{"schemaVersion":1,"symbol":"FIZZ","days":90,"observations":[{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-21T19:54:25.888000+00:00","captured_at":"2026-10-22T04:48:23.726Z","last_trade_at":"2026-10-21T20:36:17.150881811Z","price":34.83,"iv_pct":44.35311167506691,"implied_move_pct":10.58675893430186,"put_call_skew_pp":57.81183377474447,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"5829f2c941aaafa1bd804e5852772406f6fb75070a4742b1c10281d975488049"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-22T17:37:43.951000+00:00","captured_at":"2026-10-22T17:46:27.059Z","last_trade_at":"2026-10-22T17:46:21.016140343Z","price":36.91,"iv_pct":40.131068511599615,"implied_move_pct":11.494797025285264,"put_call_skew_pp":36.138454148543325,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"0a18b15d7e66bec6c5115eef50a61ba4538cbbdc2f1015f5e64e5f5fef281670"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:56.535000+00:00","captured_at":"2026-10-23T01:55:28.122Z","last_trade_at":"2026-10-22T20:00:01.89539419Z","price":37.07,"iv_pct":40.27821927265035,"implied_move_pct":11.169765985832186,"put_call_skew_pp":44.19262403503804,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"11beca8a31f3339adbd061adc3bd3b272fcd50b28b6e99040da287aaed322021"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-23T16:31:23.581000+00:00","captured_at":"2026-10-23T16:43:26.702Z","last_trade_at":"2026-10-23T16:43:01.665735513Z","price":36.015,"iv_pct":34.27456740426835,"implied_move_pct":8.738759835645189,"put_call_skew_pp":54.90975214526124,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"11bcce623b11c9dc62726528bfd8c5961b16a290ad2d84d0f121beff61ffa40d"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:06.605000+00:00","captured_at":"2026-10-24T04:45:23.635Z","last_trade_at":"2026-10-23T20:00:01.637336354Z","price":36.15,"iv_pct":47.64493800510139,"implied_move_pct":9.912754349612234,"put_call_skew_pp":0.8786361172852919,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"f0e509761a198fdaa9c9de2d493679dfa827110cf7128d7df55c556a41e9a7a3"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:08.051000+00:00","captured_at":"2026-10-26T23:50:50.025Z","last_trade_at":"2026-10-26T20:00:02.114412013Z","price":35.82,"iv_pct":43.59077564974591,"implied_move_pct":9.411594485711305,"put_call_skew_pp":2.2308595836205036,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"a77a7058050d91bc96a143c0a885e7f697a999f5442bebeac3c6e2787fd0a9da"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-27T19:56:47.667000+00:00","captured_at":"2026-10-27T23:01:20.968Z","last_trade_at":"2026-10-27T20:00:00.414790485Z","price":34.96,"iv_pct":41.725897374494394,"implied_move_pct":8.793073982955942,"put_call_skew_pp":-28.597989140666545,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"c376f0d49f6bd6c378de3eb460386f0a87d9b4d384c68de102c415b446b2f69a"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-28T19:33:32.968000+00:00","captured_at":"2026-10-28T19:43:45.075Z","last_trade_at":"2026-10-28T19:43:17.082338544Z","price":34.21,"iv_pct":49.25586593480736,"implied_move_pct":10.469366388454384,"put_call_skew_pp":15.008203023109235,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"879088e58c558b6ab0e5c833b3211a9764d09bb4a2a7df6e814c17fdd13c6654"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-28T19:58:00.769000+00:00","captured_at":"2026-10-29T02:33:32.171Z","last_trade_at":"2026-10-28T20:56:26.831585189Z","price":34.27,"iv_pct":47.325043153382076,"implied_move_pct":9.937096977919468,"put_call_skew_pp":14.523794825598868,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"81662ae30075a173aacda2f2e9138760d0e7e83ecace971ca64017c7bac643a3"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.166000+00:00","captured_at":"2026-10-29T22:37:39.841Z","last_trade_at":"2026-10-29T20:42:45.889150866Z","price":35.02,"iv_pct":37.95453890932209,"implied_move_pct":7.5066022828524055,"put_call_skew_pp":-22.288303423300594,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"083c1c8e2b3e3ff87a9fbe287df51b483a5ad7796b650d428b3c8d50e7bbc501"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-11-02T14:50:15.330000+00:00","captured_at":"2026-11-02T14:53:48.697Z","last_trade_at":"2026-11-02T14:50:15.292913272Z","price":35.94,"iv_pct":44.22615985124373,"implied_move_pct":9.654093882339026,"put_call_skew_pp":38.70966897305463,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"d1629caf4f1fe9082d33f90570f1e537d6011cebf157b62872247f274d7c1364"},{"symbol":"FIZZ","expiry":"2026-11-20","observed_at":"2026-11-05T20:55:44.732000+00:00","captured_at":"2026-11-06T11:41:23.633Z","last_trade_at":"2026-11-05T21:00:08.455377945Z","price":37.16,"iv_pct":41.1168017055448,"implied_move_pct":8.497142626696238,"put_call_skew_pp":4.251947989447663,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FIZZ","source_hash":"2d571847e98cf1dc524af55375b32230a321154f713c8042e6b602873225d69f"}],"dailyIv":[{"symbol":"FIZZ","date":"2026-08-11","iv_pct":47.739435943592454,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":54.570522358527896,"put_iv_pct":66.71209032258065},{"expiry":"2026-09-18","call_iv_pct":53.83209790209791,"put_iv_pct":43.67805163283319},{"expiry":"2026-10-16","call_iv_pct":45.256284482758616,"put_iv_pct":38.721146359048305},{"expiry":"2027-01-15","call_iv_pct":39.40576071922545,"put_iv_pct":39.73953377166766}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"33db5be23e10692e0194219d795aa75ceccf2161d26435afb2e92960af6936b3","captured_at":"2026-10-24T05:54:30.145088+00:00","observed_at":"2026-08-11T15:59:00-04:00","session_close_at":"2026-08-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"39e6844b5a4ef0da3f0415c42af1aef7d4aad9ede662514f92b1c54da2e8840f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"7f33d1e552ed35cdfb025f206ff451efef4baff7cc32cf1dd5e52a963a7a92e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0a3781cd0454295ba71a4192d2808aaec837c936539456d240ca54fa0a6098f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c98fcec5355c3190656b45702eade183bcc7cce94d61c49e25cc0ad927f98c3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf9a9ffc09d6b12cdf5a77433f04906