{"schemaVersion":1,"symbol":"FAF","days":90,"observations":[{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-21T19:56:12.193000+00:00","captured_at":"2026-10-22T04:38:00.939Z","last_trade_at":"2026-10-21T23:00:00.002530557Z","price":66.46,"iv_pct":41.36758437800826,"implied_move_pct":8.963140941102546,"put_call_skew_pp":-13.0452944492777,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"2314c2bf9704097523ee9939f5ee9cf489a637db53b0bae657c9e5737ba821a0"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-22T17:43:02.055000+00:00","captured_at":"2026-10-22T17:45:18.491Z","last_trade_at":"2026-10-22T17:45:17.499565153Z","price":65.05,"iv_pct":40.02427784043015,"implied_move_pct":8.874495664238992,"put_call_skew_pp":-64.93310851954253,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"5814b5d13b3b5fd0aacc7ab99061682ac44d7525d79d99b485f34bd036871d6a"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.109000+00:00","captured_at":"2026-10-23T01:55:03.073Z","last_trade_at":"2026-10-22T23:00:00.002346442Z","price":65.07,"iv_pct":40.71005696585992,"implied_move_pct":9.115778200717514,"put_call_skew_pp":-1.9494843167143783,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"c4c42df739b50ebb2ddf4e55b7ce310bb64ec5d41c90dd9ba23e0376d804864f"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-23T16:27:17.354000+00:00","captured_at":"2026-10-23T16:37:20.469Z","last_trade_at":"2026-10-23T16:37:10.933782023Z","price":65.37,"iv_pct":43.91360718501103,"implied_move_pct":9.594428108538628,"put_call_skew_pp":-12.329964183737019,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"9c9ca138937bf9b7c8328cea7a0c9c7f91509d2329960a291ddaae810071d5c8"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.672000+00:00","captured_at":"2026-10-24T04:09:49.760Z","last_trade_at":"2026-10-23T23:00:00.003965947Z","price":64.72,"iv_pct":35.55792965492716,"implied_move_pct":7.872814062795294,"put_call_skew_pp":-14.103864411266064,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"8e8886ca9559098626748d8862757bac12df35b064d282c697155b1c6b595b53"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.892000+00:00","captured_at":"2026-10-26T22:12:59.352Z","last_trade_at":"2026-10-26T20:10:00.001952455Z","price":64.02,"iv_pct":41.60148527712806,"implied_move_pct":8.676047184278422,"put_call_skew_pp":-73.05700510539297,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"257b69fdc98ee8868093d07fa47e48ed31d7577f4e3ac7efdb4f4ced211f9802"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:40.658000+00:00","captured_at":"2026-10-27T22:40:47.448Z","last_trade_at":"2026-10-27T22:30:00.002407781Z","price":64.39,"iv_pct":44.32365185749305,"implied_move_pct":8.913575836665382,"put_call_skew_pp":-17.900206842490597,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"fa238f160640d6808cdb0be33b90161d593b33a3e2493d1c223bdf06ed2c73c8"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:02.774000+00:00","captured_at":"2026-10-28T19:57:30.105Z","last_trade_at":"2026-10-28T19:57:29.906924826Z","price":63.44,"iv_pct":40.11166843744346,"implied_move_pct":7.887785898304925,"put_call_skew_pp":-51.889439209801914,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"5232a13e96586531b9fda4b5b861c800e88a93651a7d1cac92817b2c3d45c4d3"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.818000+00:00","captured_at":"2026-10-29T22:56:34.502Z","last_trade_at":"2026-10-29T22:30:00.002416351Z","price":63.72,"iv_pct":37.79568373807854,"implied_move_pct":7.793385596327954,"put_call_skew_pp":-74.38128892973019,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"8183f78592048323b9fa305a6ee55b81b2c50c2a3ccbff5786ca7ea40b5f3475"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:59.313000+00:00","captured_at":"2026-10-30T22:28:25.644Z","last_trade_at":"2026-10-30T20:33:24.432181038Z","price":63.82,"iv_pct":42.89547453341825,"implied_move_pct":8.1612246884561,"put_call_skew_pp":-97.47260331991627,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"310e01ce8be76e56c6c848324720f16760b32b8fc47d2a1d7073d32da6a6d288"},{"symbol":"FAF","expiry":"2026-11-20","observed_at":"2026-11-03T20:34:28.458000+00:00","captured_at":"2026-11-03T20:43:50.736Z","last_trade_at":"2026-11-03T20:43:36.030072323Z","price":65.025,"iv_pct":48.473954968449306,"implied_move_pct":8.31903463701715,"put_call_skew_pp":102.44580431790729,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FAF","source_hash":"ff76b675a7c9ce2f20a28e22d172c134bc378724c1464bc13f8d12221572699c"}],"dailyIv":[{"symbol":"FAF","date":"2026-08-07","iv_pct":31.988127365272767,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":40.48624470018171,"put_iv_pct":43.49292749658003},{"expiry":"2026-09-18","call_iv_pct":32.25647519582245,"put_iv_pct":26.111033119130006},{"expiry":"2026-10-16","call_iv_pct":27.833210768220617,"put_iv_pct":27.823391053391056},{"expiry":"2027-01-15","call_iv_pct":27.64070317782285,"put_iv_pct":30.26103341103341}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"40abf9c53a493dd6474ce3230db1d743cd29c128be82e5a4c78b0e20bd785f06","captured_at":"2026-10-24T03:32:32.134695+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":"FAF","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"4594c0e9923aaa3a953c300364225b1df5aaa07feb4e6136696ed29b92e26cfc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c17b211be854980c75d95af6db55a50abe4787b9447e73fc1c8d2efcd0778605"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e86f15e91ccd4eabf730be5f41688839a5ef9a572c7071db76bd0de16f49e9de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c6d64b989f20314205b468f250a34f0cd3549673a13f713c580967cbe5f2f867"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"5dd131ea00f7347cb177664eee5370688c32214ed312d3b297639759602b6825"}]},{"symbol":"FAF","date":"2026-08-10","iv_pct":40.304235727176895,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":81.76037897928245,"put_iv_pct":56.14097818754216},{"expiry":"2026-09-18","call_iv_pct":36.291769911504424,"put_iv_pct":31.314849948258015},{"expiry":"2026-10-16","call_iv_pct":30.82955469506292,"put_iv_pct":28.41354954954955},{"expiry":"2027-01-15","call_iv_pct":27.344367046215673,"put_iv_pct":30.338437499999998}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f627bb250b902eadc7c118deed4abc610d920b8245a36f762a3e3679bc9715a6","captured_at":"2026-10-24T03:32:27.370712+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":"FAF","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"65c010f272bc2602d82aedc1c1a62f3206e941a38238d8a9b60ae19706bd7a07"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7555fef065f13e802cafa885757596692fe2dc71a2f2c89f738d7096641d8d5c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e34ac04302e5bc8e13f48082213dce39d8997d80e4d749d06e816be60e5b54ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c031a20f3d0eb0e62289ed8ba61817e43ba8d4965201f783327a7dc02c2bfbc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"798b801944033a6cc429349a663aa07be05394bc140509dd1826660728e23899"}]},{"symbol":"FAF","date":"2026-08-12","iv_pct":35.46067496719325,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":34.810158931977114,"put_iv_pct":64.78665418811418},{"expiry":"2026-09-18","call_iv_pct":25.76169645561951,"put_iv_pct":36.71664418212479},{"expiry":"2026-10-16","call_iv_pct":28.70609536082474,"put_iv_pct":34.64183982683983},{"expiry":"2027-01-15","call_iv_pct":24.920169799878717,"put_iv_pct":33.3421409921671}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bff529efb793060c45a066dea33125f831c69ae7893cdc781be6c7ca9560b0f6","captured_at":"2026-10-24T03:32:24.008910+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":"FAF","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"d5d6c45f6ef5f2fed0d877cfc53ef8f952a5d062f24f139f154b92ed936b97a9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7555fef065f13e802cafa885757596692fe2dc71a2f2c89f738d7096641d8d5c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e34ac04302e5bc8e13f48082213dce39d8997d80e4d749d06e816be60e5b54ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c031a20f3d0eb0e62289ed8ba61817e43ba8d4965201f783327a7dc02c2bfbc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"798b801944033a6cc429349a663aa07be05394bc140509dd1826660728e23899"}]},{"symbol":"FAF","date":"2026-08-13","iv_pct":36.392773860455456,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":52.550094876660346,"put_iv_pct":61.42766736842105},{"expiry":"2026-09-18","call_iv_pct":30.733654822335026,"put_iv_pct":32.218551315301966},{"expiry":"2026-10-16","call_iv_pct":27.40506876227898,"put_iv_pct":30.948319427890347},{"expiry":"2027-01-15","call_iv_pct":23.53800380228137,"put_iv_pct":32.32083050847457}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c701c43a7ae669c8605a4d6fe39c813f6459c375c677a7cab72b2dc8a17b5f93","captured_at":"2026-10-24T03:32:22.124170+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":"FAF","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"3af3b16b5dd9