{"schemaVersion":1,"symbol":"FDUS","days":90,"observations":[{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:02.257000+00:00","captured_at":"2026-10-22T04:39:44.912Z","last_trade_at":"2026-10-21T20:36:17.091572911Z","price":18.29,"iv_pct":59.602861701279096,"implied_move_pct":13.514044005922093,"put_call_skew_pp":-110.77870744871163,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"87fa2c8ac9ddeef8c548153c4a14bf84c7d18f9ca7588a7cd70cfcf3fc6057b3"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-22T18:09:34.007000+00:00","captured_at":"2026-10-22T18:13:57.706Z","last_trade_at":"2026-10-22T18:13:18.971987923Z","price":18.69,"iv_pct":75.83679400815888,"implied_move_pct":14.604584548214463,"put_call_skew_pp":-144.86505237438848,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"db74112c1b67aa1349be3c51a3471bcb9c70766914a19309af83e151e3b82b05"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:58.395000+00:00","captured_at":"2026-10-23T01:56:28.585Z","last_trade_at":"2026-10-22T20:28:28.059511264Z","price":18.5,"iv_pct":86.80152174084066,"implied_move_pct":15.741164528938834,"put_call_skew_pp":-47.23772551373238,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"3f4d56aede522c12950ac5da87607e6a175f54bd81e3fc01180bf97d8c968599"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-23T16:37:30.791000+00:00","captured_at":"2026-10-23T16:50:59.526Z","last_trade_at":"2026-10-23T16:49:40.873074329Z","price":18.43,"iv_pct":56.79536717424543,"implied_move_pct":12.210394706760889,"put_call_skew_pp":-98.94114064596724,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"9924dd4fd4943e13beb9c281638ddcf8087021d221e36e357b39967ac4898e2b"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-23T19:50:51.378000+00:00","captured_at":"2026-10-24T04:45:39.321Z","last_trade_at":"2026-10-23T20:37:33.419488579Z","price":18.56,"iv_pct":66.94128522875741,"implied_move_pct":13.188360701581686,"put_call_skew_pp":-11.603501212197553,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"108a2b888f7bd1a0dce1a3ed487e4422368ca2c8a7447497afa4411aec84e0ab"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-26T19:50:00.462000+00:00","captured_at":"2026-10-26T23:51:05.759Z","last_trade_at":"2026-10-26T21:58:08.667993224Z","price":18.69,"iv_pct":92.06127888380658,"implied_move_pct":14.664824035282892,"put_call_skew_pp":-47.227298848503516,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"bdf3f140c06a43e43215f49d3c1c01b3dca5d809ec9ab3acfbb1d1625cb44bb5"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:12.301000+00:00","captured_at":"2026-10-27T23:01:32.377Z","last_trade_at":"2026-10-27T20:41:59.093228555Z","price":18.99,"iv_pct":92.66470071745911,"implied_move_pct":14.967923576478503,"put_call_skew_pp":-42.61391900256455,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"b2daace4e9aa5e26710c8f291d7dccbf2705883da3353b7e6d882a2d7df412da"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-28T19:34:52.470000+00:00","captured_at":"2026-10-28T19:43:56.191Z","last_trade_at":"2026-10-28T19:43:13.099440798Z","price":18.995,"iv_pct":93.937792768404,"implied_move_pct":15.305879086803188,"put_call_skew_pp":-43.50910474543339,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"2e92dd37082f73cc6e86c33313476c38d2227a83166b53fe5319a9d64d220d35"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:59.653000+00:00","captured_at":"2026-10-29T02:33:38.670Z","last_trade_at":"2026-10-28T20:56:26.262948409Z","price":19.09,"iv_pct":93.50067487401574,"implied_move_pct":15.302532740725926,"put_call_skew_pp":-42.120850805393204,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"2f687211e4c3825e5d2bcbd8010d2b20587641cad29fb2686c0bcd4ce551a3d8"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:08.015000+00:00","captured_at":"2026-10-29T22:37:46.241Z","last_trade_at":"2026-10-29T20:42:45.464610359Z","price":19.44,"iv_pct":64.0407564101354,"implied_move_pct":13.94453558460563,"put_call_skew_pp":-60.7589792988652,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"5e872d3f6a1077687754da84597daf2418c4647b335524ff8537e1559906bc49"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:05.355000+00:00","captured_at":"2026-10-30T22:27:33.835Z","last_trade_at":"2026-10-30T21:15:37.00946056Z","price":19.49,"iv_pct":58.90150119758768,"implied_move_pct":10.537100963610461,"put_call_skew_pp":-90.26147883521807,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"c0c2d2b3afbd68bd224456d2cdc6093de05b9d141ef2966cf941aa2d1eb6e47a"},{"symbol":"FDUS","expiry":"2026-11-20","observed_at":"2026-11-05T15:10:52.199000+00:00","captured_at":"2026-11-05T15:14:29.198Z","last_trade_at":"2026-11-05T15:13:50.27392949Z","price":19.65,"iv_pct":75.82835408051281,"implied_move_pct":12.451394605759456,"put_call_skew_pp":-109.87281854425332,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FDUS","source_hash":"62cb2fde8fafd4c3efabfd1e6067c3c15796b1af443576c7c48118162e5ab7f8"}],"dailyIv":[{"symbol":"FDUS","date":"2026-08-10","iv_pct":38.58848513040172,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":44.18321736710269,"put_iv_pct":59.08251942286347},{"expiry":"2026-09-18","call_iv_pct":58.40099828473413,"put_iv_pct":24.14294101583834},{"expiry":"2026-12-18","call_iv_pct":29.848690601900742,"put_iv_pct":32.49281015037