{"schemaVersion":1,"symbol":"EFAV","days":90,"observations":[{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:02.078000+00:00","captured_at":"2026-10-22T04:11:23.601Z","last_trade_at":"2026-10-22T00:00:02.274928302Z","price":95.31,"iv_pct":17.88279169943519,"implied_move_pct":4.014986264193726,"put_call_skew_pp":3.840989437153211,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"0e07f6178ff1dbe7caeebe4c1e2036160acafb6c12b66633446fd8db908d28a4"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-22T17:41:41.919000+00:00","captured_at":"2026-10-22T17:43:43.671Z","last_trade_at":"2026-10-22T17:43:26.050970979Z","price":96.11,"iv_pct":16.992244982483566,"implied_move_pct":3.7631907010975136,"put_call_skew_pp":2.6189214159862417,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"0a89fe717163155ef471b80cc5c29fba3e5e5e5f5756a38de5092ba419170469"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:02.377000+00:00","captured_at":"2026-10-23T01:54:11.677Z","last_trade_at":"2026-10-23T00:00:02.397424764Z","price":96.16,"iv_pct":16.83940827163356,"implied_move_pct":3.7746735273927223,"put_call_skew_pp":-0.39357082725687276,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"139db6a25209b2dacc1c96aa9644a84b7f85021cca0ee872e2934baa2d912d3d"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-23T16:47:22.763000+00:00","captured_at":"2026-10-23T16:54:41.392Z","last_trade_at":"2026-10-23T16:52:08.452635671Z","price":95.965,"iv_pct":17.228430265182475,"implied_move_pct":3.8083199627700424,"put_call_skew_pp":0.10323423529539633,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"138f8a4147bf639d4da2bb2057015be33d34d73ea5db10f8a01207f149df157c"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:32.147000+00:00","captured_at":"2026-10-24T04:45:43.735Z","last_trade_at":"2026-10-24T00:00:02.228756955Z","price":95.97,"iv_pct":17.491457752568234,"implied_move_pct":3.807879673503463,"put_call_skew_pp":0.1037241359204244,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"dd24b46005143450c308f3e8bf7fd69486b6984d6ef9626238781c63554835e5"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.063000+00:00","captured_at":"2026-10-26T23:51:10.386Z","last_trade_at":"2026-10-26T23:31:57.724227214Z","price":96.3,"iv_pct":20.847354305609663,"implied_move_pct":4.392489361135938,"put_call_skew_pp":-1.0223825641373308,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"c5dbc242af9535c823d70d065c82fc9d771a25951a107f2b115040f306ef93b2"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:44.740000+00:00","captured_at":"2026-10-27T23:01:36.902Z","last_trade_at":"2026-10-27T22:30:02.248596717Z","price":95.78,"iv_pct":19.717771056993545,"implied_move_pct":4.022897302255704,"put_call_skew_pp":-2.109948826260072,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"a19aac6898244eb3beba799025cf51d239db313cd133ebb7bdee8e75806ea187"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:54.700000+00:00","captured_at":"2026-10-28T20:03:53.543Z","last_trade_at":"2026-10-28T20:00:00.40191054Z","price":95.09,"iv_pct":20.43199863626315,"implied_move_pct":4.114298733279923,"put_call_skew_pp":-1.8304253282582006,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"ea448caff3ae4a67f5769c6fa8cfcd13882a048e530ff4f78e76890e3bc58ca4"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-29T19:58:41.654000+00:00","captured_at":"2026-10-29T22:57:00.060Z","last_trade_at":"2026-10-29T22:47:50.579049368Z","price":95.7,"iv_pct":19.608928703589037,"implied_move_pct":3.846617285836261,"put_call_skew_pp":17.74306251063224,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"f1b098329610d5d58e20a0f91349dd33b60306b3a84b231a2c135ae6b168b779"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:06.101000+00:00","captured_at":"2026-10-30T22:28:46.538Z","last_trade_at":"2026-10-30T20:10:02.286807049Z","price":96.25,"iv_pct":14.93894372485222,"implied_move_pct":2.8568648590554595,"put_call_skew_pp":14.665858509642238,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"8a53af7bcfcb4a76c7883a9dc02ad663bb661ede2a2f9e1d4078fea4dda48637"},{"symbol":"EFAV","expiry":"2026-11-20","observed_at":"2026-11-04T14:30:39.579000+00:00","captured_at":"2026-11-04T14:43:52.291Z","last_trade_at":"2026-11-04T14:43:48.456242165Z","price":97.09,"iv_pct":15.330754246155875,"implied_move_pct":2.5951833852072643,"put_call_skew_pp":4.4043671667362645,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/EFAV","source_hash":"d15d7d54429b20b58052b3b6ac4e52a348a9cd5ff4235acf5a8c2d79f4b9e558"}],"dailyIv":[{"symbol":"EFAV","date":"2026-08-10","iv_pct":13.99182240564582,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":17.432874378992192,"put_iv_pct":18.471276935355146},{"expiry":"2026-09-18","call_iv_pct":12.12631822386679,"put_iv_pct":13.219050279329608},{"expiry":"2026-12-18","call_iv_pct":11.770694444444443,"put_iv_pct":13.211769911504422},{"expiry":"2027-03-19","call_iv_pct":10.977608695652172,"put_iv_pct":14.724986376021798}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8335aa1cc8ba75c10db895507e5fea47708f9c65f073d9ac016c181c6dc05023","captured_at":"2026-10-24T00:56:46.771155+00:00","observed_at":"2026-08-10T15:59:00-04:00","session_close_at":"2026-08-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"e11065a1e8a38760149ac8eeade593a6e27a0d790e1a2a112a0201b6a6afbfd0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2354a5ef9bb15fd5c5da29de2a639c74cbb413d790d6637980c45c673f17066c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"804bdf705b354a7ac05f758e72f85cb4d4d64469d9d0dda241767268458c760b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53c62150dc2724f8316cfee54956b2d653333a58930474cc9f335ef04ff611a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2c202c7de3f983ba21d7e38f050f736ec25efd3db34a81fbb3c06687c73e126"}]},{"symbol":"EFAV","date":"2026-08-11","iv_pct":15.27750619358181,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":21.406081193040595,"put_iv_pct":20.06939969604863},{"expiry":"2026-09-18","call_iv_pct":11.997619047619047,"put_iv_pct":17.09223251028807},{"expiry":"2026-12-18","call_iv_pct":12.205311418685122,"put_iv_pct":13.780622568093387},{"expiry":"2027-03-19","call_iv_pct":11.232364016736401,"put_iv_pct":14.436419098143235}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7e2bffb3812e2b259f4a74f0f9e5fc4a6294a488c3777ea58e727abc05ad4a51","captured_at":"2026-10-24T00:56:45.230787+00:00","observed_at":"2026-08-11T15:59:00-04:00","session_close_at":"2026-08-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"71755884d2fe08e62c49cafa3e88515e475dc2f91426cca7272bedbc0fd59b21"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2354a5ef9bb15fd5c5da29de2a639c74cbb413d790d6637980c45c673f17066c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"804bdf705b354a7ac05f758e72f85cb4d4d64469d9d0dda241767268458c760b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53c62150dc2724f8316cfee54956b2d653333a58930474cc9f335ef04ff611a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2c202c7de3f983ba21d7e38f050f736ec25efd3db34a81fbb3c06687c73e126"}]},{"symbol":"EFAV","date":"2026-08-12","iv_pct":16.110219977641215,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":20.566796875,"put_iv_pct":24.96783345095272},{"expiry":"2026-09-18","call_iv_pct":12.030671573137074,"put_iv_pct":19.270216346153845},{"expiry":"2026-12-18","call_iv_pct":12.545352112676056,"put_iv_pct":13.767255278310941},{"expiry":"2027-03-19","call_iv_pct":11.50825159914712,"put_iv_pct":14.225382585751978}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f3bcd6baff37693b83b3a4fa28261fab0cf925998bfe6932350275df3d0bdf31","captured_at":"2026-10-24T00:56:43.799393+00:00","observed_at":"2026-08-12T15:59:00-04:00","session_close_at":"2026-08-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"c7a3c68f51c8919f2bcc24c53ae5ce44f06756f0d70b8e4132f681d6adc8cdb7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2354a5ef9bb15fd5c5da29de2a639c74cbb413d790d6637980c45c673f17066c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"804bdf705b354a7ac05f758e72f85cb4d4d64469d9d0dda241767268458c760b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53c62150dc2724f8316cfee54956b2d653333a58930474cc9f335ef04ff611a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2c202c7de3f983ba21d7e38f050f736ec25efd3db34a81fbb3c06687c73e126"}]},{"symbol":"EFAV","date":"2026-08-13","iv_pct":14.46999751050182,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":18.90030100334448,"put_iv_pct":20.061419878296142},{"expiry":"2026-09-18","call_iv_pct":11.231340830449826,"put_iv_pct":15.470857142857142},{"expiry":"2026-12-18","call_iv_pct":11.832113144758734,"put_iv_pct":12.672882882882883},{"expiry":"2027-03-19","call_iv_pct":11.139587628865979,"put_iv_pct":14.451477572559368}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2331ba15b9ec55ac662a7f92285e92056c31beb4c8785e5be23966fbb62b3990","captured_at":"2026-10-24T00:56:42.036305+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"af1499f5d0031a7296bd26b6ede0585deab51f79fbd1c7760ff2f5ad25bb788c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2354a5ef9bb15fd5c5da29de2a639c74cbb413d790d6637980c45c673f17066c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"804bdf705b354a7ac05f758e72f85cb4d4d64469d9d0dda241767268458c760b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53c62150dc2724f8316cfee54956b2d653333a58930474cc9f335ef04ff611a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2c202c7de3f983ba21d7e38f050f736ec25efd3db34a81fbb3c06687c73e126"}]},{"symbol":"EFAV","date":"2026-08-14","iv_pct":14.524304358647194,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":21.362266401590457,"put_iv_pct":18.59399866041527},{"expiry":"2026-09-18","call_iv_pct":10.531225259189444,"put_iv_pct":16.489596250901226},{"expiry":"2026-12-18","call_iv_pct":11.950039761431409,"put_iv_pct":13.007755834829442},{"expiry":"2027-03-19","call_iv_pct":10.740321931589538,"put_iv_pct":13.51923076923077}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71a78e920941bc9ac8e3e17ad65db1e112981200cbd271de7dfddc4f862ac153","captured_at":"2026-10-24T00:56:40.185876+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"30f4aadd1cd8a7452f177e1ba654b8c8b30f4d6daed10a09b8fa6bc81ee36135"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2354a5ef9bb15fd5c5da29de2a639c74cbb413d790d6637980c45c673f17066c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"804bdf705b354a7ac05f758e72f85cb4d4d64469d9d0dda241767268458c760b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53c62150dc2724f8316cfee54956b2d653333a58930474cc9f335ef04ff611a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2c202c7de3f983ba21d7e38f050f736ec25efd3db34a81fbb3c06687c73e126"}]},{"symbol":"EFAV","date":"2026-08-17","iv_pct":16.65746900783711,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":26.806790024135154,"put_iv_pct":27.766165664662662},{"expiry":"2026-09-18","call_iv_pct":12.065512195121952,"put_iv_pct":15.554227027027027},{"expiry":"2026-12-18","call_iv_pct":12.702162162162162,"put_iv_pct":13.400808823529411},{"expiry":"2027-03-19","call_iv_pct":10.707235772357723,"put_iv_pct":14.256850393700788}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3ca081bb9f5df4088fc00c0ab8e4e37716ad169a48c4d98e83fde18bd2488ead","captured_at":"2026-10-24T00:56:34.156101+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"99acf1192b96c777156a4f6df8149e2333468a328ccb3f2f9213f8912418e934"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"827b3cf9201db9ec1fd7c3aec4b889773cf68f3a6c949434e20df40e03c45a7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"fdbd95744690a010784264776de9647eb871111471b7e716fdb50a52c2e1860b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb087156764602c5e8a3756978323e33bebca83df902e80ff9faf651ab2d9f92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc6a78f4d912727c28