747ce62baa95b6736fd9b0f600954ae9eb186f5acc2ddb5f2928"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7555fef065f13e802cafa885757596692fe2dc71a2f2c89f738d7096641d8d5c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e34ac04302e5bc8e13f48082213dce39d8997d80e4d749d06e816be60e5b54ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c031a20f3d0eb0e62289ed8ba61817e43ba8d4965201f783327a7dc02c2bfbc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"798b801944033a6cc429349a663aa07be05394bc140509dd1826660728e23899"}]},{"symbol":"FAF","date":"2026-08-14","iv_pct":37.58565446787872,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":53.44219109195403,"put_iv_pct":73.3460170212766},{"expiry":"2026-09-18","call_iv_pct":32.87208291873963,"put_iv_pct":29.27613204286208},{"expiry":"2026-10-16","call_iv_pct":27.12965991902834,"put_iv_pct":29.572598091198305},{"expiry":"2027-01-15","call_iv_pct":25.314737864077667,"put_iv_pct":29.731816793893127}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e90564b3b1b9e0093cd20e60914100d12bb255ed8568b87a45e1e0ad19dd81c5","captured_at":"2026-10-24T03:32:20.461901+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":"FAF","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"e227f23a1b25b710f508026c3a684e8dcc312dd38d218815d88c6f0bb2344f66"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7555fef065f13e802cafa885757596692fe2dc71a2f2c89f738d7096641d8d5c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e34ac04302e5bc8e13f48082213dce39d8997d80e4d749d06e816be60e5b54ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c031a20f3d0eb0e62289ed8ba61817e43ba8d4965201f783327a7dc02c2bfbc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"798b801944033a6cc429349a663aa07be05394bc140509dd1826660728e23899"}]},{"symbol":"FAF","date":"2026-08-17","iv_pct":41.17327444669729,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":52.12077812828602,"put_iv_pct":108.05008038585208},{"expiry":"2026-09-18","call_iv_pct":31.183569518716574,"put_iv_pct":24.14092218222099},{"expiry":"2026-10-16","call_iv_pct":29.77562346185398,"put_iv_pct":28.76558460076046},{"expiry":"2027-01-15","call_iv_pct":25.772394648829433,"put_iv_pct":29.577242647058828}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"052b752c2f783328b22f2565ca9491a7916a3d9a351a8097fc51c60089308240","captured_at":"2026-10-24T03:32:15.894845+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FAF","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"4daf1c72a6b5482bc270ffca956b4528e99726a5c38be36a86ad4a1ead857cfa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce438632a36eb7f058e9089d3af0b90e024385ba958ef079c5efc285501b7367"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"9279715a9b11bbeebf6829d6cd72c9d2039916ecf0534fa87f6ba0f6146ccb89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"292c3dee568518b063c5f481f918d8d5e51a8261664645add3821b8509fed7d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e8cb0d83f4fbc507921ec0303d279c4dd57351851f5330fc3597a6047458445a"}]},{"symbol":"FAF","date":"2026-08-19","iv_pct":56.21351701894789,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":110.876970531534,"put_iv_pct":162.59332799679808},{"expiry":"2026-09-18","call_iv_pct":33.319483262918425,"put_iv_pct":40.00092357480706},{"expiry":"2026-10-16","call_iv_pct":25.215281116711903,"put_iv_pct":24.365263157894738},{"expiry":"2027-01-15","call_iv_pct":25.517071823204418,"put_iv_pct":27.819814687714484}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"00949734f56fa49b059fcaf2388bb3a2e6f7e566134d2f89af4b989841b955a3","captured_at":"2026-10-24T03:32:12.455151+00:00","observed_at":"2026-08-19T15:59:00-04:00","session_close_at":"2026-08-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FAF","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"8b9d23b6f60c09b5499b06f51e093678839e1713fc57412546fe9be6084546ab"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce438632a36eb7f058e9089d3af0b90e024385ba958ef079c5efc285501b7367"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"9279715a9b11bbeebf6829d6cd72c9d2039916ecf0534fa87f6ba0f6146ccb89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"292c3dee568518b063c5f481f918d8d5e51a8261664645add3821b8509fed7d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e8cb0d83f4fbc507921ec0303d279c4dd57351851f5330fc3597a6047458445a"}]},{"symbol":"FAF","date":"2026-08-21","iv_pct":29.402697469778975,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.37945803537824,"put_iv_pct":36.41229471674093},{"expiry":"2026-10-16","call_iv_pct":21.967961661341853,"put_iv_pct":28.152469428007894},{"expiry":"2027-01-15","call_iv_pct":25.61608878224355,"put_iv_pct":28.11335535006605},{"expiry":"2027-04-16","call_iv_pct":26.177327394209353,"put_iv_pct":30.402624390243904}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"771f67993c1ba4c5f274094d25e3f2fad1520af50952c1ce46f80b8dd9c8c5d5","captured_at":"2026-10-24T03:32:07.692503+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":"FAF","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"6956329155dfd66b9c5ebdb186e1398001415d1f05cc82c12f4e2cba786de921"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"9279715a9b11bbeebf6829d6cd72c9d2039916ecf0534fa87f6ba0f6146ccb89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"292c3dee568518b063c5f481f918d8d5e51a8261664645add3821b8509fed7d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e8cb0d83f4fbc507921ec0303d279c4dd57351851f5330fc3597a6047458445a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"955fcac03ff11d286089d14546293dcc03bd444111ce4a78e8e5751916ef82f9"}]},{"symbol":"FAF","date":"2026-08-24","iv_pct":29.647947427934287,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.99051282051282,"put_iv_pct":39.992511831088464},{"expiry":"2026-10-16","call_iv_pct":25.029700299700302,"put_iv_pct":31.14738616462347},{"expiry":"2027-01-15","call_iv_pct":23.637047200878154,"put_iv_pct":29.508983516483518},{"expiry":"2027-04-16","call_iv_pct":23.92247727272727,"put_iv_pct":30.954960317460316}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d9cb1a09cd33ab989e1bada8da314fa8755146f357c2ee96765eb2f0c70e94d5","captured_at":"2026-10-24T03:32:02.249662+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":"FAF","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"d295da4be56148656bc39391d5d5a4938996b9159027052dec38c05a7deac527"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"226504fb3fe924a6d4740736de3fd8c9de1811b8b10c349b97977db65d11d38c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"50c7b579a989c76ac822fd65ed9c89c226a7f66f621e0a7a1f7fc9e12bd61c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"14ec9c007c93001156d27b48ecd3d80dd0fb79d7ffe40962fa25b3d6daa73ade"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7f036815c7130945b44aa6585cea3cb822252744d3cd5cee546b512caca17353"}]},{"symbol":"FAF","date":"2026-08-25","iv_pct":28.14822149753896,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.70844547563805,"put_iv_pct":39.322774113767515},{"expiry":"2026-10-16","call_iv_pct":27.917266621893887,"put_iv_pct":30.60760522496372},{"expiry":"2027-01-15","call_iv_pct":23.094358974358975,"put_iv_pct":30.54798812175204},{"expiry":"2027-04-16","call_iv_pct":20.834944237918215,"put_iv_pct":30.15238921001927}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d52dca55ba6f41166d5f70d2b6bc940580aab4e8895373a445e88b26e77c3482","captured_at":"2026-10-24T03:32:00.641429+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":"FAF","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"40aa279041cdc4c2ba5616702b15ac8d25eaafc4a883b143ec3f2139164c8814"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"226504fb3fe924a6d4740736de3fd8c9de1811b8b10c349b97977db65d11d38c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"50c7b579a989c76ac822fd65ed9c89c226a7f66f621e0a7a1f7fc9e12bd61c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"14ec9c007c93001156d27b48ecd3d80dd0fb79d7ffe40962fa25b3d6daa73ade"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7f036815c7130945b44aa6585cea3cb822252744d3cd5cee546b512caca17353"}]},{"symbol":"FAF","date":"2026-08-26","iv_pct":30.154434302828736,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.65043234138125,"put_iv_pct":38.02829663481513},{"expiry":"2026-10-16","call_iv_pct":26.105718608169436,"put_iv_pct":29.359534548944332},{"expiry":"2027-01-15","call_iv_pct":25.44017632241814,"put_iv_pct":30.65846153846154},{"expiry":"2027-04-16","call_iv_pct":21.932615384615385,"put_iv_pct":31.0602390438247}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3344e45150601941e42a0128c661c16aa252c24afc659930d2558db66a25756c","captured_at":"2026-10-24T03:31:48.905137+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":"FAF","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"ec193b283ce6373b5943680675e43635d262bd96f8470eaa9d2f98a8413a694c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"226504fb3fe924a6d4740736de3fd8c9de1811b8b10c349