c9055237879bc84fed0b139bb7b2a048e"}]},{"symbol":"FIZZ","date":"2026-08-12","iv_pct":49.98154361151545,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":44.018341753343236,"put_iv_pct":75.03137715179969},{"expiry":"2026-09-18","call_iv_pct":58.103153820262534,"put_iv_pct":55.20433559145388},{"expiry":"2026-10-16","call_iv_pct":43.494629629629635,"put_iv_pct":42.183931691818906},{"expiry":"2027-01-15","call_iv_pct":39.95784482758621,"put_iv_pct":41.85873442622951}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"67d37f992c2de586c29ac94458a9ae214fc481493517b780d7eadb369acc3829","captured_at":"2026-10-24T05:54:28.609059+00:00","observed_at":"2026-08-12T15:59:00-04:00","session_close_at":"2026-08-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"c40ba5599db6cd8dd70c20768661ed21b86445764a2bbc17bdd2ea366eac0960"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"7f33d1e552ed35cdfb025f206ff451efef4baff7cc32cf1dd5e52a963a7a92e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0a3781cd0454295ba71a4192d2808aaec837c936539456d240ca54fa0a6098f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c98fcec5355c3190656b45702eade183bcc7cce94d61c49e25cc0ad927f98c3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf9a9ffc09d6b12cdf5a77433f04906c9055237879bc84fed0b139bb7b2a048e"}]},{"symbol":"FIZZ","date":"2026-08-13","iv_pct":45.51001321338511,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":59.98816673579428,"put_iv_pct":54.50739130434783},{"expiry":"2026-09-18","call_iv_pct":45.80117647058823,"put_iv_pct":42.38780022962113},{"expiry":"2026-10-16","call_iv_pct":44.476961240310075,"put_iv_pct":43.17187341772152},{"expiry":"2027-01-15","call_iv_pct":35.574494818652845,"put_iv_pct":38.172241490044954}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"805b6036591abccf820fa086cb1f1e0fda343c49e0eb3d2fa6f53c2c219e39bf","captured_at":"2026-10-24T05:54:26.972939+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"668296f9d7a8629ff27de30c5baa62bd6b0b7aec9b4ed3bdc7097a778cf26cf4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"7f33d1e552ed35cdfb025f206ff451efef4baff7cc32cf1dd5e52a963a7a92e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0a3781cd0454295ba71a4192d2808aaec837c936539456d240ca54fa0a6098f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c98fcec5355c3190656b45702eade183bcc7cce94d61c49e25cc0ad927f98c3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf9a9ffc09d6b12cdf5a77433f04906c9055237879bc84fed0b139bb7b2a048e"}]},{"symbol":"FIZZ","date":"2026-08-14","iv_pct":44.94403588267509,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":54.92337604949182,"put_iv_pct":61.97683025664116},{"expiry":"2026-09-18","call_iv_pct":61.066295444086514,"put_iv_pct":36.155429817275746},{"expiry":"2026-10-16","call_iv_pct":34.81618915710328,"put_iv_pct":33.50006326444538},{"expiry":"2027-01-15","call_iv_pct":39.027083607636605,"put_iv_pct":38.08701946472019}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5c2a9f08e300aa2afed9ac8428e533084d0f931e298df676a95727cb0c8ca97c","captured_at":"2026-10-24T05:54:25.389840+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"e9b7000541d6a05f14ff8d22ed8ae9cd5a1c8cd463f2b20262f2dc0aac6c76d8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"7f33d1e552ed35cdfb025f206ff451efef4baff7cc32cf1dd5e52a963a7a92e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0a3781cd0454295ba71a4192d2808aaec837c936539456d240ca54fa0a6098f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c98fcec5355c3190656b45702eade183bcc7cce94d61c49e25cc0ad927f98c3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cf9a9ffc09d6b12cdf5a77433f04906c9055237879bc84fed0b139bb7b2a048e"}]},{"symbol":"FIZZ","date":"2026-08-17","iv_pct":46.38988816163301,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":61.27000981354269,"put_iv_pct":56.283877330451226},{"expiry":"2026-09-18","call_iv_pct":52.17088286932531,"put_iv_pct":42.17487610820641},{"expiry":"2026-10-16","call_iv_pct":42.10319013524264,"put_iv_pct":36.017909454061254},{"expiry":"2027-01-15","call_iv_pct":39.33284421152929,"put_iv_pct":41.765515370705245}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"206684c8ee388e75e80cf546bb6163c78e8752f271384918760b628a1ff825ca","captured_at":"2026-10-24T05:54:19.848598+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"8441cda5631c247004ee63bc1224d2751bc1fcefb7683a9f56899433741c6c75"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"f5fa9014321ed65a239e9a4c0b87a8b09bdd7be73f46cc867c9bab1eaa7b1db9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"b5304dd7d1175bfa370cb47d53cbf39420a65350207e63f4750d75dcfe3acc99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6eea34cff60add6155b152eac229a9d7ab7b23665d1b2db3364dba6fcfc56dfd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2d39bcd2e9b15ac7d0d7a98877855dd2512e9073128e2ba18e2b1cfd4190e82"}]},{"symbol":"FIZZ","date":"2026-08-20","iv_pct":64.5862043268507,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":117.21902914960252,"put_iv_pct":130.07981340535233},{"expiry":"2026-09-18","call_iv_pct":49.7160787137029,"put_iv_pct":57.089045643153526},{"expiry":"2026-10-16","call_iv_pct":44.530258064516126,"put_iv_pct":43.429409594095944},{"expiry":"2027-01-15","call_iv_pct":36.47081485919713,"put_iv_pct":38.15518518518519}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"951cdb8d6522a6ae297b72f435b026b42a7ea2393f27420751c33750153c2ffa","captured_at":"2026-10-24T05:54:13.580137+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"19545e29a57ea826915e595e3347417050637d251315ad4910b33f6da98659b9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"f5fa9014321ed65a239e9a4c0b87a8b09bdd7be73f46cc867c9bab1eaa7b1db9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"b5304dd7d1175bfa370cb47d53cbf39420a65350207e63f4750d75dcfe3acc99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6eea34cff60add6155b152eac229a9d7ab7b23665d1b2db3364dba6fcfc56dfd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2d39bcd2e9b15ac7d0d7a98877855dd2512e9073128e2ba18e2b1cfd4190e82"}]},{"symbol":"FIZZ","date":"2026-09-18","iv_pct":36.63187682776718,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