ae2b6991b89f81b1a2f48eb8b95fe511d727b3523054c6"}]},{"symbol":"EFAV","date":"2026-08-18","iv_pct":17.340277345823893,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":30.705646140503028,"put_iv_pct":29.660996147495876},{"expiry":"2026-09-18","call_iv_pct":12.49835294117647,"put_iv_pct":14.276888217522659},{"expiry":"2026-12-18","call_iv_pct":12.575238095238095,"put_iv_pct":13.722553956834533},{"expiry":"2027-03-19","call_iv_pct":11.055400410677619,"put_iv_pct":14.227142857142857}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ad32d0d9df2eede321e7a2fbbc4713869d3b63f0260a650d7369515f334967e6","captured_at":"2026-10-24T00:56:32.025514+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"54ad3449de6325af656582ce6dc061006e193718488670d465efc29c033c5258"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"827b3cf9201db9ec1fd7c3aec4b889773cf68f3a6c949434e20df40e03c45a7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"fdbd95744690a010784264776de9647eb871111471b7e716fdb50a52c2e1860b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb087156764602c5e8a3756978323e33bebca83df902e80ff9faf651ab2d9f92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc6a78f4d912727c28ae2b6991b89f81b1a2f48eb8b95fe511d727b3523054c6"}]},{"symbol":"EFAV","date":"2026-08-19","iv_pct":18.7989181338968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":35.66087796312555,"put_iv_pct":37.11014348097317},{"expiry":"2026-09-18","call_iv_pct":11.237480190174326,"put_iv_pct":15.12402985074627},{"expiry":"2026-12-18","call_iv_pct":12.526028368794325,"put_iv_pct":14.055669291338582},{"expiry":"2027-03-19","call_iv_pct":10.77935550935551,"put_iv_pct":13.897760416666669}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6d65879925b7b520f072b3f29b13543bb7842afbc06945ec377d4ec9b21f854c","captured_at":"2026-10-24T00:56:30.166421+00:00","observed_at":"2026-08-19T15:59:00-04:00","session_close_at":"2026-08-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"c71c3b1f9d86803f146ddbad416baebc515b817b32fa7af880114a60d1ec4cb1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"827b3cf9201db9ec1fd7c3aec4b889773cf68f3a6c949434e20df40e03c45a7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"fdbd95744690a010784264776de9647eb871111471b7e716fdb50a52c2e1860b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb087156764602c5e8a3756978323e33bebca83df902e80ff9faf651ab2d9f92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc6a78f4d912727c28ae2b6991b89f81b1a2f48eb8b95fe511d727b3523054c6"}]},{"symbol":"EFAV","date":"2026-08-20","iv_pct":21.18235672690657,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":52.12669344870211,"put_iv_pct":31.38211708099437},{"expiry":"2026-09-18","call_iv_pct":11.104655172413795,"put_iv_pct":16.18194805194805},{"expiry":"2026-10-16","call_iv_pct":16.97498422712934,"put_iv_pct":15.695270655270654},{"expiry":"2026-12-18","call_iv_pct":12.174354243542433,"put_iv_pct":13.8188309352518}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb113afd46242d1e3f28c41089ce3f5dafdccc82928a52e515d1cb6d2f42eeb3","captured_at":"2026-10-24T00:56:28.385240+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"23e216a1ad07eecd70e93e12610e4237f1c1f26b8dd55fa3853c59f719abb295"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"827b3cf9201db9ec1fd7c3aec4b889773cf68f3a6c949434e20df40e03c45a7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"fdbd95744690a010784264776de9647eb871111471b7e716fdb50a52c2e1860b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36a9d0729998646c5d7f6282d8be1d0684bc164954683093386ea58c97aa0b05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb087156764602c5e8a3756978323e33bebca83df902e80ff9faf651ab2d9f92"}]},{"symbol":"EFAV","date":"2026-08-21","iv_pct":12.543828682385357,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.747429837518464,"put_iv_pct":12.728372093023257},{"expiry":"2026-10-16","call_iv_pct":11.693096085409254,"put_iv_pct":10.89038585209003},{"expiry":"2026-12-18","call_iv_pct":12.208462809917355,"put_iv_pct":12.889999999999999},{"expiry":"2027-03-19","call_iv_pct":10.882570281124497,"put_iv_pct":14.3103125}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cb90de8dcb6237450b037337e950384efc3566b620d9f4fd6dd1637f6e6be5bf","captured_at":"2026-10-24T00:56:25.211839+00:00","observed_at":"2026-08-21T15:59:00-04:00","session_close_at":"2026-08-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"e92ce1e3a901646e6bebe52400b83af9a9c9f670af2afb04002b0083911bdfe2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"fdbd95744690a010784264776de9647eb871111471b7e716fdb50a52c2e1860b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36a9d0729998646c5d7f6282d8be1d0684bc164954683093386ea58c97aa0b05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb087156764602c5e8a3756978323e33bebca83df902e80ff9faf651ab2d9f92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc6a78f4d912727c28ae2b6991b89f81b1a2f48eb8b95fe511d727b3523054c6"}]},{"symbol":"EFAV","date":"2026-08-24","iv_pct":12.845995424556396,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":10.981311475409838,"put_iv_pct":15.23860759493671},{"expiry":"2026-10-16","call_iv_pct":10.781271393643031,"put_iv_pct":14.309796137339056},{"expiry":"2026-12-18","call_iv_pct":11.915536277602525,"put_iv_pct":13.569650735294116},{"expiry":"2027-03-19","call_iv_pct":11.10843813387424,"put_iv_pct":14.86335164835165}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"063fd751b9303482f52fd285ec74f320392c38dda07b4d386776d31cd5021bcc","captured_at":"2026-10-24T00:56:18.958615+00:00","observed_at":"2026-08-24T15:59:00-04:00","session_close_at":"2026-08-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"b021873f57f30037e8576b8d6dfca3026cd438842b5ac033e34c17ea035ee402"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"881ac971f03933edaa0d9e6cd1be35adbeb33eb04b29fd52f3c72083f149df7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"324174de6fcbf6420a7df45888e95a17a0eed8b2f930cc7f1099a7a988d95d27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"182880b5b1e568aeb6f72089cec673a855ea568a026d867c07fd95e96ecd0229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc9a4c2c20cc09219bd8e28e6b0958eee37c68bb36a9e3594a7bc5cd209f5bab"}]},{"symbol":"EFAV","date":"2026-08-25","iv_pct":12.813014878986754,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":12.759669852302347,"put_iv_pct":14.274908220271348},{"expiry":"2026-10-16","call_iv_pct":11.403939393939394,"put_iv_pct":13.866543367346939},{"expiry":"2026-12-18","call_iv_pct":11.801102661596959,"put_iv_pct":13.997704280155643},{"expiry":"2027-03-19","call_iv_pct":10.579999999999998,"put_iv_pct":13.820251256281407}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2bdb6b3ba5e1b208527cacacba44aa3d40b844737e6c2b44a5e9e01efd324113","captured_at":"2026-10-24T00:56:17.263692+00:00","observed_at":"2026-08-25T15:59:00-04:00","session_close_at":"2026-08-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"c125910551474abdc3ed9626ec14b31d9d9d75cccc97abb8dc73937facc2c169"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"881ac971f03933edaa0d9e6cd1be35adbeb33eb04b29fd52f3c72083f149df7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"324174de6fcbf6420a7df45888e95a17a0eed8b2f930cc7f1099a7a988d95d27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"182880b5b1e568aeb6f72089cec673a855ea568a026d867c07fd95e96ecd0229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc9a4c2c20cc09219bd8e28e6b0958eee37c68bb36a9e3594a7bc5cd209f5bab"}]},{"symbol":"EFAV","date":"2026-08-26","iv_pct":12.941296827877858,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.122589147286824,"put_iv_pct":14.148941979522183},{"expiry":"2026-10-16","call_iv_pct":12.456731707317074,"put_iv_pct":10.468127753303964},{"expiry":"2026-12-18","call_iv_pct":12.470084033613446,"put_iv_pct":12.77091836734694},{"expiry":"2027-03-19","call_iv_pct":10.6599209486166,"put_iv_pct":14.43306068601583}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9a8a7c305bd0b08bb60cda296254ebcb1ae4a226a250d61739d657b7912cda56","captured_at":"2026-10-24T00:56:15.802322+00:00","observed_at":"2026-08-26T15:59:00-04:00","session_close_at":"2026-08-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"8ea97f3a90f4974bd17fa1c8d73e33eaffe0a00e4d1db0e9130877468f3c036b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"881ac971f03933edaa0d9e6cd1be35adbeb33eb04b29fd52f3c72083f149df7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"324174de6fcbf6420a7df45888e95a17a0eed8b2f930cc7f1099a7a988d95d27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"182880b5b1e568aeb6f72089cec673a855ea568a026d867c07fd95e96ecd0229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc9a4c2c20cc09219bd8e28e6b0958eee37c68bb36a9e3594a7bc5cd209f5bab"}]},{"symbol":"EFAV","date":"2026-08-27","iv_pct":12.20886924936272,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":11.664670947030496,"put_iv_pct":13.525273735273736},{"expiry":"2026-10-16","call_iv_pct":9.244411047928514,"put_iv_pct":11.973484536082474},{"expiry":"2026-12-18","call_iv_pct":12.434842883548983,"put_iv_pct":14.241654135338344},{"expiry":"2027-03-19","call_iv_pct":10.671080550098232,"put_iv_pct":13.915536159600997}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"76ce2d90d8fb7e9d34cfbfc36af59033d6a9126d6d0ddad129fffac18eaeeb86","captured_at":"2026-10-24T00:56:14.024898+00:00","observed_at":"2026-08-27T15:59:00-04:00","session_close_at":"2026-08-27T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"31e4646fd63bcbefb1d3ff37dd208191e3e37a51f7c59bd0f6f8b89686d9788a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"881ac971f03933edaa0d9e6cd1be35adbeb33eb04b29fd52f3c72083f149df7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"324174de6fcbf6420a7df45888e95a17a0eed8b2f930cc7f1099a7a988d95d27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"182880b5b1e568aeb6f72089cec673a855ea568a026d867c07fd95e96ecd0229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc9a4c2c20cc09219bd8e28e6b0958eee37c68bb36a9e3594a7bc5cd209f5bab"}]},{"symbol":"EFAV","date":"2026-08-28","iv_pct":12.326363410758995,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":10.528988764044943,"put_iv_pct":13.437514420555846},{"expiry":"2026-10-16","call_iv_pct":13.513963133640553,"put_iv_pct":10.577241379310346},{"expiry":"2026-12-18","call_iv_pct":12.632392156862746,"put_iv_pct":12.90596638655462},{"expiry":"2027-03-19","call_iv_pct":11.345411764705881,"put_iv_pct":13.669429280397022}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d7a43a31cc4f0f021d5e2868a524a3bead90c09e30ef975a47d2ae15c46573af","captured_at":"2026-10-24T00:56:12.301529+00:00","observed_at":"2026-08-28T15:59:00-04:00","session_close_at":"2026-08-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"8f085e215af6565eadef085a34d59765ad2a0d3ae3725b50cade5c7d5bb7b8b4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"881ac971f03933edaa0d9e6cd1be35adbeb33eb04b29fd52f3c72083f149df7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"324174de6fcbf6420a7df45888e95a17a0eed8b2f930cc7f1099a7a988d95d27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"182880b5b1e568aeb6f72089cec673a855ea568a026d867c07fd95e96ecd0229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc9a4c2c20cc09219bd8e28e6b0958eee37c68bb36a9e3594a7bc5cd209f5bab"}]},{"symbol":"EFAV","date":"2026-08-31","iv_pct":12.866873995536206,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":12.890905044510387,"put_iv_pct":14.43896138482024},{"expiry":"2026-10-16","call_iv_pct":14.327707317073168,"put_iv_pct":11.513611383709518},{"expiry":"2026-12-18","call_iv_pct":12.669874776386406,"put_iv_pct":12.142307692307693},{"expiry":"2027-03-19","call_iv_pct":10.71,"put_iv_pct":14.241624365482233}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e5bc94bf04c455ded09f08040d6c668ae1bcf59b39ccd13875935916b65bb