{"schemaVersion":1,"symbol":"GII","days":90,"observations":[{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:01.084000+00:00","captured_at":"2026-10-22T05:08:32.129Z","last_trade_at":"2026-10-22T00:00:00.148032512Z","price":73.22,"iv_pct":16.157329817684403,"implied_move_pct":3.6612301144425063,"put_call_skew_pp":4.163477152622416,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"703db6bbc729f7e0aa7b8472ca81ed85d00e37cfd55834ee14ca902a0c418946"},{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:01.731000+00:00","captured_at":"2026-10-22T20:13:38.348Z","last_trade_at":"2026-10-22T20:10:00.003774466Z","price":73.4,"iv_pct":14.973252055302854,"implied_move_pct":3.417900492053285,"put_call_skew_pp":6.062954187050002,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"103d4fa46c3b6b0774bb1448ce3e9bc89e44e4718ad62ef673923b6c9a6d5bf2"},{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:01.410000+00:00","captured_at":"2026-10-23T20:18:25.460Z","last_trade_at":"2026-10-23T20:10:00.003664851Z","price":73.63,"iv_pct":18.67569952495307,"implied_move_pct":4.145595298018865,"put_call_skew_pp":11.945370893013777,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"9c978b6a36f62318810aa75a0b0f0b9e76ccd0ff6e868501b2ec46de71687091"},{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.389000+00:00","captured_at":"2026-10-27T00:16:00.871Z","last_trade_at":"2026-10-27T00:00:00.152166856Z","price":73.64,"iv_pct":13.391626577533344,"implied_move_pct":2.772460171169104,"put_call_skew_pp":6.228842260913142,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"c8472f484540291499e3925bebf8b52d23d29a61904824fdc3b68081117f0483"},{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:47.114000+00:00","captured_at":"2026-10-27T19:50:28.087Z","last_trade_at":"2026-10-27T19:39:51.764093136Z","price":73.8,"iv_pct":20.11306157967888,"implied_move_pct":4.123192064234788,"put_call_skew_pp":-3.4971418088109942,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"7b370c2c4b4d2d1968c4d37a0fd255c6ed66639f5d4808c3e68ad481e9f87f4e"},{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:01.700000+00:00","captured_at":"2026-10-28T01:32:55.275Z","last_trade_at":"2026-10-28T00:00:00.149705717Z","price":73.74,"iv_pct":20.18524250548922,"implied_move_pct":4.11243325407845,"put_call_skew_pp":-3.586186835390687,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"20e95b7206f4b4bbde0f9aa75979903d0bfd4c1ceae73ad84fb54429ff78cfa6"},{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-28T19:49:58.540000+00:00","captured_at":"2026-10-28T22:15:51.183Z","last_trade_at":"2026-10-28T20:10:00.003925385Z","price":73.49,"iv_pct":15.319897377038178,"implied_move_pct":3.070928119433086,"put_call_skew_pp":2.8533727441273555,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"6b3f4ac72d87f573eb0ca2afc26e5dc77dfa6eb7d54408837a1c9f23750b9246"},{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.123000+00:00","captured_at":"2026-10-30T00:50:42.440Z","last_trade_at":"2026-10-30T00:00:00.118361946Z","price":74.755,"iv_pct":17.15103680044927,"implied_move_pct":3.3880212553831126,"put_call_skew_pp":1.4414039492578523,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"0d548bdd964dcc4318309a68da53d197b7e0e2804e1344848e8ecf4643286926"},{"symbol":"GII","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:01.125000+00:00","captured_at":"2026-10-31T11:01:23.574Z","last_trade_at":"2026-10-31T00:00:00.153010187Z","price":75.07,"iv_pct":19.51655010201349,"implied_move_pct":3.5841630334162695,"put_call_skew_pp":4.536170933313372,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GII","source_hash":"c0c19ce48101713488be56fc180d7c3a89a5af45a38d2ca0b4c3366b82ab0739"}],"dailyIv":[{"symbol":"GII","date":"2026-08-06","iv_pct":13.178079377546318,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":17.29366991643454,"put_iv_pct":16.757957881301852},{"expiry":"2026-09-18","call_iv_pct":11.729516129032259,"put_iv_pct":11.715447589900535},{"expiry":"2026-10-16","call_iv_pct":12.72894736842105,"put_iv_pct":10.753617208077259},{"expiry":"2027-01-15","call_iv_pct":10.974444444444444,"put_iv_pct":13.47103448275862}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2e49f065e4c69144d64ab17c2dd738eeec94f67794746baf1743983df748fb16","captured_at":"2026-10-24T09:37:39.088017+00:00","observed_at":"2026-08-06T15:59:00-04:00","session_close_at":"2026-08-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-06","end_date":"2026-08-06","strike_range":20,"format":"json"},"source_hash":"1af3be77fff4ed325c9671d31c518c942b4be5d7ed1054b680920ee1ba83216a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4ccb22adbc76b2ae204dfc2702ac556fbd8efd5520336248e2f6b308778734cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0a1294b7f747f5eec48c2d34911f4ca75743888ae0599e4edea7442b381df39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6d3fe89d552c56657dd1a9d6686c15bd29bf15b56b76d1146894b9ba94f592f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76edd6d63f3d53296504dcefe91f810be19843f7c141f826b52d6853faf72429"}]},{"symbol":"GII","date":"2026-08-07","iv_pct":13.159761318220182,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":17.447163350300787,"put_iv_pct":16.64455414012739},{"expiry":"2026-09-18","call_iv_pct":11.892794457274828,"put_iv_pct":10.094098272138229},{"expiry":"2026-10-16","call_iv_pct":12.295,"put_iv_pct":10.051328320802005},{"expiry":"2027-01-15","call_iv_pct":11.281080291970804,"put_iv_pct":15.572071713147409}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"59deef3961a0d2e4991ef5e30ef2068c9af17837542532e9bc0df1d43771890b","captured_at":"2026-10-24T09:37:37.448232+00:00","observed_at":"2026-08-07T15:59:00-04:00","session_close_at":"2026-08-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"7dbd4299027d2d8a36d907e4acd148c3742ce10a68e4c04679d43f16a3ebd8e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4ccb22adbc76b2ae204dfc2702ac556fbd8efd5520336248e2f6b308778734cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0a1294b7f747f5eec48c2d34911f4ca75743888ae0599e4edea7442b381df39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6d3fe89d552c56657dd1a9d6686c15bd29bf15b56b76d1146894b9ba94f592f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76edd6d63f3d53296504dcefe91f810be19843f7c141f826b52d6853faf72429"}]},{"symbol":"GII","date":"2026-08-10","iv_pct":13.371565439986082,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":19.660048517520217,"put_iv_pct":19.019311613242248},{"expiry":"2026-09-18","call_iv_pct":10.84823051948052,"put_iv_pct":12.529251603706342},{"expiry":"2026-10-16","call_iv_pct":10.454471273