b97977db65d11d38c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"50c7b579a989c76ac822fd65ed9c89c226a7f66f621e0a7a1f7fc9e12bd61c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"14ec9c007c93001156d27b48ecd3d80dd0fb79d7ffe40962fa25b3d6daa73ade"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7f036815c7130945b44aa6585cea3cb822252744d3cd5cee546b512caca17353"}]},{"symbol":"FAF","date":"2026-08-27","iv_pct":30.202817605990163,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":34.88900841908326,"put_iv_pct":39.29435417617526},{"expiry":"2026-10-16","call_iv_pct":25.254723247232473,"put_iv_pct":31.310880041906756},{"expiry":"2027-01-15","call_iv_pct":23.716428975664968,"put_iv_pct":31.046067415730338},{"expiry":"2027-04-16","call_iv_pct":24.425616724738674,"put_iv_pct":31.685461847389558}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2b193bb9fa0afd4819d567e6ac1afbe2aea5596454f54a5f01af35373d9b4c58","captured_at":"2026-10-24T03:31:47.152399+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":"FAF","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"1bafda83476b8667b452a19a216207534f7204c9149e6cf3f6a417ac5e988ffe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"226504fb3fe924a6d4740736de3fd8c9de1811b8b10c349b97977db65d11d38c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"50c7b579a989c76ac822fd65ed9c89c226a7f66f621e0a7a1f7fc9e12bd61c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"14ec9c007c93001156d27b48ecd3d80dd0fb79d7ffe40962fa25b3d6daa73ade"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7f036815c7130945b44aa6585cea3cb822252744d3cd5cee546b512caca17353"}]},{"symbol":"FAF","date":"2026-08-28","iv_pct":28.969944748754816,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":37.829722069345074,"put_iv_pct":34.9378674790556},{"expiry":"2026-10-16","call_iv_pct":27.293222471910116,"put_iv_pct":25.171330600074544},{"expiry":"2027-01-15","call_iv_pct":24.32,"put_iv_pct":28.46296089385475},{"expiry":"2027-04-16","call_iv_pct":24.16679273827534,"put_iv_pct":29.577661737523105}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8375a73bde86a7dcd4b9ad89424db8946cef29d591cf5f295b4c7c4e35dd5ebf","captured_at":"2026-10-24T03:31:45.258047+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":"FAF","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"2253339caabb238205cd45c51eff92517b4824b8e4019d47815021e32905fcec"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"226504fb3fe924a6d4740736de3fd8c9de1811b8b10c349b97977db65d11d38c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"50c7b579a989c76ac822fd65ed9c89c226a7f66f621e0a7a1f7fc9e12bd61c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"14ec9c007c93001156d27b48ecd3d80dd0fb79d7ffe40962fa25b3d6daa73ade"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7f036815c7130945b44aa6585cea3cb822252744d3cd5cee546b512caca17353"}]},{"symbol":"FAF","date":"2026-08-31","iv_pct":28.185698018643524,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.610908647990254,"put_iv_pct":39.92978559176672},{"expiry":"2026-10-16","call_iv_pct":27.34692913385827,"put_iv_pct":28.097537067545307},{"expiry":"2027-01-15","call_iv_pct":24.021070745697894,"put_iv_pct":28.930536864710092},{"expiry":"2027-04-16","call_iv_pct":23.54357452966715,"put_iv_pct":29.005241567912492}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71b3be9c41bf3ceeb7d6297c6ef1d77de15bd39f1c921823550a9cf776b6ff3e","captured_at":"2026-10-24T03:31:40.259668+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":"FAF","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"9d74254fa8c72ea899dd8d43dba38d4ed2a8c919c5df0e3b4960dff5963ad6ef"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"b6a32c18f089ad8d412cfbf47e44958a42d8379e331d2a8c3006d126eac18415"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c621808fda267f43bec2b03ba725cd4ebba4f598a6cca8ac0379836846941501"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"4bb13ba0b44034c8038a97d00a56b1bff083fdf3be0fb4364d41f1fe7d000134"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"79a16af3b92ea075ecbb5ce293d9f4e87b9c22de396b70b393f950866a16f39f"}]},{"symbol":"FAF","date":"2026-09-01","iv_pct":30.463289893062118,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.87946590909091,"put_iv_pct":44.041040656471466},{"expiry":"2026-10-16","call_iv_pct":30.17806598407281,"put_iv_pct":27.431778425655974},{"expiry":"2027-01-15","call_iv_pct":25.310842985842985,"put_iv_pct":28.745584239130434},{"expiry":"2027-04-16","call_iv_pct":23.88657012195122,"put_iv_pct":28.232970822281168}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"26845df34bc56fb972be12d8383f3b700b85960a3a011a3902b2857a6a1eac6c","captured_at":"2026-10-24T03:31:34.111225+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":"FAF","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"a7282c96d204d80b133d773296cfd347b8f8b59086faf407843fb96803713ad9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0a2fdf1ed2656394a3818993dddaea61965b62d8e2414d51a5aeab86386d2e3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"38df4ad3a5bb53164535833c658fe122f7ad989b65be35d7924d20415bcd8790"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"570ee3051f17594a12286d20c9e716221c60afa9176b421284b2531e1848fb9e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0e76afd15bf5be45f1eb841499f1486acc4e276b0b064c47cc3a6ed1cb94cdbc"}]},{"symbol":"FAF","date":"2026-09-02","iv_pct":29.995832872221342,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":34.14084872979215,"put_iv_pct":43.96627248201438},{"expiry":"2026-10-16","call_iv_pct":31.119905626134297,"put_iv_pct":25.84245203556388},{"expiry":"2027-01-15","call_iv_pct":25.045802391441157,"put_iv_pct":27.346668956043956},{"expiry":"2027-04-16","call_iv_pct":23.597155234657038,"put_iv_pct":28.907557522123895}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ef592a454ad34e6068245edb3a613c309f16bb084151d7148e68736615d967f8","captured_at":"2026-10-24T03:31:32.169489+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":"FAF","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"b12ca1a5dba378ab237ba8b41a76278f613d2959a0b65054bfdcce18cff2cdfc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0a2fdf1ed2656394a3818993dddaea61965b62d8e2414d51a5aeab86386d2e3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"38df4ad3a5bb53164535833c658fe122f7ad989b65be35d7924d20415bcd8790"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"570ee3051f17594a12286d20c9e716221c60afa9176b421284b2531e1848fb9e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0e76afd15bf5be45f1eb841499f1486acc4e276b0b064c47cc3a6ed1cb94cdbc"}]},{"symbol":"FAF","date":"2026-09-03","iv_pct":30.586816336456568,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":30.608867562380038,"put_iv_pct":48.55452905811624},{"expiry":"2026-10-16","call_iv_pct":28.566464872944696,"put_iv_pct":32.87974137931034},{"expiry":"2027-01-15","call_iv_pct":21.667557721908672,"put_iv_pct":30.58410480349345},{"expiry":"2027-04-16","call_iv_pct":21.21470588235294,"put_iv_pct":30.618559411146162}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1d5a6115861a868ca57584a170d9b76ad6a7f94c34f478deca0817c68cad23f0","captured_at":"2026-10-24T03:31:30.580651+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":"FAF","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"da59e64a8e027f5a80486aec93b840937231e2f3586247f5a5ac17585df32421"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0a2fdf1ed2656394a3818993dddaea61965b62d8e2414d51a5aeab86386d2e3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"38df4ad3a5bb53164535833c658fe122f7ad989b65be35d7924d20415bcd8790"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"570ee3051f17594a12286d20c9e716221c60afa9176b421284b2531e1848fb9e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0e76afd15bf5be45f1eb841499f1486acc4e276b0b064c47cc3a6ed1cb94cdbc"}]},{"symbol":"FAF","date":"2026-09-04","iv_pct":33.411941857123146,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":54.66763744894754,"put_iv_pct":42.08893161219445},{"expiry":"2026-10-16","call_iv_pct":34.7821888053467,"put_iv_pct":29.72369744879626},{"expiry":"2027-01-15","call_iv_pct":25.630963785046728,"put_iv_pct":27.604746796827335},{"expiry":"2027-04-16","call_iv_pct":25.076971608832803,"put_iv_pct":27.720397350993377}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c1028f1521c7b3178558591d14e8b03e29b3202d884793a761bfcdcfb703a146","captured_at":"2026-10-24T03:31:29.012156+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":"FAF","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"113bff3920250dc6c1156cdaf43bbc6bf867e9049b953c56a312f8483f8ced93"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0a2fdf1ed2656394a3818993dddaea61965b62d8e2414d51a5aeab86386d2e3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"38df4ad3a5bb53164535833c658fe122f7ad989b65be35d7924d20415bcd8790"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"570ee3051f17594a12286