{"schemaVersion":1,"symbol":"FIS","days":90,"observations":[{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T14:40:40.069000+00:00","captured_at":"2026-10-21T14:53:03.990Z","last_trade_at":"2026-10-21T14:53:00.193630851Z","price":36.375,"iv_pct":52.20236381656338,"implied_move_pct":12.23846615605209,"put_call_skew_pp":0.0038345640603842934,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"ee043a79905e54a527187a762ad9badc28a2e8d58581e7abfd30c3a32c0921eb"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T15:06:14.114000+00:00","captured_at":"2026-10-21T15:08:33.018Z","last_trade_at":"2026-10-21T15:08:31.932076024Z","price":36.31,"iv_pct":51.80376362794308,"implied_move_pct":12.091734041611314,"put_call_skew_pp":-0.8645573041395793,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"e4aac7190553f8cef0d43a967c66c17f182cb9e40c03e8d35448a14434d86f74"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T15:20:01.455000+00:00","captured_at":"2026-10-21T15:22:58.114Z","last_trade_at":"2026-10-21T15:22:52.85475788Z","price":36.33,"iv_pct":51.51219071813531,"implied_move_pct":12.03428151807859,"put_call_skew_pp":-0.745106574152643,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"2c766c1d2e28b13c5f45641f2f42061f8715c0f12e02475b989b8a32e9c3e2e3"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T15:31:13.287000+00:00","captured_at":"2026-10-21T15:39:32.627Z","last_trade_at":"2026-10-21T15:39:27.135550327Z","price":36.31,"iv_pct":51.177978351344734,"implied_move_pct":11.971423741145388,"put_call_skew_pp":-0.8645573041395793,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"cc09362c3747e69c68d63fc3f5242c2fb8555d3db018febc58c7556ed147c40f"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T15:39:03.011000+00:00","captured_at":"2026-10-21T15:53:00.119Z","last_trade_at":"2026-10-21T15:52:57.691514454Z","price":36.295,"iv_pct":51.240970328579635,"implied_move_pct":11.9802283891763,"put_call_skew_pp":-0.9793202764976972,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"b0efde6447df2691ac5615b07fd803d6c4bf575bc5546080e57c91364f3a2cac"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T15:57:12.422000+00:00","captured_at":"2026-10-21T16:03:48.293Z","last_trade_at":"2026-10-21T16:03:46.718465255Z","price":36.28,"iv_pct":47.175417394923016,"implied_move_pct":10.912985582611958,"put_call_skew_pp":4.849495812919136,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"d5967100e869e5ea4335ed628c503abc34bdee084f60d7f7fbda11cccb726d17"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T16:05:18.555000+00:00","captured_at":"2026-10-21T16:14:07.197Z","last_trade_at":"2026-10-21T16:13:49.853342761Z","price":36.28,"iv_pct":47.175417394923016,"implied_move_pct":10.912985582611958,"put_call_skew_pp":4.849495812919136,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"3eac527875a34844e6fd6a00255cf5ce70d918e6b24ae0235c7bd019a930f0bd"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T16:17:37.579000+00:00","captured_at":"2026-10-21T16:24:16.443Z","last_trade_at":"2026-10-21T16:24:12.533171984Z","price":36.23,"iv_pct":47.17447944533619,"implied_move_pct":10.892813884855988,"put_call_skew_pp":4.496476860069853,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"237c0fbc6ea007aad5e4cdaedb3ac1cab29a56f90087f82aff3aafb7b00e6e14"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T16:23:38.056000+00:00","captured_at":"2026-10-21T16:34:33.702Z","last_trade_at":"2026-10-21T16:33:15.662467268Z","price":36.225,"iv_pct":47.177591259225096,"implied_move_pct":10.891008835036592,"put_call_skew_pp":4.671723835339348,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"c4366cb4b6147ca369933f1898a380faafcaca8e352018037a2c86af67e8b80b"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T16:39:47.571000+00:00","captured_at":"2026-10-21T16:44:52.362Z","last_trade_at":"2026-10-21T16:44:47.52010626Z","price":36.215,"iv_pct":47.27903519535034,"implied_move_pct":10.910880175683339,"put_call_skew_pp":4.596937330185741,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"3dc8324bd0fac5fb521922c2c09c2a32cb2294bf1578bce5c67edda2c1efb698"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T16:44:53.275000+00:00","captured_at":"2026-10-21T16:55:08.339Z","last_trade_at":"2026-10-21T16:55:02.689401341Z","price":36.215,"iv_pct":47.27903519535034,"implied_move_pct":10.910880175683339,"put_call_skew_pp":4.596937330185741,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"f307a5268db5b2d354a5d66c306399aca2257054fc20afd01a1498fa114afd6c"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T17:01:55.550000+00:00","captured_at":"2026-10-21T17:09:56.089Z","last_trade_at":"2026-10-21T17:09:54.221658878Z","price":36.225,"iv_pct":47.27738215713407,"implied_move_pct":10.913588770980878,"put_call_skew_pp":4.671723835339348,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"ca156afe1d8c815e20ca3fc9a1c3707a7531e617c91bad76c8606234ac341e16"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T17:09:03.190000+00:00","captured_at":"2026-10-21T17:23:56.135Z","last_trade_at":"2026-10-21T17:23:40.662823077Z","price":36.185,"iv_pct":47.18340532886602,"implied_move_pct":10.87754602992276,"put_call_skew_pp":4.367736401082556,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"c1f194c9dfe2c9475ebba4decd31f7ed59014e998b2be0151870722bb00a3b4c"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T17:33:07.987000+00:00","captured_at":"2026-10-21T17:34:23.362Z","last_trade_at":"2026-10-21T17:34:22.018806451Z","price":36.225,"iv_pct":47.18092590713407,"implied_move_pct":10.891763374155481,"put_call_skew_pp":4.671723835339348,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"9db3fb6a7a690c38cd327339ee269ef6d9e536c3c309bf18c9814ac2074868bc"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T17:33:08.242000+00:00","captured_at":"2026-10-21T17:44:46.847Z","last_trade_at":"2026-10-21T17:44:42.298575748Z","price":36.2101,"iv_pct":47.18231205562526,"implied_move_pct":10.886850064858836,"put_call_skew_pp":4.565206428590035,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"8dcf83fcdba31b1e1d2d4c741d188d90b7d797ece3c48b7045bc5ee8abe42f66"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T17:47:29.067000+00:00","captured_at":"2026-10-21T17:56:02.279Z","last_trade_at":"2026-10-21T17:55:30.065328351Z","price":36.26,"iv_pct":46.96490554275853,"implied_move_pct":10.844260248031153,"put_call_skew_pp":4.949999999999999,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"1ea88f245f1b4cf315f2a88d3bafb59db0dadf27df280557d33aeedd65afb45a"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T17:53:18.378000+00:00","captured_at":"2026-10-21T18:07:30.450Z","last_trade_at":"2026-10-21T18:07:21.390793032Z","price":36.225,"iv_pct":46.979477384568646,"implied_move_pct":10.834046315093913,"put_call_skew_pp":3.2562541730516648,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"374f3803c1fa903d87925c2591ffeefffca0c392e3c876b329dcbf1bb6f4b454"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T18:05:18.690000+00:00","captured_at":"2026-10-21T18:18:22.108Z","last_trade_at":"2026-10-21T18:17:48.627007377Z","price":36.265,"iv_pct":46.963740695015446,"implied_move_pct":10.845686569320218,"put_call_skew_pp":3.6110078891404274,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"ffc932c63a487867584179b3d5bd23a27bdc37928668a1957eed769ee5a5ba09"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T18:26:33.198000+00:00","captured_at":"2026-10-21T18:28:39.237Z","last_trade_at":"2026-10-21T18:28:27.999896997Z","price":36.3,"iv_pct":46.94964920169188,"implied_move_pct":10.854379743295576,"put_call_skew_pp":3.919010798025507,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"a9c02a7f9cae84da78f75d09cf86b54eebe970ed9bc7fd96baec25996b3cf9b5"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T18:36:00.127000+00:00","captured_at":"2026-10-21T18:38:55.285Z","last_trade_at":"2026-10-21T18:38:52.649408391Z","price":36.315,"iv_pct":45.943447649218804,"implied_move_pct":10.566382879098057,"put_call_skew_pp":4.051420361247948,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"c9488fd21c45e792df5adae0d94919ae877b276f83aade72ac8ef50edc7c7264"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T18:38:46.270000+00:00","captured_at":"2026-10-21T18:49:10.886Z","last_trade_at":"2026-10-21T18:49:03.894589534Z","price":36.29,"iv_pct":46.60600545922409,"implied_move_pct":10.74674218901486,"put_call_skew_pp":3.8249394726055597,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"2252628be65735146aaf81980a790f47c5ef16f3b679432a9132aa4732686620"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T18:55:36.582000+00:00","captured_at":"2026-10-21T18:59:43.264Z","last_trade_at":"2026-10-21T18:59:39.307892868Z","price":36.24,"iv_pct":46.671618477380456,"implied_move_pct":10.743493247686995,"put_call_skew_pp":3.3898621691236865,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"828f983b9e03b57f60a03292c860fce7778ed86cdcf29e7eaa914d628e8bbc73"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T19:01:27.758000+00:00","captured_at":"2026-10-21T19:10:47.625Z","last_trade_at":"2026-10-21T19:10:40.6593227Z","price":36.1,"iv_pct":46.59723313463599,"implied_move_pct":10.696017928696591,"put_call_skew_pp":4.900891538898355,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"ca7f26fb26a5a99dd3c21211c749c19da1010997f6bc5a7a8503eafb9c3e5c32"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T19:15:51.203000+00:00","captured_at":"2026-10-21T19:21:22.304Z","last_trade_at":"2026-10-21T19:21:20.928461535Z","price":36.215,"iv_pct":47.08036459397002,"implied_move_pct":10.888986010373294,"put_call_skew_pp":0.6870977568540659,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"85e11b0401ddf89eb3a5d766a411120eded6ca73dceca6342517bff13f3e53fb"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T19:22:50.551000+00:00","captured_at":"2026-10-21T19:31:41.803Z","last_trade_at":"2026-10-21T19:31:41.222347628Z","price":36.235,"iv_pct":47.084416708178814,"implied_move_pct":10.896956673648358,"put_call_skew_pp":3.485474976744185,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"d3a43c0ffdc283e2bf7043ca0d64808b0256f419a5ab5fd01fe762c7f272a3d9"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T19:29:46.563000+00:00","captured_at":"2026-10-21T19:41:56.010Z","last_trade_at":"2026-10-21T19:41:55.581448943Z","price":36.235,"iv_pct":47.084416708178814,"implied_move_pct":10.896956673648358,"put_call_skew_pp":3.485474976744185,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"c37fa7db34de67f4de5b1d68570530924b701da436e87ae8050548f9aa2ac8ce"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T19:50:34.440000+00:00","captured_at":"2026-10-21T19:52:10.869Z","last_trade_at":"2026-10-21T19:52:09.526692129Z","price":36.35,"iv_pct":44.905626133436485,"implied_move_pct":10.30444980672343,"put_call_skew_pp":-0.7405010175010107,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"31cdaef5050be759774c2b4e4c4ce2a0f89ae84391336b262e83a714ca53cd4c"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-21T19:58:38.076000+00:00","captured_at":"2026-10-21T20:02:58.497Z","last_trade_at":"2026-10-21T20:00:04.971763223Z","price":36.42,"iv_pct":44.73575788761227,"implied_move_pct":10.161576173704038,"put_call_skew_pp":-1.7446483906702892,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"208b54069637b472201f2316d917549384897393d24f0f93bbf45f6896a1049f"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-22T17:15:48.536000+00:00","captured_at":"2026-10-22T17:30:43.078Z","last_trade_at":"2026-10-22T17:30:42.127691906Z","price":37.955,"iv_pct":45.97915306524739,"implied_move_pct":10.432099527636852,"put_call_skew_pp":1.1147442413895647,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"77a8ffe6af7fb77a66accad08c9a0c06c3f0cfe8c844b060132ad5db0898e9b5"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:31.663000+00:00","captured_at":"2026-10-23T01:53:17.282Z","last_trade_at":"2026-10-22T23:07:50.374371096Z","price":38.19,"iv_pct":46.58056400406822,"implied_move_pct":10.363586542331374,"put_call_skew_pp":-0.7949067599067605,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"88df882a104df56afce49c6fa68a6b9c96c551a78c64c36df5002ac4fd5b1126"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-23T16:20:42.707000+00:00","captured_at":"2026-10-23T16:35:38.237Z","last_trade_at":"2026-10-23T16:35:12.892732358Z","price":37.15,"iv_pct":46.78959939815685,"implied_move_pct":10.404943031708902,"put_call_skew_pp":1.8896434304540521,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"1752273f036a423930e1626831e3767283405ae65a3a856bab26b31cf12923fe"