{"schemaVersion":1,"symbol":"ESS","days":90,"observations":[{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-21T19:58:34.033000+00:00","captured_at":"2026-10-22T04:35:48.198Z","last_trade_at":"2026-10-21T23:00:00.003685129Z","price":274.11,"iv_pct":20.482608375620913,"implied_move_pct":4.871196756139548,"put_call_skew_pp":4.818103039806335,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"56eca0acb7775df4ca00828c9614631f01f100cad3c810b0b7c6d785bd682c8d"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-22T17:29:57.423000+00:00","captured_at":"2026-10-22T17:44:42.195Z","last_trade_at":"2026-10-22T17:43:15.224128129Z","price":281.08,"iv_pct":21.941358074385775,"implied_move_pct":5.117411669449699,"put_call_skew_pp":-1.950734758399744,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"fc988b7df9a16242a098f8096c3010cd5c6eff4fd6fc881cd5233f9e4f3cc6e9"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:48.338000+00:00","captured_at":"2026-10-23T01:54:44.715Z","last_trade_at":"2026-10-22T23:00:00.003167912Z","price":282.45,"iv_pct":22.00602672087635,"implied_move_pct":5.141322095031926,"put_call_skew_pp":5.061402090767634,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"a036482937e6f65be82d139661c41ac5ff3819339629a08a9dffdf585e2fce76"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-23T16:29:18.037000+00:00","captured_at":"2026-10-23T16:37:01.804Z","last_trade_at":"2026-10-23T16:36:03.521943118Z","price":278.54,"iv_pct":22.952657933639347,"implied_move_pct":5.082324021639067,"put_call_skew_pp":-1.1298391045634792,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"d2ffdfbbedb03418fcc10e044b43b8e217ad139f998fb7e1305bb51bf8b6ab5d"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-23T19:56:00.645000+00:00","captured_at":"2026-10-24T04:09:33.066Z","last_trade_at":"2026-10-23T23:00:00.003406459Z","price":278.35,"iv_pct":22.81040619318182,"implied_move_pct":4.982660174585807,"put_call_skew_pp":-1.2816202173338176,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"b458826761bf6ef4055cf2f025c3258754c1c4051a20254894a66e2c2c728efb"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:57.929000+00:00","captured_at":"2026-10-26T22:05:22.103Z","last_trade_at":"2026-10-26T20:10:00.002923745Z","price":275.3,"iv_pct":22.74326390392248,"implied_move_pct":4.966902684961807,"put_call_skew_pp":0.04789229403165396,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"321b11799569508f24c4afc330f99028281fa17e21d51e565561f5f4c9b71ed4"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:22.841000+00:00","captured_at":"2026-10-27T22:40:30.250Z","last_trade_at":"2026-10-27T22:30:00.002038533Z","price":274.85,"iv_pct":23.399350356957026,"implied_move_pct":5.0464081575696,"put_call_skew_pp":4.146416752313348,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"c7e5373e094e7ec0f79d5c917be3386cd1bee0eb5ee308566f92d56e242f223b"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-28T19:35:17.408000+00:00","captured_at":"2026-10-28T19:42:24.215Z","last_trade_at":"2026-10-28T19:42:10.517791637Z","price":263.325,"iv_pct":20.789244920030782,"implied_move_pct":4.485701082214991,"put_call_skew_pp":1.082487348902944,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"8dc7ed8862854affb29fb93498f3c093a0d2846085bcd1b9540266a15b56d052"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-28T19:56:02.220000+00:00","captured_at":"2026-10-29T02:32:25.440Z","last_trade_at":"2026-10-28T23:00:00.00262179Z","price":261.42,"iv_pct":21.15266194561561,"implied_move_pct":4.461499948458409,"put_call_skew_pp":-0.7793193087255401,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"988b9b6ae84b5e72b5a08943c50873fb8c2fbecbacc5cc7d5603f4c329441e43"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:56.786000+00:00","captured_at":"2026-10-29T22:36:34.120Z","last_trade_at":"2026-10-29T22:30:00.00231378Z","price":265.22,"iv_pct":21.626336742891684,"implied_move_pct":4.477233224910214,"put_call_skew_pp":4.015450082085145,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"b70532b663ae8028070fef04586c79a12b3f308cad5fff10aa342186354e6e0f"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:50.761000+00:00","captured_at":"2026-10-30T22:26:23.429Z","last_trade_at":"2026-10-30T20:10:00.00210072Z","price":264.18,"iv_pct":22.279356227420248,"implied_move_pct":4.54878526190409,"put_call_skew_pp":2.304775563727593,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"51f07561bc7859129c6c11395eb9979ba6f010322089060d99f73c63cdc9ba27"},{"symbol":"ESS","expiry":"2026-11-20","observed_at":"2026-11-03T19:31:58.680000+00:00","captured_at":"2026-11-03T19:41:18.956Z","last_trade_at":"2026-11-03T19:41:07.276824758Z","price":264.25,"iv_pct":24.75708256476226,"implied_move_pct":4.525655253510057,"put_call_skew_pp":4.616176828322286,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/ESS","source_hash":"36be11e77179948d031207a77a8d158f8a8bcfd6a515992fe90d17c4c0e5d843"}],"dailyIv":[{"symbol":"ESS","date":"2026-08-07","iv_pct":19.678588129636175,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":18.206136560069144,"put_iv_pct":20.491754966887417},{"expiry":"2026-09-18","call_iv_pct":18.409908396946566,"put_iv_pct":17.99838099854581},{"expiry":"2026-10-16","call_iv_pct":16.568388318009735,"put_iv_pct":22.99039618488628},{"expiry":"2027-01-15","call_iv_pct":18.56520215633423,"put_iv_pct":24.198537455410225}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb0a0db135c26776ad8272a068a4f9a52e7954d8b41d14a57078dd5dee7eb3f1","captured_at":"2026-10-24T02:43:58.031334+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":"ESS","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"eec929df8fdf23f2bda716d0c68c864396912649fe815d5dfdc1e8331634effe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"450c346060da2e88747510cc134420d41aebe04c944d32e565acba245d8f5b7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"7cdd8b4d5a61a2f61359a55d3de7ec028aeb1dc1390892f0118810268c6b806a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2026-10-16","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":"b72aaaa5004adc516696bbe58805f46d3eed1289c4d89e98feef9e35d524b05f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"701622b216862f61c11534dac3b6d97c4d643959368707fe22ecaa4f1d9fe5e2"}]},{"symbol":"ESS","date":"2026-08-10","iv_pct":21.344649326523836,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":22.787487332339794,"put_iv_pct":22.714343257443083},{"expiry":"2026-09-18","call_iv_pct":20.443735632183905,"put_iv_pct":20.80010273972603},{"expiry":"2026-10-16","call_iv_pct":18.56268656716418,"put_iv_pct":22.35603448275862},{"expiry":"2027-01-15","call_iv_pct":18.74757894736842,"put_iv_pct":24.34522565320665}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c80a885fd91ce4d051459954845fb1b52bdf9005ba65ee028c91c59505d9f5d2","captured_at":"2026-10-24T02:43:45.310250+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":"ESS","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"836307d06aec7a82b8f4b1bf72c017eed1252a59c55ef5de9dc93d17df93547a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"d257392f0a1ae898a9e8566b08be7cd637cf25e556dec9a1abc62b284eb4d4b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48fe16bab382872ddf9dd09c0656ab50ce107581a3be425ca292daeba2c9ae37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2026-10-16","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":"ee93ec4f55cab190b6ffbe5fa11d1d33aafc03f7d79d748b3e495671a360c83e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"ba21ad94e86a74fc63a08c9ddbb05db6c3c543b83f44704760430fbd08e708ec"}]},{"symbol":"ESS","date":"2026-08-11","iv_pct":21.506886112412232,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":23.918940926024483,"put_iv_pct":21.493946762221654},{"expiry":"2026-09-18","call_iv_pct":21.247487781036167,"put_iv_pct":19.5154432132964},{"expiry":"2026-10-16","call_iv_pct":19.0705549132948,"put_iv_pct":22.692442906574396},{"expiry":"2027-01-15","call_iv_pct":19.416983240223463,"put_iv_pct":24.699289156626506}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4d30047281187c90b78b821f079f180af3b36741ba6f7cd73d7dee6114df121b","captured_at":"2026-10-24T02:43:42.983638+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":"ESS","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"85aeeae8d805708b66d67687f158f5c9b0427a9c81f18eaa62b90af080d899e2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"d257392f0a1ae898a9e8566b08be7cd637cf25e556dec9a1abc62b284eb4d4b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48fe16bab382872ddf9dd09c0656ab50ce107581a3be425ca292daeba2c9ae37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2026-10-16","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":"ee93ec4f55cab190b6ffbe5fa11d1d33aafc03f7d79d748b3e495671a360c83e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"ba21ad94e86a74fc63a08c9ddbb05db6c3c543b83f44704760430fbd08e708ec"}]},{"symbol":"ESS","date":"2026-08-12","iv_pct":21.222750604842552,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":23.549257142857144,"put_iv_pct":20.97416827852998},{"expiry":"2026-09-18","call_iv_pct":20.512867579908676,"put_iv_pct":19.42229326513214},{"expiry":"2026-10-16","call_iv_pct":19.019695945945948,"put_iv_pct":22.64617486338798},{"expiry":"2027-01-15","call_iv_pct":19.345474452554747,"put_iv_pct":24.312073310423823}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e2c678a5ac55c9215d8276a628373907750d3501bddc3f7c1aaf3274076e57aa","captured_at":"2026-10-24T02:43:41.029607+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":"ESS","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"b1f19159afca17a968880f98dbe9798c7c84e66d5d4ab3e177e7b33950e6315c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"d257392f0a1ae898a9e8566b08be7cd637cf25e556dec9a1abc62b284eb4d4b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48fe16bab382872ddf9dd09c0656ab50ce107581a3be425ca292daeba2c9ae37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2026-10-16","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":"ee93ec4f55cab190b6ffbe5fa11d1d33aafc03f7d79d748b3e495671a360c83e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"ba21ad94e86a74fc63a08c9ddbb05db6c3c543b83f44704760430fbd08e708ec"}]},{"symbol":"ESS","date":"2026-08-13","iv_pct":20.07220414311013,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":22.75928,"put_iv_pct":17.57151157512483},{"expiry":"2026-09-18","call_iv_pct":19.810045662100457,"put_iv_pct":18.338864864864863},{"expiry":"2026-10-16","call_iv_pct":18.426390658174096,"put_iv_pct":21.364498680738787},{"expiry":"2027-01-15","call_iv_pct":18.8509946714032,"put_iv_pct":23.456047032474803}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9e381e4c670ed4fc877429a6df7276b52b7231cf41b19a5abd6909dd1ce23453","captured_at":"2026-10-24T02:43:38.730944+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":"ESS","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"b76f4ed009dc39571ba3e31b25fa5fe0351e73c3b3c3936a965ad7d123938b91"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"d257392f0a1ae898a9e8566b08be7cd637cf25e556dec9a1abc62b284eb4d4b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48fe16bab382872ddf9dd09c0656ab50ce107581a3be425ca292daeba2c9ae37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2026-10-16","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":"ee93ec4f55cab190b6ffbe5fa11d1d33aafc03f7d79d748b3e495671a360c83e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"ba21ad94e86a74fc63a08c9ddbb05db6c3c543b83f44704760430fbd08e708ec"}]},{"symbol":"ESS","date":"2026-08-14","iv_pct":20.1156831113692,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":22.203748014822658,"put_iv_pct":19.055750950570342},{"expiry":"2026-09-18","call_iv_pct":19.26071629213483,"put_iv_pct":18.444347014925373},{"expiry":"2026-10-16","call_iv_pct":18.243022151898735,"put_iv_pct":21.600900195694717},{"expiry":"2027-01-15","call_iv_pct":18.68406360424028,"put_iv_pct":23.432916666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"07b6b226a8fc9bd1da1c58c18e0a4032cc891becf167bcbdfa6212d61be74dd0","captured_at":"2026-10-24T02:43:20.451747+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":"ESS","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"92dc341d5124b3ae0d667c6bd03faed15962fd432d1187509e2fb82af0acf245"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"d257392f0a1ae898a9e8566b08be7cd637cf25e556dec9a1abc62b284eb4d4b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48fe16bab382872ddf9dd09c0656ab50ce107581a3be425ca292daeba2c9ae37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2026-10-16","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":"ee93ec4f55cab190b6ffbe5fa11d1d33aafc03f7d79d748b3e495671a360c83e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"ba21ad94e86a74fc63a08c9ddbb05db6c3c543b83f44704760430fbd08e708ec"}]},{"symbol":"ESS","date":"2026-08-21","iv_pct":19.5045164631918,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.814326287978863,"put_iv_pct":18.987675474814203},{"expiry":"2026-10-16","call_iv_pct":15.440666666666667,"put_iv_pct":22.158238001314924},{"expiry":"2027-01-15","call_iv_pct":17.169373493975904,"put_iv_pct":24.094415437003406},{"expiry":"2027-04-16","call_iv_pct":17.3773640167364,"put_iv_pct":24.994072327044027}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a5042b2f98ec97941ab0cb18b5946cb306b0bb719273b76f091bf0d91430dae9","captured_at":"2026-10-24T02:42:59.511051+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":"ESS","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"b54a56d6e3313da08669185e79e54ccdef957f9bdf303a1ccbddb903e6b3cfe6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"8e244c40d32cedf8587fe8dc1b07d13dd242df169f49716a3bbd2b7f61a2e764"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9396ed7bc984cd217bd3270a0f159eab57ab2bcd3dc0515227d754a947b51bc0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"3f64abe8c17ac59c7400bf19b8e82197a44c84e2c6df76671a33bf461abea9ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"895f1c812e86573a8264b363ad0ce5f39e47901262d91f13a8c9e90b227e1bd6"}]},{"symbol":"ESS","date":"2026-08-24","iv_pct":18.88326089214558,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.76110599078341,"put_iv_pct":17.293086502860987},{"expiry":"2026-10-16","call_iv_pct":15.017783039173482,"put_iv_pct":21.387591463414633},{"expiry":"2027-01-15","call_iv_pct":16.605938261575957,"put_iv_pct":22.6881199538639},{"expiry":"2027-04-16","call_iv_pct":16.95259645464025,"put_iv_pct":24.359865470852018}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"213789d63dbb3a979624f12dd3e6b9d4e393ee11203ddd021bdf1a58e38b8549","captured_at":"2026-10-24T02:42:46.143379+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":"ESS","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"7e71590d5bf07618aac7e10427ee475c97287475b99c2a1f11be4e4d8865094f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"7c8f99282ed704cf5dd39f79c60067277f8349dd22648823b51a500d8c500d46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"0d7c2a723c88bdfa19890171dd547a96b0998b25e3e01199635dc02d53abacb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a7be8f1cb0062d1c6768093f3832611b389e43f455bd448e48412d19c2cc35b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"f2ce85507c9b9043ff3a27fd8e4802ce6f96e395782432943a4bae297c43bc79"}]},{"symbol":"ESS","date":"2026-08-25","iv_pct":19.65971296172632,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":18.77226896323286,"put_iv_pct":18.388876404494383},{"expiry":"2026-10-16","call_iv_pct":17.51843930635838,"put_iv_pct":20.927778425655976},{"expiry":"2027-01-15","call_iv_pct":17.491586776859503,"put_iv_pct":22.2978125},{"expiry":"2027-04-16","call_iv_pct":17.78001074113856,"put_iv_pct":24.1009305760709}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"af019820a89dcac60213194ec02bd2c5641359154392b47e29842745a2fbb4dc","captured_at":"2026-10-24T02:42:44.328196+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":"ESS","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"a5f592c3aa5d8879c8c1eaa4c0088138b5daed86c691db665d3e9677c5a01f15"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"7c8f99282ed704cf5dd39f79c60067277f8349dd22648823b51a500d8c500d46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"0d7c2a723c88bdfa19890171dd547a96b0998b25e3e01199635dc02d53abacb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a7be8f1cb0062d1c6768093f3832611b389e43f455bd448e48412d19c2cc35b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"f2ce85507c9b9043ff3a27fd8e4802ce6f96e395782432943a4bae297c43bc79"}]},{"symbol":"ESS","date":"2026-08-26","iv_pct":19.860938733080523,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":20.198825136612022,"put_iv_pct":16.770871654083734},{"expiry":"2026-10-16","call_iv_pct":17.541978851963748,"put_iv_pct":21.01046468401487},{"expiry":"2027-01-15","call_iv_pct":17.76038961038961,"put_iv_pct":23.509738276990184},{"expiry":"2027-04-16","call_iv_pct":17.590481171548117,"put_iv_pct":24.504760479041916}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ceb0771497fb5ee3cf7fe4a893c98214af7d7a12efd08b14df988b6b6b611839","captured_at":"2026-10-24T02:42:42.487024+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":"ESS","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"8667e508d2d19543cd10c00c886ce354660a22629159d7d0d1da4ae3468e7785"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"7c8f99282ed704cf5dd39f79c60067277f8349dd22648823b51a500d8c500d46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"0d7c2a723c88bdfa19890171dd547a96b0998b25e3e01199635dc02d53abacb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a7be8f1cb0062d1c6768093f3832611b389e43f455bd448e48412d19c2cc35b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"f2ce85507c9b9043ff3a27fd8e4802ce6f96e395782432943a4bae297c43bc79"}]},{"symbol":"ESS","date":"2026-08-27","iv_pct":20.721476217296544,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":20.297953301714703,"put_iv_pct":19.985475285171102},{"expiry":"2026-10-16","call_iv_pct":17.89158019990481,"put_iv_pct":22.54895559724828},{"expiry":"2027-01-15","call_iv_pct":18.288336052202283,"put_iv_pct":23.771337579617835},{"expiry":"2027-04-16","call_iv_pct":18.225161290322582,"put_iv_pct":24.76301043219076}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"da2b14e724fdd13d496d2938cab10011847d8a643eb09aad02e3ba3371755fbf","captured_at":"2026-10-24T02:42:40.996790+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":"ESS","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"bebba5d420a77494a5353e3c78728529cca891a36e9ecd788b3ac0a46ce9f362"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"7c8f99282ed704cf5dd39f79c60067277f8349dd22648823b51a500d8c500d46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"0d7c2a723c88bdfa19890171dd547a96b0998b25e3e01199635dc02d53abacb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a7be8f1cb0062d1c6768093f3832611b389e43f455bd448e48412d19c2cc35b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"f2ce85507c9b9043ff3a27fd8e4802ce6f96e395782432943a4bae297c43bc79"}]},{"symbol":"ESS","date":"2026-08-28","iv_pct":20.74977749581004,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.963625,"put_iv_pct":20.181601822642833},{"expiry":"2026-10-16","call_iv_pct":17.863212121212122,"put_iv_pct":23.444083898827884},{"expiry":"2027-01-15","call_iv_pct":18.867057761732852,"put_iv_pct":25.503028901734105},{"expiry":"2027-04-16","call_iv_pct":18.105963401506997,"put_iv_pct":25.06964705882353}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4dc17ec67bd2deeaebea96b362d6c524a76fd59ef5d81948683a61a7a2657f24","captured_at":"2026-10-24T02:42:39.506695+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":"ESS","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"34381939d2bbf7db00147be13df82262773c719e2ab68ccfab944268dc6660d1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"7c8f99282ed704cf5dd39f79c60067277f8349dd22648823b51a500d8c500d46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"0d7c2a723c88bdfa19890171dd547a96b0998b25e3e01199635dc02d53abacb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a7be8f1cb0062d1c6768093f3832611b389e43f455bd448e48412d19c2cc35b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"f2ce85507c9b9043ff3a27fd8e4802ce6f96e395782432943a4bae297c43bc79"}]},{"symbol":"ESS","date":"2026-08-31","iv_pct":20.611533813956825,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":17.444488734835357,"put_iv_pct":20.787589498806682},{"expiry":"2026-10-16","call_iv_pct":16.670547242411285,"put_iv_pct":24.350248756218903},{"expiry":"2027-01-15","call_iv_pct":17.849555735056544,"put_iv_pct":25.012263513513517},{"expiry":"2027-04-16","call_iv_pct":17.22424369747899,"put_iv_pct":25.553333333333335}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2076f5b6841f5996acf602b2bf3e675838c96f3a3a94f661745dcd69cd171ce2","captured_at":"2026-10-24T02:42:23.910410+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":"ESS","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"361636b7b8aa652e3364c3ede34f5e44dd285febb30e3751c1e013f344878c7f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"1389c0f6f0082b85821