d20c9e716221c60afa9176b421284b2531e1848fb9e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0e76afd15bf5be45f1eb841499f1486acc4e276b0b064c47cc3a6ed1cb94cdbc"}]},{"symbol":"FAF","date":"2026-09-09","iv_pct":36.596593188944354,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":76.01141813755325,"put_iv_pct":39.67136437340746},{"expiry":"2026-10-16","call_iv_pct":34.536766467065874,"put_iv_pct":35.11050785973398},{"expiry":"2027-01-15","call_iv_pct":23.371211812627294,"put_iv_pct":30.872500000000002},{"expiry":"2027-04-16","call_iv_pct":22.840357142857144,"put_iv_pct":30.35861971830986}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d247ba176b6d5abcb63e6c93974899d74c8c2a550d5515464b870de1cdfb7b59","captured_at":"2026-10-24T03:31:22.165718+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":"FAF","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"ff53cfd07361ec603110411e32a4d9ed6217622d3f618b281a54c200b004e9d6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f30bc8a29c94d566b966aa41dd4343aa7febf7baf9ca6a6549ba586688f6f91c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"ef74b2ec559f3aa66f92f6518b40c9c04528c741e2c1bf3fee7d6d3190cc2597"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"b761b1375752cd2db391c9c4913a07e579cf0f28277cb4094a692fee30d8dcb3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"be8d6f68590eb925a9d612a3397eb130edcf59209e572189faa9ea7ce07eb2f2"}]},{"symbol":"FAF","date":"2026-09-15","iv_pct":45.35105097794567,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":110.58766789030447,"put_iv_pct":71.0421751968504},{"expiry":"2026-10-16","call_iv_pct":34.28735351291308,"put_iv_pct":37.902439644218546},{"expiry":"2027-01-15","call_iv_pct":22.97256852791878,"put_iv_pct":32.086597444089456},{"expiry":"2027-04-16","call_iv_pct":22.77633423180593,"put_iv_pct":31.153271375464687}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"840064f1fc6742ed64bda34445df9a41ed4a78de1d3c8a18e068108582ec4817","captured_at":"2026-10-24T03:31:12.288653+00:00","observed_at":"2026-09-15T15:59:00-04:00","session_close_at":"2026-09-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FAF","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"9971463628ef272385320a449b908097d59e2bbd5e11f293ea5d1b215f3a5e3a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12b413b779b486772110f03229cf5e425c3a8ea432056fb98bfe7d92028e3d29"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"5bd063bc6ba500ab216883cd8be291764b348c4ef8de8f25ea8045800fcef6e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"37d7416648feb395cf4ee50fe7d71cd82b52443a150302305dd180a5599fea95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"cdb70399a7a9b0a28d593b5896d1d523ac28009cf52b248033c85cc198e6c71d"}]},{"symbol":"FAF","date":"2026-09-16","iv_pct":57.193542145081196,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":139.75625783348255,"put_iv_pct":132.72955857385398},{"expiry":"2026-10-16","call_iv_pct":39.02164233576643,"put_iv_pct":35.67160450387051},{"expiry":"2027-01-15","call_iv_pct":25.352451193058567,"put_iv_pct":29.61041719342604},{"expiry":"2027-04-16","call_iv_pct":25.747962562994957,"put_iv_pct":29.658442964196503}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dd6d4f7004aedcc143a25544fc22afe9f011d00cefb8a1e95e0d282810b25c10","captured_at":"2026-10-24T03:31:10.435677+00:00","observed_at":"2026-09-16T15:59:00-04:00","session_close_at":"2026-09-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FAF","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"3bfa0437da948dec8ea6dc91db11040908702b7b8e2c15a9d4dc9f6a27285bcd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12b413b779b486772110f03229cf5e425c3a8ea432056fb98bfe7d92028e3d29"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"5bd063bc6ba500ab216883cd8be291764b348c4ef8de8f25ea8045800fcef6e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"37d7416648feb395cf4ee50fe7d71cd82b52443a150302305dd180a5599fea95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"cdb70399a7a9b0a28d593b5896d1d523ac28009cf52b248033c85cc198e6c71d"}]},{"symbol":"FAF","date":"2026-09-18","iv_pct":29.24329181176014,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.07668387096775,"put_iv_pct":32.65745113369821},{"expiry":"2026-11-20","call_iv_pct":32.255152439024386,"put_iv_pct":27.04795048143054},{"expiry":"2027-01-15","call_iv_pct":26.893796296296298,"put_iv_pct":28.75748280605227},{"expiry":"2027-04-16","call_iv_pct":24.344827586206897,"put_iv_pct":30.912989880404783}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3e9c853eb1cef47c48c2a7ca70577c55266b973b22f21aea23c0b340eab0207a","captured_at":"2026-10-24T03:31:06.431984+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":"FAF","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"98be7d77c8e84aff31bdc4f4253843902659bbfb8f93aaf3be25e8043af34a39"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"5bd063bc6ba500ab216883cd8be291764b348c4ef8de8f25ea8045800fcef6e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"b08f4ebf89928dbe42ef26e459642d232e6680d17aca8baebccdc07ae389c840"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"37d7416648feb395cf4ee50fe7d71cd82b52443a150302305dd180a5599fea95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"cdb70399a7a9b0a28d593b5896d1d523ac28009cf52b248033c85cc198e6c71d"}]},{"symbol":"FAF","date":"2026-09-21","iv_pct":30.22406859609187,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":30.42567391918621,"put_iv_pct":42.06645731108931},{"expiry":"2026-11-20","call_iv_pct":28.68992689295039,"put_iv_pct":30.385576748410536},{"expiry":"2027-01-15","call_iv_pct":25.20263449805879,"put_iv_pct":29.90405063291139},{"expiry":"2027-04-16","call_iv_pct":23.884939759036143,"put_iv_pct":31.233289007092196}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fd77cca7b4f9a7e0a3eebbca2e046da796da885098d763598c18e11da911c304","captured_at":"2026-10-24T03:31:04.828330+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":"FAF","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"948988033e66a77d5e58b305ee6a0be251cbd82942de7bbe4f17a3cc266a40b5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"5bd063bc6ba500ab216883cd8be291764b348c4ef8de8f25ea8045800fcef6e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"b08f4ebf89928dbe42ef26e459642d232e6680d17aca8baebccdc07ae389c840"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"37d7416648feb395cf4ee50fe7d71cd82b52443a150302305dd180a5599fea95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"cdb70399a7a9b0a28d593b5896d1d523ac28009cf52b248033c85cc198e6c71d"}]},{"symbol":"FAF","date":"2026-09-22","iv_pct":29.371789069858192,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":36.95259810942424,"put_iv_pct":32.871500659630605},{"expiry":"2026-11-20","call_iv_pct":26.879456662354468,"put_iv_pct":29.148564683663835},{"expiry":"2027-01-15","call_iv_pct":24.95530872959546,"put_iv_pct":29.939104477611938},{"expiry":"2027-04-16","call_iv_pct":23.09828890266584,"put_iv_pct":31.129490333919158}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fef665b49b43ba03f85e4f1aaa2cda2fc0aa5d7549a0ccf237636f69d60a9bbd","captured_at":"2026-10-24T03:30:59.276884+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":"FAF","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"9df78dd9f29ccd84383b1384bda03e4c6c65843b764b00628d492ee4c6323118"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f9abe11f4b9ccd888d587dbe33a8468cf4d38a5db55afd325e2b4278c3e2e4d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"23ca1cc4d7cd68699dc17c28e4647081df177d4f2002547a0a34373f6275707d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"a501a937658c04461ba55f43a045ea544a7d7b8acc9a431c93cf1390e764fcb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"97ef7892f94edce499070543a02bd2a6f72fdd654c145840026a241e6266889c"}]},{"symbol":"FAF","date":"2026-09-23","iv_pct":29.827533101438718,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.293157370517925,"put_iv_pct":28.880606142973637},{"expiry":"2026-11-20","call_iv_pct":30.056948453608246,"put_iv_pct":28.7092214532872},{"expiry":"2027-01-15","call_iv_pct":27.635577709611454,"put_iv_pct":27.69248450704226},{"expiry":"2027-04-16","call_iv_pct":23.727610738255034,"put_iv_pct":28.62465843621399}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"09d45d793f879fedd2e647369249bc64849bb38727e334326628268a4b7eb2d8","captured_at":"2026-10-24T03:30:57.631565+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":"FAF","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"93a704378b76de88658144d2603902b9059e384f5d49d0615771e8060fd33cce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f9abe11f4b9ccd888d587dbe33a8468cf4d38a5db55afd325e2b4278c3e2e4d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"23ca1cc4d7cd68699dc17c28e4647081df177d4f2002547a0a34373f6275707d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"a501a937658c04461ba55f43a045ea544a7d7b8acc9a431c93cf1390e764fcb