{"schemaVersion":1,"symbol":"FTS","days":90,"observations":[{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-21T19:58:32.524000+00:00","captured_at":"2026-10-22T04:58:13.503Z","last_trade_at":"2026-10-21T23:00:00.002644295Z","price":55.97,"iv_pct":34.241037033066426,"implied_move_pct":7.105102433353516,"put_call_skew_pp":-20.16959298933447,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"3a18d235ce6794e6d69321d16df933e6765f0fe83da600700974dd5b76b6db20"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-22T18:24:48.542000+00:00","captured_at":"2026-10-22T18:35:44.182Z","last_trade_at":"2026-10-22T18:35:31.256448571Z","price":57.63,"iv_pct":40.56183632258496,"implied_move_pct":7.822887163460171,"put_call_skew_pp":-21.654093933739915,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"6ccfb114c7a0446ab498aa983840c824ef7133ab9f10e7729d343313d159038f"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:48.289000+00:00","captured_at":"2026-10-23T01:56:59.749Z","last_trade_at":"2026-10-22T23:00:00.002659168Z","price":57.88,"iv_pct":23.18024342298349,"implied_move_pct":6.691277327182118,"put_call_skew_pp":30.45853133334723,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"4425375602552e5cd36943ef432864e023562ace4df473c610169a1190daf188"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-23T17:10:59.164000+00:00","captured_at":"2026-10-23T17:24:01.656Z","last_trade_at":"2026-10-23T17:23:59.603397829Z","price":57.75,"iv_pct":33.70364175057927,"implied_move_pct":13.351960317316076,"put_call_skew_pp":21.997549832970467,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"6e376bc6ed4104229d19f4c13945550772e7c9c2aa49401c46f8a44880b4f130"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-23T19:48:09.008000+00:00","captured_at":"2026-10-24T04:46:29.124Z","last_trade_at":"2026-10-23T23:00:00.002772233Z","price":57.95,"iv_pct":17.774189737731394,"implied_move_pct":5.492322359100311,"put_call_skew_pp":4.339419975932795,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"9a3505e68ac717d80f9f91e2561916af2a431f86f156a16e19cb6ac7421292c1"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:40.450000+00:00","captured_at":"2026-10-26T23:59:14.766Z","last_trade_at":"2026-10-26T23:00:00.002434713Z","price":57.53,"iv_pct":22.418484196804407,"implied_move_pct":6.03419249720121,"put_call_skew_pp":10.061037344574455,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"6216fe44c1a94c4a3f5fd6caa251b5c6cb8cd3910c69ec82825a7e8f3791adb9"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-27T19:56:10.082000+00:00","captured_at":"2026-10-27T23:02:22.081Z","last_trade_at":"2026-10-27T23:00:00.00195509Z","price":57.76,"iv_pct":21.933394233962648,"implied_move_pct":6.344148390210797,"put_call_skew_pp":8.106449547268818,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"1e8df6da4a217a242ea8deb9574b2b09cf8b3abba2d76485a41739b9b1bcad2f"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-28T19:49:50.237000+00:00","captured_at":"2026-10-28T20:14:03.261Z","last_trade_at":"2026-10-28T20:10:00.002827269Z","price":57.31,"iv_pct":23.3437621570714,"implied_move_pct":6.301803330589922,"put_call_skew_pp":1.0899353957923936,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"9a97ab1f3a3e6d8eb70694b5c408380ff161332f3793e787af8f445bacb9bcbd"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-29T19:49:58.512000+00:00","captured_at":"2026-10-29T22:57:51.023Z","last_trade_at":"2026-10-29T22:30:00.002259169Z","price":58.09,"iv_pct":22.394726944445022,"implied_move_pct":5.6454621953959,"put_call_skew_pp":17.329981928007243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"e62ffce98f55b151af515d05f7a4214043884c0fdd37526753b1ba97a53e4eb2"},{"symbol":"FTS","expiry":"2026-11-20","observed_at":"2026-10-30T19:45:40.639000+00:00","captured_at":"2026-10-30T22:29:35.580Z","last_trade_at":"2026-10-30T20:10:00.00192346Z","price":58.67,"iv_pct":21.75642298113919,"implied_move_pct":5.615000682371757,"put_call_skew_pp":-2.9825772308079257,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FTS","source_hash":"5eabfc95e67b5c591f70fd8c9aceb74b8ce8a98be75a35bc67562c9070eeefa9"}],"dailyIv":[{"symbol":"FTS","date":"2026-08-10","iv_pct":22.978572459607378,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":34.43528709232889,"put_iv_pct":27.145760802785173},{"expiry":"2026-09-18","call_iv_pct":20.43239294117647