4f6","captured_at":"2026-10-24T00:56:07.108716+00:00","observed_at":"2026-08-31T15:59:00-04:00","session_close_at":"2026-08-31T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"4c8af0d33cca881476b54d64cc7a8bcfd0d5029008df8a211c1abc9463b6e455"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"913ee9797dc3e5c53ff28b9b8cbbeb6b4e920bf07cbc9c03321b6004a2ec7692"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c78449578359ecfb8a4ded76ca6cdea96f02efac54a7a8a47cfb3272819564d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"24f4b02fb656881446ec4a29b9075f503da820c521330b3f3eb797e5dadc1058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4bdc9204c5f82f2c7e64c905cecd9132ad546d781c7620ab6cebab21e81b539"}]},{"symbol":"EFAV","date":"2026-09-01","iv_pct":12.107051155136396,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":11.065652173913048,"put_iv_pct":14.70358024691358},{"expiry":"2026-10-16","call_iv_pct":11.909173989455184,"put_iv_pct":8.757390381895332},{"expiry":"2026-12-18","call_iv_pct":12.288717434869739,"put_iv_pct":13.238901303538174},{"expiry":"2027-03-19","call_iv_pct":11.137134146341463,"put_iv_pct":13.755859564164648}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"169bf9bf6d748e0f294e92f12785ff29d9cd4edb05b77601cd1a9f2866f1a48f","captured_at":"2026-10-24T00:56:03.554101+00:00","observed_at":"2026-09-01T15:59:00-04:00","session_close_at":"2026-09-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"fabba72d3825717dec674c1b124b83a4237a5d78e51cb54e20e1e8ce174ef30e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"662f210d6f63e9addeadd274f37e3e1ffd206ba5f06fb224669a5466978ca5ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33b2e91856b852ba544c4f933e7592ff3c6d7f0a185f811807da0241b0520441"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3df69c4f4533f63f1fcc016448e0359b32774e4129d08e70c8e525271a31673e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d1e28486fd2deaee24abe00fc006272fbb1bbed30d4cd08aa415e95fe4afb5e8"}]},{"symbol":"EFAV","date":"2026-09-02","iv_pct":13.664381988717983,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":18.719909297052155,"put_iv_pct":16.05911392405063},{"expiry":"2026-10-16","call_iv_pct":11.899787234042552,"put_iv_pct":11.337859358841781},{"expiry":"2026-12-18","call_iv_pct":12.343659359190557,"put_iv_pct":13.853798165137615},{"expiry":"2027-03-19","call_iv_pct":10.406691729323308,"put_iv_pct":14.694236842105262}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cdedd303bba58aa21330e07d674425a854e7b67b6b5f2f9f6f2048aa3fd41305","captured_at":"2026-10-24T00:56:01.943036+00:00","observed_at":"2026-09-02T15:59:00-04:00","session_close_at":"2026-09-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"1aa1cfc9b16dfdc0f7ac17394ebbdf15967540cb5145983f97bf254bad45d8ac"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"662f210d6f63e9addeadd274f37e3e1ffd206ba5f06fb224669a5466978ca5ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33b2e91856b852ba544c4f933e7592ff3c6d7f0a185f811807da0241b0520441"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3df69c4f4533f63f1fcc016448e0359b32774e4129d08e70c8e525271a31673e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d1e28486fd2deaee24abe00fc006272fbb1bbed30d4cd08aa415e95fe4afb5e8"}]},{"symbol":"EFAV","date":"2026-09-03","iv_pct":12.805628525027807,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":13.566464128843336,"put_iv_pct":14.632771509167842},{"expiry":"2026-10-16","call_iv_pct":11.997779783393502,"put_iv_pct":11.612951750236519},{"expiry":"2026-12-18","call_iv_pct":12.719030520646319,"put_iv_pct":13.200503597122301},{"expiry":"2027-03-19","call_iv_pct":10.536564885496183,"put_iv_pct":14.178962025316455}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"622c943e66a1c25174163623f56234278dd7634bb571f82e2b282a02f4736a69","captured_at":"2026-10-24T00:56:00.089697+00:00","observed_at":"2026-09-03T15:59:00-04:00","session_close_at":"2026-09-03T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"260a131f515ce57c80c29c91e73338c9d4dd522efb9bd2df1097f4089a366107"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"662f210d6f63e9addeadd274f37e3e1ffd206ba5f06fb224669a5466978ca5ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33b2e91856b852ba544c4f933e7592ff3c6d7f0a185f811807da0241b0520441"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3df69c4f4533f63f1fcc016448e0359b32774e4129d08e70c8e525271a31673e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d1e28486fd2deaee24abe00fc006272fbb1bbed30d4cd08aa415e95fe4afb5e8"}]},{"symbol":"EFAV","date":"2026-09-04","iv_pct":12.55797944333519,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.129090909090907,"put_iv_pct":13.614937655860349},{"expiry":"2026-10-16","call_iv_pct":11.153249551166965,"put_iv_pct":12.930729927007297},{"expiry":"2026-12-18","call_iv_pct":12.38056129985229,"put_iv_pct":12.925},{"expiry":"2027-03-19","call_iv_pct":9.8278125,"put_iv_pct":13.502453703703704}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"889b8095e93bc10abc3ea38e111c3989b1e09063a7616056358384985b3790be","captured_at":"2026-10-24T00:55:57.923774+00:00","observed_at":"2026-09-04T15:59:00-04:00","session_close_at":"2026-09-04T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"f35d26893a8a1695d1650badaf53c9a4b8667fd4aab557725728a5ed59a3180f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"662f210d6f63e9addeadd274f37e3e1ffd206ba5f06fb224669a5466978ca5ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33b2e91856b852ba544c4f933e7592ff3c6d7f0a185f811807da0241b0520441"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3df69c4f4533f63f1fcc016448e0359b32774e4129d08e70c8e525271a31673e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d1e28486fd2deaee24abe00fc006272fbb1bbed30d4cd08aa415e95fe4afb5e8"}]},{"symbol":"EFAV","date":"2026-09-08","iv_pct":13.804944999117586,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.11875539568345,"put_iv_pct":19.11914712153518},{"expiry":"2026-10-16","call_iv_pct":12.93752548656163,"put_iv_pct":11.531780104712043},{"expiry":"2026-12-18","call_iv_pct":13.102413793103448,"put_iv_pct":12.99420472440945},{"expiry":"2027-03-19","call_iv_pct":10.764765625,"put_iv_pct":13.870967741935486}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"83dcf08de49adeaacbd42e0e22bfb43803edf31d159d3aa3a4268f8f5ea4f9ff","captured_at":"2026-10-24T00:55:52.561185+00:00","observed_at":"2026-09-08T15:59:00-04:00","session_close_at":"2026-09-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"272f4d14cfed4d95c59eafd9dd28b06ddf29e403897e71b219c2c4054a222aa6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"d85cbb2f39779fcfb84ad01594fd58687caf0f0549afdd0fbe02dd7e2a6f81af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02e4bf6eaa3f76301445e4e50f7717e1b6fe916a214521cc08a4f6b38738286b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"885011a31ed33136518857b6ab8ee98070025cd5da0b96021fb4959fbf733f01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48209d2bfdb2dceb5fd02181eb055bf91d5d8869f67d24731918f53cc61fd1ea"}]},{"symbol":"EFAV","date":"2026-09-09","iv_pct":13.812950498546128,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.977340425531917,"put_iv_pct":18.97958152958153},{"expiry":"2026-10-16","call_iv_pct":13.198818474758326,"put_iv_pct":10.889755244755245},{"expiry":"2026-12-18","call_iv_pct":13.82910652920962,"put_iv_pct":13.171612903225807},{"expiry":"2027-03-19","call_iv_pct":11.197156862745098,"put_iv_pct":13.260232018561485}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"623813ae9ee994051ef9909f776ed596b12f1d39c6116d95aba960a59cebe031","captured_at":"2026-10-24T00:55:50.969790+00:00","observed_at":"2026-09-09T15:59:00-04:00","session_close_at":"2026-09-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"785952261a509058fdfc8ce3f0365d1a60bbd61e9662e2a33862479c4b5b1ce2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"d85cbb2f39779fcfb84ad01594fd58687caf0f0549afdd0fbe02dd7e2a6f81af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02e4bf6eaa3f76301445e4e50f7717e1b6fe916a214521cc08a4f6b38738286b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"885011a31ed33136518857b6ab8ee98070025cd5da0b96021fb4959fbf733f01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48209d2bfdb2dceb5fd02181eb055bf91d5d8869f67d24731918f53cc61fd1ea"}]},{"symbol":"EFAV","date":"2026-09-10","iv_pct":16.07398323581607,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":29.010206666666672,"put_iv_pct":19.54234394124847},{"expiry":"2026-10-16","call_iv_pct":15.818444444444443,"put_iv_pct":11.936436170212767},{"expiry":"2026-12-18","call_iv_pct":13.444937163375226,"put_iv_pct":13.595118243243242},{"expiry":"2027-03-19","call_iv_pct":11.038774319066146,"put_iv_pct":14.205604938271604}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"792c2d71d6564db4e0b532a096d685427c951e843980733a0bd6835d6e87bd2f","captured_at":"2026-10-24T00:55:49.406028+00:00","observed_at":"2026-09-10T15:59:00-04:00","session_close_at":"2026-09-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"3ddee29c1459eb0ce06f02bd20f0924de8b1ea7e8f50ba456adeb38fda97c7f0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"d85cbb2f39779fcfb84ad01594fd58687caf0f0549afdd0fbe02dd7e2a6f81af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02e4bf6eaa3f76301445e4e50f7717e1b6fe916a214521cc08a4f6b38738286b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"885011a31ed33136518857b6ab8ee98070025cd5da0b96021fb4959fbf733f01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48209d2bfdb2dceb5fd02181eb055bf91d5d8869f67d24731918f53cc61fd1ea"}]},{"symbol":"EFAV","date":"2026-09-11","iv_pct":14.145790049594655,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.434901960784316,"put_iv_pct":21.296985622211206},{"expiry":"2026-10-16","call_iv_pct":13.951210855949894,"put_iv_pct":12.456147110332749},{"expiry":"2026-12-18","call_iv_pct":13.4375,"put_iv_pct":13.013106960950763},{"expiry":"2027-03-19","call_iv_pct":10.615762004175364,"put_iv_pct":13.960705882352942}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"31bbc7159ac2830e3aaa676a8194d19b10ce7c42bf0ac1d4151318e7bc7d8001","captured_at":"2026-10-24T00:55:47.522165+00:00","observed_at":"2026-09-11T15:59:00-04:00","session_close_at":"2026-09-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"25b95f3bdfeb31d17900285427195b60e63c47a2537ab4070a251a0748f254e8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"d85cbb2f39779fcfb84ad01594fd58687caf0f0549afdd0fbe02dd7e2a6f81af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02e4bf6eaa3f76301445e4e50f7717e1b6fe916a214521cc08a4f6b38738286b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"885011a31ed33136518857b6ab8ee98070025cd5da0b96021fb4959fbf733f01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48209d2bfdb2dceb5fd02181eb055bf91d5d8869f67d24731918f53cc61fd1ea"}]},{"symbol":"EFAV","date":"2026-09-14","iv_pct":16.64174383380755,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.312521246458925,"put_iv_pct":30.083621337340343},{"expiry":"2026-10-16","call_iv_pct":12.489219586840091,"put_iv_pct":13.547577268195415},{"expiry":"2026-12-18","call_iv_pct":13.341260647359455,"put_iv_pct":13.386578947368422},{"expiry":"2027-03-19","call_iv_pct":10.700800744878958,"put_iv_pct":13.272370892018781}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"24c7027cd4e9b1fb15dd8a9f99ba6ec4accf74990cb70a13dea412fd92e3d722","captured_at":"2026-10-24T00:55:45.636118+00:00","observed_at":"2026-09-14T15:59:00-04:00","session_close_at":"2026-09-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"a59ca02af3edb0da4fc6ef900f64ef2d1e1e1dc853898b959014e4987fd0c3f5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"d85cbb2f39779fcfb84ad01594fd58687caf0f0549afdd0fbe02dd7e2a6f81af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02e4bf6eaa3f76301445e4e50f7717e1b