{"schemaVersion":1,"symbol":"ELVA","days":90,"observations":[{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-22T13:59:55.621000+00:00","captured_at":"2026-10-22T14:03:12.160Z","last_trade_at":"2026-10-22T14:01:15.568461114Z","price":5.37,"iv_pct":121.62608982529586,"implied_move_pct":32.61122302573843,"put_call_skew_pp":-95.9665864212053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"7b6c83a40d883641970c69d428d5d3a67e4d8e6916d4d3c6a6d9f87eddb48a4d"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:01.445000+00:00","captured_at":"2026-10-23T13:34:57.256Z","last_trade_at":"2026-10-23T13:34:44.05544836Z","price":5.075,"iv_pct":132.2349988492959,"implied_move_pct":54.365006055141066,"put_call_skew_pp":-94.23782542876434,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"90225c6e94dc8171c89262d45b2bccb6fad53fc4e686712bae2adebb60d6d8f2"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:06.131000+00:00","captured_at":"2026-10-23T22:26:55.074Z","last_trade_at":"2026-10-23T20:02:34.098549946Z","price":5.19,"iv_pct":184.0710140422819,"implied_move_pct":160.71592540652662,"put_call_skew_pp":-145.292709882989,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"e04bcab117453ec510bb22f199094d4f13b9df6301f588da59ae6b958c26dfde"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-26T19:50:02.559000+00:00","captured_at":"2026-10-26T19:51:09.750Z","last_trade_at":"2026-10-26T19:51:01.952144295Z","price":5.15,"iv_pct":138.63908614682848,"implied_move_pct":66.84927942648052,"put_call_skew_pp":-126.53269325354721,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"b6f523d5114baaf2285003499362a9a20c7df4d52eb1b05c346de7ae0bde829a"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-27T19:50:16.849000+00:00","captured_at":"2026-10-27T22:01:07.305Z","last_trade_at":"2026-10-27T20:26:50.656407155Z","price":5.28,"iv_pct":195.61739587860157,"implied_move_pct":106.4467235898974,"put_call_skew_pp":-172.43670618796264,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"ef664319678d2615dfa4e538d8a904a6cd4badf2379cb1626677694613182501"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-28T16:54:26.347000+00:00","captured_at":"2026-10-28T16:57:06.959Z","last_trade_at":"2026-10-28T16:55:21.512727676Z","price":5.86,"iv_pct":239.55690755511748,"implied_move_pct":135.84154149202746,"put_call_skew_pp":-48.94148157301683,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"6b1207ab89a937769dac7a41f4f622fbd27faff2132eade0e9b99fffee0884cd"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:02.304000+00:00","captured_at":"2026-10-29T00:33:36.643Z","last_trade_at":"2026-10-28T23:13:18.021057246Z","price":5.78,"iv_pct":221.44848711994308,"implied_move_pct":67.85613547113536,"put_call_skew_pp":-194.81924723996323,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"8bfe6576399a2ce7403a5d4ee71b93df5c590db20bba352446e65ad44aba09f6"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:08.374000+00:00","captured_at":"2026-10-29T21:59:02.167Z","last_trade_at":"2026-10-29T21:40:09.904452207Z","price":5.6404,"iv_pct":208.48740171770413,"implied_move_pct":64.65892726740873,"put_call_skew_pp":-195.64780284838633,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"937a2dfac2702b0b39776491b73ea861ffd8ea1de644d2dddfd662027c1f562b"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:03.050000+00:00","captured_at":"2026-10-30T21:38:54.137Z","last_trade_at":"2026-10-30T20:18:42.623353699Z","price":5.36,"iv_pct":154.99542145773884,"implied_move_pct":46.74339818300473,"put_call_skew_pp":-189.08897890525378,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"9cce67434c405b3b9d78e6e701a17deca7f620bb729d3a380dc4f06ee6fd17e3"},{"symbol":"ELVA","expiry":"2026-11-20","observed_at":"2026-11-02T20:55:07.834000+00:00","captured_at":"2026-11-03T05:10:52.993Z","last_trade_at":"2026-11-02T21:00:00.411789721Z","price":5.27,"iv_pct":146.14689910216993,"implied_move_pct":48.12998505604206,"put_call_skew_pp":15.140022327578917,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ELVA","source_hash":"1cb9d5715569f7c79ebef34c7ebd1e0a0664bf51166456591e6e8d7bba50490d"}],"dailyIv":[{"symbol":"ELVA","date":"2026-08-06","iv_pct":127.12294572973245,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":150.90508905109488,"put_iv_pct":161.60866909753875},{"expiry":"2026-09-18","call_iv_pct":117.74552190121155,"put_iv_pct":130.37331010452962},{"expiry":"2026-11-20","call_iv_pct":107.29648121387285,"put_iv_pct":125.09353750860288},{"expiry":"2027-02-19