443f"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T13:56:07.994000+00:00","captured_at":"2026-10-21T14:10:35.649Z","last_trade_at":"2026-10-21T14:10:35.278099037Z","price":483.37,"iv_pct":64.14149321266969,"implied_move_pct":14.841384633919644,"put_call_skew_pp":2.570091596973323,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"f5ef47926f5ebbb3c752a0b982140ed76eac6fd96d3a6d0b22aeab05afe0701f"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T14:04:32.308000+00:00","captured_at":"2026-10-21T14:18:44.237Z","last_trade_at":"2026-10-21T14:18:39.729250428Z","price":485.06,"iv_pct":64.11036199095024,"implied_move_pct":14.830977666988254,"put_call_skew_pp":2.7124117463292796,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"59b7d7fa3a4032c53870822a0df43872276c4065885d0a5d1aedd984892b7f8a"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T14:17:01.989000+00:00","captured_at":"2026-10-21T14:26:52.142Z","last_trade_at":"2026-10-21T14:26:38.567189253Z","price":486.2,"iv_pct":63.63434553681613,"implied_move_pct":14.702853254133288,"put_call_skew_pp":1.3250364914177526,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"ff1a7639d6a56351b86576c377db176ceb89046c46d42941274b7e209d67d5a9"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T14:31:28.311000+00:00","captured_at":"2026-10-21T14:34:54.073Z","last_trade_at":"2026-10-21T14:34:53.424759638Z","price":489.418,"iv_pct":63.76918122407943,"implied_move_pct":14.746827250959027,"put_call_skew_pp":1.575663857419174,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"8f0e20733eb0e815aec98fc90d570da9b69ee89d9b64e1a0d73c05cdd2445fa9"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T14:39:06.988000+00:00","captured_at":"2026-10-21T14:50:58.982Z","last_trade_at":"2026-10-21T14:50:58.47152789Z","price":489.91,"iv_pct":63.728295454545446,"implied_move_pct":14.739929040770008,"put_call_skew_pp":1.7618453206972418,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"36d967724342ada514545696754eed1fefcb888b7ee25aaa8773e53f1bd3ea4f"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T14:53:20.662000+00:00","captured_at":"2026-10-21T15:02:01.911Z","last_trade_at":"2026-10-21T15:01:57.167814103Z","price":489.42,"iv_pct":64.2630237990026,"implied_move_pct":14.860970562668424,"put_call_skew_pp":1.9455063291139219,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"f2709c123704a4c8eea6be12d6b97eb0522decb6a1e098765e504275bc2c7a6d"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T15:16:31.202000+00:00","captured_at":"2026-10-21T15:18:42.263Z","last_trade_at":"2026-10-21T15:18:41.093355437Z","price":485.685,"iv_pct":63.92127272727273,"implied_move_pct":14.778625540293744,"put_call_skew_pp":2.2216252510040224,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"bf5ad0ceb8d3589567d456ddc089f79973326892d42a1f11237170ca13f8ad92"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T15:20:01.720000+00:00","captured_at":"2026-10-21T15:29:40.350Z","last_trade_at":"2026-10-21T15:29:38.255539673Z","price":483.001,"iv_pct":63.17573680555555,"implied_move_pct":14.601424795761869,"put_call_skew_pp":2.07749405283586,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"088b328d0c56778a5ee6625a0daddf466296ed54d48bec9cebea268b884e17d6"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T15:34:43.846000+00:00","captured_at":"2026-10-21T15:45:56.075Z","last_trade_at":"2026-10-21T15:45:53.356671466Z","price":484.56,"iv_pct":63.08892067003793,"implied_move_pct":14.582032252023394,"put_call_skew_pp":2.050437500000002,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"8ef76ae4cdfda27e0a0e856e84a7b413073783656de5776336105d48a0be4765"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T15:45:23.343000+00:00","captured_at":"2026-10-21T15:58:10.841Z","last_trade_at":"2026-10-21T15:58:01.307170254Z","price":483.985,"iv_pct":62.967600000000004,"implied_move_pct":14.559197771280788,"put_call_skew_pp":2.158001310615998,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"a839809f0a3a23950d67c1e0bdb7ac461f0cc2e3d1d1b8c695ece531107799d4"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T16:00:04.557000+00:00","captured_at":"2026-10-21T16:08:50.288Z","last_trade_at":"2026-10-21T16:08:49.226616216Z","price":483.44,"iv_pct":63.125807341269834,"implied_move_pct":14.59587746562992,"put_call_skew_pp":2.113604028085725,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"31fa439146eecb66a7f5e2212f96404e0a4a7b7f70fa7630af3d14d2de74f143"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T16:16:35.204000+00:00","captured_at":"2026-10-21T16:19:00.457Z","last_trade_at":"2026-10-21T16:18:59.995094596Z","price":482.62,"iv_pct":62.93378938053098,"implied_move_pct":14.559519579033273,"put_call_skew_pp":2.3682743182743216,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"d23c83ed417232060a7f521c4e123802afa6a86b4517927192667bff19e9ddca"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T16:31:36.300000+00:00","captured_at":"2026-10-21T16:39:31.820Z","last_trade_at":"2026-10-21T16:39:26.133131542Z","price":481.87,"iv_pct":63.146854545454545,"implied_move_pct":14.591213775122297,"put_call_skew_pp":1.9128401724196498,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"0435f8493d36cb91c4749c1a4d7cf2fd89c174e2fb53a204d36e8eaab8bfe4d9"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T16:40:00.203000+00:00","captured_at":"2026-10-21T16:49:49.020Z","last_trade_at":"2026-10-21T16:49:48.49183952Z","price":483.625,"iv_pct":63.14106965075853,"implied_move_pct":14.599484246885764,"put_call_skew_pp":2.2068583663758967,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"52d4a46fcb661eff5703eaad750de47f028e6411eebbe515a66500c8c80e2d4a"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T16:46:37.207000+00:00","captured_at":"2026-10-21T17:00:00.731Z","last_trade_at":"2026-10-21T16:59:38.050524225Z","price":483.305,"iv_pct":63.171422222222226,"implied_move_pct":14.60722410164274,"put_call_skew_pp":2.1987204206836086,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"71f344ef21a31305768a14edba19bf95e0e9d9a640ed31d2a2119e945a4edf8e"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T17:04:54.850000+00:00","captured_at":"2026-10-21T17:15:17.171Z","last_trade_at":"2026-10-21T17:15:08.858728074Z","price":482.99,"iv_pct":63.35914285714286,"implied_move_pct":14.646089323877684,"put_call_skew_pp":2.2368794042680884,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"c7774eaa53a9ee1e575a7a83291b1e6180514121ca2819526ed26d1025eb5d61"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T17:15:09.991000+00:00","captured_at":"2026-10-21T17:28:57.187Z","last_trade_at":"2026-10-21T17:28:53.250160364Z","price":484.405,"iv_pct":63.262232142857144,"implied_move_pct":14.622527526405737,"put_call_skew_pp":2.187594769131418,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"3cfa869a340ff636ae7b4c56f79af23ceab4c868b198d794bc95de174a15bbfb"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T17:31:40.210000+00:00","captured_at":"2026-10-21T17:39:23.639Z","last_trade_at":"2026-10-21T17:39:20.098497459Z","price":484.17,"iv_pct":62.95555280235988,"implied_move_pct":14.554196276940115,"put_call_skew_pp":2.234195640892578,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"3f856b742120334e834b4dd5773bab0eee21eef164a6f8867435d9fe69157d73"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T17:42:52.901000+00:00","captured_at":"2026-10-21T17:51:58.391Z","last_trade_at":"2026-10-21T17:51:55.788852965Z","price":484.35,"iv_pct":62.911548672566376,"implied_move_pct":14.553625833728443,"put_call_skew_pp":2.3079887420150547,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"9cf701f576f66b3654664b95b0174c54084eebcdb554e6f210c05e9108147722"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T17:52:43.043000+00:00","captured_at":"2026-10-21T18:03:02.737Z","last_trade_at":"2026-10-21T18:02:45.947349778Z","price":484.4,"iv_pct":62.75044306008384,"implied_move_pct":14.517718177419612,"put_call_skew_pp":2.3102454007358775,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"114a4ee815371a4868c67771d330b8cc539c31eed003672121005e09cda90688"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T18:01:42.211000+00:00","captured_at":"2026-10-21T18:14:29.530Z","last_trade_at":"2026-10-21T18:14:22.289095369Z","price":484.615,"iv_pct":62.75662398433677,"implied_move_pct":14.506528889525411,"put_call_skew_pp":2.1528728598604885,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"5ef5669fa51a5d96bf8252b8ea3e297352ee6863c89fbe418e7d6e26edb210ca"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T18:16:43.213000+00:00","captured_at":"2026-10-21T18:25:11.153Z","last_trade_at":"2026-10-21T18:25:09.329375626Z","price":484.59,"iv_pct":62.72528761061946,"implied_move_pct":14.510145151443599,"put_call_skew_pp":2.370891590678814,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"592a56b178fe3421ee55d63f58922bd10c9f2b84a3e6f13ce3fcac2142ab3e20"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T18:33:33.689000+00:00","captured_at":"2026-10-21T18:35:30.424Z","last_trade_at":"2026-10-21T18:35:29.049364436Z","price":484.64,"iv_pct":62.80860226155358,"implied_move_pct":14.523609329740403,"put_call_skew_pp":2.091518879261267,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"671d6d0130cf004a29b0306376fe2e7130ef6de0f21d3849c5871fa086b285a6"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T18:49:21.930000+00:00","captured_at":"2026-10-21T18:56:22.147Z","last_trade_at":"2026-10-21T18:56:20.388659203Z","price":484.4,"iv_pct":62.660714951094555,"implied_move_pct":14.481972617871344,"put_call_skew_pp":1.890018157492357,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"b7f23ebaa8ab18e9f35f11f92e1009f1569fbf25c728f3e5c5dd927ed593c9a0"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T18:58:25.612000+00:00","captured_at":"2026-10-21T19:07:11.220Z","last_trade_at":"2026-10-21T19:07:08.775848302Z","price":484.3775,"iv_pct":63.133603571428566,"implied_move_pct":14.596133574487233,"put_call_skew_pp":2.224164133738604,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"0b34622feee7bd0c31b8c70e1e7fb5d3d51b8f1e749f36e4f805f0c3de69833e"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T19:06:35.491000+00:00","captured_at":"2026-10-21T19:17:59.398Z","last_trade_at":"2026-10-21T19:17:57.005125823Z","price":486.33,"iv_pct":63.23031693128106,"implied_move_pct":14.616940613322962,"put_call_skew_pp":2.289116535890734,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"e0725ed8048dcaf706dfd5bd08b98cb5362081324f442a8773c083ffbe8ab927"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T19:16:35.252000+00:00","captured_at":"2026-10-21T19:28:18.048Z","last_trade_at":"2026-10-21T19:28:16.069002359Z","price":486.87,"iv_pct":62.97678068693694,"implied_move_pct":14.556382068339827,"put_call_skew_pp":2.1239489489489505,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"e1f5e1f25986a9ce29920b214ab349ca1d52b9130da487d1e8c2f8facc18acf4"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T19:32:47.697000+00:00","captured_at":"2026-10-21T19:38:33.374Z","last_trade_at":"2026-10-21T19:38:31.653604668Z","price":487.795,"iv_pct":63.04107203185328,"implied_move_pct":14.575218008525031,"put_call_skew_pp":2.125124458874461,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"fb4991306eda46cac738c06b75e247f4ae23956dcdf2b3fb6b0954a5c2591ae7"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T19:38:07.832000+00:00","captured_at":"2026-10-21T19:48:50.898Z","last_trade_at":"2026-10-21T19:48:50.209591335Z","price":488.68,"iv_pct":62.682678571428575,"implied_move_pct":14.494631675417157,"put_call_skew_pp":1.8852909037692323,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"7dbd059776082c8df3231449dcd653dd223d344bfcadb87cbb2a3795db84a99b"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T19:54:29.537000+00:00","captured_at":"2026-10-21T19:59:14.751Z","last_trade_at":"2026-10-21T19:59:13.238839314Z","price":486.23,"iv_pct":62.495852507374636,"implied_move_pct":14.439599914992222,"put_call_skew_pp":1.8709364035087717,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"7f63aea1e4ee3bbe7cf70f5390df22305d213445d8244d6fcc896fa22146648c"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:10.237000+00:00","captured_at":"2026-10-21T20:10:39.044Z","last_trade_at":"2026-10-21T20:10:12.167832951Z","price":486.3146,"iv_pct":62.48606666666666,"implied_move_pct":14.459798474302668,"put_call_skew_pp":2.293631919833805,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"cdc3ba460ab35f42bb890a0b214589610efd170594549c3d8dd1f882953a7fed"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-22T17:19:46.785000+00:00","captured_at":"2026-10-22T17:30:30.315Z","last_trade_at":"2026-10-22T17:30:28.930475166Z","price":453.6,"iv_pct":65.60705866413765,"implied_move_pct":14.908208029482248,"put_call_skew_pp":2.4806472597422857,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"2a0559a7c0637263ac30f0e34944cf191de0c1273479fa224f08035aee706995"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-22T19:53:52.052000+00:00","captured_at":"2026-10-23T01:53:05.088Z","last_trade_at":"2026-10-22T23:56:02.616840154Z","price":449,"iv_pct":67.03