{"schemaVersion":1,"symbol":"FFIV","days":90,"observations":[{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:08.002000+00:00","captured_at":"2026-10-22T04:48:03.000Z","last_trade_at":"2026-10-21T20:36:16.794586097Z","price":458.59,"iv_pct":56.13946042053184,"implied_move_pct":12.75737265323357,"put_call_skew_pp":0.03867372454778861,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"5072f4e83c080f71f50378394878f6c53ec5d75f04d5a7a36b48ed059531b766"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-22T17:32:35.194000+00:00","captured_at":"2026-10-22T17:46:09.810Z","last_trade_at":"2026-10-22T17:44:36.259012187Z","price":448.84,"iv_pct":54.37769786910198,"implied_move_pct":12.341928057538345,"put_call_skew_pp":1.741367071205513,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"10753b89973a6778e8c330ba4c422325e842762cf0beaa9fe2b013963d38489a"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:09.464000+00:00","captured_at":"2026-10-23T01:55:21.764Z","last_trade_at":"2026-10-22T20:34:58.768569099Z","price":450.08,"iv_pct":54.30199457725844,"implied_move_pct":12.320256189732461,"put_call_skew_pp":2.279214553115161,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"c813579c7b247ca846bab2593124ab2a47bfe840a5ab6985346f191114d3edfe"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-23T16:34:01.489000+00:00","captured_at":"2026-10-23T16:37:39.538Z","last_trade_at":"2026-10-23T16:37:09.735508442Z","price":452.51,"iv_pct":54.95848698048667,"implied_move_pct":12.236551023402924,"put_call_skew_pp":1.8935613885983194,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"93208d3988c8ef96dc0de961c319084c0696f04aaee45c00717763b3ed7b3dad"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:15.175000+00:00","captured_at":"2026-10-24T04:10:06.516Z","last_trade_at":"2026-10-23T20:37:32.877019026Z","price":455.42,"iv_pct":55.39799169288471,"implied_move_pct":12.132836974332525,"put_call_skew_pp":2.3292924614820243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"1e14b71bcfebe51d98bb5a838eb6158cba013a8e91cf8be8a0f0b98c48e185ae"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-26T19:51:27.074000+00:00","captured_at":"2026-10-26T22:13:17.508Z","last_trade_at":"2026-10-26T21:38:54.623732474Z","price":461,"iv_pct":57.122771315937214,"implied_move_pct":12.020519485102737,"put_call_skew_pp":2.3308044379881765,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"8b3a8351db9f0a2a53f7b4976fa9f3033412880ba231b4e6e81400a7f463dd57"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-27T19:50:00.679000+00:00","captured_at":"2026-10-27T22:41:05.785Z","last_trade_at":"2026-10-27T22:36:51.666766381Z","price":455,"iv_pct":58.81761813902777,"implied_move_pct":11.913487546917501,"put_call_skew_pp":-2.6096436355710573,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"10b26c9d4dcf42f5db156376921b2ca08c585bd9f56b895b63534e8e91881f5f"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-28T19:39:31.045000+00:00","captured_at":"2026-10-28T19:42:59.916Z","last_trade_at":"2026-10-28T19:42:58.612837945Z","price":364.48,"iv_pct":44.07420160481445,"implied_move_pct":8.888734848881532,"put_call_skew_pp":-0.4330756850226103,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"a0b2dfdfa7f0774effadf05f62e8e916808081db456430ea0f8aaf9d64e495b8"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-28T19:50:02.027000+00:00","captured_at":"2026-10-29T02:32:57.007Z","last_trade_at":"2026-10-28T23:59:53.869168531Z","price":363.32,"iv_pct":44.46722564918605,"implied_move_pct":8.920928528552615,"put_call_skew_pp":-2.1682199988852346,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"a7db9e91438392cc103a784eee926011d1625024d0734ecf6e0046b01d66892f"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:07.033000+00:00","captured_at":"2026-10-29T22:37:05.231Z","last_trade_at":"2026-10-29T22:20:39.002169077Z","price":358.4,"iv_pct":42.86763643760633,"implied_move_pct":8.324233546907372,"put_call_skew_pp":-6.207173309217751,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"bd7117f3d62ed3a21ed876e54878ff17ecf42add159837e481251f331e6e1d41"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:03.150000+00:00","captured_at":"2026-10-30T22:26:53.246Z","last_trade_at":"2026-10-30T22:16:12.689982663Z","price":337.5,"iv_pct":47.12186463622575,"implied_move_pct":9.024371194493378,"put_call_skew_pp":1.314039995934968,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"bf37e00b24b589fbf3e87dfd42c4587a45c9b6bd3d5b1d101f7bf1f75c011ebc"},{"symbol":"FFIV","expiry":"2026-11-20","observed_at":"2026-11-03T19:30:01.061000+00:00","captured_at":"2026-11-03T19:42:05.074Z","last_trade_at":"2026-11-03T19:42:03.473471386Z","price":329.695,"iv_pct":46.99975409183974,"implied_move_pct":8.15475031408099,"put_call_skew_pp":-1.9637665556832995,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FFIV","source_hash":"39426f0bbe7b8cce0f0b3107e0f7ee6a6ba66f48132fe2b86c00679d4afcb276"}],"dailyIv":[{"symbol":"FFIV","date":"2026-08-10","iv_pct":39.42797444204798,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":40.48250543084721,"put_iv_pct":37.14488681757656},{"expiry":"2026-09-18","call_iv_pct":38.1330412371134,"put_iv_pct":37.00272952853598},{"expiry":"2026-10-16","call_iv_pct":38.65834196891192,"put_iv_pct":37.061589403973514},{"expiry":"2026-11-20","call_iv_pct":44.0074630541872,"put_iv_pct":42.933238095238096}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6015823b10733b5fd01d703b336e3ac09e6fbb629c2088c7b7e10e5ce8de51a8","captured_at":"2026-10-24T05:22:14.745148+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":"FFIV","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"5caa1786834102ca2ac051a490191e0c7261bc25c0694cf5322518b4950bb4d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bed9956807f6efac4cee3b8934d75c89db5daf20270af49a321f996f69bc1e0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"02dd3f61741752507713b050fc1bf7769ec03885b9086a283ed0f0c8924a52c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f922237f1eb2c015dff0d89cbf77413a640698ee6e9a51bb564bd0a17cd80b1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5e8f6cf50a1e3880e67ba1181f3bb31b2db9bfe390dc3ec4098102292c17cbe"}]},{"symbol":"FFIV","date":"2026-08-11","iv_pct":38.84992533846955,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":39.3633174386921,"put_iv_pct":36.670421118793215},{"expiry":"2026-09-18","call_iv_pct":37.49040404040404,"put_iv_pct":36.62938271604938},{"expiry":"2026-10-16","call_iv_pct":37.65056798623064,"put_iv_pct":36.671846921797005},{"expiry":"2026-11-20","call_iv_pct":43.62403940886699,"put_iv_pct":42.699423076923075}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"161c4b3b79bd8b1f66b4afd7124618360006b59c235f1ca890ad671f0cddb1ef","captured_at":"2026-10-24T05:22:12.744714+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":"FFIV","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"3ff52697de47efaf3a0cfc4346bbc9b9ec30fe2cdae82132b8ab2acc46912da9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bed9956807f6efac4cee3b8934d75c89db5daf20270af49a321f996f69bc1e0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"02dd3f61741752507713b050fc1bf7769ec03885b9086a283ed0f0c8924a52c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f922237f1eb2c015dff0d89cbf77413a640698ee6e9a51bb564bd0a17cd80b1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5e8f6cf50a1e3880e67ba1181f3bb31b2db9bfe390dc3ec4098102292c17cbe"}]},{"symbol":"FFIV","date":"2026-08-12","iv_pct":40.45386380263399,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":43.914795539033456,"put_iv_pct":43.83538007380074},{"expiry":"2026-09-18","call_iv_pct":37.02866498740554,"put_iv_pct":37.513039591315454},{"expiry":"2026-10-16","call_iv_pct":37.32601386481802,"put_iv_pct":37.76823429541596},{"expiry":"2026-11-20","call_iv_pct":43.14960880195599,"put_iv_pct":43.095173267326736}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"84aec00293a1a785065a2db346b094b65e06d059c05809e4aa40dafedb3ad70a","captured_at":"2026-10-24T05:22:10.638767+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":"FFIV","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"69dcc83475a127165c0782b87e207699d44209591940e7b1d605e2e6d58ff702"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bed9956807f6efac4cee3b8934d75c89db5daf20270af49a321f996f69bc1e0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"02dd3f61741752507713b050fc1bf7769ec03885b9086a283ed0f0c8924a52c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f922237f1eb2c015dff0d89cbf77413a640698ee6e9a51bb564bd0a17cd80b1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5e8f6cf50a1e3880e67ba1181f3bb31b2db9bfe390dc3ec4098102292c17cbe"}]},{"symbol":"FFIV","date":"2026-08-13","iv_pct":39.90590869538218,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":41.25370656370656,"put_iv_pct":38.31643540669857},{"expiry":"2026-09-18","call_iv_pct":37.80309462915601,"put_iv_pct":36.99648267008986},{"expiry":"2026-10-16","call_iv_pct":38.389,"put_iv_pct":37.42775947281714},{"expiry":"2026-11-20","call_iv_pct":44.84818639798489,"put_iv_pct":44.21260442260442}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"904c300c77a2d7111e03a9d31f34a615e5c3d4b33ee9054b01ca91581ac650e9","captured_at":"2026-10-24T05:22:08.947154+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":"FFIV","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"49318a08469997b358e88e37c161144d29e423a9940db262a1aab42f4d3d2fda"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bed9956807f6efac4cee3b8934d75c89db5daf20270af49a321f996f69bc1e0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"02dd3f61741752507713b050fc1bf7769ec03885b9086a283ed0f0c8924a52c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f922237f1eb2c015dff0d89cbf77413a640698ee6e9a51bb564bd0a17cd80b1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5e8f6cf50a1e3880e67ba1181f3bb31b2db9bfe390dc3ec4098102292c17cbe"}]},{"symbol":"FFIV","date":"2026-08-14","iv_pct":36.187605339390416,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.84470004723666,"put_iv_pct":32.31689784442362},{"expiry":"2026-09-18","call_iv_pct":35.10950331125828,"put_iv_pct":33.46951578947369},{"expiry":"2026-10-16","call_iv_pct":36.193450920245404,"put_iv_pct":34.47109489051095},{"expiry":"2026-11-20","call_iv_pct":42.36523148148148,"put_iv_pct":41.73044843049327}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a790e9bc18288ce97532d6e02804c894acd0eb8193d65fd20bd5111235f21648","captured_at":"2026-10-24T05:22:06.930061+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":"FFIV","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"1d245cd81acb3dca014d3452c217cf099f607600c3fa8c580e27b10ce71c61a4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bed9956807f6efac4cee3b8934d75c89db5daf20270af49a321f996f69bc1e0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"02dd3f61741752507713b050fc1bf7769ec03885b9086a283ed0f0c8924a52c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f922237f1eb2c015dff0d89cbf77413a640698ee6e9a51bb564bd0a17cd80b1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5e8f6cf50a1e3880e67ba1181f3bb31b2db9bfe390dc3ec4098102292c17cbe"}]},{"symbol":"FFIV","date":"2026-08-17","iv_pct":37.628374894106194,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":38.82457592891761,"put_iv_pct":37.081174664107486},{"expiry":"2026-09-18","call_iv_pct":35.77273201251303,"put_iv_pct":35.033734567901234},{"expiry":"2026-10-16","call_iv_pct":35.41568281938326,"put_iv_pct":34.70466266866566},{"expiry":"2026-11-20","call_iv_pct":42.009043478260864,"put_iv_pct":42.18539301310044}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2698ae5dbebbe62cb4cd09923014df6e19063d0b2d0529be950778ae923a4356","captured_at":"2026-10-24T05:21:53.546067+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":"FFIV","