","call_iv_pct":102.44696335078535,"put_iv_pct":121.51399361022366}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f95e70a4682b7c9a80e9d3ea5e5b48fbd9977b836818aad820ed2b2e5fbabb1","captured_at":"2026-10-24T01:33:08.054927+00:00","observed_at":"2026-08-06T15:59:00-04:00","session_close_at":"2026-08-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ELVA","expiration":"*","start_date":"2026-08-06","end_date":"2026-08-06","strike_range":20,"format":"json"},"source_hash":"d514d77fae7d72d40814454bae2fbea7a74f56c6e2aafbc06c7eb7530f85a4d8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f337ba62bee25177a766bbd1422205348ff569eaac7153b6396ab18a385cdcc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"52c85d4e102d95b89b62f11aa54c0b8eec9ccc69b5aac4bbf956e36ddcf42a95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a2e3e4069520542cb880c4bc3a3192a64578c53395b9e02ff4c5e758e33eac56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab67a6258998e4faa410444c5c5a1be741e07e26d5786ffc347426748d510357"}]},{"symbol":"ELVA","date":"2026-08-07","iv_pct":140.38448469593058,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":242.59912935323388,"put_iv_pct":170.34675159235667},{"expiry":"2026-09-18","call_iv_pct":127.77479166666667,"put_iv_pct":141.79570293094883},{"expiry":"2026-11-20","call_iv_pct":110.5917200474496,"put_iv_pct":118.5563602484472},{"expiry":"2027-02-19","call_iv_pct":102.72135483870967,"put_iv_pct":108.69006688963209}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fbed3a123471f1a74644bb9598174aab4211d05a2355674906ce3bd658540fe3","captured_at":"2026-10-24T01:33:06.061144+00:00","observed_at":"2026-08-07T15:59:00-04:00","session_close_at":"2026-08-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ELVA","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"87ccee3d5266b0b0b28a176f90dd8097ddc44e4cf23fac8856519076427cca0d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f337ba62bee25177a766bbd1422205348ff569eaac7153b6396ab18a385cdcc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"52c85d4e102d95b89b62f11aa54c0b8eec9ccc69b5aac4bbf956e36ddcf42a95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a2e3e4069520542cb880c4bc3a3192a64578c53395b9e02ff4c5e758e33eac56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab67a6258998e4faa410444c5c5a1be741e07e26d5786ffc347426748d510357"}]},{"symbol":"ELVA","date":"2026-08-10","iv_pct":126.66066186864194,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":172.52964418938305,"put_iv_pct":161.63545610034205},{"expiry":"2026-09-18","call_iv_pct":118.34557578516159,"put_iv_pct":127.36060394412489},{"expiry":"2026-11-20","call_iv_pct":119.3959383378016,"put_iv_pct":110.5205413313826},{"expiry":"2027-02-19","call_iv_pct":101.94923142613152,"put_iv_pct":101.54830383480827}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c4cc939f7edb266f3a2215e748f94c649eb3ad0e55521248b8d52825c0738544","captured_at":"2026-10-24T01:33:00.755691+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":"ELVA","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"8ac745cda222806a0319d46911f06a9dedab3fa87f546ca30566319065307bc1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"488072bcf20fd8639e5ad6f77f1b974c1d3b4b89e1b8cfe440e854114ad26da6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"9d315662dc5d321087d4cb8204b5ff668db6a3bd9df3da75664c6cd2bfa9846c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","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":"cdf30cade6f7e50ba0cb699f13eb87c4a5944234618b422ce29ab8b15b5a87db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"a11eb004d2c46841b66878f87c9d714525579c33d6499764e6dd8859e6508743"}]},{"symbol":"ELVA","date":"2026-08-11","iv_pct":118.85018306514601,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":221.99986111111122,"put_iv_pct":109.37986634264882},{"expiry":"2026-09-18","call_iv_pct":111.63843201754386,"put_iv_pct":94.92448397013614},{"expiry":"2026-11-20","call_iv_pct":111.77955223880598,"put_iv_pct":98.97299333071793},{"expiry":"2027-02-19","call_iv_pct":99.5130612244898,"put_iv_pct":102.59321428571428}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6d3012c88c984dc9c57ad5a481497580ffa9d11dc50ef36839970c0b7e45123b","captured_at":"2026-10-24T01:32:58.605711+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":"ELVA","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"89f01978ef66926abb4eb2182a4c5d990de881f077d0d1fd9f784a4a83c51acd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"488