938385,"put_iv_pct":9.619540412044374},{"expiry":"2027-01-15","call_iv_pct":11.299600614439322,"put_iv_pct":13.542068965517243}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"24afe56eb92607a87c1387af798cb1b48e590ef7b8e4ada4bb31671ed9c047d8","captured_at":"2026-10-24T09:37:29.098348+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":"GII","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"09fd04363412f85840f6d2abe0ade03c78d752f0e51be770b029c5c1631f80ba"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"9e0e4851ca0d4be1ad0e5976be57803a739f1d5fd7614e9823f6b0d9c2d19613"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"879dcea22df9b99c5f36b6bf8a530e848fcbb98166248c7c734aa0763fe5a12c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9f5f5e6ed886986ec69df6115a3d1da0ea2f4594fe5e7e91b73ab0a181a41a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7c1872428b6f6ad35d39f7ac45e139f6064d4edb4076a2dbbdf5648d5851912"}]},{"symbol":"GII","date":"2026-08-11","iv_pct":13.585216087769636,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":18.348098068350673,"put_iv_pct":19.43131205673759},{"expiry":"2026-09-18","call_iv_pct":11.50056549749463,"put_iv_pct":11.71076923076923},{"expiry":"2026-10-16","call_iv_pct":12.396882591093117,"put_iv_pct":10.648443113772455},{"expiry":"2027-01-15","call_iv_pct":10.805241477272729,"put_iv_pct":13.840416666666666}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b55384cf5d4b7ee41e17c7b09367e9dc6a5b4f9f7a9202decdb2b689c7a2c36","captured_at":"2026-10-24T09:37:27.414470+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":"GII","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"e019229b250bdd1bd97f69881c97e8d1e5eb5cd1151bbc04c7e70d416809f220"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"9e0e4851ca0d4be1ad0e5976be57803a739f1d5fd7614e9823f6b0d9c2d19613"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"879dcea22df9b99c5f36b6bf8a530e848fcbb98166248c7c734aa0763fe5a12c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9f5f5e6ed886986ec69df6115a3d1da0ea2f4594fe5e7e91b73ab0a181a41a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7c1872428b6f6ad35d39f7ac45e139f6064d4edb4076a2dbbdf5648d5851912"}]},{"symbol":"GII","date":"2026-08-12","iv_pct":15.067289218819667,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":22.34487238979118,"put_iv_pct":23.430811554332877},{"expiry":"2026-09-18","call_iv_pct":13.193171314741036,"put_iv_pct":12.62912910618793},{"expiry":"2026-10-16","call_iv_pct":12.39425567703953,"put_iv_pct":11.66744827586207},{"expiry":"2027-01-15","call_iv_pct":10.733389830508475,"put_iv_pct":14.145235602094242}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6d70d4e0f129d8fb54a1b78defdb8c9146b2b70e6e6e174b8ac55bd655c48442","captured_at":"2026-10-24T09:37:25.843663+00:00","observed_at":"2026-08-12T15:59:00-04:00","session_close_at":"2026-08-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"9038078de97ba8ed4dfc3729b725cd90d120eea01dcc46558c0bf882a69a66ec"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"9e0e4851ca0d4be1ad0e5976be57803a739f1d5fd7614e9823f6b0d9c2d19613"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"879dcea22df9b99c5f36b6bf8a530e848fcbb98166248c7c734aa0763fe5a12c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9f5f5e6ed886986ec69df6115a3d1da0ea2f4594fe5e7e91b73ab0a181a41a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7c1872428b6f6ad35d39f7ac45e139f6064d4edb4076a2dbbdf5648d5851912"}]},{"symbol":"GII","date":"2026-08-13","iv_pct":14.75564896773149,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":20.736341698841695,"put_iv_pct":23.543019108280255},{"expiry":"2026-09-18","call_iv_pct":12.652844690966718,"put_iv_pct":12.040761636107193},{"expiry":"2026-10-16","call_iv_pct":11.295546666666667,"put_iv_pct":11.37592163846839},{"expiry":"2027-01-15","call_iv_pct":13.194285714285718,"put_iv_pct":13.206470588235295}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d38a80215c19ba8389f2e6f5b679f6569f27f982662224e2ac6607780a187b31","captured_at":"2026-10-24T09:37:24.110344+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"752253d13e17f2141b83b9d7729ebe025bb608eddae6427b53eb759075e67729"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"9e0e4851ca0d4be1ad0e5976be57803a739f1d5fd7614e9823f6b0d9c2d19613"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"879dcea22df9b99c5f36b6bf8a530e848fcbb98166248c7c734aa0763fe5a12c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9f5f5e6ed886986ec69df6115a3d1da0ea2f4594fe5e7e91b73ab0a181a41a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7c1872428b6f6ad35d39f7ac45e139f6064d4edb4076a2dbbdf5648d5851912"}]},{"symbol":"GII","date":"2026-08-14","iv_pct":15.228804220882164,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":25.032688266199653,"put_iv_pct":25.00754716981132},{"expiry":"2026-09-18","call_iv_pct":11.391599707815924,"put_iv_pct":12.419027266028003},{"expiry":"2026-10-16","call_iv_pct":10.043111111111111,"put_iv_pct":11.760659439927732},{"expiry":"2027-01-15","call_iv_pct":13.073956834532371,"put_iv_pct":13.101843971631205}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9174af1d5859cc0268bd325308e14bd99e55152150a68f731f739158e086beb8","captured_at":"2026-10-24T09:37:22.068266+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"e896755bcbb56ed0cdb20319b92384ed8d32fe1b663efb81f2a3bd77d1b6de2e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"9e0e4851ca0d4be1ad0e5976be57803a739f1d5fd7614e9823f6b0d9c2d19613"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"879dcea22df9b99c5f36b6bf8a530e848fcbb98166248c7c734aa0763fe5a12c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9f5f5e6ed886986ec69df6115a3d1da0ea2f4594fe5e7e91b73ab0a181a41a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7c1872428b6f6ad35d39f7ac45e139f6064d4edb4076a2dbbdf5648d5851912"}]},{"symbol":"GII","date":"2026-08-17","iv_pct":17.75804341304101,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":36.14513437057992,"put_iv_pct":33.5672602739726},{"expiry":"2026-09-18","call_iv_pct":11.698985879332477,"put_iv_pct":11.15165387894288},{"expiry":"2026-10-16","call_iv_pct":12.062864721485411,"put_iv_pct":11.55265306122449},{"expiry":"2027-01-15","call_iv_pct":13.213292181069958,"put_iv_pct":12.672502937720328}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d71a7e2459d41b8f84227193f295730dc1767c1dc813f23a541feaf498919bf6","captured_at":"2026-10-24T09:37:15.725914+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"b8e54e8e018ce956cd8c592a20518f1fee44d2e8b5a0a5246da40ae5cad058bd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"246e0