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:29.994000+00:00","captured_at":"2026-10-24T04:08:32.296Z","last_trade_at":"2026-10-23T23:00:00.002513315Z","price":37.53,"iv_pct":46.00387228603888,"implied_move_pct":9.969671602054662,"put_call_skew_pp":-18.434677956044332,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"94bbace27463728a4195fe86b065e76f0a14eec7abe07c5e4683ee7ac0ee29b3"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:40.946000+00:00","captured_at":"2026-10-26T21:34:11.817Z","last_trade_at":"2026-10-26T20:10:00.002286296Z","price":36.87,"iv_pct":45.772682033198585,"implied_move_pct":9.624129689438801,"put_call_skew_pp":-39.936560528705456,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"f1f3527e96428e1142b75b4981f4c7463137981d0113dbcbcff991da21601b59"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-27T19:56:25.897000+00:00","captured_at":"2026-10-27T22:38:51.969Z","last_trade_at":"2026-10-27T22:30:00.003213682Z","price":35.61,"iv_pct":45.397449173406045,"implied_move_pct":9.272403408316409,"put_call_skew_pp":-5.869563082588519,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"fbaf3fb6d4563e8891c2ab911126dd9f08c615678a9f8b33430dc27d69fecfb9"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-28T19:39:45.627000+00:00","captured_at":"2026-10-28T19:40:41.048Z","last_trade_at":"2026-10-28T19:40:39.855695262Z","price":36.23,"iv_pct":49.57960718142549,"implied_move_pct":10.159716480202977,"put_call_skew_pp":-27.798404162647117,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"d253adebd22d1c77afd28747fa521dd7c89bcfb30301f15051640ed2da7d0fc0"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:44.204000+00:00","captured_at":"2026-10-29T02:17:09.784Z","last_trade_at":"2026-10-28T23:00:00.002607663Z","price":36.48,"iv_pct":49.581932339881085,"implied_move_pct":10.01207815580194,"put_call_skew_pp":-34.62455651035611,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"c205c7882c9ab630f84adeb56761bd796b75b4618128b2ba56a16c3086e79236"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:00.631000+00:00","captured_at":"2026-10-29T22:34:59.428Z","last_trade_at":"2026-10-29T22:30:00.002478508Z","price":37.28,"iv_pct":50.08296850815572,"implied_move_pct":9.939875897030115,"put_call_skew_pp":-1.5931163245686553,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"e7d7d61cf25810ed19bae229eb5376b74f4a482c29d44fa22690edd841c21293"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:01.106000+00:00","captured_at":"2026-10-30T21:57:06.747Z","last_trade_at":"2026-10-30T20:10:00.002506734Z","price":38.55,"iv_pct":64.25350060652492,"implied_move_pct":12.35507101463353,"put_call_skew_pp":0.07494560154125418,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"575bf70641a29d3bf572e8721482f4069830ec8c58692e775f57c1010a9b0aa5"},{"symbol":"FIS","expiry":"2026-11-20","observed_at":"2026-11-03T15:26:01.892000+00:00","captured_at":"2026-11-03T15:28:06.796Z","last_trade_at":"2026-11-03T15:28:00.409971063Z","price":39.415,"iv_pct":56.81509387382528,"implied_move_pct":9.864173907602455,"put_call_skew_pp":2.5462177963183175,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIS","source_hash":"3202270551a338a0711201b6e4281444dcbf4c6c6a9fe3c165da1a02c7cace1c"}],"dailyIv":[{"symbol":"FIS","date":"2026-08-05","iv_pct":45.019087591153635,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":52.01203753351207,"put_iv_pct":57.89358030830433},{"expiry":"2026-08-14","call_iv_pct":42.688647686832745,"put_iv_pct":53.72928725701944},{"expiry":"2026-08-21","call_iv_pct":41.51366990291262,"put_iv_pct":37.82386666666667},{"expiry":"2026-08-28","call_iv_pct":37.84963190184049,"put_iv_pct":36.64197947214076}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"38a9d6632ff014082028f1471cb2d68755d2a9554cc439c7b47a73459dba4284","captured_at":"2026-10-22T02:02:28.202918+00:00","observed_at":"2026-08-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"05ea9a038398a108535a908716458c7c39b1809fc73a19210f86a2e6805a8964"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a036e91636afcb679134cab364f67282e418b2604ff800da281c4a2b10566179"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"13ffb64c20c576db868cc06d48ec5c9a2dcf5d64f68a177bf8b4f9028775c48f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b049ea24a5f1391542ea260258616070a70a121ce51b1d480a2dda6d12ea4ef2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"260fba220e4e1b38834058695dabac515a83a64c84cadcfaa3020784590aa20e"}]},{"symbol":"FIS","date":"2026-08-06","iv_pct":50.41796284866829,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":39.49884690873405,"put_iv_pct":77.05778647031754},{"expiry":"2026-08-14","call_iv_pct":68.92126482213438,"put_iv_pct":44.52895136778116},{"expiry":"2026-08-21","call_iv_pct":42.57410810810811,"put_iv_pct":42.591388888888886},{"expiry":"2026-08-28","call_iv_pct":41.37010830324909,"put_iv_pct":46.80124792013311}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"63b65e9de461d4498bc236fd60f0927545bd748ed97e0430157eac4ad67b47f7","captured_at":"2026-10-22T02:02:25.729609+00:00","observed_at":"2026-08-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2aa88e8d7dc2e3c49a1377b086483c4f08f2dcd512cdcfbb3a19e1cedbd4f37b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a036e91636afcb679134cab364f67282e418b2604ff800da281c4a2b10566179"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"13ffb64c20c576db868cc06d48ec5c9a2dcf5d64f68a177bf8b4f9028775c48f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b049ea24a5f1391542ea260258616070a70a121ce51b1d480a2dda6d12ea4ef2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"260fba220e4e1b38834058695dabac515a83a64c84cadcfaa3020784590aa20e"}]},{"symbol":"FIS","date":"2026-08-07","iv_pct":38.9343825049398,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":35.127018567639254,"put_iv_pct":33.453376344086024},{"expiry":"2026-08-21","call_iv_pct":45.74845461365341,"put_iv_pct":37.72061016949152},{"expiry":"2026-08-28","call_iv_pct":46.672045454545454,"put_iv_pct":36.522471910112365},{"expiry":"2026-09-04","call_iv_pct":45.27715984147952,"put_iv_pct":30.95392313851081}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c07fdc3d92c7b1adc62b24e4039344a590bc46c568c412c147d5456a30b36671","captured_at":"2026-10-22T02:02:21.591428+00:00","observed_at":"2026-08-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"62bda9b750f15c1a59f220fcce744f2705ecbb97cc058a27e0a8fa2878851332"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"13ffb64c20c576db868cc06d48ec5c9a2dcf5d64f68a177bf8b4f9028775c48f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b049ea24a5f1391542ea260258616070a70a121ce51b1d480a2dda6d12ea4ef2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"260fba220e4e1b38834058695dabac515a83a64c84cadcfaa3020784590aa20e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2cbe5af79453658f684791a844095de9ec22c19fce6fbf4bb293bd37d65464bb"}]},{"symbol":"FIS","date":"2026-08-10","iv_pct":50.54072705682489,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":37.82657093870553,"put_iv_pct":46.28887441375716},{"expiry":"2026-08-21","call_iv_pct":63.37709762532982,"put_iv_pct":64.17817047817047},{"expiry":"2026-08-28","call_iv_pct":41.42582178217822,"put_iv_pct":56.65},{"expiry":"2026-09-04","call_iv_pct":41.023558139534885,"put_iv_pct":53.55572307692308}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b996b8ebd3e72345d4ca3b2c0558d83c4455a74f61005fe09cda114d496444e6","captured_at":"2026-10-22T02:02:13.829693+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4311b05cb3f3bd945b75cb4349c5db39c104c2cdf50956ec8dd17fe9f8d04a6a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec8612c0c581e2706746ab4ec88bbb141d03640610a6f22da60ca69549f09f0c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"763d558921ab1ae40ed1df6d1c21badac60f699e9af3c8d1729731e15a723a0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"4785dd0a61c00a62376eb494b59df8cf1521883d3af60ff4883f5050cb3dbd40"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"64fffb4e1862abf1305bbd184daf707753295d349f86b893fdf844026c03e8d8"}]},{"symbol":"FIS","date":"2026-08-11","iv_pct":44.86851553904967,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":46.93758463870642,"put_iv_pct":37.71299737729487},{"expiry":"2026-08-21","call_iv_pct":41.5825147928994,"put_iv_pct":34.936194029850746},{"expiry":"2026-08-28","call_iv_pct":47.00826306913997,"put_iv_pct":55.83971326164875},{"expiry":"2026-09-04","call_iv_pct":45.800514285714286,"put_iv_pct":49.130342857142864}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bede56559719dec52aeb6654a842df92c575f6c91953fae392aab5f4d8aa9ab9","captured_at":"2026-10-22T02:02:11.617935+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ecc9004b0f7cd5561fd1daa456cf53873f9aaf262d9c66aca09639bb4e173861"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec8612c0c581e2706746ab4ec88bbb141d03640610a6f22da60ca69549f09f0c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"763d558921ab1ae40ed1df6d1c21badac60f699e9af3c8d1729731e15a723a0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"4785dd0a61c00a62376eb494b59df8cf1521883d3af60ff4883f5050cb3dbd40"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"64fffb4e1862abf1305bbd184daf707753295d349f86b893fdf844026c03e8d8"}]},{"symbol":"FIS","date":"2026-08-12","iv_pct":47.00252796476914,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":91.95292682926828,"put_iv_pct":44.61828767123288},{"expiry":"2026-08-21","call_iv_pct":35.0337139272271,"put_iv_pct":37.92553008595989},{"expiry":"2026-08-28","call_iv_pct":37.511006346328195,"put_iv_pct":40.942433679354096},{"expiry":"2026-09-04","call_iv_pct":45.27465053763441,"put_iv_pct":42.76167464114833}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e3089089a31e2b7241cdc4ecfe32dfbe80dd891bd785a1aea9d94c442e5fee52","captured_at":"2026-10-22T02:02:09.471555+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f68308c73ad42f1ed964dcc62b067b7e77db3304fec638c0fa0aa5c076215e79"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec8612c0c581e2706746ab4ec88bbb141d03640610a6f22da60ca69549f09f0c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"763d558921ab1ae40ed1df6d1c21badac60f699e9af3c8d1729731e15a723a0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"4785dd0a61c00a62376eb494b59df8cf1521883d3af60ff4883f5050cb3dbd40"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"64fffb4e1862abf1305bbd184daf707753295d349f86b893fdf844026c03e8d8"}]},{"symbol":"FIS","date":"2026-08-13","iv_pct":56.29602696347116,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":86.60418612521154,"put_iv_pct":146.6572},{"expiry":"2026-08-21","call_iv_pct":37.148378378378375,"put_iv_pct":33.17663777089784},{"expiry":"2026-08-28","call_iv_pct":33.49898008449004,"put_iv_pct":42.64131313131313},{"expiry":"2026-09-04","call_iv_pct":33.33053459119497,"put_iv_pct":37.31098562628337}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b6a1c70c271a28b94e702f104c39b8ad1d4910360abf9a1048e058b47d02988","captured_at":"2026-10-22T02:02:07.156876+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"bb5996d4b9732f02e30dca1302da1c1e2d293662d1a610b7e29b280b463b6e51"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec8612c0c581e2706746ab4ec88bbb141d03640610a6f22da60ca69549f09f0c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"763d558921ab1ae40ed1df6d1c21badac60f699e9af3c8d1729731e15a723a0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"4785dd0a61c00a62376eb494b59df8cf1521883d3af60ff4883f5050cb3dbd40"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"64fffb4e1862abf1305bbd184daf707753295d349f86b893fdf844026c03e8d8"}]},{"symbol":"FIS","date":"2026-08-14","iv_pct":38.423522445111466,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":37.131825775656324,"put_iv_pct":52.97494058786742},{"expiry":"2026-08-28","call_iv_pct":38.101686310063464,"put_iv_pct":40.54711525189786},{"expiry":"2026-09-04","call_iv_pct":38.339945054945055,"put_iv_pct":26.858443113772456},{"expiry":"2026-09-11","call_iv_pct":35.073055242390076,"put_iv_pct":38.361168224299064}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ca81d23df513cf48457575b6a506e11299ddc2a70c1a68f26287f1b84ac6755b","captured_at":"2026-10-22T02:01:58.316948+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a4fc31dc1cb25e1e74cd7a8db05869a779a3031a2108af38e3120ec443d3390a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"763d558921ab1ae40ed1df6d1c21badac60f699e9af3c8d1729731e15a723a0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"4785dd0a61c00a62376eb494b59df8cf1521883d3af60ff4883f5050cb3dbd40"