.199316909294524,"put_iv_pct":45.67901048951049},{"expiry":"2026-11-20","call_iv_pct":42.61899999999999,"put_iv_pct":33.39065581505072},{"expiry":"2027-01-15","call_iv_pct":33.09409966024915,"put_iv_pct":35.4877009155646},{"expiry":"2027-04-16","call_iv_pct":37.322800925925925,"put_iv_pct":37.26242990654205}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"da9c566df7cbc21c862e82ce7ffb4eca29ffaed18399e994cb8e281b0ba43831","captured_at":"2026-10-24T05:53:01.492269+00:00","observed_at":"2026-09-18T15:59:00-04:00","session_close_at":"2026-09-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"55c789faf00f12c7d8cadcd7ee1d8bd468964d7fa06a3ead9b5433e31657697a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"6c3c67186dce77bea6bb77b2f4c32a5c4c5472538ad86473a97002dce925a7f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5f983fe7de45c9f42fbb624a1c672d3a343c8a92902b1164af89c2cb3e505207"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f1e821397354e7188e7babbf8d6538f024e939514c0172938b709d5b27ab0d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc2dc1dc7ac425095747744cd234c22f9262425db5a385bdc6747151a8b578c"}]},{"symbol":"FIZZ","date":"2026-09-21","iv_pct":34.547400776361485,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":32.98451708766716,"put_iv_pct":31.558815132048533},{"expiry":"2026-11-20","call_iv_pct":36.9233583535109,"put_iv_pct":35.63404540763674},{"expiry":"2027-01-15","call_iv_pct":33.14629526462395,"put_iv_pct":35.60834050693448},{"expiry":"2027-04-16","call_iv_pct":37.790852567121995,"put_iv_pct":32.73298189134809}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c787165ed13d1db658b7bb29e15707d25534fc0d14f8121b2613c21828c712f","captured_at":"2026-10-24T05:52:59.476476+00:00","observed_at":"2026-09-21T15:59:00-04:00","session_close_at":"2026-09-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"3b7c5804d3f1758543c56900bdd04b77fafbe033d5e9b3d7534c58e7a70361fd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"6c3c67186dce77bea6bb77b2f4c32a5c4c5472538ad86473a97002dce925a7f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5f983fe7de45c9f42fbb624a1c672d3a343c8a92902b1164af89c2cb3e505207"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f1e821397354e7188e7babbf8d6538f024e939514c0172938b709d5b27ab0d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc2dc1dc7ac425095747744cd234c22f9262425db5a385bdc6747151a8b578c"}]},{"symbol":"FIZZ","date":"2026-09-22","iv_pct":38.140333165332365,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":55.110858858858855,"put_iv_pct":32.292699662542184},{"expiry":"2026-11-20","call_iv_pct":47.569843478260864,"put_iv_pct":31.321815313420277},{"expiry":"2027-01-15","call_iv_pct":35.17798824297845,"put_iv_pct":32.62778947368421},{"expiry":"2027-04-16","call_iv_pct":37.08509378907878,"put_iv_pct":33.93657650383528}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"05bcdc0be8408b43c3ea68821b8423d4be316e333fea8e5eb292f0a3712e51b9","captured_at":"2026-10-24T05:52:51.107360+00:00","observed_at":"2026-09-22T15:59:00-04:00","session_close_at":"2026-09-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"265d04b7805f7b050128ef74f5fdeb22a625a64e25b62fda05f2272c560f01fe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"dbdd3fbeee579746130b8303d1c87f0636d47fe0bfeafa56a2363b6a308253ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5891e3cdd5efea7391364ac4b7c07da08e8052f08fb8180cec4310313efbf55f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d6f3c21a7c028408204bd10bda3a411ff7065c8b9c2080e0c07a44dae798f73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01117fd862129aed55ba3114378d994254940358d03af7989b37118e90a761ee"}]},{"symbol":"FIZZ","date":"2026-09-23","iv_pct":38.505175286349754,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.529102167182664,"put_iv_pct":31.77085378499827},{"expiry":"2026-11-20","call_iv_pct":50.911132389675274,"put_iv_pct":34.037758078994614},{"expiry":"2027-01-15","call_iv_pct":37.32050847457627,"put_iv_pct":34.3212987012987},{"expiry":"2027-04-16","call_iv_pct":38.332324324324325,"put_iv_pct":34.818424369747895}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"742777f48aecd0dc79e96b26cb5ce8f59bce226cc5315ab7ce9b007ee1e4ac67","captured_at":"2026-10-24T05:52:49.476622+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"4c3010b003dce4a9df6448315f23a1234edfadfeeade83fc21b1395dd691301e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"dbdd3fbeee579746130b8303d1c87f0636d47fe0bfeafa56a2363b6a308253ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5891e3cdd5efea7391364ac4b7c07da08e8052f08fb8180cec4310313efbf55f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d6f3c21a7c028408204bd10bda3a411ff7065c8b9c2080e0c07a44dae798f73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01117fd862129aed55ba3114378d994254940358d03af7989b37118e90a761ee"}]},{"symbol":"FIZZ","date":"2026-09-24","iv_pct":40.31783831667812,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":54.09496428571428,"put_iv_pct":36.35078318219291},{"expiry":"2026-11-20","call_iv_pct":47.72491696515793,"put_iv_pct":46.01407911972753},{"expiry":"2027-01-15","call_iv_pct":31.327915087187264,"put_iv_pct":34.49339154411765},{"expiry":"2027-04-16","call_iv_pct":39.23889719626168,"put_iv_pct":33.297759153065726}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"15506286d14c93fc448b4bb0799e4b3678a80d77670550a3dc88980263d81f68","captured_at":"2026-10-24T05:52:46.785553+00:00","observed_at":"2026-09-24T15:59:00-04:00","session_close_at":"2026-09-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"85b41c8e01d83d6527d70e69454beb632ff6c9550d47429de96fe80bac1f86cb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"dbdd3fbeee579746130b8303d1c87f0636d47fe0bfeafa56a2363b6a308253ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5891e3cdd5efea7391364ac4b7c07da08e8052f08fb8180cec4310313efbf55f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d6f3c21a7c028408204bd10bda3a411ff7065c8b9c2080e0c07a44dae798f73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01117fd862129aed55ba3114378d994254940358d03af7989b37118e90a761ee"}]},{"symbol":"FIZZ","date":"2026-09-25","iv_pct":41.09322307077