fc655140c1652e700d8c529d8d84f66cbe86bcac6d569824dae4e0cd188"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"3de383b89208ff4a222d7cbe4828fda14f1ce5bf8798048743283fe9762accd5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"23b3ff4e56287931ad955b523af86db2897f317fd4076111608d3c3bb3ff2130"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"904f9cbf40e8a4e346a523bae2f8fb3c19339194a2d54ba10f5ec696034b7305"}]},{"symbol":"GII","date":"2026-08-18","iv_pct":20.661967914662945,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":37.549243570347954,"put_iv_pct":52.68552859618718},{"expiry":"2026-09-18","call_iv_pct":12.005684987694835,"put_iv_pct":12.443243243243243},{"expiry":"2026-10-16","call_iv_pct":10.980173697270471,"put_iv_pct":11.790430463576158},{"expiry":"2027-01-15","call_iv_pct":13.478857677902623,"put_iv_pct":14.362581081081082}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cc75acbf0f17f5d921be78cacfff58f3014f658cb797459e526b2f462d73445d","captured_at":"2026-10-24T09:37:13.536394+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"e301ff9093a8cb2fa4efcee86aa4eab1c805e2a27329c01d086b873c65ae52e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"246e0fc655140c1652e700d8c529d8d84f66cbe86bcac6d569824dae4e0cd188"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"3de383b89208ff4a222d7cbe4828fda14f1ce5bf8798048743283fe9762accd5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"23b3ff4e56287931ad955b523af86db2897f317fd4076111608d3c3bb3ff2130"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"904f9cbf40e8a4e346a523bae2f8fb3c19339194a2d54ba10f5ec696034b7305"}]},{"symbol":"GII","date":"2026-08-19","iv_pct":23.29131620403237,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":43.06470530451867,"put_iv_pct":65.39508200989324},{"expiry":"2026-09-18","call_iv_pct":15.761840542832909,"put_iv_pct":13.006531468531469},{"expiry":"2026-10-16","call_iv_pct":13.188931665062558,"put_iv_pct":10.45304520222046},{"expiry":"2027-01-15","call_iv_pct":13.279197080291972,"put_iv_pct":12.181196358907671}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"94392e27a57bd29b699e87d78add2838a0a82092cc49ae31a4f4e43683bb41ed","captured_at":"2026-10-24T09:37:11.880321+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":"GII","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"8a96d0589e4bba941b23361d64fa0ed263a3017da3d5e9a56179d1be61568da1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"246e0fc655140c1652e700d8c529d8d84f66cbe86bcac6d569824dae4e0cd188"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"3de383b89208ff4a222d7cbe4828fda14f1ce5bf8798048743283fe9762accd5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"23b3ff4e56287931ad955b523af86db2897f317fd4076111608d3c3bb3ff2130"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"904f9cbf40e8a4e346a523bae2f8fb3c19339194a2d54ba10f5ec696034b7305"}]},{"symbol":"GII","date":"2026-08-20","iv_pct":28.805394954619114,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":67.41462726662189,"put_iv_pct":86.20535934291581},{"expiry":"2026-09-18","call_iv_pct":14.164690781796963,"put_iv_pct":12.336459784673844},{"expiry":"2026-10-16","call_iv_pct":11.286996644295302,"put_iv_pct":11.961780821917808},{"expiry":"2027-01-15","call_iv_pct":13.615423076923078,"put_iv_pct":13.457821917808218}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4fdcae9616b606e3e67ba173aacc5b993c5d689019c3b524ab4c8c6c05c0f975","captured_at":"2026-10-24T09:37:10.243280+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"3dabd277e27c2dfd85dd57a50d53f941d57390835823edd11c277165d85e2499"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"246e0fc655140c1652e700d8c529d8d84f66cbe86bcac6d569824dae4e0cd188"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"3de383b89208ff4a222d7cbe4828fda14f1ce5bf8798048743283fe9762accd5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"23b3ff4e56287931ad955b523af86db2897f317fd4076111608d3c3bb3ff2130"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"904f9cbf40e8a4e346a523bae2f8fb3c19339194a2d54ba10f5ec696034b7305"}]},{"symbol":"GII","date":"2026-08-21","iv_pct":15.319181102102226,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.322456546929313,"put_iv_pct":18.977646464646465},{"expiry":"2026-10-16","call_iv_pct":19.018103448275863,"put_iv_pct":11.818886389201351},{"expiry":"2027-01-15","call_iv_pct":14.059634551495018,"put_iv_pct":12.67920658682635},{"expiry":"2027-04-16","call_iv_pct":12.12168,"put_iv_pct":11.555834829443446}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d73270942c4bfd85629847652a98eaba594ca8b33329977479b63d6022a59066","captured_at":"2026-10-24T09:37:07.065261+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":"GII","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"3e37ae7ac9a3567d1d61eaa309423ab94dec6e94200545a86d1af94866d2a0ca"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"3de383b89208ff4a222d7cbe4828fda14f1ce5bf8798048743283fe9762accd5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"23b3ff4e56287931ad955b523af86db2897f317fd4076111608d3c3bb3ff2130"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"904f9cbf40e8a4e346a523bae2f8fb3c19339194a2d54ba10f5ec696034b7305"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"ff3d3389a7966a149052aa0438cc6ba3fd1e1db4ca49c5c912ed34ed753ae65f"}]},{"symbol":"GII","date":"2026-08-24","iv_pct":13.914061679977547,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.434699646643109,"put_iv_pct":12.96968481375358},{"expiry":"2026-10-16","call_iv_pct":13.696488651535383,"put_iv_pct":18.50374269005848},{"expiry":"2027-01-15","call_iv_pct":13.97892523364486,"put_iv_pct":13.883636363636365},{"expiry":"2027-04-16","call_iv_pct":11.088998211091235,"put_iv_pct":12.756317829457364}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e65f8a5429ad7806d8705e81e0588ccfbbbc5b37359c360c5756b17692fadb87","captured_at":"2026-10-24T09:36:59.315762+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":"GII","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"6aa11a1ec372f28f84a599d821414545fd063c769e231d80951fd1c7550b5e3a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"2059938c9c73229d57372177edf51f6f6a0dbf1102acd13fbd60e28329243527"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7d92657dab7fe9b80f3026d24ca3e64a5414cb358b04193fa5e06d0267669d65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"51145dd3c1baf4d7b4ed37df8b35ba93daf89d88273897385717ab9c8bf50fd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"c39229ebd6fc65b23e74f80227d5ecfffe25a6986588f2bd8919a166aee38150"}]},{"symbol":"GII","date":"2026-08-25","iv_pct":12.