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"ca0151fff5739bbbe64ca867c07efd2219ae252f940af64b7aafd8060a8f857c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"3357bd7fe02e9849ec65ecd628b9918393f9f2f6d38996af50167c6f8ef4bfb4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5422bcfdaa00e4b602c9f292eb11e180ce0166aed953d90d121f3c310559d6e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"de257db1d9c853c8227ad5d7db0cacce4b48dd1c6c52814a1fda6d87d5eaeefb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"07c2939feea4ec2cfa1ed61af72a27147cd08e548822564a254d669e187bb7e6"}]},{"symbol":"FFIV","date":"2026-08-18","iv_pct":39.15418960864314,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":44.869634796881414,"put_iv_pct":40.34331365313653},{"expiry":"2026-09-18","call_iv_pct":35.93244536940687,"put_iv_pct":35.08995930824008},{"expiry":"2026-10-16","call_iv_pct":36.27020289855072,"put_iv_pct":35.299915254237284},{"expiry":"2026-11-20","call_iv_pct":43.26265765765766,"put_iv_pct":42.16538793103448}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f4f9a9f99c138042cc773eae7273243f465e8baf109d9bb113797175dd954d59","captured_at":"2026-10-24T05:21:51.548645+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"098bee18c58f2e50ed8afdf7ce4bb82c060a38419b92b889e90ed16bb7255b35"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"3357bd7fe02e9849ec65ecd628b9918393f9f2f6d38996af50167c6f8ef4bfb4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5422bcfdaa00e4b602c9f292eb11e180ce0166aed953d90d121f3c310559d6e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"de257db1d9c853c8227ad5d7db0cacce4b48dd1c6c52814a1fda6d87d5eaeefb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"07c2939feea4ec2cfa1ed61af72a27147cd08e548822564a254d669e187bb7e6"}]},{"symbol":"FFIV","date":"2026-08-19","iv_pct":37.51232746438218,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":38.19159322944653,"put_iv_pct":33.87115414608786},{"expiry":"2026-09-18","call_iv_pct":36.21553660982949,"put_iv_pct":34.250665399239544},{"expiry":"2026-10-16","call_iv_pct":37.15124820659971,"put_iv_pct":35.281455782312925},{"expiry":"2026-11-20","call_iv_pct":42.74658898305085,"put_iv_pct":42.39037735849057}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"057aa188194a0e9cc70f6d5893d9e14239d6654e16a786b3f3a2907ec49bff49","captured_at":"2026-10-24T05:21:49.543843+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":"FFIV","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"034cccaf57b0600d5d2ac26d7ebbf6b6bbfbfaa4cf03368d0ed459781e57aa79"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"3357bd7fe02e9849ec65ecd628b9918393f9f2f6d38996af50167c6f8ef4bfb4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5422bcfdaa00e4b602c9f292eb11e180ce0166aed953d90d121f3c310559d6e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"de257db1d9c853c8227ad5d7db0cacce4b48dd1c6c52814a1fda6d87d5eaeefb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"07c2939feea4ec2cfa1ed61af72a27147cd08e548822564a254d669e187bb7e6"}]},{"symbol":"FFIV","date":"2026-08-20","iv_pct":39.80049523963574,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.54224056117186,"put_iv_pct":50.00138794435858},{"expiry":"2026-09-18","call_iv_pct":34.629236043095005,"put_iv_pct":35.124327485380114},{"expiry":"2026-10-16","call_iv_pct":35.71125,"put_iv_pct":35.79486338797814},{"expiry":"2026-11-20","call_iv_pct":42.280369609856265,"put_iv_pct":42.320286885245906}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"84924acdabbcf57122b22cb723016a9524707820b3430d85bba0834925e643ed","captured_at":"2026-10-24T05:21:46.906363+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":"FFIV","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"8b8fa8181ccdd8cc8f6e86a9befe2604de1b8987ae47e7f4ebcf91a9270eedd8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"3357bd7fe02e9849ec65ecd628b9918393f9f2f6d38996af50167c6f8ef4bfb4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5422bcfdaa00e4b602c9f292eb11e180ce0166aed953d90d121f3c310559d6e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"de257db1d9c853c8227ad5d7db0cacce4b48dd1c6c52814a1fda6d87d5eaeefb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"07c2939feea4ec2cfa1ed61af72a27147cd08e548822564a254d669e187bb7e6"}]},{"symbol":"FFIV","date":"2026-08-21","iv_pct":37.85787179254682,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.234479353680435,"put_iv_pct":34.152683823529415},{"expiry":"2026-10-16","call_iv_pct":34.76821333333333,"put_iv_pct":34.803593539703904},{"expiry":"2026-11-20","call_iv_pct":42.13685950413223,"put_iv_pct":41.78859538784067},{"expiry":"2026-12-18","call_iv_pct":40.95043879907621,"put_iv_pct":41.028110599078346}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"017086f7370df081f64523e1462ec27c2ea72887e7951d8cd37469162011cc88","captured_at":"2026-10-24T05:21:25.547986+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":"FFIV","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"b7543b868d5986f29032f9e128b895f162e08545679a9d42160940fd629bb09e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5422bcfdaa00e4b602c9f292eb11e180ce0166aed953d90d121f3c310559d6e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"de257db1d9c853c8227ad5d7db0cacce4b48dd1c6c52814a1fda6d87d5eaeefb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"07c2939feea4ec2cfa1ed61af72a27147cd08e548822564a254d669e187bb7e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"b4b94aa8c6cc3c8fb33792684f5351155fc3c05b222b4c080d7cbfbfd1e013e3"}]},{"symbol":"FFIV","date":"2026-08-24","iv_pct":38.43668546661313,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.169541984732824,"put_iv_pct":34.53520473157416},{"expiry":"2026-10-16","call_iv_pct":35.082857142857144,"put_iv_pct":35.70266932270916},{"expiry":"2026-11-20","call_iv_pct":42.91685950413223,"put_iv_pct":42.52845188284519},{"expiry":"2026-12-18","call_iv_pct":41.762772727272726,"put_iv_pct":41.79512643678161}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5f1216796510445317b1186ebf6502074587e9a7252d22785bfa987093298c08","captured_at":"2026-10-24T05:21:08.634547+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":"FFIV","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"c5a1884386145b70b39fee0bc4655f4b5539f6557efd0fe344b7aff31c493db5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"4e961da5a087cc99a6a50307076009a3b65238438e395241d7dca354a6a94d09"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"80d1c45a8bc3a248a17fce1df9ea7354510f42021a264b154022db8cfe161c66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"14d86ace786786bc7425c74e4269e6e14c9254e311bf1fd8c2a722d8c8d220cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"ee29cc9e18c5d988b454d15db7cd6c9d584253399d1d623a18b9b26e302006ba"}]},{"symbol":"FFIV","date":"2026-08-25","iv_pct":37.958715327104,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.85126772310259,"put_iv_pct":33.36591406908172},{"expiry":"2026-10-16","call_iv_pct":35.056683738796416,"put_iv_pct":34.984176245210726},{"expiry":"2026-11-20","call_iv_pct":42.08567729083666,"put_iv_pct":42.19460606060606},{"expiry":"2026-12-18","call_iv_pct":41.088071748878924,"put_iv_pct":41.043325740318906}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7c86ac946dc7584a4cda151d19335c8342db864ca9f9a4ce0e78d02d562db347","captured_at":"2026-10-24T05:21:06.753992+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":"FFIV","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"31d04b472a65f208eda0e3fe89bf6f5cf1d79a0a82688869492453473f11f3d1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"4e961da5a087cc99a6a50307076009a3b65238438e395241d7dca354a6a94d09"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"80d1c45a8bc3a248a17fce1df9ea7354510f42021a264b154022db8cfe161c66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"14d86ace786786bc7425c74e4269e6e14c9254e311bf1fd8c2a722d8c8d220cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"ee29cc9e18c5d988b454d15db7cd6c9d584253399d1d623a18b9b26e302006ba"}]},{"symbol":"FFIV","date":"2026-08-26","iv_pct":38.577166033591745,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.67955035971223,"put_iv_pct":34.64408071748879},{"expiry":"2026-10-16","call_iv_pct":36.16924242424243,"put_iv_pct":35.08563002680965},{"expiry":"2026-11-20","call_iv_pct":42.885395833333334,"put_iv_pct":42.12370370370371},{"expiry":"2026-12-18","call_iv_pct":41.47726618705036,"put_iv_pct":40.55245901639344}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0ba75a804f2ba457642574f03b7644a58c5bebaf1a35e9c110c71aa9c2877078","captured_at":"2026-10-24T05:21:04.842494+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":"FFIV","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"860bc1ea2d1a22a5e6e37d3d913b79a0eca3c0d17c75f43add853eeb53b2fa39"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"4e961da5a087cc99a6a50307076009a3b65238438e395241d7dca354a6a94d09"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"80d1c45a8bc3a248a17fce1df9ea7354510f42021a264b154022db8cfe161c66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"14d86ace786786bc7425c74e4269e6e14c9254e311bf1fd8c2a722d8c8d220cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"ee29cc9e18c5d988b454d15db7cd6c9d584253399d1d623a18b9b26e302006ba"}]},{"symbol":"FFIV","date":"2026-08-27","iv_pct":38.53866865916862,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":34.40769624573379,"put_iv_pct":34.624642541924096},{"expiry":"2026-10-16","call_iv_pct":35.85147180192572,"put_iv_pct":35.50784044016506},{"expiry":"2026-11-20","call_iv_pct":42.93704595185996,"put_iv_pct":42.477695652173914},{"expiry":"2026-12-18","call_iv_pct":41.30851219512195,"put_iv_pct":41.19444444444444}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"85ac7c323cfcb6771fcb004a1fc824ecc293a38d0f0ff620e5d00492b4fb6ca7","captured_at":"2026-10-24T05:21:02.940234+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":"FFIV","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"0213bb36a13f4dbe46d510bfdf65331edf116ac870ac79c4e7c9c9027beba1b4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"4e961da5a087cc99a6a50307076009a3b65238438e395241d7dca354a6a94d09"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"80d1c45a8bc3a248a17fce1df9ea7354510f42021a264b154022db8cfe161c66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"14d86ace786786bc7425c74e4269e6e14c9254e311bf1fd8c2a722d8c8d220cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"ee29cc9e18c5d988b454d15db7cd6c9d584253399d1d623a18b9b26e302006ba"}]},{"symbol":"FFIV","date":"2026-08-28","iv_pct":38.63675158613069,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.28482729570345,"put_iv_pct":34.22263286999183},{"expiry":"2026-10-16","call_iv_pct":36.42329801324504,"put_iv_pct":35.486418485237486},{"expiry":"2026-11-20","call_iv_pct":43.25916317991632,"put_iv_pct":42.16859405940594},{"expiry":"2026-12-18","call_iv_pct":41.578122065727705,"put_iv_pct":40.67095671981777}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c17ddefcb77617d2cb00f7c39b2383f656383470b70e0caa1531b988f3d976b","captured_at":"2026-10-24T05:21:01.028272+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":"FFIV","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"b18715f99256ba9d67bbc7d21f329212729d4955f93eee8828967bbc15c07074"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"4e961da5a087cc99a6a50307076009a3b65238438e395241d7dca354a6a94d09"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"80d1c45a8bc3a248a17fce1df9ea7354510f42021a264b154022db8cfe161c66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"14d86ace786786bc7425c74e4269e6e14c9254e311bf1fd8c2a722d8c8d220cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"ee29cc9e18c5d988b454d15db7cd6c9d584253399d1d623a18b9b26e302006ba"}]},{"symbol":"FFIV","date":"2026-08-31","iv_pct":38.64059527527593,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.56436724565757,"put_iv_pct":35.20116260162602},{"expiry":"2026-10-16","call_iv_pct":35.370237780713346,"put_iv_pct":35.215},{"expiry":"2026-11-20","call_iv_pct":43.42551282051282,"put_iv_pct":42.41840579710145},{"expiry":"2026-12-18","call_iv_pct":41.15325242718447,"put_iv_pct":40.776823529411764}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"675d01bf8dcf0eaf7e0fb5379856cbea6240344cb22e5fdd589d0ff49eb25a1c","captured_at":"2026-10-24T05:20:45.840488+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":"FFIV","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"e6556f21162a7664159b93538f3ac0a3065ee5c2dca1bba98d089a6820e5be65"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"415f0f375296b44eedd0fdf70b1d2f1ae793e023559898c188056dfdff642a94"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9accc934ab9828ccb85b37aef7d1a99a3e1b6c951fc795f7c10a6879ed0530c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"453bf36d416e68d70b782c0c380a7ba7b55ef47f0781b4da9f63532824ea6853"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"874416157f49a1ad8070b3ce23896cd38ea3fb6d415fd6f8614d8b2e459d0616"}]},{"symbol":"FFIV","date":"2026-09-01","iv_pct":38.90149479536437,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.933736434108525,"put_iv_pct":36.5276179245283},{"expiry":"2026-10-16","call_iv_pct":34.34562099871959,"put_iv_pct":36.01662007623888},{"expiry":"2026-11-20","call_iv_pct":42.45607142857143,"put_iv_pct":43.065000000000005},{"expiry":"2026-12-18","call_iv_pct":41.50735891647855,"put_iv_pct":41.359932584269664}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0f87015e892611b4f6682e8edcb3b44da734dcdbb63921fbde89bd82f1a026d2","captured_at":"2026-10-24T05:20:39.543238+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":"FFIV","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"814f596f6740450ef268bdcbeae7041501fcd9f98398634f389584279ee5c4d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bdc7b964d5f874f6a4659332ab3b9f6917c124d47920b01143f4d62b98ffc6a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f345d27c4d58c87345fec514249ab9c35d3070c8e41f9c10bbf40b959116ea26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"6c85df056e39bd6408bf0edd689ee7c7ef25dd4dc6770e4b98f67a9e70a5858d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5bf6c7bcf69e4bf66e0a075ecafcc676df1e5ebec0dfe17fb118af0414fd44ee"}]},{"symbol":"FFIV","date":"2026-09-02","iv_pct":38.65047494536958,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":36.70780172413794,"put_iv_pct":33.96176803394625},{"expiry":"2026-10-16","call_iv_pct":36.15559259259259,"put_iv_pct":34.79843373493976},{"expiry":"2026-11-20","call_iv_pct":43.46055118110236,"put_iv_pct":42.39507936507937},{"expiry":"2026-12-18","call_iv_pct":41.17551252847381,"put_iv_pct":40.54906040268456}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1ad3ad39f2d8b062323ec4f7e41cdc19e2b405c7188c5ff7dea668a8d38fa483","captured_at":"2026-10-24T05:20:37.237445+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":"FFIV","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"021d5d11a703001826476112a8aff853d110605076dcf21386b6cddaab6737e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bdc7b964d5f874f6a4659332ab3b9f6917c124d47920b01143f4d62b98ffc6a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f345d27c4d58c87345fec514249ab9c35d3070c8e41f9c10bbf40b959116ea26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"6c85df056e39bd6408bf0edd689ee7c7ef25dd4dc6770e4b98f67a9e70a5858d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5bf6c7bcf69e4bf66e0a075ecafcc676df1e5ebec0dfe17fb118af0414fd44ee"}]},{"symbol":"FFIV","date":"2026-09-03","iv_pct":37.49846226811466,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.556666666666665,"put_iv_pct":32.789945872801084},{"expiry":"2026-10-16","call_iv_pct":33.851824480369515,"put_iv_pct":34.319718309859155},{"expiry":"2026-11-20","call_iv_pct":42.49405566600398,"put_iv_pct":42.86480885311871},{"expiry":"2026-12-18","call_iv_pct":40.332687224669606,"put_iv_pct":40.77799107142857}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e2d2a0a4386eb3be949754899b050e40d2eb91ba39662cae391a2533babc7cec","captured_at":"2026-10-24T05:20:35.144353+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":"FFIV","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"b10cd568cde9ce7f0e522883208513c9ed0c1f779d092ab93c5331a71b8e570a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bdc7b964d5f874f6a4659332ab3b9f6917c124d47920b01143f4d62b98ffc6a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f345d27c4d58c87345fec514249ab9c35d3070c8e41f9c10bbf40b959116ea26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"6c85df056e39bd6408bf0edd689ee7c7ef25dd4dc6770e4b98f67a9e70a5858d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5bf6c7bcf69e4bf66e0a075ecafcc676df1e5ebec0dfe17fb118af0414fd44ee"}]},{"symbol":"FFIV","date":"2026-09-04","iv_pct":37.581161720198615,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.48823643410853,"put_iv_pct":31.4961282212445},{"expiry":"2026-10-16","call_iv_pct":35.15163507109005,"put_iv_pct":33.970411899313504},{"expiry":"2026-11-20","call_iv_pct":43.24088408644401,"put_iv_pct":42.4124427480916},{"expiry":"2026-12-18","call_iv_pct":40.4963596491228,"put_iv_pct":40.393195652173915}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fbb7cc3a34c29a25348e5e23b5c3e929ba6935f7305aea316e0754fc5e40aa6a","captured_at":"2026-10-24T05:20:33.106876+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":"FFIV","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"5e442b92191fe62a145d4910e0d548fac6b938f533d8665e4358836b68ceda1b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bdc7b964d5f874f6a4659332ab3b9f6917c124d47920b01143f4d62b98ffc6a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f345d27c4d58c87345fec514249ab9c35d3070c8e41f9c10bbf40b959116ea26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"6c85df056e39bd6408bf0edd689ee7c7ef25dd4dc6770e4b98f67a9e70a5858d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"5bf6c7bcf69e4bf66e0a075ecafcc676df1e5ebec0dfe17fb118af0414fd44ee"}]},{"symbol":"FFIV","date":"2026-09-08","iv_pct":40.27346851617816,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.45682281059063,"put_iv_pct":37.54301910828025},{"expiry":"2026-10-16","call_iv_pct":36.443123569794054,"put_iv_pct":35.996},{"expiry":"2026-11-20","call_iv_pct":44.17237218813906,"put_iv_pct":44.04018072289157},{"expiry":"2026-12-18","call_iv_pct":41.95222972972973,"put_iv_pct":41.584}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"37f0ce4bcbf2d418afaa839dc9e4851445301b16be264eb65cea17395ee9601f","captured_at":"2026-10-24T05:20:18.050128+00:00","observed_at":"2026-09-08T15:59:00-04:00","session_close_at":"2026-09-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"ca726d9f0c7d5f927a1da037cc44af307bb22b6ac9b2104e531cb9a9eb896a26"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9b19c6cd415d2b43e933cf931ace51455c8e82da2d4a948d344fe62a638f59e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"81fd6c21d02b84e716a9fef52ee8c2600aeebde8f5a755a49c80ca1525a89f7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"353f16a2b26865af29f5eac15360ae56c10e0920e4eafee55733935cd909fe6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"7ad33604ef403efb37969695f3b3fdb64e8ccaa88265314072327772bfdf24ec"}]},{"symbol":"FFIV","date":"2026-09-09","iv_pct":40.12889977810919,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":39.42593155893536,"put_iv_pct":38.60438509316771},{"expiry":"2026-10-16","call_iv_pct":35.45445740956826,"put_iv_pct":35.66650406504065},{"expiry":"2026-11-20","call_iv_pct":43.9538877755511,"put_iv_pct":44.3},{"expiry":"2026-12-18","call_iv_pct":42.10205479452055,"put_iv_pct":41.52397752808989}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a87fb5b777c2bbe16dad390a5f0c57b63bb92a1d0dd4719efe8de8522824ba87","captured_at":"2026-10-24T05:20:16.737153+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":"FFIV","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"b8645295773ac2040bf0bb53079d88511f7d93127231202a077c9a39dc56cc1a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9b19c6cd415d2b43e933cf931ace51455c8e82da2d4a948d344fe62a638f59e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"81fd6c21d02b84e716a9fef52ee8c2600aeebde8f5a755a49c80ca1525a89f7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"353f16a2b26865af29f5eac15360ae56c10e0920e4eafee55733935cd909fe6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"7ad33604ef403efb37969695f3b3fdb64e8ccaa88265314072327772bfdf24ec"}]},{"symbol":"FFIV","date":"2026-09-10","iv_pct":40.126764948569814,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.06408018867925,"put_iv_pct":36.62742145178765},{"expiry":"2026-10-16","call_iv_pct":36.19789473684211,"put_iv_pct":35.71866442199776},{"expiry":"2026-11-20","call_iv_pct":44.714188376753505,"put_iv_pct":43.71439215686274},{"expiry":"2026-12-18","call_iv_pct":42.5127802690583,"put_iv_pct":41.46469798657718}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6fba529330e7b38e4be50eb1cf3f34e2037b8dc272796e21e16a4382076b5f7a","captured_at":"2026-10-24T05:20:15.027469+00:00","observed_at":"2026-09-10T15:59:00-04:00","session_close_at":"2026-09-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"0852d2c76893639c8fff35b3b43dd4ef76d1d53133b832d98e6480bcbfe5c9f0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9b19c6cd415d2b43e933cf931ace51455c8e82da2d4a948d344fe62a638f59e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"81fd6c21d02b84e716a9fef52ee8c2600aeebde8f5a755a49c80ca1525a89f7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"353f16a2b26865af29f5eac15360ae56c10e0920e4eafee55733935cd909fe6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"7ad33604ef403efb37969695f3b3fdb64e8ccaa88265314072327772bfdf24ec"}]},{"symbol":"FFIV","date":"2026-09-11","iv_pct":39.04394424855076,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.47146835443038,"put_iv_pct":35.61016759776536},{"expiry":"2026-10-16","call_iv_pct":36.00874855156431,"put_iv_pct":35.74846681922196},{"expiry":"2026-11-20","call_iv_pct":43.810344827586206,"put_iv_pct":43.30952},{"expiry":"2026-12-18","call_iv_pct":41.26004504504504,"put_iv_pct":41.13279279279279}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71a60e9897ab79ecc299c51a0f5e34a7e1240b5e705b2f4118c8810c7e3132eb","captured_at":"2026-10-24T05:20:13.150220+00:00","observed_at":"2026-09-11T15:59:00-04:00","session_close_at":"2026-09-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"1060225c680a910c470f11ccb7a29eae67d138b14a3440f4976e4af8ec426bba"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9b19c6cd415d2b43e933cf931ace51455c8e82da2d4a948d344fe62a638f59e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"81fd6c21d02b84e716a9fef52ee8c2600aeebde8f5a755a49c80ca1525a89f7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"353f16a2b26865af29f5eac15360ae56c10e0920e4eafee55733935cd909fe6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"7ad33604ef403efb37969695f3b3fdb64e8ccaa88265314072327772bfdf24ec"}]},{"symbol":"FFIV","date":"2026-09-14","iv_pct":41.411615331239275,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.314918032786885,"put_iv_pct":42.83499518768046},{"expiry":"2026-10-16","call_iv_pct":35.99601769911504,"put_iv_pct":35.662858707557504},{"expiry":"2026-11-20","call_iv_pct":44.76,"put_iv_pct":44.438478260869566},{"expiry":"2026-12-18","call_iv_pct":42.49803571428571,"put_iv_pct":41.787619047619046}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"609ac23266f50051e8c356822aab09ea56942a1c9429173a998b52bd95bb421d","captured_at":"2026-10-24T05:20:10.674174+00:00","observed_at":"2026-09-14T15:59:00-04:00","session_close_at":"2026-09-