817,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.13472906403941,"put_iv_pct":42.23564785373609},{"expiry":"2026-11-20","call_iv_pct":55.0553876478318,"put_iv_pct":39.92522661776264},{"expiry":"2027-01-15","call_iv_pct":37.37496969696969,"put_iv_pct":35.754559932942165},{"expiry":"2027-04-16","call_iv_pct":35.865748811410455,"put_iv_pct":34.399514941533134}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1edd864381f31a31567540d8e14c137b34785cda988d13d520f27d15786e26ee","captured_at":"2026-10-24T05:52:44.704700+00:00","observed_at":"2026-09-25T15:59:00-04:00","session_close_at":"2026-09-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"6a5baf6cbf4860ad6b7d316b6dc121e64e52bcaa1b2eab140e27c1595443c04c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"dbdd3fbeee579746130b8303d1c87f0636d47fe0bfeafa56a2363b6a308253ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5891e3cdd5efea7391364ac4b7c07da08e8052f08fb8180cec4310313efbf55f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d6f3c21a7c028408204bd10bda3a411ff7065c8b9c2080e0c07a44dae798f73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01117fd862129aed55ba3114378d994254940358d03af7989b37118e90a761ee"}]},{"symbol":"FIZZ","date":"2026-09-28","iv_pct":41.1627994663512,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.26458320126783,"put_iv_pct":48.46257961783439},{"expiry":"2026-11-20","call_iv_pct":45.746963519313304,"put_iv_pct":40.55978840125392},{"expiry":"2027-01-15","call_iv_pct":35.948503787878785,"put_iv_pct":38.64825966850829},{"expiry":"2027-04-16","call_iv_pct":36.08938983050847,"put_iv_pct":35.58232770424464}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"55d104c098f15c964d158c6703ab43b48c78734307ce145136ee5ef4f541e87c","captured_at":"2026-10-24T05:52:42.546374+00:00","observed_at":"2026-09-28T15:59:00-04:00","session_close_at":"2026-09-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"b395d69f3478139e3cd16673638a262cd6bee9e89099345e9862803b098bc42e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"dbdd3fbeee579746130b8303d1c87f0636d47fe0bfeafa56a2363b6a308253ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5891e3cdd5efea7391364ac4b7c07da08e8052f08fb8180cec4310313efbf55f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d6f3c21a7c028408204bd10bda3a411ff7065c8b9c2080e0c07a44dae798f73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01117fd862129aed55ba3114378d994254940358d03af7989b37118e90a761ee"}]},{"symbol":"FIZZ","date":"2026-09-29","iv_pct":33.239847745458874,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.52255225267069,"put_iv_pct":26.4250401836969},{"expiry":"2026-11-20","call_iv_pct":27.967502248875565,"put_iv_pct":27.67312592155707},{"expiry":"2027-01-15","call_iv_pct":38.64282142857143,"put_iv_pct":36.72126738794436},{"expiry":"2027-04-16","call_iv_pct":30.52623017486783,"put_iv_pct":37.44024236548715}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bbac9d5b949452bd904bf646e13e4b3a03f34eace51364b491ba5b335d943f51","captured_at":"2026-10-24T05:52:36.189862+00:00","observed_at":"2026-09-29T15:59:00-04:00","session_close_at":"2026-09-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"a092fdba3ae46ce4af5e1fc6de3c8354637ee8127ca94b0a473292480272509c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"b5fc1bee9984d1496e58101779cc9c70ab1157bf46924852b83dfdb210d37efc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1918e71db9f42776e413d6db162191575d63b9c779fa985a2c478fb9004936d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3c8d32c67df25d113d5c358678115df51f0e30a29e442f2429c4006f057a0cf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5b4330494f799bcd2d7163d235defdc066302333ae18b4d1a1d27f1f3928944"}]},{"symbol":"FIZZ","date":"2026-09-30","iv_pct":42.37715145614437,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":51.769452706722184,"put_iv_pct":56.921049163710094},{"expiry":"2026-11-20","call_iv_pct":44.09934472934472,"put_iv_pct":35.06280501392758},{"expiry":"2027-01-15","call_iv_pct":42.659390243902436,"put_iv_pct":37.130838323353295},{"expiry":"2027-04-16","call_iv_pct":39.204487482286254,"put_iv_pct":32.1698439859084}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2d4b5055821fe4044ffb8930144ca3ba9506384874b11b31844ff4dbd9c4e032","captured_at":"2026-10-24T05:52:34.388299+00:00","observed_at":"2026-09-30T15:59:00-04:00","session_close_at":"2026-09-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"748713f3446f78b8151aac2aa2fa332fbb9212b2ffa08442b115db9785f2eae6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"b5fc1bee9984d1496e58101779cc9c70ab1157bf46924852b83dfdb210d37efc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1918e71db9f42776e413d6db162191575d63b9c779fa985a2c478fb9004936d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3c8d32c67df25d113d5c358678115df51f0e30a29e442f2429c4006f057a0cf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5b4330494f799bcd2d7163d235defdc066302333ae18b4d1a1d27f1f3928944"}]},{"symbol":"FIZZ","date":"2026-10-01","iv_pct":45.056851115168655,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":57.904886851904905,"put_iv_pct":50.40188591385333},{"expiry":"2026-11-20","call_iv_pct":54.3392537313433,"put_iv_pct":44.74620310296192},{"expiry":"2027-01-15","call_iv_pct":42.802310030395134,"put_iv_pct":39.86223880597015},{"expiry":"2027-04-16","call_iv_pct":35.0107101053453,"put_iv_pct":35.387320379575236}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fd44fdc889e4ee924b8ccb3363ac2039990cb47ae89eec00457313279efe37ec","captured_at":"2026-10-24T05:52:29.470335+00:00","observed_at":"2026-10-01T15:59:00-04:00","session_close_at":"2026-10-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"a0660eb2ad6c3fadcdad6f4ccb2f8807930971bf80567ffbd3053be1c876e049"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"3a36039517dadd7dd661f4045121ca6e95158ff77b8e6bcec18ae79f906e9b19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a723ad164fa7e6be849584e6bb331065e572c83be1bb0d5f1f69bcac0e2209d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7168e1918e12a67512b457a4ec2791f043314a3777d1a1045cba24bb6500c26a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab3d1defc31575db8e1bd64a91f8b615de6db474a1dd23a0b6fa55817736cef5"}]},{"symbol":"FIZZ","date":"2026-10-02","iv_pct":39.32773429409838,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.2946855345912,"put_iv_pct":39.846390134529145},{"expiry":"2026-11-20","call_iv_pct":47.93152272727273,"put_iv_pct":45.71490796079369},{"expiry":"2027-01-15","call_iv_pct":34.93971563981042,"put_iv_pct":37.34719387755102},{"expiry":"2027-04-16","call_iv_pct":34.39061728395062,"put_iv_pct":35.156841194288184}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fe8bb2047d30e4df98caa80a172a63bf34bf05e16eb4cdff266f445fc018b598","captured_at":"2026-10-24T05:52:27.076668+00:00","observed_at":"2026-10-02T15:59:00-04:00","session_close_at":"2026-10-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"1c25909682e1b539e77569090db576ef13e5ebe1ae230e37ba1810826512e11d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"3a36039517dadd7dd661f4045121ca6e95158ff77b8e6bcec18ae79f906e9b19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a723ad164fa7e6be849584e6bb331065e572c83be1bb0d5f1f69bcac0e2209d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7168e1918e12a67512b457a4ec2791f043314a3777d1a1045cba24bb6500c26a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab3d1defc31575db8e1bd64a91f8b615de6db474a1dd23a0b6fa55817736cef5"}]},{"symbol":"FIZZ","date":"2026-10-05","iv_pct":44.603965002275494,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":64.15372818614489,"put_iv_pct":51.30070509977826},{"expiry":"2026-11-20","call_iv_pct":50.07695652173913,"put_iv_pct":41.4931501657982},{"expiry":"2027-01-15","call_iv_pct":39.93653344917463,"put_iv_pct":37.03680555555556},{"expiry":"2027-04-16","call_iv_pct":38.13046619067619,"put_iv_pct":34.70337484933708}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a9443f8b926db521e0327ca31971c54d654b90b838dfbb7f6b3db26cbf61768e","captured_at":"2026-10-24T05:52:25.392886+00:00","observed_at":"2026-10-05T15:59:00-04:00","session_close_at":"2026-10-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"758eed3e43e9654e2caeae1f01737a8fb228b13a6fad51ac6a613188145c9eea"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"3a36039517dadd7dd661f4045121ca6e95158ff77b8e6bcec18ae79f906e9b19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a723ad164fa7e6be849584e6bb331065e572c83be1bb0d5f1f69bcac0e2209d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7168e1918e12a67512b457a4ec2791f043314a3777d1a1045cba24bb6500c26a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab3d1defc31575db8e1bd64a91f8b615de6db474a1dd23a0b6fa55817736cef5"}]},{"symbol":"FIZZ","date":"2026-10-06","iv_pct":37.10486932308766,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.00529659037833,"put_iv_pct":42.12003060778313},{"expiry":"2026-11-20","call_iv_pct":30.701907667816396,"put_iv_pct":35.49605564280907},{"expiry":"2027-01-15","call_iv_pct":32.15996960486322,"put_iv_pct":36.88219130434783},{"expiry":"2027-04-16","call_iv_pct":36.973964143426294,"put_iv_pct":36.499539023277045}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"41b64987ff89a1309c585849c31c560b519821634d837a34f4e18400dfc85b7c","captured_at":"2026-10-24T05:52:23.293901+00:00","observed_at":"2026-10-06T15:59:00-04:00","session_close_at":"2026-10-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"2b55b1b7715138706377d95f28d4cf05698cdde59719a1257a1e53d61ab8830b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"3a36039517dadd7dd661f4045121ca6e95158ff77b8e6bcec18ae79f906e9b19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a723ad164fa7e6be849584e6bb331065e572c83be1bb0d5f1f69bcac0e2209d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7168e1918e12a67512b457a4ec2791f043314a3777d1a1045cba24bb6500c26a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab3d1defc31575db8e1bd64a91f8b615de6db474a1dd23a0b6fa55817736cef5"}]},{"symbol":"FIZZ","date":"2026-10-08","iv_pct":41.3120449914914,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":36.408570746838464,"put_iv_pct":70.74891714160457},{"expiry":"2026-11-20","call_iv_pct":45.34525058962264,"put_iv_pct":44.43110484780158},{"expiry":"2027-01-15","call_iv_pct":31.56125,"put_iv_pct":34.26885690789474},{"expiry":"2027-04-16","call_iv_pct":31.52206395348837,"put_iv_pct":36.21034574468085}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e8cba7d3823faf2dafd4b312b3801b81ad2d5a2233f3e4818cb06ee4bbb05969","captured_at":"2026-10-24T05:52:15.865950+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"af337065dcbc85fc8ccbbcb796b115c70c2c13f0ccc211fb32349ac8fd49d54f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"89ae0d612f11518705372dd36b511cd60a14dda3e291d0a5be0242491d6194eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9a3b8f16ae31bc0d54af7107a859c3d6d04e82fefbc81655df87c2688114fbc4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"288b15ded138e88363712312b44fd012552dd280d144a969e3c8907c45ac9937"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"124b0c6636a7deeae6eddf8de9ddd4c2c332c4e2bde0b898907fb440bc209608"}]},{"symbol":"FIZZ","date":"2026-10-12","iv_pct":50.210680154589916,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":69.8005674978504,"put_iv_pct":106.80422845691382},{"expiry":"2026-11-20","call_iv_pct":44.087209023278135,"put_iv_pct":48.384074237737515},{"expiry":"2027-01-15","call_iv_pct":36.10916666666667,"put_iv_pct":32.6031915826392},{"expiry":"2027-04-16","call_iv_pct":30.40019765739385,"put_iv_pct":33.49680611423974}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d9bb2f23ff2453c6c1424b454a492579bd2cd83678926d7c225631018ecf1f8c","captured_at":"2026-10-24T05:52:12.581421+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"790bd692ddf50248886b61a5c6632fda319022921220429b20ceb4c02269780f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"89ae0d612f11518705372dd36b511cd60a14dda3e291d0a5be0242491d6194eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9a3b8f16ae31bc0d54af7107a859c3d6d04e82fefbc81655df87c2688114fbc4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"288b15ded138e88363712312b44fd012552dd280d144a969e3c8907c45ac9937"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"124b0c6636a7deeae6