596148282052841,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":12.016072325464592,"put_iv_pct":13.628333333333334},{"expiry":"2026-10-16","call_iv_pct":10.787704654895666,"put_iv_pct":13.363955037468777},{"expiry":"2027-01-15","call_iv_pct":13.562254335260118,"put_iv_pct":13.043609550561797},{"expiry":"2027-04-16","call_iv_pct":10.879999999999999,"put_iv_pct":13.487257019438445}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6eaf53b5610947b2a838cb383c299427988cabf07b8874408d6880830dd80238","captured_at":"2026-10-24T09:36:57.878587+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":"GII","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"b94a34af8febd8c74694e0145f42ce82f7e47da5656fdebdbe042c479d40a837"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"2059938c9c73229d57372177edf51f6f6a0dbf1102acd13fbd60e28329243527"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7d92657dab7fe9b80f3026d24ca3e64a5414cb358b04193fa5e06d0267669d65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"51145dd3c1baf4d7b4ed37df8b35ba93daf89d88273897385717ab9c8bf50fd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"c39229ebd6fc65b23e74f80227d5ecfffe25a6986588f2bd8919a166aee38150"}]},{"symbol":"GII","date":"2026-08-26","iv_pct":12.973688214219306,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.07621212121212,"put_iv_pct":15.974546839299315},{"expiry":"2026-10-16","call_iv_pct":10.456536144578314,"put_iv_pct":12.034447257383967},{"expiry":"2027-01-15","call_iv_pct":13.558305084745765,"put_iv_pct":13.204632683658172},{"expiry":"2027-04-16","call_iv_pct":11.041676646706588,"put_iv_pct":13.443148936170212}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"093ccbc3586cc77b4023f838a1100e0134b71bb3f58b65774265e335826fef92","captured_at":"2026-10-24T09:36:56.302809+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":"GII","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"5c9f35c953c99097050b0d71f80e66120804d20bc3609a2b7a833b62be8fdd18"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"2059938c9c73229d57372177edf51f6f6a0dbf1102acd13fbd60e28329243527"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7d92657dab7fe9b80f3026d24ca3e64a5414cb358b04193fa5e06d0267669d65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"51145dd3c1baf4d7b4ed37df8b35ba93daf89d88273897385717ab9c8bf50fd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"c39229ebd6fc65b23e74f80227d5ecfffe25a6986588f2bd8919a166aee38150"}]},{"symbol":"GII","date":"2026-08-27","iv_pct":13.040831627308698,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.064802259887006,"put_iv_pct":13.713698630136983},{"expiry":"2026-10-16","call_iv_pct":13.534349816849817,"put_iv_pct":12.054785847299813},{"expiry":"2027-01-15","call_iv_pct":13.673997071742313,"put_iv_pct":12.811714285714285},{"expiry":"2027-04-16","call_iv_pct":11.058504347826087,"put_iv_pct":12.414800759013282}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8c3e204d0c37e226da4edae3def61f0b8af6bf457c1dd3db238b4afe7d85a3a1","captured_at":"2026-10-24T09:36:54.545662+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":"GII","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"a19ee2bf09e8746707ffa59825947042543370424e272d9b53cd09057c9f24a1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"2059938c9c73229d57372177edf51f6f6a0dbf1102acd13fbd60e28329243527"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7d92657dab7fe9b80f3026d24ca3e64a5414cb358b04193fa5e06d0267669d65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"51145dd3c1baf4d7b4ed37df8b35ba93daf89d88273897385717ab9c8bf50fd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"c39229ebd6fc65b23e74f80227d5ecfffe25a6986588f2bd8919a166aee38150"}]},{"symbol":"GII","date":"2026-08-28","iv_pct":13.681960704429532,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":20.2290780141844,"put_iv_pct":14.251080074487895},{"expiry":"2026-10-16","call_iv_pct":14.973826086956521,"put_iv_pct":10.168313570487483},{"expiry":"2027-01-15","call_iv_pct":13.899284332688588,"put_iv_pct":12.94442028985507},{"expiry":"2027-04-16","call_iv_pct":11.124767441860465,"put_iv_pct":11.864915824915826}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"39e12cd339c7d30e2adc092e2da7761a3d2dc15779a7319cfcf00c1b7d55bdbf","captured_at":"2026-10-24T09:36:53.178842+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":"GII","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"0760988fd2cef8882c79eebcb4596a28577076baafd6c29e2723c337723004d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"2059938c9c73229d57372177edf51f6f6a0dbf1102acd13fbd60e28329243527"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7d92657dab7fe9b80f3026d24ca3e64a5414cb358b04193fa5e06d0267669d65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"51145dd3c1baf4d7b4ed37df8b35ba93daf89d88273897385717ab9c8bf50fd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"c39229ebd6fc65b23e74f80227d5ecfffe25a6986588f2bd8919a166aee38150"}]},{"symbol":"GII","date":"2026-08-31","iv_pct":13.380671563883645,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":12.196552978626649,"put_iv_pct":17.142674664784757},{"expiry":"2026-10-16","call_iv_pct":11.767460815047022,"put_iv_pct":11.996253993610223},{"expiry":"2027-01-15","call_iv_pct":14.034166666666668,"put_iv_pct":14.224999999999998},{"expiry":"2027-04-16","call_iv_pct":12.482105263157894,"put_iv_pct":13.201158129175944}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"201c89c43d2f69d2af3211985cb0af0a20c998113db75797514c30d44e831a58","captured_at":"2026-10-24T09:36:46.524858+00:00","observed_at":"2026-08-31T15:59:00-04:00","session_close_at":"2026-08-31T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"ba14bb2b11380ebef25a7a64a00f578d9f0dc8d9b9c3276eff0e1b2b0f8d9ba4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-09-18","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f27f1512d3b49f52b685674e386ef6b9e41b9add61e01539c5bde7d1ae29138d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1cacfb6b4c7006ab644eac10086d05829802a3bb1e4b84c490bda96965ae46e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"52e43e7413f7519dd41a6e05e553bd7915b521388948038d22b649ac96f9ea81"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"768f014296ee468bd4694c1c08dd889028631797dd01247efbcb1df0a90c74d1"}]},{"symbol":"GII","date":"2026-09-01","iv_pct":14.418601581930824,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":17.2935112936345,"put_iv_pct":17.917744755244758},{"expiry":"2026-10-16","call_iv_pct":14.51308256880734,"put_iv_pct":9.647523452157598},{"expiry":"2027-01-15","call_iv_pct":14.112974963181