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"97ef7892f94edce499070543a02bd2a6f72fdd654c145840026a241e6266889c"}]},{"symbol":"FAF","date":"2026-09-24","iv_pct":32.88152947949114,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.447311942959004,"put_iv_pct":35.58025578983754},{"expiry":"2026-11-20","call_iv_pct":35.99335095137421,"put_iv_pct":28.72792307692308},{"expiry":"2027-01-15","call_iv_pct":29.72827743035816,"put_iv_pct":34.290723226703754},{"expiry":"2027-04-16","call_iv_pct":25.172418841502225,"put_iv_pct":33.11197457627119}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ddc8e335f264440ccb7db6c1fb37659169d8a5fd045509ecfa2f5e1ce768bfd6","captured_at":"2026-10-24T03:30:55.439680+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":"FAF","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"ba70bd118dc2a20c54b8ec94ebb2f4785468331fac0bc4b7560fb4178aa5c36a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f9abe11f4b9ccd888d587dbe33a8468cf4d38a5db55afd325e2b4278c3e2e4d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"23ca1cc4d7cd68699dc17c28e4647081df177d4f2002547a0a34373f6275707d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"a501a937658c04461ba55f43a045ea544a7d7b8acc9a431c93cf1390e764fcb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"97ef7892f94edce499070543a02bd2a6f72fdd654c145840026a241e6266889c"}]},{"symbol":"FAF","date":"2026-09-28","iv_pct":27.342830501240496,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.054298843759263,"put_iv_pct":31.0321581685744},{"expiry":"2026-11-20","call_iv_pct":31.758451178451175,"put_iv_pct":27.785156250000004},{"expiry":"2027-01-15","call_iv_pct":26.294026465028352,"put_iv_pct":27.68741258741259},{"expiry":"2027-04-16","call_iv_pct":25.25114051669817,"put_iv_pct":28.88}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dd2a01167180e3dbf935e8db4c3647820dffd411d3ed884b5fc84154c68c8615","captured_at":"2026-10-24T03:30:51.993422+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":"FAF","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"5622d20202797e65e211bd9325df39c6d657f33eaedfeb103dc780aee5dae777"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f9abe11f4b9ccd888d587dbe33a8468cf4d38a5db55afd325e2b4278c3e2e4d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"23ca1cc4d7cd68699dc17c28e4647081df177d4f2002547a0a34373f6275707d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"a501a937658c04461ba55f43a045ea544a7d7b8acc9a431c93cf1390e764fcb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"97ef7892f94edce499070543a02bd2a6f72fdd654c145840026a241e6266889c"}]},{"symbol":"FAF","date":"2026-09-29","iv_pct":30.748021007033095,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.05319118547235,"put_iv_pct":38.03565817409768},{"expiry":"2026-11-20","call_iv_pct":31.79576773187841,"put_iv_pct":37.607612509534704},{"expiry":"2027-01-15","call_iv_pct":25.10846991701245,"put_iv_pct":28.596612802983216},{"expiry":"2027-04-16","call_iv_pct":25.769963031423295,"put_iv_pct":33.01689270386266}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ee0d5b38ced78ebabeb1669f6770b2663aca3f669d6406a187f79065d27a8a3a","captured_at":"2026-10-24T03:30:47.387651+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":"FAF","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"2a9511a4e70fbe2bc46516387646ba4a9dc866248cd024188c372f24784c2a58"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"a83dcd0aaf4ef9753681fae274d1430176d2b05553fe062fee9218d7107a3d83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"551f334a6dfa7ec608bb837877fdbb30047091e6ea3206f1bdb2f3b8b284f489"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"cf11c57270107762b26638f76e9726fae7312bf31193c491374dbcd887a39daa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"84b8bfcdf32cd369acff5aee3e3792b21707541f4711dcc900a13ac2a1402a44"}]},{"symbol":"FAF","date":"2026-09-30","iv_pct":36.742609895754974,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":58.46339522546419,"put_iv_pct":37.366474164133734},{"expiry":"2026-11-20","call_iv_pct":42.08807588075881,"put_iv_pct":32.434018440261234},{"expiry":"2027-01-15","call_iv_pct":31.431602179836517,"put_iv_pct":29.293661971830986},{"expiry":"2027-04-16","call_iv_pct":29.589564616447824,"put_iv_pct":33.2740866873065}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0d9144fc8324fb27cc516ca2be6184abd1c246652dae1ed3548da1ab07e4c81f","captured_at":"2026-10-24T03:30:45.668814+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":"FAF","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"e41679b3c54bc786ac6f0c63e85cb399ef01d389ac3f8d0064abfeb38fac3ee1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"a83dcd0aaf4ef9753681fae274d1430176d2b05553fe062fee9218d7107a3d83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"551f334a6dfa7ec608bb837877fdbb30047091e6ea3206f1bdb2f3b8b284f489"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"cf11c57270107762b26638f76e9726fae7312bf31193c491374dbcd887a39daa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"84b8bfcdf32cd369acff5aee3e3792b21707541f4711dcc900a13ac2a1402a44"}]},{"symbol":"FAF","date":"2026-10-01","iv_pct":37.41149090906977,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":68.71871824480368,"put_iv_pct":41.195683890577506},{"expiry":"2026-11-20","call_iv_pct":33.761793179317934,"put_iv_pct":37.293402105263155},{"expiry":"2027-01-15","call_iv_pct":26.314563456345635,"put_iv_pct":31.03592769803296},{"expiry":"2027-04-16","call_iv_pct":27.931954887218048,"put_iv_pct":33.03988381099923}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a053772c04f2d1568b69b6fa0ebd5cd13753c9e72d861cdf88e1eab08ef04a0","captured_at":"2026-10-24T03:30:41.399201+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":"FAF","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"f1e7c0f26739e01382502758de4035056c60109f1fdb0790c93b5b87e44ef4c2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"d8a19e936cccfce935ad22efb88ffeae310454cd779cac7f2094709740dc5cef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"21114b30daae1dbf55dea39679ecce11fbaa2b31aa5da75a732528669cb43953"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"fdfd5d0358be201f29ad2be2c303acdde57ad22e7225c285d7659aa6c1fa9404"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c3e6d8ff927cdcffcb9e4d125f352ea6957eeb595053102f3fa850b7bee91196"}]},{"symbol":"FAF","date":"2026-10-02","iv_pct":37.06142105381128,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":75.18453187018446,"put_iv_pct":37.48890939597315},{"expiry":"2026-11-20","call_iv_pct":33.596858924395946,"put_iv_pct":33.992360668789814},{"expiry":"2027-01-15","call_iv_pct":26.829914732354332,"put_iv_pct":29.549254658385095},{"expiry":"2027-04-16","call_iv_pct":28.86307486631016,"put_iv_pct":30.98646331409728}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"64c5a06ae1194c80cf45be3d64ea6e09a289646618c18109fa18608e6bdabd58","captured_at":"2026-10-24T03:30:39.704929+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":"FAF","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"2d83eea59cfb47ec589a283d3c2595e5d89586226242759e524b0d0edd38f3ef"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"d8a19e936cccfce935ad22efb88ffeae310454cd779cac7f2094709740dc5cef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"21114b30daae1dbf55dea39679ecce11fbaa2b31aa5da75a732528669cb43953"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"fdfd5d0358be201f29ad2be2c303acdde57ad22e7225c285d7659aa6c1fa9404"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c3e6d8ff927cdcffcb9e4d125f352ea6957eeb595053102f3fa850b7bee91196"}]},{"symbol":"FAF","date":"2026-10-05","iv_pct":39.50274099637983,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":84.04301006404393,"put_iv_pct":44.922520439149736},{"expiry":"2026-11-20","call_iv_pct":42.29383680555556,"put_iv_pct":31.239687392648573},{"expiry":"2027-01-15","call_iv_pct":27.25214450069029,"put_iv_pct":28.895051647811123},{"expiry":"2027-04-16","call_iv_pct":26.253082886106142,"put_iv_pct":31.122594235033258}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c8a7c8de908fa464f89dd680d481b8a696d2a8a09e3782bb58e62076036aefcb","captured_at":"2026-10-24T03:30:38.097795+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":"FAF","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"0a702c7cbf8420b89a172ca217070880986445791cf5f74950d68f384fcff52e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"d8a19e936cccfce935ad22efb88ffeae310454cd779cac7f2094709740dc5cef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"21114b30daae1dbf55dea39679ecce11fbaa2b31aa5da75a732528669cb43953"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"fdfd5d0358be201f29ad2be2c303acdde57ad22e7225c285d7659aa6c1fa9404"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c3e6d8ff927cdcffcb9e4d125f352ea6957eeb595053102f3fa850b7bee91196"}]},{"symbol":"FAF","date":"2026-10-06","iv_pct":41.171986897149345,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