594},{"expiry":"2027-03-19","call_iv_pct":22.884053836882288,"put_iv_pct":37.67265036351619}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"65e526c8720e5f8e702ad2a00036f4c2ad56098d248419a61579c716b1504506","captured_at":"2026-10-24T05:00:29.392304+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":"FDUS","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"1f2f30314a1ec63884ea052ca8bc55e296996552dd77b13572fc11cc32775094"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"172ef2bb13a670d384bc28b1ad50b092e5da200b7059eb5e5ff77414b9ac9c77"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"5f67a97b8c1623623152169c53e191c00ad7aa86a2a831ae671a965fbc1a8c56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b2e2f24501fb12f1e8c7529e611882f0798848cab88b3ef873f03b05eb0be8c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6cc3e725d45bfb9e5f5e567931b235dfb761185d9a0a494e4b6f9028537adbd9"}]},{"symbol":"FDUS","date":"2026-08-11","iv_pct":40.43022705071951,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":35.32165672913117,"put_iv_pct":75.92119953325557},{"expiry":"2026-09-18","call_iv_pct":48.706138814016185,"put_iv_pct":35.41262577228596},{"expiry":"2026-12-18","call_iv_pct":37.398717562993596,"put_iv_pct":34.171179891981716},{"expiry":"2027-03-19","call_iv_pct":20.71593000393236,"put_iv_pct":35.79436809815951}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c3d695cf5da19b91b0812dd458e74d953f4d72cd1bc3e158817a9d9e875dcce6","captured_at":"2026-10-24T05:00:26.770594+00:00","observed_at":"2026-08-11T15:59:00-04:00","session_close_at":"2026-08-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FDUS","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"176be2165c6b2da49ca067002067cad8d07d449225790ec3cd0c7a523cc0f6ab"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"172ef2bb13a670d384bc28b1ad50b092e5da200b7059eb5e5ff77414b9ac9c77"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"5f67a97b8c1623623152169c53e191c00ad7aa86a2a831ae671a965fbc1a8c56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b2e2f24501fb12f1e8c7529e611882f0798848cab88b3ef873f03b05eb0be8c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6cc3e725d45bfb9e5f5e567931b235dfb761185d9a0a494e4b6f9028537adbd9"}]},{"symbol":"FDUS","date":"2026-08-12","iv_pct":43.25101891758948,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":54.07205866376968,"put_iv_pct":94.77354180985111},{"expiry":"2026-09-18","call_iv_pct":46.40823874038813,"put_iv_pct":31.244604341736697},{"expiry":"2026-12-18","call_iv_pct":26.279443535188218,"put_iv_pct":37.28957831325302},{"expiry":"2027-03-19","call_iv_pct":18.08553615960099,"put_iv_pct":37.85514977692798}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7df699704d8b7718fe5b8e2bf11ad739a85b4195f4797fe11254df85c95cc07d","captured_at":"2026-10-24T05:00:24.923246+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":"FDUS","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"0386c897200817a29494b7baa2a3eff94dd1cefbd3c1f24ca49af3f602236459"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"172ef2bb13a670d384bc28b1ad50b092e5da200b7059eb5e5ff77414b9ac9c77"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"5f67a97b8c1623623152169c53e191c00ad7aa86a2a831ae671a965fbc1a8c56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b2e2f24501fb12f1e8c7529e611882f0798848cab88b3ef873f03b05eb0be8c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6cc3e725d45bfb9e5f5e567931b235dfb761185d9a0a494e4b6f9028537adbd9"}]},{"symbol":"FDUS","date":"2026-08-13","iv_pct":42.09695799844704,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":67.76250495049506,"put_iv_pct":71.09027368421049},{"expiry":"2026-09-18","call_iv_pct":65.67502234444827,"put_iv_pct":32.801332440575834},{"expiry":"2026-12-18","call_iv_pct":13.609313984168864,"put_iv_pct":31.05352675693101},{"expiry":"2027-03-19","call_iv_pct":17.249785244198133,"put_iv_pct":37.53390458254865}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3ba55372247c6272929afe5127e48d8c87641c8d3dbb2cd4f14e9e5a7750bbf6","captured_at":"2026-10-24T05:00:23.132296+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":"FDUS","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"902afdd9939a3f56f70aec3a01a60f57874b45dd0f7b04b117de6db67f1a8902"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"172ef2bb13a670d384bc28b1ad50b092e5da200b7059eb5e5ff77414b9ac9c77"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"5f67a97b8c1623623152169c53e191c00ad7aa86a2a831ae671a965fbc1a8c56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b2e2f24501fb12f1e8c7529e611882f0798848cab88b3ef873f03b05eb0be8c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6cc3e725d45bfb9e5f5e567931b235dfb761185d9a0a494e4b6f9028537adbd9"}]},{"symbol":"FDUS","date":"2026-08-20","iv_pct":70.48322634823425,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":193.48742124066257,"put_iv_pct":196.97693506493508},{"expiry":"2026-09-18","call_iv_pct":20.846666666666668,"put_iv_pct":34.139825221833824},{"expiry":"2026-10-16","call_iv_pct":27.376582220175028,"put_iv_pct":34.266057818659654},{"expiry":"2026-12-18","call_iv_pct":21.153315199999994,"put_iv_pct":35.619007352941175}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dc9c39e5637885ec4c3cd4d409ba51b333fe05608ed87e8dc4f867534bae7dac","captured_at":"2026-10-24T05:00:07.997669+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FDUS","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"91418ae62220f121ca462016d7a79aea216a753f5e70cac8bff24125c3f91600"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"eccc4a47692e506f4311ea6f9a8e3592ca6b81b858326b0fb9ced263c34b17d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"fb07894c100fa4d59fac6571c86f4b2244da1211fcc13f10902290eaeebc1e6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"a9382845eff8062971b5c2a5fc7d7947e089410b35e187c8ea0a452b66cdaebb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5a28f95ce8328351d5828ff86b00f00f08bee60c5c94473b63552b41c13de0b5"}]},{"symbol":"FDUS","date":"2026-08-21","iv_pct":32.089943231481406,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.09792477730122,"put_iv_pct":33.668213552361394},{"expiry":"2026-10-16","call_iv_pct":20.013194658448896,"put_iv_pct":48.336062819576334},{"expiry":"2026-12-18","call_iv_pct":40.93278145695365,"put_iv_pct":36.423419399860435},{"expiry":"2027-03-19","call_iv_pct":20.16644836272041,"put_iv_pct":35.08150082462891}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"80cc0f69e517936fa579dd9b81cffb8b07a051efefb58d41099ceb5e82488c26","captured_at":"2026-10-24T05:00:04.688233+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":"FDUS","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"bb92d798e7a80e16d3341cc081fd6489092d55e13c238a77f0cd66daed9e0a32"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"fb07894c100fa4d59fac6571c86f4b2244da1211fcc13f10902290eaeebc1e6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"a9382845eff8062971b5c2a5fc7d7947e089410b35e187c8ea0a452b66cdaebb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5a28f95ce8328351d5828ff86b00f00f08bee60c5c94473b63552b41c13de0b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2258a7037a5e1ac9137cef071f5cb8ec357b8660b35a196f032e75c275f84bb"}]},{"symbol":"FDUS","date":"2026-08-24","iv_pct":37.10998958081443,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.58168155711554,"put_iv_pct":69.41755537656061},{"expiry":"2026-10-16","call_iv_pct":21.09225033288948,"put_iv_pct":52.443082311733804},{"expiry":"2026-12-18","call_iv_pct":23.75981781376519,"put_iv_pct":41.26997396963124},{"expiry":"2027-03-19","call_iv_pct":18.082209582902447,"put_iv_pct":37.23334570191713}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ef28145c7bfc4c85752a61d1baf0947f23097e2c1b4ffa653256507930bdebe8","captured_at":"2026-10-24T04:59:56.562595+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":"FDUS","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"c7a5665172422101559fa592aca970f5f9801ebac53daee5c3d59e14dc1358c2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"1985e6c3dccb004210e496c65dab5bd891507353aecb017fa6d17366e04627df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"c1de7e6297f626a51052525c03b6341d7f2b4f97b717cb54de1997357dee8c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04056ceb8d1bfb97a8c14d917ed3f45c3a123535a292e05c739ab15f676f4eb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"65633b149594874a759ef7d7a5794eb69212daea3b2968398affc61a52bbeb2d"}]},{"symbol":"FDUS","date":"2026-08-25","iv_pct":27.05845824119704,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.68327586206895,"put_iv_pct":20.033400259067356},{"expiry":"2026-10-16","call_iv_pct":23.194723404255317,"put_iv_pct":48.63536159600997},{"expiry":"2026-12-18","call_iv_pct":23.34922386895476,"put_iv_pct":27.567635847526358},{"expiry":"2027-03-19","call_iv_pct":18.33053398058252,"put_iv_pct":35.67351111111111}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"39ecb5caad0f8dc70c1e1aa38a76f7edb4715d4b9f9b1b8329f590c01fbc904a","captured_at":"2026-10-24T04:59:54.717813+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":"FDUS","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"7a2568d93e2f3b99757173ff26e489df1682db8afe3aa9dbb29951cb7254d817"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"1985e6c3dccb004210e496c65dab5bd891507353aecb017fa6d17366e04627df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"c1de7e6297f626a51052525c03b6341d7f2b4f97b717cb54de1997357dee8c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04056ceb8d1bfb97a8c14d917ed3f45c3a123535a292e05c739ab15f676f4eb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"65633b149594874a759ef7d7a5794eb69212daea3b2968398affc61a52bbeb2d"}]},{"symbol":"FDUS","date":"2026-08-26","iv_pct":33.53451527472111,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.903608539094648,"put_iv_pct":68.65517398945518},{"expiry":"2026-10-16","call_iv_pct":23.923846153846153,"put_iv_pct":49.4723377581121},{"expiry":"2026-12-18","call_iv_pct":20.288014297061157,"put_iv_pct":38.525736434108524},{"expiry":"2027-03-19","call_iv_pct":16.804331777683494,"put_iv_pct":34.70307324840765}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"196786d3a03ceb9f07cd9f304a767f49decb784c2682d0fbeb80938db566b3e1","captured_at":"2026-10-24T04:59:52.471623+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":"FDUS","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"ad3897baa2565b8a2ffb11a656b0ce0664994a8f9f8cb8ec787b28bb2ea41403"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