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"df40eccaa4376424839c6b88efae376ee1c8d0b2302539ac864b155ea61e50cb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9b19c6cd415d2b43e933cf931ace51455c8e82da2d4a948d344fe62a638f59e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"81fd6c21d02b84e716a9fef52ee8c2600aeebde8f5a755a49c80ca1525a89f7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","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":"353f16a2b26865af29f5eac15360ae56c10e0920e4eafee55733935cd909fe6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"7ad33604ef403efb37969695f3b3fdb64e8ccaa88265314072327772bfdf24ec"}]},{"symbol":"FFIV","date":"2026-09-15","iv_pct":42.44320915347116,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":46.145,"put_iv_pct":43.27291413703382},{"expiry":"2026-10-16","call_iv_pct":36.95151300236407,"put_iv_pct":36.84144186046512},{"expiry":"2026-11-20","call_iv_pct":45.62243956043956,"put_iv_pct":45.50656779661017},{"expiry":"2026-12-18","call_iv_pct":42.73777777777778,"put_iv_pct":42.46801909307876}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"98edd26ae2db5d42261b650b97ad405a872e2e52110ccb772ea0b7e8ca4cccb4","captured_at":"2026-10-24T05:19:52.853914+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":"FFIV","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"a0bf10e5e588382844ef44f2a35cb0b796d853a442b7317e83c7bdde6ea4465e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"cc756155359830b8c2548b06648976660263fd335c6f6f10190736670e66ba50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"25bde01a14876ed9ff38e7e069c187c4fc784e704b82644f8e3f7b860e3e94c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a01bd30ae2f759b3e2bac5d1123c40f26d8a6418e6563dd32ca109562939963d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bf1ac6defdb5ee9e0dcd1d281ebf808faaa430ddb828900481b7d64ddfa1827e"}]},{"symbol":"FFIV","date":"2026-09-16","iv_pct":43.32705123414503,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":46.4412012012012,"put_iv_pct":47.818390847711925},{"expiry":"2026-10-16","call_iv_pct":37.004880817253124,"put_iv_pct":36.86894024802705},{"expiry":"2026-11-20","call_iv_pct":46.07192468619247,"put_iv_pct":45.89967010309278},{"expiry":"2026-12-18","call_iv_pct":43.403033175355446,"put_iv_pct":43.10836879432624}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4b61190f2aded0f229176a792045ee73879824f3ec4dd29d9739f8b3d79ed73b","captured_at":"2026-10-24T05:19:50.641671+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":"FFIV","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"f70875aedf783e0c49409dcb1a841b4b76556d34365b6d355cede3549c67d7d5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"cc756155359830b8c2548b06648976660263fd335c6f6f10190736670e66ba50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"25bde01a14876ed9ff38e7e069c187c4fc784e704b82644f8e3f7b860e3e94c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a01bd30ae2f759b3e2bac5d1123c40f26d8a6418e6563dd32ca109562939963d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bf1ac6defdb5ee9e0dcd1d281ebf808faaa430ddb828900481b7d64ddfa1827e"}]},{"symbol":"FFIV","date":"2026-09-17","iv_pct":42.26659237223278,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":50.59533532041729,"put_iv_pct":37.67616666666667},{"expiry":"2026-10-16","call_iv_pct":36.769634703196346,"put_iv_pct":35.62037652270211},{"expiry":"2026-11-20","call_iv_pct":46.43974358974359,"put_iv_pct":45.0725641025641},{"expiry":"2026-12-18","call_iv_pct":43.65457627118644,"put_iv_pct":42.30434180138568}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3d8c14563575d0ed4ee92978bb5cd7870c663480237a9867197ec051124a1fb5","captured_at":"2026-10-24T05:19:47.932480+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":"FFIV","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"8ebeed918035fe2debbb7e28b6c219971f581bf00088ef0e8dc207189a09c512"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"cc756155359830b8c2548b06648976660263fd335c6f6f10190736670e66ba50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"25bde01a14876ed9ff38e7e069c187c4fc784e704b82644f8e3f7b860e3e94c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a01bd30ae2f759b3e2bac5d1123c40f26d8a6418e6563dd32ca109562939963d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bf1ac6defdb5ee9e0dcd1d281ebf808faaa430ddb828900481b7d64ddfa1827e"}]},{"symbol":"FFIV","date":"2026-09-18","iv_pct":41.056213201420846,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.85566160520607,"put_iv_pct":35.60406852248394},{"expiry":"2026-11-20","call_iv_pct":45.51781704781705,"put_iv_pct":44.50216274089936},{"expiry":"2026-12-18","call_iv_pct":42.63349537037037,"put_iv_pct":42.35142857142857},{"expiry":"2027-01-15","call_iv_pct":41.54670025188917,"put_iv_pct":40.438371501272265}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d44beeda154a019c29724d7583933cd06462b15aba818e99d7847890f4f6d03b","captured_at":"2026-10-24T05:19:43.850765+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":"FFIV","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"906327f08321614818f7d29322dde6c4780e506bb60547971be9ec36a26f2cee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"25bde01a14876ed9ff38e7e069c187c4fc784e704b82644f8e3f7b860e3e94c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a01bd30ae2f759b3e2bac5d1123c40f26d8a6418e6563dd32ca109562939963d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bf1ac6defdb5ee9e0dcd1d281ebf808faaa430ddb828900481b7d64ddfa1827e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"6fa3b3c9fcb855432342c0a070f2c220bb4a5cd9ca3955e7160e1b0d9de9c17d"}]},{"symbol":"FFIV","date":"2026-09-21","iv_pct":42.190188473485634,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":36.62198505869797,"put_iv_pct":37.27628979143798},{"expiry":"2026-11-20","call_iv_pct":46.5,"put_iv_pct":46.20134490238612},{"expiry":"2026-12-18","call_iv_pct":43.087272727272726,"put_iv_pct":43.28},{"expiry":"2027-01-15","call_iv_pct":42.50799442896936,"put_iv_pct":42.04662087912088}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"da0c0de6cc788bbd3318e74348440f320f1aadbe63c0f6f197a9aac700986e72","captured_at":"2026-10-24T05:19:41.660462+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":"FFIV","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"a1a5ae92a533ede87756813f5f1277b3dcf042176762e1fb5e3523b5785cfc02"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"25bde01a14876ed9ff38e7e069c187c4fc784e704b82644f8e3f7b860e3e94c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a01bd30ae2f759b3e2bac5d1123c40f26d8a6418e6563dd32ca109562939963d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bf1ac6defdb5ee9e0dcd1d281ebf808faaa430ddb828900481b7d64ddfa1827e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"6fa3b3c9fcb855432342c0a070f2c220bb4a5cd9ca3955e7160e1b0d9de9c17d"}]},{"symbol":"FFIV","date":"2026-09-22","iv_pct":42.688486282174054,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.50666666666667,"put_iv_pct":38.17165363128491},{"expiry":"2026-11-20","call_iv_pct":46.774130434782606,"put_iv_pct":47.099361233480174},{"expiry":"2026-12-18","call_iv_pct":43.53601965601966,"put_iv_pct":43.84253101736972},{"expiry":"2027-01-15","call_iv_pct":42.39016806722689,"put_iv_pct":42.1873595505618}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2e114aec30e9d6fc2035411840e473a0243d2973d94338c52282d9819d1bd116","captured_at":"2026-10-24T05:19:22.651216+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":"FFIV","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"0e1f7d95341eb108f75d8192c4e1593a536ebbe815fbaafda75b665c59beac1c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9f625e225d0463b1eddc6be0fc6e1a639117a12a63d008f82569992f80de42f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f3afd64e7310e49d16d1900772856a7ef63f28b30ee193ec721c31fc19a5d05b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f3befa80c02d22f6e464cebce236eb63ed9d10a68da010c2a125f932f97f0c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"87769c5554cdf5c76d76f7d92c07de10df60ff5b91fb57c3d93591d9460e793e"}]},{"symbol":"FFIV","date":"2026-09-23","iv_pct":43.53145608567139,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.60931818181818,"put_iv_pct":38.20990990990991},{"expiry":"2026-11-20","call_iv_pct":48.624872389791186,"put_iv_pct":48.19140939597315},{"expiry":"2026-12-18","call_iv_pct":44.53145,"put_iv_pct":44.348877284595304},{"expiry":"2027-01-15","call_iv_pct":42.91049723756906,"put_iv_pct":42.825314285714285}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ecab9587da0be0b83027f0a75a7f9d149eb67eebd6be78799c89d16acfbf19c1","captured_at":"2026-10-24T05:19:20.937319+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":"FFIV","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"6bd4c23e9d4ee00b94527c0cc074b30e57e1cd5fae2c5fd15ae1284720fe7e6b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9f625e225d0463b1eddc6be0fc6e1a639117a12a63d008f82569992f80de42f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f3afd64e7310e49d16d1900772856a7ef63f28b30ee193ec721c31fc19a5d05b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f3befa80c02d22f6e464cebce236eb63ed9d10a68da010c2a125f932f97f0c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"87769c5554cdf5c76d76f7d92c07de10df60ff5b91fb57c3d93591d9460e793e"}]},{"symbol":"FFIV","date":"2026-09-24","iv_pct":43.366662901904355,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.325382932166306,"put_iv_pct":37.34447776628749},{"expiry":"2026-11-20","call_iv_pct":47.66241970021413,"put_iv_pct":46.60126582278481},{"expiry":"2026-12-18","call_iv_pct":44.938674698795175,"put_iv_pct":44.78293103448276},{"expiry":"2027-01-15","call_iv_pct":43.37,"put_iv_pct":42.9081512605042}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c60ceb2a29817797171b9d3487f3d7b9c93e21fa5797d00ba8c46ad5c9e97ab4","captured_at":"2026-10-24T05:19:18.739876+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":"FFIV","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"f8e582ae32bc5fb5092a85454fd571658474a673caf83ed5df85ad8887f4d4d3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9f625e225d0463b1eddc6be0fc6e1a639117a12a63d008f82569992f80de42f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f3afd64e7310e49d16d1900772856a7ef63f28b30ee193ec721c31fc19a5d05b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f3befa80c02d22f6e464cebce236eb63ed9d10a68da010c2a125f932f97f0c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"87769c5554cdf5c76d76f7d92c07de10df60ff5b91fb57c3d93591d9460e793e"}]},{"symbol":"FFIV","date":"2026-09-25","iv_pct":42.28793361595649,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.90004821600771,"put_iv_pct":36.338718446601945},{"expiry":"2026-11-20","call_iv_pct":46.350980810234546,"put_iv_pct":46.63098468271335},{"expiry":"2026-12-18","call_iv_pct":43.80028037383178,"put_iv_pct":44.149853658536585},{"expiry":"2027-01-15","call_iv_pct":42.58260273972603,"put_iv_pct":42.55}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"998e477edc0d94cb83dd12976833d383e6b3dcceafb41f6199bc9e68ec808bef","captured_at":"2026-10-24T05:19:16.632062+00:00","observed_at":"2026-09-25T15:59:00-04:00","session_close_at":"2026-09-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"31da8f4aee91c723189b7f0166699307e3c239ca1ee2e5ebbc648c320351a769"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9f625e225d0463b1eddc6be0fc6e1a639117a12a63d008f82569992f80de42f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f3afd64e7310e49d16d1900772856a7ef63f28b30ee193ec721c31fc19a5d05b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f3befa80c02d22f6e464cebce236eb63ed9d10a68da010c2a125f932f97f0c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"87769c5554cdf5c76d76f7d92c07de10df60ff5b91fb57c3d93591d9460e793e"}]},{"symbol":"FFIV","date":"2026-09-