b6ec0c49100b05acf5a970b4085231cc0fb1c5c1ec365"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"31d760bf9d354d7a20d18100afbbc69cbdb7280c2422704bc37bb513b2b9d1de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a10353f2bec46d65ef28dd88d3bbbcfd3f9a483198508323f2a7e9b2fd57a725"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"65f90482d7c2385b9050ffff97c96080be884190fba756a7cf71a480902f44b0"}]},{"symbol":"ESS","date":"2026-09-01","iv_pct":20.69161160036854,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":21.499433962264153,"put_iv_pct":17.13288005345807},{"expiry":"2026-10-16","call_iv_pct":18.95813559322034,"put_iv_pct":22.501096849474912},{"expiry":"2027-01-15","call_iv_pct":18.683106557377048,"put_iv_pct":24.151770943796393},{"expiry":"2027-04-16","call_iv_pct":18.027709611451943,"put_iv_pct":24.578759231905465}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ef0d5aaa72abcb42abdaeb4baa11d3509372d61f00d08b2da3c9f4649551515c","captured_at":"2026-10-24T02:42:16.146885+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":"ESS","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"578ba92fd5b09b4565c5e46d3c79b33dd11d858df32f6e74a8a576923ef2bf35"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"530cf97d80bbc192bdbe5671fc2e0f7aca8c628a7f00523628ffa60b36be349d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"c7de41a256a79b5fe5f8d2dfc8a111a5794977d02ff275d20aaa8edbd16fa039"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a6d466786b495bf83c501664912cd5b2d189400e236eee6a943feb4495cda57d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"e05df4f6d8e1cc41131209686e418c123e4ba8566f910b6ed4b30494121d12bb"}]},{"symbol":"ESS","date":"2026-09-02","iv_pct":21.297427685120763,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.920224430907343,"put_iv_pct":21.611133492659608},{"expiry":"2026-10-16","call_iv_pct":18.13954055321144,"put_iv_pct":25.054629294755877},{"expiry":"2027-01-15","call_iv_pct":18.134574132492112,"put_iv_pct":24.743260869565216},{"expiry":"2027-04-16","call_iv_pct":17.286520467836258,"put_iv_pct":25.48953823953824}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e224146e892557d0817c9f9e7231a68bd0940a7da08f2484514d82cb17818c05","captured_at":"2026-10-24T02:42:14.361859+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":"ESS","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"69b70ffec06aa6212200a1b66372797b064e46ee39b54d8438fa38b058cc8c4a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"530cf97d80bbc192bdbe5671fc2e0f7aca8c628a7f00523628ffa60b36be349d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"c7de41a256a79b5fe5f8d2dfc8a111a5794977d02ff275d20aaa8edbd16fa039"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a6d466786b495bf83c501664912cd5b2d189400e236eee6a943feb4495cda57d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"e05df4f6d8e1cc41131209686e418c123e4ba8566f910b6ed4b30494121d12bb"}]},{"symbol":"ESS","date":"2026-09-03","iv_pct":20.575926961852307,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.79227848101266,"put_iv_pct":20.10512436115843},{"expiry":"2026-10-16","call_iv_pct":17.244294554455447,"put_iv_pct":22.65605279312462},{"expiry":"2027-01-15","call_iv_pct":17.93172467130704,"put_iv_pct":24.58852780806979},{"expiry":"2027-04-16","call_iv_pct":17.31541015625,"put_iv_pct":24.974002869440458}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c2216979aba70033ec9bb6543ca47b5227ebbaac20e37c8b96878121b6973e5d","captured_at":"2026-10-24T02:42:12.499286+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":"ESS","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"eedc371c0a75cf1065f2b0d504cf790a8d0bec3e02a502dd952b28361296a7d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"530cf97d80bbc192bdbe5671fc2e0f7aca8c628a7f00523628ffa60b36be349d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"c7de41a256a79b5fe5f8d2dfc8a111a5794977d02ff275d20aaa8edbd16fa039"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a6d466786b495bf83c501664912cd5b2d189400e236eee6a943feb4495cda57d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"e05df4f6d8e1cc41131209686e418c123e4ba8566f910b6ed4b30494121d12bb"}]},{"symbol":"ESS","date":"2026-09-04","iv_pct":20.810299893149818,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":21.402637972926065,"put_iv_pct":19.35739501105147},{"expiry":"2026-10-16","call_iv_pct":18.66497532894737,"put_iv_pct":22.180515942028986},{"expiry":"2027-01-15","call_iv_pct":18.512462627852084,"put_iv_pct":24.195125523012553},{"expiry":"2027-04-16","call_iv_pct":17.738805970149254,"put_iv_pct":24.430480769230766}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"68becd03332a916ed126c2938de6f3f8d5e1f6bf5da935d0a7d6514d7dbd6d50","captured_at":"2026-10-24T02:42:11.065769+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":"ESS","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"0c005d044f7423c49a6c567e031ded5d900f00c1a53a2425a10d4ee74dad947c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"530cf97d80bbc192bdbe5671fc2e0f7aca8c628a7f00523628ffa60b36be349d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"c7de41a256a79b5fe5f8d2dfc8a111a5794977d02ff275d20aaa8edbd16fa039"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"a6d466786b495bf83c501664912cd5b2d189400e236eee6a943feb4495cda57d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"e05df4f6d8e1cc41131209686e418c123e4ba8566f910b6ed4b30494121d12bb"}]},{"symbol":"ESS","date":"2026-09-08","iv_pct":21.79155524545937,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.770824524312896,"put_iv_pct":21.65427728613569},{"expiry":"2026-10-16","call_iv_pct":18.45359621451104,"put_iv_pct":24.487964743589746},{"expiry":"2027-01-15","call_iv_pct":19.291642156862746,"put_iv_pct":24.715287846481875},{"expiry":"2027-04-16","call_iv_pct":18.103835341365464,"put_iv_pct":24.85501385041551}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d87c002b38059db5ded53f118327426ee6840a5dc009291c0f9342ba287a5419","captured_at":"2026-10-24T02:41:58.753977+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":"ESS","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"33d60c56ffff56fe6a20d4d79bcfe0bce02d4670031a43127c147307d974bca0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ae38e6bb127a9060a444bea1fc9e2789238f03d9eef64d222919a472e8829440"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"4efd28bf7937dd6b668c8497cd96cc32cdaf5f706d04096789c977975b14ff23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"8d4c58a42fc87c9498693ba890d340d14c73e69c78158ad0491fdd63119209af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"4fd349246c9cc3aa4f46d523e38be1aeb10518801cf869a954d4bb5233d8fdb1"}]},{"symbol":"ESS","date":"2026-09-09","iv_pct":22.033643058819898,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.31914518674382,"put_iv_pct":21.87624845028515},{"expiry":"2026-10-16","call_iv_pct":18.14418129848918,"put_iv_pct":25.673295774647887},{"expiry":"2027-01-15","call_iv_pct":19.012935126582278,"put_iv_pct":24.850066445182726},{"expiry":"2027-04-16","call_iv_pct":18.016743027888445,"put_iv_pct":25.376529160739686}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b61c3c22ec1d96ddf6c76f1739363ab719103188f895e83cec520f7273e9e9a9","captured_at":"2026-10-24T02:41:57.131600+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":"ESS","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"e2e552a48a5b08758f5e7b328196dc1d51531049a84268b68eb8d8c3480f3c9f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ae38e6bb127a9060a444bea1fc9e2789238f03d9eef64d222919a472e8829440"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"4efd28bf7937dd6b668c8497cd96cc32cdaf5f706d04096789c977975b14ff23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"8d4c58a42fc87c9498693ba890d340d14c73e69c78158ad0491fdd63119209af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"4fd349246c9cc3aa4f46d523e38be1aeb10518801cf869a954d4bb5233d8fdb1"}]},{"symbol":"ESS","date":"2026-09-10","iv_pct":21.93805959662982,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.599767441860465,"put_iv_pct":21.05631056760498},{"expiry":"2026-10-16","call_iv_pct":18.410555555555554,"put_iv_pct":24.79754535147392},{"expiry":"2027-01-15","call_iv_pct":18.935736434108527,"put_iv_pct":25.46264308012487},{"expiry":"2027-04-16","call_iv_pct":17.896187683284456,"put_iv_pct":25.34573065902579}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"269c26912cb095eaaaee6954d549380191e785366e9114d32cad634f9f5684ed","captured_at":"2026-10-24T02:41:55.123648+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":"ESS","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"90202a2e29382061e0e64e07f4cd2b587878f4cb0da6cceea0328d97247a28ce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ae38e6bb127a9060a444bea1fc9e2789238f03d9eef64d222919a472e8829440"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"4efd28bf7937dd6b668c8497cd96cc32cdaf5f706d04096789c977975b14ff23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"8d4c58a42fc87c9498693ba890d340d14c73e69c78158ad0491fdd63119209af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"4fd349246c9cc3aa4f46d523e38be1aeb10518801cf869a954d4bb5233d8fdb1"}]},{"symbol":"ESS","date":"2026-09-14","iv_pct":22.832522045719855,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.53578467153285,"put_iv_pct":26.7164943457189},{"expiry":"2026-10-16","call_iv_pct":16.961031746031747,"put_iv_pct":25.605178663904717},{"expiry":"2027-01-15","call_iv_pct":18.42127428127428,"put_iv_pct":25.425734190782418},{"expiry":"2027-04-16","call_iv_pct":17.781570731707316,"put_iv_pct":25.213107734806627}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2542afec635ea151a6d59d45e6a31fc77f22d2ba69bf3e2842d867ca8a885519","captured_at":"2026-10-24T02:41:50.620194+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":"ESS","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"7604012e412f45d597a7806aba4702637c1557d5688316b822029056c83d7e16"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ae38e6bb127a9060a444bea1fc9e2789238f03d9eef64d222919a472e8829440"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"4efd28bf7937dd6b668c8497cd96cc32cdaf5f706d04096789c977975b14ff23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"8d4c58a42fc87c9498693ba890d340d14c73e69c78158ad0491fdd63119209af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"4fd349246c9cc3aa4f46d523e38be1aeb10518801cf869a954d4bb5233d8fdb1"}]},{"symbol":"ESS","date":"2026-09-18","iv_pct":19.396741912121804,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":15.122997481108314,"put_iv_pct":20.514940374787052},{"expiry":"2026-11-20","call_iv_pct":16.189830818472796,"put_iv_pct":21.175912408759125},{"expiry":"2027-01-15","call_iv_pct":17.435494505494507,"put_iv_pct":23.6079703429101},{"expiry":"2027-04-16","call_iv_pct":16.893693131132917,"put_iv_pct":24.233096234309627}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"65d16587b6fe866ffec39583e723d26714d2a4b9539f7fe273fa57f07e33808f","captured_at":"2026-10-24T02:41:32.953838+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":"ESS","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"83db0f472fab20b97955eb7f48dfc1bc53ab56ba3ae8fdf9e3c3751c8c8bec31"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"37813889adbc004a3f81ecf868046159bddbed98b076ca81cd7c389351f28f77"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"debe79db6cfe31262917d35250d09bd852343edfa4538fa8a329fab7d0dd8af5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"68b5a734015963cdd05279aa907f3849e43757be1c46f9a351011cf45220fc66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"a8bf12e4ac4bc4a9ba6bbdf20e8448adcf5222db3071778c3227bf405e3de203"}]},{"symbol":"ESS","date":"2026-09-21","iv_pct":19.986667208448523,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":12.635023400936038,"put_iv_pct":24.980636144578312},{"expiry":"2026-11-20","call_iv_pct":16.08543352601156,"put_iv_pct":23.8021327014218},{"expiry":"2027-01-15","call_iv_pct":16.931739707835327,"put_iv_pct":24.539579349904397},{"expiry":"2027-04-16","call_iv_pct":16.276523235800344,"put_iv_pct":24.642269601100413}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2f0e2a9ea4bc12c8a9beb83eb0ddd62fe58481ef098605638869a2a8a8b585f0","captured_at":"2026-10-24T02:41:30.777544+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":"ESS","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"666413e14c861db575cb23e925dc1852484607c7642db3d9157651857be19337"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"37813889adbc004a3f81ecf868046159bddbed98b076ca81cd7c389351f28f77"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"debe79db6cfe31262917d35250d09bd852343edfa4538fa8a329fab7d0dd8af5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"68b5a734015963cdd05279aa907f3849e43757be1c46f9a351011cf45220fc66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"a8bf12e4ac4bc4a9ba6bbdf20e8448adcf5222db3071778c3227bf405e3de203"}]},{"symbol":"ESS","date":"2026-09-22","iv_pct":19.68917717144992,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":13.168099315068494,"put_iv_pct":23.904244635193134},{"expiry":"2026-11-20","call_iv_pct":16.284992914501654,"put_iv_pct":22.7746804389929},{"expiry":"2027-01-15","call_iv_pct":16.79672751859364,"put_iv_pct":23.51878962536023},{"expiry":"2027-04-16","call_iv_pct":16.60536499560246,"put_iv_pct":24.460517928286855}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"03bf9dd2c5f17860e3127cb3a92fb91b4cf4c987557b93b15cd16197c8253561","captured_at":"2026-10-24T02:41:19.229168+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":"ESS","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"fed42e985b3f078c8bd4466088b9e07dc0f8de99b4c7e92ccf5a6cde21986c69"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ce993e76b0ed03e2a8e5ffff006607684b99e4da3c15fd914758b0c42c95e4eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48560def8fc5bd33677ec818e4725b689ede596ceb2d4c8aee8519a1a6cf406b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"3b3fd059f4afc868b431b7224284f0384641edb98ba510d768e8a89d83fc3845"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"9507cb937218ec46f5d3e292cf83f4bc7242bc1800778640ce4b74339a946ec9"}]},{"symbol":"ESS","date":"2026-09-23","iv_pct":20.059229182080152,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":15.336914951245936,"put_iv_pct":22.786743063932448},{"expiry":"2026-11-20","call_iv_pct":17.242939189189187,"put_iv_pct":22.58340852130326},{"expiry":"2027-01-15","call_iv_pct":17.395157232704403,"put_iv_pct":23.744915887850468},{"expiry":"2027-04-16","call_iv_pct":16.86649867374005,"put_iv_pct":24.51725593667546}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"834537da8d9e8cf8c715fd12be9918388fa836c8de7a2e4caea755fb69432494","captured_at":"2026-10-24T02:41:16.561519+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":"ESS","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"6a5b6c1c2d35bb56a6cbc61b6c205554372073a116aa924f2f7cc28438917d3a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ce993e76b0ed03e2a8e5ffff006607684b99e4da3c15fd914758b0c42c95e4eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48560def8fc5bd33677ec818e4725b689ede596ceb2d4c8aee8519a1a6cf406b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"3b3fd059f4afc868b431b7224284f0384641edb98ba510d768e8a89d83fc3845"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"9507cb937218ec46f5d3e292cf83f4bc7242bc1800778640ce4b74339a946ec9"}]},{"symbol":"ESS","date":"2026-09-24","iv_pct":20.598864299842123,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.610091666666666,"put_iv_pct":23.49147853032315},{"expiry":"2026-11-20","call_iv_pct":17.872270058708413,"put_iv_pct":23.39270408163265},{"expiry":"2027-01-15","call_iv_pct":17.24148468708389,"put_iv_pct":24.109795539033456},{"expiry":"2027-04-16","call_iv_pct":17.181520146520146,"put_iv_pct":24.891569688768605}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ef174798613f8c44fd3b4591d0be051aa838a01e57db21b4e68a2e04ac02ca0f","captured_at":"2026-10-24T02:41:14.463570+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":"ESS","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"2d75874addeb643dcaa7975666352678be5e31478239d22748e25debff36b664"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ce993e76b0ed03e2a8e5ffff006607684b99e4da3c15fd914758b0c42c95e4eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48560def8fc5bd33677ec818e4725b689ede596ceb2d4c8aee8519a1a6cf406b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"3b3fd059f4afc868b431b7224284f0384641edb98ba510d768e8a89d83fc3845"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"9507cb937218ec46f5d3e292cf83f4bc7242bc1800778640ce4b74339a946ec9"}]},{"symbol":"ESS","date":"2026-09-25","iv_pct":20.522962822064066,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":13.061031325301206,"put_iv_pct":28.534507952286287},{"expiry":"2026-11-20","call_iv_pct":16.414323962516733,"put_iv_pct":23.695759534583065},{"expiry":"2027-01-15","call_iv_pct":15.985560344827585,"put_iv_pct":24.553490566037738},{"expiry":"2027-04-16","call_iv_pct":16.792758620689657,"put_iv_pct":25.14627027027027}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f33430ebcbc74c7f195301561e7d9afe52a429be0600b5e4b07405fedc9931a1","captured_at":"2026-10-24T02:41:12.431050+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":"ESS","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"80cad87266e6df618429574e28df5baa1fd5925072c2fdfebfe1bc680f7658fc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ce993e76b0ed03e2a8e5ffff006607684b99e4da3c15fd914758b0c42c95e4eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48560def8fc5bd33677ec818e4725b689ede596ceb2d4c8aee8519a1a6cf406b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"3b3fd059f4afc868b431b7224284f0384641edb98ba510d768e8a89d83fc3845"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"9507cb937218ec46f5d3e292cf83f4bc7242bc1800778640ce4b74339a946ec9"}]},{"symbol":"ESS","date":"2026-09-28","iv_pct":21.225510255516813,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.26374062165059,"put_iv_pct":26.71279862009487},{"expiry":"2026-11-20","call_iv_pct":17.83239150943396,"put_iv_pct":23.673924999999997},{"expiry":"2027-01-15","call_iv_pct":17.63724091520861,"put_iv_pct":24.976123222748818},{"expiry":"2027-04-16","call_iv_pct":17.17802744425386,"put_iv_pct":25.529834710743803}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2358bc63b0ee9345212304156f60d7b081f9110d948778521b5f55f7b67a5da4","captured_at":"2026-10-24T02:40:57.106940+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":"ESS","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"2c357731edf6aed0a33c75967fe3d5fb407400b3b578a2344cd48dc26c9b6d92"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ce993e76b0ed03e2a8e5ffff006607684b99e4da3c15fd914758b0c42c95e4eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"48560def8fc5bd33677ec818e4725b689ede596ceb2d4c8aee8519a1a6cf406b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"3b3fd059f4afc868b431b7224284f0384641edb98ba510d768e8a89d83fc3845"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"9507cb937218ec46f5d3e292cf83f4bc7242bc1800778640ce4b74339a946ec9"}]},{"symbol":"ESS","date":"2026-09-29","iv_pct":20.516580721948426,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":13.442867132867134,"put_iv_pct":25.150988505747122},{"expiry":"2026-11-20","call_iv_pct":18.05185836501901,"put_iv_pct":23.26747252747253},{"expiry":"2027-01-15","call_iv_pct":17.725869120654398,"put_iv_pct":24.62991565135895},{"expiry":"2027-04-16","call_iv_pct":17.085210896309313,"put_iv_pct":24.77846357615894}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b32ed909b8877001c6e66972313485b33ed2c0372d32b842124093bb30f2d863","captured_at":"2026-10-24T02:40:46.269232+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":"ESS","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"088b6925bc7f945677ac0013d2121e7b903c2718c91cbfcd075377d231836b00"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"f592002e0a27c36d7a090f3e0b113552cd2d0600430340007b3e63f8a4b4a02d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"fa9ab7742ce75f7418116b05f30a12df1677545657e319e73069eba0c8c51ed8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"523153d6f397a23af08cb8e869a1181d58878c17a6df16598226c7ed450186d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"f4e5ca3e38d34086c6bce2fcacf8e303ad7fa6630952e6581424406ff59b7828"}]},{"symbol":"ESS","date":"2026-09-30","iv_pct":21.61530268066617,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.569594306049822,"put_iv_pct":20.571008968609867},{"expiry":"2026-11-20","call_iv_pct":21.655982814178305,"put_iv_pct":20.99205677557579},{"expiry":"2027-01-15","call_iv_pct":20.582253202712884,"put_iv_pct":22.72734335839599},{"expiry":"2027-04-16","call_iv_pct":19.123806262230918,"put_iv_pct":23.70037575757576}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b558c57592d58259c7cae523afa6483bf9d6c38bd498fa6fef40719bd22cfaf7","captured_at":"2026-10-24T02:40:44.454139+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":"ESS","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"f947c0d3b40365a1ea15ceaec5ff26178