{"schemaVersion":1,"symbol":"GIC","days":90,"observations":[{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:01.092000+00:00","captured_at":"2026-10-22T05:08:30.955Z","last_trade_at":"2026-10-21T23:00:00.002367808Z","price":44.88,"iv_pct":58.299212642384376,"implied_move_pct":13.498775893078255,"put_call_skew_pp":50.78433690098475,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"a293cde2facaf7bc3994d85a69ecaf92051472e7d5178949d2a550cceef007f9"},{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:03.377000+00:00","captured_at":"2026-10-23T13:35:57.281Z","last_trade_at":"2026-10-23T13:30:35.024307914Z","price":44.64,"iv_pct":42.49624489291028,"implied_move_pct":9.335195176652423,"put_call_skew_pp":25.10225540631611,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"c156b16948122d98e2e04b389ce971d3929d9babadfe83624dca76a9c25ccdf6"},{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:03.700000+00:00","captured_at":"2026-10-26T13:43:00.217Z","last_trade_at":"2026-10-26T13:35:49.43857722Z","price":44.46,"iv_pct":54.34301983107959,"implied_move_pct":11.406043942835446,"put_call_skew_pp":38.749994125369724,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"2022e6b19194363f7af6b69f4b7a86c5c7fffe5d6a6b7fa72e0303f3ba7f5d94"},{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.270000+00:00","captured_at":"2026-10-27T02:54:24.266Z","last_trade_at":"2026-10-26T23:00:00.00141842Z","price":44.64,"iv_pct":57.884659940841686,"implied_move_pct":12.241300765561126,"put_call_skew_pp":70.7186939438082,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"2e7f46a0ad5b9ffcc13e22022035304785e2925bfa9d4cc4f94142724eb04124"},{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-10-27T19:50:01.470000+00:00","captured_at":"2026-10-27T19:50:27.306Z","last_trade_at":"2026-10-27T19:49:18.935714999Z","price":44.53,"iv_pct":61.28905380620766,"implied_move_pct":12.736607791473531,"put_call_skew_pp":75.28956825525371,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"a7aa8231bd6fcf960121cae78b8abd10843026a22e192e1939e6b802e8e19564"},{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:01.840000+00:00","captured_at":"2026-10-28T01:32:54.639Z","last_trade_at":"2026-10-27T23:00:00.001417147Z","price":44.6,"iv_pct":61.24192768758068,"implied_move_pct":12.801615835124991,"put_call_skew_pp":75.71876935695283,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"0ec1de705c198e8cd78514d0fabd47e38de9e8436ccd529b37066b5d8058489a"},{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:01.088000+00:00","captured_at":"2026-10-28T22:15:50.361Z","last_trade_at":"2026-10-28T20:10:00.001026352Z","price":44.23,"iv_pct":55.54895608296248,"implied_move_pct":10.840911805077562,"put_call_skew_pp":65.70341083296364,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"050a4dcf504f6bdfa2eab55bf83edfa942f2e6ee885d9c9282a429292c5e96a3"},{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:18.563000+00:00","captured_at":"2026-11-03T14:32:48.256Z","last_trade_at":"2026-11-03T14:32:00.358427475Z","price":44.125,"iv_pct":72.88106597349741,"implied_move_pct":12.800420409610725,"put_call_skew_pp":25.206787216709237,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"1376f0965a1f76f1f64e9fe557f66a35d4c2c3ff87180c7f6e848d7a51a085b6"},{"symbol":"GIC","expiry":"2026-11-20","observed_at":"2026-11-06T20:55:01.459000+00:00","captured_at":"2026-11-06T21:23:14.462Z","last_trade_at":"2026-11-06T21:10:00.003939903Z","price":46.4,"iv_pct":44.64649672375882,"implied_move_pct":8.53065417870722,"put_call_skew_pp":105.54407223422004,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GIC","source_hash":"588b370380241b172e4dbc8834d39a765980727bc169d692d059935041c490a4"}],"dailyIv":[{"symbol":"GIC","date":"2026-08-10","iv_pct":46.44703238050309,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.05760659340659,"put_iv_pct":95.41313169031615},{"expiry":"2026-09-18","call_iv_pct":45.21038859291758,"put_iv_pct":46.39053658536586},{"expiry":"2026-12-18","call_iv_pct":38.354700342465755,"put_iv_pct":41.59910807974816},{"expiry":"2027-03-19","call_iv_pct":35.406,"put_iv_pct":42.1447871598046}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ccf8659a1dc6f9825646d28ace272d878c749354d7d0db80d97ac073e927b127","captured_at":"2026-10-24T09:18:53.814909+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":"GIC","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"7612cb09078af8be1dcf50f319565fb60f55b86a14d77ab087d510d48fd6a000"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"787abd9679705b7b98c7eb5fc4036bf66ea9b8918c9a3a51c6a8d8b931e9a2b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"2769ccb3c266d1e861dbc67e5e4ab1ed96f750f73705b4a6b8d1d691a0075b43"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a80094a204358269f17c9a07c091143c0018614648eabe26f595c7e1b36370c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee26932d4e1daa22d72b5866a2276d262e5cf8a4b9c02cc8b94b129b94151dc3"}]},{"symbol":"GIC","date":"2026-08-11","iv_pct":50.64816524228663,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":37.81837902007339,"put_iv_pct":100.3404512095678},{"expiry":"2026-09-18","call_iv_pct":52.73405063291141,"put_iv_pct":54.48176661264181},{"expiry":"2026-12-18","call_iv_pct":42.37062585034014,"put_iv_pct":39.24962406015038},{"expiry":"2027-03-19","call_iv_pct":38.178749194068345,"put_iv_pct":40.01167535853977}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"53906a64e8ffbb70923bd422ebc65dd0cd31f79a806f7fb6f870d78c6260fc71","captured_at":"2026-10-24T09:18:52.202494+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":"GIC","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"0bbd06329749a395a118e66df095b2bd13ae5f37c783da9db9b6e5f7fc8a123d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"787abd9679705b7b98c7eb5fc4036bf66ea9b8918c9a3a51c6a8d8b931e9a2b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"2769ccb3c266d1e861dbc67e5e4ab1ed96f750f73705b4a6b8d1d691a0075b43"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a80094a204358269f17c9a07c091143c0018614648eabe26f595c7e1b36370c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee26932d4e1daa22d72b5866a2276d262e5cf8a4b9c02cc8b94b129b94151dc3"}]},{"symbol":"GIC","date":"2026-08-19","iv_pct":98.66672715918835,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":303.6771649166152,"put_iv_pct":207.51129448709005},{"expiry":"2026-09-18","call_iv_pct":63.21205083260298,"put_iv_pct":59.858382312551484},{"expiry":"2026-12-18","call_iv_pct":41.77999491611592,"put_iv_pct":36.688368902439024},{"expiry":"2027