648351648353,"implied_move_pct":15.04452643372465,"put_call_skew_pp":-0.8454403284587353,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"7128719012450f0480924a5fa697f0dcaed73d3e7f671811231417c0dc187142"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-23T16:29:16.968000+00:00","captured_at":"2026-10-23T16:35:25.566Z","last_trade_at":"2026-10-23T16:35:08.680876142Z","price":461.6288,"iv_pct":64.61996510468595,"implied_move_pct":14.418207703330644,"put_call_skew_pp":2.811394934333955,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"425826cf8020d09e1b5bcc16280fa1eccbd0a1a8f770ba94cffe9765dd075b9c"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-23T19:53:35.605000+00:00","captured_at":"2026-10-24T03:56:50.854Z","last_trade_at":"2026-10-23T23:55:03.330391746Z","price":456.1,"iv_pct":64.5148347107438,"implied_move_pct":14.383807378764626,"put_call_skew_pp":2.1095466801483,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"17e7030c7397e74c00b1ea593dc6d82f8a841f87de72da97061fdea160cf0b35"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-26T19:54:40.562000+00:00","captured_at":"2026-10-26T21:33:59.413Z","last_trade_at":"2026-10-26T21:00:22.821168221Z","price":467.86,"iv_pct":66.48990990990991,"implied_move_pct":14.031916495940314,"put_call_skew_pp":3.635953517246726,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"6b0f58aab4adc0e1eade95c40dd17f8f8451c06b56c571ad83ba0cf6bfae5577"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-27T19:56:13.611000+00:00","captured_at":"2026-10-27T23:01:03.658Z","last_trade_at":"2026-10-27T23:00:00.002150317Z","price":501.96,"iv_pct":65.1085361480759,"implied_move_pct":13.45448607893806,"put_call_skew_pp":0.5490416666666609,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"d387c291faaeafab24d5f7f89a0c3c9a7a5eb03b10f67005ab15fa4559897cca"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-28T19:36:42.898000+00:00","captured_at":"2026-10-28T19:43:29.644Z","last_trade_at":"2026-10-28T19:43:28.385731181Z","price":491.685,"iv_pct":64.69427327935222,"implied_move_pct":13.056872139962886,"put_call_skew_pp":1.252718498659522,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"94b5b914f7d71aefb5b1d72a3c4dc0ee063f2d71b6b8a9bdaccb9eb72df7df8a"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-28T19:53:25.660000+00:00","captured_at":"2026-10-29T02:33:21.444Z","last_trade_at":"2026-10-28T23:59:38.507936876Z","price":483.7579,"iv_pct":65.57188507145028,"implied_move_pct":12.823350128561826,"put_call_skew_pp":-11.96782106782106,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"fd27ef740ebabbf437b443dd459fe52b2e43075e9bce132ae433fff2be479e0d"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:46.071000+00:00","captured_at":"2026-10-29T22:37:28.854Z","last_trade_at":"2026-10-29T22:31:53.420699649Z","price":441.86,"iv_pct":70.71115942028985,"implied_move_pct":12.533602099104845,"put_call_skew_pp":-44.311707878090864,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"05763f0f2ccbe84184c70fc1a981f9bfacf9654af3a56f7eae40d83888059d0a"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:02.570000+00:00","captured_at":"2026-10-30T22:27:17.000Z","last_trade_at":"2026-10-30T22:23:27.946304181Z","price":424.27,"iv_pct":70.99613202973497,"implied_move_pct":13.752919402883562,"put_call_skew_pp":6.648207565854625,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"1e5c5bd8d745e8507a6914d9cb2f794d42e98e3d2e3a1dc4b7f171b72f000fcd"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-11-03T19:32:08.998000+00:00","captured_at":"2026-11-03T19:43:33.882Z","last_trade_at":"2026-11-03T19:43:20.570970889Z","price":406.835,"iv_pct":79.18988712416342,"implied_move_pct":13.753267377224788,"put_call_skew_pp":6.042922977763454,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"77ee5f3e3c29de076d4a134f13a755e2efbe824f5845237e60d1a88c0460d196"},{"symbol":"DELL","expiry":"2026-11-20","observed_at":"2026-11-06T20:54:41.610000+00:00","captured_at":"2026-11-07T04:55:19.992Z","last_trade_at":"2026-11-07T00:57:28.924116904Z","price":331.7,"iv_pct":94.39563006248554,"implied_move_pct":15.139227633129714,"put_call_skew_pp":21.223928571428562,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/DELL","source_hash":"54df51711be15a357d1915b94d8daf99700b822bfd82c4759004e405b5522866"}],"dailyIv":[{"symbol":"DELL","date":"2026-08-10","iv_pct":83.54651877897449,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":86.58208333333334,"put_iv_pct":86.18287500000001},{"expiry":"2026-08-21","call_iv_pct":77.59666666666666,"put_iv_pct":77.54086956521739},{"expiry":"2026-08-28","call_iv_pct":76.71174089068826,"put_iv_pct":76.03338709677419},{"expiry":"2026-09-04","call_iv_pct":93.9727485380117,"put_iv_pct":93.7517791411043}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"51b31867589b03c8ae128d1e3523eaedc5b53ca8e877e15ed45221af2bd0b5fd","captured_at":"2026-10-21T20:45:07.806396+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"580ccd4503b9e92c61b54652f5ac05ba23e0062bffa15a61f338930c02bec079"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2841e98714d62178f5f134cd545cccca54bb22d4b5a732bdeb41dbbba7d1d5f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"ac02ad51336ebf78a096222627047e51f64ee0fa2e99b61eb7b9606167be6847"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c3213be7962d930300be6b2e516e190e328fc6b8589264c462d6d063e1e8fd38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"25dc67ce3122e2294de03243dc627d7d3f992c3b8987f20edba638c95d3e0ad0"}]},{"symbol":"DELL","date":"2026-08-11","iv_pct":81.25111787229022,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":89.07688172043011,"put_iv_pct":86.94160278745645},{"expiry":"2026-08-21","call_iv_pct":74.81279569892473,"put_iv_pct":74.94655172413793},{"expiry":"2026-08-28","call_iv_pct":72.8268656716418,"put_iv_pct":73.29240875912409},{"expiry":"2026-09-04","call_iv_pct":88.90295336787565,"put_iv_pct":89.20888324873097}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff212208f9a4d0adba3f3ca6fe4f5fa1c33bb0fa63ca38c0ab51027855729339","captured_at":"2026-10-21T20:45:06.704031+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"919487ce17dca2cd04c1131b5fe14300630f77281540dffd8dbd4ecd1aec6dd4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2841e98714d62178f5f134cd545cccca54bb22d4b5a732bdeb41dbbba7d1d5f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"ac02ad51336ebf78a096222627047e51f64ee0fa2e99b61eb7b9606167be6847"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c3213be7962d930300be6b2e516e190e328fc6b8589264c462d6d063e1e8fd38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"25dc67ce3122e2294de03243dc627d7d3f992c3b8987f20edba638c95d3e0ad0"}]},{"symbol":"DELL","date":"2026-08-12","iv_pct":81.65102735188877,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":88.13278688524589,"put_iv_pct":88.22955414012739},{"expiry":"2026-08-21","call_iv_pct":74.56556195965418,"put_iv_pct":74.51079545454546},{"expiry":"2026-08-28","call_iv_pct":73.4172972972973,"put_iv_pct":73.20348484848485},{"expiry":"2026-09-04","call_iv_pct":90.45096045197741,"put_iv_pct":90.69777777777777}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"44bae058b12a9aa8d1507dcf3d4fda56de961f91493c65b4bc2eb577395a8f7f","captured_at":"2026-10-21T20:45:05.610214+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"32b35487aa85b45bed7c7e8b523664daa9fb65ce2b6757e91d4d4a753c3862e0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2841e98714d62178f5f134cd545cccca54bb22d4b5a732bdeb41dbbba7d1d5f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"ac02ad51336ebf78a096222627047e51f64ee0fa2e99b61eb7b9606167be6847"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c3213be7962d930300be6b2e516e190e328fc6b8589264c462d6d063e1e8fd38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"25dc67ce3122e2294de03243dc627d7d3f992c3b8987f20edba638c95d3e0ad0"}]},{"symbol":"DELL","date":"2026-08-13","iv_pct":75.52058666043473,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":77.33240480961923,"put_iv_pct":74.8650194552529},{"expiry":"2026-08-21","call_iv_pct":68.89435897435897,"put_iv_pct":68.62941176470588},{"expiry":"2026-08-28","call_iv_pct":69.14432624113476,"put_iv_pct":69.65085106382979},{"expiry":"2026-09-04","call_iv_pct":87.18781249999999,"put_iv_pct":88.46050847457627}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f3be2a85be42e42335ff4372149a64a8f207739f361240662ef324fa17241b26","captured_at":"2026-10-21T20:45:04.494342+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"de0285a2bc442f2c6e0066d81f6afabeaf710108f8d1dc9578dc78cdadbdd87c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2841e98714d62178f5f134cd545cccca54bb22d4b5a732bdeb41dbbba7d1d5f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"ac02ad51336ebf78a096222627047e51f64ee0fa2e99b61eb7b9606167be6847"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c3213be7962d930300be6b2e516e190e328fc6b8589264c462d6d063e1e8fd38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"25dc67ce3122e2294de03243dc627d7d3f992c3b8987f20edba638c95d3e0ad0"}]},{"symbol":"DELL","date":"2026-08-14","iv_pct":73.60895707304863,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":62.637284482758616,"put_iv_pct":63.34218340611354},{"expiry":"2026-08-28","call_iv_pct":65.16705882352942,"put_iv_pct":65.09468354430379},{"expiry":"2026-09-04","call_iv_pct":85.93666666666667,"put_iv_pct":85.42366666666666},{"expiry":"2026-09-11","call_iv_pct":81.50333333333333,"put_iv_pct":79.76677966101695}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7540eefba45ff270d324da99602c0406efb1a17a217c9f446a7ca59f8e4a376b","captured_at":"2026-10-21T20:44:51.834409+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"2091e0bb65b9970ef4a8a14068377a1718d48dcbd6b65a4654cf32b746afd533"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"ac02ad51336ebf78a096222627047e51f64ee0fa2e99b61eb7b9606167be6847"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c3213be7962d930300be6b2e516e190e328fc6b8589264c462d6d063e1e8fd38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"25dc67ce3122e2294de03243dc627d7d3f992c3b8987f20edba638c95d3e0ad0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"aec56318f21c031f680fd522c9e20d11b99772cb34e570e8b5ef927f69ec72f3"}]},{"symbol":"DELL","date":"2026-08-17","iv_pct":76.872447615035,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":70.07098939929328,"put_iv_pct":69.45577464788732},{"expiry":"2026-08-28","call_iv_pct":67.42536723163842,"put_iv_pct":67.06860465116279},{"expiry":"2026-09-04","call_iv_pct":88.8680412371134,"put_iv_pct":87.91641509433961},{"expiry":"2026-09-11","call_iv_pct":83.06989130434783,"put_iv_pct":81.10449735449735}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8e103c9a3e39b9560abb73f51e641e223087e82d565d0c1ef4c88a14c88bb6d5","captured_at":"2026-10-21T20:44:19.815581+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"00c5d1ea908d526714377b77ec22f845bc5dede973b3b9d63f03026a8724e261"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5e44067703654dd95e6e66c7410982cca8a5d697e429de9c7a37c920d3bf03c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c6b98f1f22ab77bc9a1eba289b31b23286ecb3047fa9b39b8cbdefa41e1dc705"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"31bea2b39d00a8c2d485a593e12a23b4f4652fc34d1fe66b1225e4ee47568d97"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"34a4a879613917e3e80c63286245fb770145ce0f6cd76d7d1bbe428cbdf783b4"}]},{"symbol":"DELL","date":"2026-08-18","iv_pct":80.14241977952335,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":75.11150159744409,"put_iv_pct":74.12583596214512},{"expiry":"2026-08-28","call_iv_pct":70.80067415730336,"put_iv_pct":69.93},{"expiry":"2026-09-04","call_iv_pct":91.59,"put_iv_pct":90.94200000000001},{"expiry":"2026-09-11","call_iv_pct":85.13259259259259,"put_iv_pct":83.50675392670158}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c321f6787acc0ec67c984dbd0e24a1d9a04c271b7aede41e0b70f79042ba5e14","captured_at":"2026-10-21T20:44:18.718403+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"d0779ae743ccbd82a6c8013afeb9332a9c81ad32b5b32733c9bb15e8a7013b78"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5e44067703654dd95e6e66c7410982cca8a5d697e429de9c7a37c920d3bf03c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c6b98f1f22ab77bc9a1eba289b31b23286ecb3047fa9b39b8cbdefa41e1dc705"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"31bea2b39d00a8c2d485a593e12a23b4f4652fc34d1fe66b1225e4ee47568d97"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"34a4a879613917e3e80c63286245fb770145ce0f6cd76d7d1bbe428cbdf783b4"}]},{"symbol":"DELL","date":"2026-08-19","iv_pct":79.04034124010529,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":74.6576399026764,"put_iv_pct":72.89238095238095},{"expiry":"2026-08-28","call_iv_pct":67.79732394366197,"put_iv_pct":66.91576744186047},{"expiry":"2026-09-04","call_iv_pct":91.39551401869159,"put_iv_pct":90.62709677419355},{"expiry":"2026-09-11","call_iv_pct":83.14896860986548,"put_iv_pct":84.88803827751195}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ce83386ef141d9b3f1eff5fc211919643cc145e231d2d68e9248cf7c455f91f0","captured_at":