,"put_iv_pct":24.65790251790252},{"expiry":"2026-10-16","call_iv_pct":18.509915572232646,"put_iv_pct":19.848938659058486},{"expiry":"2026-11-20","call_iv_pct":16.306827344434705,"put_iv_pct":22.491554746940125}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"928f67522e5bf3af832ad93573c5060cb8c65e18733a1eb3b02a70313c090868","captured_at":"2026-10-24T07:59:57.166215+00:00","observed_at":"2026-08-10T15:59:00-04:00","session_close_at":"2026-08-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"400cc15aaf284a4d6ff336ca008ed786dc3c5751a719b45cf1eb532c1fae97f6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"a0fbc38a1eb538f6ab052eaa6c242698c1d8c1af6617b2aadc450fd38d908096"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"a535604f5df5dde4df067cd34603c7768da56b06b7450b65038d00e956c20b2b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"92ef76580d5330eb48d97ef6e715a3bfca1485a9dee23ec43e74a8997dcf38b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"77659b6107fefa18dcc3de6c5b5b35ec464fbf8017643b09c3c3ea4fd533f1a0"}]},{"symbol":"FTS","date":"2026-08-24","iv_pct":19.18054040069842,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.22355285961872,"put_iv_pct":19.58470948827292},{"expiry":"2026-10-16","call_iv_pct":23.971579469377634,"put_iv_pct":17.99855603448276},{"expiry":"2026-11-20","call_iv_pct":18.379540382571733,"put_iv_pct":17.589091476740553},{"expiry":"2027-02-19","call_iv_pct":13.412520091848451,"put_iv_pct":17.284773402674592}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c676e7f684c20ca9864acf68bef970770d4643ed3cab5e89eb0e49a66fcecab0","captured_at":"2026-10-24T07:59:27.769914+00:00","observed_at":"2026-08-24T15:59:00-04:00","session_close_at":"2026-08-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"18f83375908a20419bfa1821f488e66cfd2dd07b584eb57ab48f50d6a2bf194b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"68622dd581bb2b077cd6fe4110646b1333faa957596642aa9e6fd5d1572d1a07"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e405280dcd65a51a07143024c9b0bf7fa1971ca7a6f604e81484a4562f581e8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f36be8ea031f5b01fcae65877ef5ce15f81a3ed01c0db0ed63fb7a5b9c966ba4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8326c1d69d06199c573e60a7cd00ea618c794fd5fb8db989aeae8b224babfe1e"}]},{"symbol":"FTS","date":"2026-08-25","iv_pct":18.1997318631736,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.433462002412544,"put_iv_pct":15.619661733615223},{"expiry":"2026-10-16","call_iv_pct":20.80179531959483,"put_iv_pct":15.84483870967742},{"expiry":"2026-11-20","call_iv_pct":16.247524752475247,"put_iv_pct":17.950186675249437},{"expiry":"2027-02-19","call_iv_pct":14.35145059786029,"put_iv_pct":18.348935114503817}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bf543fc91045ea7909fc0cdd6252b1a22abbc693f06c52c8f04bfefe8e643f45","captured_at":"2026-10-24T07:59:26.071587+00:00","observed_at":"2026-08-25T15:59:00-04:00","session_close_at":"2026-08-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"8fddf5638e07f3fcf841a8f88c9029ee90fe058383a2ed3f18a8bee1f882d983"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"68622dd581bb2b077cd6fe4110646b1333faa957596642aa9e6fd5d1572d1a07"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e405280dcd65a51a07143024c9b0bf7fa1971ca7a6f604e81484a4562f581e8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f36be8ea031f5b01fcae65877ef5ce15f81a3ed01c0db0ed63fb7a5b9c966ba4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8326c1d69d06199c573e60a7cd00ea618c794fd5fb8db989aeae8b224babfe1e"}]},{"symbol":"FTS","date":"2026-08-26","iv_pct":18.827102889711753,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.892531394580306,"put_iv_pct":19.230735078534032},{"expiry":"2026-10-16","call_iv_pct":21.703495686056222,"put_iv_pct":19.038806327900286},{"expiry":"2026-11-20","call_iv_pct":14.28015336688234,"put_iv_pct":18.008759667716987},{"expiry":"2027-02-19","call_iv_pct":11.86368237814676,"put_iv_pct":18.598659217877096}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b57b9f030baed8413e734e8b76937c4a5ae02deb84907f84c1eda18d2a105747","captured_at":"2026-10-24T07:59:24.035257+00:00","observed_at":"2026-08-26T15:59:00-04:00","session_close_at":"2026-08-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"a753f83ca8d5b4b68e01c14568d046610a9f1939a6e7f1340e8d86767ae32d17"