eddf8de9ddd4c2c332c4e2bde0b898907fb440bc209608"}]},{"symbol":"FIZZ","date":"2026-10-16","iv_pct":35.087392515051654,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.61256830601093,"put_iv_pct":36.56990665836963},{"expiry":"2026-12-18","call_iv_pct":34.35269911504425,"put_iv_pct":36.37985942492013},{"expiry":"2027-01-15","call_iv_pct":33.15943005181347,"put_iv_pct":33.90255578093306},{"expiry":"2027-04-16","call_iv_pct":34.10207816968541,"put_iv_pct":36.62004261363636}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fec40793517b65c371110ed5f23f14e00f6661eb5506e6c8d1d46d01e6f6f9f8","captured_at":"2026-10-24T05:51:57.201175+00:00","observed_at":"2026-10-16T15:59:00-04:00","session_close_at":"2026-10-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"e0e7bcacc9958f6ad3b6670be3babdfb06169ea161d41debcb842517c736dce8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95b72bb702a03da1ffadd4f3db2f9881e6ee82fd79527c26eb80af627b39a368"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0d30bd12102550415e645fbfaf955c21b31c06e7a1b6c396f0b8e7b8ad055229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4c525750529c22b04d5e3dcf7bffb82c9a8339c37cc5e283f4668b3bb65ce27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f4cc0592f2ed801dac3db4ab1de7803347c7a3e5ee0a25f33e66b146ad814a9"}]},{"symbol":"FIZZ","date":"2026-10-19","iv_pct":39.15878490075646,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.86056241426611,"put_iv_pct":58.699246012566455},{"expiry":"2026-12-18","call_iv_pct":44.353969072164944,"put_iv_pct":41.068503740648374},{"expiry":"2027-01-15","call_iv_pct":32.22645819170632,"put_iv_pct":34.029022082018926},{"expiry":"2027-04-16","call_iv_pct":35.99451769268056,"put_iv_pct":34.038000000000004}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"236f3023db55dbd7ac193556168b3bf1f3d1d919a00e836b267f52217eacd817","captured_at":"2026-10-24T05:51:42.371947+00:00","observed_at":"2026-10-19T15:59:00-04:00","session_close_at":"2026-10-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"53b703a2b33d8746d9ec2c4df47b29c7ad385e6e49052ca287fa43d6af70e038"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95b72bb702a03da1ffadd4f3db2f9881e6ee82fd79527c26eb80af627b39a368"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0d30bd12102550415e645fbfaf955c21b31c06e7a1b6c396f0b8e7b8ad055229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4c525750529c22b04d5e3dcf7bffb82c9a8339c37cc5e283f4668b3bb65ce27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f4cc0592f2ed801dac3db4ab1de7803347c7a3e5ee0a25f33e66b146ad814a9"}]},{"symbol":"FIZZ","date":"2026-10-20","iv_pct":37.04274613474972,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.3432877882152,"put_iv_pct":42.33739665354331},{"expiry":"2026-12-18","call_iv_pct":39.09354922279793,"put_iv_pct":40.10810937959424},{"expiry":"2027-01-15","call_iv_pct":31.17695685670262,"put_iv_pct":34.660825688073395},{"expiry":"2027-04-16","call_iv_pct":34.85019709056781,"put_iv_pct":34.77164639850328}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ba1295bc56e97d8d2de8d92c6c2e3d58a7b43a8fdaeb89ed5955f5f000f007bb","captured_at":"2026-10-22T13:47:30.813529+00:00","observed_at":"2026-10-20T15:59:00-04:00","session_close_at":"2026-10-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"04aeb0d40703667e2defbc82e597b6601af9b32941f3b58425a74e1b3633cb21"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e14146ce204ebb665bb80ea6a76b31727b09670bc1950f149cde681500cad421"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7ed5d726867c9926184fb03a8ae23f62e86d308eec41d1b907e6db0d3010452"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f470e81fa7578d11a6c225e36ae9722d368a15a395a9a685b3ea668fce657a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f48258f14f98621e44eb7b17ec7b3332c2d19b0f70b4234188fca686e39a3f6c"}]},{"symbol":"FIZZ","date":"2026-10-21","iv_pct":39.142677284711155,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.951760563380276,"put_iv_pct":54.141862068965516},{"expiry":"2026-12-18","call_iv_pct":47.414824311490975,"put_iv_pct":45.666415616354136},{"expiry":"2027-01-15","call_iv_pct":31.663547361729176,"put_iv_pct":35.99540856031129},{"expiry":"2027-04-16","call_iv_pct":34.45873362445415,"put_iv_pct":31.848866171003714}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9a118382cd8e13fc38c2a83a6b1766f960c13164a4c8160a12f43729f7a868ae","captured_at":"2026-10-22T13:47:29.586530+00:00","observed_at":"2026-10-21T15:59:00-04:00","session_close_at":"2026-10-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"32f1038e7f9d97cb857ff45bd19e6bde2736475923c43dc6d587a707419b4764"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e14146ce204ebb665bb80ea6a76b31727b09670bc1950f149cde681500cad421"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7ed5d726867c9926184fb03a8ae23f62e86d308eec41d1b907e6db0d3010452"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f470e81fa7578d11a6c225e36ae9722d368a15a395a9a685b3ea668fce657a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f48258f14f98621e44eb7b17ec7b3332c2d19b0f70b4234188fca686e39a3f6c"}]},{"symbol":"FIZZ","date":"2026-10-26","iv_pct":39.83786055154904,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.71244872591672,"put_iv_pct":41.85876202694034},{"expiry":"2026-12-18","call_iv_pct":46.142858672376875,"put_iv_pct":41.655706911385145},{"expiry":"2027-01-15","call_iv_pct":37.5162558356676,"put_iv_pct":34.08904721030043},{"expiry":"2027-04-16","call_iv_pct":37.394431977559606,"put_iv_pct":35.33337305224564}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dcfa9e0806cf3cba593aa11446a4cf4b58f3a447c00fe4cd3e092f78bd9dc86b","captured_at":"2026-10-28T16:41:38.609675+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":"FIZZ","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"ba61e634a8100bd54f8e84bf6e41d3479c9d7031f9b17c3431d9e93e1ecf59e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"1456a2b1a0ccf2f9c74cab7150bc3c88c5afdca6f34ee7876feb61a9af22c255"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a2ca4cc2b4bc4cf21d618a690331d11abfaca632379ffc9a00fd9c91994adf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"340700abe0a65ba1dc