-03-19","call_iv_pct":38.618973451327435,"put_iv_pct":37.98758745476478}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9c5dbd205efa9eb33663305ba076c35b3a5b180f73c3d71fab852950771d3c43","captured_at":"2026-10-24T09:18:14.120934+00:00","observed_at":"2026-08-19T15:59:00-04:00","session_close_at":"2026-08-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GIC","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"79f812297ef899e088f7bb1e6e36e0597d7c5a6138e9abbdf0d55ee42746c2a8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"47ff4a99aa5201d943b7b5e14b78d0a74afd97a078058aceb3de4106aeec525b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"1af8ec30654f03594171443688017be254488fa01a88110e45dd9513fbb7ef4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5a969d3217a8c06694d3adc5e89aa97f3eb837713d7b6094f0e845ccf244e343"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2f7b3fb177831dcc7bf33dab019bcdc0be1116288767e891881b18e7b78bf929"}]},{"symbol":"GIC","date":"2026-08-21","iv_pct":44.546380580899594,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":61.08318754141815,"put_iv_pct":55.52996675531915},{"expiry":"2026-10-16","call_iv_pct":43.88646680942184,"put_iv_pct":40.256385500174275},{"expiry":"2026-12-18","call_iv_pct":39.42847876808212,"put_iv_pct":38.11402445236883},{"expiry":"2027-03-19","call_iv_pct":35.4402562538133,"put_iv_pct":42.632278566599055}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3a9ed85a590b2adfd6320e88346c646e92653ae230670edfaf5d810a48c47402","captured_at":"2026-10-24T09:18:09.721570+00:00","observed_at":"2026-08-21T15:59:00-04:00","session_close_at":"2026-08-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GIC","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"9a5517563319ba6dbf907e7fa3eafd10da04b741066ed2724ef1b9941da5d570"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"1af8ec30654f03594171443688017be254488fa01a88110e45dd9513fbb7ef4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"c6bff4b88f10d3160c1a18e71310205c91917400486ca4d18e079a2c320ae363"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5a969d3217a8c06694d3adc5e89aa97f3eb837713d7b6094f0e845ccf244e343"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2f7b3fb177831dcc7bf33dab019bcdc0be1116288767e891881b18e7b78bf929"}]},{"symbol":"GIC","date":"2026-08-24","iv_pct":41.49306968568822,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.99435389988359,"put_iv_pct":56.04160048134778},{"expiry":"2026-10-16","call_iv_pct":45.875663289918,"put_iv_pct":38.805708278580816},{"expiry":"2026-12-18","call_iv_pct":43.579770992366406,"put_iv_pct":37.976136363636364},{"expiry":"2027-03-19","call_iv_pct":38.130326086956515,"put_iv_pct":39.540998092816274}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"087cfb14934361a3391c2a787d44b93f1489a6ef3986b423b3fa09b21a12e76f","captured_at":"2026-10-24T09:18:04.790839+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":"GIC","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"114925a351d02d636be3442839ec271a640780f9790ccab87f9d255b3a5b7b20"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"c2e09deff9e5200c30a6f2395369444d932e25ff553f7143be81b47536843e20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"fcbfade89605839395570038084eaf3f5fecebe9c79b28bca374c2abe94057d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e7dbb46b5e93cd77b406510a7f97bc543ca0c387e202308e248c29fb3d74eb8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f110688129e60ea934f682a029b1da7f2d294500587df493f91658feb69c01f"}]},{"symbol":"GIC","date":"2026-08-25","iv_pct":41.27380948918865,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":64.26963963963964,"put_iv_pct":30.808989247311825},{"expiry":"2026-10-16","call_iv_pct":33.76713644214162,"put_iv_pct":39.3240657603541},{"expiry":"2026-12-18","call_iv_pct":41.770268670309655,"put_iv_pct":41.220884086444},{"expiry":"2027-03-19","call_iv_pct":37.64553689262147,"put_iv_pct":41.38395517468688}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4c22c0350ffcdfb217fc1d375e018e3b9c2cd7fb36c9eaece758009896819464","captured_at":"2026-10-24T09:18:03.385712+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":"GIC","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"2dad88c6405250eff947bde8ab7a9d6c7673ca3f39ed9486446e801cf3408f42"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"c2e09deff9e5200c30a6f2395369444d932e25ff553f7143be81b47536843e20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"fcbfade89605839395570038084eaf3f5fecebe9c79b28bca374c2abe94057d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e7dbb46b5e93cd77b406510a7f97bc543ca0c387e202308e248c29fb3d74eb8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f110688129e60ea934f682a029b1da7f2d294500587df493f91658feb69c01f"}]},{"symbol":"GIC","date":"2026-08-26","iv_pct":38.69724140941744,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":34.34254865616311,"put_iv_pct":43.93247124824684},{"expiry":"2026-10-16","call_iv_pct":44.11015748031496,"put_iv_pct":27.241477272727277},{"expiry":"2026-12-18","call_iv_pct":41.81712907671107,"put_iv_pct":38.81456625357483},{"expiry":"2027-03-19","call_iv_pct":38.02036686390532,"put_iv_pct":41.29921442369607}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"952cc00c95a3fac74306d0ae1ecb14f0366486909b991f881eeeec2d859ca208","captured_at":"2026-10-24T09:18:01.785937+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":"GIC","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"0868881bb93ab095ff82fe30fc1f065dcd4cbc5496a3d1e272d18f5295f124be"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"c2e09deff9e5200c30a6f2395369444d932e25ff553f7143be81b47536843e20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"fcbfade89605839395570038084eaf3f5fecebe9c79b28bca374c2abe94057d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e7dbb46b5e93cd77b406510a7f97bc543ca0c387e202308e248c29fb3d74eb8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f110688129e60ea934f682a029b1da7f2d294500587df493f91658feb69c01f"}]},{"symbol":"GIC","date":"2026-08-27","iv_pct":44.58013068483575,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":67.05431952662721,"put_iv_pct":42.89232282325717},{"expiry":"2026-10-16","call_iv_pct":43.81560461285009,"put_iv_pct":40.00469310670444},{"expiry":"2026-12-18","call_iv_pct":41.93400913242008,"put_iv_pct":42.39922514619883},{"expiry":"2027-03-19","call_iv_pct":37.9439787485242,"put_iv_pct":40.59689238210399}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5d70f443cc73f768d037084f08c392d8898b1c7a6e