28","iv_pct":43.43308890780212,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.00693333333333,"put_iv_pct":38.25302521008403},{"expiry":"2026-11-20","call_iv_pct":48.1159756097561,"put_iv_pct":47.693521126760565},{"expiry":"2026-12-18","call_iv_pct":44.78741176470588,"put_iv_pct":44.43783216783216},{"expiry":"2027-01-15","call_iv_pct":42.947716535433074,"put_iv_pct":42.22229551451188}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"82c66a3016cd11e11d3820ffb8a421364f157f9d9effe6b913703d2c25b27c78","captured_at":"2026-10-24T05:18:58.656366+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":"FFIV","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"a5955ac1b9eec00cbff643310a412512cb93ba1c5085ab7d4fa3600d473703c2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9f625e225d0463b1eddc6be0fc6e1a639117a12a63d008f82569992f80de42f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f3afd64e7310e49d16d1900772856a7ef63f28b30ee193ec721c31fc19a5d05b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f3befa80c02d22f6e464cebce236eb63ed9d10a68da010c2a125f932f97f0c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"87769c5554cdf5c76d76f7d92c07de10df60ff5b91fb57c3d93591d9460e793e"}]},{"symbol":"FFIV","date":"2026-09-29","iv_pct":43.40346889815398,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.56446991404012,"put_iv_pct":37.669725776965265},{"expiry":"2026-11-20","call_iv_pct":48.311738241308795,"put_iv_pct":47.42901185770751},{"expiry":"2026-12-18","call_iv_pct":44.72741626794258,"put_iv_pct":44.20674528301887},{"expiry":"2027-01-15","call_iv_pct":43.305248618784525,"put_iv_pct":43.013395225464194}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2bfb496193223a9617bc7d9570199cc9c4ea136e70aef3753e1f7fe134359201","captured_at":"2026-10-24T05:18:37.444686+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":"FFIV","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"1c3e9980713a573fa6ef5db7a5bcd1062abbce7d855cd88bea656223bca73b12"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bb23721ff8facfaf24b9fff820cda8d23bf1a09640c667cc0651ebf6d33567ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"c00e92939152779437e14e5d50b3b8bf89c56c67b177a493f745882046612691"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c706137c4733b218d094da446d4012238d7ff9a950ccdc85eeccda288625aadd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"d11c8697e2aef9cd3929ca3693480644a72d4697a14eaa8d17d63df27ad80a17"}]},{"symbol":"FFIV","date":"2026-09-30","iv_pct":42.68276375857424,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.58720773759462,"put_iv_pct":35.383014950166114},{"expiry":"2026-11-20","call_iv_pct":47.99929577464789,"put_iv_pct":47.62598393574297},{"expiry":"2026-12-18","call_iv_pct":44.5561214953271,"put_iv_pct":44.51285714285714},{"expiry":"2027-01-15","call_iv_pct":42.873629032258066,"put_iv_pct":42.924}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e21c63a882241785ad2476fc64ec37589600b9774ebe12986d63536e283b0003","captured_at":"2026-10-24T05:18:35.555866+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":"FFIV","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"66099ca18dfedba8e30671c89bf946079d097db102f6dd599f3ff80a506c55cb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bb23721ff8facfaf24b9fff820cda8d23bf1a09640c667cc0651ebf6d33567ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"c00e92939152779437e14e5d50b3b8bf89c56c67b177a493f745882046612691"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c706137c4733b218d094da446d4012238d7ff9a950ccdc85eeccda288625aadd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"d11c8697e2aef9cd3929ca3693480644a72d4697a14eaa8d17d63df27ad80a17"}]},{"symbol":"FFIV","date":"2026-10-01","iv_pct":44.03384494512516,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.10072,"put_iv_pct":36.85726739312657},{"expiry":"2026-11-20","call_iv_pct":49.5540206185567,"put_iv_pct":48.917746478873234},{"expiry":"2026-12-18","call_iv_pct":45.87494033412888,"put_iv_pct":45.196697892271665},{"expiry":"2027-01-15","call_iv_pct":43.69839541547278,"put_iv_pct":43.07097142857143}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"02ba8afb8d3906d0ac6029259b43f20773177ecff7e93bca4068c739083b77f5","captured_at":"2026-10-24T05:18:28.741138+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":"FFIV","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"082d28142769b6cd5956332ec34f6ca58b92458a389a57bb02669aef17f03950"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"8a624e5244f26871ab6e4c31005f4d315210ff030d720df878e4c4c5ec093e7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a13a974638d7c4c98bdf285e2631270953dd53c00f94d27f49ac6f6009867adb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f81b3df54d651bf32fca46cded0438b7461d59733362cf76ac53580ef54ee772"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a39f9b0a015f2e9527acf9940cf7782fb3468bf5532fc35afa13f64aaac39cf6"}]},{"symbol":"FFIV","date":"2026-10-02","iv_pct":43.103666341795055,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.5228025477707,"put_iv_pct":37.33770326906957},{"expiry":"2026-11-20","call_iv_pct":47.85655030800822,"put_iv_pct":48.65935483870968},{"expiry":"2026-12-18","call_iv_pct":44.421336405529956,"put_iv_pct":44.34119718309859},{"expiry":"2027-01-15","call_iv_pct":43.182352941176475,"put_iv_pct":43.50803324099723}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a27b6e1bbeee7cf61f49786abe122fcea1e6440c8e6f5cdcd1bfa1718e0e7185","captured_at":"2026-10-24T05:18:26.641777+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":"FFIV","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"9e0ec166d71e8acbd495cb87e53208ea0cae42603615db00bd33bb07b50ef97b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"8a624e5244f26871ab6e4c31005f4d315210ff030d720df878e4c4c5ec093e7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a13a974638d7c4c98bdf285e2631270953dd53c00f94d27f49ac6f6009867adb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f81b3df54d651bf32fca46cded0438b7461d59733362cf76ac53580ef54ee772"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a39f9b0a015f2e9527acf9940cf7782fb3468bf5532fc35afa13f64aaac39cf6"}]},{"symbol":"FFIV","date":"2026-10-05","iv_pct":42.79455579939073,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.404826254826254,"put_iv_pct":37.30630888030888},{"expiry":"2026-11-20","call_iv_pct":47.4992578125,"put_iv_pct":47.4690253411306},{"expiry":"2026-12-18","call_iv_pct":44.26338028169014,"put_iv_pct":43.83792452830189},{"expiry":"2027-01-15","call_iv_pct":42.49629921259842,"put_iv_pct":42.07942408376964}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"837d54f55f021ddc2704948879af3309511c8dd4b0d021ad3fffe23a7af2c217","captured_at":"2026-10-24T05:18:24.030862+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":"FFIV","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"0f001ff250a3c1da57066def1d5e247d2cf36c13225d5ea0ecfc363857ddd9d4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"8a624e5244f26871ab6e4c31005f4d315210ff030d720df878e4c4c5ec093e7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a13a974638d7c4c98bdf285e2631270953dd53c00f94d27f49ac6f6009867adb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f81b3df54d651bf32fca46cded0438b7461d59733362cf76ac53580ef54ee772"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a39f9b0a015f2e9527acf9940cf7782fb3468bf5532fc35afa13f64aaac39cf6"}]},{"symbol":"FFIV","date":"2026-10-06","iv_pct":42.50569302156659,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.710562837316886,"put_iv_pct":36.559505094614266},{"expiry":"2026-11-20","call_iv_pct":47.51470355731225,"put_iv_pct":47.9979435483871},{"expiry":"2026-12-18","call_iv_pct":43.51561484918793,"put_iv_pct":42.99092857142857},{"expiry":"2027-01-15","call_iv_pct":42.037142857142854,"put_iv_pct":41.71914285714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0f6fc0a6b1c1b2a723c1a514dca5e973adaabf5d02b36c1e1458271baa3430b2","captured_at":"2026-10-24T05:18:22.138796+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":"FFIV","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"1532fbf3d1e3c9a41f76092e2db5f9b476ca51f609e3f7081b012bfef6fd8ec2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"8a624e5244f26871ab6e4c31005f4d315210ff030d720df878e4c4c5ec093e7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a13a974638d7c4c98bdf285e2631270953dd53c00f94d27f49ac6f6009867adb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f81b3df54d651bf32fca46cded0438b7461d59733362cf76ac53580ef54ee772"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a39f9b0a015f2e9527acf9940cf7782fb3468bf5532fc35afa13f64aaac39cf6"}]},{"symbol":"FFIV","date":"2026-10-07","iv_pct":42.26662293600838,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.05157272094642,"put_iv_pct":35.79309333333333},{"expiry":"2026-11-20","call_iv_pct":47.24325714285714,"put_iv_pct":47.037021276595745},{"expiry":"2026-12-18","call_iv_pct":43.67614678899083,"put_iv_pct":43.13954337899544},{"expiry":"2027-01-15","call_iv_pct":41.903404255319145,"put_iv_pct":41.28894459102902}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5306fb9800cba94b4f6f1b0659c549e93e7c1d0732c7337ccac4f5036c332dd3","captured_at":"2026-10-24T05:18:20.156997+00:00","observed_at":"2026-10-07T15:59:00-04:00","session_close_at":"2026-10-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"67d161450095ff7ad4d528edbc0c3df1e08a78f26fb1a2875c6e840726d29068"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"8a624e5244f26871ab6e4c31005f4d315210ff030d720df878e4c4c5ec093e7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a13a974638d7c4c98bdf285e2631270953dd53c00f94d27f49ac6f6009867adb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f81b3df54d651bf32fca46cded0438b7461d59733362cf76ac53580ef54ee772"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a39f9b0a015f2e9527acf9940cf7782fb3468bf5532fc35afa13f64aaac39cf6"}]},{"symbol":"FFIV","date":"2026-10-08","iv_pct":42.37887373703687,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.436562304320596,"put_iv_pct":36.47030690537084},{"expiry":"2026-11-20","call_iv_pct":47.33988372093023,"put_iv_pct":47.58687861271676},{"expiry":"2026-12-18","call_iv_pct":43.197902097902094,"put_iv_pct":43.39234762979684},{"expiry":"2027-01-15","call_iv_pct":41.95348837209302,"put_iv_pct":41.65362025316456}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d4dd745bd8c778200693acd5d456e1532442533fb3f55056a880f5f25aba7b37","captured_at":"2026-10-24T05:17:58.738248+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"2fb9596bd6164eff93af474560bdec5da01dc3e060c16d14d6ba73964b270e70"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b123e68330c8ce7bc82e33ffc7fc26dac84c37a865d43b717ddc2f92bab5b91e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5348c55056f4e50a5809ac991d926f511dd0b3ccc718a83c21bc7d4b38378abb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36843117317af2a5ec1e36c14beff5b1d071c7dd1f3c1c451bc1269df27b136a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db569f3ea266c1500b6746f27508e12363b53a7c4a1d52e136e3a3a5e4314271"}]},{"symbol":"FFIV","date":"2026-10-09","iv_pct":41.79831905651055,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.95285714285715,"put_iv_pct":35.70619047619047},{"expiry":"2026-11-20","call_iv_pct":47.064152046783626,"put_iv_pct":47.56588235294117},{"expiry":"2026-12-18","call_iv_pct":42.99400911161731,"put_iv_pct":43.19614849187935},{"expiry":"2027-01-15","call_iv_pct":41.477625329815304,"put_iv_pct":41.4296875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"77864e4627c19f6ac7b3eda700b6bbe05a35f1ec29c90062b4792ac9d492b956","captured_at":"2026-10-24T05:17:56.644560+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"4d5597223cd212f91def3520f1e06e4c5571e097bd5c5a16196dac6c00921720"