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"64fffb4e1862abf1305bbd184daf707753295d349f86b893fdf844026c03e8d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"9ba58ee2b1ce1b89c77086738ae165ae9f9d861cc1c8286612f8793c67e37a33"}]},{"symbol":"FIS","date":"2026-08-17","iv_pct":41.719857454478955,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":51.61340884573895,"put_iv_pct":37.16026933101651},{"expiry":"2026-08-28","call_iv_pct":46.50510597302505,"put_iv_pct":27.29729306487696},{"expiry":"2026-09-04","call_iv_pct":38.29709355131698,"put_iv_pct":41.348484848484844},{"expiry":"2026-09-11","call_iv_pct":46.87366071428571,"put_iv_pct":44.66354330708662}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e75ce6e835db1e6138d6c7fa0f78545747f4a14f0b2239994ee34398fe5655a3","captured_at":"2026-10-22T02:01:50.508606+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"fe9bee0a6d910ba9eb8702dfc958f933d0235e0abf3e741ae405c19a372e4a01"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"7217f58c51fdbbe85e3c2c24d1a725d597ea04dfa77e12e6ab3120f8d287b7a8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"0f806d7ca9de6adc8882322b0757b752ecddc7a40cc806ef557d022b88a8a236"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"44da995e5eeac5e5a4b5863fa77bb0eb6c8a766d8efe11abc3e7b426e6242f6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"13a91d24f75eab4ab3e3b1f8654048261d5ddb7a4186d7e3bda045707f6f8b8f"}]},{"symbol":"FIS","date":"2026-08-19","iv_pct":42.08943999394799,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":48.46247228381375,"put_iv_pct":59.627556818181816},{"expiry":"2026-08-28","call_iv_pct":67.00995192307691,"put_iv_pct":30.693260869565215},{"expiry":"2026-09-04","call_iv_pct":29.282854489164084,"put_iv_pct":33.40739837398374},{"expiry":"2026-09-11","call_iv_pct":35.845775193798445,"put_iv_pct":32.38625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"50bd02a3d86b66f67772d7213f386c401e48f862faee890e7cf2ee9e11723dc0","captured_at":"2026-10-22T02:01:46.489531+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e33e27acc26a5e751cb57b87443ca9c02a02f2bf633a82a6af42087edbcaaae2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"7217f58c51fdbbe85e3c2c24d1a725d597ea04dfa77e12e6ab3120f8d287b7a8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"0f806d7ca9de6adc8882322b0757b752ecddc7a40cc806ef557d022b88a8a236"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"44da995e5eeac5e5a4b5863fa77bb0eb6c8a766d8efe11abc3e7b426e6242f6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"13a91d24f75eab4ab3e3b1f8654048261d5ddb7a4186d7e3bda045707f6f8b8f"}]},{"symbol":"FIS","date":"2026-08-20","iv_pct":68.41394490249785,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":154.53786654960487,"put_iv_pct":166.87881707317075},{"expiry":"2026-08-28","call_iv_pct":38.76452674897119,"put_iv_pct":38.2333608490566},{"expiry":"2026-09-04","call_iv_pct":38.02526566217288,"put_iv_pct":33.485277777777775},{"expiry":"2026-09-11","call_iv_pct":36.99498622589532,"put_iv_pct":40.39145833333333}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6127414501fb984bb04511fb30aff5ee8a4e1d69cf38d539a86402e4549aa211","captured_at":"2026-10-22T02:01:44.447612+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"622faa1a314cac0fb9804f8b17065309048b441d4360f8e925415f3a924f0b9c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"7217f58c51fdbbe85e3c2c24d1a725d597ea04dfa77e12e6ab3120f8d287b7a8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"0f806d7ca9de6adc8882322b0757b752ecddc7a40cc806ef557d022b88a8a236"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"44da995e5eeac5e5a4b5863fa77bb0eb6c8a766d8efe11abc3e7b426e6242f6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"13a91d24f75eab4ab3e3b1f8654048261d5ddb7a4186d7e3bda045707f6f8b8f"}]},{"symbol":"FIS","date":"2026-08-21","iv_pct":38.86965578060724,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":41.07648845686513,"put_iv_pct":37.396690140845074},{"expiry":"2026-09-04","call_iv_pct":47.418454976303316,"put_iv_pct":33.44055785123967},{"expiry":"2026-09-11","call_iv_pct":36.52286885245902,"put_iv_pct":36.63256153144941},{"expiry":"2026-09-18","call_iv_pct":40.49695346795434,"put_iv_pct":37.97267096774194}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1ba8f81405a4705448190831d89293e2bac821b846d00fe622a1bf887a5df7b0","captured_at":"2026-10-22T02:01:40.844532+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5079152541c2cad369cc816c66eef7a732f1767efb1f00d9b7031205087da064"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","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":"0f806d7ca9de6adc8882322b0757b752ecddc7a40cc806ef557d022b88a8a236"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"44da995e5eeac5e5a4b5863fa77bb0eb6c8a766d8efe11abc3e7b426e6242f6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"13a91d24f75eab4ab3e3b1f8654048261d5ddb7a4186d7e3bda045707f6f8b8f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"3ec7152c450d6040bf637968e6f22ad92fea6e39bf3b275dccfea8405c9558dc"}]},{"symbol":"FIS","date":"2026-08-24","iv_pct":38.6845991211983,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":48.20261603375528,"put_iv_pct":43.15903637222485},{"expiry":"2026-09-04","call_iv_pct":33.87640967923466,"put_iv_pct":34.5616322922805},{"expiry":"2026-09-11","call_iv_pct":33.45874237804878,"put_iv_pct":40.8285201793722},{"expiry":"2026-09-18","call_iv_pct":34.85348598130841,"put_iv_pct":40.536350053361794}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a2a3310e860b31211b5daf9e4c492fdb31f8678f24b67be7ac5c530879b70f4","captured_at":"2026-10-22T02:01:32.960800+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"aac428fc20f4552f8242399ea180e6c4453282df5c97148238d59f72f2a35bee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca068c6685744c26797a6c6d26cbf4f2023f2d1e7cb45d7899dfc3d6bd3dce1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"369a4138df1667e83dad8f3a3015131aee1c3e75a62b1370a6ae50409202a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"bebc8629b76d3b623c2e13056b3b824f7581729d22a663cfe53e4c7f87d908ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"67d54858c613a4119dc6d5fdcbb7c5d50c06f1e184260f7abca50f1ffed264ff"}]},{"symbol":"FIS","date":"2026-08-25","iv_pct":38.35710599795075,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":43.13136741973841,"put_iv_pct":48.58339449541285},{"expiry":"2026-09-04","call_iv_pct":44.047604395604395,"put_iv_pct":34.287940315974254},{"expiry":"2026-09-11","call_iv_pct":29.655735388567763,"put_iv_pct":39.66821917808219},{"expiry":"2026-09-18","call_iv_pct":34.40571557155715,"put_iv_pct":33.07687121866898}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"da38f718ab9593688b9d30b306470df932613894e8103e5d6d55d75af71e81e3","captured_at":"2026-10-22T02:01:31.037046+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c466a0197cab27f98802882844e5520f36bd8fb82b8570116fb9774df05085a6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca068c6685744c26797a6c6d26cbf4f2023f2d1e7cb45d7899dfc3d6bd3dce1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"369a4138df1667e83dad8f3a3015131aee1c3e75a62b1370a6ae50409202a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"bebc8629b76d3b623c2e13056b3b824f7581729d22a663cfe53e4c7f87d908ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"67d54858c613a4119dc6d5fdcbb7c5d50c06f1e184260f7abca50f1ffed264ff"}]},{"symbol":"FIS","date":"2026-08-26","iv_pct":40.0501174036088,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":61.97631479736098,"put_iv_pct":44.33652925531915},{"expiry":"2026-09-04","call_iv_pct":29.632178988326846,"put_iv_pct":45.35732165206509},{"expiry":"2026-09-11","call_iv_pct":31.63710991957105,"put_iv_pct":41.52623353819139},{"expiry":"2026-09-18","call_iv_pct":34.59626373626373,"put_iv_pct":31.338987341772157}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f76d1de2a3285e524c8ed797b5824455140443052f10c758942fa8764863547b","captured_at":"2026-10-22T02:01:29.042216+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"d38e48647c062bcb774598685b9c58294fb55b03a8fe17e45487a713514fa0a6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca068c6685744c26797a6c6d26cbf4f2023f2d1e7cb45d7899dfc3d6bd3dce1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"369a4138df1667e83dad8f3a3015131aee1c3e75a62b1370a6ae50409202a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"bebc8629b76d3b623c2e13056b3b824f7581729d22a663cfe53e4c7f87d908ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"67d54858c613a4119dc6d5fdcbb7c5d50c06f1e184260f7abca50f1ffed264ff"}]},{"symbol":"FIS","date":"2026-08-27","iv_pct":45.53812015674526,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":58.58516129032259,"put_iv_pct":82.03051948051947},{"expiry":"2026-09-04","call_iv_pct":53.62837579617834,"put_iv_pct":31.503526011560695},{"expiry":"2026-09-11","call_iv_pct":33.6893,"put_iv_pct":32.83281420765027},{"expiry":"2026-09-18","call_iv_pct":30.595243996901626,"put_iv_pct":41.44002047082907}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ffee2dab1b74921e9ef76111c86cee19f3e4e67e43e428e8876310769af440b5","captured_at":"2026-10-22T02:01:27.270669+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"93d2d0a222dd88e5169f98d8d8d5d87e3f84cdb0cca115d93039571946988520"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca068c6685744c26797a6c6d26cbf4f2023f2d1e7cb45d7899dfc3d6bd3dce1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"369a4138df1667e83dad8f3a3015131aee1c3e75a62b1370a6ae50409202a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"bebc8629b76d3b623c2e13056b3b824f7581729d22a663cfe53e4c7f87d908ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"67d54858c613a4119dc6d5fdcbb7c5d50c06f1e184260f7abca50f1ffed264ff"}]},{"symbol":"FIS","date":"2026-08-28","iv_pct":39.11741272551028,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":35.29496951219512,"put_iv_pct":37.90633832976445},{"expiry":"2026-09-11","call_iv_pct":33.81761772853186,"put_iv_pct":40.46325619834711},{"expiry":"2026-09-18","call_iv_pct":30.779578313253015,"put_iv_pct":52.44241379310344},{"expiry":"2026-09-25","call_iv_pct":33.41783596837944,"put_iv_pct":48.81729196050776}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2309f5e7be1371fdbcd4c8484b5f660fd03706922b2718dee1b4d373053d0183","captured_at":"2026-10-22T02:01:24.088848+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4e9400a24ace219287c462f532e95cba3e81e78c39feb4a393d518a607b0a834"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"369a4138df1667e83dad8f3a3015131aee1c3e75a62b1370a6ae50409202a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"bebc8629b76d3b623c2e13056b3b824f7581729d22a663cfe53e4c7f87d908ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"67d54858c613a4119dc6d5fdcbb7c5d50c06f1e184260f7abca50f1ffed264ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"23f9488d7db64735d144e56bc479a65084b5b3db8d1b1c51c6cebf89597a57a6"}]},{"symbol":"FIS","date":"2026-08-31","iv_pct":39.651167835443445,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":37.81077819198509,"put_iv_pct":65.75108079186731},{"expiry":"2026-09-11","call_iv_pct":32.67568008705114,"put_iv_pct":44.30864256075874},{"expiry":"2026-09-18","call_iv_pct":21.09749003984064,"put_iv_pct":46.31884375},{"expiry":"2026-09-25","call_iv_pct":28.823783783783785,"put_iv_pct":40.423043478260865}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a7c54f80d18751cef49d6b95b9c4b26e8c0f127943ba3656ab363648c5ced0a","captured_at":"2026-10-22T02:01:16.153324+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"05970c68a25a72acb1c93ccd823fb9d20830d449a610aa3f947c2ac314dbc5c0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","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":"549503e3b8746d62770fdaced60b27e72b603c369b40d47ec0aeeb0c936ec2c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"8fad1ef5d48419967233219b56fc8d88cea6c6b69fa9d4ad2136f818d440b566"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"84b1b1293650e9346c6264d0f29b5f2c00179eac03b2663ce1fb6eff2b0e7068"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"52c8ded66ce11bd172949ecb70b66389d0a62c2c6aa137904ea4fdf621aa224e"}]},{"symbol":"FIS","date":"2026-09-02","iv_pct":35.435423585038016,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":45.25322781525687,"put_iv_pct":47.503671766342144},{"expiry":"2026-09-11","call_iv_pct":19.777026164645818,"put_iv_pct":43.220956937799045},{"expiry":"2026-09-18","call_iv_pct":20.356541501976285,"put_iv_pct":40.87181451612902},{"expiry":"2026-09-25","call_iv_pct":28.775787321063394,"put_iv_pct":37.72436265709156