"2026-10-21T20:44:17.616399+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"38a93398731a850e60529f348d708291390bbd572f71d01acb773590ac703c84"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5e44067703654dd95e6e66c7410982cca8a5d697e429de9c7a37c920d3bf03c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c6b98f1f22ab77bc9a1eba289b31b23286ecb3047fa9b39b8cbdefa41e1dc705"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"31bea2b39d00a8c2d485a593e12a23b4f4652fc34d1fe66b1225e4ee47568d97"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"34a4a879613917e3e80c63286245fb770145ce0f6cd76d7d1bbe428cbdf783b4"}]},{"symbol":"DELL","date":"2026-08-20","iv_pct":77.47728134792743,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":72.08766447368421,"put_iv_pct":71.09742301458671},{"expiry":"2026-08-28","call_iv_pct":64.75291139240507,"put_iv_pct":65.10881355932203},{"expiry":"2026-09-04","call_iv_pct":90.91199999999999,"put_iv_pct":90.42464},{"expiry":"2026-09-11","call_iv_pct":83.53520930232557,"put_iv_pct":81.8995890410959}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ca9b5ebaf48247e1202627ca56d1a1e5a7f545b9ec8563eb00196580231d7ff6","captured_at":"2026-10-21T20:44:16.496597+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"1dd3bd3286683ee2bfee0bc11939964c075c3ab232b576ee5945d34346bd1ee9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5e44067703654dd95e6e66c7410982cca8a5d697e429de9c7a37c920d3bf03c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c6b98f1f22ab77bc9a1eba289b31b23286ecb3047fa9b39b8cbdefa41e1dc705"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"31bea2b39d00a8c2d485a593e12a23b4f4652fc34d1fe66b1225e4ee47568d97"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"34a4a879613917e3e80c63286245fb770145ce0f6cd76d7d1bbe428cbdf783b4"}]},{"symbol":"DELL","date":"2026-08-21","iv_pct":79.8127186542594,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":65.5838056680162,"put_iv_pct":65.24790322580645},{"expiry":"2026-09-04","call_iv_pct":90.90548387096774,"put_iv_pct":91.49642857142857},{"expiry":"2026-09-11","call_iv_pct":82.10162895927601,"put_iv_pct":84.03400943396227},{"expiry":"2026-09-18","call_iv_pct":79.64833333333333,"put_iv_pct":79.48415617128464}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"afaf80bee8a4a18aa469b3f8c4ae15e3c595c1e41ab23fa9fadb8134eaabf102","captured_at":"2026-10-21T20:44:02.876509+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"ee89c871b54c1cba5721134a72ef533aa5cac1b3d0a8fa79100d33ad9b517832"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","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":"c6b98f1f22ab77bc9a1eba289b31b23286ecb3047fa9b39b8cbdefa41e1dc705"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"31bea2b39d00a8c2d485a593e12a23b4f4652fc34d1fe66b1225e4ee47568d97"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"34a4a879613917e3e80c63286245fb770145ce0f6cd76d7d1bbe428cbdf783b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"2eb5b2aaaf3a4e4973499d9d8fc8a41aca3a1dbfb4fd2b2460395f501be962e3"}]},{"symbol":"DELL","date":"2026-08-24","iv_pct":85.7211970856243,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":75.97242214532871,"put_iv_pct":74.89047619047619},{"expiry":"2026-09-04","call_iv_pct":100.52861538461539,"put_iv_pct":98.88217391304349},{"expiry":"2026-09-11","call_iv_pct":86.65674796747967,"put_iv_pct":86.39946902654867},{"expiry":"2026-09-18","call_iv_pct":81.47523809523808,"put_iv_pct":80.96443396226415}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fe776d68fe3d393f87281296e30f253af563f246a444f2b8a5abe0e67e9737fa","captured_at":"2026-10-21T20:43:29.021584+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"eae1021af3bab783d3b631b030df9e32251e82e1030bb5f0fd7110b66adffe7b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0b1364b96bfee8e4fef3d001e80e6796f85c277382797648176730344976381"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"530e540f23b0332c5d48a74239a4be38ae5391f7a1aab6ff72c9402989bc7c1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"fe95c28330f3c845a6a72976858091c947653450b07fe0d7005c5e8e69258b26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"d26371b985a8f62034974a464e271ef55c950618208b7c7943684cffba0d471b"}]},{"symbol":"DELL","date":"2026-08-25","iv_pct":85.04863376575835,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":72.95972891566265,"put_iv_pct":71.97},{"expiry":"2026-09-04","call_iv_pct":100.4834328358209,"put_iv_pct":100.81323529411765},{"expiry":"2026-09-11","call_iv_pct":86.0004329004329,"put_iv_pct":86.95829787234042},{"expiry":"2026-09-18","call_iv_pct":80.79923076923077,"put_iv_pct":80.40471153846154}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"82fad0793647f088bf48dad1a600119e658a847713fea03a150045095526d558","captured_at":"2026-10-21T20:43:27.940117+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"bbc9854b4f2f51e2f216c1e5ccea8c167afb41a5316be6296ac092c7a33e5bdd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0b1364b96bfee8e4fef3d001e80e6796f85c277382797648176730344976381"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"530e540f23b0332c5d48a74239a4be38ae5391f7a1aab6ff72c9402989bc7c1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"fe95c28330f3c845a6a72976858091c947653450b07fe0d7005c5e8e69258b26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"d26371b985a8f62034974a464e271ef55c950618208b7c7943684cffba0d471b"}]},{"symbol":"DELL","date":"2026-08-26","iv_pct":86.44609169024602,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":77.24029490616621,"put_iv_pct":75.93333333333334},{"expiry":"2026-09-04","call_iv_pct":103.36893129770992,"put_iv_pct":101.93533834586465},{"expiry":"2026-09-11","call_iv_pct":86.65672268907562,"put_iv_pct":85.60618025751073},{"expiry":"2026-09-18","call_iv_pct":80.49956730769232,"put_iv_pct":80.32836538461538}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9d0b6a361f6857d330d2ddd0f93431a51b9fa622d45a0452ef93720b0fd9dba0","captured_at":"2026-10-21T20:43:26.826091+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"25b317d9beb24a6112ef6be1c2001b874280fe74668a6643e688125e880fc45e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0b1364b96bfee8e4fef3d001e80e6796f85c277382797648176730344976381"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"530e540f23b0332c5d48a74239a4be38ae5391f7a1aab6ff72c9402989bc7c1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"fe95c28330f3c845a6a72976858091c947653450b07fe0d7005c5e8e69258b26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"d26371b985a8f62034974a464e271ef55c950618208b7c7943684cffba0d471b"}]},{"symbol":"DELL","date":"2026-08-27","iv_pct":84.05620166527643,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":70.40563699825479,"put_iv_pct":69.36931034482758},{"expiry":"2026-09-04","call_iv_pct":102.88927007299269,"put_iv_pct":102.19950354609931},{"expiry":"2026-09-11","call_iv_pct":84.43180327868852,"put_iv_pct":85.47540983606558},{"expiry":"2026-09-18","call_iv_pct":78.93264150943396,"put_iv_pct":78.74603773584906}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"287fba34a4beed65bc879ba23f388c8d822b59af944b97c73fc4adcc76aa404b","captured_at":"2026-10-21T20:43:25.707735+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"b0d479505c17fcf89485b628d1ff34f473f880d861473ff0cf17a7fc94e4e544"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0b1364b96bfee8e4fef3d001e80e6796f85c277382797648176730344976381"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"530e540f23b0332c5d48a74239a4be38ae5391f7a1aab6ff72c9402989bc7c1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"fe95c28330f3c845a6a72976858091c947653450b07fe0d7005c5e8e69258b26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"d26371b985a8f62034974a464e271ef55c950618208b7c7943684cffba0d471b"}]},{"symbol":"DELL","date":"2026-08-28","iv_pct":83.27276841452121,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":102.24526315789475,"put_iv_pct":101.97701986754967},{"expiry":"2026-09-11","call_iv_pct":82.77335766423359,"put_iv_pct":82.24281690140846},{"expiry":"2026-09-18","call_iv_pct":75.59322033898304,"put_iv_pct":75.47644067796611},{"expiry":"2026-09-25","call_iv_pct":72.488,"put_iv_pct":73.38602870813398}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d8e365ff1938f780dcac981153db5b2949d52929fdd4e22f5df037f74eabcf60","captured_at":"2026-10-21T20:30:50.663160+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f4e52059c9e0517e63fdb162e506028f302ae6013b00e9e2380beac7a9aa2431"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","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":"530e540f23b0332c5d48a74239a4be38ae5391f7a1aab6ff72c9402989bc7c1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"fe95c28330f3c845a6a72976858091c947653450b07fe0d7005c5e8e69258b26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"d26371b985a8f62034974a464e271ef55c950618208b7c7943684cffba0d471b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"46bf132906e6ca45afd84662aaf6beb22fe932084d9a543ad6fca90656085845"}]},{"symbol":"DELL","date":"2026-08-31","iv_pct":90.33533416787652,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":124.59730538922156,"put_iv_pct":123.95023952095809},{"expiry":"2026-09-11","call_iv_pct":87.06812949640288,"put_iv_pct":85.73147651006711},{"expiry":"2026-09-18","call_iv_pct":77.43850393700788,"put_iv_pct":77.03725806451612},{"expiry":"2026-09-25","call_iv_pct":74.45030837004406,"put_iv_pct":72.40945205479451}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a813870e3c440749428a9e8a2f2462efab48cea9bb275397e50bbe7d5f39a5d0","captured_at":"2026-10-21T20:30:22.899220+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"163c4f59c03d6015d7a3384dcf9a1f97d71e3bb489ee17b794d80e775a7b8b3c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2275d3ba66f15ba6435e8ad14784f35536ecd6643081db5d1a2072b91aa00c1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f215882247aca864421504087a478d3ac041fee9ac3cac16f590800ca0be9e70"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-18","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"698da1e424bb9d9505c371de0f619f040b8c24886bb363154d66fdb706daa10b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95c9d5a2daea0d9895d1de3ca5476f666b9aaef77eb9301bc6535befcc4c2042"}]},{"symbol":"DELL","date":"2026-09-01","iv_pct":103.66490580965942,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":155.55463855421687,"put_iv_pct":153.0961904761905},{"expiry":"2026-09-11","call_iv_pct":98.39898550724638,"put_iv_pct":97.19132450331126},{"expiry":"2026-09-18","call_iv_pct":84.98,"put_iv_pct":84.09753846153846},{"expiry":"2026-09-25","call_iv_pct":78.74839506172839,"put_iv_pct":77.25217391304348}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"832f5fba52bf4536f466787f07d46923ec507efd2c40135d45dae1f9462db657","captured_at":"2026-10-21T20:30:13.920098+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"639c36c18445dcdb2373675135ebe8e46c01f5740bec32e45ef9aa38b40bc665"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"05e72e1543bd209c2fd81ae7fbc6d3f7a8b84a81a40d4c1898a84fd056d5ab6c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"c0c7051e254b2d33ff523af3a4f82d1c79e741b7746fbe845b355cdb1792fb2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"db87e23fb57ffec6bd0758b28c1b0869318240537f313bf3ac3ce82b5c840b58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"a4201ede197b288305f6a8fa970c9cbaf2c42f32cf201ae734bc0c3a0fd63117"}]},{"symbol":"DELL","date":"2026-09-02","iv_pct":66.86422534411793,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":82.48078313253012,"put_iv_pct":81.52056547619047},{"expiry":"2026-09-11","call_iv_pct":62.80507317073171,"put_iv_pct":62.32365853658537},{"expiry":"2026-09-18","call_iv_pct":61.69800643086817,"put_iv_pct":61.601797752809},{"expiry":"2026-09-25","call_iv_pct":61.67633204633205,"put_iv_pct":60.80758620689656}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5fcfe77f616c9e7af6c8db2451561ee78f201c87845b993ecff67b0a7b5f29b7","captured_at":"2026-10-21T20:30:12.793228+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"89b1f75b1e3964521d6d413f9598bd9a5feb2ba3f73d79d5a46b776189dc71b2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"05e72e1543bd209c2fd81ae7fbc6d3f7a8b84a81a40d4c1898a84fd056d5ab6c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"c0c7051e254b2d33ff523af3a4f82d1c79e741b7746fbe845b355cdb1792fb2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"db87e23fb57ffec6bd0758b28c1b0869318240537f313bf3ac3ce82b5c840b58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"a4201ede197b288305f6a8fa970c9cbaf2c42f32cf201ae734bc0c3a0fd63117"}]},{"symbol":"DELL","date":"2026-09-03","iv_pct":63.66799692259981,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":75.08586206896553,"put_iv_pct":74.56366197183098},{"expiry":"2026-09-11","call_iv_pct":59.23340909090909,"put_iv_pct":59.573515981735156},{"expiry":"2026-09-18","call_iv_pct":60.29721518987341,"put_iv_pct":60.25450236966825},{"expiry":"2026-09-25","call_iv_pct":59.71766917293233,"put_iv_pct":60.61813953488372}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a729ad0863cfd8b5e684b829104da45d733fa708