0d0905d2918c1c3c4411cc","captured_at":"2026-10-24T09:17:59.849931+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":"GIC","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"14603332144f6c8eefde488fc087744e513da220d6751c6a1cd329dfb71f5347"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"c2e09deff9e5200c30a6f2395369444d932e25ff553f7143be81b47536843e20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"fcbfade89605839395570038084eaf3f5fecebe9c79b28bca374c2abe94057d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e7dbb46b5e93cd77b406510a7f97bc543ca0c387e202308e248c29fb3d74eb8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f110688129e60ea934f682a029b1da7f2d294500587df493f91658feb69c01f"}]},{"symbol":"GIC","date":"2026-08-28","iv_pct":45.09788385119003,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":70.37585318737925,"put_iv_pct":41.42748669426375},{"expiry":"2026-10-16","call_iv_pct":51.48652582159625,"put_iv_pct":40.97188612099644},{"expiry":"2026-12-18","call_iv_pct":43.08054102795311,"put_iv_pct":37.214935456110155},{"expiry":"2027-03-19","call_iv_pct":37.88730337078652,"put_iv_pct":38.33853913043478}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa06649c7c591a0a920ece1a2e3bb659f20ee74596acd21f8fe24e27aa36aa7e","captured_at":"2026-10-24T09:17:58.107420+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":"GIC","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"abf1e7049d6387422f95971647eb9ce92f481ab4e6ef312347a486b65654491f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"c2e09deff9e5200c30a6f2395369444d932e25ff553f7143be81b47536843e20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"fcbfade89605839395570038084eaf3f5fecebe9c79b28bca374c2abe94057d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e7dbb46b5e93cd77b406510a7f97bc543ca0c387e202308e248c29fb3d74eb8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f110688129e60ea934f682a029b1da7f2d294500587df493f91658feb69c01f"}]},{"symbol":"GIC","date":"2026-09-02","iv_pct":46.373930163981385,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":83.91119546742209,"put_iv_pct":36.28289087428207},{"expiry":"2026-10-16","call_iv_pct":51.405381998144136,"put_iv_pct":44.871456352636145},{"expiry":"2026-12-18","call_iv_pct":37.198461936820294,"put_iv_pct":39.918684907325684},{"expiry":"2027-03-19","call_iv_pct":37.17931740614334,"put_iv_pct":40.224052369077306}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb4845e74c4cf3905be8f5da055081c0ee4fd50b3029c58b171eef0d20f2421a","captured_at":"2026-10-24T09:17:46.431443+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":"GIC","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"e86baf48cb4de035060e8c21e1819a075576ea9bde1b04dc0c4e95c0ac9af50e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"6e02594dcfffdcbbcc158cc1be3ac9cad84715597a560cf34504a88a27e1f854"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"a6acb579d2744c0fa622f72e08e0f3c543a925de3281dfe2ee3e363595423e70"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8bcffeb0ee09507b7673f50eb9b4768ff1f04ea7d10985579ca790072860d97e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd0d0639b4c070eedcee479b869345eec0992e3afba976f9d2b334825592c8cf"}]},{"symbol":"GIC","date":"2026-09-04","iv_pct":43.99564145207656,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":79.34897268408551,"put_iv_pct":44.41015738117724},{"expiry":"2026-10-16","call_iv_pct":31.954374068554387,"put_iv_pct":44.72461538461538},{"expiry":"2026-12-18","call_iv_pct":38.22990450204638,"put_iv_pct":39.58163113994439},{"expiry":"2027-03-19","call_iv_pct":33.921645885286786,"put_iv_pct":39.793830570902394}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"940c1627cb254d64e3975cba1ff41492be41db628370a0a6793bfed2c29f757d","captured_at":"2026-10-24T09:17:43.324546+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":"GIC","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"234a9de1af68cfee598346ce315ba21099d867314047ef4554e5c06796508522"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"6e02594dcfffdcbbcc158cc1be3ac9cad84715597a560cf34504a88a27e1f854"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"a6acb579d2744c0fa622f72e08e0f3c543a925de3281dfe2ee3e363595423e70"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8bcffeb0ee09507b7673f50eb9b4768ff1f04ea7d10985579ca790072860d97e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd0d0639b4c070eedcee479b869345eec0992e3afba976f9d2b334825592c8cf"}]},{"symbol":"GIC","date":"2026-09-08","iv_pct":44.744367141631194,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":79.15551332459589,"put_iv_pct":45.73251059022874},{"expiry":"2026-10-16","call_iv_pct":44.470054495912805,"put_iv_pct":39.387003456527516},{"expiry":"2026-12-18","call_iv_pct":36.9915295001879,"put_iv_pct":36.665094582975065},{"expiry":"2027-03-19","call_iv_pct":35.05107928388747,"put_iv_pct":40.502151898734176}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d9894a3ef1977e725220a9c1da1bbad5222b206cc5a4f5e641dcc6ee5285fa36","captured_at":"2026-10-24T09:17:36.505117+00:00","observed_at":"2026-09-08T15:59:00-04:00","session_close_at":"2026-09-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GIC","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"8f792dde8cb0b07484abe4fb29265338f99bd53e4be88822aa839ab5973725a7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e002b3e2dba91d231402781ec2d41f8213cb653c9046ec5fbaba493c7a86165f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"085404d916324b704127331c2412d161f4a04e4ff64fa4cc384214e8a820b356"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8e42e101209a161ab9ec6c9abc814addf90570d4441f6c518f566668f9037a1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"94b24d1abf73530babb610f0041d7068edb7b213b326539cca6f0b27c312a8f2"}]},{"symbol":"GIC","date":"2026-09-09","iv_pct":47.263943285938694,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":79.59954242354564,"put_iv_pct":47.659567738534534},{"expiry":"2026-10-16","call_iv_pct":50.99514182058047,"put_iv_pct":48.177366020524516},{"expiry":"2026-12-18","call_iv_pct":39.63900140646977,"put_iv_pct":36.87340049140049},{"expiry":"2027-03-19","call_iv_pct":35.029359104781285,"put_iv_pct":40.138167281672814}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ab45daf85e26ce970f9aa426c61c98742f8ca2a575cfd43b4f26f42f72eaf21d","captured_at":"2026-10-24T09:17:34.503913+00:00","observed_at":"2026-09-09T15:59:00-04:00","session_close_at":"2026-09-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GIC","