"1985e6c3dccb004210e496c65dab5bd891507353aecb017fa6d17366e04627df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"c1de7e6297f626a51052525c03b6341d7f2b4f97b717cb54de1997357dee8c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04056ceb8d1bfb97a8c14d917ed3f45c3a123535a292e05c739ab15f676f4eb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"65633b149594874a759ef7d7a5794eb69212daea3b2968398affc61a52bbeb2d"}]},{"symbol":"FDUS","date":"2026-08-27","iv_pct":34.054252090101144,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.914972919743965,"put_iv_pct":73.9395508885299},{"expiry":"2026-10-16","call_iv_pct":22.06784232365145,"put_iv_pct":49.951243093922656},{"expiry":"2026-12-18","call_iv_pct":20.683325471698115,"put_iv_pct":39.25512553802009},{"expiry":"2027-03-19","call_iv_pct":17.00773473684211,"put_iv_pct":34.61422174840085}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d1664aae6d67119f107c3187f2f527034d489941291695dccc3aac2185e850de","captured_at":"2026-10-24T04:59:50.668883+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":"FDUS","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"61b150422b611e60b6787b324c5afcac2b629e12c8ac72de5711ea6e76a406ef"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"1985e6c3dccb004210e496c65dab5bd891507353aecb017fa6d17366e04627df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"c1de7e6297f626a51052525c03b6341d7f2b4f97b717cb54de1997357dee8c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04056ceb8d1bfb97a8c14d917ed3f45c3a123535a292e05c739ab15f676f4eb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"65633b149594874a759ef7d7a5794eb69212daea3b2968398affc61a52bbeb2d"}]},{"symbol":"FDUS","date":"2026-08-28","iv_pct":31.07825338903946,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.542142857142856,"put_iv_pct":50.49832493214424},{"expiry":"2026-10-16","call_iv_pct":24.091551418439717,"put_iv_pct":45.01315068493151},{"expiry":"2026-12-18","call_iv_pct":20.49849118491184,"put_iv_pct":40.07998360655738},{"expiry":"2027-03-19","call_iv_pct":16.211755725190848,"put_iv_pct":36.69062670299728}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ddca5f36c3635ada62b7948a61afa1d366b27d3783ed2b03035fe5f09493f25","captured_at":"2026-10-24T04:59:48.632030+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":"FDUS","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"dbba5c6ec49d1344bd7985f2925d8bf6a4c0f99b3aa6feaa13ffc888928dfb89"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"1985e6c3dccb004210e496c65dab5bd891507353aecb017fa6d17366e04627df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"c1de7e6297f626a51052525c03b6341d7f2b4f97b717cb54de1997357dee8c32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04056ceb8d1bfb97a8c14d917ed3f45c3a123535a292e05c739ab15f676f4eb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"65633b149594874a759ef7d7a5794eb69212daea3b2968398affc61a52bbeb2d"}]},{"symbol":"FDUS","date":"2026-09-01","iv_pct":32.03629326827138,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.080227806481915,"put_iv_pct":44.47158273381293},{"expiry":"2026-10-16","call_iv_pct":22.142423900789176,"put_iv_pct":45.913267918088735},{"expiry":"2026-12-18","call_iv_pct":21.045438871473355,"put_iv_pct":40.46506082725061},{"expiry":"2027-03-19","call_iv_pct":19.572777777777777,"put_iv_pct":36.59956631049654}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1df61939478efd1a4834b20a5121350287930313be196be37074a609a31c40cc","captured_at":"2026-10-24T04:59:35.091163+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":"FDUS","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"5f4c603d0e54962463a8f413bf8675ea77a5fd3f79d4dd0968968288384ccabe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"d510257e8a42bae4d8cc3592cd2b6d7b3db6a39c8cf70eb1f5d04608ac17c740"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"997deef2cd59f9569160cc5637fb721c27ec4dfe148fd0b4d9032acf4629e7f2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b5382597cd4ccd9a238ccd09d92671329bfe13d6b4ead84bb18c96dc4a612c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cca480f3762841285094b592e3384b89c70d6d3f6f5a882e8f4afa741846fd0a"}]},{"symbol":"FDUS","date":"2026-09-02","iv_pct":36.84411026851745,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":45.30947461212977,"put_iv_pct":80.81042269187986},{"expiry":"2026-10-16","call_iv_pct":27.705975696926373,"put_iv_pct":48.48530685920578},{"expiry":"2026-12-18","call_iv_pct":13.890594285714286,"put_iv_pct":30.507050264550266},{"expiry":"2027-03-19","call_iv_pct":12.164159260575897,"put_iv_pct":35.87989847715736}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b43e92c494aee2d45cd1cc74870c308f6bcb8a952bfdaae93b3ae43dce93e861","captured_at":"2026-10-24T04:59:33.477321+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":"FDUS","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"1ac7f01ad9f87d8ae6f5cdeffbd8f1e7e15be47e2e98794955be9c0ef401da92"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"d510257e8a42bae4d8cc3592cd2b6d7b3db6a39c8cf70eb1f5d04608ac17c740"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"997deef2cd59f9569160cc5637fb721c27ec4dfe148fd0b4d9032acf4629e7f2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b5382597cd4ccd9a