6fe916a214521cc08a4f6b38738286b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"885011a31ed33136518857b6ab8ee98070025cd5da0b96021fb4959fbf733f01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48209d2bfdb2dceb5fd02181eb055bf91d5d8869f67d24731918f53cc61fd1ea"}]},{"symbol":"EFAV","date":"2026-09-15","iv_pct":16.86505603688405,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.83634699215345,"put_iv_pct":30.478825688073393},{"expiry":"2026-10-16","call_iv_pct":17.67983606557377,"put_iv_pct":15.61769401330377},{"expiry":"2026-12-18","call_iv_pct":13.169192913385826,"put_iv_pct":13.879659090909088},{"expiry":"2027-03-19","call_iv_pct":9.963064516129034,"put_iv_pct":14.295829015544042}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6ab5557835bc81ba06915bcc7ac6b9ac7ec7f08cdfaf201e83d5ab923943fdde","captured_at":"2026-10-24T00:55:36.939862+00:00","observed_at":"2026-09-15T15:59:00-04:00","session_close_at":"2026-09-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"ab1f730e80ea16c785070de2924115774bb9b3276f829c659159d6f63889c4bc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"1b864b1b7f8c5065e212ba883ce41a0e9ee546fa543a3edf306b9d19d63670e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"caa6256c030290791dc309f7d0eb221ce82f7bc27c6286b519586176232d31d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12d2d18955d39ee203f5ed33423ced2b24554672c5675c0ef4983450f373470a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6998a9921ccfd72838fc0347464a75bce2eac2d833dd84fe26eb339bfe39847d"}]},{"symbol":"EFAV","date":"2026-09-16","iv_pct":24.05684969331278,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":56.150847457627115,"put_iv_pct":54.241739918441326},{"expiry":"2026-10-16","call_iv_pct":16.851907386990078,"put_iv_pct":11.28876272513704},{"expiry":"2026-12-18","call_iv_pct":14.344815465729353,"put_iv_pct":13.983574958813838},{"expiry":"2027-03-19","call_iv_pct":11.784426229508197,"put_iv_pct":13.808723404255318}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"13800b9762f3ea76e118ad0513ee982fa4189c8e090b48c2d2726e24183ac440","captured_at":"2026-10-24T00:55:35.279251+00:00","observed_at":"2026-09-16T15:59:00-04:00","session_close_at":"2026-09-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"493bd2aaf55235fc0656477e854c42ea4fe550c4e80c531bbeee84aaffc3bcd5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"1b864b1b7f8c5065e212ba883ce41a0e9ee546fa543a3edf306b9d19d63670e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"caa6256c030290791dc309f7d0eb221ce82f7bc27c6286b519586176232d31d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12d2d18955d39ee203f5ed33423ced2b24554672c5675c0ef4983450f373470a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6998a9921ccfd72838fc0347464a75bce2eac2d833dd84fe26eb339bfe39847d"}]},{"symbol":"EFAV","date":"2026-09-17","iv_pct":28.38507717696026,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":57.82117073170732,"put_iv_pct":75.63369863013698},{"expiry":"2026-10-16","call_iv_pct":16.15459745762712,"put_iv_pct":17.76308924485126},{"expiry":"2026-11-20","call_iv_pct":16.67294896030246,"put_iv_pct":15.361840796019898},{"expiry":"2026-12-18","call_iv_pct":14.00073500967118,"put_iv_pct":13.672536585365854}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"68ee0ac93c21d8a7499c9238a02e08d10f638c5b5e30b7cbdc3921a9cf71c2a4","captured_at":"2026-10-24T00:55:33.080459+00:00","observed_at":"2026-09-17T15:59:00-04:00","session_close_at":"2026-09-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"aa25e913c656564371472baa2fca65e32c406619b81ba485520f96a459a09342"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"1b864b1b7f8c5065e212ba883ce41a0e9ee546fa543a3edf306b9d19d63670e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"caa6256c030290791dc309f7d0eb221ce82f7bc27c6286b519586176232d31d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4fe0a30c87c89edea61a1511283295354f972027a1c06830711e76c2b9377c21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12d2d18955d39ee203f5ed33423ced2b24554672c5675c0ef4983450f373470a"}]},{"symbol":"EFAV","date":"2026-09-18","iv_pct":13.196796745109296,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":13.640874785591766,"put_iv_pct":14.862651785714288},{"expiry":"2026-11-20","call_iv_pct":12.144851598173517,"put_iv_pct":11.644425483503982},{"expiry":"2026-12-18","call_iv_pct":13.532123015873015,"put_iv_pct":14.498026981450254},{"expiry":"2027-03-19","call_iv_pct":10.443326315789475,"put_iv_pct":14.808093994778067}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0018734ff4bccbd77f548931efcae92443c3ebd3abfaa87b36e114accd6954a7","captured_at":"2026-10-24T00:55:30.142267+00:00","observed_at":"2026-09-18T15:59:00-04:00","session_close_at":"2026-09-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"7e2890ef715ee827f17de675a0b4918de51b5252d444fac9dea4ae87de6af7c8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"caa6256c030290791dc309f7d0eb221ce82f7bc27c6286b519586176232d31d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4fe0a30c87c89edea61a1511283295354f972027a1c06830711e76c2b9377c21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12d2d18955d39ee203f5ed33423ced2b24554672c5675c0ef4983450f373470a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6998a9921ccfd72838fc0347464a75bce2eac2d833dd84fe26eb339bfe39847d"}]},{"symbol":"EFAV","date":"2026-09-21","iv_pct":14.322607210189656,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":17.498920704845816,"put_iv_pct":14.457940630797772},{"expiry":"2026-11-20","call_iv_pct":17.174724005134788,"put_iv_pct":12.290514429109159},{"expiry":"2026-12-18","call_iv_pct":14.051176470588233,"put_iv_pct":14.34828431372549},{"expiry":"2027-03-19","call_iv_pct":10.973396226415094,"put_iv_pct":13.785900900900899}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ad530e3382f560e26e1b5b76cce775f7e9e5a1a330f8181e991261a70eac28d6","captured_at":"2026-10-24T00:55:16.503096+00:00","observed_at":"2026-09-21T15:59:00-04:00","session_close_at":"2026-09-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"81a17d132fd90983a1ae35dbaf7419e1546d9aa72abac27852338ec8dba62e58"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"caa6256c030290791dc309f7d0eb221ce82f7bc27c6286b519586176232d31d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4fe0a30c87c89edea61a1511283295354f972027a1c06830711e76c2b9377c21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12d2d18955d39ee203f5ed33423ced2b24554672c5675c0ef4983450f373470a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6998a9921ccfd72838fc0347464a75bce2eac2d833dd84fe26eb339bfe39847d"}]},{"symbol":"EFAV","date":"2026-09-22","iv_pct":14.845745141913799,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":18.22757606490872,"put_iv_pct":15.053257359924027},{"expiry":"2026-11-20","call_iv_pct":15.206655405405407,"put_iv_pct":16.20257183908046},{"expiry":"2026-12-18","call_iv_pct":14.7125,"put_iv_pct":14.73318718381113},{"expiry":"2027-03-19","call_iv_pct":10.643264925373133,"put_iv_pct":13.98694835680751}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"85be57514e1609012004cfe27b5e4741f7fd478921543bb6a50ac8bedea962c6","captured_at":"2026-10-24T00:55:09.547776+00:00","observed_at":"2026-09-22T15:59:00-04:00","session_close_at":"2026-09-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"ad30ab2056f7b8f61afcfb7a629f4f35b6a4ea53debc3ef7b7bdc6bf51a15751"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"29249a15415f56c67a5926cc19774496605f394fde89d7b722605d2130196f6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36206ccade5cb9a894e202eb3f81fc5cea99a81632201354e82598a48b0d354f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e25badd673ef06eaecba9f0456d8af5629e8f83e1e83ff66fcdb65e8ce743dc1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb7b4b96e8f239b89c766d4b3aa389b7d907eb36972d46f7a13de668ce4b6977"}]},{"symbol":"EFAV","date":"2026-09-23","iv_pct":15.709026780094486,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":19.84640677966102,"put_iv_pct":19.050627137970352},{"expiry":"2026-11-20","call_iv_pct":17.01650519031142,"put_iv_pct":16.056356050069542},{"expiry":"2026-12-18","call_iv_pct":14.786987295825774,"put_iv_pct":14.158674698795181},{"expiry":"2027-03-19","call_iv_pct":11.00749042145594,"put_iv_pct":13.749166666666666}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa742cc7229ccc3d5725858d0ea03e94788f135db953f9a3d5d482b83c055aee","captured_at":"2026-10-24T00:55:07.631001+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"062101859b3d81c57aad0870492a4b6bcf39cf61bb570ec248f8512702613d93"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"29249a15415f56c67a5926cc19774496605f394fde89d7b722605d2130196f6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36206ccade5cb9a894e202eb3f81fc5cea99a81632201354e82598a48b0d354f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e25badd673ef06eaecba9f0456d8af5629e8f83e1e83ff66fcdb65e8ce743dc1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb7b4b96e8f239b89c766d4b3aa389b7d907eb36972d46f7a13de668ce4b6977"}]},{"symbol":"EFAV","date":"2026-09-24","iv_pct":13.883337626167997,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.64106017191977,"put_iv_pct":17.110750915750916},{"expiry":"2026-11-20","call_iv_pct":11.038453608247423,"put_iv_pct":12.99970202622169},{"expiry":"2026-12-18","call_iv_pct":14.627214022140222,"put_iv_pct":14.412095238095239},{"expiry":"2027-03-19","call_iv_pct":10.428444444444445,"put_iv_pct":13.808980582524272}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"02b460331bda04e240a59b20e9b33bacfde28ba1ab0d5f6a816569b4a03039c0","captured_at":"2026-10-24T00:55:05.976087+00:00","observed_at":"2026-09-24T15:59:00-04:00","session_close_at":"2026-09-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"82b3e5f9911d9de53e150becdf18b94ad49cf4931004751cec19f950c8bd1403"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"29249a15415f56c67a5926cc19774496605f394fde89d7b722605d2130196f6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36206ccade5cb9a894e202eb3f81fc5cea99a81632201354e82598a48b0d354f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e25badd673ef06eaecba9f0456d8af5629e8f83e1e83ff66fcdb65e8ce743dc1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb7b4b96e8f239b89c766d4b3aa389b7d907eb36972d46f7a13de668ce4b6977"}]},{"symbol":"EFAV","date":"2026-09-25","iv_pct":13.902793773520541,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":14.95446942446043,"put_iv_pct":16.6391875},{"expiry":"2026-11-20","call_iv_pct":12.592654462242564,"put_iv_pct":13.21867383512545},{"expiry":"2026-12-18","call_iv_pct":14.103954154727793,"put_iv_pct":14.65158516020236},{"expiry":"2027-03-19","call_iv_pct":10.389866888519135,"put_iv_pct":14.671958762886597}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9bc4603cb7539860d372a5b0412208b5c63c8adfd5e6e5b881a9c6d59a878e0d","captured_at":"2026-10-24T00:55:04.140930+00:00","observed_at":"2026-09-25T15:59:00-04:00","session_close_at":"2026-09-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"b55dea16b4f69c5683d3731220ede37c8197d0c303de3c4c410f65b2401fb104"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"29249a15415f56c67a5926cc19774496605f394fde89d7b722605d2130196f6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36206ccade5cb9a894e202eb3f81fc5cea99a81632201354e82598a48b0d354f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e25badd673ef06eaecba9f0456d8af5629e8f83e1e83ff66fcdb65e8ce743dc1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb7b4b96e8f239b89c766d4b3aa389b7d907eb36972d46f7a13de668ce4b6977"}]},{"symbol":"EFAV","date":"2026-09-28","iv_pct":14.249563371586643,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":14.052960812772133,"put_iv_pct":17.792705078125},{"expiry":"2026-11-20","call_iv_pct":16.353175355450237,"put_iv_pct":11.118123393316196},{