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b123e68330c8ce7bc82e33ffc7fc26dac84c37a865d43b717ddc2f92bab5b91e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5348c55056f4e50a5809ac991d926f511dd0b3ccc718a83c21bc7d4b38378abb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36843117317af2a5ec1e36c14beff5b1d071c7dd1f3c1c451bc1269df27b136a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db569f3ea266c1500b6746f27508e12363b53a7c4a1d52e136e3a3a5e4314271"}]},{"symbol":"FFIV","date":"2026-10-12","iv_pct":44.05991870287977,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":41.06950495049505,"put_iv_pct":42.73273160402329},{"expiry":"2026-11-20","call_iv_pct":48.25809248554913,"put_iv_pct":48.89558},{"expiry":"2026-12-18","call_iv_pct":43.73629213483146,"put_iv_pct":43.918337182448035},{"expiry":"2027-01-15","call_iv_pct":41.62356060606061,"put_iv_pct":42.24525065963061}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7837f09d83b7265cde29bdd97f2548180dd27a096da4533c674521ba30a28106","captured_at":"2026-10-24T05:17:54.566888+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"f6729141b75e45f4c85c1fca8735cc916071bc18dec1530a37f18b1f0b3d0a44"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b123e68330c8ce7bc82e33ffc7fc26dac84c37a865d43b717ddc2f92bab5b91e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5348c55056f4e50a5809ac991d926f511dd0b3ccc718a83c21bc7d4b38378abb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36843117317af2a5ec1e36c14beff5b1d071c7dd1f3c1c451bc1269df27b136a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db569f3ea266c1500b6746f27508e12363b53a7c4a1d52e136e3a3a5e4314271"}]},{"symbol":"FFIV","date":"2026-10-13","iv_pct":46.16895764418343,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.901249365159984,"put_iv_pct":45.33626582278481},{"expiry":"2026-11-20","call_iv_pct":50.599041095890406,"put_iv_pct":49.8396062992126},{"expiry":"2026-12-18","call_iv_pct":45.35887323943662,"put_iv_pct":44.99420560747664},{"expiry":"2027-01-15","call_iv_pct":43.317353760445684,"put_iv_pct":43.00506596306069}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"86269d04c27596b9ac78de855843d84c1c89ebe4c596785069b3f329fea2de48","captured_at":"2026-10-24T05:17:52.345983+00:00","observed_at":"2026-10-13T15:59:00-04:00","session_close_at":"2026-10-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"60edfa7ab16311d4ce1c2e6d1ec4cb10947a94b224928537c23c77a7e9eb4317"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b123e68330c8ce7bc82e33ffc7fc26dac84c37a865d43b717ddc2f92bab5b91e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5348c55056f4e50a5809ac991d926f511dd0b3ccc718a83c21bc7d4b38378abb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36843117317af2a5ec1e36c14beff5b1d071c7dd1f3c1c451bc1269df27b136a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db569f3ea266c1500b6746f27508e12363b53a7c4a1d52e136e3a3a5e4314271"}]},{"symbol":"FFIV","date":"2026-10-14","iv_pct":47.968749746956576,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":51.395661138502916,"put_iv_pct":47.35672064777328},{"expiry":"2026-11-20","call_iv_pct":51.578330170777996,"put_iv_pct":51.324656488549614},{"expiry":"2026-12-18","call_iv_pct":46.758375286041186,"put_iv_pct":46.40371040723982},{"expiry":"2027-01-15","call_iv_pct":44.886307277628035,"put_iv_pct":44.046236559139786}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"154c24ccf16f475c0dac6e0f5d88cdfce6a8d219c7b445d81632572423fe59f1","captured_at":"2026-10-24T05:17:50.158071+00:00","observed_at":"2026-10-14T15:59:00-04:00","session_close_at":"2026-10-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"a92c1a923c3d9826a25ae80845e43b2f0eacb6c2ca5649b7ebe0e46d6c1a55ad"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b123e68330c8ce7bc82e33ffc7fc26dac84c37a865d43b717ddc2f92bab5b91e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5348c55056f4e50a5809ac991d926f511dd0b3ccc718a83c21bc7d4b38378abb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36843117317af2a5ec1e36c14beff5b1d071c7dd1f3c1c451bc1269df27b136a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"db569f3ea266c1500b6746f27508e12363b53a7c4a1d52e136e3a3a5e4314271"}]},{"symbol":"FFIV","date":"2026-10-15","iv_pct":49.23510223514612,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":51.73632302405499,"put_iv_pct":59.224399701715136},{"expiry":"2026-11-20","call_iv_pct":51.28553470919325,"put_iv_pct":51.74954372623575},{"expiry":"2026-12-18","call_iv_pct":45.82192904656319,"put_iv_pct":46.60876712328767},{"expiry":"2027-01-15","call_iv_pct":43.72989949748744,"put_iv_pct":43.72442105263158}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d1e5c930bdf3c59d5cfe2a45aac4a22bdba7d5f0d5dfb531490855f8e4ae2fea","captured_at":"2026-10-24T05:17:31.729207+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FFIV","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"65d3c05e22ce4c3513da4dd8bf9c78e52b1d67a55bae16f911a0a6423aba1771"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2026-10-16","start_date":"2026-10-15","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e9c46cca646e50fbead622dbc4cf7d3bf00412d9aef5203585c3ea78ef7ee03"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bc47b29cd6d5c71499fac3022dffcae5f0beece775f33403e32942a80f27f504"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a2afc0ad0b167ed4c16f149a0a3f8cf5749df756630dd0ccbb5adbb7bcfab8e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"2cdaf4a17fc183411420a89f6d9b3f782ff21c2147286be3a392d9f3c2d167ef"}]},{"symbol":"FFIV","date":"2026-10-16","iv_pct":47.575907421071406,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.0210990990991,"put_iv_pct":53.07205882352941},{"expiry":"2026-12-18","call_iv_pct":46.89286652078775,"put_iv_pct":47.45424778761062},{"expiry":"2027-01-15","call_iv_pct":44.71452926208651,"put_iv_pct":44.39607692307692},{"expiry":"2027-02-19","call_iv_pct":45.83638095238095,"put_iv_pct":46.22}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3a1b9a8199cf0398ffdc47ecba80b9e0426afd0adefb78868995008090354ab2","captured_at":"2026-10-24T05:17:28.941399+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":"FFIV","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"6f41f494ba92051280303de2a1ee1206dbf7978d9e03ea47aa54357116dffa87"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bc47b29cd6d5c71499fac3022dffcae5f0beece775f33403e32942a80f27f504"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a2afc0ad0b167ed4c16f149a0a3f8cf5749df756630dd0ccbb5adbb7bcfab8e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"2cdaf4a17fc183411420a89f6d9b3f782ff21c2147286be3a392d9f3c2d167ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1d9336834e4f498640480aa1f38588d1253dddbfad7c4e4ae7a06148b7d91ed1"}]},{"symbol":"FFIV","date":"2026-10-19","iv_pct":47.156220918213116,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":53.902481751824816,"put_iv_pct":52.334190140845074},{"expiry":"2026-12-18","call_iv_pct":46.89420382165605,"put_iv_pct":46.27355748373102},{"expiry":"2027-01-15","call_iv_pct":44.1945,"put_iv_pct":42.91581280788178},{"expiry":"2027-02-19","call_iv_pct":46.05031545741325,"put_iv_pct":44.68470588235294}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9ac7a05c7f92d05cba9222e0b075162fcc63839010db01a84365f4efe7eeb0d0","captured_at":"2026-10-24T05:17:25.783123+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":"FFIV","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"a78747e4e5c3efac986ad1f269d22861aa0c4de448fc0f871009a9b59b010696"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"bc47b29cd6d5c71499fac3022dffcae5f0beece775f33403e32942a80f27f504"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a2afc0ad0b167ed4c16f149a0a3f8cf5749df756630dd0ccbb5adbb7bcfab8e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"2cdaf4a17fc183411420a89f6d9b3f782ff21c2147286be3a392d9f3c2d167ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1d9336834e4f498640480aa1f38588d1253dddbfad7c4e4ae7a06148b7d91ed1"}]},{"symbol":"FFIV","date":"2026-10-20","iv_pct":47.412959181137666,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.40270796460177,"put_iv_pct":54.31777777777778},{"expiry":"2026-12-18","call_iv_pct":45.905806451612904,"put_iv_pct":47.25027027027026},{"expiry":"2027-01-15","call_iv_pct":44.14051851851852,"put_iv_pct":43.95899749373434},{"expiry":"2027-02-19","call_iv_pct":46.068263665594856,"put_iv_pct":45.25933130699089}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"edece475e95573cc8bb7faac74e198345f3f447597a0e50275e98ebdf80a3236","captured_at":"2026-10-22T13:42:19.403867+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":"FFIV","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"bad006afece28d604db2da87dc292d4a58f7f32e648fae47e6020f5ac3c5eed5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"cafc6285c42e98d4a4a14d03b1638cb4d5223ef15e4b38c290d098ec5b96ce51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"2a11cff6716a65254ac28824af8c7abca76feff464ab7c0852df94ddaa7885ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"df176459bfef6c3422cf9020392fbfff75e96786178c1853754373ccf00e8c0d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"38956c54b899acfcaf15b5261eff479d2c28b8c99034ac4922ce6017768fa0e8"}]},{"symbol":"FFIV","date":"2026-10-21","iv_pct":48.26537526035679,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":55.013382624768944,"put_iv_pct":55.38258845437616},{"expiry":"2026-12-18","call_iv_pct":47.058521739130434,"put_iv_pct":47.0507658643326},{"expiry":"2027-01-15","call_iv_pct":44.877755102040815,"put_iv_pct":44.397603092783505},{"expiry":"2027-02-19","call_iv_pct":46.53258064516129,"put_iv_pct":45.80980456026059}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b20763f744160e1752ffaa53344ecc1be6ba2a099b316c81388eabe0d931e8e","captured_at":"2026-10-22T13:42:17.639022+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":"FFIV","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"203088e750beac0728a65894cd1afd540ca8c30758c8c96601c9c44fff367eb3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"cafc6285c42e98d4a4a14d03b1638cb4d5223ef15e4b38c290d098ec5b96ce51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"2a11cff6716a65254ac28824af8c7abca76feff464ab7c0852df94ddaa7885ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"df176459bfef6c3422cf9020392fbfff75e96786178c1853754373ccf00e8c0d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"38956c54b899acfcaf15b5261eff479d2c28b8c99034ac4922ce6017768fa0e8"}]},{"symbol":"FFIV","date":"2026-10-22","iv_pct":48.09622113021831,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":53.96694397283531,"put_iv_pct":54.0233676975945},{"expiry":"2026-12-18","call_iv_pct":47.506810344827585,"put_iv_pct":47.39530567685589},{"expiry":"2027-01-15","call_iv_pct":44.78113300492611,"put_iv_pct":44.301056511056515},{"expiry":"2027-02-19","call_iv_pct":46.6218691588785,"put_iv_pct":46.17328267477204}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2bff8cbbe300b94263627365db6c3c048e6d7e975363067a291f46dc316703f1","captured_at":"2026-10-23T01:27:19.585753+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":"FFIV","date":"2026-10-22","format":"json"},"source_hash":"5db9d78df152318390d84ca3688acbaa6377916a09feeebcabcd5181f6f87bcb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"c2f3d652537e2ca92a3c0a05e63a7e2292ede6ce9a3e272f3de707186f47b76e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"e1d882527597ee3b45179f753d99f68744eaa1b8f6da6de11149b13540f52e48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"8079d815edc6f3072d70154e88d14035ab7458ff0873bb21b2ec9c06a6031b13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d105b023b7021e42563c4b6f5eaf9fdb8e2e1bd986fbe26841719d07ab1fb40"}]},{"symbol":"FFIV","date":"2026-10-23","iv_pct":48.12582607750853,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