238ccd09d92671329bfe13d6b4ead84bb18c96dc4a612c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cca480f3762841285094b592e3384b89c70d6d3f6f5a882e8f4afa741846fd0a"}]},{"symbol":"FDUS","date":"2026-09-03","iv_pct":37.85124994345903,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":49.184946834219424,"put_iv_pct":59.760418454935625},{"expiry":"2026-10-16","call_iv_pct":29.5515277412569,"put_iv_pct":47.35865556978232},{"expiry":"2026-12-18","call_iv_pct":19.912608695652168,"put_iv_pct":42.515690607734804},{"expiry":"2027-03-19","call_iv_pct":18.30693829486576,"put_iv_pct":36.219213349225264}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7b24bf960362362e7bb58124a5d84cab1608b60511b4e4c05ea0f94d3929cd87","captured_at":"2026-10-24T04:59:31.599468+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":"FDUS","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"80858d7b81396539e7da87f218a60c3d96a793df11f42a7bdf268d83d6da484a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"d510257e8a42bae4d8cc3592cd2b6d7b3db6a39c8cf70eb1f5d04608ac17c740"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"997deef2cd59f9569160cc5637fb721c27ec4dfe148fd0b4d9032acf4629e7f2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b5382597cd4ccd9a238ccd09d92671329bfe13d6b4ead84bb18c96dc4a612c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cca480f3762841285094b592e3384b89c70d6d3f6f5a882e8f4afa741846fd0a"}]},{"symbol":"FDUS","date":"2026-09-04","iv_pct":34.53466766457587,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":36.85152843601897,"put_iv_pct":53.517758255074234},{"expiry":"2026-10-16","call_iv_pct":36.92825910931173,"put_iv_pct":45.32197695035461},{"expiry":"2026-12-18","call_iv_pct":13.246592920353983,"put_iv_pct":40.910000000000004},{"expiry":"2027-03-19","call_iv_pct":12.592920560747666,"put_iv_pct":36.90830508474576}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17d08892842c20fb3abd256f1fd71c6f5f149e01d54fedef6c2421a08f72fd6a","captured_at":"2026-10-24T04:59:29.903037+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":"FDUS","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"d7b4a22a3bea12d8c2d1ea89f3c4b9c856a9ad777491658f419aa0b4482faa95"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"d510257e8a42bae4d8cc3592cd2b6d7b3db6a39c8cf70eb1f5d04608ac17c740"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"997deef2cd59f9569160cc5637fb721c27ec4dfe148fd0b4d9032acf4629e7f2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b5382597cd4ccd9a238ccd09d92671329bfe13d6b4ead84bb18c96dc4a612c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cca480f3762841285094b592e3384b89c70d6d3f6f5a882e8f4afa741846fd0a"}]},{"symbol":"FDUS","date":"2026-09-09","iv_pct":43.406099330144905,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":95.57724732461355,"put_iv_pct":76.2550953678474},{"expiry":"2026-10-16","call_iv_pct":32.16603170409511,"put_iv_pct":50.963585152838434},{"expiry":"2026-12-18","call_iv_pct":7.303156614785992,"put_iv_pct":38.83289559839941},{"expiry":"2027-03-19","call_iv_pct":8.691217391304349,"put_iv_pct":37.45956548727498}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4ed3911becdb198ff21a7987450984bed49cd6381e8c989ed04b3e04b9ad3fde","captured_at":"2026-10-24T04:59:22.314717+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":"FDUS","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"affaa853c6d6c738a08073f7cf0de0801fc5505d4de378b8ed4523068d4a79d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"05d1165ee144450b903e601e908595583636122c1c5d15654db51ce07d99df20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"6c342994a0fe56a9f49f6eacc0e517400ba33d5b79cfb2fb732d64d6e2b8a65c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2614d5172eee65b4733c34476238a0b1aecc9c7c0572ccf55e782e60b92be20a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e88e6a8e7f9b5b45bc92d6bf1e7f1b72da694c74a3fc2c5741051d32153dd8f"}]},{"symbol":"FDUS","date":"2026-09-15","iv_pct":84.9675898135392,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":296.80069650700693,"put_iv_pct":174.61797689170822},{"expiry":"2026-10-16","call_iv_pct":41.222510199184065,"put_iv_pct":63.965538342370266},{"expiry":"2026-12-18","call_iv_pct":18.842988321502176,"put_iv_pct":33.99852160727824},{"expiry":"2027-03-19","call_iv_pct":16.911975308641974,"put_iv_pct":33.38051133062173}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e0311078e4bcaba2d079cf2ff7c7d2c78f252c19068ec9c55b33c764e16d3a92","captured_at":"2026-10-24T04:59:07.674803+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":"FDUS","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"0dbc1cd92ab48462b6ad663106487fee0f699abbcf93610e4af810f467aaad42"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"2280e8a7de80245ca3e91a9e8605c78ec49f9c9969eff0ffe4fe32ed83abae3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"7900357806e7261eb7cf32fbf333770b4328feb45127dc56c9e63e1ce246fd79"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3cea5d68da49148ef1bf8d6288d58372fe08f85c5ebfad3719ffe0f6f04b4f4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"766276a047caeb45dfba3b78f1830cb223ca03731b3bdc4ab8cd7d28017b5886"}]},{"symbol":"FDUS","date":"2026-09-17","iv_pct":96.04198719991115,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