149,"put_iv_pct":17.870480000000004},{"expiry":"2027-04-16","call_iv_pct":11.306421052631578,"put_iv_pct":12.687074569789674}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"006138794b8f4d01384dda3f65166686ca941fd98d36a30f4370f0a36006240f","captured_at":"2026-10-24T09:36:43.546563+00:00","observed_at":"2026-09-01T15:59:00-04:00","session_close_at":"2026-09-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"936a60252e754769232b2e07c65981c57eaed61a989e27a104235a27c781bc92"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"b8df77ac90d961d9e488a0787e914b983f509830a8e2a809ea677cbcd1cfe146"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"0cceb679618fc8746ba9164df534d1c63e3b4e9a95d23d24d319e066db6e119a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"9e53fef6d0d69f0a575f64b70dc14be6ca619d00ded4cf79256dc4e76aa225ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"6a90613fec5f0851b815be3e4fa800b63ac0b8a15a19ee44bdaccc77842a7fb8"}]},{"symbol":"GII","date":"2026-09-02","iv_pct":13.554557180496138,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":17.11571548468317,"put_iv_pct":16.39766252739226},{"expiry":"2026-10-16","call_iv_pct":10.019928338762215,"put_iv_pct":14.300891966759002},{"expiry":"2027-01-15","call_iv_pct":12.13520718232044,"put_iv_pct":13.301298904538339},{"expiry":"2027-04-16","call_iv_pct":11.382178571428572,"put_iv_pct":13.783574468085105}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"db5c053f30dc4aec7a1f077064aff4ba29d35a9314a8c3e1b45600995061cf08","captured_at":"2026-10-24T09:36:41.965263+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":"GII","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"8fdfdf798239818510877ff5833d83cc3ed9c520952128f16de16efa0d52c99f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"b8df77ac90d961d9e488a0787e914b983f509830a8e2a809ea677cbcd1cfe146"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"0cceb679618fc8746ba9164df534d1c63e3b4e9a95d23d24d319e066db6e119a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"9e53fef6d0d69f0a575f64b70dc14be6ca619d00ded4cf79256dc4e76aa225ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"6a90613fec5f0851b815be3e4fa800b63ac0b8a15a19ee44bdaccc77842a7fb8"}]},{"symbol":"GII","date":"2026-09-03","iv_pct":13.858323192791534,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.126729156388752,"put_iv_pct":16.969013398294763},{"expiry":"2026-10-16","call_iv_pct":13.443549488054607,"put_iv_pct":10.955079916608756},{"expiry":"2027-01-15","call_iv_pct":11.720068027210884,"put_iv_pct":14.66251588310038},{"expiry":"2027-04-16","call_iv_pct":13.1463249516441,"put_iv_pct":13.843304721030044}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"712795e0b7a660ccd9aa860f655948f5857aabbb4bf83003071fec0949d6052e","captured_at":"2026-10-24T09:36:39.580936+00:00","observed_at":"2026-09-03T15:59:00-04:00","session_close_at":"2026-09-03T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"80e5010b868ed19a326ea0204f79938ad1221de7f47826bc31a0b8555a631de6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"b8df77ac90d961d9e488a0787e914b983f509830a8e2a809ea677cbcd1cfe146"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"0cceb679618fc8746ba9164df534d1c63e3b4e9a95d23d24d319e066db6e119a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"9e53fef6d0d69f0a575f64b70dc14be6ca619d00ded4cf79256dc4e76aa225ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"6a90613fec5f0851b815be3e4fa800b63ac0b8a15a19ee44bdaccc77842a7fb8"}]},{"symbol":"GII","date":"2026-09-04","iv_pct":13.356408849994374,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.469139167862267,"put_iv_pct":18.470816326530613},{"expiry":"2026-10-16","call_iv_pct":10.561390820584144,"put_iv_pct":11.558426061493412},{"expiry":"2027-01-15","call_iv_pct":11.775895765472313,"put_iv_pct":14.65804718217562},{"expiry":"2027-04-16","call_iv_pct":11.259620253164558,"put_iv_pct":13.097935222672067}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"49dd1d3b71d750badb69fca96dab2ca1fd053e326830300983c0cff90c3f3899","captured_at":"2026-10-24T09:36:38.035642+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":"GII","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"3f28a30b111b16d5c64deb71cdef48b40352aecbee012e577da1fa27c9195000"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"b8df77ac90d961d9e488a0787e914b983f509830a8e2a809ea677cbcd1cfe146"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"0cceb679618fc8746ba9164df534d1c63e3b4e9a95d23d24d319e066db6e119a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"9e53fef6d0d69f0a575f64b70dc14be6ca619d00ded4cf79256dc4e76aa225ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"6a90613fec5f0851b815be3e4fa800b63ac0b8a15a19ee44bdaccc77842a7fb8"}]},{"symbol":"GII","date":"2026-09-08","iv_pct":14.540801322290243,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.097461607949416,"put_iv_pct":24.365943617854345},{"expiry":"2026-10-16","call_iv_pct":11.117719298245614,"put_iv_pct":13.28156626506024},{"expiry":"2027-01-15","call_iv_pct":11.947045454545455,"put_iv_pct":13.90262784090909},{"expiry":"2027-04-16","call_iv_pct":11.36482254697286,"put_iv_pct":14.249223946784923}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f2fb940320806dc1599934b3bd3c2989ba8debb78674b406908a6e80471f7e33","captured_at":"2026-10-24T09:36:30.338113+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":"GII","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"e25c7d9d27140005b17d135bb5dcb14d359cbeda56fdcc4c5fc459b70fc68ef1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7a921f06fad9e7977e6ffc4d24e9a39a8cf823d88b7cd5ffb40ed57cf452c152"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"8795c6ddf70f354598fcc80e85ea4fe6e6a8a3f26a3cdf2e6ed4b0f09490d5ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"ba27aafacedc0e59be08953d83d66225efa0c06c6fb6f01fc6016e5d67da78f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"5db932258ba90070ce80cccc26c1c4db0ff2e1a96cf35447f31a4d76ce6a059b"}]},{"symbol":"GII","date":"2026-09-09","iv_pct":16.082197496252416,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.486367583212736,"put_iv_pct":25.760355329949235},{"expiry":"2026-10-16","call_iv_pct":16.2996,"put_iv_pct":11.668686514886165},{"expiry":"2027-01-15","call_iv_pct":14.560829562594268,"put_iv_pct":13.174541353383459},{"expiry":"2027-04-16","call_iv_pct":11.50874551971326,"put_iv_pct":11.198454106280192}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a7a3c69897efd8e317cf6df562a6eaa42af5f2ca71c2f9d0331abd0ff521e742","captured_at":"2026-10-24T09:36:28.757988+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