6053e450e825d321fa3665235201772c3870845c95a24e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f43c8bd0b5188bdb67f6cc4a150ff96f697468a0cfb76c5ae19efa0d303471e6"}]},{"symbol":"FIZZ","date":"2026-10-27","iv_pct":40.00284529724199,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.146455538221524,"put_iv_pct":44.15927402558763},{"expiry":"2026-12-18","call_iv_pct":47.895683690280066,"put_iv_pct":40.87622047244094},{"expiry":"2027-01-15","call_iv_pct":40.4143685300207,"put_iv_pct":33.99627717391305},{"expiry":"2027-04-16","call_iv_pct":39.86690607734807,"put_iv_pct":35.66757687012391}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cd207450fa9f192883fe88b3fc5f81fb44dd8930e79a57a4ec7e93e36d771fbb","captured_at":"2026-10-28T16:41:37.397778+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":"FIZZ","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"1b9e5ba10b3240208d0ce534819163039f793a0b1158f806c52be30a1e60ec4f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"1456a2b1a0ccf2f9c74cab7150bc3c88c5afdca6f34ee7876feb61a9af22c255"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a2ca4cc2b4bc4cf21d618a690331d11abfaca632379ffc9a00fd9c91994adf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"340700abe0a65ba1dc6053e450e825d321fa3665235201772c3870845c95a24e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f43c8bd0b5188bdb67f6cc4a150ff96f697468a0cfb76c5ae19efa0d303471e6"}]},{"symbol":"FIZZ","date":"2026-10-28","iv_pct":40.02681718982985,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.010516316495305,"put_iv_pct":57.250396744659206},{"expiry":"2026-12-18","call_iv_pct":46.22023952095808,"put_iv_pct":31.759390681003584},{"expiry":"2027-01-15","call_iv_pct":34.570757575757575,"put_iv_pct":37.75700077700078},{"expiry":"2027-04-16","call_iv_pct":38.357177522349936,"put_iv_pct":37.28905838041431}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1cd9e5e3e32a4aab36f4367ea56b1e336e04ae52d020a8e182980611d13f676f","captured_at":"2026-10-29T16:40:38.898770+00:00","observed_at":"2026-10-28T15:59:00-04:00","session_close_at":"2026-10-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FIZZ","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"383dced4f1db740331b75d55e9b40904fd9024e7abe9942073d25219be6434a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-11-20","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1770803f030e462e7da85683be424ba86de01eaa40dbc619376cfbe86d3b1819"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"93ca60e22f1fc667991e59fafe20147f470bfe8a8686cf1e64d19755fc269b58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7199e123fd835d5c7003535e5df65b8801afaefe555d9e47b043269cddc8ea3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b4590e175dd74feca043233091872d6f036569944bf641c78ec051b3bdbf62e"}]},{"symbol":"FIZZ","date":"2026-10-29","iv_pct":37.04635257930467,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.507004578155666,"put_iv_pct":35.999249299719885},{"expiry":"2026-12-18","call_iv_pct":36.6378947368421,"put_iv_pct":43.069294871794874},{"expiry":"2027-01-15","call_iv_pct":32.53565780014378,"put_iv_pct":36.65603305785124},{"expiry":"2027-04-16","call_iv_pct":35.68771974063401,"put_iv_pct":37.27796654929577}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FIZZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4d351bcd27bc7161bda8f057d7da353404be6463651f47bc0f90e6c16ede50e9","captured_at":"2026-10-30T16:50:22.274278+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":"FIZZ","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"64411672c8aa5c23abc5ade805bbcf61d7d316b0ba153240cfe31ed54eab45a4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","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":"65406baa8b62ad058616411bc77092b3a2ef129bd1abef687a76b9be1c042f49"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2026-12-18","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18801a14f22760f009e0affab5be8e053762c9146c1c0bab04c6057fad0add0c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-01-15","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"41d3d0d6f48183e7b0e687e632e6c956299e9e3058c77bdb2896fe790cbf54f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FIZZ","expiration":"2027-04-16","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"713c099bf57b18638c08be80c7c2aa97ccbfd8101b4861594b5de5a370c64ca9"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FIZZ","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":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":47.739435943592454,"put_call_skew_pp":-1.053460844120016,"implied_move_pct":17.388376975056236,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"33db5be23e10692e0194219d795aa75ceccf2161d26435afb2e92960af6936b3","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":49.98154361151545,"put_call_skew_pp":7.176102207620092,"implied_move_pct":18.04555474194781,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"67d37f992c2de586c29ac94458a9ae214fc481493517b780d7eadb369acc3829","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":45.51001321338511,"put_call_skew_pp":-1.9003732059025005,"implied_move_pct":16.170266728908803,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"805b6036591abccf820fa086cb1f1e0fda343c49e0eb3d2fa6f53c2c219e39bf","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":44.94403588267508,"put_call_skew_pp":-5.028400363808936,"implied_move_pct":15.590500488303627,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5c2a9f08e300aa2afed9ac8428e533084d0f931e298df676a95727cb0c8ca97c","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":46.389888161633,"put_call_skew_pp":-4.65868719155395,"implied_move_pct":15.504296507475726,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"206684c8ee388e75e80cf546bb6163c78e8752f271384918760b628a1ff825ca","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":64.5862043268507,"put_call_skew_pp":5.204318260192078,"implied_move_pct":15.660764330554905,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"951cdb8d6522a6ae297b72f435b026b42a7ea2393f27420751c33750153c2ffa","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":36.63187682