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"2ac9d608fc117fdeda5a9267fc092f45ebd2e97c40109670d5886768bfc0a47b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e002b3e2dba91d231402781ec2d41f8213cb653c9046ec5fbaba493c7a86165f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"085404d916324b704127331c2412d161f4a04e4ff64fa4cc384214e8a820b356"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8e42e101209a161ab9ec6c9abc814addf90570d4441f6c518f566668f9037a1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"94b24d1abf73530babb610f0041d7068edb7b213b326539cca6f0b27c312a8f2"}]},{"symbol":"GIC","date":"2026-09-14","iv_pct":63.79303264205231,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":169.05742527313956,"put_iv_pct":67.40363111776021},{"expiry":"2026-10-16","call_iv_pct":57.46143758212878,"put_iv_pct":52.36549232158989},{"expiry":"2026-12-18","call_iv_pct":43.681512027491415,"put_iv_pct":42.48728844404004},{"expiry":"2027-03-19","call_iv_pct":36.23934898612593,"put_iv_pct":41.648125384142595}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d9eee6f944f5e8747f129d6bd6f797a60bfb3714ea7f49655e2a72a8333d17e4","captured_at":"2026-10-24T09:17:29.432698+00:00","observed_at":"2026-09-14T15:59:00-04:00","session_close_at":"2026-09-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GIC","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"fc844c022677e9cf84115ca1d2f3fe9267ad6a2b596e7b4a7a074d5a60c6f8bd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e002b3e2dba91d231402781ec2d41f8213cb653c9046ec5fbaba493c7a86165f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"085404d916324b704127331c2412d161f4a04e4ff64fa4cc384214e8a820b356"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8e42e101209a161ab9ec6c9abc814addf90570d4441f6c518f566668f9037a1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"94b24d1abf73530babb610f0041d7068edb7b213b326539cca6f0b27c312a8f2"}]},{"symbol":"GIC","date":"2026-09-15","iv_pct":68.18160329439517,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":173.43074074074073,"put_iv_pct":110.47599312351224},{"expiry":"2026-10-16","call_iv_pct":52.85311972491403,"put_iv_pct":50.56806451612903},{"expiry":"2026-12-18","call_iv_pct":41.80327546825035,"put_iv_pct":41.38575687005123},{"expiry":"2027-03-19","call_iv_pct":34.43693251533742,"put_iv_pct":40.498943396226416}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a987e23b7aeeb1a1a65f8ea3d27d436c629209221d541d914bb518b0182a5ff3","captured_at":"2026-10-24T09:17:24.949603+00:00","observed_at":"2026-09-15T15:59:00-04:00","session_close_at":"2026-09-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GIC","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"6e60e19abe4e78231e0736ac6e2b17958015d1d52fcf3fc20569445910e8a910"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0b43645c424b5b222aa9e20e273d8511fd2f89fd2f7b04719536998a1e698397"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"3052e9bbef5e9d05c67fdbf7caae72fc5ee9c28934805da825050d938b643d7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"efa13db79208b99ecef1eff34c1c7bd601559b6ec4f6b7b4676942ac3c468603"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"24a880d0dfe0e752dcc193804e9aedf806295c17c846c8be5f30876c46259abf"}]},{"symbol":"GIC","date":"2026-09-16","iv_pct":83.73015422212353,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":206.79858943577432,"put_iv_pct":194.17965187713313},{"expiry":"2026-10-16","call_iv_pct":55.26949157733539,"put_iv_pct":54.187215686274506},{"expiry":"2026-12-18","call_iv_pct":43.64073777777778,"put_iv_pct":41.064678899082566},{"expiry":"2027-03-19","call_iv_pct":34.89090436590436,"put_iv_pct":39.8099641577061}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e5f7eff739910d12db036de5df818f57d82a1f224e9c2623a248148d3677446f","captured_at":"2026-10-24T09:17:23.400902+00:00","observed_at":"2026-09-16T15:59:00-04:00","session_close_at":"2026-09-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GIC","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"a85979afe098bc20f02e9f6c026ff52761e5795312d1f3ddff71a906fa80039c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0b43645c424b5b222aa9e20e273d8511fd2f89fd2f7b04719536998a1e698397"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"3052e9bbef5e9d05c67fdbf7caae72fc5ee9c28934805da825050d938b643d7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"efa13db79208b99ecef1eff34c1c7bd601559b6ec4f6b7b4676942ac3c468603"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"24a880d0dfe0e752dcc193804e9aedf806295c17c846c8be5f30876c46259abf"}]},{"symbol":"GIC","date":"2026-09-18","iv_pct":46.453941539422104,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":65.94302077484559,"put_iv_pct":56.558432754880684},{"expiry":"2026-11-20","call_iv_pct":44.32819407008086,"put_iv_pct":44.971933306867804},{"expiry":"2026-12-18","call_iv_pct":42.97966175885396,"put_iv_pct":41.46043269230769},{"expiry":"2027-03-19","call_iv_pct":34.122866076081294,"put_iv_pct":41.266990881458966}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff4b75111c54e2256f317be0e3e8014bca38171476da24bbfecdddcf5461416e","captured_at":"2026-10-24T09:17:17.849911+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":"GIC","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"b6f069eb0c07300621abb65f9e49c3ce4cbb41260376cfc12b2cb739417a43ad"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"3052e9bbef5e9d05c67fdbf7caae72fc5ee9c28934805da825050d938b643d7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"51f14a85384767611f3ec8dc07f05f7e13204e3c367426c0fbd5b29c516f33c3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"efa13db79208b99ecef1eff34c1c7bd601559b6ec4f6b7b4676942ac3c468603"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"24a880d0dfe0e752dcc193804e9aedf806295c17c846c8be5f30876c46259abf"}]},{"symbol":"GIC","date":"2026-09-21","iv_pct":49.953662991493424,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":68.41501397949673,"put_iv_pct":62.1865170362358},{"expiry":"2026-11-20","call_iv_pct":55.10806404657933,"put_iv_pct":49.03088695652174},{"expiry":"2026-12-18","call_iv_pct":47.34640232811932,"put_iv_pct":42.45666666666666},{"expiry":"2027-03-19","call_iv_pct":33.42830516658619,"put_iv_pct":41.657447751741614}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dff8f133839c62baeb32ee6ffc4c18fa3ecaa162b41ac5b4b58dd9ac11781f2c","captured_at":"2026-10-24T09:17:16.087303+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":"GIC","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"f2701f160d607222d57fe8cabca14e78c383b6bd