ee0a2a20449a6cf7763fc08d","captured_at":"2026-10-21T20:30:11.609526+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"7824f2551373a1a8bc62125b1420509275b420dcc84b8f2ef84430c8e22ad854"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"05e72e1543bd209c2fd81ae7fbc6d3f7a8b84a81a40d4c1898a84fd056d5ab6c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"c0c7051e254b2d33ff523af3a4f82d1c79e741b7746fbe845b355cdb1792fb2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"db87e23fb57ffec6bd0758b28c1b0869318240537f313bf3ac3ce82b5c840b58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"a4201ede197b288305f6a8fa970c9cbaf2c42f32cf201ae734bc0c3a0fd63117"}]},{"symbol":"DELL","date":"2026-09-04","iv_pct":58.99904757353203,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":56.43958677685951,"put_iv_pct":56.397024793388425},{"expiry":"2026-09-18","call_iv_pct":58.92246951219512,"put_iv_pct":58.84917808219179},{"expiry":"2026-09-25","call_iv_pct":60.110884615384606,"put_iv_pct":59.96745173745174},{"expiry":"2026-10-02","call_iv_pct":60.73792792792793,"put_iv_pct":60.56785714285714}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b7cc387b3c33f96c2ecd42d82b3e78d94871208b8683e2667a834ab5d8329b90","captured_at":"2026-10-21T20:30:03.034006+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"07c869cf3c66f7d315cdda5e32fc9f92cf344c5f14342151084a768919598b31"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","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":"c0c7051e254b2d33ff523af3a4f82d1c79e741b7746fbe845b355cdb1792fb2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"db87e23fb57ffec6bd0758b28c1b0869318240537f313bf3ac3ce82b5c840b58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"a4201ede197b288305f6a8fa970c9cbaf2c42f32cf201ae734bc0c3a0fd63117"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"92b8ef44dbdada9bc618fd07501e60bab79aac175687bd822003815883d324fe"}]},{"symbol":"DELL","date":"2026-09-08","iv_pct":66.4672468056246,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":72.06780487804878,"put_iv_pct":71.67919860627178},{"expiry":"2026-09-18","call_iv_pct":65.43843023255815,"put_iv_pct":65.32693313953489},{"expiry":"2026-09-25","call_iv_pct":63.62966789667897,"put_iv_pct":64.25051851851852},{"expiry":"2026-10-02","call_iv_pct":65.29851851851852,"put_iv_pct":64.04690265486725}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"427661c5ae7d23aa0323aaa0dedbdb04f80624a5bd420d5321da13460ec0c61d","captured_at":"2026-10-21T20:29:34.032298+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"2d3f91b047b6c4968d9f214481dc756cbfe3ac7c24954981faa987088ae31b8c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f5218c2e890bda54ff3066220615d407e0bdddd1ee91c304a637ddf7d41ea97"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5d7d62e9244e30e296cdca36f3a8996088d89cc1adf0b5621c6ab89c5095b7cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"375809aba474abb7766fa4326f5860e4f2ac01653bc26ea1224e84b2d93b33de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"47c9451f88420dd65dd1e4111842615beed074aec4e3d0f6513a9d89d4991da9"}]},{"symbol":"DELL","date":"2026-09-09","iv_pct":64.11523179945834,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":69.55894736842106,"put_iv_pct":68.14934782608695},{"expiry":"2026-09-18","call_iv_pct":62.98157123834886,"put_iv_pct":62.34956464379947},{"expiry":"2026-09-25","call_iv_pct":62.626771929824564,"put_iv_pct":61.44104895104896},{"expiry":"2026-10-02","call_iv_pct":63.9931441048035,"put_iv_pct":61.82145833333333}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"144b9e693bfb0896b9f2ff386500b47e485d50f3c50f34f796be9656aeb51be2","captured_at":"2026-10-21T20:29:32.920575+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"1d6a5d5355cbbfdd845df2ee8a23ba62f04e9b2fd9d758f08a65095e77cc097c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f5218c2e890bda54ff3066220615d407e0bdddd1ee91c304a637ddf7d41ea97"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5d7d62e9244e30e296cdca36f3a8996088d89cc1adf0b5621c6ab89c5095b7cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"375809aba474abb7766fa4326f5860e4f2ac01653bc26ea1224e84b2d93b33de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"47c9451f88420dd65dd1e4111842615beed074aec4e3d0f6513a9d89d4991da9"}]},{"symbol":"DELL","date":"2026-09-10","iv_pct":61.076518123813855,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":67.73503597122303,"put_iv_pct":65.74363636363636},{"expiry":"2026-09-18","call_iv_pct":59.256591928251126,"put_iv_pct":58.549427312775336},{"expiry":"2026-09-25","call_iv_pct":59.7289696969697,"put_iv_pct":58.68037267080746},{"expiry":"2026-10-02","call_iv_pct":60.712923076923076,"put_iv_pct":58.20518796992481}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"97b59e7aab94f706dfadc73cd554453062bb3de42993f925d622a85201b7bc50","captured_at":"2026-10-21T20:29:31.802855+00:00","observed_at":"2026-09-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f6951ab06e343b56d0719b9be89c5ec14a4bda696bc806c10c064002a1de9a08"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f5218c2e890bda54ff3066220615d407e0bdddd1ee91c304a637ddf7d41ea97"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5d7d62e9244e30e296cdca36f3a8996088d89cc1adf0b5621c6ab89c5095b7cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"375809aba474abb7766fa4326f5860e4f2ac01653bc26ea1224e84b2d93b33de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"47c9451f88420dd65dd1e4111842615beed074aec4e3d0f6513a9d89d4991da9"}]},{"symbol":"DELL","date":"2026-09-11","iv_pct":61.28382717408621,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":61.51597087378641,"put_iv_pct":61.66560975609756},{"expiry":"2026-09-25","call_iv_pct":60.010068027210885,"put_iv_pct":60.94758620689655},{"expiry":"2026-10-02","call_iv_pct":60.526597510373435,"put_iv_pct":62.24973451327433},{"expiry":"2026-10-09","call_iv_pct":61.06378787878788,"put_iv_pct":62.29126262626262}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"028b17605084b019fb6f89426bdd43cd8b6f078eff6ddee623a37458e3ba1b8f","captured_at":"2026-10-21T20:29:24.102772+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"fd7fe4d1b679b9a221a5129273d4b38c4a169d77aead93465e45c7109c09aa1f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5d7d62e9244e30e296cdca36f3a8996088d89cc1adf0b5621c6ab89c5095b7cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"375809aba474abb7766fa4326f5860e4f2ac01653bc26ea1224e84b2d93b33de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"47c9451f88420dd65dd1e4111842615beed074aec4e3d0f6513a9d89d4991da9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"e7c7e46ba7d741491e88fada63a2a290c398feb988b0381747e511b518eead83"}]},{"symbol":"DELL","date":"2026-09-14","iv_pct":62.50692087626252,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":68.42246153846155,"put_iv_pct":67.83030651340995},{"expiry":"2026-09-25","call_iv_pct":60.750340909090916,"put_iv_pct":60.726022727272735},{"expiry":"2026-10-02","call_iv_pct":60.714477611940296,"put_iv_pct":60.55593984962406},{"expiry":"2026-10-09","call_iv_pct":60.73068965517241,"put_iv_pct":60.32512820512821}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"223e81673b0834b0e07fe052fca0e3827056f261a1a2183cc91d18fa0b51a3d1","captured_at":"2026-10-21T20:29:21.130955+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"3b8459ea9fd84831688cb89ef495dd52519574ef944c1867d2b2904786989d06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5d7d62e9244e30e296cdca36f3a8996088d89cc1adf0b5621c6ab89c5095b7cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"375809aba474abb7766fa4326f5860e4f2ac01653bc26ea1224e84b2d93b33de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"47c9451f88420dd65dd1e4111842615beed074aec4e3d0f6513a9d89d4991da9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"e7c7e46ba7d741491e88fada63a2a290c398feb988b0381747e511b518eead83"}]},{"symbol":"DELL","date":"2026-09-15","iv_pct":63.32841324945117,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":68.88784982935154,"put_iv_pct":68.65408934707904},{"expiry":"2026-09-25","call_iv_pct":61.43402234636872,"put_iv_pct":62.163595505617984},{"expiry":"2026-10-02","call_iv_pct":60.90676470588235,"put_iv_pct":62.12624999999999},{"expiry":"2026-10-09","call_iv_pct":61.214137931034486,"put_iv_pct":61.24059633027523}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"781f878a8cc6610af4f21a16bc8e23812916383ba531d127ce0cf933bb27b07d","captured_at":"2026-10-21T20:28:45.018335+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"df91a4677cc42dd6d1eac46102de01ef7ea86bff6e6b48440c1f46c1dc08c761"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"bf26903ce76200c1f0e90925cfd0f55960bc0e4149d626645314b1f62217b5fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"9a6140dee4e349dbcd6d3df02d443669b9bb1fbbed11ee065411843d7017f0c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"6c4134a708e26c7993a21030ebd8ba0ed2798a6332e4c64edcacf65e9e2ed0f0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"00507a529086c0db2e07372cb7fc5e10e9230a04e0c1c846bffb332c8e186ebb"}]},{"symbol":"DELL","date":"2026-09-16","iv_pct":65.84045953485904,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":74.14765432098766,"put_iv_pct":72.87802431610942},{"expiry":"2026-09-25","call_iv_pct":64.34571428571428,"put_iv_pct":63.681085714285715},{"expiry":"2026-10-02","call_iv_pct":63.393432835820896,"put_iv_pct":63.03636363636363},{"expiry":"2026-10-09","call_iv_pct":62.20157894736842,"put_iv_pct":63.03982222222222}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e02e15ed7422f7f569169aa9986b23f8bcecfc7b702c4d2a2f5fa5df5ff72e87","captured_at":"2026-10-21T20:28:43.789588+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e26d84ce8682500999f30818e597da5046c21bafe17c3d58e597bb915cfacfd1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"bf26903ce76200c1f0e90925cfd0f55960bc0e4149d626645314b1f62217b5fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"9a6140dee4e349dbcd6d3df02d443669b9bb1fbbed11ee065411843d7017f0c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"6c4134a708e26c7993a21030ebd8ba0ed2798a6332e4c64edcacf65e9e2ed0f0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"00507a529086c0db2e07372cb7fc5e10e9230a04e0c1c846bffb332c8e186ebb"}]},{"symbol":"DELL","date":"2026-09-17","iv_pct":61.257112936855606,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":65.13071283095724,"put_iv_pct":64.86571428571428},{"expiry":"2026-09-25","call_iv_pct":59.44322916666667,"put_iv_pct":59.22120418848167},{"expiry":"2026-10-02","call_iv_pct":60.323090909090915,"put_iv_pct":59.87254545454546},{"expiry":"2026-10-09","call_iv_pct":61.400625,"put_iv_pct":59.79978165938865}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb043400e4cf45be1238c9bc7aa5a8de4dc5f2b89e2631ce3bd1c494e05118bf","captured_at":"2026-10-21T20:28:42.584418+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"892cf4385b36e3ddd96c808dc698af25860ac9961b1bfd245835c38e181dceca"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"bf26903ce76200c1f0e90925cfd0f55960bc0e4149d626645314b1f62217b5fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"9a6140dee4e349dbcd6d3df02d443669b9bb1fbbed11ee065411843d7017f0c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"6c4134a708e26c7993a21030ebd8ba0ed2798a6332e4c64edcacf65e9e2ed0f0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"00507a529086c0db2e07372cb7fc5e10e9230a04e0c1c846bffb332c8e186ebb"}]},{"symbol":"DELL","date":"2026-09-18","iv_pct":56.95278924004185,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":55.41529680365297,"put_iv_pct":55.319547511312216},{"expiry":"2026-10-02","call_iv_pct":57.79673202614378,"put_iv_pct":56.00354838709678},{"expiry":"2026-10-09","call_iv_pct":58.245783132530114,"put_iv_pct":56.20611111111111},{"expiry":"2026-10-16","call_iv_pct":58.419362745098034,"put_iv_pct":58.21593220338983}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"98390202d39f74f58a21f2e8a2219f26fc1f9190636fd020d3e7315f54ca2580","captured_at":"2026-10-21T20:28:33.699663+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e101e4642d1004c52e37b2b52f088ddd0d898cf6f9824f7c2c9af0ed07464e20"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"9a6140dee4e349dbcd6d3df02d443669b9bb1fbbed11ee065411843d7017f0c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"6c4134a708e26c7993a21030ebd8ba0ed2798a6332e4c64edcacf65e9e2ed0f0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"00507a529086c0db2e07372cb7fc5e10e9230a04e0c1c846bffb332c8e186ebb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"8bd9dba6c5208131a1a2251b20dd8da8af4371b0c2b9566e129071e038d31fe7"}]},{"symbol":"DELL","date":"2026-09-21","iv_pct":61.265104771299974,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":64.58188976377953,"put_iv_pct":64.1615953307393},{"expiry":"2026-10-02","call_iv_pct":60.78148148148148,"put_iv_pct":60.24276729559749},{"expiry":"2026-10-09","call_iv_pct":60.41155038759689,"put_iv_pct":59.55837209302326},{"expiry":"2026-10-16","call_iv_pct":60.34,"put_iv_pct":60.04318181818182}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8a49e09bb1deec0888f0b21cb93a3a4ae84f4eb1f43a6050a1ba8c