072bcf20fd8639e5ad6f77f1b974c1d3b4b89e1b8cfe440e854114ad26da6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"9d315662dc5d321087d4cb8204b5ff668db6a3bd9df3da75664c6cd2bfa9846c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","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":"cdf30cade6f7e50ba0cb699f13eb87c4a5944234618b422ce29ab8b15b5a87db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"a11eb004d2c46841b66878f87c9d714525579c33d6499764e6dd8859e6508743"}]},{"symbol":"ELVA","date":"2026-08-12","iv_pct":125.59913324108032,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":166.81652801992533,"put_iv_pct":219.41785928642878},{"expiry":"2026-09-18","call_iv_pct":80.83752066115703,"put_iv_pct":106.06057991513438},{"expiry":"2026-11-20","call_iv_pct":105.75808090310441,"put_iv_pct":105.7834586794928},{"expiry":"2027-02-19","call_iv_pct":104.11612602100351,"put_iv_pct":116.00291244239631}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a6be4e948b5ad25f9a9961316515135a1dff766da0ce6b62913c7300f3e13907","captured_at":"2026-10-24T01:32:57.016078+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":"ELVA","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"1203e7d8dc771aa9ea5e6bf9a331609ca7370c5713017a95c4e510f125471809"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"488072bcf20fd8639e5ad6f77f1b974c1d3b4b89e1b8cfe440e854114ad26da6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"9d315662dc5d321087d4cb8204b5ff668db6a3bd9df3da75664c6cd2bfa9846c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","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":"cdf30cade6f7e50ba0cb699f13eb87c4a5944234618b422ce29ab8b15b5a87db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"a11eb004d2c46841b66878f87c9d714525579c33d6499764e6dd8859e6508743"}]},{"symbol":"ELVA","date":"2026-08-13","iv_pct":121.93613571117473,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":202.13632562277576,"put_iv_pct":150.03185882352943},{"expiry":"2026-09-18","call_iv_pct":111.89650445510621,"put_iv_pct":113.5976227897839},{"expiry":"2026-11-20","call_iv_pct":94.13062666666666,"put_iv_pct":98.93316780821918},{"expiry":"2027-02-19","call_iv_pct":99.0496197948099,"put_iv_pct":105.71335972850679}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eda2c3a9f299e5566a1e63b68e8f3ea38ca094384afeefe21f74e8b05f5f1ed0","captured_at":"2026-10-24T01:32:55.404135+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":"ELVA","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"6c0620c17d6d98141fc375e29cc774cfe6ddb88b2134957c2270bfeb1017cf47"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"488072bcf20fd8639e5ad6f77f1b974c1d3b4b89e1b8cfe440e854114ad26da6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"9d315662dc5d321087d4cb8204b5ff668db6a3bd9df3da75664c6cd2bfa9846c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","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":"cdf30cade6f7e50ba0cb699f13eb87c4a5944234618b422ce29ab8b15b5a87db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"a11eb004d2c46841b66878f87c9d714525579c33d6499764e6dd8859e6508743"}]},{"symbol":"ELVA","date":"2026-08-14","iv_pct":145.13083869136904,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":276.48188608776843,"put_iv_pct":292.80967089290533},{"expiry":"2026-09-18","call_iv_pct":78.06150947924166,"put_iv_pct":128.79837430854332},{"expiry":"2026-11-20","call_iv_pct":90.19212880833012,"put_iv_pct":92.19809411764706},{"expiry":"2027-02-19","call_iv_pct":92.62710466004584,"put_iv_pct":109.8779411764706}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"05dddf4114bb61e6c3df01fddbcd26a249cadee6a8891514e82735937f9cd436","captured_at":"2026-10-24T01:32:54.011464+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":"ELVA","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"a5bcc64941156cbb5352de693dc62fac86e2d2b5d50aeeb05bd93050f3a41c5f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"488072bcf20fd8639e5ad6f77f1b974c1d3b4b89e1b8cfe440e854114ad26da6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"9d315662dc5d321087d4cb8204b5ff668db6a3bd9df3da75664c6cd2bfa9846c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","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":"cdf30cade6f7e50ba0cb699f13eb87c4a5944234618b422ce29ab8b15b5a87db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"a11eb004d2c46841b66878f87c9d714525579c33d6499764e6dd8859e6508743"}]},{"symbol":"ELVA","date":"2026-08-17","iv_pct":131.45167879864445,