1a413bfc44727c0aafc6e769"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"3052e9bbef5e9d05c67fdbf7caae72fc5ee9c28934805da825050d938b643d7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"51f14a85384767611f3ec8dc07f05f7e13204e3c367426c0fbd5b29c516f33c3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"efa13db79208b99ecef1eff34c1c7bd601559b6ec4f6b7b4676942ac3c468603"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"24a880d0dfe0e752dcc193804e9aedf806295c17c846c8be5f30876c46259abf"}]},{"symbol":"GIC","date":"2026-09-24","iv_pct":47.06323874011498,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":51.40098546042003,"put_iv_pct":66.22689343482398},{"expiry":"2026-11-20","call_iv_pct":53.68023633677992,"put_iv_pct":42.66930250189538},{"expiry":"2026-12-18","call_iv_pct":49.96466876971609,"put_iv_pct":37.66952290679305},{"expiry":"2027-03-19","call_iv_pct":34.24120300751879,"put_iv_pct":40.65309750297265}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"49acaefe8b2d2d9083cd32045ed34afd7588b64fb88017a228c7ccd8c0b56425","captured_at":"2026-10-24T09:17:06.677646+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":"GIC","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"9ed94dc88677261895173af79f7d1cb5c378ab964b8962e485dfd974e54e493b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"2dd189488bc7cc3d377063413931bdbf43bc2fcb77053e71195b7764b9630b43"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"9d61377d621e74e03f632a13ace97a3efb331c847fbc82352922bf53ffbadc37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95cd310e388f637e72c036637f1f7fb2ab61554719650d57ed502293a73302af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","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":"f6db6f785a8d0209d58cf43cc865067a6df85d6f6ee939364834cac1fd586e41"}]},{"symbol":"GIC","date":"2026-10-06","iv_pct":52.78407622665348,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":127.8885318319619,"put_iv_pct":59.350715311004784},{"expiry":"2026-11-20","call_iv_pct":47.69004647560031,"put_iv_pct":48.61561555075593},{"expiry":"2026-12-18","call_iv_pct":35.361679389312975,"put_iv_pct":29.27199192462988},{"expiry":"2027-03-19","call_iv_pct":38.26482932996207,"put_iv_pct":35.8292}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a5956880deb524ed80ec1536997f10e3d546ef29cf62fd6c08b8bfa3bf371d9c","captured_at":"2026-10-24T09:16:45.615045+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":"GIC","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"e9e5f93a67b44c847468c3981eba5f81a033ef7736d844b15acac43f5e8e74bd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"b44b7976d1c10c9a627c95e05bef90c9f4cc3c1d8fa8b2ae04b46176e5998ae9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"2a33e9605293aa820a132c3887556245f1932c789d20e62792303e52dc800693"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c62860cca9a3af3002b98fb7b6436d525a785faca22a9f73286305b088409526"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","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":"ba83b69e2fbfc8042b58433af91840f92eaad2b7d13e23509f6468b8bea671f0"}]},{"symbol":"GIC","date":"2026-10-16","iv_pct":39.432276398494636,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":51.17387524366471,"put_iv_pct":38.76708428246013},{"expiry":"2026-12-18","call_iv_pct":34.956628527841346,"put_iv_pct":34.309714285714286},{"expiry":"2027-03-19","call_iv_pct":36.428156424581005,"put_iv_pct":43.97599577762139},{"expiry":"2027-06-17","call_iv_pct":35.278221614227085,"put_iv_pct":40.568535031847134}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d0a49505d80d4483ef3cff46fc051ff1ec644dfb36e334a12348acd8713d62ca","captured_at":"2026-10-24T09:16:23.334288+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":"GIC","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"ddad0b45621d5a871f2ad0bb591001b10356721a418f90206faf8bc97f620880"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"7c4b5a52886ed8819f3889f6091826ad73aa1550ca0fb536c44ed155ee75f822"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"0856abf78b13964e7fb98c202cbb2128c936fb46d8cd54eee29c8bce96b259f4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","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":"33f6dfbc4040a98e58a2ed1be9c7455a278ad4c94ea5f9135a7a31ec2610bd1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","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":"6f4b9b8e5449c6f8ad58f9bbff7ad68a834d19f89fbc7a46e5d6182cec472207"}]},{"symbol":"GIC","date":"2026-10-19","iv_pct":41.08052422199238,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.70672621092408,"put_iv_pct":54.599956896551724},{"expiry":"2026-12-18","call_iv_pct":36.84154370489174,"put_iv_pct":39.96953232462174},{"expiry":"2027-03-19","call_iv_pct":40.04085676913015,"put_iv_pct":39.7696531452087},{"expiry":"2027-06-17","call_iv_pct":35.57586251621271,"put_iv_pct":40.140062208398135}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e9d7a278585366b34721b3785b08a20ec5895d6db4d527fcbeb26de099ef2294","captured_at":"2026-10-24T09:15:39.482428+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":"GIC","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"67ee1071be1bd832d5462b2c2b9aaef91748231c02877147ea5413e9eee54ab5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"7c4b5a52886ed8819f3889f6091826ad73aa1550ca0fb536c44ed155ee75f822"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"0856abf78b13964e7fb98c202cbb2128c936fb46d8cd54eee29c8bce96b259f4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","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":"33f6dfbc4040a98e58a2ed1be9c7455a278ad4c94ea5f9135a7a31ec2610bd1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","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":"6f4b9b8e5449c6f8ad58f9bbff7ad68a834d19f89fbc7a46e5d6182cec472207"}]},{"symbol":"GIC","date":"2026-10-20","iv_pct":42.495738389849805,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.74912621359222,"put_iv_pct":56.303250000000006},{"expiry":"2026-12-18","call_iv_pct":36.529187776437475,"put_iv_pct":39.27782230806373},{"expiry":"2027-03-19","call_iv_pct":37.57057394002069,"put_iv_pct":40.66221078134464},{"expiry":"2027-06-17","call_iv_pct":35.820447561790246,"put_iv_pct":41.053288537549406}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4bf25c0677884d847b3a39ddd4cce243b98822de484fc5fb3470ac0888e48890","captured_at":"2026-10-22T14:25:17.038027+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":"GIC","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"5097ec189844994406bd47bee390ccd2abef9ae21b7aec00db1ad3b47da96ed5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"e48f1702f6d1a3e774505ec356dd24cbf8303dfb1f25e38e38745ad12eaef9dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"c0f7bea0722d0db9e5e2b818c5f6a7612d8e736b58836eca59ce1df80f9d9480"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"42ebe0fa0b4989bee8ae8b8cbeee7bfb33d2ba31f09074b5d443802025baf576"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f6fe6967f500981617e02c98aeaefee3ccdb6eb18554fb6313b0cf1ba010fa5f"}]},{"symbol":"GIC","date":"2026-10-21","iv_pct":43.33099998993671,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":52.18153550863723,"put_iv_pct":63.58877362452752},{"expiry":"2026-12-18","call_iv_pct":41.61678027997566,"put_iv_pct":33.689928876244664},{"expiry":"2027-03-19","call_iv_pct":36.34815181518152,"put_iv_pct":42.91013880126183},{"expiry":"2027-06-17","call_iv_pct":34.209007232084154,"put_iv_pct":42.10368378158109}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a8e7cc1e7f5ffe55d82ae534cbe1d8ec5ff6ad3d9ac19fac09c6c8238214f478","captured_at":"2026-10-22T14:25:15.934566+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":"GIC","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"6407b60c054d1ae7fac1d1162809e80220fe64d0529f583f324b29b4325c7583"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"e48f1702f6d1a3e774505ec356dd24cbf8303dfb1f25e38e38745ad12eaef9dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"c0f7bea0722d0db9e5e2b818c5f6a7612d8e736b58836eca59ce1df80f9d9480"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"42ebe0fa0b4989bee8ae8b8cbeee7bfb33d2ba31f09074b5d443802025baf576"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f6fe6967f500981617e02c98aeaefee3ccdb6eb18554fb6313b0cf1ba010fa5f"}]},{"symbol":"GIC","date":"2026-10-22","iv_pct":44.28522101793863,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":59.70162878787878,"put_iv_pct":58.20246110325319},{"expiry":"2026-12-18","call_iv_pct":42.36157694743509,"put_iv_pct":40.741010719754975},{"expiry":"2027-03-19","call_iv_pct":37.55882352941176,"put_iv_pct":40.618699291693495},{"expiry":"2027-06-17","call_iv_pct":35.46967545638945,"put_iv_pct":39.627892307692306}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"682c4eeb336ae47f757a13b2080649d5c976d8857d34794bc2737cdb077ba6f0","captured_at":"2026-10-23T02:05:34.465597+00:00","observed_at":"2026-10-22T15:59:00-04:00","session_close_at":"2026-10-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"GIC","date":"2026-10-22","format":"json"},"source_hash":"f0774e25607ca7393731188667af1048ed617f021ac66ffc92fda88fe4649d65"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-11-20","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df101e8e6d6d3f2b07628d4f71118c3c54c704ede1ab0662b0f4398d4fc7dac1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7b531b473c8f26b496f5cd9cefadc8425ee64cf57d7b8605172c5990a1d97e1c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"488e3e11ce92fc2585c0e2bf7f149e93949137879112e65babdf317d4cc28052"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71fa9a84667e820c60ed66aa5af72f7f40f4ec9ac8b660fe3b75c556b0be1939"}]},{"symbol":"GIC","date":"2026-10-23","iv_pct":41.215100403194036,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":57.45716885007279,"put_iv_pct":44.04704947798456},{"expiry":"2026-12-18","call_iv_pct":38.75131901840492,"put_iv_pct":36.59778739184178},{"expiry":"2027-03-19","call_iv_pct":38.39919561243145,"put_iv_pct":39.36647641234712},{"expiry":"2027-06-17","call_iv_pct":35.33963455149502,"put_iv_pct":39.76217191097467}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf9c790afe693371577c9272eafe8cc1e80e9a1d5ee9a921f3669405196e8a3a","captured_at":"2026-10-24T01:32:22.344276+00:00","observed_at":"2026-10-23T15:59:00-04:00","session_close_at":"2026-10-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"GIC","date":"2026-10-23","format":"json"},"source_hash":"f0774e25607ca7393731188667af1048ed617f021ac66ffc92fda88fe4649d65"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-11-20","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99e0326cda1c805bf517324ca058069ab393632fba9f17d8b2843dff52dd28a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b3af5f0db39558b78d3ef4be929b71ef37c038ac4be86391443177611b4c6f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a70bcc74c7ba3b0d63f17c49b9bbebd9735a0a43d16fdbd8a10a1b93043f034c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"46ac9ad8498d055f263ea3333741611d61cde54d9a294de10ba6cf7a974ada02"}]},{"symbol":"GIC","date":"2026-10-26","iv_pct":42.43213460700669,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":59.742372372372365,"put_iv_pct":55.80447653429603},{"expiry":"2026-12-18","call_iv_pct":40.098059800664466,"put_iv_pct":31.542859463850526},{"expiry":"2027-03-19","call_iv_pct":37.156886160714286,"put_iv_pct":41.31733642154024},{"expiry":"2027-06-17","call_iv_pct":34.63523036988968,"put_iv_pct":39.159855732725894}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a6ca7d06b7e935dc2afada8e4ac821599f54f3949ac19ecf8c34e6c416529204","captured_at":"2026-10-28T17:28:21.713135+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":"GIC","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"2a160d634ed577b5506f3998018133be57ab57464dfb01da4707ee2eb5c88f80"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"9160e92fcf89f01202a5f66bbd7f5a7db615a56f74246e9e4bb2a82e1be12496"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"0116dd8fe66f5523261b3bd4834b730c61842cc7208dbe8a02c016b2e4a6f414"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb744b9edd6e5d4dee21ed96757503aadf07e5a42882418a4c70bce2f7f38a1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79e241d261ec0ab8bcfa28733afa16e131f69feda16443e5f745aaf1726c5604"}]},{"symbol":"GIC","date":"2026-10-27","iv_pct":43.19974859971677,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":62.49190919240789,"put_iv_pct":60.06606881405564},{"expiry":"2026-12-18","call_iv_pct":38.62004291845494,"put_iv_pct":33.33651448639157},{"expiry":"2027-03-19","call_iv_pct":37.848837209302324,"put_iv_pct":38.95910225921522},{"expiry":"2027-06-17","call_iv_pct":35.368929279577,"put_iv_pct":38.906584638329605}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"69f6406d5afcd06de9b5b4e3e9daa0f87080a5d551476e108c37cf6c87e2a457","captured_at":"2026-10-28T17:28:20.536490+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":"GIC","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"edb6bb363ee2c255e80a484e84109f