":255.7663657678781,"put_iv_pct":273.93059113300484},{"expiry":"2026-10-16","call_iv_pct":37.96830916552668,"put_iv_pct":56.35742224316683},{"expiry":"2026-11-20","call_iv_pct":44.543218793828885,"put_iv_pct":43.5402806122449},{"expiry":"2026-12-18","call_iv_pct":14.457033942558745,"put_iv_pct":41.7726759410802}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"44eea46debf9831e05f5715326ecc218b549c8195930ff789a605a8e55f809fe","captured_at":"2026-10-24T04:58:48.924508+00:00","observed_at":"2026-09-17T15:59:00-04:00","session_close_at":"2026-09-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FDUS","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"4162f8320c166ca043bc822c548fe7e3e447a2c281238d08a87e87a3556496d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"2280e8a7de80245ca3e91a9e8605c78ec49f9c9969eff0ffe4fe32ed83abae3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"7900357806e7261eb7cf32fbf333770b4328feb45127dc56c9e63e1ce246fd79"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"430bac2e288c05ddb02ce5de0e08e098d546a3007e7234478e6b61d1d620bc61"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3cea5d68da49148ef1bf8d6288d58372fe08f85c5ebfad3719ffe0f6f04b4f4d"}]},{"symbol":"FDUS","date":"2026-09-18","iv_pct":41.54373489666013,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":97.65685296646603,"put_iv_pct":65.55181669394436},{"expiry":"2026-11-20","call_iv_pct":26.054184566428006,"put_iv_pct":44.66712606523656},{"expiry":"2026-12-18","call_iv_pct":20.42531537048377,"put_iv_pct":28.983928896991785},{"expiry":"2027-03-19","call_iv_pct":13.56285601888277,"put_iv_pct":35.447798594847775}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b6e3f8f772ee7fafe58c86afb5df6df29a901285a816780c0db685df1ddd3175","captured_at":"2026-10-24T04:58:46.604827+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":"FDUS","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"ba6b22d280aa422755f6054f33b80e7578c498a7f451f3daf2b957123d1c8705"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"7900357806e7261eb7cf32fbf333770b4328feb45127dc56c9e63e1ce246fd79"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"430bac2e288c05ddb02ce5de0e08e098d546a3007e7234478e6b61d1d620bc61"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3cea5d68da49148ef1bf8d6288d58372fe08f85c5ebfad3719ffe0f6f04b4f4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"766276a047caeb45dfba3b78f1830cb223ca03731b3bdc4ab8cd7d28017b5886"}]},{"symbol":"FDUS","date":"2026-10-21","iv_pct":36.89272112623759,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":83.921115691832,"put_iv_pct":33.99869993962568},{"expiry":"2026-12-18","call_iv_pct":34.34862418537292,"put_iv_pct":26.961726771319473},{"expiry":"2027-03-19","call_iv_pct":22.828296744890235,"put_iv_pct":27.93510515603799},{"expiry":"2027-06-17","call_iv_pct":29.00458646616541,"put_iv_pct":36.143614054657}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"def8f94bd7b168fa94d68506d796cb670185247f108439773d26616280206db7","captured_at":"2026-10-22T13:37:24.356058+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":"FDUS","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"638729f49c477be78502334de2a3a08caca1ab77e07b93e54d3148cdb0833909"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"b4f01a320e3ca91e30694c9dcbca568077c112c912713514f0b4c9a72eff183a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"0b3a62323f0679b9963a8a62849185b0050782a70c15a9e9e73ec59f598247cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0a4ad0c8f5108df4bcb1c1eafaed9a7ba61db29a7185ab24136bdd1172a29fa3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-06-17","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5d1346ef432e3bb28bb75dd0aa1d626503f8eb2333cde193466c49c8fdb31686"}]},{"symbol":"FDUS","date":"2026-10-22","iv_pct":50.42027685804204,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":91.64257816039874,"put_iv_pct":79.95371169916434},{"expiry":"2026-12-18","call_iv_pct":67.49689299055153,"put_iv_pct":55.998925173566484},{"expiry":"2027-03-19","call_iv_pct":17.976293515358364,"put_iv_pct":33.84646551724138},{"expiry":"2027-06-17","call_iv_pct":16.781932960893855,"put_iv_pct":39.66541484716157}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"02423c4283b230d798658e00ae42a83bb3a0bd9d8f374893164ea98bb53a6b4a","captured_at":"2026-10-23T01:22:25.552958+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":"FDUS","date":"2026-10-22","format":"json"},"source_hash":"712ffe9950de65d8a05a9c92d09f2cc7fac7ae7ef77421ce85880579620d0155"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"685523f81758b7e7ce595b44192c7ffa0fcd663f45e47aabce6968ee9bed0ca2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"222ba67fa17ece96716ab77bdcf465d55004d0d72278b23e8fd7b62a74bcf4ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5c7008ea6f0543a5026ae98e555dcf7f0867b425e88b17945705606b6de3dc67"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-06-17","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"589a1184f7e38b40765c21a3b50644def48c331565cf2e97a588f3d21c0ad90d"}]},{"symbol":"FDUS","date":"2026-10-26","iv_pct":49.029600509497165,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":98.47011458792419,"put_iv_pct":85.10936597614564