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"68622dd581bb2b077cd6fe4110646b1333faa957596642aa9e6fd5d1572d1a07"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e405280dcd65a51a07143024c9b0bf7fa1971ca7a6f604e81484a4562f581e8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f36be8ea031f5b01fcae65877ef5ce15f81a3ed01c0db0ed63fb7a5b9c966ba4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8326c1d69d06199c573e60a7cd00ea618c794fd5fb8db989aeae8b224babfe1e"}]},{"symbol":"FTS","date":"2026-08-27","iv_pct":15.679407865686358,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":17.014943335132205,"put_iv_pct":16.029639024390246},{"expiry":"2026-10-16","call_iv_pct":13.68864758144126,"put_iv_pct":14.530141993163292},{"expiry":"2026-11-20","call_iv_pct":14.915117835321501,"put_iv_pct":19.247661755285076},{"expiry":"2027-02-19","call_iv_pct":11.599640035118524,"put_iv_pct":18.409471365638765}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"79670579db0cad0ed084c7ef780cc5041a4a9857c18c33be4b0aa3357a1760ed","captured_at":"2026-10-24T07:59:22.483873+00:00","observed_at":"2026-08-27T15:59:00-04:00","session_close_at":"2026-08-27T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"f7038d062872befbe007321725c54a692a27d3ca2993b3dc99af96a30375597e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"68622dd581bb2b077cd6fe4110646b1333faa957596642aa9e6fd5d1572d1a07"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e405280dcd65a51a07143024c9b0bf7fa1971ca7a6f604e81484a4562f581e8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f36be8ea031f5b01fcae65877ef5ce15f81a3ed01c0db0ed63fb7a5b9c966ba4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8326c1d69d06199c573e60a7cd00ea618c794fd5fb8db989aeae8b224babfe1e"}]},{"symbol":"FTS","date":"2026-08-28","iv_pct":19.40650876356359,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":12.716647714350696,"put_iv_pct":29.657624249044247},{"expiry":"2026-10-16","call_iv_pct":22.564606474606467,"put_iv_pct":19.361944100915164},{"expiry":"2026-11-20","call_iv_pct":16.292068965517238,"put_iv_pct":21.310282375851994},{"expiry":"2027-02-19","call_iv_pct":15.013404947916667,"put_iv_pct":18.335491280306254}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"51bbe3cb3f67ae0d7bb8d5c7087d64d9a66de31fae8bcf4110917eaa1f2966d0","captured_at":"2026-10-24T07:59:20.616065+00:00","observed_at":"2026-08-28T15:59:00-04:00","session_close_at":"2026-08-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"23f45b94805f53eb6d828869254af7cc78e1f92453f387b1e947f30da3391e3d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"68622dd581bb2b077cd6fe4110646b1333faa957596642aa9e6fd5d1572d1a07"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e405280dcd65a51a07143024c9b0bf7fa1971ca7a6f604e81484a4562f581e8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f36be8ea031f5b01fcae65877ef5ce15f81a3ed01c0db0ed63fb7a5b9c966ba4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8326c1d69d06199c573e60a7cd00ea618c794fd5fb8db989aeae8b224babfe1e"}]},{"symbol":"FTS","date":"2026-08-31","iv_pct":21.546091397877518,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":28.762445239159582,"put_iv_pct":31.736881188118808},{"expiry":"2026-10-16","call_iv_pct":18.67829850746269,"put_iv_pct":20.38693508627773},{"expiry":"2026-11-20","call_iv_pct":15.199970972423804,"put_iv_pct":23.07647306075659},{"expiry":"2027-02-19","call_iv_pct":14.253069365882704,"put_iv_pct":20.27465776293823}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ba9fa3b86f3277055a563a30a0acccba642ec546de6fb3f6a2d2a58011de441","captured_at":"2026-10-24T07:59:14.745808+00:00","observed_at":"2026-08-31T15:59:00-04:00","session_close_at":"2026-08-31T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"61585e10a219bca7b2323453e36a7490f52267cacb9271de19b55522834f8400"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"aa931bd5fb4124fe4e3d0637d74835dea75ab09856b2c29f12b740f8e24427ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"98e3f4fe25a18a44862933335c08c888708056e40509ac2f955124a2c96e6f01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd218da7ef1015694db7b68c39547a7d37c923d81873776f7b54f3353aefaedc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","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":"e4eef8093c3c22e64ccc8a7f771b7e3b0612422a42024bb4e9fccb94a54adf49"}]},{"symbol":"FTS","date":"2026