83c7cc74d7d5a4fb5459bd768019b469cc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"9160e92fcf89f01202a5f66bbd7f5a7db615a56f74246e9e4bb2a82e1be12496"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"0116dd8fe66f5523261b3bd4834b730c61842cc7208dbe8a02c016b2e4a6f414"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb744b9edd6e5d4dee21ed96757503aadf07e5a42882418a4c70bce2f7f38a1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79e241d261ec0ab8bcfa28733afa16e131f69feda16443e5f745aaf1726c5604"}]},{"symbol":"GIC","date":"2026-10-28","iv_pct":41.24474826696784,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":57.25832159624413,"put_iv_pct":51.11091677792612},{"expiry":"2026-12-18","call_iv_pct":35.5899265558562,"put_iv_pct":30.426305732484078},{"expiry":"2027-03-19","call_iv_pct":38.70266509433962,"put_iv_pct":41.74940754039497},{"expiry":"2027-06-17","call_iv_pct":35.695880794701985,"put_iv_pct":39.42456204379562}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"43228579e4760683bdba3f39c4e57813bb8d909eb8ffb3b57e6db932935f1662","captured_at":"2026-10-29T17:23:14.489912+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":"GIC","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"f47364c1f9f28c6b16ad0e56b7afe79f027860b88994a4dfd509154c680ae39b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"6dc079e4eb4b9477bf5e2c5e6cf92970f744d8c4b8953f0cd9e82d8393f92878"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"254165e48387188821e137762ac2afcf091b7d8456db0e874aa28b0c17802600"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fca0afb9e39ba689ae40b64b4b17455fcfad94913efd7c90472cbb7e38b71e5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"450b56a8c2adee26c54f8caca6f94a733cc9be76ca1191ffc7750e891de42f7e"}]},{"symbol":"GIC","date":"2026-10-29","iv_pct":43.83395800980898,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":65.89848425961911,"put_iv_pct":58.85568690095848},{"expiry":"2026-12-18","call_iv_pct":37.664861751152074,"put_iv_pct":33.21262323943662},{"expiry":"2027-03-19","call_iv_pct":37.81615591397849,"put_iv_pct":41.71848484848485},{"expiry":"2027-06-17","call_iv_pct":35.986053511705684,"put_iv_pct":39.51931365313653}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"be49eba639fdbdab671e9088a3b21542cd9de7de9f26d399b0086eb17d29bb3f","captured_at":"2026-10-30T17:34:59.254360+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":"GIC","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"f5435d64952c74d26caf64fa82868081f8590d3a125e2fdfbc711e750193f4b8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"24b4c83d43c221712cd6516238f30dd7d3519fefb832030b69ebe3b70921c60c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","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":"bae5a0b3e0ecdcd64b1b9ab63c67dc8d49a8f6869b008328e18a812892b69e16"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b643add0cf6b1e788a17837659071d6ab33c3101c3c2fb16f843fc56e017b3de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","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":"88dd0b265b1ceef2635fae0039f97b013430ad3d418a3711da5042f6deb51a1c"}]},{"symbol":"GIC","date":"2026-10-30","iv_pct":47.79875898125732,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":77.87168,"put_iv_pct":68.69552693208429},{"expiry":"2026-12-18","call_iv_pct":42.467894736842105,"put_iv_pct":42.39347325408618},{"expiry":"2027-03-19","call_iv_pct":40.98426250812216,"put_iv_pct":35.757129337539425},{"expiry":"2027-06-17","call_iv_pct":37.57588759424264,"put_iv_pct":36.64421748714181}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GIC","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9b03c2e40401cd4840d43025a9405d526a66476cd77813d91d3e10dfa03f9256","captured_at":"2026-11-01T00:12:17.117270+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GIC","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"065c3c42983c45a6aa3d023ff64913429f89272215f4ff6188a71860609466d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8464b689b37f37bc7eaeb36c941ec6888523b006a327a7a875deed0ed84100dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1421f138fa8bc0ed7191bd0c51b98db2125b7fb2c1875b0f958c349b28b046dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3acb64301451bbd9dac24d837ef46321100c747618225020ef1cb155d200af6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GIC","expiration":"2027-06-17","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"67259919205a0b55dd7b9c129b29afe9bdb5a607fc953824468fb2c0f4e3031c"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/GIC","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":46.44703238050309,"put_call_skew_pp":19.879716996611208,"implied_move_pct":19.90113102472245,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ccf8659a1dc6f9825646d28ace272d878c749354d7d0db80d97ac073e927b127","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":50.64816524228662,"put_call_skew_pp":15.745428135876622,"implied_move_pct":20.82905610375157,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"53906a64e8ffbb70923bd422ebc65dd0cd31f79a806f7fb6f870d78c6260fc71","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":98.66672715918835,"put_call_skew_pp":-26.31063773995405,"implied_move_pct":22.078146128814303,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9c5dbd205efa9eb33663305ba076c35b3a5b180f73c3d71fab852950771d3c43","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-03-19"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":44.546380580899594,"put_call_skew_pp":-0.8264335245685253,"implied_move_pct":21.08672210248313,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3a9ed85a590b2adfd6320e88346c646e92653ae230670edfaf5d810a48c47402","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":41.49306968568822,"put_call_skew_pp":3.1960822368141795,"implied_move_pct":19.965379804871443,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"087cfb14934361a3391c2a787d44b93f1489a6ef3986b423b3fa09b21a12e76f","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":41.27380948918865,"put_call_skew_pp":-6.178671843978892,"implied_move_pct":19.733678830551163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4c22c0350ffcdfb217fc1d375e018e3b9c2cd7fb36c9eaece758009896819464","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":38.69724140941744,"put_call_skew_pp":-1.7506182197123614,"implied_move_pct":18.84688965782002,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"952cc00c95a3fac74306d0ae1ecb14f0366486909b991f881eeeec2d859ca208","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