}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"923ba95e7e329a6e1703a6476756d51bb6d384bd68ff1e8d876ae4575d4572f0","captured_at":"2026-10-22T02:01:10.192633+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"82af92f3acea76ae21689204268833b327b2749398ea79b5821d465ffc96db82"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"69d738a84174cf887cb7e7d3be6496f626fe390bbbf1f142aca9dc61efc581af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"65a16ae71b246e2534f924f6c7355679e2dcf016fc7e717871396046db247243"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"233e01608f2d7942a36b9cf283df2205f9a33b45fc5b5e3c2a700008ed8fea7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"e35dfc5ae7a5795fe61551ab95596d9e861b89b4c65305830dddb918850fff06"}]},{"symbol":"FIS","date":"2026-09-03","iv_pct":51.75225890186866,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":134.53827029012115,"put_iv_pct":48.29723123732252},{"expiry":"2026-09-11","call_iv_pct":34.27130841121495,"put_iv_pct":38.534314720812176},{"expiry":"2026-09-18","call_iv_pct":38.420827814569535,"put_iv_pct":41.5508480565371},{"expiry":"2026-09-25","call_iv_pct":38.70527068437181,"put_iv_pct":39.7}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"130020c1e3b3136a6c2c621c249920eb5ec9a2bb575f883b4b9f642c456880b3","captured_at":"2026-10-22T02:01:08.123547+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"955f27f1150b47a4966764cf83ef795ef11c5a33b8f2f82af0cd4b54e193c3c0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"69d738a84174cf887cb7e7d3be6496f626fe390bbbf1f142aca9dc61efc581af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"65a16ae71b246e2534f924f6c7355679e2dcf016fc7e717871396046db247243"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"233e01608f2d7942a36b9cf283df2205f9a33b45fc5b5e3c2a700008ed8fea7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"e35dfc5ae7a5795fe61551ab95596d9e861b89b4c65305830dddb918850fff06"}]},{"symbol":"FIS","date":"2026-09-04","iv_pct":35.89577809547727,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":28.360854700854706,"put_iv_pct":44.42708482676224},{"expiry":"2026-09-18","call_iv_pct":28.28544794188862,"put_iv_pct":41.35963898916968},{"expiry":"2026-09-25","call_iv_pct":29.978617623282133,"put_iv_pct":42.27296650717703},{"expiry":"2026-10-02","call_iv_pct":30.634290942360476,"put_iv_pct":41.847323232323234}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3b86e63559c66892a9bd04a2a1b3ab87975e4a0bffd2762c589cef23abe6d53f","captured_at":"2026-10-22T02:01:04.891329+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b51224b686b07ec6f8772e066d010554b90426d6cdc3439a542d6de898957891"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","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":"65a16ae71b246e2534f924f6c7355679e2dcf016fc7e717871396046db247243"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"233e01608f2d7942a36b9cf283df2205f9a33b45fc5b5e3c2a700008ed8fea7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"e35dfc5ae7a5795fe61551ab95596d9e861b89b4c65305830dddb918850fff06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"03fb9fce9c28c37700f69fe32efe91017f7ab872ea86bf2649af8aa7243430b3"}]},{"symbol":"FIS","date":"2026-09-08","iv_pct":40.158513487407134,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":43.772941608520014,"put_iv_pct":55.6009450337512},{"expiry":"2026-09-18","call_iv_pct":34.54360205831904,"put_iv_pct":43.082475106685635},{"expiry":"2026-09-25","call_iv_pct":32.61860465116279,"put_iv_pct":40.99792452830189},{"expiry":"2026-10-02","call_iv_pct":29.873175487465176,"put_iv_pct":40.77843942505133}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"abb5318570ebd8188c4d97dd30a76a2643639933ba7c507f4f05be5459cd82c7","captured_at":"2026-10-22T02:00:56.611506+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6595c8830a26f24a058f56767eebf362664e8d850135f644129e38a2e996b191"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"309f4a868e4ac411abd326a47841ea2e4adfb53a5827920a8d9f884991035e7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"cc7d6ee421dd138ee762232c5f9cf5ee30620d826fc736275294784a143a7c00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"0844b9e9b9fe629f1c61cbc290d517fea1e6dd6b766840f1afac634948c09f4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"96a9cdfa513acbfb3f14f6a354b8dced08c504734c4d2a12603b456f17dc9192"}]},{"symbol":"FIS","date":"2026-09-09","iv_pct":45.47195699045965,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":45.386353019686354,"put_iv_pct":67.24442604226158},{"expiry":"2026-09-18","call_iv_pct":32.89511768255884,"put_iv_pct":47.80985781990522},{"expiry":"2026-09-25","call_iv_pct":27.542437673130195,"put_iv_pct":52.56213389121339},{"expiry":"2026-10-02","call_iv_pct":40.04545189504373,"put_iv_pct":50.2898778998779}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"db8cb31eb9926eacaca654f547f9bb32ff0cf948e1d5e16119ceaca6a92ba3e7","captured_at":"2026-10-22T02:00:53.984522+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3c7c6bca9be7778631dbe20b734fb1205b9abfd8c5c87633e7b51274cb9c2241"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"309f4a868e4ac411abd326a47841ea2e4adfb53a5827920a8d9f884991035e7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"cc7d6ee421dd138ee762232c5f9cf5ee30620d826fc736275294784a143a7c00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"0844b9e9b9fe629f1c61cbc290d517fea1e6dd6b766840f1afac634948c09f4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"96a9cdfa513acbfb3f14f6a354b8dced08c504734c4d2a12603b456f17dc9192"}]},{"symbol":"FIS","date":"2026-09-11","iv_pct":40.329566250854654,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.77554066985646,"put_iv_pct":39.547427385892114},{"expiry":"2026-09-25","call_iv_pct":35.26032786885246,"put_iv_pct":42.02523876404495},{"expiry":"2026-10-02","call_iv_pct":46.53444831591173,"put_iv_pct":37.97373665480427},{"expiry":"2026-10-09","call_iv_pct":48.85668865435356,"put_iv_pct":38.663121693121695}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"66539876c7362837be11046a26225a8a1fa2b0b08ba7f47ef3a499670b871f24","captured_at":"2026-10-22T02:00:48.004652+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b5b98bbbe72700f91adc3378377d69ced8c10a49bab171ae341c54255bbf15c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"cc7d6ee421dd138ee762232c5f9cf5ee30620d826fc736275294784a143a7c00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"0844b9e9b9fe629f1c61cbc290d517fea1e6dd6b766840f1afac634948c09f4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"96a9cdfa513acbfb3f14f6a354b8dced08c504734c4d2a12603b456f17dc9192"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"d824b6632bc797b653762760d7bb2a16508f8b3ad04f3f86e1491acaf97c49bb"}]},{"symbol":"FIS","date":"2026-09-14","iv_pct":43.63485229083668,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":49.00972359328726,"put_iv_pct":48.31375991538868},{"expiry":"2026-09-25","call_iv_pct":53.34484832069338,"put_iv_pct":39.128487394957986},{"expiry":"2026-10-02","call_iv_pct":40.09349016253208,"put_iv_pct":38.71702723735409},{"expiry":"2026-10-09","call_iv_pct":47.23203913491246,"put_iv_pct":33.239442567567565}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7d3667aa050560669f1ecbff64bc0df436bb40b2a625ec26f234ef05f1c5582e","captured_at":"2026-10-22T02:00:45.911109+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"80483992cc5932e73c22646f525319bfe4b6f8e6ffdf1da4e65fb001741641b8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"cc7d6ee421dd138ee762232c5f9cf5ee30620d826fc736275294784a143a7c00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"0844b9e9b9fe629f1c61cbc290d517fea1e6dd6b766840f1afac634948c09f4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"96a9cdfa513acbfb3f14f6a354b8dced08c504734c4d2a12603b456f17dc9192"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"d824b6632bc797b653762760d7bb2a16508f8b3ad04f3f86e1491acaf97c49bb"}]},{"symbol":"FIS","date":"2026-09-15","iv_pct":43.270982543581184,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":60.92382256297919,"put_iv_pct":67.16285714285715},{"expiry":"2026-09-25","call_iv_pct":35.84067390062821,"put_iv_pct":36.829243498817966},{"expiry":"2026-10-02","call_iv_pct":37.671453125,"put_iv_pct":39.92312550607288},{"expiry":"2026-10-09","call_iv_pct":34.59115789473684,"put_iv_pct":33.22552671755725}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"276d8c93ec6e9db77705c051d41b62eb6c3c1663b981801453877f9e3482b257","captured_at":"2026-10-22T02:00:35.931220+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"da6e0680aa7b7a147637d0bc59331cd38be5de15adde02c8245815916178074b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"f238edaf56b3153d88e1944f2332c04bb3d8337bbf1f531f23ccc4c86f90c0c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"09585010631a7aa332dc635e8eba9cdf874748ade444645ac62fe22e62a2b3d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"bcbe0fa5dff1d8f5468e7f5d31ad14799d8589d1c78699428d8f8a08a62022b7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"b4fc2ca109e1b3a8f37d61e5d94ac905f39114b02f7bbb2ab4c75d278dde661e"}]},{"symbol":"FIS","date":"2026-09-16","iv_pct":41.98356418108792,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":60.59791086350975,"put_iv_pct":45.53952380952381},{"expiry":"2026-09-25","call_iv_pct":43.003219696969694,"put_iv_pct":29.408871733966745},{"expiry":"2026-10-02","call_iv_pct":38.62344345616264,"put_iv_pct":36.57330443651198},{"expiry":"2026-10-09","call_iv_pct":38.750749506903354,"put_iv_pct":43.371489945155396}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"58a941a101295f344fc884acc7712698abd350d66bbf3da350a0ee10bcac0912","captured_at":"2026-10-22T02:00:33.416728+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8f0c74355027f577aa0d237cd9f229756feda579b8701e23fc4aceeaf472dcf7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"f238edaf56b3153d88e1944f2332c04bb3d8337bbf1f531f23ccc4c86f90c0c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"09585010631a7aa332dc635e8eba9cdf874748ade444645ac62fe22e62a2b3d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"bcbe0fa5dff1d8f5468e7f5d31ad14799d8589d1c78699428d8f8a08a62022b7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"b4fc2ca109e1b3a8f37d61e5d94ac905f39114b02f7bbb2ab4c75d278dde661e"}]},{"symbol":"FIS","date":"2026-09-17","iv_pct":47.45932157526346,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":61.226095076400675,"put_iv_pct":112.65662489379777},{"expiry":"2026-09-25","call_iv_pct":33.16180451127819,"put_iv_pct":33.35097527472527},{"expiry":"2026-10-02","call_iv_pct":35.449934210526315,"put_iv_pct":36.20509459459459},{"expiry":"2026-10-09","call_iv_pct":42.5614985862394,"put_iv_pct":25.062545454545454}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"305305da6d544ce15eeec58e1f8a39da95bdaee109dcfcad69e24cdccd7c4059","captured_at":"2026-10-22T02:00:31.239224+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f98ef17bc4024a4615de281ae87c4b2b49cd1d11a8389d6304c75d1f954461a2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"f238edaf56b3153d88e1944f2332c04bb3d8337bbf1f531f23ccc4c86f90c0c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"09585010631a7aa332dc635e8eba9cdf874748ade444645ac62fe22e62a2b3d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"bcbe0fa5dff1d8f5468e7f5d31ad14799d8589d1c78699428d8f8a08a62022b7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"b4fc2ca109e1b3a8f37d61e5d94ac905f39114b02f7bbb2ab4c75d278dde661e"}]},{"symbol":"FIS","date":"2026-09-18","iv_pct":36.34306444381281,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":45.215015815634885,"put_iv_pct":28.63407340116279},{"expiry":"2026-10-02","call_iv_pct":33.83036101083033,"put_iv_pct":33.14255319148936},{"expiry":"2026-10-09","call_iv_pct":37.399702725020646,"put_iv_pct":38.69315966386554},{"expiry":"2026-10-16","call_iv_pct":41.12661525974026,"put_iv_pct":32.70303448275862}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6fdbe180f72cd98b7f8707f8ca6e3e68fe67b0197efbf2d111014c0e69d17b01","captured_at":"2026-10-22T02:00:26.811149+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f84a0123088b5d837da8dd0e6623d06f15eb7dab4e277ff7e88df8f2669a145a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"09585010631a7aa332dc635e8eba9cdf874748ade444645ac62fe22e62a2b3d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"bcbe0fa5dff1d8f5468e7f5d31ad14799d8589d1c78699428d8f8a08a62022b7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"b4fc2ca109e1b3a8f37d61e5d94ac905f39114b02f7bbb2ab4c75d278dde661e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