},{"expiry":"2026-12-18","call_iv_pct":32.18840481927711,"put_iv_pct":57.53069244377053},{"expiry":"2027-03-19","call_iv_pct":18.787150799166085,"put_iv_pct":34.98633145615447},{"expiry":"2027-06-17","call_iv_pct":27.510282051282054,"put_iv_pct":37.654461942257214}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2f04ef8b08bfbf82ff3bf3a00fa64077de395da79ac262ab788d4977a4807908","captured_at":"2026-10-28T16:28:21.807678+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":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FDUS","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"08c3174d960f380ff30fa53a82e8ba93b56aa1e44d69297598832bf21cf43a6d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"e7b9f88500ac3137e55ff7d015d2b1a67d00ce5f2e78da8679f55cc0b9ac8f0c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"5b96446a4b9b410158f834724121980cd9474961ee9e73f35de1bca7a9ec0a35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0a9c3f75fde8df54c77695263d22469d536d612ae7aad9787a00451fca72173b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09fabdb12ea55edc94fa19a96d9cba328e0a819790b643b97c456264456354e9"}]},{"symbol":"FDUS","date":"2026-10-28","iv_pct":44.972015685974554,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":104.75714688128772,"put_iv_pct":80.72035583464154},{"expiry":"2026-12-18","call_iv_pct":22.57977049180328,"put_iv_pct":52.8587031528852},{"expiry":"2027-03-19","call_iv_pct":13.339219829337667,"put_iv_pct":33.67713918472274},{"expiry":"2027-06-17","call_iv_pct":16.649875583203734,"put_iv_pct":35.19391452991453}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3eec7a3c4194b59dddfc8063351ce9e53029f68e1016d9f39bd1b3b39e00d47d","captured_at":"2026-10-29T16:28:18.196354+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":"FDUS","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"4f06a9f8b950e040d9cb9541653cde89d6fb6956ed7c6724ef3fdc2c51f311bb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"501b5b739223aab2c2cee7365610b97c868629ace58ab4d6c5cac3ece8b6207f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"e0410028d7b2cd1fc76f0556cda399d1672b40042fce30a2e412ff9318336b57"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b36a4af8869d6255807b950f526688b5292ab5d62d1c1f4ce044c2dec768ca5a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-06-17","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01f2e28982821e2f790989e5fcd68eb6e5f469e9079f5df4c3eae23fa3e15ab8"}]},{"symbol":"FDUS","date":"2026-10-30","iv_pct":34.498919929126274,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.80434808434808,"put_iv_pct":58.1977319587629},{"expiry":"2026-12-18","call_iv_pct":20.03558331568918,"put_iv_pct":48.50026629072682},{"expiry":"2027-03-19","call_iv_pct":13.64043391631614,"put_iv_pct":33.40994350282486},{"expiry":"2027-06-17","call_iv_pct":12.810817407322128,"put_iv_pct":23.592234957020057}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FDUS","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5961c8ab5ffc2290c387dfaaefe9133dd32fc07a4c5e3e81ae5a77ac48776b2a","captured_at":"2026-10-31T23:47:20.723648+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":"FDUS","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"fd27ef92a49aaefb86a27477a53fe4abd865d9389b440174b549654d112fc0be"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"7cefa483071c0e6418ab7af4b360dc0c61c5cb08d2e75f007ab4f43d61c6d3ed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","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":"49e58f79d41d9c9a40d86318fda0bf93d7948cfc25b18a431525c741adf7d67c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab75b1e9bfcf81856e069f914d309bdc1b015cdceb1df30a62b3f414ca0d13df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FDUS","expiration":"2027-06-17","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":"2d9ddc8568e31405c8313b3a4f381bd6bdfca89e0eed1b779d64b69cd6119b0a"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FDUS","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":38.58848513040172,"put_call_skew_pp":-0.4815097845064784,"implied_move_pct":16.14879207787077,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"65e526c8720e5f8e702ad2a00036f4c2ad56098d248419a61579c716b1504506","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":40.43022705071951,"put_call_skew_pp":9.789232546402364,"implied_move_pct":16.491266255990848,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c3d695cf5da19b91b0812dd458e74d953f4d72cd1bc3e158817a9d9e875dcce6","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":43.25101891758948,"put_call_skew_pp":14.079399285705442,"implied_move_pct":16.128552342828392,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7df699704d8b7718fe5b8e2bf11ad739a85b4195f4797fe11254df85c95cc07d","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":42.09695799844704,"put_call_skew_pp":2.0456027352389157,"implied_move_pct":15.015746082008835,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3ba55372247c6272929afe5127e48d8c87641c8d3dbb2cd4f14e9e5a7750bbf6","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":70.48322634823425,"put_call_skew_pp":9.534460032716368,"implied_move_pct":11.602148308287887,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dc9c39e5637885ec4c3cd4d409ba51