":44.58013068483575,"put_call_skew_pp":-6.213694640539289,"implied_move_pct":20.450086598201125,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5d70f443cc73f768d037084f08c392d8898b1c7a6e0d0905d2918c1c3c4411cc","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":45.09788385119003,"put_call_skew_pp":-11.219344001477502,"implied_move_pct":20.245482270944493,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa06649c7c591a0a920ece1a2e3bb659f20ee74596acd21f8fe24e27aa36aa7e","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":46.373930163981385,"put_call_skew_pp":-12.099318076302165,"implied_move_pct":19.6627046056402,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb4845e74c4cf3905be8f5da055081c0ee4fd50b3029c58b171eef0d20f2421a","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":43.995641452076555,"put_call_skew_pp":-3.736165665833413,"implied_move_pct":18.24390019152101,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"940c1627cb254d64e3975cba1ff41492be41db628370a0a6793bfed2c29f757d","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":44.744367141631194,"put_call_skew_pp":-8.34535401902964,"implied_move_pct":17.652946681574388,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d9894a3ef1977e725220a9c1da1bbad5222b206cc5a4f5e641dcc6ee5285fa36","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":47.26394328593869,"put_call_skew_pp":-8.103635805811203,"implied_move_pct":18.241489936590522,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ab45daf85e26ce970f9aa426c61c98742f8ca2a575cfd43b4f26f42f72eaf21d","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":63.7930326420523,"put_call_skew_pp":-25.633796650338237,"implied_move_pct":19.597544826916998,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d9eee6f944f5e8747f129d6bd6f797a60bfb3714ea7f49655e2a72a8333d17e4","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":68.18160329439517,"put_call_skew_pp":-14.8988276358309,"implied_move_pct":18.924136789458615,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a987e23b7aeeb1a1a65f8ea3d27d436c629209221d541d914bb518b0182a5ff3","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":83.73015422212352,"put_call_skew_pp":-2.839553134148888,"implied_move_pct":19.600416968004915,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e5f7eff739910d12db036de5df818f57d82a1f224e9c2623a248148d3677446f","expiries":["2026-09-18","2026-10-16","2026-12-18","2027-03-19"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":46.453941539422104,"put_call_skew_pp":-0.7789882610866403,"implied_move_pct":20.79627460202231,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff4b75111c54e2256f317be0e3e8014bca38171476da24bbfecdddcf5461416e","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":49.95366299149342,"put_call_skew_pp":-2.241566777403939,"implied_move_pct":21.62747755947174,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dff8f133839c62baeb32ee6ffc4c18fa3ecaa162b41ac5b4b58dd9ac11781f2c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":47.06323874011498,"put_call_skew_pp":-0.5170693069874446,"implied_move_pct":20.149365760420032,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"49acaefe8b2d2d9083cd32045ed34afd7588b64fb88017a228c7ccd8c0b56425","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":52.78407622665348,"put_call_skew_pp":-19.034391060111663,"implied_move_pct":17.916145122054548,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a5956880deb524ed80ec1536997f10e3d546ef29cf62fd6c08b8bfa3bf371d9c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":39.432276398494636,"put_call_skew_pp":-0.05388810816780065,"implied_move_pct":21.351237532076556,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d0a49505d80d4483ef3cff46fc051ff1ec644dfb36e334a12348acd8713d62ca","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":41.08052422199237,"put_call_skew_pp":5.078553843405404,"implied_move_pct":21.557187768228502,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e9d7a278585366b34721b3785b08a20ec5895d6db4d527fcbeb26de099ef2294","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":42.495738389849805,"put_call_skew_pp":3.6568090337792896,"implied_move_pct":21.835902792244664,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4bf25c0677884d847b3a39ddd4cce243b98822de484fc5fb3470ac0888e48890","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":43.33099998993671,"put_call_skew_pp":4.484262561934136,"implied_move_pct":21.94263013383035,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a8e7cc1e7f5ffe55d82ae534cbe1d8ec5ff6ad3d9ac19fac09c6c8238214f478","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":44.28522101793863,"put_call_skew_pp":1.0245896753197208,"implied_move_pct":22.05452590431824,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"682c4eeb336ae47f757a13b2080649d5c976d8857d34794bc2737cdb077ba6f0","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":41.21510040319403,"put_call_skew_pp":-2.5434582098140126,"implied_move_pct":20.929837474874383,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf9c790afe693371577c9272eafe8cc1e80e9a1d5ee9a921f3669405196e8a3a","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":42.43213460700669,"put_call_skew_pp":-0.9520051378070278,"implied_move_pct":20.732438380393585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a6ca7d06b7e935dc2afada8e4ac821599f54f3949ac19ecf8c34e6c416529204","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":43.19974859971677,"put_call_skew_pp":-0.76536210043753,"implied_move_pct":20.743718122291515,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"69f6406d5afcd06de9b5b4e3e9daa0f87080a5d551476e108c37cf6c87e2a457","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":41.24474826696785,"put_call_skew_pp":-1.1339004866352882,"implied_move_pct":20.236938424284045,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"43228579e4760683bdba3f39c4e57813bb8d909eb8ffb3b57e6db932935f1662","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":43.833958009808974,"put_call_skew_pp":-1.014861698609721,"implied_move_pct":20.788070812174343,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"be49eba639fdbdab671e9088a3b21542cd9de7de9f26d399b0086eb17d29bb3f","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":47.79875898125732,"put_call_skew_pp":-3.8523444570887975,"implied_move_pct":21.57930009457045,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9b03c2e40401cd4840d43025a9405d526a66476cd77813d91d3e10dfa03f9256","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]}]}