776718,"put_call_skew_pp":2.6461449077995685,"implied_move_pct":18.465419426665,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"da9c566df7cbc21c862e82ce7ffb4eca29ffaed18399e994cb8e281b0ba43831","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":34.547400776361485,"put_call_skew_pp":-1.3277100837390403,"implied_move_pct":17.266522887065474,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0c787165ed13d1db658b7bb29e15707d25534fc0d14f8121b2613c21828c712f","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":38.14033316533236,"put_call_skew_pp":-11.19122585392375,"implied_move_pct":18.187041182643863,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"05bcdc0be8408b43c3ea68821b8423d4be316e333fea8e5eb292f0a3712e51b9","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":38.505175286349754,"put_call_skew_pp":-9.536183105179763,"implied_move_pct":18.54084700981665,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"742777f48aecd0dc79e96b26cb5ce8f59bce226cc5315ab7ce9b007ee1e4ac67","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":40.31783831667812,"put_call_skew_pp":-5.557670133804335,"implied_move_pct":18.756119337419854,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"15506286d14c93fc448b4bb0799e4b3678a80d77670550a3dc88980263d81f68","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":41.09322307077818,"put_call_skew_pp":-6.028971468569333,"implied_move_pct":18.96732840559406,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1edd864381f31a31567540d8e14c137b34785cda988d13d520f27d15786e26ee","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":41.1627994663512,"put_call_skew_pp":-0.6991212367817887,"implied_move_pct":18.517013703510866,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"55d104c098f15c964d158c6703ab43b48c78734307ce145136ee5ef4f541e87c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":33.239847745458874,"put_call_skew_pp":-2.3498575615750097,"implied_move_pct":15.82327433379276,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bbac9d5b949452bd904bf646e13e4b3a03f34eace51364b491ba5b335d943f51","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":42.377151456144375,"put_call_skew_pp":-4.1120346688390566,"implied_move_pct":18.508313347630565,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2d4b5055821fe4044ffb8930144ca3ba9506384874b11b31844ff4dbd9c4e032","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":45.056851115168655,"put_call_skew_pp":-4.914878129157,"implied_move_pct":19.35532974699002,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fd44fdc889e4ee924b8ccb3363ac2039990cb47ae89eec00457313279efe37ec","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":39.32773429409838,"put_call_skew_pp":0.37719799538426635,"implied_move_pct":17.43731885694624,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fe8bb2047d30e4df98caa80a172a63bf34bf05e16eb4cdff266f445fc018b598","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":44.603965002275494,"put_call_skew_pp":-6.940912169316434,"implied_move_pct":18.26915874877789,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a9443f8b926db521e0327ca31971c54d654b90b838dfbb7f6b3db26cbf61768e","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":37.10486932308766,"put_call_skew_pp":1.2891696429332065,"implied_move_pct":15.924235098940006,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"41b64987ff89a1309c585849c31c560b519821634d837a34f4e18400dfc85b7c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":41.312044991491405,"put_call_skew_pp":10.205522338008066,"implied_move_pct":16.22332286989205,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e8cba7d3823faf2dafd4b312b3801b81ad2d5a2233f3e4818cb06ee4bbb05969","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":50.21068015458991,"put_call_skew_pp":10.22278988658531,"implied_move_pct":16.167326097972257,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d9bb2f23ff2453c6c1424b454a492579bd2cd83678926d7c225631018ecf1f8c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":35.087392515051654,"put_call_skew_pp":1.5613972088262784,"implied_move_pct":16.88958019939915,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fec40793517b65c371110ed5f23f14e00f6661eb5506e6c8d1d46d01e6f6f9f8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":39.15878490075646,"put_call_skew_pp":5.5998161161039555,"implied_move_pct":17.908855391257067,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"236f3023db55dbd7ac193556168b3bf1f3d1d919a00e836b267f52217eacd817","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":37.04274613474972,"put_call_skew_pp":1.8534967903576653,"implied_move_pct":17.045374923782397,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ba1295bc56e97d8d2de8d92c6c2e3d58a7b43a8fdaeb89ed5955f5f000f007bb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":39.142677284711155,"put_call_skew_pp":5.5409216388950195,"implied_move_pct":17.594421478926137,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9a118382cd8e13fc38c2a83a6b1766f960c13164a4c8160a12f43729f7a868ae","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":39.83786055154904,"put_call_skew_pp":-3.207276502662312,"implied_move_pct":17.46527700827727,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dcfa9e0806cf3cba593aa11446a4cf4b58f3a447c00fe4cd3e092f78bd9dc86b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":40.00284529724199,"put_call_skew_pp":-2.656016323451208,"implied_move_pct":17.605544408072944,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cd207450fa9f192883fe88b3fc5f81fb44dd8930e79a57a4ec7e93e36d771fbb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":40.02681718982985,"put_call_skew_pp":1.9742889118792455,"implied_move_pct":17.254747010797956,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1cd9e5e3e32a4aab36f4367ea56b1e336e04ae52d020a8e182980611d13f676f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":37.04635257930467,"put_call_skew_pp":2.408566730721553,"implied_move_pct":16.172963384336093,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4d351bcd27bc7161bda8f057d7da353404be6463651f47bc0f90e6c16ede50e9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}