":"GII","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"e50886ea8e82fd9d7919b19255abdf77991ead19b15f489a26297606189b6521"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7a921f06fad9e7977e6ffc4d24e9a39a8cf823d88b7cd5ffb40ed57cf452c152"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"8795c6ddf70f354598fcc80e85ea4fe6e6a8a3f26a3cdf2e6ed4b0f09490d5ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"ba27aafacedc0e59be08953d83d66225efa0c06c6fb6f01fc6016e5d67da78f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"5db932258ba90070ce80cccc26c1c4db0ff2e1a96cf35447f31a4d76ce6a059b"}]},{"symbol":"GII","date":"2026-09-10","iv_pct":16.977512636247983,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.81792587776333,"put_iv_pct":32.18918437285812},{"expiry":"2026-10-16","call_iv_pct":14.215383275261322,"put_iv_pct":11.745760273972602},{"expiry":"2027-01-15","call_iv_pct":14.780330578512393,"put_iv_pct":13.814231332357247},{"expiry":"2027-04-16","call_iv_pct":11.991143344709897,"put_iv_pct":13.266142034548945}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e9a1439a3bfe28ac43959879b3036a76f9ffece1bff68d5e91ab203db46ff9a2","captured_at":"2026-10-24T09:36:27.219659+00:00","observed_at":"2026-09-10T15:59:00-04:00","session_close_at":"2026-09-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"82af13c6f7f094e87c13bae4ad6094b1ed0b63ebc7d1e8931d38519d42064fc4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7a921f06fad9e7977e6ffc4d24e9a39a8cf823d88b7cd5ffb40ed57cf452c152"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"8795c6ddf70f354598fcc80e85ea4fe6e6a8a3f26a3cdf2e6ed4b0f09490d5ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"ba27aafacedc0e59be08953d83d66225efa0c06c6fb6f01fc6016e5d67da78f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"5db932258ba90070ce80cccc26c1c4db0ff2e1a96cf35447f31a4d76ce6a059b"}]},{"symbol":"GII","date":"2026-09-11","iv_pct":20.22249342602774,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":36.09228070175439,"put_iv_pct":33.44262367491166},{"expiry":"2026-10-16","call_iv_pct":19.919926918392207,"put_iv_pct":18.3421546961326},{"expiry":"2027-01-15","call_iv_pct":15.259089026915113,"put_iv_pct":13.73949593495935},{"expiry":"2027-04-16","call_iv_pct":12.040245614035088,"put_iv_pct":12.944130841121495}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c352dd77246925b86de8af14362328f96d00065f4d2f010bd4beb99367df8755","captured_at":"2026-10-24T09:36:25.813239+00:00","observed_at":"2026-09-11T15:59:00-04:00","session_close_at":"2026-09-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"253462cab9ff80c4ac586e895625ab7d09a0a15d497207ce7b474538089fac3f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7a921f06fad9e7977e6ffc4d24e9a39a8cf823d88b7cd5ffb40ed57cf452c152"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"8795c6ddf70f354598fcc80e85ea4fe6e6a8a3f26a3cdf2e6ed4b0f09490d5ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"ba27aafacedc0e59be08953d83d66225efa0c06c6fb6f01fc6016e5d67da78f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"5db932258ba90070ce80cccc26c1c4db0ff2e1a96cf35447f31a4d76ce6a059b"}]},{"symbol":"GII","date":"2026-09-14","iv_pct":23.523392057878027,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":50.07557235421166,"put_iv_pct":45.35199607329843},{"expiry":"2026-10-16","call_iv_pct":20.476494845360826,"put_iv_pct":18.802},{"expiry":"2027-01-15","call_iv_pct":15.231653696498057,"put_iv_pct":13.987341269841272},{"expiry":"2027-04-16","call_iv_pct":12.020636942675159,"put_iv_pct":12.24144128113879}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e64297314054d770f8ddc7bf075559f02d93bb41d9bae62671ddb7fe2e289031","captured_at":"2026-10-24T09:36:23.824954+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":"GII","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"3c1b2a104e8fe156ac18162e8b7b17562b231b42563fcdf655509b3c4c3a038f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7a921f06fad9e7977e6ffc4d24e9a39a8cf823d88b7cd5ffb40ed57cf452c152"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"8795c6ddf70f354598fcc80e85ea4fe6e6a8a3f26a3cdf2e6ed4b0f09490d5ba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","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":"ba27aafacedc0e59be08953d83d66225efa0c06c6fb6f01fc6016e5d67da78f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"5db932258ba90070ce80cccc26c1c4db0ff2e1a96cf35447f31a4d76ce6a059b"}]},{"symbol":"GII","date":"2026-09-15","iv_pct":23.344812159293458,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":41.97029810298103,"put_iv_pct":52.10188899707887},{"expiry":"2026-10-16","call_iv_pct":18.10265010351967,"put_iv_pct":17.550546829552065},{"expiry":"2027-01-15","call_iv_pct":15.34076923076923,"put_iv_pct":15.594215851602023},{"expiry":"2027-04-16","call_iv_pct":12.368628158844764,"put_iv_pct":13.7295}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e6d64cbb7b4777e5a720eb852036ac51a5f2b91c3c7b7e4785cd5b3b037b6312","captured_at":"2026-10-24T09:36:16.445380+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":"GII","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"1436a6ab8b08c9496044be36a7d6a015f91838e8f6d00c6413ac1e63e7532638"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"806b36737b850bab27d9004aa56db3942806a87aa1d0e3aeb50b9b3b72b2ffb3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7719c936388a90ce50164420fb19fb6e54af76939f94b7f115d41073aca4bf66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29c065b39e348be0c457aeb0470e3096d8686a05e3df5a98547d95dcf6865341"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6942c1ba97c6cb782699b13fbbde6c5c7b8b2b5ba4d722281739405a80a37ecf"}]},{"symbol":"GII","date":"2026-09-16","iv_pct":21.72174781431798,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":57.55414746543779,"put_iv_pct":32.52324862346463},{"expiry":"2026-10-16","call_iv_pct":19.150788643533122,"put_iv_pct":12.318955331412104},{"expiry":"2027-01-15","call_iv_pct":13.889999999999999,"put_iv_pct":14.461789772727274},{"expiry":"2027-04-16","call_iv_pct":12.067944664031618,"put_iv_pct":11.807108013937283}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"411fb4a6d4188feded8ddb6ff86b56e69deb9f1aedbce56e253faa1ca37ae0fb","captured_at":"2026-10-24T09:36:14.483238+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":"GII","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"64ca081021093b5acd1e042af01b9ba1ffe27d2711771b5134d2949b4ee66f4e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"806b36737b850bab27d9004aa56db3942806a87aa1d0e3aeb50b9b3b72b2ffb3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