"90a4b9ec5a57d0d71acb8b751ed435f10877229bc03a4c8d0b58367fae8f6ab4"}]},{"symbol":"FIS","date":"2026-09-21","iv_pct":37.67572455617213,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":45.64108527131783,"put_iv_pct":41.67293497363796},{"expiry":"2026-10-02","call_iv_pct":33.38911449520586,"put_iv_pct":35.98472527472528},{"expiry":"2026-10-09","call_iv_pct":41.603181169757484,"put_iv_pct":30.54499108734403},{"expiry":"2026-10-16","call_iv_pct":38.153982300884955,"put_iv_pct":34.41578187650361}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"961f1c9dc3ee99dfd450833c486f8289de3d3b26cf2b83b5bbf8af1f7062b146","captured_at":"2026-10-22T02:00:24.738927+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"61b76eccb1fda04a5aefe4a5d4b6837e5aac40a25d9484b2f2373b717097f744"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","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":"09585010631a7aa332dc635e8eba9cdf874748ade444645ac62fe22e62a2b3d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"bcbe0fa5dff1d8f5468e7f5d31ad14799d8589d1c78699428d8f8a08a62022b7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"b4fc2ca109e1b3a8f37d61e5d94ac905f39114b02f7bbb2ab4c75d278dde661e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"90a4b9ec5a57d0d71acb8b751ed435f10877229bc03a4c8d0b58367fae8f6ab4"}]},{"symbol":"FIS","date":"2026-09-22","iv_pct":37.6356662325849,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":40.23928799149841,"put_iv_pct":40.34434009249377},{"expiry":"2026-10-02","call_iv_pct":37.972387543252594,"put_iv_pct":36.44150595882991},{"expiry":"2026-10-09","call_iv_pct":37.66905355832722,"put_iv_pct":37.54989974937343},{"expiry":"2026-10-16","call_iv_pct":37.623695466210435,"put_iv_pct":33.24515950069348}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c3ca3feb4cad6e606e4d4e9999067b1b8bfd59067e40a2389ea628b86dc8b88a","captured_at":"2026-10-22T02:00:17.606604+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"835b5923d60a93f5a193d035df9ad04faa9a82a79877bfe093b88b0f084f6d99"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7cc55232d31a109f3ff95ff38878349fb3bb9b1847d11ec9be9b8dfaa5d13c4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"0d32eb7699f7a96c0f3a6a38eddbf4c0e72534a6322cbcc128e67f777b4cafea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"8afd3a6c8bf9453c6363520a482b5365e71e757b345c5273cdc723bde85881cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d39a79b1faa3c8d742b090556cbfd6540b3834a5d058a65c6b353db0aa45b9e9"}]},{"symbol":"FIS","date":"2026-09-23","iv_pct":36.13051774535699,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":51.75046103183315,"put_iv_pct":34.10452993508055},{"expiry":"2026-10-02","call_iv_pct":31.35604385128694,"put_iv_pct":33.71},{"expiry":"2026-10-09","call_iv_pct":30.769511641113002,"put_iv_pct":35.825247883917775},{"expiry":"2026-10-16","call_iv_pct":37.59485783915516,"put_iv_pct":33.93348978046934}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"69f2284b59713e59eb73aaf57125907144c12dc4b17ea93e356583d8858fabd1","captured_at":"2026-10-22T02:00:14.931176+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"478763c4adf1c0f7b971259797e9ad69a183267595188b7b68e52f05b6046419"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7cc55232d31a109f3ff95ff38878349fb3bb9b1847d11ec9be9b8dfaa5d13c4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"0d32eb7699f7a96c0f3a6a38eddbf4c0e72534a6322cbcc128e67f777b4cafea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"8afd3a6c8bf9453c6363520a482b5365e71e757b345c5273cdc723bde85881cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d39a79b1faa3c8d742b090556cbfd6540b3834a5d058a65c6b353db0aa45b9e9"}]},{"symbol":"FIS","date":"2026-09-24","iv_pct":38.709400226340506,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":41.077474472430225,"put_iv_pct":46.72688510638298},{"expiry":"2026-10-02","call_iv_pct":38.84487991266376,"put_iv_pct":35.80299709020369},{"expiry":"2026-10-09","call_iv_pct":35.867072218607674,"put_iv_pct":36.46393377483444},{"expiry":"2026-10-16","call_iv_pct":38.84275862068966,"put_iv_pct":36.049200614911605}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a9fc3d5517d43046fe1338617ce3e14861a397b2de0040f38c78a806352407d1","captured_at":"2026-10-22T02:00:13.135550+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"d89d7f5fff5697b271980d55ef8d533aa1e2a3407a0e52378f25ab6fc62e77d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7cc55232d31a109f3ff95ff38878349fb3bb9b1847d11ec9be9b8dfaa5d13c4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"0d32eb7699f7a96c0f3a6a38eddbf4c0e72534a6322cbcc128e67f777b4cafea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"8afd3a6c8bf9453c6363520a482b5365e71e757b345c5273cdc723bde85881cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d39a79b1faa3c8d742b090556cbfd6540b3834a5d058a65c6b353db0aa45b9e9"}]},{"symbol":"FIS","date":"2026-09-25","iv_pct":33.529625636000674,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":32.54753920386007,"put_iv_pct":31.839662921348317},{"expiry":"2026-10-09","call_iv_pct":36.31409691629956,"put_iv_pct":29.354707547169813},{"expiry":"2026-10-16","call_iv_pct":35.01894064613073,"put_iv_pct":35.1969022556391},{"expiry":"2026-10-23","call_iv_pct":33.030746624305,"put_iv_pct":34.93440897325281}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9ded9cea07c89fb81ecef0987a2bab62b46dcb12824badc7be367c1125ad6e19","captured_at":"2026-10-22T02:00:09.008042+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ca4a1b6f6033ae2d802e86751d597a326895aee2eb294b3af788714e20c59389"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"0d32eb7699f7a96c0f3a6a38eddbf4c0e72534a6322cbcc128e67f777b4cafea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"8afd3a6c8bf9453c6363520a482b5365e71e757b345c5273cdc723bde85881cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d39a79b1faa3c8d742b090556cbfd6540b3834a5d058a65c6b353db0aa45b9e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"818ddae7480bead26c4201af60ade33a357e3bc28486514aaf9fc289ab688a00"}]},{"symbol":"FIS","date":"2026-09-28","iv_pct":36.17342451021589,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":32.68106031746032,"put_iv_pct":47.46762200532386},{"expiry":"2026-10-09","call_iv_pct":36.11472639484978,"put_iv_pct":33.88394523326572},{"expiry":"2026-10-16","call_iv_pct":41.4858205335489,"put_iv_pct":38.987309361438314},{"expiry":"2026-10-23","call_iv_pct":32.3057930007446,"put_iv_pct":26.46111923509561}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d2bdc008a9fd69929e4240abc413fc83cdc4af55964e5790a464391816438e86","captured_at":"2026-10-22T02:00:06.849466+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b4823f8f183dbd76e17bcb2e80df01392c9b79085e57cb365f54e1969e705b06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"0d32eb7699f7a96c0f3a6a38eddbf4c0e72534a6322cbcc128e67f777b4cafea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"8afd3a6c8bf9453c6363520a482b5365e71e757b345c5273cdc723bde85881cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d39a79b1faa3c8d742b090556cbfd6540b3834a5d058a65c6b353db0aa45b9e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"818ddae7480bead26c4201af60ade33a357e3bc28486514aaf9fc289ab688a00"}]},{"symbol":"FIS","date":"2026-09-29","iv_pct":38.259341625299996,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":36.50466809421842,"put_iv_pct":47.261768813033356},{"expiry":"2026-10-09","call_iv_pct":33.74231343283582,"put_iv_pct":39.79855291576674},{"expiry":"2026-10-16","call_iv_pct":36.2700409556314,"put_iv_pct":35.61415254237288},{"expiry":"2026-10-23","call_iv_pct":33.48667918858001,"put_iv_pct":43.39655705996131}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"beb637e54093e806bc675f1b2e360498b5ebd7b3e5fce566879516dbeda6477c","captured_at":"2026-10-22T01:59:53.483843+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6c101ba85c5685190f4960b9eb99a237ba7756e8576ac8b14df651875c7de218"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"6396e3415d620dd932745ec38092e1a0ad87dc32f40f42815f1b5c7d129db878"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"f05487e48eb5403181d2f19eac95ab4841c38aa429b2c695fa8b4acdbe082659"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"14f9fae9b7ec571fd13c8d622802944c73d8cffa6fe78f1dfe582e1528e4153d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"a509e5195b38a8d8950fd49da115d28bc6a123753bae5029474e6bcaec7239a6"}]},{"symbol":"FIS","date":"2026-09-30","iv_pct":35.17910685847701,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":44.74570743405276,"put_iv_pct":37.19698043663169},{"expiry":"2026-10-09","call_iv_pct":23.177666497203866,"put_iv_pct":33.58072792978833},{"expiry":"2026-10-16","call_iv_pct":31.384315693430654,"put_iv_pct":37.661988911988914},{"expiry":"2026-10-23","call_iv_pct":38.66252259654889,"put_iv_pct":35.02294536817102}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e2151cdcea526699c51259ffd85d1732894bb442ea56d89adc22f935d381e278","captured_at":"2026-10-22T01:59:51.510731+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b5c996d36b2dda48dfa73784717a9bca40970f4ae621c31b3b9cd65da9dd2227"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-02","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":"6396e3415d620dd932745ec38092e1a0ad87dc32f40f42815f1b5c7d129db878"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"f05487e48eb5403181d2f19eac95ab4841c38aa429b2c695fa8b4acdbe082659"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"14f9fae9b7ec571fd13c8d622802944c73d8cffa6fe78f1dfe582e1528e4153d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"a509e5195b38a8d8950fd49da115d28bc6a123753bae5029474e6bcaec7239a6"}]},{"symbol":"FIS","date":"2026-10-02","iv_pct":40.43986506552527,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":33.28143540669857,"put_iv_pct":35.861174089068825},{"expiry":"2026-10-16","call_iv_pct":32.2756264236902,"put_iv_pct":27.62530821917808},{"expiry":"2026-10-23","call_iv_pct":58.28778911564626,"put_iv_pct":40.72288},{"expiry":"2026-10-30","call_iv_pct":51.63506300114547,"put_iv_pct":43.8296442687747}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0f476942c82a31258e9c20203c3b60f7700c7c643bdeef7063a15a0773091ba5","captured_at":"2026-10-22T01:59:43.420927+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4892e102534662b2c632defe35e5b7613055fd63da333222ef96ba67d98f9da1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"30070aa3ba60fa917731418a3b8b20f9793568550e34f1b760d6615f1f4a57b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"fe4cdeebfbf37fea54907d912356a0f4ef496ca4e0f61e702250ca92f56862cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"597cfcb68a0c76bb5bc19c0e0f4e4d405df287735bc0f0c8e30fb94e67af8cf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"ecb0fd8550dc37823b400b427b8b78495d06da5924e752c61866ee2a88882555"}]},{"symbol":"FIS","date":"2026-10-05","iv_pct":41.04133435731731,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":43.46867064973861,"put_iv_pct":39.59080229226361},{"expiry":"2026-10-16","call_iv_pct":40.10681029323759,"put_iv_pct":33.24754716981132},{"expiry":"2026-10-23","call_iv_pct":35.74481911262799,"put_iv_pct":29.413799177921312},{"expiry":"2026-10-30","call_iv_pct":42.84977822580645,"put_iv_pct":63.908447937131626}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7469911fab31565041e0acea8b11ed56d7e694167a3463bc1fd51612370d312d","captured_at":"2026-10-22T01:59:41.458290+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b27dd29f2f2eb4c2ebdd3043e3fe2c0b12e5a6d2d6408a5dbd77d1b9b70e274d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"30070aa3ba60fa917731418a3b8b20f9793568550e34f1b760d6615f1f4a57b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"fe4cdeebfbf37fea54907d912356a0f4ef496ca4e0f61e702250ca92f56862cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"597cfcb68a0c76bb5bc19c0e0f4e4d405df287735bc0f0c8e30fb94e67af8cf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"ecb0fd8550dc37823b400b427b8b78495d06da5924e752c61866ee2a88882555"}]},{"symbol":"FIS","date":"2026-10-06","iv_pct":42.791942812019954,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":39.83497639282342,"put_iv_pct":38.131540853830934},{"expiry":"2026-10-16","call_iv_pct":38.67869118442401,"put_iv_pct":36.56897330595483},{"expiry":"2026-10-23","call_iv_pct":39.98157514450867,"put_iv_pct":34.50035308953342},{"expiry":"2026-10-30","call_iv_pct":49.57369261477046,"put_iv_pct":65.0657399103139}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"893c0dda4413c063a702b646c6fb31c99e3131e7afae03f80132e1f4ac35a445","captured_at":"2026-10-22T01:59:39.132136+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f53504245989c8eb12023819c90b51f0d08f1fe0413d7ee0eb9c78eadbb5274f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"30070aa3ba60fa917731418a3b8b20f9793568550e34f1b760d6615f1f4a57b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"fe4cdeebfbf37fea54907d912356a0f4ef496ca4e0f61e702250ca92f56862cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"597cfcb68a0c76bb5bc19c0e0f4e4d405df287735bc0f0c8e30fb94e67af8cf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"ecb0fd8550dc37823b400b427b8b78495d06da5924e752c61866ee2a88882555"}]},{"symbol":"FIS","date":"2026-10-07","iv_pct":43.90517380771714,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":47.960337909186904,"put_iv_pct":46.69744129554656},{"expiry":"2026-10-16","call_iv_pct":38.761646273637375,"put_iv_pct":33.666014744145706},{"expiry":"2026-10-23","call_iv_pct":37.256854558107165,"put_iv_pct":42.893386666666665},{"expiry":"2026-10-30","call_iv_pct":42.176240601503764,"put_iv_pct":61.82946841294299}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e5c856015b32913416fa5c4094f808299e3bdc33fe4a19ce32cba3d3bb760c40","captured_at":"2026-10-22T01:59:37.336334+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"221a88ac2dade72054a8b5d8ba5e03254a444123416855f48fd98952026ea6c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","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":"30070aa3ba60fa917731418a3b8b20f9793568550e34f1b760d6615f1f4a57b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"fe4cdeebfbf37fea54907d912356a0f4ef496ca4e0f61e702250ca92f56862cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"597cfcb68a0c76bb5bc19c0e0f4e4d405df287735bc0f0c8e30fb94e67af8cf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"ecb0fd8550dc37823b400b427b8b78495d06da5924e752c61866ee2a88882555"}]},{"symbol":"FIS","date":"2026-10-08","iv_pct":55.49229054903452,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":136.32554391811476,"put_iv_pct":70.35561490273656},{"expiry":"2026-10-16","call_iv_pct":32.91380154639175,"put_iv_pct":34.91777070063694},{"expiry":"2026-10-23","call_iv_pct":31.20038290788013,"put_iv_pct":38.984206896551726},{"expiry":"2026-10-30","call_iv_pct":50.82747562296858,"put_iv_pct":48.4135278969957}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6540d81185d24816dce17eb439041d19a11ff6fa4ad73fd6b8f0cdc7a636dedc","captured_at":"2026-10-22T01:59:29.658546+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"11b88e141f04b5e9e46be1f70e15596363a3c3bc7b100fadde991c466e1d435b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb85a2bac6c957bbbba3e071cac5d881fa331dc66ee7162a084810849f9aca13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d9d56f5a3efd961a13d883c36f11c8f3f5c6cedfc578a0175acae537b124fee2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"9b1250ac1cc993453a5e93f9147e7f464ea1a0ef24eb090ed56878b4cb1ed818"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"e2cc96999c1283eeac8680a81bee398e572c047ae8d779488cea16b40705fb03"}]},{"symbol":"FIS","date":"2026-10-09","iv_pct":41.12350450441996,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":32.642495454545454,"put_iv_pct":42.452261852979554},{"expiry":"2026-10-23","call_iv_pct":39.784948512585814,"put_iv_pct":40.83345042935207},{"expiry":"2026-10-30","call_iv_pct":47.86359036144579,"put_iv_pct":45.172486388384755},{"expiry":"2026-11-06","call_iv_pct":35.241778242677825,"put_iv_pct":44.99702479338843}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9e2c51b7bcf9a4685fa640c1fa2f189cf6334d77eddde68b743c74ebcc29fa68","captured_at":"2026-10-22T01:59:25.091767+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"44a0282ee9fd98de94187813225d8783e9b54fd344a9a7ebcc1c5ad8936c761a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d9d56f5a3efd961a13d883c36f11c8f3f5c6cedfc578a0175acae537b124fee2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"9b1250ac1cc993453a5e93f9147e7f464ea1a0ef24eb090ed56878b4cb1ed818"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"e2cc96999c1283eeac8680a81bee398e572c047ae8d779488cea16b40705fb03"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"9526766e0253a105952ba6d11c1d1a2c0ad357bd82a9113ef12a9664e9756831"}]},{"symbol":"FIS","date":"2026-10-12","iv_pct":41.78583537873233,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.995626656569485,"put_iv_pct":41.43264354066986},{"expiry":"2026-10-23","call_iv_pct":38.310966608084364,"put_iv_pct":33.001306451612905},{"expiry":"2026-10-30","call_iv_pct":41.04904761904762,"put_iv_pct":55.96589327146171},{"expiry":"2026-11-06","call_iv_pct":39.98244648318043,"put_iv_pct":46.54875239923224}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"551d1ca8302933e8278b8b976e345d34730ddec2152e4c5b0e2d5bab0252376d","captured_at":"2026-10-22T01:59:22.922854+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b7e74890efc14b85232dffd07529ccd2862b12f1bfa04f958bb7bff1c92b9cc3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d9d56f5a3efd961a13d883c36f11c8f3f5c6cedfc578a0175acae537b124fee2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"9b1250ac1cc993453a5e93f9147e7f464ea1a0ef24eb090ed56878b4cb1ed818"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"e2cc96999c1283eeac8680a81bee398e572c047ae8d779488cea16b40705fb03"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"9526766e0253a105952ba6d11c1d1a2c0ad357bd82a9113ef12a9664e9756831"}]},{"symbol":"FIS","date":"2026-10-13","iv_pct":43.350928475733404,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":44.14536093807256,"put_iv_pct":53.85500185116624},{"expiry":"2026-10-23","call_iv_pct":32.16759197324414,"put_iv_pct":43.0283583884546},{"expiry":"2026-10-30","call_iv_pct":39.80213063763608,"put_iv_pct":44.241736526946106},{"expiry":"2026-11-06","call_iv_pct":42.393928571428575,"put_iv_pct":47.17331891891892}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cc50502ab49edff4cfcc057469c85e905f9d1ef68f3e2b9ff2b649dfec3a47d0","captured_at":"2026-10-22T01:59:20.642493+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"09402b493a01cd50a7296c6902b1284ae9f2dfd28fb3c694409fc31495cafa48"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d9d56f5a3efd961a13d883c36f11c8f3f5c6cedfc578a0175acae537b124fee2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"9b1250ac1cc993453a5e93f9147e7f464ea1a0ef24eb090ed56878b4cb1ed818"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"e2cc96999c1283eeac8680a81bee398e572c047ae8d779488cea16b40705fb03"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"9526766e0253a105952ba6d11c1d1a2c0ad357bd82a9113ef12a9664e9756831"}]},{"symbol":"FIS","date":"2026-10-14","iv_pct":46.73026769958389,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":41.10876366694701,"put_iv_pct":82.75428837209301},{"expiry":"2026-10-23","call_iv_pct":34.89370731707317,"put_iv_pct":38.49011400651466},{"expiry":"2026-10-30","call_iv_pct":41.30321705426357,"put_iv_pct":37.25644846796657},{"expiry":"2026-11-06","call_iv_pct":47.6373987206823,"put_iv_pct":50.39820399113082}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d0e25570140c6c3429246a9c216b61b4ccf267ffb5f3b2676dde108252619865","captured_at":"2026-10-22T01:59:18.774691+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1ed5729fef8105ba93db054079ef32ceeeebc6d6ce15afd0bc12d376e6db4003"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"d9d56f5a3efd961a13d883c36f11c8f3f5c6cedfc578a0175acae537b124fee2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"9b1250ac1cc993453a5e93f9147e7f464ea1a0ef24eb090ed56878b4cb1ed818"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"e2cc96999c1283eeac8680a81bee398e572c047ae8d779488cea16b40705fb03"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"9526766e0253a105952ba6d11c1d1a2c0ad357bd82a9113ef12a9664e9756831"}]},{"symbol":"FIS","date":"2026-10-15","iv_pct":57.59139756962084,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":145.15214569536425,"put_iv_pct":67.55255575964314},{"expiry":"2026-10-23","call_iv_pct":46.50393110435664,"put_iv_pct":33.58525647536821},{"expiry":"2026-10-30","call_iv_pct":36.71761770906536,"put_iv_pct":34.7229677861549},{"expiry":"2026-11-06","call_iv_pct":50.940071005917154,"put_iv_pct":45.556635021097044}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2ecd3062a8892c815667e0b5de2f0a0535d9c5d852ba9ca0ada2985f5c2f82ac","captured_at":"2026-10-22T01:59:11.924331+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"59f03b36a1e3e958b3db9a6c0a5d9346b592660e49a43f6c5c076766d537acb5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"280e3f40d6f4f7a0c4c45a6c67877bc0677c9fecae0f9c39a25b69b4a0df214d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dee81edab992ea508c181cfccc4fa362a61e985ca3aecee472888c70b0e2e44d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"377d10389306b8d0cd505a23ea906e5b6770a9b7139770475683383d7619e37d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbadf4c7f783e3f2a6d91a2f491e6b509df34b289e37613ef8cb6a107e1c0a38"}]},{"symbol":"FIS","date":"2026-10-16","iv_pct":40.37582590134882,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":34.27367816091954,"put_iv_pct":39.994980769230764},{"expiry":"2026-10-30","call_iv_pct":36.754369747899155,"put_iv_pct":35.204182908545725},{"expiry":"2026-11-06","call_iv_pct":47.04003984063745,"put_iv_pct":50.401656249999995},{"expiry":"2026-11-13","call_iv_pct":38.03181718061674,"put_iv_pct":41.305882352941175}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e65103133232967b9a273a690c5ee1a5f41fd6ffb12e32d82a14467d51775ce3","captured_at":"2026-10-22T01:59:09.367227+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"9183d450849c95b9f14b3f2d90cf9ed034e717d223abde9e594d83f1b45db250"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dee81edab992ea508c181cfccc4fa362a61e985ca3aecee472888c70b0e2e44d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"377d10389306b8d0cd505a23ea906e5b6770a9b7139770475683383d7619e37d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbadf4c7f783e3f2a6d91a2f491e6b509df34b289e37613ef8cb6a107e1c0a38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e6a272d0299edb8516d8b8f740f56d89165e5f71cddd83b6b51bfa3a0bd6df2"}]},{"symbol":"FIS","date":"2026-10-19","iv_pct":43.29853418471347,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":42.216418979409134,"put_iv_pct":37.92259588211546},{"expiry":"2026-10-30","call_iv_pct":29.88029498525074,"put_iv_pct":43.21476190476191},{"expiry":"2026-11-06","call_iv_pct":51.2248643761302,"put_iv_pct":46.93548494983277},{"expiry":"2026-11-13","call_iv_pct":49.3777700348432,"put_iv_pct":45.616082365364306}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6c04d62289a4eaf22525cab0e73e5ec95d10d7d481c41e2151d835718ceb2702","captured_at":"2026-10-21T17:49:38.464041+00:00","observed_at":"2026-10-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"730fb5c49cf08f8568738da22bbd66abe89f6bb0bc0a8deda9471345b33913c0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3454f5b75d6002fa88b059e0e78d26b52be6ce11bc9fd2e929b6818c5d987b20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd5e33d3b5a0cd8868874e24c02d8dbe110ca0dcaea67fea86c9ca1fd3f4b3b7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd0a31138e66f210f3d4a22b27424b053f543c033a008ab2d1197b03b15ac870"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb35e56c74762584ecf0d1e57a01e638692ddb76195109a47180edb43aa3f716"}]},{"symbol":"FIS","date":"2026-10-20","iv_pct":45.47005966142642,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":41.68198361823362,"put_iv_pct":47.057300613496935},{"expiry":"2026-10-30","call_iv_pct":41.26061175045427,"put_iv_pct":35.98133075648813},{"expiry":"2026-11-06","call_iv_pct":48.95650485436893,"put_iv_pct":53.055425867507886},{"expiry":"2026-11-13","call_iv_pct":53.96634422110553,"put_iv_pct":41.800975609756094}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"02f21cc36f9d29078ac584012f528539e967f6ac8492824c6f7b769bc9527c67","captured_at":"2026-10-21T17:49:37.947502+00:00","observed_at":"2026-10-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"59f2b6c595dd4e6c8dc35647135047ad636e1eeb5d6c73e27e4f748b4f20a30c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3454f5b75d6002fa88b059e0e78d26b52be6ce11bc9fd2e929b6818c5d987b20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd5e33d3b5a0cd8868874e24c02d8dbe110ca0dcaea67fea86c9ca1fd3f4b3b7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd0a31138e66f210f3d4a22b27424b053f543c033a008ab2d1197b03b15ac870"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb35e56c74762584ecf0d1e57a01e638692ddb76195109a47