":88.27856740253641,"put_iv_pct":51.5649104665826},{"expiry":"2026-11-20","call_iv_pct":41.14674002751031,"put_iv_pct":32.589647577092514},{"expiry":"2027-01-15","call_iv_pct":28.378968481375356,"put_iv_pct":30.516029030585795},{"expiry":"2027-04-16","call_iv_pct":24.834502369668247,"put_iv_pct":32.06652982184353}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1e522e28a8f06bf7f4248b6da17045e9ed6da136efa168be02b532380acfb1a4","captured_at":"2026-10-24T03:30:36.292482+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":"FAF","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"558e905bae7c6bfc7c4b44239061c016378f5b7bc8ff1d063586348b0304ff61"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"d8a19e936cccfce935ad22efb88ffeae310454cd779cac7f2094709740dc5cef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"21114b30daae1dbf55dea39679ecce11fbaa2b31aa5da75a732528669cb43953"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"fdfd5d0358be201f29ad2be2c303acdde57ad22e7225c285d7659aa6c1fa9404"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"c3e6d8ff927cdcffcb9e4d125f352ea6957eeb595053102f3fa850b7bee91196"}]},{"symbol":"FAF","date":"2026-10-16","iv_pct":31.400374349840085,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.96201413427562,"put_iv_pct":39.04726728971963},{"expiry":"2026-12-18","call_iv_pct":29.09252045826514,"put_iv_pct":34.696953125},{"expiry":"2027-01-15","call_iv_pct":23.848956834532373,"put_iv_pct":33.3327474505099},{"expiry":"2027-04-16","call_iv_pct":23.091382565241535,"put_iv_pct":33.131152941176474}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"00b3cf905cc1d9749debe88cd5b786941e77f97319ed335e4046689d63a3b14b","captured_at":"2026-10-24T03:30:15.734688+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":"FAF","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"5e81641cbf5f976bb56802d9a524aca1323122f3686b6fd48148057234e050d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"2b53e9c558f3df17eefd2b8ff84cb954ac810a6f32ea6bdb9373dbd2f66829d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"64a1620e8c50b820785df8503fe1780bcc2e6166612a17a1b79954c7f14b178a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f536350fd2565519c95612b3e1b2fbe87bfd747d9cfeb0e07e80ae04b15e0145"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"3846f1a77e704aa65af50fec46318cac827d34bc56d4b90f3d26348e0b7d6f39"}]},{"symbol":"FAF","date":"2026-10-19","iv_pct":31.69411576728289,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.10973684210527,"put_iv_pct":34.311222707423575},{"expiry":"2026-12-18","call_iv_pct":32.58557038312527,"put_iv_pct":31.498591359135915},{"expiry":"2027-01-15","call_iv_pct":28.478610230873695,"put_iv_pct":30.389219753086422},{"expiry":"2027-04-16","call_iv_pct":26.152118226600983,"put_iv_pct":32.027856635911995}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"81a889933d2aff20cf1da4bb43d85aa1ab1108b4904343b0322d473c818d1e38","captured_at":"2026-10-24T03:30:13.867743+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":"FAF","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"b7ef12b861509525951ea8dd26ecddc5a21605ba3797078647b808f1571fd66d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"2b53e9c558f3df17eefd2b8ff84cb954ac810a6f32ea6bdb9373dbd2f66829d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"64a1620e8c50b820785df8503fe1780bcc2e6166612a17a1b79954c7f14b178a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f536350fd2565519c95612b3e1b2fbe87bfd747d9cfeb0e07e80ae04b15e0145"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"3846f1a77e704aa65af50fec46318cac827d34bc56d4b90f3d26348e0b7d6f39"}]},{"symbol":"FAF","date":"2026-10-20","iv_pct":32.17422224684978,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.944423592493294,"put_iv_pct":40.750882658359295},{"expiry":"2026-12-18","call_iv_pct":28.034458520637518,"put_iv_pct":34.34042134831461},{"expiry":"2027-01-15","call_iv_pct":24.25021309569934,"put_iv_pct":32.39623093681917},{"expiry":"2027-04-16","call_iv_pct":24.65622274602239,"put_iv_pct":32.0209250764526}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3d71f64ecdb5e766f6f751bf59702bba60380e92357dc744b4582cad326624ff","captured_at":"2026-10-22T13:27:48.170336+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":"FAF","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"8eb513392beecd7f9921465c4ce8e21c38ad21322c62408998dd7c2351add7ce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"d419d44292e57cf22c621c4e5f61bab8e5e6d957d080fb131ba780ab1894559d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7a543269367fcb506431ccf2d2b9b4ae39d9ff783f9f65f1215a5c6158c6d78e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"384eb0966e7f22fc2f6131a433653562115e12e54c89ca6f7d00cf18fa584868"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e4a1f9c388a49a242563a87b49c871b99f8580dc1cfaeceba2018685aa609feb"}]},{"symbol":"FAF","date":"2026-10-21","iv_pct":31.469039546202737,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.69130784708249,"put_iv_pct":39.3416404494382},{"expiry":"2026-12-18","call_iv_pct":27.789427699351393,"put_iv_pct":32.35017505470459},{"expiry":"2027-01-15","call_iv_pct":25.134735071488645,"put_iv_pct":29.91800497512438},{"expiry":"2027-04-16","call_iv_pct":25.28526315789474,"put_iv_pct":30.241762114537448}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6a4cac4ecde27bc4643f81e71a32a1f18bf199fa5af9879f1477e684bec6b2b0","captured_at":"2026-10-22T13:27:46.782599+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":"FAF","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"9eed16327d2db8b2406af24c7f551b78d5b5d67aded1696822d3a61159ebd28b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"d419d44292e57cf22c621c4e5f61bab8e5e6d957d080fb131ba780ab1894559d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"7a543269367fcb506431ccf2d2b9b4ae39d9ff783f9f65f1215a5c6158c6d78e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"384eb0966e7f22fc2f6131a433653562115e12e54c89ca6f7d00cf18fa584868"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e4a1f9c388a49a242563a87b49c871b99f8580dc1cfaeceba2018685aa609feb"}]},{"symbol":"FAF","date":"2026-10-22","iv_pct":33.061901491294684,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.687379182156135,"put_iv_pct":41.97338437001595},{"expiry":"2026-12-18","call_iv_pct":31.858051470588233,"put_iv_pct":33.32705230496454},{"expiry":"2027-01-15","call_iv_pct":30.878441019561354,"put_iv_pct":29.41353652392947},{"expiry":"2027-04-16","call_iv_pct":26.475141625615763,"put_iv_pct":31.882225433526013}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7ff483810f5c8ce05ae50af3a6e886bc99b7f0796fef1fe4e9aab6f142268b38","captured_at":"2026-10-23T01:14:50.811936+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":"FAF","date":"2026-10-22","format":"json"},"source_hash":"fe30dbfb61b826284777a39a23f9d5f32406db61db93a7ab5ca04d65b9f3013c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"5f6fa2a3bfe8968f344b2cbf503c1f4d4076bbd8af1275d5cc59331d829529ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"fdcccee135b2c112102c4433e241025a4652dcac7e671045782d662d281c1deb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"521680ac648964baef06b11b4d51229c925a39293af2404e2c6984bf2883a58f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"d2e0896093a8f4af2a61f26ca479f2362ad616d3f67244408f96ef9afe46a39b"}]},{"symbol":"FAF","date":"2026-10-23","iv_pct":31.314435940914432,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":28.09585458698135,"put_iv_pct":40.58449352841868},{"expiry":"2026-12-18","call_iv_pct":32.53695495495494,"put_iv_pct":27.85182692307692},{"expiry":"2027-01-15","call_iv_pct":30.15140625,"put_iv_pct":31.84977511244378},{"expiry":"2027-04-16","call_iv_pct":27.131570197044336,"put_iv_pct":32.31360597439545}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c343e718772a718f94df1d24f6214241f39df0209a5b00cc3625d5f7aa3c26a7","captured_at":"2026-10-24T00:41:53.712315+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":"FAF","date":"2026-10-23","format":"json"},"source_hash":"42d9ff8a8ad74e1c5ab5ae78e17753f41a07e575e1e2f113da2480844023d918"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"2898b4c831c45420e8e2be7857ceb26c678e6efcaeb8e2c62e43d32adff84160"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0bdc3735316b97f0cb0186859678ff8cbc2eeb6f949ff04c8aa0ed6dc0ca1929"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"a0a943c64b3a21a2acdb82eb474392384e99d2b7e39efe2cfeb3cd7b14f95378"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"eb4693f19c1fe5d62abb447896b88fd99ac110558efceb1fff2c51528e0200a0"}]},{"symbol":"FAF","date":"2026-10-26","iv_pct":33.98427742050532,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.27069518716577,"put_iv_pct":35.71412292817679},{"expiry":"2026-12-18","call_iv_pct":35.67511560693642,"put_iv_pct":32.80171323141803},{"expiry":"2027-01-15","call_iv_pct":30.11855436832181,"put_iv_pct":29.80787252368648