7719c936388a90ce50164420fb19fb6e54af76939f94b7f115d41073aca4bf66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29c065b39e348be0c457aeb0470e3096d8686a05e3df5a98547d95dcf6865341"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6942c1ba97c6cb782699b13fbbde6c5c7b8b2b5ba4d722281739405a80a37ecf"}]},{"symbol":"GII","date":"2026-09-17","iv_pct":22.3555216385691,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":30.550761322589608,"put_iv_pct":51.47802989855846},{"expiry":"2026-10-16","call_iv_pct":15.297859952793075,"put_iv_pct":15.064418604651165},{"expiry":"2026-11-20","call_iv_pct":18.323741677762982,"put_iv_pct":18.071335268505077},{"expiry":"2027-01-15","call_iv_pct":15.405326086956523,"put_iv_pct":14.652700296735905}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"32a138c9e9a316b511be7079b105dda316b77e8e9f51859ca911caf1114140fa","captured_at":"2026-10-24T09:36:12.643089+00:00","observed_at":"2026-09-17T15:59:00-04:00","session_close_at":"2026-09-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"a2468626cf153b3bff9549a1afbb9122170d73fae9959b355ad91bc88d7fc22f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"806b36737b850bab27d9004aa56db3942806a87aa1d0e3aeb50b9b3b72b2ffb3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7719c936388a90ce50164420fb19fb6e54af76939f94b7f115d41073aca4bf66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"96f9a8829b03bd457b630445f3505b00245fa8819847f96b4fa0394b8a76f685"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29c065b39e348be0c457aeb0470e3096d8686a05e3df5a98547d95dcf6865341"}]},{"symbol":"GII","date":"2026-09-18","iv_pct":12.75871680417861,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":12.966352497643733,"put_iv_pct":12.570432720806165},{"expiry":"2026-11-20","call_iv_pct":11.352818336162988,"put_iv_pct":12.451021625652498},{"expiry":"2027-01-15","call_iv_pct":13.034445927903871,"put_iv_pct":13.980930232558137},{"expiry":"2027-04-16","call_iv_pct":12.074145077720207,"put_iv_pct":13.639588014981275}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"13aaff11a993715f46b4dc06e6d10a42b4eaf7f870d8f8f5f069b21b610de006","captured_at":"2026-10-24T09:36:10.135499+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":"GII","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"f35602bd38122c7ce92ede471c415a45aa8de9151548885bc476d9ec2448e2cd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7719c936388a90ce50164420fb19fb6e54af76939f94b7f115d41073aca4bf66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"96f9a8829b03bd457b630445f3505b00245fa8819847f96b4fa0394b8a76f685"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29c065b39e348be0c457aeb0470e3096d8686a05e3df5a98547d95dcf6865341"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6942c1ba97c6cb782699b13fbbde6c5c7b8b2b5ba4d722281739405a80a37ecf"}]},{"symbol":"GII","date":"2026-09-21","iv_pct":13.625767575640115,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":13.8790643776824,"put_iv_pct":14.011859855926653},{"expiry":"2026-11-20","call_iv_pct":11.327231404958678,"put_iv_pct":12.798044739022368},{"expiry":"2027-01-15","call_iv_pct":15.694202898550728,"put_iv_pct":15.689882198952878},{"expiry":"2027-04-16","call_iv_pct":12.383424190800682,"put_iv_pct":13.22243093922652}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17e9eb45cb2c37d285d271652672ce23babc86ac2a457d49d68f965d98d3d872","captured_at":"2026-10-24T09:36:08.299103+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":"GII","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"0e0a84e0972f84628518538ba3c2207534fbad50def04a099ee1fe58a21214e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7719c936388a90ce50164420fb19fb6e54af76939f94b7f115d41073aca4bf66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"96f9a8829b03bd457b630445f3505b00245fa8819847f96b4fa0394b8a76f685"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29c065b39e348be0c457aeb0470e3096d8686a05e3df5a98547d95dcf6865341"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6942c1ba97c6cb782699b13fbbde6c5c7b8b2b5ba4d722281739405a80a37ecf"}]},{"symbol":"GII","date":"2026-09-22","iv_pct":17.398400855360634,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":22.817289293849658,"put_iv_pct":21.12595907928389},{"expiry":"2026-11-20","call_iv_pct":20.122762186115214,"put_iv_pct":18.038591549295774},{"expiry":"2027-01-15","call_iv_pct":16.241035940803382,"put_iv_pct":14.615505882352942},{"expiry":"2027-04-16","call_iv_pct":12.16578947368421,"put_iv_pct":14.060273437500001}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c8c59536f4979a0614e3a8d4a87061c33feee7ed8b42d37c28111bfcc36a2175","captured_at":"2026-10-24T09:35:57.997093+00:00","observed_at":"2026-09-22T15:59:00-04:00","session_close_at":"2026-09-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"f4b6f57618af1cf0046aafafed1b077d6223ef60fa2e3966dad466b182b7bada"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"58f37a5a52ebe82d6623e20b4f1240b1c5cf90cca92983de34523d6e6b7253d7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"5933d63b532e909495c6dca3e683ee166493eaef097a2738349643abbd5a2fa5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d061bb89c9cfb327c380d6b2bded4a7b45c0308e7bbb53cbd9ad543171a17c3a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c028411ec35725c02e16db2fa5f0adb9ec037a52090eb2f7ad88f952f0900d6"}]},{"symbol":"GII","date":"2026-09-23","iv_pct":17.221940058995035,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.775416666666665,"put_iv_pct":20.818221859706362},{"expiry":"2026-11-20","call_iv_pct":19.840287356321838,"put_iv_pct":17.694525547445256},{"expiry":"2027-01-15","call_iv_pct":16.555212765957446,"put_iv_pct":15.035299760191847},{"expiry":"2027-04-16","call_iv_pct":12.75511073253833,"put_iv_pct":11.30144578313253}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1b388aa0bcbdb129eb8272bfe424fae3b3b4e66e4835544f9d183b739ca6c998","captured_at":"2026-10-24T09:35:56.348907+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"b65d70ae9e15234a5ebafd32f15aecf37afd15fcc00bc122978a237e9631a7e7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"58f37a5a52ebe82d6623e20b4f1240b1c5cf90cca92983de34523d6e6b7253d7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"5933d63b532e909495c6dca3e683ee166493eaef097a2738349643abbd5a2fa5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d061bb89c9cfb327c380d6b2bded4a7b45c0308e7bbb53cbd9ad543171a17c3a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c028411ec35725c02e16db2fa5f0adb9ec037a52090eb2f7ad88f952f0900d6"}]},{"symbol":"GII","date":"2026-09-24","iv_pct":14.333215645