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":293.2311514118793,"put_iv_pct":121.0729428455614},{"expiry":"2026-09-18","call_iv_pct":152.45690899581587,"put_iv_pct":97.99826967784789},{"expiry":"2026-11-20","call_iv_pct":96.71887201735358,"put_iv_pct":95.97255530129671},{"expiry":"2027-02-19","call_iv_pct":90.54145655449524,"put_iv_pct":103.62127358490565}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4eb90e4aa6a71d0ac81c994002a979ba9c237ad19cf72f397af0a9d268affbfa","captured_at":"2026-10-24T01:32:48.299072+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":"ELVA","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"08d03639de2c24505d48dcd898a536bc0c262b85f083ac7f895cfd45cf08b5a9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"875f9d1d0ab72cee99e813364e22f12ff4ad8f9522bd29607f185b01dfdaa0a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"753057bc3b48d398fd0ac60b2ec75a769a032e39e4a31c2a768d5cdc2a380386"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","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":"2c0c6e4851c952c47c48a909d10caf0d701970dfd790c1098e420dff38603caf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"393958c33b284f591928a13de7bfda6725676086117b4006fc68fcad7fe2f8d2"}]},{"symbol":"ELVA","date":"2026-08-18","iv_pct":105.83250580018989,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":103.26595839524524,"put_iv_pct":98.08012016522719},{"expiry":"2026-09-18","call_iv_pct":123.32319218241045,"put_iv_pct":138.0061423220974},{"expiry":"2026-11-20","call_iv_pct":102.102916496945,"put_iv_pct":82.28535611038109},{"expiry":"2027-02-19","call_iv_pct":106.3069593852909,"put_iv_pct":93.28940134392181}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8f6f5e5808fb205fdf0b17693ace17f1ca5917210ba0609338064bfc8810e41f","captured_at":"2026-10-24T01:32:46.342940+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":"ELVA","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"0ebbc5462fd6cf3e95a0fb0b3d7158f70e879828cf1ed3ac60f400ff8a7cc29f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"875f9d1d0ab72cee99e813364e22f12ff4ad8f9522bd29607f185b01dfdaa0a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"753057bc3b48d398fd0ac60b2ec75a769a032e39e4a31c2a768d5cdc2a380386"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","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":"2c0c6e4851c952c47c48a909d10caf0d701970dfd790c1098e420dff38603caf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"393958c33b284f591928a13de7bfda6725676086117b4006fc68fcad7fe2f8d2"}]},{"symbol":"ELVA","date":"2026-10-16","iv_pct":106.22303691859149,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":112.7435556811758,"put_iv_pct":136.54164993726474},{"expiry":"2026-12-18","call_iv_pct":103.21520737327188,"put_iv_pct":103.97108366779871},{"expiry":"2027-02-19","call_iv_pct":97.90543603534384,"put_iv_pct":95.84568487274807},{"expiry":"2027-05-21","call_iv_pct":88.81344023323615,"put_iv_pct":110.74823754789271}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"df9ae7f1d82456a2810ba9d664d316e590733c1eb2658a22c329a068b1172687","captured_at":"2026-10-24T01:30:27.188200+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":"ELVA","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"29b382872c9bf4a681594f96e83d0cb292068765634afe2ae603c57c046861c6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"47fcca3a3ccd1b04f3651fe5dcdb9426ef3c93974c98cd31bf01ae867aff2437"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"db633c6f89e3d6b822cbe09bd7ba54e0b402cdbae8421bdc84ee9bbc29891643"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"41581ff27265610ffa29ea4d79d2c9f8df33fbaea4f258969cda37397f00e997"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-05-21","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":"cc641826d917b015f31ddcfe3d7089d993d24ba045b6365c9c02cef4abe89b7f"}]},{"symbol":"ELVA","date":"2026-10-19","iv_pct":114.45349875946147,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":132.94966556759306,"put_iv_pct":205.92828491424572},{"expiry":"2026-12-18","call_iv_pct":82.70662032598274,"put_iv_pct":117.0198481102084},{"expiry":"2027-02-19","call_iv_pct":81.68529429892142,"put_iv_pct":103.49208955223881},{"expiry":"2027-05-21","call_iv_pct":90.23245248868778,"put_iv_pct":101.61373481781378}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b9e591632c8e0ad05f1a1c3d6f51f539a6a0acb0cc09be6ae1b719f331147b2f","captured_at":"2026-10-24T01:30:24.786361+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":"ELVA","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"be75ce34330cfd160ea60140ae23631f87db1b54965e19c214564e581a195046"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"47fcca3a3ccd1b04f3651fe5dcdb9426ef3c93974c98cd31bf01ae867aff2437"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"db633c6f89e3d6b822cbe09bd7ba54e0b402cdbae8421bdc84ee9bbc29891643"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"41581ff27265610ffa29ea4d79d2c9f8df33fbaea4f258969cda37397f00e997"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-05-21","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":"cc641826d917b015f31ddcfe3d7089d993d24ba045b6365c9c02cef4abe89b7f"}]},{"symbol":"ELVA","date":"2026-10-20","iv_pct":136.75353733823763,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":147.99471507352942,"put_iv_pct":238.56072501294668},{"expiry":"2026-12-18","call_iv_pct":115.55820644811705,"put_iv_pct":166.40623699227928},{"expiry":"2027-02-19","call_iv_pct":85.3249449858535,"put_iv_pct":116.23049694856147},{"expiry":"2027-05-21","call_iv_pct":112.6718826405868,"put_iv_pct":111.28109060402684}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4efc65b3fce656de204fdc86d5eea5f3c473d4e05c9769fa0a887cb9c79b8595","captured_at":"2026-10-22T13:03:55.699163+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":"ELVA","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"66db0dfffd34570c88cef92254af03571c7f46c9d610361e86330e6b2102681d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"1065159f4b6533582a058780af9f5c9f11a5a5bd5b97259fb753ffb414b24337"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"5e4fafbc5a4c759232f52a11f71c1e3f1c8c66e05242636cc2ecae0e2a59530a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"228ad802c5e3072cd28d4875abbeb6795d7a2851d00219ac10871dedc9ca351d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-05-21","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":"45ea8cc6107c97cecc2c9ca9bec0d31e22d6dc68c221d45eb265bf86a2cd35b7"}]},{"symbol":"ELVA","date":"2026-10-22","iv_pct":115.25770978082778,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":132.2835665914221,"put_iv_pct":138.30821782178216},{"expiry":"2026-12-18","call_iv_pct":93.56973975276513,"put_iv_pct":107.54492467532468},{"expiry":"2027-02-19","call_iv_pct":111.72933595671421,"put_iv_pct":101.96922539893616},{"expiry":"2027-05-21","call_iv_pct":105.5531067961165,"put_iv_pct":131.10356125356125}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bd2852e3972accce176a54d524567cb6bd4e0d0beeb033737d41ddf72f9e21f3","captured_at":"2026-10-23T00:48:39.044112+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":"ELVA","date":"2026-10-22","format":"json"},"source_hash":"1dcbe08cb78e051ac1961fb76eb98efb144b11e801eb03cab4545edffd046b16"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"12b8f927e8bb4a9f82b07ad1adda744e3cf6130a6200afc33a7de3c04735bef4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"9e333f01617601a860d89a4f4980005f1d57083911923f8cfbf2e57d686b5f76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"cbfce066cb732298c652e90c43605d7440190669d036b107f921863f7b782ec8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-05-21","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":"fa51867fa087c36398cf69ac8d66383ab5d2c42ca23f170409347032e9e2d3c0"}]},{"symbol":"ELVA","date":"2026-10-23","iv_pct":132.2212527966267,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":132.71098261109574,"put_iv_pct":208.79969205834686},{"expiry":"2026-12-18","call_iv_pct":113.03706675657452,"put_iv_pct":160.18956343792632},{"expiry":"2027-02-19","call_iv_pct":92.9001293568092,"put_iv_pct":165.33795938748338},{"expiry":"2027-05-21","call_iv_pct":82.61699565732333,"put_iv_pct":102.17763310745403}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"435064ac5a9fb12dea897d3c81dc5fbebccf996b391dc2187a33e810034f149c","captured_at":"2026-10-24T00:19:06.002230+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":"ELVA","date":"2026-10-23","format":"json"},"source_hash":"9a655d7eace7eed41006b4a8d9a087bb06745b2bdc25f87b52cbad6ba7805d3c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"c5a14e9a714519ae7ea3fadf2adf5820a49c8ce7561dd8aac3981aad7645ac25"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"7d966a4e27f153d12d05fd17cad13b1b0747f8e4397516ce216d7c6915226190"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"9b67e350b97c996e6e747507d791e819a2732fa4125fcc02f491ddc075a2031a