},{"expiry":"2027-04-16","call_iv_pct":28.25370936902486,"put_iv_pct":32.23243614931238}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9ff38181b7f10f92e1f39c7397c4adefa5aa074eb1251535b67266ad73c5c991","captured_at":"2026-10-28T16:19:03.207908+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":"1aeda2679ce3273f682caa98c4eaabe5f35f66010b812f2a24d6c4da5ad58724"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"ba13149ac0fc4b6c29a0600db20c362d5786810e66cdcc64fd1b081d0b0a3d23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"43eb7ac12f2a471a5bc2a5db39365c4652b67b541be0d9637f66d5cb14eb2b46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e72833c8ebe8496f9da055fca9bd6834943addde517fd2a0b89c95734ac34f24"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"9fd4f2d68409137a7046ebd4d80df3e538ed60cbda412c830116dd09cba45eb5"}]},{"symbol":"FAF","date":"2026-10-27","iv_pct":33.88247954836277,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.5006896551724,"put_iv_pct":40.983770314192846},{"expiry":"2026-12-18","call_iv_pct":31.98327247191012,"put_iv_pct":32.46757040572792},{"expiry":"2027-01-15","call_iv_pct":27.07266919328641,"put_iv_pct":31.714821235102924},{"expiry":"2027-04-16","call_iv_pct":26.482193713919177,"put_iv_pct":32.854849397590364}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1fdddecb350cb6428bfbbda559d8e4553ecd00d80fc577cad475d7a2e87b2ae0","captured_at":"2026-10-28T16:19:02.695347+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":"FAF","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"c0e87482b740956196b07bd93c97cac1f350cb213d8d9458b5b296251a29da7d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"ba13149ac0fc4b6c29a0600db20c362d5786810e66cdcc64fd1b081d0b0a3d23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"43eb7ac12f2a471a5bc2a5db39365c4652b67b541be0d9637f66d5cb14eb2b46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e72833c8ebe8496f9da055fca9bd6834943addde517fd2a0b89c95734ac34f24"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"9fd4f2d68409137a7046ebd4d80df3e538ed60cbda412c830116dd09cba45eb5"}]},{"symbol":"FAF","date":"2026-10-28","iv_pct":33.02344967119287,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.899193002257334,"put_iv_pct":33.30244977511244},{"expiry":"2026-12-18","call_iv_pct":31.695603085553998,"put_iv_pct":34.728382492863936},{"expiry":"2027-01-15","call_iv_pct":25.34390983287991,"put_iv_pct":34.38070198675497},{"expiry":"2027-04-16","call_iv_pct":24.56895690193629,"put_iv_pct":33.268400292184076}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"175949bb0e221a2f3a0f2fd21edb2410217bc6a2987c177178c7351ecbf9adca","captured_at":"2026-10-29T16:19:50.264274+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":"FAF","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"041d3dd2022aca1cd37c7307ca52b98eb54512a45753b73abf56671d5fafc26a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"9bc5a830e8ed04c17743788dd3110f5fced7e1ac5d1749ad46365cfb8e773113"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"ad327923b237f12d4e1d733c318fdc4464424f03ed86b8afb73cbe4e1101f5bb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0b05ebd9ca004853435e147b471941e6c939c89b603c3d4540881e6272b05fac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"bb8d34d158d6e8b95547955d93eda5d80249271dccea50448bc9c8d522dc53bc"}]},{"symbol":"FAF","date":"2026-10-29","iv_pct":32.879183752869295,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.302,"put_iv_pct":37.41121708413616},{"expiry":"2026-12-18","call_iv_pct":33.96764989939638,"put_iv_pct":33.61770341839191},{"expiry":"2027-01-15","call_iv_pct":27.2155859030837,"put_iv_pct":33.67260402684564},{"expiry":"2027-04-16","call_iv_pct":26.487227963525832,"put_iv_pct":32.359481727574746}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a7a535eff8977af1076a02bed187c1e116dc26a4eaaa90940d881011df938f4c","captured_at":"2026-10-30T16:28:10.008112+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":"FAF","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"b96e1254093a9e27bfb8049cc5aceab0af97e5da6244612a0e3c05715067fc4d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"0c29700c94c65369c0789e3d12812393e733d970f6db7920500bda583b33747d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f7ae8a52492a30514042d484d5c437399b351cfd9d6bd1f22383b4ac568b9703"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f851503575ea4f38c4db2ba56de0261d9346bb89851df9b362730245f6cd57e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"e5386cadd6e8472952657111eaf5954be1c7c349769c0e35d91ea731233aa37b"}]},{"symbol":"FAF","date":"2026-10-30","iv_pct":34.27141654925447,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.422707383773925,"put_iv_pct":37.368935611038104},{"expiry":"2026-12-18","call_iv_pct":32.200737191301144,"put_iv_pct":35.025976542580324},{"expiry":"2027-01-15","call_iv_pct":26.18255212355212,"put_iv_pct":35.96711055276382},{"expiry":"2027-04-16","call_iv_pct":25.439344262295084,"put_iv_pct":33.563968726731204}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FAF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"573f526cb1c41ed2d61a897c46f83f06f13730dd601d75dae25f2ea6a8c8d4ae","captured_at":"2026-10-31T23:42:45.213769+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":"FAF","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"84c03d7e0c881f4a26fdeb0c4594f0ded344de03bf62a5dbe23917827de9ab9d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"d24491f4c79ceaa5d53cea59703cd2f1b82fcf3b62a0a723410841beeb39c096"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"f4aa6d4936840ac9fd2313ccb8bea8a94023736f124933fc1efbf4420a680ce7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"abf64f3b9d831de91beb53b6cf7b9db18571578af535cfd0ceebcfed3d267fca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FAF","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":"dc2f5f7cf4b9f6b4d0ce59d3405798639fb0a718d007d043640ca62bd8a9bccd"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FAF","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":31.988127365272767,"put_call_skew_pp":-0.1320621904782815,"implied_move_pct":12.38018810313864,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"40abf9c53a493dd6474ce3230db1d743cd29c128be82e5a4c78b0e20bd785f06","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":40.304235727176895,"put_call_skew_pp":-7.504563861678937,"implied_move_pct":13.66687569799415,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f627bb250b902eadc7c118deed4abc610d920b8245a36f762a3e3679bc9715a6","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":35.46067496719325,"put_call_skew_pp":13.82228966023645,"implied_move_pct":12.539918821807873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bff529efb793060c45a066dea33125f831c69ae7893cdc781be6c7ca9560b0f6","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":36.392773860455456,"put_call_skew_pp":5.672136589133053,"implied_move_pct":12.180843785757196,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c701c43a7ae669c8605a4d6fe39c813f6459c375c677a7cab72b2dc8a17b5f93","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":37.58565446787872,"put_call_skew_pp":5.79197303885761,"implied_move_pct":12.010389280051964,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e90564b3b1b9e0093cd20e60914100d12bb255ed8568b87a45e1e0ad19dd81c5","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":41.1732744466973,"put_call_skew_pp":12.920366014551586,"implied_move_pct":11.556581819647292,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"052b752c2f783328b22f2565ca9491a7916a3d9a351a8097fc51c60089308240","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":56.2135170189479,"put_call_skew_pp":14.962630670711405,"implied_move_pct":11.88414205868275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"00949734f56fa49b059fcaf2388bb3a2e6f7e566134d2f89af4b989841b955a3","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":29.40269746977897,"put_call_skew_pp":2.734977002971445,"implied_move_pct":15.01147088955683,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"771f67993c1ba4c5f274094d25e3f2fad1520af50952c1ce46f80b8dd9c8c5d5","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":29.647947427934287,"put_call_skew_pp":6.506026058959305,"implied_move_pct":14.735213692498675,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d9cb1a09cd33ab989e1bada8da314fa8755146f357c2ee96765eb2f0c70e94d5","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":28.14822149753896,"put_call_skew_pp":9.018935340173355,"implied_move_pct":14.044830690991539,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d52dca55ba6f41166d5f70d2b6bc940580aab4e8895373a445e88b26e77c3482","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":30.15443430282874,"put_call_skew_pp":4.2443972773653735,"implied_move_pct":14.658915427499576,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3344e45150601941e42a0128c661c16aa252c24afc659930d2558db66a25756c","