1cb9fae0ec","captured_at":"2026-10-21T20:28:28.785559+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"cbf4a626581426ad93925cf0fb668a3cdf2632cb5b30a150c0f577aa4c15a043"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","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":"9a6140dee4e349dbcd6d3df02d443669b9bb1fbbed11ee065411843d7017f0c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"6c4134a708e26c7993a21030ebd8ba0ed2798a6332e4c64edcacf65e9e2ed0f0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"00507a529086c0db2e07372cb7fc5e10e9230a04e0c1c846bffb332c8e186ebb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"8bd9dba6c5208131a1a2251b20dd8da8af4371b0c2b9566e129071e038d31fe7"}]},{"symbol":"DELL","date":"2026-09-22","iv_pct":62.6392471634951,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":67.56362416107382,"put_iv_pct":64.77785478547855},{"expiry":"2026-10-02","call_iv_pct":61.86152941176471,"put_iv_pct":61.82684210526316},{"expiry":"2026-10-09","call_iv_pct":61.23666666666667,"put_iv_pct":61.12395683453238},{"expiry":"2026-10-16","call_iv_pct":61.6142372881356,"put_iv_pct":61.10926605504587}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"42ed75d072cbf6e3b341a5291f25bc2910108d66c453145f2c81df988c3df243","captured_at":"2026-10-21T20:27:50.028255+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e0f109b82c3c0ffe8d5a2991c6ee3875aed48b6ddccc4d5b6740e143cc0103fa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f238f68717e6ffa546db73d1b118637910675ac67af686dfd0d6517cd5fb53ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"d941639053c1cb44e7cde92b1521df953f2407d1a2c8013e57f9ddc2017b00a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"2816160e43b481392c99de0d7a0fa65ebcf24ad3ad8b9f497c94d3e9e57e15e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"3e40745d87640438131688bde5719f6b8ce093a0bea08e02bdc123a19a1d27ba"}]},{"symbol":"DELL","date":"2026-09-23","iv_pct":61.385884852236885,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":66.36577235772357,"put_iv_pct":65.66566844919785},{"expiry":"2026-10-02","call_iv_pct":60.136910994764406,"put_iv_pct":60.01623711340206},{"expiry":"2026-10-09","call_iv_pct":59.43197952218431,"put_iv_pct":59.48301038062284},{"expiry":"2026-10-16","call_iv_pct":60.160000000000004,"put_iv_pct":59.8275}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6aee6ab6fd1c8fbed91808b0e13658643aa4d708411a3cd9df940c3b9b45b39a","captured_at":"2026-10-21T20:27:48.920105+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f2aefd6c3d094deed6a6b2e1c4e4da6bec38ecb9198d2b17b1c5cc61de65b6ff"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f238f68717e6ffa546db73d1b118637910675ac67af686dfd0d6517cd5fb53ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"d941639053c1cb44e7cde92b1521df953f2407d1a2c8013e57f9ddc2017b00a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"2816160e43b481392c99de0d7a0fa65ebcf24ad3ad8b9f497c94d3e9e57e15e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"3e40745d87640438131688bde5719f6b8ce093a0bea08e02bdc123a19a1d27ba"}]},{"symbol":"DELL","date":"2026-09-24","iv_pct":62.19033787886529,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":69.64418604651162,"put_iv_pct":67.5140754716981},{"expiry":"2026-10-02","call_iv_pct":61.18869565217392,"put_iv_pct":60.30106280193237},{"expiry":"2026-10-09","call_iv_pct":60.01736842105263,"put_iv_pct":59.271298701298704},{"expiry":"2026-10-16","call_iv_pct":59.93601593625498,"put_iv_pct":59.650000000000006}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ce820d3f035090f3e1b40bfff056e0b2149cd1c542140e722d77becc7cd1f41","captured_at":"2026-10-21T20:27:47.805521+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8d64518d690a3adb67356148129d59e0f7fd0db3dc17e31e05180c1169a6ddb2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f238f68717e6ffa546db73d1b118637910675ac67af686dfd0d6517cd5fb53ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"d941639053c1cb44e7cde92b1521df953f2407d1a2c8013e57f9ddc2017b00a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"2816160e43b481392c99de0d7a0fa65ebcf24ad3ad8b9f497c94d3e9e57e15e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"3e40745d87640438131688bde5719f6b8ce093a0bea08e02bdc123a19a1d27ba"}]},{"symbol":"DELL","date":"2026-09-25","iv_pct":58.3290011852141,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":57.68,"put_iv_pct":57.65159090909091},{"expiry":"2026-10-09","call_iv_pct":58.38368421052632,"put_iv_pct":57.389615384615375},{"expiry":"2026-10-16","call_iv_pct":58.5699193548387,"put_iv_pct":58.519360000000006},{"expiry":"2026-10-23","call_iv_pct":58.2168396226415,"put_iv_pct":60.221000000000004}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"af92c90ef25eef88238a3abecad97f7918a0cbe380468dec578a28784bc47ed7","captured_at":"2026-10-21T20:27:35.728633+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"4aeebec3494ad14ecbbb69aa68b716bf9ff25e7e0b8624cd4be69ef5c573f066"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"d941639053c1cb44e7cde92b1521df953f2407d1a2c8013e57f9ddc2017b00a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"2816160e43b481392c99de0d7a0fa65ebcf24ad3ad8b9f497c94d3e9e57e15e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"3e40745d87640438131688bde5719f6b8ce093a0bea08e02bdc123a19a1d27ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"e1cf528bde93fcf0ea53fcd060eca3b0127f90d6fe8ba6e8a1cdbd2960c799cb"}]},{"symbol":"DELL","date":"2026-09-28","iv_pct":60.9601176862184,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":65.46322097378278,"put_iv_pct":65.10764925373135},{"expiry":"2026-10-09","call_iv_pct":60.35341040462428,"put_iv_pct":59.867118644067794},{"expiry":"2026-10-16","call_iv_pct":59.32219424460432,"put_iv_pct":59.03817204301075},{"expiry":"2026-10-23","call_iv_pct":58.189916666666676,"put_iv_pct":60.33925925925926}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9c9d5e217a76b8142e30a42e722b6e21cae6830309c1e6352cf126048bc00556","captured_at":"2026-10-21T20:27:34.589851+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"1c3732059e6c2e9d4134e9ad63b9b2d80ba65e98e645422bceba5a36af5dda83"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"d941639053c1cb44e7cde92b1521df953f2407d1a2c8013e57f9ddc2017b00a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"2816160e43b481392c99de0d7a0fa65ebcf24ad3ad8b9f497c94d3e9e57e15e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"3e40745d87640438131688bde5719f6b8ce093a0bea08e02bdc123a19a1d27ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"e1cf528bde93fcf0ea53fcd060eca3b0127f90d6fe8ba6e8a1cdbd2960c799cb"}]},{"symbol":"DELL","date":"2026-09-29","iv_pct":61.84426429535921,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":68.12445945945946,"put_iv_pct":67.28546357615893},{"expiry":"2026-10-09","call_iv_pct":60.40907103825136,"put_iv_pct":59.99451612903226},{"expiry":"2026-10-16","call_iv_pct":60.20109154929577,"put_iv_pct":59.84028169014085},{"expiry":"2026-10-23","call_iv_pct":58.83463414634147,"put_iv_pct":60.06459677419355}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"608539ec75dd6a6ff26f31d759d7f9970fb740fef70f483a0107b201031ac50e","captured_at":"2026-10-21T20:26:16.084599+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"76f217636a3bf1ebcc4c8ed8218301481c9e1ec718d53b2fd591aba303cf1e6c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"405a9c1d3d7b504a99d6dbfe7d91173e79c6bae22d1109d75d91caa2d59825ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"71f8b13b47e47d547290cc66fdfd24ab143472f6a6fd5b044dc949f7e9d955ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"b9b797062c586b334f2cc8fbc936f87ccb1ba8848aca1043ce9233fecbc456f7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"3370d6807d93e65f24ec2ca570c342fba73f70060c886ee82ac58b860b221953"}]},{"symbol":"DELL","date":"2026-09-30","iv_pct":61.34130237198294,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":68.28805013927577,"put_iv_pct":68.13573770491803},{"expiry":"2026-10-09","call_iv_pct":59.389045226130655,"put_iv_pct":59.33606060606061},{"expiry":"2026-10-16","call_iv_pct":59.11777777777777,"put_iv_pct":59.04666666666667},{"expiry":"2026-10-23","call_iv_pct":58.61724279835391,"put_iv_pct":58.79983805668015}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d6bed7575a17edf7b5713f306b6d2d5b505760913f4f37962a17a3a84397cd31","captured_at":"2026-10-21T20:26:11.127403+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"6c686f5bed796a37313d7442f40cf29e3cf440dfa020ca9df2b45bf8c18b6903"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","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":"405a9c1d3d7b504a99d6dbfe7d91173e79c6bae22d1109d75d91caa2d59825ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"71f8b13b47e47d547290cc66fdfd24ab143472f6a6fd5b044dc949f7e9d955ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"b9b797062c586b334f2cc8fbc936f87ccb1ba8848aca1043ce9233fecbc456f7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"3370d6807d93e65f24ec2ca570c342fba73f70060c886ee82ac58b860b221953"}]},{"symbol":"DELL","date":"2026-10-01","iv_pct":58.49578192505754,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":62.930978260869566,"put_iv_pct":61.610769230769236},{"expiry":"2026-10-09","call_iv_pct":57.00277777777778,"put_iv_pct":55.60044843049327},{"expiry":"2026-10-16","call_iv_pct":57.9374433656958,"put_iv_pct":57.20172523961661},{"expiry":"2026-10-23","call_iv_pct":56.986875000000005,"put_iv_pct":58.69523809523809}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d501d2ec44b5841a3ea38c0ce7b9d8db0136296e0c094e5f1d2d4a742e04faf0","captured_at":"2026-10-21T20:25:57.585339+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"384809cf3f406d66accc7f702e5fddfe8eeaacb6d604680b63daf5a4e19a71b1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-02","start_date":"2026-10-01","end_date":"2026-10-01","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"46ffee517300f38a0b53ffa834e09a93fe59507b65d67425819f0bc67a3a467f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"e4a79ddf2d18bb80bc666fc67a15a759ecd4eed1fa09e65e4e7fe59a2c1f2fef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"e97618eaf6a3a6a7127b4faae0012c9c6a29c5cd7e23b34876e3691379324f27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"fd7e8b6a3afdff692f34574f7ac684f8b3274d9d957990af7f67412914a43322"}]},{"symbol":"DELL","date":"2026-10-02","iv_pct":55.02883849889409,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":52.407755102040824,"put_iv_pct":52.332757201646096},{"expiry":"2026-10-16","call_iv_pct":54.264727272727264,"put_iv_pct":55.13662500000001},{"expiry":"2026-10-23","call_iv_pct":56.09259541984733,"put_iv_pct":55.55351351351352},{"expiry":"2026-10-30","call_iv_pct":57.16691629955947,"put_iv_pct":57.27581818181818}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"931dd63e1fbcc0bfa812f378657c4ce67d9ad54071ccb583f6bab72e1976c6f9","captured_at":"2026-10-21T20:25:53.610757+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"44cb0f08e0daba77d00da3fd35b83a90528fb68db127519b8e2d11df419d6325"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"e4a79ddf2d18bb80bc666fc67a15a759ecd4eed1fa09e65e4e7fe59a2c1f2fef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"e97618eaf6a3a6a7127b4faae0012c9c6a29c5cd7e23b34876e3691379324f27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"fd7e8b6a3afdff692f34574f7ac684f8b3274d9d957990af7f67412914a43322"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5267ed694106cbaf10218f74424f6af06b508874849c8aee051a08f75aeb096a"}]},{"symbol":"DELL","date":"2026-10-05","iv_pct":54.73623853132145,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":55.746893203883495,"put_iv_pct":55.1989423076923},{"expiry":"2026-10-16","call_iv_pct":54.137277486910996,"put_iv_pct":54.03684210526316},{"expiry":"2026-10-23","call_iv_pct":53.63172185430464,"put_iv_pct":54.558231292517},{"expiry":"2026-10-30","call_iv_pct":54.24,"put_iv_pct":56.34}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5436394bfc552f72a299be6856a6ed8f0581e794eeea98ddffa22a424417b54d","captured_at":"2026-10-21T20:25:52.510704+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"91802c18cfcf1b1592ab677fcc90877f7d88143bd67fd74e59cdd4cf3bb2cd8a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"e4a79ddf2d18bb80bc666fc67a15a759ecd4eed1fa09e65e4e7fe59a2c1f2fef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"e97618eaf6a3a6a7127b4faae0012c9c6a29c5cd7e23b34876e3691379324f27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"fd7e8b6a3afdff692f34574f7ac684f8b3274d9d957990af7f67412914a43322"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5267ed694106cbaf10218f74424f6af06b508874849c8aee051a08f75aeb096a"}]},{"symbol":"DELL","date":"2026-10-06","iv_pct":56.23052591286085,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":57.58798798798799,"put_iv_pct":57.551586826347304},{"expiry":"2026-10-16","call_iv_pct":55.12508021390374,"put_iv_pct":55.788770053475936},{"expiry":"2026-10-23","call_iv_pct":54.64877551020408,"put_iv_pct":56.54020689655172},{"expiry":"2026-10-30","call_iv_pct":55.58336099585062,"put_iv_pct":57.0184388185654}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