b333fe05608ed87e8dc4f867534bae7dac","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-12-18"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":32.089943231481406,"put_call_skew_pp":12.574711835250726,"implied_move_pct":16.03117980033575,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"80cc0f69e517936fa579dd9b81cffb8b07a051efefb58d41099ceb5e82488c26","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":37.10998958081443,"put_call_skew_pp":25.961999518292533,"implied_move_pct":16.65609745040745,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ef28145c7bfc4c85752a61d1baf0947f23097e2c1b4ffa653256507930bdebe8","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":27.05845824119704,"put_call_skew_pp":11.838037924463315,"implied_move_pct":13.30135038492617,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"39ecb5caad0f8dc70c1e1aa38a76f7edb4715d4b9f9b1b8329f590c01fbc904a","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":33.534515274721116,"put_call_skew_pp":28.609130165599495,"implied_move_pct":15.011343385045189,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"196786d3a03ceb9f07cd9f304a767f49decb784c2682d0fbeb80938db566b3e1","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":34.05425209010114,"put_call_skew_pp":30.77156645423446,"implied_move_pct":15.046426214396938,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d1664aae6d67119f107c3187f2f527034d489941291695dccc3aac2185e850de","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":31.078253389039457,"put_call_skew_pp":23.984536185236287,"implied_move_pct":14.26635733149185,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ddca5f36c3635ada62b7948a61afa1d366b27d3783ed2b03035fe5f09493f25","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":32.03629326827138,"put_call_skew_pp":19.652152358281647,"implied_move_pct":14.252325983772673,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1df61939478efd1a4834b20a5121350287930313be196be37074a609a31c40cc","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":36.844110268517454,"put_call_skew_pp":24.153118609361734,"implied_move_pct":14.030598972054317,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b43e92c494aee2d45cd1cc74870c308f6bcb8a952bfdaae93b3ae43dce93e861","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":37.85124994345903,"put_call_skew_pp":17.22448910392094,"implied_move_pct":15.26780510477553,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7b24bf960362362e7bb58124a5d84cab1608b60511b4e4c05ea0f94d3929cd87","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":34.53466766457587,"put_call_skew_pp":19.259684815935564,"implied_move_pct":13.860298869202744,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17d08892842c20fb3abd256f1fd71c6f5f149e01d54fedef6c2421a08f72fd6a","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":43.406099330144905,"put_call_skew_pp":14.943372142890304,"implied_move_pct":13.86815614877024,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4ed3911becdb198ff21a7987450984bed49cd6381e8c989ed04b3e04b9ad3fde","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":84.9675898135392,"put_call_skew_pp":-16.953905541089174,"implied_move_pct":16.99598777491875,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e0311078e4bcaba2d079cf2ff7c7d2c78f252c19068ec9c55b33c764e16d3a92","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":96.04198719991115,"put_call_skew_pp":15.716510564926091,"implied_move_pct":14.92333947118019,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"44eea46debf9831e05f5715326ecc218b549c8195930ff789a605a8e55f809fe","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":41.54373489666013,"put_call_skew_pp":4.237865332189975,"implied_move_pct":16.727324818377003,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b6e3f8f772ee7fafe58c86afb5df6df29a901285a816780c0db685df1ddd3175","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":36.89272112623759,"put_call_skew_pp":-11.265869291655108,"implied_move_pct":17.91859645929224,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"def8f94bd7b168fa94d68506d796cb670185247f108439773d26616280206db7","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":50.42027685804204,"put_call_skew_pp":3.8917049024828216,"implied_move_pct":21.96140422291007,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"02423c4283b230d798658e00ae42a83bb3a0bd9d8f374893164ea98bb53a6b4a","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":49.029600509497165,"put_call_skew_pp":9.581224890169606,"implied_move_pct":21.01594905873081,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2f04ef8b08bfbf82ff3bf3a00fa64077de395da79ac262ab788d4977a4807908","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":44.97201568597455,"put_call_skew_pp":11.281024979132901,"implied_move_pct":18.170871066075513,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3eec7a3c4194b59dddfc8063351ce9e53029f68e1016d9f39bd1b3b39e00d47d","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":34.498919929126274,"put_call_skew_pp":12.852248496414779,"implied_move_pct":14.106594106299225,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5961c8ab5ffc2290c387dfaaefe9133dd32fc07a4c5e3e81ae5a77ac48776b2a","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}