-09-01","iv_pct":18.4125353182985,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.737614095898326,"put_iv_pct":18.240949913644215},{"expiry":"2026-10-16","call_iv_pct":22.04239469578783,"put_iv_pct":17.086261782924858},{"expiry":"2026-11-20","call_iv_pct":19.798763180393276,"put_iv_pct":17.557759482505144},{"expiry":"2027-02-19","call_iv_pct":13.802652082709018,"put_iv_pct":19.033887312525337}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c1355bdda0502293f7a061850861d6f2704d0be6109b0e66f59222de8aa5c820","captured_at":"2026-10-24T07:59:08.797105+00:00","observed_at":"2026-09-01T15:59:00-04:00","session_close_at":"2026-09-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"5f47c08f5be5d533e3a6ca0149775c5897c9ad1ecf1b28c4c551348dce997d22"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"9159ed5a6a469c6e82278fd774416074cbb435c77ed76a0bac5febecd7d985fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbd206b61831145d9a97f12f091c8784556184a5776a93a110ea8349003dd667"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"681dadbe345f2ef981f4511317394b1b481f7c9696c5fe6e42eafb33d43a00ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4c990c1d34d15fd48ba2820cc9b04611c218bdbd21437927154748fbb03712e"}]},{"symbol":"FTS","date":"2026-09-02","iv_pct":19.520243553800817,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.90914521112256,"put_iv_pct":16.05877448518332},{"expiry":"2026-10-16","call_iv_pct":16.114920061887574,"put_iv_pct":17.222253563845918},{"expiry":"2026-11-20","call_iv_pct":14.892486444616576,"put_iv_pct":22.052204408817637},{"expiry":"2027-02-19","call_iv_pct":13.696993091018323,"put_iv_pct":20.21517116391462}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2581f0a77e054928e656382d583b1e53520b47b0141578a660530fc6fa42cc58","captured_at":"2026-10-24T07:59:06.779883+00:00","observed_at":"2026-09-02T15:59:00-04:00","session_close_at":"2026-09-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"e9c8a63183dba674bf4b89022db9ba7e6c8a55b47d4312c9178338b983a5964c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"9159ed5a6a469c6e82278fd774416074cbb435c77ed76a0bac5febecd7d985fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbd206b61831145d9a97f12f091c8784556184a5776a93a110ea8349003dd667"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"681dadbe345f2ef981f4511317394b1b481f7c9696c5fe6e42eafb33d43a00ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4c990c1d34d15fd48ba2820cc9b04611c218bdbd21437927154748fbb03712e"}]},{"symbol":"FTS","date":"2026-09-04","iv_pct":20.80547600997371,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.51813067935958,"put_iv_pct":24.404216425514573},{"expiry":"2026-10-16","call_iv_pct":24.60424430641822,"put_iv_pct":15.895230698949291},{"expiry":"2026-11-20","call_iv_pct":13.508654037886341,"put_iv_pct":21.751987232861502},{"expiry":"2027-02-19","call_iv_pct":14.652053654024053,"put_iv_pct":20.10929104477612}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8d752763cc150bbc0cebbda562979b4a070aaa831732095811bf552c9aa98cfd","captured_at":"2026-10-24T07:59:03.126181+00:00","observed_at":"2026-09-04T15:59:00-04:00","session_close_at":"2026-09-04T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"FTS","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"b0ad51b21d0c69ec15d46f4f78f85156d23b04cc78ca899669d02273fadc91b2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"9159ed5a6a469c6e82278fd774416074cbb435c77ed76a0bac5febecd7d985fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbd206b61831145d9a97f12f091c8784556184a5776a93a110ea8349003dd667"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"681dadbe345f2ef981f4511317394b1b481f7c9696c5fe6e42eafb33d43a00ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4c990c1d34d15fd48ba2820cc9b04611c218bdbd21437927154748fbb03712e"}]},{"symbol":"FTS","date":"2026-09-18","iv_pct":18.03597492930734,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.03159844054581,"put_iv_pct":19.306609766637855},{"expiry":"2026-11-20","call_iv_pct":16.6574962368289,"put_iv_pct":21.637228476821193},{"expiry":"2027-02-19","call_iv_pct":16.162223650385606,"put_iv_pct":17.01179117911791},{"expiry":"2027-05-21","call_iv_pct":13.813662767244859,"put_iv_pct":19.667188916876572}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ec0f0cd96b19c0fb7bb12807c7c923c18dfe71b55dff57711fbd4d032dbd2823","captured_at":"2026-10-24T07:58:37.358298+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":"FTS","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"cf71844d8e65aea33e248f13ac5f9646bf036af516a73ba31d5766932616fd57"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"f814872d8c24f9aad7c9c390869d249a5a18c5f8f30dad50df36ca2d832d9fcd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"34a0822dd9ce115e200fa682371921453a22156f4fd0e9c17acd75ea39f94916"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99158dd85bba8cff2c88a99e0c1028b23a95b7699081cfa5b3c74300b6db55ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-05-21","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":"a52a212307feabb523b1dbaee679c4bd68a553b64af3911c3fef0e8238fc5974"}]},{"symbol":"FTS","date":"2026-10-19","iv_pct":18.418660319354586,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.06028925619836,"put_iv_pct":14.304387149580519},{"expiry":"2026-12-18","call_iv_pct":21.62052074139453,"put_iv_pct":23.053776656730108},{"expiry":"2027-02-19","call_iv_pct":16.144653687757394,"put_iv_pct":20.074160982264665},{"expiry":"2027-05-21","call_iv_pct":14.15094321462945,"put_iv_pct":19.940550866281654}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8ac03db8c62aafe2a77dfa3c7add78a57fe5494c7babe3ca95b829a2d66b74cc","captured_at":"2026-10-24T07:57:14.375176+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":"FTS","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"da6a7eeb136508cde396e4b26cee123e636d02eaa3d401e050540b1b903fce91"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"17e0458f03f8f29e0c6d73d2651d0aa898cef4b5a51a824d629e63260bab0e26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"a4c68561abeb838854ad82662e4445b4e9ff3e280f33cb5e5e9e0d3a9596428c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e6b7d00af1a66f659b3b32bf5c05c8310363a2a3252911b8ff957a2b839a2e09"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-05-21","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":"7790339192881ef35de1839f8cada20bb3743fa41bf4c3241c9b3009462562bc"}]},{"symbol":"FTS","date":"2026-10-20","iv_pct":22.858524156319167,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.38637049455155,"put_iv_pct":31.34},{"expiry":"2026-12-18","call_iv_pct":22.38128553770087,"put_iv_pct":26.694225996080995},{"expiry":"2027-02-19","call_iv_pct":13.077121726479145,"put_iv_pct":21.813036529680367},{"expiry":"2027-05-21","call_iv_pct":12.525156834532375,"put_iv_pct":21.650996131528046}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9a5ed314a0c76f74c8124ac74bd16b1d349e92d2eade4cc40e2fec4303ce1fe2","captured_at":"2026-10-22T14:06:53.823499+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":"FTS","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"3e40c3612c5cedbf5803e88102ebaea787a4161ad8a4916cb4bc8d9edc19f04f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"da1bd6b5e62347a4d94661e0575381cace8664f1953bf069434a60886733db00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"098cb4f5b691ee6e94c378ee3abb104c6a1a35625b6cae98778d708fc36e1a4c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09da869660dc73d38ab5d5c70281f1923b3171e45b79daf4e5ffdb8c3b1dd0a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-05-21","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":"11289fe4bd5b867f20c0e61fb3088c323351a0746b6b8df33066a54325c23728"}]},{"symbol":"FTS","date":"2026-10-21","iv_pct":22.923451890869956,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.98404255319149,"put_iv_pct":29.93598101265823},{"expiry":"2026-12-18","call_iv_pct":22.3809098992294,"put_iv_pct":20.69533921676779},{"expiry":"2027-02-19","call_iv_pct":16.138064332479363,"put_iv_pct":21.809537071885586},{"expiry":"2027-05-21","call_iv_pct":13.254473208910294,"put_iv_pct":21.189267831837505}],"source":"ThetaData historical first-order