f49f4ded54a03fd852941f7db29b32a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"f592002e0a27c36d7a090f3e0b113552cd2d0600430340007b3e63f8a4b4a02d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"fa9ab7742ce75f7418116b05f30a12df1677545657e319e73069eba0c8c51ed8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"523153d6f397a23af08cb8e869a1181d58878c17a6df16598226c7ed450186d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"f4e5ca3e38d34086c6bce2fcacf8e303ad7fa6630952e6581424406ff59b7828"}]},{"symbol":"ESS","date":"2026-10-01","iv_pct":20.858118447922898,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":18.512171945701358,"put_iv_pct":19.98272063120982},{"expiry":"2026-11-20","call_iv_pct":20.869518072289157,"put_iv_pct":21.441466666666667},{"expiry":"2027-01-15","call_iv_pct":20.2644262295082,"put_iv_pct":23.05982905982906},{"expiry":"2027-04-16","call_iv_pct":18.976413994169096,"put_iv_pct":23.758400984009842}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"38bb8bf86575687aa675f04edab5cc273dc278e8426c146a5c94c8179ec34de8","captured_at":"2026-10-24T02:40:35.850246+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":"ESS","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"5478f13320edd1223af2819cc8312f576e5c1cd91e013bb0d225118d46de8bd9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"518435bd2958a9992064254952e268f24ad1cadcb679beb24afa6a2db76115de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9a0c92a1cd1fb070e0f7f60f044bd94c7fe50b0d3f4b27257618cc243de564bc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"76e27773400c06c2aefb70edbc2beaf08ad53887be1f0c01e511935af3e0dbd6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"17dbdbafa9f8dcb93e120f22a616f58ef03a8abb0971129da87e56dbdbade9de"}]},{"symbol":"ESS","date":"2026-10-02","iv_pct":21.101109790633316,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":19.20700876095119,"put_iv_pct":19.434985346792576},{"expiry":"2026-11-20","call_iv_pct":21.822056074766355,"put_iv_pct":21.120407523510973},{"expiry":"2027-01-15","call_iv_pct":20.21989713445996,"put_iv_pct":23.331852791878173},{"expiry":"2027-04-16","call_iv_pct":19.097147001934236,"put_iv_pct":24.575523690773068}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fd4b097067571979c9248e340afdb970a6cd584cd2b08603ae88dabbd9b42cce","captured_at":"2026-10-24T02:40:34.290552+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":"ESS","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"c5b2edcbf160b36141b05ca80958ef088291a71d27137b075e674341ff09d1f3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"518435bd2958a9992064254952e268f24ad1cadcb679beb24afa6a2db76115de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9a0c92a1cd1fb070e0f7f60f044bd94c7fe50b0d3f4b27257618cc243de564bc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"76e27773400c06c2aefb70edbc2beaf08ad53887be1f0c01e511935af3e0dbd6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"17dbdbafa9f8dcb93e120f22a616f58ef03a8abb0971129da87e56dbdbade9de"}]},{"symbol":"ESS","date":"2026-10-05","iv_pct":21.72091473022632,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.92888399007991,"put_iv_pct":24.904464285714287},{"expiry":"2026-11-20","call_iv_pct":20.685014720314033,"put_iv_pct":21.080395833333334},{"expiry":"2027-01-15","call_iv_pct":19.510071428571425,"put_iv_pct":22.920420168067228},{"expiry":"2027-04-16","call_iv_pct":18.836067415730337,"put_iv_pct":23.902}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2443bd91fd98f24114bb86a353d458fea72dbd036b0995e86c8886443c03067a","captured_at":"2026-10-24T02:40:32.653134+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":"ESS","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"0a255e3e5e7662e7eabe5527cedf832c64be3ff15e345a2c22c397563a9a876c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"518435bd2958a9992064254952e268f24ad1cadcb679beb24afa6a2db76115de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9a0c92a1cd1fb070e0f7f60f044bd94c7fe50b0d3f4b27257618cc243de564bc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"76e27773400c06c2aefb70edbc2beaf08ad53887be1f0c01e511935af3e0dbd6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"17dbdbafa9f8dcb93e120f22a616f58ef03a8abb0971129da87e56dbdbade9de"}]},{"symbol":"ESS","date":"2026-10-06","iv_pct":21.11997568455709,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.802932138284252,"put_iv_pct":19.666238938053095},{"expiry":"2026-11-20","call_iv_pct":21.861586134453784,"put_iv_pct":21.050977482088026},{"expiry":"2027-01-15","call_iv_pct":19.755864332603938,"put_iv_pct":22.50781818181818},{"expiry":"2027-04-16","call_iv_pct":18.65067605633803,"put_iv_pct":23.663712212817412}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6420722528fc3e024c5393e65203eb3b9f78af98c7bf0afcbbaf8fc60dfa1c9c","captured_at":"2026-10-24T02:40:31.012459+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":"ESS","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"705f00ce74716869dc9a04ebd98beab0005b953869e5325171758e8df363ea44"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"518435bd2958a9992064254952e268f24ad1cadcb679beb24afa6a2db76115de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9a0c92a1cd1fb070e0f7f60f044bd94c7fe50b0d3f4b27257618cc243de564bc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"76e27773400c06c2aefb70edbc2beaf08ad53887be1f0c01e511935af3e0dbd6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"17dbdbafa9f8dcb93e120f22a616f58ef03a8abb0971129da87e56dbdbade9de"}]},{"symbol":"ESS","date":"2026-10-07","iv_pct":21.60302307489728,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.340142384105963,"put_iv_pct":18.339608150470216},{"expiry":"2026-11-20","call_iv_pct":23.078000000000003,"put_iv_pct":21.102707648991085},{"expiry":"2027-01-15","call_iv_pct":20.365724533715927,"put_iv_pct":22.21591673338671},{"expiry":"2027-04-16","call_iv_pct":18.895613870665418,"put_iv_pct":23.486471277842906}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4a81c5ee5010001665b1adda779825fb1f502cef57024b0b1f091d7ad435c6a2","captured_at":"2026-10-24T02:40:29.538828+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":"ESS","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"0fea2bfe9720a96c5b0a321e1409ef89af7d66a0840cf4ff4f650b5023c89730"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"518435bd2958a9992064254952e268f24ad1cadcb679beb24afa6a2db76115de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9a0c92a1cd1fb070e0f7f60f044bd94c7fe50b0d3f4b27257618cc243de564bc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"76e27773400c06c2aefb70edbc2beaf08ad53887be1f0c01e511935af3e0dbd6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"17dbdbafa9f8dcb93e120f22a616f58ef03a8abb0971129da87e56dbdbade9de"}]},{"symbol":"ESS","date":"2026-10-08","iv_pct":21.529327546669716,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":22.383846153846154,"put_iv_pct":21.844993891264508},{"expiry":"2026-11-20","call_iv_pct":21.6918418314256,"put_iv_pct":20.70386480908153},{"expiry":"2027-01-15","call_iv_pct":20.261135057471265,"put_iv_pct":22.68118780096308},{"expiry":"2027-04-16","call_iv_pct":18.92828463713478,"put_iv_pct":23.73946619217082}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"16cbb010c9dc16cb234145cd8a50007e13b6acf2dc4211e834e75f257ad9575f","captured_at":"2026-10-24T02:40:14.962030+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":"ESS","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"f966edf1b05f9c351ff0c09f13ff965841db198b10a0ca28f707f286bc6176a6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"364c40f76e2f0bd0bd2396ec5f1f17b1822946df3ebc73a03f31bebfb600fcac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9e389d6f6b7aa48c85109dd7aa2cd76e7a5de1af35d4db4568642efad7355722"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"63fdde20b44d60a29831182dcdbb39f7991f2b5dae01bf7caf1d9a534c71b13b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"3a760ac7b6743f5d2b2aaa3760f0fd04de2e9cbda6f17bf52bdcbb4f4505d426"}]},{"symbol":"ESS","date":"2026-10-09","iv_pct":21.56606090552021,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":22.661098748261473,"put_iv_pct":22.641226740179185},{"expiry":"2026-11-20","call_iv_pct":22.28699110413396,"put_iv_pct":21.208605117912693},{"expiry":"2027-01-15","call_iv_pct":19.28587912087912,"put_iv_pct":22.485012106537532},{"expiry":"2027-04-16","call_iv_pct":18.185302325581397,"put_iv_pct":23.774371980676328}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f9c4faeb1519cbda74d98b9f2682832fb39a5421addc22beead9f814a671434c","captured_at":"2026-10-24T02:40:13.054110+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":"ESS","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"806c38ef9eaa5893603a60786cc5da6521df7a735616cd045c20a6c9a63b2b23"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"364c40f76e2f0bd0bd2396ec5f1f17b1822946df3ebc73a03f31bebfb600fcac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9e389d6f6b7aa48c85109dd7aa2cd76e7a5de1af35d4db4568642efad7355722"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"63fdde20b44d60a29831182dcdbb39f7991f2b5dae01bf7caf1d9a534c71b13b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"3a760ac7b6743f5d2b2aaa3760f0fd04de2e9cbda6f17bf52bdcbb4f4505d426"}]},{"symbol":"ESS","date":"2026-10-12","iv_pct":22.095716243396375,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.97598813696414,"put_iv_pct":21.763295553618136},{"expiry":"2026-11-20","call_iv_pct":22.48171326893747,"put_iv_pct":21.39367220902613},{"expiry":"2027-01-15","call_iv_pct":19.995614525139665,"put_iv_pct":22.785036202735316},{"expiry":"2027-04-16","call_iv_pct":18.592883548983362,"put_iv_pct":23.777526501766786}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dc05ba2b7fa85344552e50a36ecc2424ed8a0644e11f71632010cb66e4ccd8f6","captured_at":"2026-10-24T02:40:10.828364+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":"ESS","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"b5334047f76cf8ebc13a6f6ac0f37b8430fb540811d7f7d82d81afdc36e96da9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"364c40f76e2f0bd0bd2396ec5f1f17b1822946df3ebc73a03f31bebfb600fcac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9e389d6f6b7aa48c85109dd7aa2cd76e7a5de1af35d4db4568642efad7355722"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"63fdde20b44d60a29831182dcdbb39f7991f2b5dae01bf7caf1d9a534c71b13b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"3a760ac7b6743f5d2b2aaa3760f0fd04de2e9cbda6f17bf52bdcbb4f4505d426"}]},{"symbol":"ESS","date":"2026-10-13","iv_pct":23.023392233181607,