.145430579964845,"put_iv_pct":53.54213793103448},{"expiry":"2026-12-18","call_iv_pct":47.37632258064516,"put_iv_pct":47.857748917748914},{"expiry":"2027-01-15","call_iv_pct":44.43574307304786,"put_iv_pct":44.96621761658031},{"expiry":"2027-02-19","call_iv_pct":46.548244514106585,"put_iv_pct":46.13476340694007}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f196a4c51e7f3be04dc01e288dd9b75fdf1fef740b624269bb62140d6ede370","captured_at":"2026-10-24T00:53:45.161003+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":"FFIV","date":"2026-10-23","format":"json"},"source_hash":"5db9d78df152318390d84ca3688acbaa6377916a09feeebcabcd5181f6f87bcb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"c4b091b25f7654dbec174c4fe2fcc45efcdcda49d2c8cf52600430629daaaa3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"8d42987a1fff47b257962a55edc8f80c586a98db2439ea499c612d4c693ff524"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"591cf29032559c61354703a5438d49c00e1a24b843028078157991cca432bc74"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e9a932e3234de9663a141b0d3237949d6e6369c7ae6c2751b6bce4f8c69122ba"}]},{"symbol":"FFIV","date":"2026-10-26","iv_pct":49.117243573091486,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":56.04620689655173,"put_iv_pct":57.37901408450704},{"expiry":"2026-12-18","call_iv_pct":47.703506493506495,"put_iv_pct":48.40730941704036},{"expiry":"2027-01-15","call_iv_pct":44.91684729064039,"put_iv_pct":45.21598503740648},{"expiry":"2027-02-19","call_iv_pct":46.6356507936508,"put_iv_pct":46.63342857142857}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c0bae398c1e3d6cbb69274b78e8a55ddfd1ed3fa9a6de72983b97ecf0ba5bbc3","captured_at":"2026-10-28T16:34:52.824252+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":"FFIV","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"cff1c14fa2c9f61ff0e6cd9514b31fceef7cba86aa37d7eaf6c255faa879753e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"2478cf7ac0ea58dbc5f3ccb8ab836e3bb6bfb8ba29a8c82f8f322544453b92b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"3bdca26a8a881f00507b7bbc1439a1c3fa3297f8838861eef993411ac6704f27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f1f706154fe9cddd948afee9892065d28a614a3814cecd4b5a3cb26a36b33ee0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"eff5497f95f02dd12b49586591e9d80ccd64d4d56694f27038a4d4352b78891e"}]},{"symbol":"FFIV","date":"2026-10-27","iv_pct":49.21889818884203,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":57.21011784511785,"put_iv_pct":58.065780445969125},{"expiry":"2026-12-18","call_iv_pct":47.67550632911393,"put_iv_pct":48.26},{"expiry":"2027-01-15","call_iv_pct":44.57372881355932,"put_iv_pct":45.38014925373135},{"expiry":"2027-02-19","call_iv_pct":46.238805031446546,"put_iv_pct":46.347097791798106}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"12bf6abc69d9854d0f343187e4aa1597e907bc87b250b32d5394625c3abb37d4","captured_at":"2026-10-28T16:34:51.230849+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":"FFIV","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"8e7d417039b92703d500030223fd5e227cd89155d464ae13beb0b202e483540c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"2478cf7ac0ea58dbc5f3ccb8ab836e3bb6bfb8ba29a8c82f8f322544453b92b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"3bdca26a8a881f00507b7bbc1439a1c3fa3297f8838861eef993411ac6704f27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"f1f706154fe9cddd948afee9892065d28a614a3814cecd4b5a3cb26a36b33ee0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"eff5497f95f02dd12b49586591e9d80ccd64d4d56694f27038a4d4352b78891e"}]},{"symbol":"FFIV","date":"2026-10-28","iv_pct":42.60871305014353,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.20146722164412,"put_iv_pct":44.89358024691359},{"expiry":"2026-12-18","call_iv_pct":41.88348148148148,"put_iv_pct":41.05063037249283},{"expiry":"2027-01-15","call_iv_pct":40.855026362038664,"put_iv_pct":40.04304812834224},{"expiry":"2027-02-19","call_iv_pct":43.9,"put_iv_pct":43.04247058823529}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9309b3d6bc0a9c6ddcee9104e2aa0fa52010d8bfb79389016a43c1dc1a7af8e7","captured_at":"2026-10-29T16:34:12.464441+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":"FFIV","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"a6a4a639d2b8f894abcaf4d3a402af835055a488ad3b5f1941ab457832c98a59"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"4a332da8a82912ef02f5dbeee2f6a6878f761029689455fdf5ba490e3d3a4ed0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a77d4cb86530c5f367c69302e5e2d3b91e9ec2cb403792970472e4579128dae7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"4358fd2d082ec38b075b9c04ab8724eb7af7b57be9916ace259d6a191e253bb2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","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":"3d34823eadd890b1d7b8e14caa2ed7cbbec359feb7bbca3700abf2795500aa57"}]},{"symbol":"FFIV","date":"2026-10-29","iv_pct":41.49041064665584,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.066422613531046,"put_iv_pct":43.70859251968504},{"expiry":"2026-12-18","call_iv_pct":40.40693681318681,"put_iv_pct":41.12279720279721},{"expiry":"2027-01-15","call_iv_pct":39.60459369817578,"put_iv_pct":40.001120689655174},{"expiry":"2027-02-19","call_iv_pct":42.8186859688196,"put_iv_pct":43.19413566739606}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"326fc2dd230113c21df52add2f9804cb36ed46a0fd18b7719313f56fb4ecc1a1","captured_at":"2026-10-30T16:44:34.913157+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":"FFIV","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"f0300d31e405bacca7cf5b3591d98fc21e6205bd86c8bf3ab0276746005a96a4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"e742ff66b935136268626217c032ed83e2666b187c692fcbe268cadd73320bc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"a05a1f5d8da50ddb9094385cae2b79e69c58138d3177a30715b1a166a293c0c3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"9fe30b8558dedd2e0598c2b0900cbc95e94733e6f2846b156bf19b7825768b36"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88842f5bc70b02a2da64cd3db3ee5e8bdf4609ef36a2b981365eb0225b5a1928"}]},{"symbol":"FFIV","date":"2026-10-30","iv_pct":45.02373557152729,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.52745631067961,"put_iv_pct":46.64826300294406},{"expiry":"2026-12-18","call_iv_pct":44.27789764868603,"put_iv_pct":44.00390581717451},{"expiry":"2027-01-15","call_iv_pct":43.02779661016949,"put_iv_pct":42.19914572864322},{"expiry":"2027-02-19","call_iv_pct":46.67179954441914,"put_iv_pct":45.83361990950226}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FFIV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bb644d26a634614b478284644286fadd623b1732a066ce75fa5620c1a050e04e","captured_at":"2026-10-31T23:50:06.958532+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":"FFIV","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"83ae254830b2a22e770a48567ca19e5bc0604aaf0d1ae9e551e8cd146c70a84c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"2625176d2cf6866528b36682b9c167db884285520e23740f7452d1fcfcd8466a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"cda8d84809d346b81b79c8e1aab4740f8a6a04331138670f8fc423a4b34a24b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","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":"3d60f3c64768007b2bc9d714d1a7b75d687b203eb088790c297e1e49b5748f4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FFIV","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a917cb4e8c1bb8b3df0a920b703699c8a79baa9525f641008e1b7b257eaddb4"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FFIV","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":39.42797444204798,"put_call_skew_pp":-1.7847269614338952,"implied_move_pct":14.549710471490624,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6015823b10733b5fd01d703b336e3ac09e6fbb629c2088c7b7e10e5ce8de51a8","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":38.84992533846955,"put_call_skew_pp":-1.3643137601577742,"implied_move_pct":14.184400576391214,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"161c4b3b79bd8b1f66b4afd7124618360006b59c235f1ca890ad671f0cddb1ef","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":40.45386380263399,"put_call_skew_pp":0.19818600866146951,"implied_move_pct":14.288159755403044,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"84aec00293a1a785065a2db346b094b65e06d059c05809e4aa40dafedb3ad70a","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":39.90590869538218,"put_call_skew_pp":-1.335176404659368,"implied_move_pct":14.170341702987225,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"904c300c77a2d7111e03a9d31f34a615e5c3d4b33ee9054b01ca91581ac650e9","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":36.187605339390416,"put_call_skew_pp":-1.3812322013300733,"implied_move_pct":12.912067015519423,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a790e9bc18288ce97532d6e02804c894acd0eb8193d65fd20bd5111235f21648","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":37.628374894106194,"put_call_skew_pp":-0.7542673313249857,"implied_move_pct":12.532556257960964,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2698ae5dbebbe62cb4cd09923014df6e19063d0b2d0529be950778ae923a4356","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":39.15418960864313,"put_call_skew_pp":-1.8590911439620719,"implied_move_pct":12.564580339785318,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f4f9a9f99c138042cc773eae7273243f465e8baf109d9bb113797175dd954d59","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":37.51232746438218,"put_call_skew_pp":-2.1278285856989214,"implied_move_pct":12.168930759962201,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"057aa188194a0e9cc70f6d5893d9e14239d6654e16a786b3f3a2907ec49bff49","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":39.80049523963573,"put_call_skew_pp":2.0194423722099017,"implied_move_pct":11.900537357588476,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"84924acdabbcf57122b22cb723016a9524707820b3430d85bba0834925e643ed","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":37.85787179254682,"put_call_skew_pp":0.1707480899825331,"implied_move_pct":16.82287687349849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"017086f7370df081f64523e1462ec27c2ea72887e7951d8cd37469162011cc88","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":38.436685466613135,"put_call_skew_pp":0.40735525372879877,"implied_move_pct":16.713381634917937,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5f1216796510445317b1186ebf6502074587e9a7252d22785bfa987093298c08","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":37.958715327104,"put_call_skew_pp":-0.1234195965992928,"implied_move_pct":16.359526591148857,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7c86ac946dc7584a4cda151d19335c8342db864ca9f9a4ce0e78d02d562db347","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":38.57716603359174,"put_call_skew_pp":-0.9513953349856887,"implied_move_pct":16.41877704696231,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0ba75a804f2ba457642574f03b7644a58c5bebaf1a35e9c110c71aa9c2877078","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":38.53866865916862,"put_call_skew_pp":-0.17502577898347482,"implied_move_pct":16.304832396463453,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"85ac7c323cfcb6771fcb004a1fc824ecc293a38d0f0ff620e5d00492b4fb6ca7","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":38.63675158613069,"put_call_skew_pp":-0.9992021050348736,"implied_move_pct":16.189794425926117,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0c17ddefcb77617d2cb00f7c39b2383f656383470b70e0caa1531b988f3d976b","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":38.64059527527593,"put_call_skew_pp":-0.4754945864822435,"implied