"expiry":"2026-12-18","call_iv_pct":14.858006872852233,"put_iv_pct":14.613506097560977},{"expiry":"2027-03-19","call_iv_pct":10.972090395480226,"put_iv_pct":14.23593896713615}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ce6e014bccf9f4b3786e5d15c3dc403eb913bdcea31f40ded30349ea01896bd1","captured_at":"2026-10-24T00:55:02.377419+00:00","observed_at":"2026-09-28T15:59:00-04:00","session_close_at":"2026-09-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"d1813bdb129423b2624cbe462b5e2dcc7f08ea00273ca783d138e6097ee3cd83"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"29249a15415f56c67a5926cc19774496605f394fde89d7b722605d2130196f6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36206ccade5cb9a894e202eb3f81fc5cea99a81632201354e82598a48b0d354f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e25badd673ef06eaecba9f0456d8af5629e8f83e1e83ff66fcdb65e8ce743dc1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb7b4b96e8f239b89c766d4b3aa389b7d907eb36972d46f7a13de668ce4b6977"}]},{"symbol":"EFAV","date":"2026-09-29","iv_pct":14.839433319973937,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.544496788008566,"put_iv_pct":19.523156398104263},{"expiry":"2026-11-20","call_iv_pct":11.211512385919168,"put_iv_pct":10.810410958904109},{"expiry":"2026-12-18","call_iv_pct":15.001986301369863,"put_iv_pct":14.979740680713128},{"expiry":"2027-03-19","call_iv_pct":11.186794625719768,"put_iv_pct":14.457368421052633}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cdc0f96f90da504ca832c01b7fb102eee0f17a64636fe8c18f675671ac9e2e88","captured_at":"2026-10-24T00:54:56.992362+00:00","observed_at":"2026-09-29T15:59:00-04:00","session_close_at":"2026-09-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"2e949d09c7e37533a849be199d9f06208595fae6665f7ecdb3554b0afda2dde1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"1d47aedebfcb3b5cdc95b44ebe95a751cb30750132c3f3e399d4eba0803be22d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a52c4c8a6f923c1a0f36f51c43d6d7800608056cf343fae570f677e3d1144a5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a6260ae1d2207e5a632bb01d754bc09c8a517b8434d68267cebb9e32b3da58c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df935ede1c21d952555f35652351922cc25401c89d0f968ab2c2cbf0111b54d6"}]},{"symbol":"EFAV","date":"2026-09-30","iv_pct":14.49609312547602,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.495127081507448,"put_iv_pct":15.079266521423385},{"expiry":"2026-11-20","call_iv_pct":13.167879858657244,"put_iv_pct":11.003576423576424},{"expiry":"2026-12-18","call_iv_pct":15.323656307129799,"put_iv_pct":14.777672281776416},{"expiry":"2027-03-19","call_iv_pct":11.467111984282907,"put_iv_pct":14.654454545454545}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"df09c66ac148630b4289f7f1e434351c4d1dee3552c228908284ed0403363d23","captured_at":"2026-10-24T00:54:55.385218+00:00","observed_at":"2026-09-30T15:59:00-04:00","session_close_at":"2026-09-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"f4a7d8822b9ac021af8378ab8b52bba6145744a15af3f7023839f75d7cd81c61"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"1d47aedebfcb3b5cdc95b44ebe95a751cb30750132c3f3e399d4eba0803be22d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a52c4c8a6f923c1a0f36f51c43d6d7800608056cf343fae570f677e3d1144a5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a6260ae1d2207e5a632bb01d754bc09c8a517b8434d68267cebb9e32b3da58c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df935ede1c21d952555f35652351922cc25401c89d0f968ab2c2cbf0111b54d6"}]},{"symbol":"EFAV","date":"2026-10-01","iv_pct":14.787055251907109,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.949540856031128,"put_iv_pct":17.074411764705882},{"expiry":"2026-11-20","call_iv_pct":16.04574931880109,"put_iv_pct":11.297049941927991},{"expiry":"2026-12-18","call_iv_pct":15.984936479128855,"put_iv_pct":15.522775119617227},{"expiry":"2027-03-19","call_iv_pct":11.397880539499038,"put_iv_pct":14.024097995545656}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa65ff85f52e732ac7ece491081993d613a274a8b6d0bf625dea38964c124f97","captured_at":"2026-10-24T00:54:51.979263+00:00","observed_at":"2026-10-01T15:59:00-04:00","session_close_at":"2026-10-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"fbd375c1fc07de58bc67ee45a766d3ee8a31aafc33b605bfea34783fac7beafc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"92dd4a8e916a9b4264c9264ce8eb62269b54a980db1da29ce25a46baf9c8dc71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"136475df8e7bb7f992fb4df855128b41d6e51290185a6db718c2985ea7cb7af9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0fd820c4ce8ae02711a0f8f1a3fb43127a5aada23a557ebecb317755f1e7fdc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9f6e274cfbf4d4b3f8e086817d4b26d39d01ecb0304dbf64cfd5eb549e81c172"}]},{"symbol":"EFAV","date":"2026-10-02","iv_pct":15.477810924120533,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.23161921708185,"put_iv_pct":18.999868507560812},{"expiry":"2026-11-20","call_iv_pct":14.394289185905224,"put_iv_pct":12.85534632034632},{"expiry":"2026-12-18","call_iv_pct":15.40643292682927,"put_iv_pct":15.695077720207257},{"expiry":"2027-03-19","call_iv_pct":10.995773913043479,"put_iv_pct":15.244079601990048}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b5088f9626512102487acfccce198095b62864d00a92557e32c4cb328ce66243","captured_at":"2026-10-24T00:54:50.124606+00:00","observed_at":"2026-10-02T15:59:00-04:00","session_close_at":"2026-10-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"caa2d37b68ed1eaab6c9a3c52dca4cd80e55ef88e4ab4f6c93af2c123da6fe55"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"92dd4a8e916a9b4264c9264ce8eb62269b54a980db1da29ce25a46baf9c8dc71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"136475df8e7bb7f992fb4df855128b41d6e51290185a6db718c2985ea7cb7af9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0fd820c4ce8ae02711a0f8f1a3fb43127a5aada23a557ebecb317755f1e7fdc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9f6e274cfbf4d4b3f8e086817d4b26d39d01ecb0304dbf64cfd5eb549e81c172"}]},{"symbol":"EFAV","date":"2026-10-05","iv_pct":15.462492179727194,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.42387931034483,"put_iv_pct":22.809819004524886},{"expiry":"2026-11-20","call_iv_pct":13.678035714285713,"put_iv_pct":13.27512987012987},{"expiry":"2026-12-18","call_iv_pct":15.033418803418803,"put_iv_pct":16.019289428076252},{"expiry":"2027-03-19","call_iv_pct":11.041086956521738,"put_iv_pct":15.41927835051546}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"15faf398861d15cdcb34f9f9db2c26f3b18729fc03cfc74e053db76b30a8b69b","captured_at":"2026-10-24T00:54:48.495863+00:00","observed_at":"2026-10-05T15:59:00-04:00","session_close_at":"2026-10-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"8d51ac1bf323fbd23262e3c0ad30ecaadc0b9b6ccc2c5925fb89dcec39891b59"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"92dd4a8e916a9b4264c9264ce8eb62269b54a980db1da29ce25a46baf9c8dc71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"136475df8e7bb7f992fb4df855128b41d6e51290185a6db718c2985ea7cb7af9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0fd820c4ce8ae02711a0f8f1a3fb43127a5aada23a557ebecb317755f1e7fdc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9f6e274cfbf4d4b3f8e086817d4b26d39d01ecb0304dbf64cfd5eb549e81c172"}]},{"symbol":"EFAV","date":"2026-10-06","iv_pct":15.47918266639634,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.0032949456174,"put_iv_pct":17.17853878532772},{"expiry":"2026-11-20","call_iv_pct":13.109989373007439,"put_iv_pct":15.75878205128205},{"expiry":"2026-12-18","call_iv_pct":15.81907435508346,"put_iv_pct":15.187199999999997},{"expiry":"2027-03-19","call_iv_pct":11.185190311418685,"put_iv_pct":14.591391509433963}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"27550c23c7f67cca4dcc43c2dfd0b0ec8603a8bc0a4508beb6ffe1f12fd80ebc","captured_at":"2026-10-24T00:54:46.463230+00:00","observed_at":"2026-10-06T15:59:00-04:00","session_close_at":"2026-10-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"98e6a8b76ed31c39eb1dccfa8a6d3c2f94d538e15bb526258b694c9408f3300f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"92dd4a8e916a9b4264c9264ce8eb62269b54a980db1da29ce25a46baf9c8dc71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"136475df8e7bb7f992fb4df855128b41d6e51290185a6db718c2985ea7cb7af9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0fd820c4ce8ae02711a0f8f1a3fb43127a5aada23a557ebecb317755f1e7fdc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9f6e274cfbf4d4b3f8e086817d4b26d39d01ecb0304dbf64cfd5eb549e81c172"}]},{"symbol":"EFAV","date":"2026-10-07","iv_pct":14.45007919818616,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":19.51524965325936,"put_iv_pct":16.22760649087221},{"expiry":"2026-11-20","call_iv_pct":12.372709599027946,"put_iv_pct":10.935906488549618},{"expiry":"2026-12-18","call_iv_pct":15.320382165605096,"put_iv_pct":15.805365474339036},{"expiry":"2027-03-19","call_iv_pct":11.015467889908257,"put_iv_pct":14.407945823927765}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"124807fa17bc51b349cd4f437782a23eac522df4f789702222f06cb9ac6c00ea","captured_at":"2026-10-24T00:54:44.754209+00:00","observed_at":"2026-10-07T15:59:00-04:00","session_close_at":"2026-10-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"895509d7a46571ec263bac037825c3a334929f7b338a025602b9cf7f0f8424a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"92dd4a8e916a9b4264c9264ce8eb62269b54a980db1da29ce25a46baf9c8dc71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"136475df8e7bb7f992fb4df855128b41d6e51290185a6db718c2985ea7cb7af9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0fd820c4ce8ae02711a0f8f1a3fb43127a5aada23a557ebecb317755f1e7fdc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9f6e274cfbf4d4b3f8e086817d4b26d39d01ecb0304dbf64cfd5eb549e81c172"}]},{"symbol":"EFAV","date":"2026-10-08","iv_pct":15.011441464118425,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":19.224786729857822,"put_iv_pct":14.804861300591178},{"expiry":"2026-11-20","call_iv_pct":12.469596122778675,"put_iv_pct":14.72713953488372},{"expiry":"2026-12-18","call_iv_pct":14.945642737896495,"put_iv_pct":16.963162393162392},{"expiry":"2027-03-19","call_iv_pct":10.828052738336714,"put_iv_pct":16.128290155440414}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"747e121d1e53aa8f9d2255fa55535b90f36c56f623475137acf5ab56588d3bf1","captured_at":"2026-10-24T00:54:38.486032+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"43a1ff6882ca1a1eebea038d58702647e73d5413e8b68cdc1d5127054a95ab26"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2aa431447dd7c2c3c89235a14c811b375e345bafd9d4ca7d9ea4bfc43ae5336a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"20d0c7a22def1d2ae3280a20c21989600eaeb8aceda014f2f1cfea47b2ce92c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af92d05ae75b4e5099600676c600c31b2100fdd57e41bf84d9ae87401b330a7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3da8a310b115b6e760e9bd5c57345e0f8be5c9bf7eac49caf1fe84f4a695a0b8"}]},{"symbol":"EFAV","date":"2026-10-09","iv_pct":15.242697883928347,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":15.937840909090909,"put_iv_pct":24.642406716417913},{"expiry":"2026-11-20","call_iv_pct":10.54077966101695,"put_iv_pct":14.37802371541502},{"expiry":"2026-12-18","call_iv_pct":15.098272583201267,"put_iv_pct":15.559237804878052},{"expiry":"2027-03-19","call_iv_pct":10.966878504672897,"put_iv_pct":14.81814317673378}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"639e5bf459a1e3269585531fca17d5806f538ee36e92f3e333786fddf93746ad","captured_at":"2026-10-24T00:54:36.486139+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"a2f2ac9f40e0f6e97250ecd887f82c87b64f518c1cdd4644a760d690b1bf7c91"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2aa431447dd7c2c3c89235a14c811b375e345bafd9d4ca7d9ea4bfc43ae5336a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"20d0c7a22def1d2ae3280a20c21989600eaeb8aceda014f2f1cfea47b2ce92c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af92d05ae75b4e5099600676c600c31b2100fdd57e41bf84d9ae87401b330a7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3da8a310b115b6e760e9bd5c57345e0f8be5c9bf7eac49caf1fe84f4a695a0b8"}]},{"symbol":"EFAV","date":"2026-10-12","iv_pct":17.460076625294825,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.83734386216798,"put_iv_pct":26.58882801664355},{"expiry":"2026-11-20","call_iv_pct":11.732295988934997,"put_iv_pct":14.407767756482523},{"expiry":"2026-12-18","call_iv_pct":15.610678513731827,"put_iv_pct":15.89826484018265},{"expiry":"2027-03-19","call_iv_pct":10.909090909090908,"put_iv_pct":14.696343115124154}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cc1be87111a502ba039f8c3a3897062074f45158023952709f37aff42bf019cd","captured_at":"2026-10-24T00:54:34.736076+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"08937ee747dc74c57ecbd1c0211b0e5487f51bc8e076c57444fc96b6a392c421"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2aa431447dd7c2c3c89235a14c811b375e345bafd9d4ca7d9ea4bfc43ae5336a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"20d0c7a22def1d2ae3280a20c21989600eaeb8aceda014f2f1cfea47b2ce92c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af92d05ae75b4e5099600676c600c31b2100fdd57e41bf84d9ae87401b330a7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3da8a310b115b6e760e9bd5c57345e0f8be5c9bf7eac49caf1fe84f4a695a0b8"}]},{"symbol":"EFAV","date":"2026-10-13","iv_pct":17.428565888345606,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.64980306345733,"put_iv_pct":20.358038277511962},{"expiry":"2026-11-20","call_iv_pct":14.169113001215067,"put_iv_pct":13.78751445086705},{"expiry":"2026-12-18","call_iv_pct":15.547717041800643,"put_iv_pct":15.81633001422475},{"expiry":"2027-03-19","call_iv_pct":10.92423597678917,"put_iv_pct":14.175775280898877}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"483304e31e266d3ff8b4a2cc6b92d4b5e1237e128d14f2321d6d52742fe9acb7","captured_at":"2026-10-24T00:54:33.103848+00:00","observed_at":"2026-10-13T15:59:00-04:00","session_close_at":"2026-10-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"4bb6520790cea57921f4aeb22059f531524ea77d65b083c84be05ab807e9a474"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2aa431447dd7c2c3c89235a14c811b375e345bafd9d4ca7d9ea4bfc43ae5336a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"20d0c7a22def1d2ae3280a20c21989600eaeb8aceda014f2f1cfea47b2ce92c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af92d05ae75b4e5099600676c600c31b2100fdd57e41bf84d9ae87401b330a7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3da8a310b115b6e760e9bd5c57345e0f8be5c9bf7eac49caf1fe84f4a695a0b8"}]},{"symbol":"EFAV","date":"2026-10-14","iv_pct":17.454755000050547,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.56539730785931,"put_iv_pct":24.04154811715481},{"expiry":"2026-11-20","call_iv_pct":18.094410810810814,"put_iv_pct":14.277350579839428},{"expiry":"2026-12-18","call_iv_pct":14.87517405063291,"put_iv_pct":15.967625},{"expiry":"2027-03-19","call_iv_pct":10.632074363992173,"put_iv_pct":15.184459770114941}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7e426803313d08b62472ed565c3457cd245a4edf48a35ad0c653a4945fa83722","captured_at":"2026-10-24T00:54:30.910893+00:00","observed_at":"2026-10-14T15:59:00-04:00","session_close_at":"2026-10-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"f8f3ee047628c2e71b3dd475d812fe456ba44118ffa7e171e430457ec970fca1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2aa431447dd7c2c3c89235a14c811b375e345bafd9d4ca7d9ea4bfc43ae5336a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"20d0c7a22def1d2ae3280a20c21989600eaeb8aceda014f2f1cfea47b2ce92c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af92d05ae75b4e5099600676c600c31b2100fdd57e41bf84d9ae87401b330a7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3da8a310b115b6e760e9bd5c57345e0f8be5c9bf7eac49caf1fe84f4a695a0b8"}]},{"symbol":"EFAV","date":"2026-10-15","iv_pct":20.32688413274144,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":50.56485171102661,"put_iv_pct":29.359674796747974},{"expiry":"2026-11-20","call_iv_pct":13.02781443298969,"put_iv_pct":13.815795121951219},{"expiry":"2026-12-18","call_iv_pct":13.41728947368421,"put_iv_pct":16.48319805194805},{"expiry":"2027-03-19","call_iv_pct":10.77493288590604,"put_iv_pct":15.171516587677727}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"08c3c8980e312666ba7911a09a00fedb5d6d91815dba082a8fc8772b09bb91a5","captured_at":"2026-10-24T00:54:23.608467+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"bc9bf04cb50a3fa7b120fadf870c35444f5cc124e2df010d6f54b8360eec6042"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"0f1e41170b8b1b5c7bdb5c30e75c94a2fa665c4dd91aa9e39a71bbb66663a8b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99fd80b6c4765b0b8ba05253df92f525cd8a017cd29533e86f201ea501526bc4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a74fec825f72b5c56bc4175f680aeb2180c15d70d2d4af723a440fa3cd2b8de5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9ff89250f6057efb3f15a47c8fff56d52ae6513ae5ff9500f3023cfa8e6f1502"}]},{"symbol":"EFAV","date":"2026-10-16","iv_pct":14.415614279491134,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":15.981300000000001,"put_iv_pct":14.89831105710814},{"expiry":"2026-12-18","call_iv_pct":14.923868954758191,"put_iv_pct":17.27402044293015},{"expiry":"2027-03-19","call_iv_pct":10.916138613861387,"put_iv_pct":15.375096153846155},{"expiry":"2027-06-17","call_iv_pct":9.747076023391813,"put_iv_pct":16.209102990033223}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f1c91c6a80edefc6480e2eef088df3ebd821186f33a3cba52281314dd3ccad29","captured_at":"2026-10-24T00:54:19.862930+00:00","observed_at":"2026-10-16T15:59:00-04:00","session_close_at":"2026-10-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"b238428fc2b9531b89311eb35df74e5d33d600a41c12932a172c7385d261e260"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99fd80b6c4765b0b8ba05253df92f525cd8a017cd29533e86f201ea501526bc4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a74fec825f72b5c56bc4175f680aeb2180c15d70d2d4af723a440fa3cd2b8de5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9ff89250f6057efb3f15a47c8fff56d52ae6513ae5ff9500f3023cfa8e6f1502"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"55cbf1c337fe448bedb2a9e9d69dc6d92c9f1ebaeb8adec1da744d944e084b77"}]},{"symbol":"EFAV","date":"2026-10-19","iv_pct":14.566481921807668,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.325105067985167,"put_iv_pct":16.225077239958804},{"expiry":"2026-12-18","call_iv_pct":15.714536082474229,"put_iv_pct":15.654036979969183},{"expiry":"2027-03-19","call_iv_pct":9.262714285714285,"put_iv_pct":15.576018957345973},{"expiry":"2027-06-17","call_iv_pct":10.519461697722567,"put_iv_pct":16.25490506329114}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3bab19f948eccf75bee1c0f1b29c1cd64e627c51752cc2d19ca5a742af171e13","captured_at":"2026-10-24T00:54:17.634769+00:00","observed_at":"2026-10-19T15:59:00-04:00","session_close_at":"2026-10-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"d3179b1e575655b5e8be0a0fb454ab466145ae09e636125d94f6d04ccd9f6d4c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99fd80b6c4765b0b8ba05253df92f525cd8a017cd29533e86f201ea501526bc4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a74fec825f72b5c56bc4175f680aeb2180c15d70d2d4af723a440fa3cd2b8de5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9ff89250f6057efb3f15a47c8fff56d52ae6513ae5ff9500f3023cfa8e6f1502"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"55cbf1c337fe448bedb2a9e9d69dc6d92c9f1ebaeb8adec1da744d944e084b77"}]},{"symbol":"EFAV","date":"2026-10-20","iv_pct":14.958303102803324,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.616355140186915,"put_iv_pct":17.941622641509433},{"expiry":"2026-12-18","call_iv_pct":14.573235294117644,"put_iv_pct":17.585940959409594},{"expiry":"2027-03-19","call_iv_pct":10.48051409618574,"put_iv_pct":15.884663212435232},{"expiry":"2027-06-17","call_iv_pct":10.00359918200409,"put_iv_pct":16.580494296577946}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dd633673dada52f28ae10ef9b99ee6a40c0db81ed993409063e3cb0e28b9ecec","captured_at":"2026-10-22T12:58:29.285916+00:00","observed_at":"2026-10-20T15:59:00-04:00","session_close_at":"2026-10-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"50f84e917f809c71431af58fcf7939189c7497a5321b4e026c8fa49338b49bfb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c184ebce72a6022ee69b7b556a4986c92ca71b9d11531d62b36481d51acc9311"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88d3c7c6c085f9dff59a60e46c148d8e946ec23a2147193a2e09ae18b3cd3162"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a6f04b31c6cc13da61bfaf8bc714a1dc91c4c8c1f91009eb289f9c060b97384"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3174f0b7df8d52dca4a54c7802e60a06279a88a53d1575ddea5e696b322d0c7"}]},{"symbol":"EFAV","date":"2026-10-21","iv_pct":15.025991246155497,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.56455938697318,"put_iv_pct":16.643800695249134},{"expiry":"2026-12-18","call_iv_pct":14.98992125984252,"put_iv_pct":17.63906666666667},{"expiry":"2027-03-19","call_iv_pct":10.964051172707888,"put_iv_pct":15.573932853717027},{"expiry":"2027-06-17","call_iv_pct":10.33783157894737,"put_iv_pct":15.494766355140188}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"66802157bdfad880632f359d88f1d7f9773a4cb4ee6e22da87ad8bf2fe57757b","captured_at":"2026-10-22T12:58:27.917654+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/history/greeks/eod","query":{"symbol":"EFAV","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"180460369e21f216367e70c262b993d5d69127bcc480149aec9521929d8c4d12"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c184ebce72a6022ee69b7b556a4986c92ca71b9d11531d62b36481d51acc9311"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88d3c7c6c085f9dff59a60e46c148d8e946ec23a2147193a2e09ae18b3cd3162"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a6f04b31c6cc13da61bfaf8bc714a1dc91c4c8c1f91009eb289f9c060b97384"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3174f0b7df8d52dca4a54c7802e60a06279a88a53d1575ddea5e696b322d0c7"}]},{"symbol":"EFAV","date":"2026-10-22","iv_pct":14.98182894324942,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.117664071190212,"put_iv_pct":17.581435185185185},{"expiry":"2026-12-18","call_iv_pct":14.93458791208791,"put_iv_pct":18.164195804195803},{"expiry":"2027-03-19","call_iv_pct":10.514420401854714,"put_iv_pct":15.993471074380164},{"expiry":"2027-06-17","call_iv_pct":9.517213740458015,"put_iv_pct":17.031643356643357}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4477703b7344c6258bcd2e6d12864716c8aa4ff3458a01bdc9a2ef7bf395e299","captured_at":"2026-10-23T00:42:30.437512+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":"EFAV","date":"2026-10-22","format":"json"},"source_hash":"553f9245fc4b1bb534e12a974254e43ba6e3ce066ac69bec1dda88088e6637e2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b658f4698795f4c6cef59ccdd9296a3e5108e611c259299285ffa632d524bf73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"816b12b1c44ceed16228e3394aec0e1b82896e1693a5901f11739b6633fa2d63"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a4ff5fbc7fcc7e5e28f98ec424313dfadceb8ba485c435e4f0c288db436e7a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0d555c00eef21cfc4551da96f99a5c4d421bb4b2720575f4ae5a2f8fb9964f7"}]},{"symbol":"EFAV","date":"2026-10-23","iv_pct":15.161865413903998,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.047259439707673,"put_iv_pct":17.3445885005637},{"expiry":"2026-12-18","call_iv