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.960439655172415,"put_iv_pct":29.51537796976242},{"expiry":"2026-11-20","call_iv_pct":20.87578727357176,"put_iv_pct":22.151276595744683},{"expiry":"2027-01-15","call_iv_pct":19.496879286694103,"put_iv_pct":22.901375703942076},{"expiry":"2027-04-16","call_iv_pct":18.20260236578708,"put_iv_pct":24.083399014778323}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f28eff6bb7e6cd2667192d1a8e1180077a5dd7113b047eec24ee986f2d9c8e93","captured_at":"2026-10-24T02:40:09.126324+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":"ESS","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"89f54471edc876328ce15065f5708ba280743138724d877640e9a75afe34e973"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"364c40f76e2f0bd0bd2396ec5f1f17b1822946df3ebc73a03f31bebfb600fcac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9e389d6f6b7aa48c85109dd7aa2cd76e7a5de1af35d4db4568642efad7355722"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"63fdde20b44d60a29831182dcdbb39f7991f2b5dae01bf7caf1d9a534c71b13b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"3a760ac7b6743f5d2b2aaa3760f0fd04de2e9cbda6f17bf52bdcbb4f4505d426"}]},{"symbol":"ESS","date":"2026-10-14","iv_pct":24.830361545686976,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.44549806576403,"put_iv_pct":32.12928851928852},{"expiry":"2026-11-20","call_iv_pct":23.150096153846153,"put_iv_pct":21.556299765807964},{"expiry":"2027-01-15","call_iv_pct":20.60070422535211,"put_iv_pct":23.06033620015637},{"expiry":"2027-04-16","call_iv_pct":18.59365875912409,"put_iv_pct":24.10701067615658}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c8251421ad63af026324b4ee889587b76b5a0f35f2b6dc77c7e86a60f7d61031","captured_at":"2026-10-24T02:40:07.200261+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":"ESS","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"2f93c61392684f602a29f6b79b6534504330fe3c2832f74fd0ba7cb261e14e7e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"364c40f76e2f0bd0bd2396ec5f1f17b1822946df3ebc73a03f31bebfb600fcac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"9e389d6f6b7aa48c85109dd7aa2cd76e7a5de1af35d4db4568642efad7355722"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"63fdde20b44d60a29831182dcdbb39f7991f2b5dae01bf7caf1d9a534c71b13b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"3a760ac7b6743f5d2b2aaa3760f0fd04de2e9cbda6f17bf52bdcbb4f4505d426"}]},{"symbol":"ESS","date":"2026-10-15","iv_pct":22.5941176418878,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.031616071428576,"put_iv_pct":27.44340281143965},{"expiry":"2026-11-20","call_iv_pct":22.717768174885613,"put_iv_pct":21.725832928606117},{"expiry":"2026-12-18","call_iv_pct":21.79650093225606,"put_iv_pct":21.048043087971273},{"expiry":"2027-01-15","call_iv_pct":20.116698369565217,"put_iv_pct":22.87307875894988}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cb23de85262f3d4884bf018f4d8f34435f4cd9f57e360c1ea3ef1a13ed212371","captured_at":"2026-10-24T02:39:56.442445+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":"ESS","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"e3942e02101ca1f7ef25741fca92fa3943f3500dd0c9e7ff96d64bf2f79ce3f7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"b02f92f9b33bd8ca424560c3402fee999d606388ae07563419be92d8785d694d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"760662f3167c17d763eaf03b3e6018a2ac38f9c16860e42bd153988d2ad50705"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"2644a381366385ed21a7a50450804d867a2b29ccd6c8b4962506ff03fe9bdddf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"4f9d942805048b1d01023269695fffa14f2556e928a8086d1fa0e19e2f493026"}]},{"symbol":"ESS","date":"2026-10-16","iv_pct":20.222219289352253,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.361880942538242,"put_iv_pct":21.58606557377049},{"expiry":"2026-12-18","call_iv_pct":18.682467396974438,"put_iv_pct":19.21118733509235},{"expiry":"2027-01-15","call_iv_pct":18.400143540669855,"put_iv_pct":21.72951470588235},{"expiry":"2027-04-16","call_iv_pct":18.345026929982048,"put_iv_pct":23.461467889908256}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7c67e06d6ed1c0d4d05881d577a10a4b9aa882f4c5aae9b4279af173de34021f","captured_at":"2026-10-24T02:39:53.927726+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":"ESS","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"c932fdfe9724c74b42d2d11e31fc97d7b3b5af0dba937415572c5f6e9f5b49f9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"760662f3167c17d763eaf03b3e6018a2ac38f9c16860e42bd153988d2ad50705"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"2644a381366385ed21a7a50450804d867a2b29ccd6c8b4962506ff03fe9bdddf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"4f9d942805048b1d01023269695fffa14f2556e928a8086d1fa0e19e2f493026"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"8802f858e43875d805be9f9b42dd5862338837a2fc20cf665068527d8a0ed77b"}]},{"symbol":"ESS","date":"2026-10-19","iv_pct":18.370611975303987,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.100655358519663,"put_iv_pct":17.617378605330412},{"expiry":"2026-12-18","call_iv_pct":17.808395061728397,"put_iv_pct":16.272201511335012},{"expiry":"2027-01-15","call_iv_pct":17.205421266705404,"put_iv_pct":20.176730245231607},{"expiry":"2027-04-16","call_iv_pct":17.96836347975883,"put_iv_pct":22.815750273822562}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17f21ed57c2828addbe3aec04dde6bbd468337b89bc640a86b9954cff629fd8d","captured_at":"2026-10-24T02:39:51.725415+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":"ESS","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"dab97c40454542b0728cd5649692c8a84b9c22bd1f8726ca0d1cadb169487cd6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"760662f3167c17d763eaf03b3e6018a2ac38f9c16860e42bd153988d2ad50705"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"2644a381366385ed21a7a50450804d867a2b29ccd6c8b4962506ff03fe9bdddf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"4f9d942805048b1d01023269695fffa14f2556e928a8086d1fa0e19e2f493026"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"8802f858e43875d805be9f9b42dd5862338837a2fc20cf665068527d8a0ed77b"}]},{"symbol":"ESS","date":"2026-10-20","iv_pct":19.589845326102694,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.113522267206477,"put_iv_pct":19.045491551459293},{"expiry":"2026-12-18","call_iv_pct":18.94487100103199,"put_iv_pct":18.676174183514775},{"expiry":"2027-01-15","call_iv_pct":17.858292978208233,"put_iv_pct":21.44},{"expiry":"2027-04-16","call_iv_pct":18.41879090909091,"put_iv_pct":23.22161971830986}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e7e08bef4b498e5a4d218ff36ee0883fc8f36192c41332bd23cda495941d3728","captured_at":"2026-10-22T13:14:52.489000+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":"ESS","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"52019479b3e40237d4c1e353c5ce58807fc57583e9496fb204dbc2e5c92ccb8d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"61648c1865e16c70b9ba6709115bb875bb3706a836a2faf313c0a571a5754bb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"919d3bf442693bf914a48382b92138f6b09d882282f1977cb6e65a6d4a3ecf20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"974d7f2fd0c68b68115172130f12b2fb493c967b9f0f93da9c7ea968c8b90e15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"a4c5001b4c6ec60cbddeab01cd8bcb424eb06b27ccd0424f8165fbf335c4fd3a"}]},{"symbol":"ESS","date":"2026-10-21","iv_pct":20.11061098789071,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.2540547162107,"put_iv_pct":19.4847384978372},{"expiry":"2026-12-18","call_iv_pct":19.41900776053215,"put_iv_pct":19.57506420993858},{"expiry":"2027-01-15","call_iv_pct":18.584469746258947,"put_iv_pct":21.268594436310394},{"expiry":"2027-04-16","call_iv_pct":18.496290322580645,"put_iv_pct":23.802668213457075}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"594d4aa4d15dfc2634f9c98d43e0984e102979670d68000e58c446e1dfb1939f","captured_at":"2026-10-22T13:14:51.093648+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":"ESS","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"6ff58bd755d969926b8e6405fe0782c2f1e4c4498f67313e28f1c584ebc226c2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"61648c1865e16c70b9ba6709115bb875bb3706a836a2faf313c0a571a5754bb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"919d3bf442693bf914a48382b92138f6b09d882282f1977cb6e65a6d4a3ecf20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"974d7f2fd0c68b68115172130f12b2fb493c967b9f0f93da9c7ea968c8b90e15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"a4c5001b4c6ec60cbddeab01cd8bcb424eb06b27ccd0424f8165fbf335c4fd3a"}]},{"symbol":"ESS","date":"2026-10-22","iv_pct":20.767987299975474,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.303132678132677,"put_iv_pct":23.680925925925926},{"expiry":"2026-12-18","call_iv_pct":19.228006448146157,"put_iv_pct":20.100402298850575},{"expiry":"2027-01-15","call_iv_pct":18.34981540420115,"put_iv_pct":22.670833333333334},{"expiry":"2027-04-16","call_iv_pct":18.255314685314687,"put_iv_pct":23.55546762589928}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"facb963a34fd0d75def5aba33e99214f59f46f7f076ff4384f259dc202c39ee3","captured_at":"2026-10-23T01:00:36.132623+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":"ESS","date":"2026-10-22","format":"json"},"source_hash":"3d66ac108003feb63dc18e6a2d64c271ef4610f083d6831bed98f17c7c18a469"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"7927426eae47342911bdae899181480bb7ef25de7d7182f9abb778c7474867d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"7dcb9ca84cbbdeb7508a495d6796cc5a557b209890426867a9874ff337e81429"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"9b79174e872335e6dc99270a64247f51d6e0f588a903b1651628749f11155706"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"0c639061b9806b09bc20a146e2081cd7b2bc80cd2ec1be35495b12380e1a9663"}]},{"symbol":"ESS","date":"2026-10-23","iv_pct":21.097714141494322,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.93159426987061,"put_iv_pct":22.825882618510157},{"expiry":"2026-12-18","call_iv_pct":19.743239740820734,"put_iv_pct":19.687783475783473},{"expiry":"2027-01-15","call_iv_pct":19.15996869129618,"put_iv_pct":22.713546423135465},{"expiry":"2027-04-16","call_iv_pct":18.73261111111111,"put_iv_pct":23.987086801426873}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bfca68ef880ce9ae214bb6280d56eac35255c5b3fa0c62b77e792dd055325e17","captured_at":"2026-10-24T00:30:22.378385+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":"ESS","date":"2026-10-23