180edb43aa3f716"}]},{"symbol":"FIS","date":"2026-10-21","iv_pct":46.66186041593411,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":48.56051264524949,"put_iv_pct":35.2798835443038},{"expiry":"2026-10-30","call_iv_pct":44.70538752362949,"put_iv_pct":39.45051399200457},{"expiry":"2026-11-06","call_iv_pct":47.61914666666667,"put_iv_pct":54.77504201680673},{"expiry":"2026-11-13","call_iv_pct":54.35800495662949,"put_iv_pct":48.54639198218263}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"238fa87e598f09683a857c573929a5e17b49ab4bfc4fd9b9d0a428b6d558f565","captured_at":"2026-10-21T23:01:37.786838+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/list/contracts/quote","query":{"symbol":"FIS","date":"2026-10-21","format":"json"},"source_hash":"aba226229cd7696f6ddb7062754a9268baecdf262655dfefd70d74b47b40da6e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","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":"3746e2ae53cb369547ffbab03fd5bef2aec273127a3120199d10247b985eb941"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"b7f2d1028e17a34b738a7de0aced2cdab6a268aa90fceab608ef0bce35cd5c1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"358470d076a4b84a857a73e38e7b495e14a92bdbffc590aa468cc682090210c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","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":"128b553f8ce071e542ddedabdaf84f39f4f7afc93a7f8321e666235a19a56061"}]},{"symbol":"FIS","date":"2026-10-22","iv_pct":48.212904432795966,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":38.74843859240271,"put_iv_pct":56.665514705882345},{"expiry":"2026-10-30","call_iv_pct":41.99851809954751,"put_iv_pct":38.70160944206009},{"expiry":"2026-11-06","call_iv_pct":51.61462235649547,"put_iv_pct":51.668749999999996},{"expiry":"2026-11-13","call_iv_pct":56.52430499325236,"put_iv_pct":49.78147727272728}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ead4f4a68d0bccab9dca715afc25b7078bb5d0abb46b406539bb232bdae550fd","captured_at":"2026-10-22T21:15:13.945088+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":"FIS","date":"2026-10-22","format":"json"},"source_hash":"96fac8c295f423799cc6a786e2d3b4aa7aea92765e5671f0f5127c7e81e11094"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-23","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a9b8353653e5eed5d92bce3ab82c1f3d5cf857bdb4dcfa2428169a7639874c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"536f5114b3620f056b3e0ddb5e8ba75c877cb2b090782ff5f7c79e7f135087fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"27b4acbda5c9ff3d7bc17d1e7b3f59fb8e472f93c762c732de1eab7e464dafb8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f1469dfffa7aaa1f8998fe09d8328594ce819771b47fb3f596ca9b75a8047e51"}]},{"symbol":"FIS","date":"2026-10-23","iv_pct":43.414354908133305,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":30.21505878401075,"put_iv_pct":36.769946524064174},{"expiry":"2026-11-06","call_iv_pct":48.368181818181824,"put_iv_pct":52.18076923076923},{"expiry":"2026-11-13","call_iv_pct":39.588227731864094,"put_iv_pct":50.009282460136674},{"expiry":"2026-11-20","call_iv_pct":46.70657701711492,"put_iv_pct":43.47679569892474}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"207561a5e721ef2be24d54aab446dae4ce208c6528f37a18172fd60cf8968337","captured_at":"2026-10-23T21:22:01.464508+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":"FIS","date":"2026-10-23","format":"json"},"source_hash":"72bb1b6356ab861b6aa8be3f1587f5dfccfe4b0a3e2cbc84fcc32d3f24eaa558"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"25231e7e30192a4ccbc47cc04bcb501c40f33c70fbe6b719d92492c58253a0dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"610f6ac5444cd05ec3855b3eb487fbfc4e2190262e3c79727e8b200b360fa4cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","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":"8e47f8c7333d157aa88b85323f61db85ee9a3f862d5fff0cbbbfa004cb115a77"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"895f9b75371fdc0c8a05db00cc29832259556e6e9735630e3045aee4adbf10f6"}]},{"symbol":"FIS","date":"2026-10-26","iv_pct":48.361009242207906,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":42.60875,"put_iv_pct":43.702802690582956},{"expiry":"2026-11-06","call_iv_pct":55.04846392552366,"put_iv_pct":62.95831059811123},{"expiry":"2026-11-13","call_iv_pct":44.663071354705274,"put_iv_pct":47.11362976406534},{"expiry":"2026-11-20","call_iv_pct":47.094634146341456,"put_iv_pct":43.69841145833333}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2a13a16a3d642387eeec2ffa19e6ec9c3c78c73230a36de40ce21d4964f7293f","captured_at":"2026-10-28T16:39:36.753132+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":"FIS","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"6f2cea4fe8da3cc716bc10b4aa4f48c6c92275871ac2a3dec23fb0ebc166bc0f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"ac747ec9a33ec23e855b800dd309041c7321d268b4706c1a170f0d69cd92714d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"b02dbf0ee0b6b28ebb4f9503278614c97a2f4eeea8b5103eb11681d9b5b9ff6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","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":"f3dd2b68ca22a08a9266a50da9f3e726a413433382564ea443b2a95ff86c7ed3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"98fb755e3405fb603723fd24b5259f095b42940744d11475408869e444f66110"}]},{"symbol":"FIS","date":"2026-10-27","iv_pct":49.28622934778939,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":44.586404657933045,"put_iv_pct":43.72287114337568},{"expiry":"2026-11-06","call_iv_pct":62.59212007504691,"put_iv_pct":50.755319308790384},{"expiry":"2026-11-13","call_iv_pct":51.587494887525565,"put_iv_pct":50.29533585619678},{"expiry":"2026-11-20","call_iv_pct":48.60619528619529,"put_iv_pct":42.14409356725146}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a3ef64b16da1627870374843a542b2689e1afbe212486636318dfa29b9711202","captured_at":"2026-10-28T16:39:35.494404+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":"FIS","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"96223698a1a162f6a3104299a2a3c5e7496e58194857bdd18fe00f6a1cbc2ce5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"ac747ec9a33ec23e855b800dd309041c7321d268b4706c1a170f0d69cd92714d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"b02dbf0ee0b6b28ebb4f9503278614c97a2f4eeea8b5103eb11681d9b5b9ff6a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","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":"f3dd2b68ca22a08a9266a50da9f3e726a413433382564ea443b2a95ff86c7ed3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"98fb755e3405fb603723fd24b5259f095b42940744d11475408869e444f66110"}]},{"symbol":"FIS","date":"2026-10-29","iv_pct":68.64086314121252,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":126.27932626797885,"put_iv_pct":88.62928868120457},{"expiry":"2026-11-06","call_iv_pct":59.78197014925372,"put_iv_pct":66.14116651825468},{"expiry":"2026-11-13","call_iv_pct":50.0429501525941,"put_iv_pct":57.88475941422594},{"expiry":"2026-11-20","call_iv_pct":48.41744394618834,"put_iv_pct":51.95000000000001}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ca01eb89e5533b908e2573103095f2d44fbf23d4efc5b8bef5ed7791fd5544a9","captured_at":"2026-10-30T16:48:23.899028+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":"FIS","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"04f94574fa247a872532ffdacdaf829aad9b60d6e1f77d7d2fe7232ccefeea24"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-10-30","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":"76fb8aba344643716701dc6d829f2827cf18668c74dec7e2951f4540856da861"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"85d538f59ea35ef36b3d3f752b2ce9173fd3c30a136521568e2ff7bd0982fed4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","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":"f62e355d10dd0dbc3b62736e68133551820bef864fcd123b931a0b0c11845dd4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"7f03939d3b8c785f514374c49fe70c03ca3dfea904db82e07d29266e4508aadf"}]},{"symbol":"FIS","date":"2026-10-30","iv_pct":62.27144869108236,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":53.47325326012354,"put_iv_pct":74.31710794297352},{"expiry":"2026-11-13","call_iv_pct":76.18286389413989,"put_iv_pct":72.73802788844621},{"expiry":"2026-11-20","call_iv_pct":64.70245045045046,"put_iv_pct":57.23535244922342},{"expiry":"2026-11-27","call_iv_pct":52.989524564183846,"put_iv_pct":46.533009079118024}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"877e3ec9c0e614e3cf8ab77408ffebce42fb8367107c24076cbdf3a191ef79d1","captured_at":"2026-10-31T23:52:28.405740+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":"FIS","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"9ee4bc078e3e79c8dcc49c01fb83eba7f9a8567f38a64588ea07f13391b22fb1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-06","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":"5950b210d7aa1370ac6743331802ed2a91e636f0b1b53fc675d685808701deec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-13","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":"9e2a498cb84dca195d880255c34e1372d00fb710577b395ae3300546144d45f6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","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":"8097278b9582f4e67fc931ef328dfe626be10ec8dc4110b657fa5f874b78d811"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIS","expiration":"2026-11-27","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":"f8ba76032ce4e67e55c60487b8d413c7618421186c88708a6362ce07d4c89200"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FIS","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":"2026-08-05","observed_at":"2026-08-05T15:59:00-04:00","iv_pct":45.01908759115364,"put_call_skew_pp":3.0061816697583197,"implied_move_pct":7.32073826346023,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"38a9d6632ff014082028f1471cb2d68755d2a9554cc439c7b47a73459dba4284","expiries":["2026-08-07","2026-08-14","2026-08-21","2026-08-28"]},{"date":"2026-08-06","observed_at":"2026-08-06T15:59:00-04:00","iv_pct":50.417962848668296,"put_call_skew_pp":4.6537616262237655,"implied_move_pct":7.723401189934231,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"63b65e9de461d4498bc236fd60f0927545bd748ed97e0430157eac4ad67b47f7","expiries":["2026-08-07","2026-08-14","2026-08-21","2026-08-28"]},{"date":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":38.9343825049398,"put_call_skew_pp":-8.54357422877923,"implied_move_pct":8.361330008772939,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c07fdc3d92c7b1adc62b24e4039344a590bc46c568c412c147d5456a30b36671","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":50.54072705682489,"put_call_skew_pp":9.25492987077557,"implied_move_pct":9.681864208394602,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b996b8ebd3e72345d4ca3b2c0558d83c4455a74f61005fe09cda114d496444e6","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":44.86851553904967,"put_call_skew_pp":-0.9274073151307132,"implied_move_pct":8.356937647974313,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bede56559719dec52aeb6654a842df92c575f6c91953fae392aab5f4d8aa9ab9","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":47.00252796476914,"put_call_skew_pp":-10.881092890690695,"implied_move_pct":7.508822221845229,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e3089089a31e2b7241cdc4ecfe32dfbe80dd891bd785a1aea9d94c442e5fee52","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":56.29602696347116,"put_call_skew_pp":17.30101433730485,"implied_move_pct":6.922520040816276,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b6a1c70c271a28b94e702f104c39b8ad1d4910360abf9a1048e058b47d02988","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":38.423522445111466,"put_call_skew_pp":2.523788698695469,"implied_move_pct":7.979684688212457,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ca81d23df513cf48457575b6a506e11299ddc2a70c1a68f26287f1b84ac6755b","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":41.719857454478955,"put_call_skew_pp":-8.204919633225442,"implied_move_pct":7.965850846295334,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e75ce6e835db1e6138d6c7fa0f78545747f4a14f0b2239994ee34398fe5655a3","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":42.08943999394799,"put_call_skew_pp":-6.121646957030607,"implied_move_pct":6.697286558069391,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"50bd02a3d86b66f67772d7213f386c401e48f862faee890e7cf2ee9e11723dc0","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":68.41394490249783,"put_call_skew_pp":2.6665