_pct":15.123328591749644,"put_iv_pct":17.761414141414143},{"expiry":"2027-03-19","call_iv_pct":10.641726384364821,"put_iv_pct":16.040659025787964},{"expiry":"2027-06-17","call_iv_pct":10.52649895178197,"put_iv_pct":16.809448275862067}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b7beee69b2be3dc8e4eb22117e8f1a1a955a3378fbaa10fac0b3a74261f21a64","captured_at":"2026-10-24T00:13:42.538422+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":"EFAV","date":"2026-10-23","format":"json"},"source_hash":"dd923e23cf771999415895cc9a181f18865c9d50d6b54c40a88ebb361b1fde40"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"0688725d90fcc43cdb48f049537909f26d153861685e52b871d12e3ba1912443"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3dc0b3e0a7f14d161cb55b334e84493c61395e87e662185fea27d1a1033c1c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71bd13db2f4aef8bf40b42d876e96ddc4c29f00bfdb44e83a1bf200e98ac4ae5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d844eadbf879b94f5c3489c48b885f6b4001398ac17433276873901e5bbdf2fd"}]},{"symbol":"EFAV","date":"2026-10-26","iv_pct":16.23937937006755,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.881186440677965,"put_iv_pct":21.099425901201602},{"expiry":"2026-12-18","call_iv_pct":16.459830508474578,"put_iv_pct":17.57264755480607},{"expiry":"2027-03-19","call_iv_pct":10.692330708661418,"put_iv_pct":15.67278048780488},{"expiry":"2027-06-17","call_iv_pct":10.506632016632016,"put_iv_pct":17.030201342281877}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a45993bcd1a6a7464f0e44bd03c0acd6b53b7dd2adf11c8a7569023068b873a4","captured_at":"2026-10-28T15:44:55.162163+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":"385fe7efbdc4ee3e09283c058cc7f54c601a1bff42e413579a6a042631d019cd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2f0fcf84bb5d76f139b723ca35616fd64d013b0ea67c2c4a7cccef185ca35931"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a25de7c3f439e48b05914ae55d929f2f6635f4fb937d7559097f7d6c2af91ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8eee0bc321a0d9a56a579dec6444bc31bc413930256364764714c3ba3b930ee7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"89613721ea0be10fbbf2eee41827ba0f180697eecb144c64293c5d4f93f2ff81"}]},{"symbol":"EFAV","date":"2026-10-27","iv_pct":15.938131727230616,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.90048387096774,"put_iv_pct":19.38757575757576},{"expiry":"2026-12-18","call_iv_pct":16.578487654320988,"put_iv_pct":18.245923460898503},{"expiry":"2027-03-19","call_iv_pct":10.886776429809359,"put_iv_pct":16.00878712871287},{"expiry":"2027-06-17","call_iv_pct":9.849264413518886,"put_iv_pct":16.647755102040815}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"21ebcc23bb837c4a6064a175863701dbaf06d6b675b3abc8803a3a54439f1ba8","captured_at":"2026-10-28T15:44:54.643915+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":"EFAV","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"a1870d0a3cee4012e324822e0c1614c58ef047f9b8e08f9882fe16cee6841ccd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"2f0fcf84bb5d76f139b723ca35616fd64d013b0ea67c2c4a7cccef185ca35931"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a25de7c3f439e48b05914ae55d929f2f6635f4fb937d7559097f7d6c2af91ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8eee0bc321a0d9a56a579dec6444bc31bc413930256364764714c3ba3b930ee7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"89613721ea0be10fbbf2eee41827ba0f180697eecb144c64293c5d4f93f2ff81"}]},{"symbol":"EFAV","date":"2026-10-28","iv_pct":16.163693058041133,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.795527318932653,"put_iv_pct":20.813954659949623},{"expiry":"2026-12-18","call_iv_pct":16.624536082474226,"put_iv_pct":18.064415584415585},{"expiry":"2027-03-19","call_iv_pct":11.625008787346221,"put_iv_pct":15.56305882352941},{"expiry":"2027-06-17","call_iv_pct":9.821891891891891,"put_iv_pct":17.001151315789475}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a8c50a8cdf61eb2357d1dc9a1d40be29ae38bef2788c98c3eb8d6e0dd479562f","captured_at":"2026-10-29T15:44:34.043797+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":"EFAV","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"1cd2e48dae16c74cade60ad4b6163543bf83394ebab90879217e53a44fe2a832"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"02f95aa5a9cd097d6d54a2f2452cce2c1d301493acba9673bf4523e5276d79df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"56795ee474a1c9366cd1a3a2e1295677ea790cbeb0912fe53457fba8e6a8bc6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7af96c26b281a86b1b8f158c2f19bd47ef5c88c85b86c5f8727691916c864faa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f5775056ecba1ecc386b8a6c1d6476a57e8fc4d6cbc53f3313ec77252fbe1dd"}]},{"symbol":"EFAV","date":"2026-10-29","iv_pct":15.97634007567439,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.79564102564103,"put_iv_pct":19.517593984962403},{"expiry":"2026-12-18","call_iv_pct":16.696968253968254,"put_iv_pct":18.197296416938112},{"expiry":"2027-03-19","call_iv_pct":11.113231939163498,"put_iv_pct":15.938412698412696},{"expiry":"2027-06-17","call_iv_pct":9.986641221374045,"put_iv_pct":16.564935064935067}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6de25aabc48abeab8013566743b44f2d2cd636f76f66b7072b9b59f6ba2384d3","captured_at":"2026-10-30T15:51:40.122582+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":"EFAV","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"f9cd66ecd723f0123c04290c3a84400bd2e7c277461cc08fb1f952b8d85c40ef"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","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":"24d6bee6f451c241e215a3641ddd5202cedf217d8d9afeac5c9bdf177a537186"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd31d8763df50fb579e41e596f26cfb410116ed8e81a3fcce0e3c20bf421521f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8fdc415e0e7df8dad4e0d2fd72468171df08f25c6ce9c43ec14718263ef13ec2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d43b557b199c3968347ec61ef801c800655cdd1f8dc55101863e2788c907f50b"}]},{"symbol":"EFAV","date":"2026-10-30","iv_pct":14.958702464452447,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.613750991276763,"put_iv_pct":16.401688888888888},{"expiry":"2026-12-18","call_iv_pct":17.420743338008414,"put_iv_pct":18.645042589437818},{"expiry":"2027-03-19","call_iv_pct":11.071944869831546,"put_iv_pct":16.15056603773585},{"expiry":"2027-06-17","call_iv_pct":10.191265060240964,"put_iv_pct":16.174617940199333}],"source":"ThetaData historical first-order Greeks","provider_symbol":"EFAV","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dbd77f3383eea029b9a0b8d0e4dba2b18d5b89a2e77e4f1f409c628fd4da8f15","captured_at":"2026-11-01T00:19:25.885423+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"5c474b1942707facf4108391863c74a9ded3e0c5683e1dac5393d450182add90"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-11-20","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b60bab198ae04761e2e6de67d08b20960bb08bec097a4b97302f2022e43ac783"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2026-12-18","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c65bfd4230f1ff1b24928b6441bebb6c4ed828ec83eb8925b0b0dd36d61b9a3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-03-19","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79f3839d8092a791c3be16ab79a24e5422c02866fd6f06f1cda73911273844c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"EFAV","expiration":"2027-06-17","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f1d0c12b423c8d8f81a826b990307fbab61cc627cd03f1c30ab5fe7ec145c8d"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/EFAV","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":13.991822405645822,"put_call_skew_pp":1.8298969398138443,"implied_move_pct":6.176268898753442,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8335aa1cc8ba75c10db895507e5fea47708f9c65f073d9ac016c181c6dc05023","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":15.27750619358181,"put_call_skew_pp":2.134324549123039,"implied_move_pct":6.45129348909051,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7e2bffb3812e2b259f4a74f0f9e5fc4a6294a488c3777ea58e727abc05ad4a51","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":16.110219977641215,"put_call_skew_pp":3.8949038753023086,"implied_move_pct":6.576636820245225,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f3bcd6baff37693b83b3a4fa28261fab0cf925998bfe6932350275df3d0bdf31","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":14.46999751050182,"put_call_skew_pp":2.3883237172941287,"implied_move_pct":6.046213585027825,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2331ba15b9ec55ac662a7f92285e92056c31beb4c8785e5be23966fbb62b3990","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":14.524304358647194,"put_call_skew_pp":1.7566820403939651,"implied_move_pct":5.906699252646169,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71a78e920941bc9ac8e3e17ad65db1e112981200cbd271de7dfddc4f862ac153","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":16.65746900783711,"put_call_skew_pp":2.174087938785724,"implied_move_pct":6.017810513170272,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3ca081bb9f5df4088fc00c0ab8e4e37716ad169a48c4d98e83fde18bd2488ead","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":17.340277345823893,"put_call_skew_pp":1.2632358978501785,"implied_move_pct":5.972129305545572,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ad32d0d9df2eede321e7a2fbbc4713869d3b63f0260a650d7369515f334967e6","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":18.798918133896798,"put_call_skew_pp":2.495965252068745,"implied_move_pct":5.87999312847745,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6d65879925b7b520f072b3f29b13543bb7842afbc06945ec377d4ec9b21f854c","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":21.18235672690657,"put_call_skew_pp":-3.825630092080702,"implied_move_pct":4.982910593116317,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb113afd46242d1e3f28c41089ce3f5dafdccc82928a52e515d1cb6d2f42eeb3","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-12-18"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":12.543828682385357,"put_call_skew_pp":0.32187785778592914,"implied_move_pct":6.234847487890041,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cb90de8dcb6237450b037337e950384efc3566b620d9f4fd6dd1637f6e6be5bf","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":12.845995424556396,"put_call_skew_pp":3.298712208847975,"implied_move_pct":6.291483043455317,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"063fd751b9303482f52fd285ec74f320392c38dda07b4d386776d31cd5021bcc","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":12.813014878986754,"put_call_skew_pp":2.35367380405416,"implied_move_pct":6.15820334156788,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2bdb6b3ba5e1b208527cacacba44aa3d40b844737e6c2b44a5e9e01efd324113","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":12.941296827877856,"put_call_skew_pp":0.027930737338743405,"implied_move_pct":6.132888943359984,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9a8a7c305bd0b08bb60cda296254ebcb1ae4a226a250d61739d657b7912cda56","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":12.20886924936272,"put_call_skew_pp":2.4102357844223317,"implied_move_pct":5.905645621834006,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"76ce2d90d8fb7e9d34cfbfc36af59033d6a9126d6d0ddad129fffac18eaeeb86","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":12.326363410758997,"put_call_skew_pp":0.6423489118909278,"implied_move_pct":5.920160957075992,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d7a43a31cc4f0f021d5e2868a524a3bead90c09e30ef975a47d2ae15c46573af","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":12.866873995536205,"put_call_skew_pp":0