_move_pct":15.742704607806505,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"675d01bf8dcf0eaf7e0fb5379856cbea6240344cb22e5fdd589d0ff49eb25a1c","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":38.90149479536437,"put_call_skew_pp":0.6815957017896892,"implied_move_pct":15.676909773468497,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0f87015e892611b4f6682e8edcb3b44da734dcdbb63921fbde89bd82f1a026d2","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":38.65047494536958,"put_call_skew_pp":-1.448779122414189,"implied_move_pct":15.447500854590501,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1ad3ad39f2d8b062323ec4f7e41cdc19e2b405c7188c5ff7dea668a8d38fa483","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":37.49846226811466,"put_call_skew_pp":0.37930751737443913,"implied_move_pct":14.971809430457057,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e2d2a0a4386eb3be949754899b050e40d2eb91ba39662cae391a2533babc7cec","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":37.581161720198615,"put_call_skew_pp":-1.026234179985467,"implied_move_pct":14.85745303081957,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fbb7cc3a34c29a25348e5e23b5c3e929ba6935f7305aea316e0754fc5e40aa6a","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":40.27346851617816,"put_call_skew_pp":-0.9653371167704119,"implied_move_pct":14.95445954901327,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"37f0ce4bcbf2d418afaa839dc9e4851445301b16be264eb65cea17395ee9601f","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":40.12889977810919,"put_call_skew_pp":-0.21036621306925873,"implied_move_pct":14.72817748980577,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a87fb5b777c2bbe16dad390a5f0c57b63bb92a1d0dd4719efe8de8522824ba87","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":40.126764948569814,"put_call_skew_pp":-1.490941888526958,"implied_move_pct":14.579518669452863,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6fba529330e7b38e4be50eb1cf3f34e2037b8dc272796e21e16a4382076b5f7a","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":39.04394424855076,"put_call_skew_pp":-0.18741489221145535,"implied_move_pct":14.10883912365051,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71a60e9897ab79ecc299c51a0f5e34a7e1240b5e705b2f4118c8810c7e3132eb","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":41.411615331239275,"put_call_skew_pp":-0.4612550606152652,"implied_move_pct":13.926810725931404,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"609ac23266f50051e8c356822aab09ea56942a1c9429173a998b52bd95bb421d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":42.44320915347116,"put_call_skew_pp":-0.8419468633483849,"implied_move_pct":13.945614574731358,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"98edd26ae2db5d42261b650b97ad405a872e2e52110ccb772ea0b7e8ca4cccb4","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":43.32705123414503,"put_call_skew_pp":0.19358252828893896,"implied_move_pct":13.824854033468203,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4b61190f2aded0f229176a792045ee73879824f3ec4dd29d9739f8b3d79ed73b","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":42.26659237223278,"put_call_skew_pp":-4.196460197806278,"implied_move_pct":13.308018084624145,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3d8c14563575d0ed4ee92978bb5cd7870c663480237a9867197ec051124a1fb5","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":41.056213201420846,"put_call_skew_pp":-0.6644107347996311,"implied_move_pct":18.29850262818202,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d44beeda154a019c29724d7583933cd06462b15aba818e99d7847890f4f6d03b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":42.190188473485634,"put_call_skew_pp":0.021750839501230246,"implied_move_pct":18.36870884686163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"da0c0de6cc788bbd3318e74348440f320f1aadbe63c0f6f197a9aac700986e72","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":42.688486282174054,"put_call_skew_pp":0.2734801520001966,"implied_move_pct":18.403880679299505,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2e114aec30e9d6fc2035411840e473a0243d2973d94338c52282d9819d1bd116","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":43.53145608567139,"put_call_skew_pp":-0.27515673324644396,"implied_move_pct":18.610463038477047,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ecab9587da0be0b83027f0a75a7f9d149eb67eebd6be78799c89d16acfbf19c1","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":43.36666290190435,"put_call_skew_pp":-0.9149128617790883,"implied_move_pct":18.415798176104357,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c60ceb2a29817797171b9d3487f3d7b9c93e21fa5797d00ba8c46ad5c9e97ab4","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":42.28793361595649,"put_call_skew_pp":0.25891116201295183,"implied_move_pct":17.881157169840982,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"998e477edc0d94cb83dd12976833d383e6b3dcceafb41f6199bc9e68ec808bef","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":43.43308890780212,"put_call_skew_pp":-0.5628408060099357,"implied_move_pct":17.774089048255142,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"82c66a3016cd11e11d3820ffb8a421364f157f9d9effe6b913703d2c25b27c78","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":43.40346889815399,"put_call_skew_pp":-0.6474987247300454,"implied_move_pct":17.641321297105947,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2bfb496193223a9617bc7d9570199cc9c4ea136e70aef3753e1f7fe134359201","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":42.68276375857424,"put_call_skew_pp":-0.1425995027653606,"implied_move_pct":17.30594079255873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e21c63a882241785ad2476fc64ec37589600b9774ebe12986d63536e283b0003","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":44.03384494512516,"put_call_skew_pp":-1.0463482938288653,"implied_move_pct":17.582023341615738,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"02ba8afb8d3906d0ac6029259b43f20773177ecff7e93bca4068c739083b77f5","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":43.10366634179505,"put_call_skew_pp":0.7158115823474311,"implied_move_pct":17.106379296193357,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a27b6e1bbeee7cf61f49786abe122fcea1e6440c8e6f5cdcd1bfa1718e0e7185","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":42.794555799390736,"put_call_skew_pp":-0.24277018202595002,"implied_move_pct":16.377195056789297,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"837d54f55f021ddc2704948879af3309511c8dd4b0d021ad3fffe23a7af2c217","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":42.505693021566586,"put_call_skew_pp":-0.3776260073467821,"implied_move_pct":16.066448651957902,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0f6fc0a6b1c1b2a723c1a514dca5e973adaabf5d02b36c1e1458271baa3430b2","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":42.26662293600838,"put_call_skew_pp":-0.9039445820399976,"implied_move_pct":15.798706180520668,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5306fb9800cba94b4f6f1b0659c549e93e7c1d0732c7337ccac4f5036c332dd3","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":42.37887373703687,"put_call_skew_pp":-0.20617077354923552,"implied_move_pct":15.651684734783,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d4dd745bd8c778200693acd5d456e1532442533fb3f55056a880f5f25aba7b37","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":41.79831905651055,"put_call_skew_pp":0.35231629748440163,"implied_move_pct":15.318501176409452,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"77864e4627c19f6ac7b3eda700b6bbe05a35f1ec29c90062b4792ac9d492b956","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":44.05991870287977,"put_call_skew_pp":0.7761123172914228,"implied_move_pct":15.103885663996092,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7837f09d83b7265cde29bdd97f2548180dd27a096da4533c674521ba30a28106","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":46.16895764418343,"put_call_skew_pp":-0.7503434420994903,"implied_move_pct":15.369427007181955,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"86269d04c27596b9ac78de855843d84c1c89ebe4c596785069b3f329fea2de48","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":47.96874974695658,"put_call_skew_pp":-1.3718374425619082,"implied_move_pct":15.52939777804586,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"154c24ccf16f475c0dac6e0f5d88cdfce6a8d219c7b445d81632572423fe59f1","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":49.23510223514612,"put_call_skew_pp":2.183361331642816,"implied_move_pct":15.092008372041962,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d1e5c930bdf3c59d5cfe2a45aac4a22bdba7d5f0d5dfb531490855f8e4ae2fea","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":47.575907421071406,"put_call_skew_pp":0.41937692496566115,"implied_move_pct":21.282901004791622,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3a1b9a8199cf0398ffdc47ecba80b9e0426afd0adefb78868995008090354ab2","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":47.15622091821311,"put_call_skew_pp":-1.208308679020826,"implied_move_pct":20.577299886199402,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9ac7a05c7f92d05cba9222e0b075162fcc63839010db01a84365f4efe7eeb0d0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":47.412959181137666,"put_call_skew_pp":0.5672700621113052,"implied_move_pct":20.53882032309274,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"edece475e95573cc8bb7faac74e198345f3f447597a0e50275e98ebdf80a3236","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":48.26537526035679,"put_call_skew_pp":-0.2103695348371577,"implied_move_pct":20.701200900147906,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b20763f744160e1752ffaa53344ecc1be6ba2a099b316c81388eabe0d931e8e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":48.096221130218304,"put_call_skew_pp":-0.2459359802971406,"implied_move_pct":20.510266178416018,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2bff8cbbe300b94263627365db6c3c048e6d7e975363067a291f46dc316703f1","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":48.12582607750852,"put_call_skew_pp":-0.0012182188651692627,"implied_move_pct":20.360306108539874,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f196a4c51e7f3be04dc01e288dd9b75fdf1fef740b624269bb62140d6ede370","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":49.117243573091486,"put_call_skew_pp":0.5833814090082594,"implied_move_pct":20.16165155160979,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c0bae398c1e3d6cbb69274b78e8a55ddfd1ed3fa9a6de72983b97ecf0ba5bbc3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":49.21889818884203,"put_call_skew_pp":0.5887173680652324,"implied_move_pct":19.974739040989437,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"12bf6abc69d9854d0f343187e4aa1597e907bc87b250b32d5394625c3abb37d4","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":42.60871305014353,"put_call_skew_pp":-0.7025614322950791,"implied_move_pct":17.474269368820746,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9309b3d6bc0a9c6ddcee9104e2aa0fa52010d8bfb79389016a43c1dc1a7af8e7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":41.490410646655846,"put_call_skew_pp":1.0325017464550612,"implied_move_pct":16.949989532516895,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"326fc2dd230113c21df52add2f9804cb36ed46a0fd18b7719313f56fb4ecc1a1","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":45.0237355715273,"put_call_skew_pp":-0.7050039139225532,"implied_move_pct":18.159135545905116,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bb644d26a634614b478284644286fadd623b1732a066ce75fa5620c1a050e04e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}