672116735504,"implied_move_pct":7.712191769354644,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6127414501fb984bb04511fb30aff5ee8a4e1d69cf38d539a86402e4549aa211","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":38.86965578060724,"put_call_skew_pp":-5.018071315576428,"implied_move_pct":8.245223940499741,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1ba8f81405a4705448190831d89293e2bac821b846d00fe622a1bf887a5df7b0","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":38.6845991211983,"put_call_skew_pp":2.173571206223052,"implied_move_pct":7.206584372639058,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a2a3310e860b31211b5daf9e4c492fdb31f8678f24b67be7ac5c530879b70f4","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":38.35710599795075,"put_call_skew_pp":1.0940006081676366,"implied_move_pct":6.690986910884384,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"da38f718ab9593688b9d30b306470df932613894e8103e5d6d55d75af71e81e3","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":40.0501174036088,"put_call_skew_pp":1.179301086456297,"implied_move_pct":6.4371224940950444,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f76d1de2a3285e524c8ed797b5824455140443052f10c758942fa8764863547b","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":45.538120156745265,"put_call_skew_pp":2.827199771789238,"implied_move_pct":6.389599730260603,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ffee2dab1b74921e9ef76111c86cee19f3e4e67e43e428e8876310769af440b5","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":39.11741272551028,"put_call_skew_pp":11.579824689840832,"implied_move_pct":8.425054999986843,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2309f5e7be1371fdbcd4c8484b5f660fd03706922b2718dee1b4d373053d0183","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":39.651167835443445,"put_call_skew_pp":19.09846961955657,"implied_move_pct":7.160010969423613,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a7c54f80d18751cef49d6b95b9c4b26e8c0f127943ba3656ab363648c5ced0a","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":35.435423585038016,"put_call_skew_pp":13.789555768604853,"implied_move_pct":5.781913162777846,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"923ba95e7e329a6e1703a6476756d51bb6d384bd68ff1e8d876ae4575d4572f0","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":51.752258901868665,"put_call_skew_pp":-19.46332079640141,"implied_move_pct":6.973827003531918,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"130020c1e3b3136a6c2c621c249920eb5ec9a2bb575f883b4b9f642c456880b3","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":35.89577809547727,"put_call_skew_pp":13.161950586761563,"implied_move_pct":7.638077450737805,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3b86e63559c66892a9bd04a2a1b3ab87975e4a0bffd2762c589cef23abe6d53f","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":40.158513487407134,"put_call_skew_pp":9.91286507208076,"implied_move_pct":6.980381828224782,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"abb5318570ebd8188c4d97dd30a76a2643639933ba7c507f4f05be5459cd82c7","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":45.47195699045965,"put_call_skew_pp":18.009233845709744,"implied_move_pct":7.554674624180769,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"db8cb31eb9926eacaca654f547f9bb32ff0cf948e1d5e16119ceaca6a92ba3e7","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":40.329566250854654,"put_call_skew_pp":-1.5543702527777956,"implied_move_pct":8.72214291210962,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"66539876c7362837be11046a26225a8a1fa2b0b08ba7f47ef3a499670b871f24","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":43.63485229083669,"put_call_skew_pp":-7.570346024039216,"implied_move_pct":8.097660300529132,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7d3667aa050560669f1ecbff64bc0df436bb40b2a625ec26f234ef05f1c5582e","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":43.270982543581184,"put_call_skew_pp":2.0284113454902517,"implied_move_pct":7.219589160006787,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"276d8c93ec6e9db77705c051d41b62eb6c3c1663b981801453877f9e3482b257","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":41.98356418108792,"put_call_skew_pp":-6.520533399596878,"implied_move_pct":6.945869403321181,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"58a941a101295f344fc884acc7712698abd350d66bbf3da350a0ee10bcac0912","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":47.45932157526346,"put_call_skew_pp":8.718976958304625,"implied_move_pct":6.25743755095572,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"305305da6d544ce15eeec58e1f8a39da95bdaee109dcfcad69e24cdccd7c4059","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":36.34306444381281,"put_call_skew_pp":-6.099718517987452,"implied_move_pct":7.75283330351164,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6fdbe180f72cd98b7f8707f8ca6e3e68fe67b0197efbf2d111014c0e69d17b01","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":37.67572455617213,"put_call_skew_pp":-4.042232506238813,"implied_move_pct":7.02235430774903,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"961f1c9dc3ee99dfd450833c486f8289de3d3b26cf2b83b5bbf8af1f7062b146","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":37.63566623258491,"put_call_skew_pp":-1.480879814474516,"implied_move_pct":6.751251112340947,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c3ca3feb4cad6e606e4d4e9999067b1b8bfd59067e40a2389ea628b86dc8b88a","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":36.13051774535699,"put_call_skew_pp":-3.474401690980147,"implied_move_pct":6.056769790976624,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"69f2284b59713e59eb73aaf57125907144c12dc4b17ea93e356583d8858fabd1","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":38.709400226340506,"put_call_skew_pp":0.10270784048534942,"implied_move_pct":6.085020302774053,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a9fc3d5517d43046fe1338617ce3e14861a397b2de0040f38c78a806352407d1","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":33.529625636000674,"put_call_skew_pp":-1.3964104232963308,"implied_move_pct":7.178067216847398,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9ded9cea07c89fb81ecef0987a2bab62b46dcb12824badc7be367c1125ad6e19","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":36.17342451021589,"put_call_skew_pp":1.053148897129974,"implied_move_pct":6.721797293559145,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d2bdc008a9fd69929e4240abc413fc83cdc4af55964e5790a464391816438e86","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":38.25934162529999,"put_call_skew_pp":6.516832414967158,"implied_move_pct":6.872034289757891,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"beb637e54093e806bc675f1b2e360498b5ebd7b3e5fce566879516dbeda6477c","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":35.17910685847701,"put_call_skew_pp":1.3731076063359478,"implied_move_pct":5.989373156156797,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e2151cdcea526699c51259ffd85d1732894bb442ea56d89adc22f935d381e278","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":40.43986506552527,"put_call_skew_pp":-6.860226842539722,"implied_move_pct":8.93400241580527,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0f476942c82a31258e9c20203c3b60f7700c7c643bdeef7063a15a0773091ba5","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":41.04133435731731,"put_call_skew_pp":0.9976295739293075,"implied_move_pct":7.977151285226389,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7469911fab31565041e0acea8b11ed56d7e694167a3463bc1fd51612370d312d","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":42.791942812019954,"put_call_skew_pp":1.5494179557766294,"implied_move_pct":8.12147200624179,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"893c0dda4413c063a702b646c6fb31c99e3131e7afae03f80132e1f4ac35a445","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":43.905173807717134,"put_call_skew_pp":4.7328079442166775,"implied_move_pct":7.656013468513544,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e5c856015b32913416fa5c4094f808299e3bdc33fe4a19ce32cba3d3bb760c40","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":55.49229054903453,"put_call_skew_pp":-14.649020899608573,"implied_move_pct":7.4290495859574275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6540d81185d24816dce17eb439041d19a11ff6fa4ad73fd6b8f0cdc7a636dedc","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":41.12350450441996,"put_call_skew_pp":4.480602723212481,"implied_move_pct":8.837977991220239,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9e2c51b7bcf9a4685fa640c1fa2f189cf6334d77eddde68b743c74ebcc29fa68","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":41.78583537873233,"put_call_skew_pp":4.9026270740237035,"implied_move_pct":8.10786149389739,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"551d1ca8302933e8278b8b976e345d34730ddec2152e4c5b0e2d5bab0252376d","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":43.350928475733404,"put_call_skew_pp":7.447350891276127,"implied_move_pct":7.801853621693463,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cc50502ab49edff4cfcc057469c85e905f9d1ef68f3e2b9ff2b649dfec3a47d0","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":46.73026769958389,"put_call_skew_pp":10.988992019684755,"implied_move_pct":7.716036490687056,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d0e25570140c6c3429246a9c216b61b4ccf267ffb5f3b2676dde108252619865","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":57.59139756962084,"put_call_skew_pp":-24.474087618110026,"implied_move_pct":7.6428334536869675,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2ecd3062a8892c815667e0b5de2f0a0535d9c5d852ba9ca0ada2985f5c2f82ac","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":40.37582590134882,"put_call_skew_pp":2.7016993376611946,"implied_move_pct":8.712615505121015,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e65103133232967b9a273a690c5ee1a5f41fd6ffb12e32d82a14467d51775ce3","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":43.29853418471347,"put_call_skew_pp":0.24739418161029114,"implied_move_pct":8.464368675654914,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6c04d62289a4eaf22525cab0e73e5ec95d10d7d481c41e2151d835718ceb2702","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":45.47005966142642,"put_call_skew_pp":-1.9926028992283271,"implied_move_pct":8.42247153532971,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"02f21cc36f9d29078ac584012f528539e967f6ac8492824c6f7b769bc9527c67","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":46.66186041593411,"put_call_skew_pp":-4.297805064219354,"implied_move_pct":8.333489293840163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"238fa87e598f09683a857c573929a5e17b49ab4bfc4fd9b9d0a428b6d558f565","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":48.21290443279597,"put_call_skew_pp":1.9828668447429187,"implied_move_pct":7.994535558452274,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ead4f4a68d0bccab9dca715afc25b7078bb5d0abb46b406539bb232bdae550fd","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":43.414354908133305,"put_call_skew_pp":4.389687140680808,"implied_move_pct":9.426504961884701,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"207561a5e721ef2be24d54aab446dae4ce208c6528f37a18172fd60cf8968337","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":48.361009242207906,"put_call_skew_pp":2.0145587711306145,"implied_move_pct":9.204843940257325,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2a13a16a3d642387eeec2ffa19e6ec9c3c78c73230a36de40ce21d4964f7293f","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":49.286229347789394,"put_call_skew_pp":-5.113648757771626,"implied_move_pct":9.000134960543459,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a3ef64b16da1627870374843a542b2689e1afbe212486636318dfa29b9711202","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":68.64086314121252,"put_call_skew_pp":-4.979118975582454,"implied_move_pct":9.548172293766706,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ca01eb89e5533b908e2573103095f2d44fbf23d4efc5b8bef5ed7791fd5544a9","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":62.27144869108236,"put_call_skew_pp":0.8688512977158638,"implied_move_pct":12.955052524929858,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"877e3ec9c0e614e3cf8ab77408ffebce42fb8367107c24076cbdf3a191ef79d1","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}