.4345044220874308,"implied_move_pct":5.906983347272146,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e5bc94bf04c455ded09f08040d6c668ae1bcf59b39ccd13875935916b65bb4f6","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":12.107051155136396,"put_call_skew_pp":1.0137634379830756,"implied_move_pct":5.63360942389484,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"169bf9bf6d748e0f294e92f12785ff29d9cd4edb05b77601cd1a9f2866f1a48f","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":13.664381988717983,"put_call_skew_pp":0.6437401676316794,"implied_move_pct":6.000617887106343,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cdedd303bba58aa21330e07d674425a854e7b67b6b5f2f9f6f2048aa3fd41305","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":12.805628525027808,"put_call_skew_pp":1.2013373908659442,"implied_move_pct":5.741289904859853,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"622c943e66a1c25174163623f56234278dd7634bb571f82e2b282a02f4736a69","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":12.557979443335189,"put_call_skew_pp":1.3706017566152968,"implied_move_pct":5.532131083522539,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"889b8095e93bc10abc3ea38e111c3989b1e09063a7616056358384985b3790be","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":13.804944999117586,"put_call_skew_pp":1.148159848060907,"implied_move_pct":5.663480065567494,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"83dcf08de49adeaacbd42e0e22bfb43803edf31d159d3aa3a4268f8f5ea4f9ff","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":13.812950498546128,"put_call_skew_pp":0.5246898509697764,"implied_move_pct":5.62102794814759,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"623813ae9ee994051ef9909f776ed596b12f1d39c6116d95aba960a59cebe031","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":16.07398323581607,"put_call_skew_pp":-2.5082148251441017,"implied_move_pct":6.023015120323205,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"792c2d71d6564db4e0b532a096d685427c951e843980733a0bd6835d6e87bd2f","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":14.145790049594655,"put_call_skew_pp":2.0718926887345206,"implied_move_pct":5.562640863488564,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"31bbc7159ac2830e3aaa676a8194d19b10ce7c42bf0ac1d4151318e7bc7d8001","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":16.64174383380755,"put_call_skew_pp":1.861586554846383,"implied_move_pct":5.543384989623766,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"24c7027cd4e9b1fb15dd8a9f99ba6ec4accf74990cb70a13dea412fd92e3d722","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":16.86505603688405,"put_call_skew_pp":3.405891830147053,"implied_move_pct":5.655924049200063,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6ab5557835bc81ba06915bcc7ac6b9ac7ec7f08cdfaf201e83d5ab923943fdde","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":24.05684969331278,"put_call_skew_pp":-1.4522988833018053,"implied_move_pct":6.0866640840649815,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"13800b9762f3ea76e118ad0513ee982fa4189c8e090b48c2d2726e24183ac440","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":28.38507717696026,"put_call_skew_pp":4.445428274266478,"implied_move_pct":5.479799895093303,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"68ee0ac93c21d8a7499c9238a02e08d10f638c5b5e30b7cbdc3921a9cf71c2a4","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":13.196796745109296,"put_call_skew_pp":1.5130056325047048,"implied_move_pct":6.1984809909392045,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0018734ff4bccbd77f548931efcae92443c3ebd3abfaa87b36e114accd6954a7","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":14.322607210189656,"put_call_skew_pp":-1.203894283112653,"implied_move_pct":6.4469538759921,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ad530e3382f560e26e1b5b76cce775f7e9e5a1a330f8181e991261a70eac28d6","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":14.845745141913799,"put_call_skew_pp":0.29649208598396637,"implied_move_pct":6.590006715203518,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"85be57514e1609012004cfe27b5e4741f7fd478921543bb6a50ac8bedea962c6","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":15.709026780094486,"put_call_skew_pp":0.08935871656189676,"implied_move_pct":6.777432110189391,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa742cc7229ccc3d5725858d0ea03e94788f135db953f9a3d5d482b83c055aee","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":13.883337626167997,"put_call_skew_pp":1.399089128960064,"implied_move_pct":6.076631748339795,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"02b460331bda04e240a59b20e9b33bacfde28ba1ab0d5f6a816569b4a03039c0","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":13.902793773520543,"put_call_skew_pp":1.7851150820661208,"implied_move_pct":6.1024746556598135,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9bc4603cb7539860d372a5b0412208b5c63c8adfd5e6e5b881a9c6d59a878e0d","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":14.249563371586643,"put_call_skew_pp":0.38101002489587366,"implied_move_pct":6.0889182588479756,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ce6e014bccf9f4b3786e5d15c3dc403eb913bdcea31f40ded30349ea01896bd1","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":14.839433319973939,"put_call_skew_pp":0.2064715894391922,"implied_move_pct":6.093409462327858,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cdc0f96f90da504ca832c01b7fb102eee0f17a64636fe8c18f675671ac9e2e88","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":14.49609312547602,"put_call_skew_pp":-1.2347013648366567,"implied_move_pct":6.037239368185356,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"df09c66ac148630b4289f7f1e434351c4d1dee3552c228908284ed0403363d23","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":14.787055251907109,"put_call_skew_pp":-0.6149430929158384,"implied_move_pct":6.108040702195588,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa65ff85f52e732ac7ece491081993d613a274a8b6d0bf625dea38964c124f97","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":15.477810924120533,"put_call_skew_pp":0.4415642268111535,"implied_move_pct":6.217195910264603,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b5088f9626512102487acfccce198095b62864d00a92557e32c4cb328ce66243","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":15.462492179727192,"put_call_skew_pp":2.8367739671688463,"implied_move_pct":6.0169469145514505,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"15faf398861d15cdcb34f9f9db2c26f3b18729fc03cfc74e053db76b30a8b69b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":15.47918266639634,"put_call_skew_pp":0.39959084022918656,"implied_move_pct":5.9481038567640745,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"27550c23c7f67cca4dcc43c2dfd0b0ec8603a8bc0a4508beb6ffe1f12fd80ebc","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":14.45007919818616,"put_call_skew_pp":-0.21174625752800802,"implied_move_pct":5.562978571667086,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"124807fa17bc51b349cd4f437782a23eac522df4f789702222f06cb9ac6c00ea","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":15.011441464118427,"put_call_skew_pp":1.2888437638019994,"implied_move_pct":5.798584720984159,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"747e121d1e53aa8f9d2255fa55535b90f36c56f623475137acf5ab56588d3bf1","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":15.242697883928347,"put_call_skew_pp":4.213509938865686,"implied_move_pct":5.576035799752109,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"639e5bf459a1e3269585531fca17d5806f538ee36e92f3e333786fddf93746ad","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":17.460076625294825,"put_call_skew_pp":0.8754486136267912,"implied_move_pct":5.597830207538357,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cc1be87111a502ba039f8c3a3897062074f45158023952709f37aff42bf019cd","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":17.428565888345606,"put_call_skew_pp":-2.7883027649398917,"implied_move_pct":5.473909123619422,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"483304e31e266d3ff8b4a2cc6b92d4b5e1237e128d14f2321d6d52742fe9acb7","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":17.45475500005055,"put_call_skew_pp":-0.17401826654650687,"implied_move_pct":5.491386840860537,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7e426803313d08b62472ed565c3457cd245a4edf48a35ad0c653a4945fa83722","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":20.32688413274144,"put_call_skew_pp":-3.2386759863203953,"implied_move_pct":5.253513268473936,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"08c3c8980e312666ba7911a09a00fedb5d6d91815dba082a8fc8772b09bb91a5","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":14.415614279491134,"put_call_skew_pp":3.0470367629765693,"implied_move_pct":7.652213839278838,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f1c91c6a80edefc6480e2eef088df3ebd821186f33a3cba52281314dd3ccad29","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":14.566481921807668,"put_call_skew_pp":2.7220552766672133,"implied_move_pct":7.5454629931615536,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3bab19f948eccf75bee1c0f1b29c1cd64e627c51752cc2d19ca5a742af171e13","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":14.958303102803324,"put_call_skew_pp":4.079754349359455,"implied_move_pct":7.6797624904382324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dd633673dada52f28ae10ef9b99ee6a40c0db81ed993409063e3cb0e28b9ecec","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":15.025991246155497,"put_call_skew_pp":2.6238007930755147,"implied_move_pct":7.617389035030628,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"66802157bdfad880632f359d88f1d7f9773a4cb4ee6e22da87ad8bf2fe57757b","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":14.98182894324942,"put_call_skew_pp":4.4217148237034145,"implied_move_pct":7.609442438311673,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4477703b7344c6258bcd2e6d12864716c8aa4ff3458a01bdc9a2ef7bf395e299","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":15.161865413903998,"put_call_skew_pp":3.6543241440059413,"implied_move_pct":7.668215552665037,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b7beee69b2be3dc8e4eb22117e8f1a1a955a3378fbaa10fac0b3a74261f21a64","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":16.239379370067553,"put_call_skew_pp":3.2087689029121145,"implied_move_pct":7.817781173067187,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a45993bcd1a6a7464f0e44bd03c0acd6b53b7dd2adf11c8a7569023068b873a4","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":15.938131727230616,"put_call_skew_pp":3.268757270152744,"implied_move_pct":7.6503446876470065,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"21ebcc23bb837c4a6064a175863701dbaf06d6b675b3abc8803a3a54439f1ba8","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":16.163693058041133,"put_call_skew_pp":3.3939040757597754,"implied_move_pct":7.68531790630304,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a8c50a8cdf61eb2357d1dc9a1d40be29ae38bef2788c98c3eb8d6e0dd479562f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":15.97634007567439,"put_call_skew_pp":3.1564389312753627,"implied_move_pct":7.560263026300762,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6de25aabc48abeab8013566743b44f2d2cd636f76f66b7072b9b59f6ba2384d3","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":14.958702464452447,"put_call_skew_pp":3.768552799226051,"implied_move_pct":7.2728930808070675,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dbd77f3383eea029b9a0b8d0e4dba2b18d5b89a2e77e4f1f409c628fd4da8f15","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}