5582125bdd324f388b6bd448965954613c89e0595821db83918967acbbae8508","captured_at":"2026-10-21T20:25:51.402314+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"fd6388695ccab547ba02737005c91652f68d30f786dff3ed486f3d4ac0af0ccf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"e4a79ddf2d18bb80bc666fc67a15a759ecd4eed1fa09e65e4e7fe59a2c1f2fef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"e97618eaf6a3a6a7127b4faae0012c9c6a29c5cd7e23b34876e3691379324f27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"fd7e8b6a3afdff692f34574f7ac684f8b3274d9d957990af7f67412914a43322"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5267ed694106cbaf10218f74424f6af06b508874849c8aee051a08f75aeb096a"}]},{"symbol":"DELL","date":"2026-10-07","iv_pct":56.06911742326426,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":58.186825000000006,"put_iv_pct":57.453086419753085},{"expiry":"2026-10-16","call_iv_pct":55.48944723618091,"put_iv_pct":55.20974619289339},{"expiry":"2026-10-23","call_iv_pct":54.43483221476511,"put_iv_pct":55.22389261744966},{"expiry":"2026-10-30","call_iv_pct":56.19242677824268,"put_iv_pct":56.362682926829265}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"53284994e388d32a41bb6f571675aceca1ac623544e619fd54bb9021464feeb1","captured_at":"2026-10-21T20:25:50.277135+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e27e487a147eab690b740516847854fc4ee2a9c4ea64113edc694929f29def5a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","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":"e4a79ddf2d18bb80bc666fc67a15a759ecd4eed1fa09e65e4e7fe59a2c1f2fef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"e97618eaf6a3a6a7127b4faae0012c9c6a29c5cd7e23b34876e3691379324f27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"fd7e8b6a3afdff692f34574f7ac684f8b3274d9d957990af7f67412914a43322"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5267ed694106cbaf10218f74424f6af06b508874849c8aee051a08f75aeb096a"}]},{"symbol":"DELL","date":"2026-10-08","iv_pct":58.44534884089334,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":65.30847457627118,"put_iv_pct":63.81845849802371},{"expiry":"2026-10-16","call_iv_pct":55.99984615384616,"put_iv_pct":56.57030303030302},{"expiry":"2026-10-23","call_iv_pct":55.879999999999995,"put_iv_pct":56.50421052631579},{"expiry":"2026-10-30","call_iv_pct":55.908,"put_iv_pct":57.57349794238683}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"80149ef2592fde4f8a4167749f72f1d047a28702ccf590225c45b11140ebc977","captured_at":"2026-10-21T20:25:20.923182+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f13bc53ee9698e8622a7410e778c6cd83660783f1e3d8d01319bd0245bf7c33b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1ccb3790f308995ed8d0225482c2eeb6e52ed001b47c9f78c24a9946c67a91df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"6d3a6a43f58a026d6c5171bf6251bd5679093f6ba384f39734b1e87dcb29c49f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"1f10946e4c1cf07813531a1aa8843a5c59db9dc13eef826e8efc35bb950045c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5ecd2b275ac107c78ddbadbd2efb779aa0bf12bdee8ed565c7952432a70fdc00"}]},{"symbol":"DELL","date":"2026-10-09","iv_pct":54.37627528223547,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":52.12404255319149,"put_iv_pct":52.56999999999999},{"expiry":"2026-10-23","call_iv_pct":52.660981595092025,"put_iv_pct":54.12754716981132},{"expiry":"2026-10-30","call_iv_pct":55.278000000000006,"put_iv_pct":55.120158102766794},{"expiry":"2026-11-06","call_iv_pct":56.69257142857143,"put_iv_pct":56.4369014084507}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e52b8c06fd29b4fbdfa3021b90f17d216efb651d7c7b2675be3d6694c580cef6","captured_at":"2026-10-21T20:25:17.512536+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f9e7c8845fac226d6b99d974d9f59bad2c50117003caa6ab6b9bcd9abda3cf1f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"6d3a6a43f58a026d6c5171bf6251bd5679093f6ba384f39734b1e87dcb29c49f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"1f10946e4c1cf07813531a1aa8843a5c59db9dc13eef826e8efc35bb950045c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5ecd2b275ac107c78ddbadbd2efb779aa0bf12bdee8ed565c7952432a70fdc00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"d9ebecbaeae8f01b7d1215d3aaf024fcd9f914c5dfd38b7778a5a36a783d70a6"}]},{"symbol":"DELL","date":"2026-10-12","iv_pct":58.21084706607548,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":61.80971119133575,"put_iv_pct":60.95283582089552},{"expiry":"2026-10-23","call_iv_pct":56.1875,"put_iv_pct":56.85125714285715},{"expiry":"2026-10-30","call_iv_pct":56.90372093023256,"put_iv_pct":57.621923076923075},{"expiry":"2026-11-06","call_iv_pct":56.37344827586207,"put_iv_pct":58.98638009049774}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"451d0e2d760262a2513dda5635be8521c3f2e083e0877dc0ecadc918cd49b2bc","captured_at":"2026-10-21T20:25:16.405212+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e6bbbd32950d55302d809f40f0a83364580da68df283211db510ec86791def67"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"6d3a6a43f58a026d6c5171bf6251bd5679093f6ba384f39734b1e87dcb29c49f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"1f10946e4c1cf07813531a1aa8843a5c59db9dc13eef826e8efc35bb950045c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5ecd2b275ac107c78ddbadbd2efb779aa0bf12bdee8ed565c7952432a70fdc00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"d9ebecbaeae8f01b7d1215d3aaf024fcd9f914c5dfd38b7778a5a36a783d70a6"}]},{"symbol":"DELL","date":"2026-10-13","iv_pct":61.91163135291207,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":69.71159420289855,"put_iv_pct":68.8},{"expiry":"2026-10-23","call_iv_pct":60.01603550295857,"put_iv_pct":60.297966101694925},{"expiry":"2026-10-30","call_iv_pct":58.40464285714286,"put_iv_pct":59.74443609022556},{"expiry":"2026-11-06","call_iv_pct":58.72837606837608,"put_iv_pct":59.589999999999996}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0e636c529ff64a37dee7ea2eb94ea05cd9f7d009be8ac1e417bc9c4ba5a08dba","captured_at":"2026-10-21T20:25:15.315838+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e79d8511cca1fbe233ec0fce6ee8cf9d7d5591ff2e913a217b90ef57669af432"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"6d3a6a43f58a026d6c5171bf6251bd5679093f6ba384f39734b1e87dcb29c49f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"1f10946e4c1cf07813531a1aa8843a5c59db9dc13eef826e8efc35bb950045c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5ecd2b275ac107c78ddbadbd2efb779aa0bf12bdee8ed565c7952432a70fdc00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"d9ebecbaeae8f01b7d1215d3aaf024fcd9f914c5dfd38b7778a5a36a783d70a6"}]},{"symbol":"DELL","date":"2026-10-14","iv_pct":68.73983200973004,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":81.37147239263804,"put_iv_pct":80.80580547112461},{"expiry":"2026-10-23","call_iv_pct":64.9858762886598,"put_iv_pct":66.57870967741935},{"expiry":"2026-10-30","call_iv_pct":63.50075085324233,"put_iv_pct":64.64317241379311},{"expiry":"2026-11-06","call_iv_pct":63.40631578947368,"put_iv_pct":64.62655319148935}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"06f71834941668c9eb579eb2dc6b5c3d417d7a3d7d148b516e1a4dc86a4b1f53","captured_at":"2026-10-21T20:25:14.158153+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"c0c70d9142a8bd667035ad51ec156835d44c443ae8b07070d7cab35ebfd059c6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"6d3a6a43f58a026d6c5171bf6251bd5679093f6ba384f39734b1e87dcb29c49f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"1f10946e4c1cf07813531a1aa8843a5c59db9dc13eef826e8efc35bb950045c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"5ecd2b275ac107c78ddbadbd2efb779aa0bf12bdee8ed565c7952432a70fdc00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"d9ebecbaeae8f01b7d1215d3aaf024fcd9f914c5dfd38b7778a5a36a783d70a6"}]},{"symbol":"DELL","date":"2026-10-15","iv_pct":73.2502836303308,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":93.4337302977233,"put_iv_pct":90.74822827938671},{"expiry":"2026-10-23","call_iv_pct":68.66239024390244,"put_iv_pct":70.72449275362318},{"expiry":"2026-10-30","call_iv_pct":65.32521739130435,"put_iv_pct":66.93305732484076},{"expiry":"2026-11-06","call_iv_pct":63.63507462686567,"put_iv_pct":66.54007812500001}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ccbf7e7cf8c62d96ba03b87ec8a00913360a9f43f9a4ff85be5f96bd99467c01","captured_at":"2026-10-21T20:24:43.654041+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"ec4c1902c82088c34e660d87b45e89dcb14e62f9814b2f78a2035472608ac755"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"2be917346bcd2a9f9566efe109e2d64c3b32892539eae5d6323e8507c97e4807"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c504911941e2c588561f1ac83b4e98cbb70debc72329ce18b2fc5720d0771848"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf8acf7e675440dd2ef8394ecb006849bf322a68b57358d993ccb4825a689e4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f854f71580982094d35e1cb156f957cb85763925f6d0e9ba90c417efc6b4218"}]},{"symbol":"DELL","date":"2026-10-16","iv_pct":68.61361484602804,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":70.46398230088495,"put_iv_pct":72.21367713004484},{"expiry":"2026-10-30","call_iv_pct":68.74365853658536,"put_iv_pct":69.8196261682243},{"expiry":"2026-11-06","call_iv_pct":67.40555555555557,"put_iv_pct":68.0859778597786},{"expiry":"2026-11-13","call_iv_pct":66.19233333333334,"put_iv_pct":65.98410788381742}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"31375efba068d8b4b3d7c5ac367081e185b503f75a5312b7ff2cbeb03475b384","captured_at":"2026-10-21T20:24:40.768378+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"7603dfbba0bc11a209478692b0762ce7827f5cf464b88a6315b19200f31693bb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c504911941e2c588561f1ac83b4e98cbb70debc72329ce18b2fc5720d0771848"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf8acf7e675440dd2ef8394ecb006849bf322a68b57358d993ccb4825a689e4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f854f71580982094d35e1cb156f957cb85763925f6d0e9ba90c417efc6b4218"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8f69386155dbd9247a7ad9ced352105b8f20360f30ed330c22796a0f26124547"}]},{"symbol":"DELL","date":"2026-10-19","iv_pct":68.37072792519896,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":72.06,"put_iv_pct":74.17007117437723},{"expiry":"2026-10-30","call_iv_pct":66.86,"put_iv_pct":69.72833333333332},{"expiry":"2026-11-06","call_iv_pct":66.09213793103447,"put_iv_pct":68.12394557823129},{"expiry":"2026-11-13","call_iv_pct":63.78861538461539,"put_iv_pct":66.14272}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"01d1d5da5982d6adb61a9f12377ffcbdf4d97a6c28dfadf3b7313eb599e87010","captured_at":"2026-10-21T17:38:56.430287+00:00","observed_at":"2026-10-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"2862b3143563a9ca6d74ea781d5c9dbbf09cbd3308ce154c8835c5075267fbe4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9edd5552eb89375def6cbf14d5c08ecbb91a2963d23e723720ac909cb09a3c09"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e01e5361a0af4c5ce516a9bf26c84af84aa7d4121bc105e2e21d7c487f294003"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5a70a6eba1d9c54b2c4957a3a97804ba91ce5b86a19d99a0fc7b01ae8f6f3790"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c8f54a902bf793b387ea5bcee7d9ffec33085b469b67b03577c7ee98a3247f3f"}]},{"symbol":"DELL","date":"2026-10-20","iv_pct":70.10129195346516,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":79.92346666666667,"put_iv_pct":78.06588815789473},{"expiry":"2026-10-30","call_iv_pct":69.45929824561404,"put_iv_pct":67.87829896907216},{"expiry":"2026-11-06","call_iv_pct":67.75047619047619,"put_iv_pct":66.75892617449665},{"expiry":"2026-11-13","call_iv_pct":66.35251968503937,"put_iv_pct":64.62146153846153}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d504cf2370425b039f9477963cf4b77402f4b4a3699f744d26246c8f0234ada4","captured_at":"2026-10-21T17:38:55.861538+00:00","observed_at":"2026-10-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"b23ee747590761e369ec32560972b9675de7c1a47e14672f61e756f5c63c0b62"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9edd5552eb89375def6cbf14d5c08ecbb91a2963d23e723720ac909cb09a3c09"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e01e5361a0af4c5ce516a9bf26c84af84aa7d4121bc105e2e21d7c487f294003"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5a70a6eba1d9c54b2c4957a3a97804ba91ce5b86a19d99a0fc7b01ae8f6f3790"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c8f54a902bf793b387ea5bcee7d9ffec33085b469b67b03577c7ee98a3247f3f"}]},{"symbol":"DELL","date":"2026-10-21","iv_pct":66.5175704349134,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":72.43099476439791,"put_iv_pct":71.68602067183463},{"expiry":"2026-10-30","call_iv_pct":65.73871794871795,"put_iv_pct":65.22538461538461},{"expiry":"2026-11-06","call_iv_pct":65.77649659863945,"put_iv_pct":64.32794701986755},{"expiry":"2026-11-13","call_iv_pct":64.41756,"put_iv_pct":62.537441860465115}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"52ae5f10b9d35d3e1b8be2ce804ff1b0afb60407