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-05-21","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":"66b968e8f4b44e570017c5f070ac960eb86998cf237ff507f8e523f7a0368ec8"}]},{"symbol":"ELVA","date":"2026-10-26","iv_pct":114.3954125986525,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":122.5934725848564,"put_iv_pct":150.1761372180451},{"expiry":"2026-12-18","call_iv_pct":104.60548632218844,"put_iv_pct":130.4178076609617},{"expiry":"2027-02-19","call_iv_pct":95.77336037863421,"put_iv_pct":89.87750080308385},{"expiry":"2027-05-21","call_iv_pct":118.42483056957462,"put_iv_pct":103.29470525187567}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fb4e799de2428959e8d4fb22a836a87f78c436e0fcd2b44c0ee80be0fc83ea97","captured_at":"2026-10-28T15:50:49.434696+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":"44b352de180f947ebc44b0d3972d706c19a237d33f1024625a61fde424c54dc6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"f18b680b31cc875c9639cfb92be1415e1c035535b52d30aa0fd760bcd6d69ef9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"9571d38e87942714248e90440080e2cce2b592e5604652e89bda430e66051130"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"4f1b940d783b2d73cb19ce4151f12231f8038129fb75031d3b9f2a31571d7fe4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-05-21","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":"9b47ee21808df202b6694c7313f4bed2b3a64353e8f95bd82a81e11ee8b4265a"}]},{"symbol":"ELVA","date":"2026-10-27","iv_pct":116.25855917901949,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":142.90558682058682,"put_iv_pct":214.455942301662},{"expiry":"2026-12-18","call_iv_pct":89.7841647701411,"put_iv_pct":105.84259500959692},{"expiry":"2027-02-19","call_iv_pct":88.12281219591307,"put_iv_pct":97.3654677302393},{"expiry":"2027-05-21","call_iv_pct":83.66244031830239,"put_iv_pct":107.92946428571429}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"99bef6c078a5b34544956580c3deeeebd8150b3982bec5f1de568573a4c2ba9a","captured_at":"2026-10-28T15:50:48.921520+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":"ELVA","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"211f3e8f428beeec79713e6078a38b21e8c3e526e459314920ad0792dd86b7e1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"f18b680b31cc875c9639cfb92be1415e1c035535b52d30aa0fd760bcd6d69ef9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","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":"9571d38e87942714248e90440080e2cce2b592e5604652e89bda430e66051130"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","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":"4f1b940d783b2d73cb19ce4151f12231f8038129fb75031d3b9f2a31571d7fe4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-05-21","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":"9b47ee21808df202b6694c7313f4bed2b3a64353e8f95bd82a81e11ee8b4265a"}]},{"symbol":"ELVA","date":"2026-10-30","iv_pct":120.48569467377746,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":159.36257444314182,"put_iv_pct":171.53338247338246},{"expiry":"2026-12-18","call_iv_pct":111.62216666666667,"put_iv_pct":118.20102514034659},{"expiry":"2027-02-19","call_iv_pct":98.23027387387387,"put_iv_pct":109.60895292207793},{"expiry":"2027-05-21","call_iv_pct":112.33806370494553,"put_iv_pct":82.98911816578483}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ELVA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"388521dfb390b8b0dff3722c5f6b4c3cf2fe7593877a5fd3cd1705d116043d4a","captured_at":"2026-10-31T23:27:16.262358+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"ELVA","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"ea31b4d18933f0a9b7282385df4104624a17f02f44c9fbc8b81cf4ec2a7c4af5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a128b5ef52aa2c908784f2ebfb7723b86c767454834afb93ae90ec7b02bdefd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"aa5b70f7c61e87b78344d2ff066bb3a0c89c572a7690b8054a33c8cfde3a0890"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"11ffa771ff61044d7c416ca81ba6000082461a5b5c358dae8d5f1923c7414c50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ELVA","expiration":"2027-05-21","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09a1c32fe4cacdb7df3b585ecc0300bb41c6022e7e807781aab8a2aa04b71624"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ELVA","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-06","observed_at":"2026-08-06T15:59:00-04:00","iv_pct":127.12294572973244,"put_call_skew_pp":15.048863700982572,"implied_move_pct":