","format":"json"},"source_hash":"c4524b0b31c6473fe5d883abc81407fa55aaab6dae3ce0e72b6b136e6114047a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"4f574ce270da3c976d979d7d999cfa57a8c7fa103979396a3bc9081cf105a7ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ab9d2fda7537a0a4a4e5767297c395f3b1643a0fe9a0cc84c523da88d7350769"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"906ab34234021175f1f9cd04fc2037697ef476898672e7f9aa4e66c2d7f6a3d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"474f3608fbe8f3c71fcbd2ac9d496d60ee02296b5efe1d432dbebe55d3c6f3e5"}]},{"symbol":"ESS","date":"2026-10-26","iv_pct":21.447635634658347,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":23.933240947697808,"put_iv_pct":21.527544767210507},{"expiry":"2026-12-18","call_iv_pct":21.087448438420743,"put_iv_pct":19.17253676470588},{"expiry":"2027-01-15","call_iv_pct":20.14731292517007,"put_iv_pct":22.65240990990991},{"expiry":"2027-04-16","call_iv_pct":19.04794495412844,"put_iv_pct":24.01264637002342}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71f0e5bf6d2e33e4979a2e76e40138c51b65e33845a9882455639c3b64b2c569","captured_at":"2026-10-28T16:03:31.938638+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":"976b616453ce2e0eb9fe98c1d96fd43f5d8d710e8d12daf01e621c3bef446c7e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ef53ff8adeeb71c5abf07fd62e181a20e753c3f8ea48307abad9955e192939e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"2aa7090d54354ea653ced15443947ab0703b794d1253311ff6809966a0375955"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"26ade29b666a9dbab7e643d0c782303e526421c74afb61a2327f0e5bad8ff865"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"9b78eabe1095de26ecfe227b7a2f5ff7433cf0cf47d3390f6ad16c3b3687f0c2"}]},{"symbol":"ESS","date":"2026-10-27","iv_pct":22.01801461220218,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":24.111900043084876,"put_iv_pct":22.740359624029423},{"expiry":"2026-12-18","call_iv_pct":20.889700499168054,"put_iv_pct":20.136096256684493},{"expiry":"2027-01-15","call_iv_pct":20.64661528150134,"put_iv_pct":23.15230885692657},{"expiry":"2027-04-16","call_iv_pct":19.70368932038835,"put_iv_pct":24.76344701583435}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f4ae908ac50728acdd34d36e93873e5564e5cc33890edd8961ba8f63df743a2e","captured_at":"2026-10-28T16:03:31.417365+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":"ESS","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"21aa7212e0036888ec0a216ca4dbac299db33f1cce01dc83a2e8b43af1f5a91e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"ef53ff8adeeb71c5abf07fd62e181a20e753c3f8ea48307abad9955e192939e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"2aa7090d54354ea653ced15443947ab0703b794d1253311ff6809966a0375955"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"26ade29b666a9dbab7e643d0c782303e526421c74afb61a2327f0e5bad8ff865"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"9b78eabe1095de26ecfe227b7a2f5ff7433cf0cf47d3390f6ad16c3b3687f0c2"}]},{"symbol":"ESS","date":"2026-10-28","iv_pct":21.003497818257536,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.45263925729443,"put_iv_pct":19.37408188585608},{"expiry":"2026-12-18","call_iv_pct":21.436541687222498,"put_iv_pct":19.54551644279759},{"expiry":"2027-01-15","call_iv_pct":20.22784966112138,"put_iv_pct":21.88305874409183},{"expiry":"2027-04-16","call_iv_pct":19.26077738515901,"put_iv_pct":23.847517482517482}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9f0783fb8f987feef15c68a511401b8f8cc614cdeba25088eb634a157eb2ac82","captured_at":"2026-10-29T16:02:45.859804+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":"ESS","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"624b3f61eff052a69966cb498d01a7e4e1718c02a6121c55febb7fef8d958e77"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"d0300803ba94da33251d4ccfcec08165698c6cb7905e3c434d1dc0fb90f0dfc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"5c1836e970dfdf88e57e782914c5f0440c716dd14b4764d8981e96900ce5c6b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"cdba9fb8be13f1a8792a57ae154090493961be93fb2780300ab4a4441c1abe68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"170b374901290df5ace96dd937bfdf5500df579d6f75e1b619917cb9254e9997"}]},{"symbol":"ESS","date":"2026-10-29","iv_pct":20.680212350430917,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.388893030190083,"put_iv_pct":21.04169398907104},{"expiry":"2026-12-18","call_iv_pct":20.081311123052124,"put_iv_pct":19.772028451001056},{"expiry":"2027-01-15","call_iv_pct":18.92588564325668,"put_iv_pct":22.088336996336995},{"expiry":"2027-04-16","call_iv_pct":18.196502590673575,"put_iv_pct":23.94704697986577}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"58c11e27b620488f9dc7199dbfa05197173d55fc016f5752b9b6e61478ddb6e7","captured_at":"2026-10-30T16:11:53.200204+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":"ESS","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"130d40ed2e8937ff1fb0f131d2bf0d2184b6e383096f0a2ba781487da450c551"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"500c763e7465eefce07d3ced479b6666a6a57a5ec6f53a4ef162e0b5328e167c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"e85aa453090b28fb8faa426f728a49aecb2b1686211c9fffdab50abd094c6358"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"b540f82dad0336b5a326744958e3241188c0678f5dbc6ab7467d5f999eedb8dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"3de0024284dc1446b4791f870dd36f42999a61af012ea4082977f060b979246a"}]},{"symbol":"ESS","date":"2026-10-30","iv_pct":21.656202056771356,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.58262347888332,"put_iv_pct":22.146620320855614},{"expiry":"2026-12-18","call_iv_pct":20.978223140495867,"put_iv_pct":21.448714965626653},{"expiry":"2027-01-15","call_iv_pct":18.77908877131099,"put_iv_pct":24.009679343773303},{"expiry":"2027-04-16","call_iv_pct":18.26208849557522,"put_iv_pct":25.04257793764988}],"source":"ThetaData historical first-order Greeks","provider_symbol":"ESS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6307d3f1fea0e90c54f3d7723bcde59977fea08595e5be690030f4df9adc909a","captured_at":"2026-10-31T23:34:21.654314+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":"ESS","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"75657a7e4d4c914156df7fcdb2214a87f728165be78125cb735addd25ce6e5a0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"462c8928357c2f6dd643ee91a69b8c31405e92116c37a674fc92c345c2866457"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","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":"3e0139a87c0b584b74ea974b400b96d00e18f356ff7f7bcdfb29634347da279c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-01-15","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":"e3fc486d255142676b81386e8dc4a5158a6b78062d36fc09412c890ab71d7aaf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"ESS","expiration":"2027-04-16","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":"0c44ebc092142bb982f9d9f970d07d66955d5ad2d7c5b3417366fb6eb8c5d45d"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/ESS","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":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":19.678588129636175,"put_call_skew_pp":3.482358543592513,"implied_move_pct":8.20402324880032,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb0a0db135c26776ad8272a068a4f9a52e7954d8b41d14a57078dd5dee7eb3f1","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":21.344649326523836,"put_call_skew_pp":2.4185544135195203,"implied_move_pct":8.405158608825776,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c80a885fd91ce4d051459954845fb1b52bdf9005ba65ee028c91c59505d9f5d2","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":21.506886112412232,"put_call_skew_pp":1.186788794535011,"implied_move_pct":8.417355058124766,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4d30047281187c90b78b821f079f180af3b36741ba6f7cd73d7dee6114df121b","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":21.222750604842552,"put_call_skew_pp":1.2318536490518524,"implied_move_pct":8.225996032292194,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e2c678a5ac55c9215d8276a628373907750d3501bddc3f7c1aaf3274076e57aa","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":20.072204143110127,"put_call_skew_pp":0.2210527903813828,"implied_move_pct":7.770261236009922,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9e381e4c670ed4fc877429a6df7276b52b7231cf41b19a5abd6909dd1ce23453","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":20.1156831113692,"put_call_skew_pp":1.0355911911901492,"implied_move_pct":7.659896760455068,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"07b6b226a8fc9bd1da1c58c18e0a4032cc891becf167bcbdfa6212d61be74dd0","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":19.5045164631918,"put_call_skew_pp":6.108167693704681,"implied_move_pct":10.592376312346387,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a5042b2f98ec97941ab0cb18b5946cb306b0bb719273b76f091bf0d91430dae9","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":18.88326089214558,"put_call_skew_pp":5.0978099112046085,"implied_move_pct":10.0733958610275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"213789d63dbb3a979624f12dd3e6b9d4e393ee11203ddd021bdf1a58e38b8549","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":19.65971296172632,"put_call_skew_pp":3.5382730296579883,"implied_move_pct":10.306342420284675,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"af019820a89dcac60213194ec02bd2c5641359154392b47e29842745a2fbb4dc","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":19.860938733080523,"put_call_skew_pp":3.1760400809043023,"implied_move_pct":10.379647259883633,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ceb0771497fb5ee3cf7fe4a893c98214af7d7a12efd08b14df988b6b6b611839","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":20.721476217296544,"put_call_skew_pp":4.091437012520901,"implied_move_pct":10.655297922967742,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"da2b14e724fdd13d496d2938cab10011847d8a643eb09aad02e3ba3371755fbf","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":20.749777495810044,"put_call_skew_pp":5.599625849394094,"implied_move_pct":10.73029996719033,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4dc17ec67bd2deeaebea96b362d6c524a76fd59ef5d81948683a61a7a2657f24","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":20.611533813956825,"put_call_skew_pp":6.628649923022566,"implied_move_pct":10.386627758482092,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