a475fab63537366356c9d74b","captured_at":"2026-10-21T22:49:26.517378+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":"DELL","date":"2026-10-21","format":"json"},"source_hash":"2e66faad41ad5378683002e1eb19192b19e338af264357b907d3180100da6c05"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","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":"00b5a166c380f4d14e99644fa6c52b30ceb87096d6e0b2625a159aff0975c091"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"c6ba748bbd9047800fe9754f1868005198113030735b91995f63058a8ee29e9a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"5dcdcb612ff4c5aa8c91cbb32f3e83944da8c2b35ad9ee8471ad785a3b26b887"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","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":"48d7307b5565511149c2c96206f3dee9fd73624da5b8ff780bef1e2e04c40af8"}]},{"symbol":"DELL","date":"2026-10-22","iv_pct":72.93807126499206,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":84.45363817097416,"put_iv_pct":82.64781007751938},{"expiry":"2026-10-30","call_iv_pct":71.43619047619048,"put_iv_pct":70.0480465116279},{"expiry":"2026-11-06","call_iv_pct":69.98928571428571,"put_iv_pct":69.18277419354838},{"expiry":"2026-11-13","call_iv_pct":67.5598901098901,"put_iv_pct":68.18693486590038}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"269317e7ea06849d7f5dacfad6afb9a340931874087a8bc040668e0fe1d696df","captured_at":"2026-10-22T20:46:01.114767+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":"DELL","date":"2026-10-22","format":"json"},"source_hash":"eac9a9790738313585e16e9bf4626ccf02c317977a95c4234e78c1388db19a51"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-23","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e741269c26021ec7ef4142543bb98aa9143dcc67547dee211a0edf59a0ef888"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3f45f5fe7b41a07196671f9b51ef47a686ea887bbb53c91c305ee39f157aa6c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca7645efe462fd0f5423a0648a34bbd4c871c6873f4961970c39e190892a3925"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a961bc435102a62cd1def07cee5c947dea882dbd06c942a029e71ae7b259d35"}]},{"symbol":"DELL","date":"2026-10-23","iv_pct":65.81524545874939,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":66.83595744680851,"put_iv_pct":66.69940928270043},{"expiry":"2026-11-06","call_iv_pct":66.43089820359282,"put_iv_pct":66.44630057803468},{"expiry":"2026-11-13","call_iv_pct":65.12003663003662,"put_iv_pct":66.30627819548872},{"expiry":"2026-11-20","call_iv_pct":64.39308333333334,"put_iv_pct":64.29}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ed3038837e1ef06f12d94e8ba7344ee03a22844386ea5d882e4cd6652c4e7c0e","captured_at":"2026-10-23T20:53:43.747841+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":"DELL","date":"2026-10-23","format":"json"},"source_hash":"b409a7660de6d2b6895d6396151409c376bd2f89fdecb2b226092daf5aa342e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"02b3444b140235c4e2cc77a613e9a68ac631c930bb3cd49c7be19a51ff1645b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"9a9479b7a6c58cc8248e800f69be4d2a6b4fb71fa03e7a51126217b7c595f399"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","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":"8a89e0b2086e36dd416dba787cac55d222dadf0099bab12feb6be6375372dcd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"5e6e094c8ec3b8dbdfb7de28a7a0c1d3c9ef031cb750034150e38018142dda47"}]},{"symbol":"DELL","date":"2026-10-26","iv_pct":70.36417386553472,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":77.30909090909091,"put_iv_pct":75.99426966292135},{"expiry":"2026-11-06","call_iv_pct":70.78082352941176,"put_iv_pct":69.67241379310344},{"expiry":"2026-11-13","call_iv_pct":68.3074193548387,"put_iv_pct":67.42512367491167},{"expiry":"2026-11-20","call_iv_pct":66.96424999999999,"put_iv_pct":66.46}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"03e336618ef5016bd8b965fe87091dfd191ad90f458d9eb378ee60be569b8e33","captured_at":"2026-10-28T15:05:36.115343+00:00","observed_at":"2026-10-26T15:59:00-04:00","session_close_at":"2026-10-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"27a0a7da7c1e39bde07212b641c965dc71097de20097d0362565a6b8e791b116"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"cfff9c4e399c12a641dd9ef96092b27fb3b05071d8fe1179e86f7300e1f32bed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"25aba41c0be56459adc1c3c886c4932d185b34493565dcc855b5a2e90615b725"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","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":"e7b13df914e6391f77d7b89a516ce1f23c4707e8ea86493125efbe2d43a6b491"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"4ec61f906d756d47965a98f1dfc0d883c8795582e44a05cabb7aca8ac613901d"}]},{"symbol":"DELL","date":"2026-10-27","iv_pct":68.54605556182449,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":75.45824137931034,"put_iv_pct":74.86877133105801},{"expiry":"2026-11-06","call_iv_pct":69.07196531791908,"put_iv_pct":68.1275},{"expiry":"2026-11-13","call_iv_pct":65.95316176470588,"put_iv_pct":65.12755395683453},{"expiry":"2026-11-20","call_iv_pct":64.99034557235422,"put_iv_pct":64.77090517241379}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0b71cb30dd7d367765cbf740a2ef0748965a936d4f8b896d813953d0a1eb12a9","captured_at":"2026-10-28T15:05:06.539672+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":"DELL","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"cd3f7895c9399fa62d58c1e101fdbb0c844ebd69bc1f4df1dfee68928d116822"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"cfff9c4e399c12a641dd9ef96092b27fb3b05071d8fe1179e86f7300e1f32bed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"25aba41c0be56459adc1c3c886c4932d185b34493565dcc855b5a2e90615b725"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","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":"e7b13df914e6391f77d7b89a516ce1f23c4707e8ea86493125efbe2d43a6b491"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"4ec61f906d756d47965a98f1dfc0d883c8795582e44a05cabb7aca8ac613901d"}]},{"symbol":"DELL","date":"2026-10-28","iv_pct":68.26237147458473,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":77.12247159090909,"put_iv_pct":74.258310626703},{"expiry":"2026-11-06","call_iv_pct":68.44771276595745,"put_iv_pct":66.94367021276597},{"expiry":"2026-11-13","call_iv_pct":65.84395833333333,"put_iv_pct":64.52052631578947},{"expiry":"2026-11-20","call_iv_pct":65.01512195121951,"put_iv_pct":63.9472}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"01598d899a2461055e114af962906a18e2a05914a9700d838043ed6cacfb8494","captured_at":"2026-10-29T15:07:54.859134+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":"DELL","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"60bdff7a721f0945c1f00223730af7f7ee058e3eefc50e205abef0161761966f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"f6d0eba34cf6e1692d06e48b90c749ea7ebcc167f3f14c18f48626cd03c8f0dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"d48b68eacad156a11acb6b68d6cff61ab6d7633cc143a29c5a92736bef5fa669"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","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":"0973928d8411143b909b937fbf65956a9257c6400d3c7b036d9f4d8f29147c65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"9c76c367e3f18b04f1398fff441d80c4fee39dff173a4c077de0a90f21364f6b"}]},{"symbol":"DELL","date":"2026-10-29","iv_pct":68.18050033389046,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":77.09884393063584,"put_iv_pct":76.96804222648753},{"expiry":"2026-11-06","call_iv_pct":67.46613207547169,"put_iv_pct":66.54625592417062},{"expiry":"2026-11-13","call_iv_pct":65.38947368421051,"put_iv_pct":64.2767924528302},{"expiry":"2026-11-20","call_iv_pct":63.86274809160305,"put_iv_pct":63.83571428571428}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dc401620cfe58d78c56006ec80f0c218ca6c6d41e463cde346356f6c38570e2a","captured_at":"2026-10-30T15:11:50.186239+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":"DELL","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"2d5cd49a19d276f3d5ac11676aa4a1c0bf5addeacf46b7388f9f360099c121bb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-10-30","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":"6a235498ea95cebd6cfeb8be7df363e76b7037c688fbb3bb1a066a7d4a605f3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","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":"54eac811a5b185df6499f8da91aa6efb1798c0c128c66181b1e12daa0116823b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","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":"e444eb6a03af3d78dcf6521267bcc85c4e32caeddd8d6385da433c1167a6a85c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","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":"8ad39de758f1bb134debeaea1b02dd848dfddf6df328062c3a4ab7eabdafd95a"}]},{"symbol":"DELL","date":"2026-10-30","iv_pct":74.83469116213075,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":76.06371681415929,"put_iv_pct":75.7124},{"expiry":"2026-11-13","call_iv_pct":72.86337209302324,"put_iv_pct":72.1543373493976},{"expiry":"2026-11-20","call_iv_pct":71.48106382978725,"put_iv_pct":71.24261992619927},{"expiry":"2026-11-27","call_iv_pct":79.22123287671232,"put_iv_pct":79.938786407767}],"source":"ThetaData historical first-order Greeks","provider_symbol":"DELL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ee1cdbd9127a4b1b00edeba70a04b6806cdf2c06cee83c2dc714af9eaf8fec0d","captured_at":"2026-10-31T23:18:56.490669+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"DELL","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"2c45036282e05b1c82d76b3f780a83df67c1d107c8e177a1d0e2f877ba8ad2e7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f475ce294e8dab4b415777a7a32fd12edfe32483f5295f3e0440a446b9cf169e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2726000ddea7c4c85759497f0f6a05656629472525d26953c515f64859171a52"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"11e22867323267db7b96accfaace36b17e1d4f10726d3442a9e7e7c9fd3f90e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"DELL","expiration":"2026-11-27","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"aa37344202602d4424ffcbb4a761bb91a4461b889077ec31e9ae2d23bccda63d"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/DELL","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":83.54651877897449,"put_call_skew_pp":-0.33858215640102074,"implied_move_pct":16.00297168449888,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"51b31867589b03c8ae128d1e3523eaedc5b53ca8e877e15ed45221af2bd0b5fd","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":81.25111787229022,"put_call_skew_pp":-0.3075124848557138,"implied_move_pct":14.739052937422091,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff212208f9a4d0adba3f3ca6fe4f5fa1c33bb0fa63ca38c0ab51027855729339","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":81.65102735188879,"put_call_skew_pp":0.018751406690174832,"implied_move_pct":14.074532167442701,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"44bae058b12a9aa8d1507dcf3d4fda56de961f91493c65b4bc2eb577395a8f7f","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":75.52058666043473,"put_call_skew_pp":-0.2382779416870271,"implied_move_pct":12.44399296324168,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f3be2a85be42e42335ff4372149a64a8f207739f361240662ef324fa17241b26","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":73.60895707304861,"put_call_skew_pp":-0.40425750704676844,"implied_move_pct":16.085447020484473,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7540eefba45ff270d324da99602c0406efb1a17a217c9f446a7ca59f8e4a376b","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":76.87244761503501,"put_call_skew_pp":-0.9722493561264649,"implied_move_pct":15.017284458851163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8e103c9a3e39b9560abb73f51e641e223087e82d565d0c1ef4c88a14c88bb6d5","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":80.14241977952335,"put_call_skew_pp":-1.0325446146233332,"implied_move_pct":14.927358915692569,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c321f6787acc0ec67c984dbd0e24a1d9a04c271b7aede41e0b70f79042ba5e14","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":79.04034124010529,"put_call_skew_pp":-0.4190407572371271,"implied_move_pct":14.041103943790326,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ce83386ef141d9b3f1eff5fc211919643cc145e231d2d68e9248cf7c455f91f0","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":77.47728134792743,"put_call_skew_pp":-0.6893298883525532,"implied_move_pct":13.007611511903153,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ca9b5ebaf48247e1202627ca56d1a1e5a7f545b9ec8563eb00196580231d7ff6","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":79.8127186542594,"put_call_skew_pp":0.5058113927221619,"implied_move_pct":17.21483600719679,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"afaf80bee8a4a18aa469b3f8c4ae15e3c595c1e41ab23fa9fadb8134eaabf102","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":85.7211970856243,"put_call_skew_pp":-0.8741176250823379,"implied_move_pct":16.413601242545003,