54.76690453654171,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f95e70a4682b7c9a80e9d3ea5e5b48fbd9977b836818aad820ed2b2e5fbabb1","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":140.38448469593058,"put_call_skew_pp":-11.074528561168755,"implied_move_pct":56.24846818907652,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fbed3a123471f1a74644bb9598174aab4211d05a2355674906ce3bd658540fe3","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":126.66066186864195,"put_call_skew_pp":-2.788871131954984,"implied_move_pct":50.9630950791365,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c4cc939f7edb266f3a2215e748f94c649eb3ad0e55521248b8d52825c0738544","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":118.85018306514601,"put_call_skew_pp":-34.76508716568342,"implied_move_pct":47.35206541662595,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6d3012c88c984dc9c57ad5a481497580ffa9d11dc50ef36839970c0b7e45123b","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":125.59913324108032,"put_call_skew_pp":22.4341386795655,"implied_move_pct":48.74731944154324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a6be4e948b5ad25f9a9961316515135a1dff766da0ce6b62913c7300f3e13907","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":121.93613571117473,"put_call_skew_pp":-9.734266847329806,"implied_move_pct":46.388723343972124,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eda2c3a9f299e5566a1e63b68e8f3ea38ca094384afeefe21f74e8b05f5f1ed0","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":145.13083869136904,"put_call_skew_pp":21.580362865045064,"implied_move_pct":47.87400886027894,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"05dddf4114bb61e6c3df01fddbcd26a249cadee6a8891514e82735937f9cd436","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":131.45167879864445,"put_call_skew_pp":-53.570836892483086,"implied_move_pct":44.28970563476544,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4eb90e4aa6a71d0ac81c994002a979ba9c237ad19cf72f397af0a9d268affbfa","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":105.83250580018988,"put_call_skew_pp":-5.834501629566027,"implied_move_pct":41.246576253402196,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8f6f5e5808fb205fdf0b17693ace17f1ca5917210ba0609338064bfc8810e41f","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":106.22303691859149,"put_call_skew_pp":11.107254175669134,"implied_move_pct":53.85404723930158,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"df9ae7f1d82456a2810ba9d664d316e590733c1eb2658a22c329a068b1172687","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":114.45349875946147,"put_call_skew_pp":35.119981178330434,"implied_move_pct":54.44520042694369,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b9e591632c8e0ad05f1a1c3d6f51f539a6a0acb0cc09be6ae1b719f331147b2f","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":136.75353733823763,"put_call_skew_pp":42.73220010243187,"implied_move_pct":64.18119079707006,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4efc65b3fce656de204fdc86d5eea5f3c473d4e05c9769fa0a887cb9c79b8595","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":115.25770978082778,"put_call_skew_pp":8.947545013146577,"implied_move_pct":57.25704477810826,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bd2852e3972accce176a54d524567cb6bd4e0d0beeb033737d41ddf72f9e21f3","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":132.2212527966267,"put_call_skew_pp":53.80991840235194,"implied_move_pct":61.132772137623576,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"435064ac5a9fb12dea897d3c81dc5fbebccf996b391dc2187a33e810034f149c","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":114.39541259865251,"put_call_skew_pp":8.09225026967816,"implied_move_pct":54.053492781925,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fb4e799de2428959e8d4fb22a836a87f78c436e0fcd2b44c0ee80be0fc83ea97","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":116.25855917901949,"put_call_skew_pp":30.279616305567277,"implied_move_pct":51.67298898580914,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"99bef6c078a5b34544956580c3deeeebd8150b3982bec5f1de568573a4c2ba9a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":120.48569467377746,"put_call_skew_pp":0.19485000324097967,"implied_move_pct":53.0286698963165,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"388521dfb390b8b0dff3722c5f6b4c3cf2fe7593877a5fd3cd1705d116043d4a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}