Greeks","provider_symbol":"FTS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d7028142af43803b32b88a464f9c5f27fde4a06551f29e687c469aec54643fab","captured_at":"2026-10-22T14:06:36.444614+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":"FTS","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"393b8885561792275f8b478f6b1be19cdae59e66079c0bf17c3bc989b2460c6d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"da1bd6b5e62347a4d94661e0575381cace8664f1953bf069434a60886733db00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","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":"098cb4f5b691ee6e94c378ee3abb104c6a1a35625b6cae98778d708fc36e1a4c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09da869660dc73d38ab5d5c70281f1923b3171e45b79daf4e5ffdb8c3b1dd0a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"FTS","expiration":"2027-05-21","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":"11289fe4bd5b867f20c0e61fb3088c323351a0746b6b8df33066a54325c23728"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FTS","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":22.978572459607378,"put_call_skew_pp":1.1149334441283978,"implied_move_pct":7.7940920004366925,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"928f67522e5bf3af832ad93573c5060cb8c65e18733a1eb3b02a70313c090868","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":19.18054040069842,"put_call_skew_pp":-2.1325156003114283,"implied_move_pct":8.356911994359649,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c676e7f684c20ca9864acf68bef970770d4643ed3cab5e89eb0e49a66fcecab0","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":18.1997318631736,"put_call_skew_pp":-2.5176526098242538,"implied_move_pct":8.015668918590093,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bf543fc91045ea7909fc0cdd6252b1a22abbc693f06c52c8f04bfefe8e643f45","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":18.827102889711753,"put_call_skew_pp":-0.21572563340930717,"implied_move_pct":7.990363708036482,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b57b9f030baed8413e734e8b76937c4a5ae02deb84907f84c1eda18d2a105747","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":15.679407865686358,"put_call_skew_pp":2.7496413378659725,"implied_move_pct":6.982772749553318,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"79670579db0cad0ed084c7ef780cc5041a4a9857c18c33be4b0aa3357a1760ed","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":19.40650876356359,"put_call_skew_pp":5.519653475931648,"implied_move_pct":8.329172522598121,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"51bbe3cb3f67ae0d7bb8d5c7087d64d9a66de31fae8bcf4110917eaa1f2966d0","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":21.546091397877518,"put_call_skew_pp":4.645290753290645,"implied_move_pct":8.626638909889847,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ba9fa3b86f3277055a563a30a0acccba642ec546de6fb3f6a2d2a58011de441","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":18.4125353182985,"put_call_skew_pp":-0.8656413907972245,"implied_move_pct":7.734819912169542,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c1355bdda0502293f7a061850861d6f2704d0be6109b0e66f59222de8aa5c820","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":19.520243553800814,"put_call_skew_pp":-1.2662852967208855,"implied_move_pct":7.845646992753535,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2581f0a77e054928e656382d583b1e53520b47b0141578a660530fc6fa42cc58","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":20.80547600997371,"put_call_skew_pp":-0.5305893188966766,"implied_move_pct":8.055864897192325,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8d752763cc150bbc0cebbda562979b4a070aaa831732095811bf552c9aa98cfd","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":18.03597492930734,"put_call_skew_pp":2.7394593111120886,"implied_move_pct":9.469749762481438,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ec0f0cd96b19c0fb7bb12807c7c923c18dfe71b55dff57711fbd4d032dbd2823","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":18.418660319354586,"put_call_skew_pp":1.8491171887193039,"implied_move_pct":9.349922924062998,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8ac03db8c62aafe2a77dfa3c7add78a57fe5494c7babe3ca95b829a2d66b74cc","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":22.858524156319167,"put_call_skew_pp":5.032081016006368,"implied_move_pct":10.605492772168883,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9a5ed314a0c76f74c8124ac74bd16b1d349e92d2eade4cc40e2fec4303ce1fe2","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":22.923451890869956,"put_call_skew_pp":0.9681587848346398,"implied_move_pct":10.589193851520335,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d7028142af43803b32b88a464f9c5f27fde4a06551f29e687c469aec54643fab","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}