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fe776d68fe3d393f87281296e30f253af563f246a444f2b8a5abe0e67e9737fa","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":85.04863376575835,"put_call_skew_pp":-0.024145179056905164,"implied_move_pct":15.634838153980311,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"82fad0793647f088bf48dad1a600119e658a847713fea03a150045095526d558","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":86.44609169024602,"put_call_skew_pp":-0.9905747198299935,"implied_move_pct":14.996772431231268,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9d0b6a361f6857d330d2ddd0f93431a51b9fa622d45a0452ef93720b0fd9dba0","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":84.05620166527643,"put_call_skew_pp":-0.21727259913210872,"implied_move_pct":13.84950370732744,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"287fba34a4beed65bc879ba23f388c8d822b59af944b97c73fc4adcc76aa404b","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":83.2727684145212,"put_call_skew_pp":-0.004383751513291401,"implied_move_pct":17.14893052616179,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d8e365ff1938f780dcac981153db5b2949d52929fdd4e22f5df037f74eabcf60","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":90.33533416787652,"put_call_skew_pp":-1.1064552605851325,"implied_move_pct":16.089060187484318,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a813870e3c440749428a9e8a2f2462efab48cea9bb275397e50bbe7d5f39a5d0","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":103.66490580965942,"put_call_skew_pp":-1.5111979422769863,"implied_move_pct":17.100148410111707,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"832f5fba52bf4536f466787f07d46923ec507efd2c40135d45dae1f9462db657","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":66.86422534411794,"put_call_skew_pp":-0.601646701995163,"implied_move_pct":11.040010384399764,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5fcfe77f616c9e7af6c8db2451561ee78f201c87845b993ecff67b0a7b5f29b7","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":63.667996922599805,"put_call_skew_pp":0.16891608385943613,"implied_move_pct":9.922068143488493,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a729ad0863cfd8b5e684b829104da45d733fa708ee0a2a20449a6cf7763fc08d","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":58.99904757353203,"put_call_skew_pp":-0.10733926911951563,"implied_move_pct":12.632153497564193,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b7cc387b3c33f96c2ecd42d82b3e78d94871208b8683e2667a834ab5d8329b90","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":66.4672468056246,"put_call_skew_pp":-0.28271715165299227,"implied_move_pct":11.926171182963873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"427661c5ae7d23aa0323aaa0dedbdb04f80624a5bd420d5321da13460ec0c61d","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":64.11523179945834,"put_call_skew_pp":-1.3497537217823172,"implied_move_pct":10.925345787248528,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"144b9e693bfb0896b9f2ff386500b47e485d50f3c50f34f796be9656aeb51be2","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":61.076518123813855,"put_call_skew_pp":-1.563724089055743,"implied_move_pct":9.700023893855924,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"97b59e7aab94f706dfadc73cd554453062bb3de42993f925d622a85201b7bc50","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":61.28382717408621,"put_call_skew_pp":1.0094422030931156,"implied_move_pct":13.040929463349684,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"028b17605084b019fb6f89426bdd43cd8b6f078eff6ddee623a37458e3ba1b8f","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":62.50692087626252,"put_call_skew_pp":-0.2951431048075541,"implied_move_pct":11.741500906000368,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"223e81673b0834b0e07fe052fca0e3827056f261a1a2183cc91d18fa0b51a3d1","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":63.32841324945116,"put_call_skew_pp":0.43543909258378655,"implied_move_pct":11.35611810493862,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"781f878a8cc6610af4f21a16bc8e23812916383ba531d127ce0cf933bb27b07d","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":65.84045953485904,"put_call_skew_pp":-0.3632711252275662,"implied_move_pct":11.108237412077987,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e02e15ed7422f7f569169aa9986b23f8bcecfc7b702c4d2a2f5fa5df5ff72e87","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":61.257112936855606,"put_call_skew_pp":-0.6346030796461903,"implied_move_pct":9.808393892783261,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb043400e4cf45be1238c9bc7aa5a8de4dc5f2b89e2631ce3bd1c494e05118bf","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":56.95278924004185,"put_call_skew_pp":-1.0330088736287397,"implied_move_pct":12.168311692304556,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"98390202d39f74f58a21f2e8a2219f26fc1f9190636fd020d3e7315f54ca2580","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":61.26510477129997,"put_call_skew_pp":-0.5272512738290072,"implied_move_pct":11.575378710888026,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8a49e09bb1deec0888f0b21cb93a3a4ae84f4eb1f43a6050a1ba8c1cb9fae0ec","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":62.6392471634951,"put_call_skew_pp":-0.8595344368302076,"implied_move_pct":11.289560594509064,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"42ed75d072cbf6e3b341a5291f25bc2910108d66c453145f2c81df988c3df243","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":61.38588485223688,"put_call_skew_pp":-0.27556173286238383,"implied_move_pct":10.453644735451112,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6aee6ab6fd1c8fbed91808b0e13658643aa4d708411a3cd9df940c3b9b45b39a","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":62.19033787886529,"put_call_skew_pp":-1.0124572702659922,"implied_move_pct":9.835002328335724,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ce820d3f035090f3e1b40bfff056e0b2149cd1c542140e722d77becc7cd1f41","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":58.3290011852141,"put_call_skew_pp":0.23278077642494388,"implied_move_pct":12.437576041691397,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"af92c90ef25eef88238a3abecad97f7918a0cbe380468dec578a28784bc47ed7","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":60.9601176862184,"put_call_skew_pp":0.25586422759777605,"implied_move_pct":11.47655305081258,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9c9d5e217a76b8142e30a42e722b6e21cae6830309c1e6352cf126048bc00556","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":61.84426429535921,"put_call_skew_pp":-0.09609950595561756,"implied_move_pct":11.071300521275283,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"608539ec75dd6a6ff26f31d759d7f9970fb740fef70f483a0107b201031ac50e","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":61.34130237198294,"put_call_skew_pp":-0.02345322680315931,"implied_move_pct":10.365988882573788,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d6bed7575a17edf7b5713f306b6d2d5b505760913f4f37962a17a3a84397cd31","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":58.49578192505754,"put_call_skew_pp":-0.43747335205648596,"implied_move_pct":9.363210260241873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d501d2ec44b5841a3ea38c0ce7b9d8db0136296e0c094e5f1d2d4a742e04faf0","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":55.02883849889409,"put_call_skew_pp":0.09167995070073154,"implied_move_pct":11.796948817536567,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"931dd63e1fbcc0bfa812f378657c4ce67d9ad54071ccb583f6bab72e1976c6f9","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":54.73623853132145,"put_call_skew_pp":0.5945307900933336,"implied_move_pct":10.416336349407072,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5436394bfc552f72a299be6856a6ed8f0581e794eeea98ddffa22a424417b54d","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":56.230525912860855,"put_call_skew_pp":0.9884494717484831,"implied_move_pct":10.204880556247055,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5582125bdd324f388b6bd448965954613c89e0595821db83918967acbbae8508","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":56.06911742326426,"put_call_skew_pp":-0.013530768065825427,"implied_move_pct":9.641225232677552,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"53284994e388d32a41bb6f571675aceca1ac623544e619fd54bb9021464feeb1","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":58.44534884089333,"put_call_skew_pp":0.3425373167280039,"implied_move_pct":9.25529052409294,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"80149ef2592fde4f8a4167749f72f1d047a28702ccf590225c45b11140ebc977","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":54.37627528223547,"put_call_skew_pp":0.374752776043465,"implied_move_pct":11.64934674011122,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e52b8c06fd29b4fbdfa3021b90f17d216efb651d7c7b2675be3d6694c580cef6","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":58.21084706607548,"put_call_skew_pp":0.7845039334357775,"implied_move_pct":11.008563096268848,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"451d0e2d760262a2513dda5635be8521c3f2e083e0877dc0ecadc918cd49b2bc","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":61.91163135291207,"put_call_skew_pp":0.3929383901361039,"implied_move_pct":11.034943070926476,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0e636c529ff64a37dee7ea2eb94ea05cd9f7d009be8ac1e417bc9c4ba5a08dba","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":68.73983200973004,"put_call_skew_pp":0.8474563574531437,"implied_move_pct":11.45020972511936,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"06f71834941668c9eb579eb2dc6b5c3d417d7a3d7d148b516e1a4dc86a4b1f53","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":73.2502836303308,"put_call_skew_pp":0.9723609807637246,"implied_move_pct":11.127043667719422,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ccbf7e7cf8c62d96ba03b87ec8a00913360a9f43f9a4ff85be5f96bd99467c01","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":68.61361484602804,"put_call_skew_pp":0.8244648288764864,"implied_move_pct":14.495568198095453,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"31375efba068d8b4b3d7c5ac367081e185b503f75a5312b7ff2cbeb03475b384","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":68.37072792519896,"put_call_skew_pp":2.341079192572993,"implied_move_pct":12.849319529928293,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"01d1d5da5982d6adb61a9f12377ffcbdf4d97a6c28dfadf3b7313eb599e87010","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":70.10129195346516,"put_call_skew_pp":-1.5402964869677973,"implied_move_pct":12.454406025083,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d504cf2370425b039f9477963cf4b77402f4b4a3699f744d26246c8f0234ada4","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":66.5175704349134,"put_call_skew_pp":-1.14674378605085,"implied_move_pct":11.288856045358385,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"52ae5f10b9d35d3e1b8be2ce804ff1b0afb60407a475fab63537366356c9d74b","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":72.93807126499206,"put_call_skew_pp":-0.8433597056861011,"implied_move_pct":11.400191407589412,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"269317e7ea06849d7f5dacfad6afb9a340931874087a8bc040668e0fe1d696df","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":65.81524545874939,"put_call_skew_pp":0.24050311061313678,"implied_move_pct":13.955462512882095,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ed3038837e1ef06f12d94e8ba7344ee03a22844386ea5d882e4cd6652c4e7c0e","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":70.36417386553472,"put_call_skew_pp":-0.952444165601225,"implied_move_pct":13.181994500401721,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"03e336618ef5016bd8b965fe87091dfd191ad90f458d9eb378ee60be569b8e33","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":68.54605556182449,"put_call_skew_pp":-0.644745893495795,"implied_move_pct":12.23342435224273,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0b71cb30dd7d367765cbf740a2ef0748965a936d4f8b896d813953d0a1eb12a9","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":68.26237147458473,"put_call_skew_pp":-1.6898893715402377,"implied_move_pct":11.512682440683422,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"01598d899a2461055e114af962906a18e2a05914a9700d838043ed6cacfb8494","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":68.18050033389046,"put_call_skew_pp":-0.5475982231796177,"implied_move_pct":10.689009621282867,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dc401620cfe58d78c56006ec80f0c218ca6c6d41e463cde346356f6c38570e2a","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":74.83469116213074,"put_call_skew_pp":-0.14531048257956058,"implied_move_pct":15.961621868716875,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ee1cdbd9127a4b1b00edeba70a04b6806cdf2c06cee83c2dc714af9eaf8fec0d","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}