2076f5b6841f5996acf602b2bf3e675838c96f3a3a94f661745dcd69cd171ce2","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":20.69161160036854,"put_call_skew_pp":2.799030338580339,"implied_move_pct":10.32668988729018,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ef0d5aaa72abcb42abdaeb4baa11d3509372d61f00d08b2da3c9f4649551515c","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":21.297427685120763,"put_call_skew_pp":5.854425578017948,"implied_move_pct":10.425022192351701,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e224146e892557d0817c9f9e7231a68bd0940a7da08f2484514d82cb17818c05","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":20.575926961852307,"put_call_skew_pp":5.009999992192038,"implied_move_pct":10.09021764210696,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c2216979aba70033ec9bb6543ca47b5227ebbaac20e37c8b96878121b6973e5d","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":20.810299893149818,"put_call_skew_pp":3.46115883636225,"implied_move_pct":10.078211711885702,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"68becd03332a916ed126c2938de6f3f8d5e1f6bf5da935d0a7d6514d7dbd6d50","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":21.79155524545937,"put_call_skew_pp":4.273161372392669,"implied_move_pct":10.08684703569249,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d87c002b38059db5ded53f118327426ee6840a5dc009291c0f9342ba287a5419","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":22.033643058819898,"put_call_skew_pp":4.82078379778793,"implied_move_pct":10.075944399581708,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b61c3c22ec1d96ddf6c76f1739363ab719103188f895e83cec520f7273e9e9a9","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":21.93805959662982,"put_call_skew_pp":4.45499563585514,"implied_move_pct":9.97015856105839,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"269c26912cb095eaaaee6954d549380191e785366e9114d32cad634f9f5684ed","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":22.832522045719855,"put_call_skew_pp":5.815213376166619,"implied_move_pct":9.565831047144105,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2542afec635ea151a6d59d45e6a31fc77f22d2ba69bf3e2842d867ca8a885519","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":19.396741912121804,"put_call_skew_pp":5.9724758561393445,"implied_move_pct":9.99969643297089,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"65d16587b6fe866ffec39583e723d26714d2a4b9539f7fe273fa57f07e33808f","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":19.986667208448523,"put_call_skew_pp":9.008974481605414,"implied_move_pct":10.022915206120446,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2f0e2a9ea4bc12c8a9beb83eb0ddd62fe58481ef098605638869a2a8a8b585f0","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":19.68917717144992,"put_call_skew_pp":7.950761971016717,"implied_move_pct":9.832957812539231,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"03bf9dd2c5f17860e3127cb3a92fb91b4cf4c987557b93b15cd16197c8253561","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":20.059229182080152,"put_call_skew_pp":6.697703340720516,"implied_move_pct":9.928072511251182,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"834537da8d9e8cf8c715fd12be9918388fa836c8de7a2e4caea755fb69432494","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":20.598864299842123,"put_call_skew_pp":6.745045320194687,"implied_move_pct":10.073317247331607,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ef174798613f8c44fd3b4591d0be051aa838a01e57db21b4e68a2e04ac02ca0f","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":20.522962822064066,"put_call_skew_pp":9.919088517460544,"implied_move_pct":9.924221541218882,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f33430ebcbc74c7f195301561e7d9afe52a429be0600b5e4b07405fedc9931a1","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":21.225510255516813,"put_call_skew_pp":7.995320265760115,"implied_move_pct":10.029173071725824,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2358bc63b0ee9345212304156f60d7b081f9110d948778521b5f55f7b67a5da4","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":20.516580721948426,"put_call_skew_pp":7.880258686471924,"implied_move_pct":9.731165460551257,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b32ed909b8877001c6e66972313485b33ed2c0372d32b842124093bb30f2d863","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":21.615302680666165,"put_call_skew_pp":0.7647870687463696,"implied_move_pct":10.018292324418809,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b558c57592d58259c7cae523afa6483bf9d6c38bd498fa6fef40719bd22cfaf7","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":20.8581184479229,"put_call_skew_pp":2.4049717750118944,"implied_move_pct":9.772486322220573,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"38bb8bf86575687aa675f04edab5cc273dc278e8426c146a5c94c8179ec34de8","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":21.101109790633316,"put_call_skew_pp":2.0291650952107627,"implied_move_pct":9.829626185813229,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fd4b097067571979c9248e340afdb970a6cd584cd2b08603ae88dabbd9b42cce","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":21.72091473022632,"put_call_skew_pp":2.961810683104786,"implied_move_pct":9.554832639899947,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2443bd91fd98f24114bb86a353d458fea72dbd036b0995e86c8886443c03067a","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":21.11997568455709,"put_call_skew_pp":1.2044220382741777,"implied_move_pct":9.353480007913818,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6420722528fc3e024c5393e65203eb3b9f78af98c7bf0afcbbaf8fc60dfa1c9c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":21.60302307489728,"put_call_skew_pp":-0.6336942444490985,"implied_move_pct":9.389950286095337,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4a81c5ee5010001665b1adda779825fb1f502cef57024b0b1f091d7ad435c6a2","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":21.52932754666972,"put_call_skew_pp":1.4261012534005353,"implied_move_pct":9.277851448135422,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"16cbb010c9dc16cb234145cd8a50007e13b6acf2dc4211e834e75f257ad9575f","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":21.56606090552021,"put_call_skew_pp":1.9224861616124471,"implied_move_pct":9.105134100382122,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f9c4faeb1519cbda74d98b9f2682832fb39a5421addc22beead9f814a671434c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":22.095716243396375,"put_call_skew_pp":0.6683327467804325,"implied_move_pct":8.923349533968707,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dc05ba2b7fa85344552e50a36ecc2424ed8a0644e11f71632010cb66e4ccd8f6","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":23.023392233181607,"put_call_skew_pp":3.278930175750536,"implied_move_pct":8.82500527174486,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f28eff6bb7e6cd2667192d1a8e1180077a5dd7113b047eec24ee986f2d9c8e93","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":24.830361545686976,"put_call_skew_pp":0.7657444893307641,"implied_move_pct":8.946016753840867,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c8251421ad63af026324b4ee889587b76b5a0f35f2b6dc77c7e86a60f7d61031","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":22.5941176418878,"put_call_skew_pp":1.3569435097078637,"implied_move_pct":7.013026194839966,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cb23de85262f3d4884bf018f4d8f34435f4cd9f57e360c1ea3ef1a13ed212371","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":20.222219289352253,"put_call_skew_pp":2.5496791736222164,"implied_move_pct":9.78305462251267,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7c67e06d6ed1c0d4d05881d577a10a4b9aa882f4c5aae9b4279af173de34021f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":18.370611975303987,"put_call_skew_pp":1.699806367251825,"implied_move_pct":8.873655181766598,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17f21ed57c2828addbe3aec04dde6bbd468337b89bc640a86b9954cff629fd8d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":19.58984532610269,"put_call_skew_pp":2.0119520744365795,"implied_move_pct":9.310719115174784,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e7e08bef4b498e5a4d218ff36ee0883fc8f36192c41332bd23cda495941d3728","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":20.11061098789071,"put_call_skew_pp":1.8443107029902022,"implied_move_pct":9.463937743503351,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"594d4aa4d15dfc2634f9c98d43e0984e102979670d68000e58c446e1dfb1939f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":20.767987299975474,"put_call_skew_pp":3.4678399920536123,"implied_move_pct":9.592769029029004,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"facb963a34fd0d75def5aba33e99214f59f46f7f076ff4384f259dc202c39ee3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":21.097714141494322,"put_call_skew_pp":2.411721376439333,"implied_move_pct":9.685356349845367,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bfca68ef880ce9ae214bb6280d56eac35255c5b3fa0c62b77e792dd055325e17","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":21.447635634658347,"put_call_skew_pp":0.7872976366081641,"implied_move_pct":9.616799888890295,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71f0e5bf6d2e33e4979a2e76e40138c51b65e33845a9882455639c3b64b2c569","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":22.01801461220218,"put_call_skew_pp":1.3600766523330536,"implied_move_pct":9.801697077222226,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f4ae908ac50728acdd34d36e93873e5564e5cc33890edd8961ba8f63df743a2e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":21.003497818257536,"put_call_skew_pp":0.31809164111641675,"implied_move_pct":9.350499514831235,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9f0783fb8f987feef15c68a511401b8f8cc614cdeba25088eb634a157eb2ac82","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":20.680212350430914,"put_call_skew_pp":2.0641285072755995,"implied_move_pct":9.097373509197316,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"58c11e27b620488f9dc7199dbfa05197173d55fc016f5752b9b6e61478ddb6e7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":21.656202056771356,"put_call_skew_pp":3.011392170410013,"implied_move_pct":9.410074685424876,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6307d3f1fea0e90c54f3d7723bcde59977fea08595e5be690030f4df9adc909a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}