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":30.202817605990163,"put_call_skew_pp":6.262746528620635,"implied_move_pct":14.734946110490105,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2b193bb9fa0afd4819d567e6ac1afbe2aea5596454f54a5f01af35373d9b4c58","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":28.969944748754816,"put_call_skew_pp":1.1350208577443661,"implied_move_pct":14.010508058965677,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8375a73bde86a7dcd4b9ad89424db8946cef29d591cf5f295b4c7c4e35dd5ebf","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":28.185698018643524,"put_call_skew_pp":6.610154508680261,"implied_move_pct":13.493946294664827,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71b3be9c41bf3ceeb7d6297c6ef1d77de15bd39f1c921823550a9cf776b6ff3e","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":30.463289893062118,"put_call_skew_pp":3.2991072856452783,"implied_move_pct":13.942119501141178,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"26845df34bc56fb972be12d8383f3b700b85960a3a011a3902b2857a6a1eac6c","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":29.995832872221342,"put_call_skew_pp":3.0398097534303687,"implied_move_pct":13.658901786690516,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ef592a454ad34e6068245edb3a613c309f16bb084151d7148e68736615d967f8","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":30.586816336456565,"put_call_skew_pp":10.144834653119958,"implied_move_pct":13.68209136945702,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1d5a6115861a868ca57584a170d9b76ad6a7f94c34f478deca0817c68cad23f0","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":33.411941857123146,"put_call_skew_pp":-3.2549971098405868,"implied_move_pct":14.286012236934209,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c1028f1521c7b3178558591d14e8b03e29b3202d884793a761bfcdcfb703a146","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":36.596593188944354,"put_call_skew_pp":-5.186690402163066,"implied_move_pct":14.203915165044043,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d247ba176b6d5abcb63e6c93974899d74c8c2a550d5515464b870de1cdfb7b59","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":45.35105097794567,"put_call_skew_pp":-4.609860125579795,"implied_move_pct":13.812045626968018,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"840064f1fc6742ed64bda34445df9a41ed4a78de1d3c8a18e068108582ec4817","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":57.19354214508119,"put_call_skew_pp":-0.5520726724888672,"implied_move_pct":14.427073872438168,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dd6d4f7004aedcc143a25544fc22afe9f011d00cefb8a1e95e0d282810b25c10","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":29.243291811760145,"put_call_skew_pp":1.2013535272726186,"implied_move_pct":14.492563645488673,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3e9c853eb1cef47c48c2a7ca70577c55266b973b22f21aea23c0b340eab0207a","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":30.224068596091872,"put_call_skew_pp":6.3465496575679765,"implied_move_pct":14.432319575945424,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fd77cca7b4f9a7e0a3eebbca2e046da796da885098d763598c18e11da911c304","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":29.37178906985819,"put_call_skew_pp":2.8007519376963836,"implied_move_pct":13.992992529312836,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fef665b49b43ba03f85e4f1aaa2cda2fc0aa5d7549a0ccf237636f69d60a9bbd","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":29.827533101438718,"put_call_skew_pp":-2.701580933118893,"implied_move_pct":13.957524527672849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"09d45d793f879fedd2e647369249bc64849bb38727e334326628268a4b7eb2d8","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":32.88152947949114,"put_call_skew_pp":0.09237937588549006,"implied_move_pct":15.424174792326806,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ddc8e335f264440ccb7db6c1fb37659169d8a5fd045509ecfa2f5e1ce768bfd6","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":27.342830501240496,"put_call_skew_pp":3.0067025005125068,"implied_move_pct":12.945979175899812,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dd2a01167180e3dbf935e8db4c3647820dffd411d3ed884b5fc84154c68c8615","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":30.748021007033095,"put_call_skew_pp":7.132346081172939,"implied_move_pct":14.076135829802908,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ee0d5b38ced78ebabeb1669f6770b2663aca3f669d6406a187f79065d27a8a3a","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":36.74260989575497,"put_call_skew_pp":-7.301099159743721,"implied_move_pct":15.881987234977714,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0d9144fc8324fb27cc516ca2be6184abd1c246652dae1ed3548da1ab07e4c81f","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":37.41149090906977,"put_call_skew_pp":-3.540533065703112,"implied_move_pct":15.52972614766327,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a053772c04f2d1568b69b6fa0ebd5cd13753c9e72d861cdf88e1eab08ef04a0","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":37.06142105381128,"put_call_skew_pp":-8.11434808899989,"implied_move_pct":15.11077272100826,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"64c5a06ae1194c80cf45be3d64ea6e09a289646618c18109fa18608e6bdabd58","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":39.50274099637983,"put_call_skew_pp":-10.915555135438304,"implied_move_pct":14.981845922383105,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c8a7c8de908fa464f89dd680d481b8a696d2a8a09e3782bb58e62076036aefcb","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":41.171986897149345,"put_call_skew_pp":-8.975415346246471,"implied_move_pct":15.155744316996849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1e522e28a8f06bf7f4248b6da17045e9ed6da136efa168be02b532380acfb1a4","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":31.400374349840085,"put_call_skew_pp":7.303311703522833,"implied_move_pct":14.703964113903492,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"00b3cf905cc1d9749debe88cd5b786941e77f97319ed335e4046689d63a3b14b","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":31.69411576728289,"put_call_skew_pp":0.7252136932131714,"implied_move_pct":14.62922235712849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"81a889933d2aff20cf1da4bb43d85aa1ab1108b4904343b0322d473c818d1e38","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":32.17422224684977,"put_call_skew_pp":5.405785516273284,"implied_move_pct":14.510238309775929,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3d71f64ecdb5e766f6f751bf59702bba60380e92357dc744b4582cad326624ff","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":31.469039546202733,"put_call_skew_pp":2.987712204496839,"implied_move_pct":14.069544292778573,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6a4cac4ecde27bc4643f81e71a32a1f18bf199fa5af9879f1477e684bec6b2b0","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":33.061901491294684,"put_call_skew_pp":2.1742963336286216,"implied_move_pct":14.759235414921292,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7ff483810f5c8ce05ae50af3a6e886bc99b7f0796fef1fe4e9aab6f142268b38","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":31.314435940914432,"put_call_skew_pp":3.670978887338552,"implied_move_pct":14.19279489254901,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c343e718772a718f94df1d24f6214241f39df0209a5b00cc3625d5f7aa3c26a7","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":33.98427742050532,"put_call_skew_pp":-2.690482424713797,"implied_move_pct":14.690417990396856,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9ff38181b7f10f92e1f39c7397c4adefa5aa074eb1251535b67266ad73c5c991","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":33.882479548362774,"put_call_skew_pp":1.2455465795814868,"implied_move_pct":14.389159045012747,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1fdddecb350cb6428bfbbda559d8e4553ecd00d80fc577cad475d7a2e87b2ae0","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":33.02344967119287,"put_call_skew_pp":1.793067931071974,"implied_move_pct":14.022609926751095,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"175949bb0e221a2f3a0f2fd21edb2410217bc6a2987c177178c7351ecbf9adca","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":32.879183752869295,"put_call_skew_pp":2.7721356227356377,"implied_move_pct":13.969223910462167,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a7a535eff8977af1076a02bed187c1e116dc26a4eaaa90940d881011df938f4c","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":34.27141654925447,"put_call_skew_pp":2.4201626180477946,"implied_move_pct":14.218294122267329,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"573f526cb1c41ed2d61a897c46f83f06f13730dd601d75dae25f2ea6a8c8d4ae","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}