317352,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":15.321879502292074,"put_iv_pct":15.307044381491972},{"expiry":"2026-11-20","call_iv_pct":12.78410097431355,"put_iv_pct":9.443928571428572},{"expiry":"2027-01-15","call_iv_pct":18.29357012750455,"put_iv_pct":18.41667282809612},{"expiry":"2027-04-16","call_iv_pct":12.285355871886122,"put_iv_pct":12.813172905525846}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"21027739a484eb6bdccb36d5e023747cc04ed57d8400f415d7e55696c7e91257","captured_at":"2026-10-24T09:35:54.214815+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":"GII","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"a07cf1be54cbe5d2e8b1b1c1a5188d83036e4cd0e147f87be49fc521d74d2bc3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"58f37a5a52ebe82d6623e20b4f1240b1c5cf90cca92983de34523d6e6b7253d7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"5933d63b532e909495c6dca3e683ee166493eaef097a2738349643abbd5a2fa5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d061bb89c9cfb327c380d6b2bded4a7b45c0308e7bbb53cbd9ad543171a17c3a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c028411ec35725c02e16db2fa5f0adb9ec037a52090eb2f7ad88f952f0900d6"}]},{"symbol":"GII","date":"2026-09-25","iv_pct":13.375130916984912,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":14.02715897939156,"put_iv_pct":15.140597402597402},{"expiry":"2026-11-20","call_iv_pct":11.920250000000001,"put_iv_pct":10.340970311368574},{"expiry":"2027-01-15","call_iv_pct":16.140211946050094,"put_iv_pct":14.550236966824642},{"expiry":"2027-04-16","call_iv_pct":12.140808580858085,"put_iv_pct":12.740813148788927}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4e4189795ccff62bf7daba7f63e7840265b2642c52a5c485df7547b323ce0352","captured_at":"2026-10-24T09:35:51.829117+00:00","observed_at":"2026-09-25T15:59:00-04:00","session_close_at":"2026-09-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"f5f30bd133c62287bfb845744dd1fb40a79dba161ffa102863f389277d656dbb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"58f37a5a52ebe82d6623e20b4f1240b1c5cf90cca92983de34523d6e6b7253d7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"5933d63b532e909495c6dca3e683ee166493eaef097a2738349643abbd5a2fa5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d061bb89c9cfb327c380d6b2bded4a7b45c0308e7bbb53cbd9ad543171a17c3a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c028411ec35725c02e16db2fa5f0adb9ec037a52090eb2f7ad88f952f0900d6"}]},{"symbol":"GII","date":"2026-09-28","iv_pct":15.654011991322623,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.867001941747574,"put_iv_pct":16.184464534075104},{"expiry":"2026-11-20","call_iv_pct":17.241059245960503,"put_iv_pct":16.760208333333335},{"expiry":"2027-01-15","call_iv_pct":16.180485436893203,"put_iv_pct":15.340421348314607},{"expiry":"2027-04-16","call_iv_pct":12.516979362101313,"put_iv_pct":14.141475728155338}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a9a83e94b38e79689db4c3796884d570e999c91c1d7eeb6c9e309afb3e8494b9","captured_at":"2026-10-24T09:35:32.904873+00:00","observed_at":"2026-09-28T15:59:00-04:00","session_close_at":"2026-09-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"11300b305d4ad47238f9a17b1cebd0f49ff51aa8bf5018f5b4834d23ecddb261"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"58f37a5a52ebe82d6623e20b4f1240b1c5cf90cca92983de34523d6e6b7253d7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"5933d63b532e909495c6dca3e683ee166493eaef097a2738349643abbd5a2fa5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d061bb89c9cfb327c380d6b2bded4a7b45c0308e7bbb53cbd9ad543171a17c3a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c028411ec35725c02e16db2fa5f0adb9ec037a52090eb2f7ad88f952f0900d6"}]},{"symbol":"GII","date":"2026-09-29","iv_pct":14.340988163155872,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.069981785063753,"put_iv_pct":16.956462018730488},{"expiry":"2026-11-20","call_iv_pct":10.772445887445887,"put_iv_pct":12.593501683501685},{"expiry":"2027-01-15","call_iv_pct":16.255929054054054,"put_iv_pct":15.723181818181816},{"expiry":"2027-04-16","call_iv_pct":12.545531914893617,"put_iv_pct":13.810871143375683}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"86c946e7371d2c094ff0aa0c4712109cf1268c20ffcc2bf38a2fdd6f4ebdd586","captured_at":"2026-10-24T09:35:24.872542+00:00","observed_at":"2026-09-29T15:59:00-04:00","session_close_at":"2026-09-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"a85607771034180044c46c1a5f40314769c1801fe387f86cec49a6b8f99bb434"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"420cc43e17ee8feec4593ec03a190925dc4f7a21088fb934326757bb4e754c39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a9f34c1a0021010573d133a3f4f6c072afc350a50e186b6b6c405ea7317654c7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79b26d20c98d5d5debf9f514124bc0a5609252da2cf55973cfdf9acaf1049010"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1bdd359eb4ba5e7fe34cd6f844cb7ce05a640dd59e338394eca2b200c93b6096"}]},{"symbol":"GII","date":"2026-09-30","iv_pct":16.409373592457097,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.237811387900358,"put_iv_pct":23.024713316892726},{"expiry":"2026-11-20","call_iv_pct":15.103024948024949,"put_iv_pct":11.153122238586157},{"expiry":"2027-01-15","call_iv_pct":16.98948717948718,"put_iv_pct":15.37972860125261},{"expiry":"2027-04-16","call_iv_pct":13.966987060998152,"put_iv_pct":12.420114006514659}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ad963f28f996726f35e79ae4925f56e3ab4e849497fb7ffacf16c8a0029e0d19","captured_at":"2026-10-24T09:35:23.140600+00:00","observed_at":"2026-09-30T15:59:00-04:00","session_close_at":"2026-09-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"47554d5933721edc54a8c4fd1b90f257679b152a238fbcd8ba6f3eb0f1e20fcf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"420cc43e17ee8feec4593ec03a190925dc4f7a21088fb934326757bb4e754c39"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a9f34c1a0021010573d133a3f4f6c072afc350a50e186b6b6c405ea7317654c7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79b26d20c98d5d5debf9f514124bc0a5609252da2cf55973cfdf9acaf1049010"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1bdd359eb4ba5e7fe34cd6f844cb7ce05a640dd59e338394eca2b200c93b6096"}]},{"symbol":"GII","date":"2026-10-01","iv_pct":15.830985710963258,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":19.575670903954805,"put_iv_pct":17.760174110522335},{"expiry":"2026-11-20","call_iv_pct":14.25366515837104,"put_iv_pct":17.277962466487935},{"expiry":"2027-01-15","call_iv_pct":16.21325077399381,"put_iv_pct":15.60183908045977},{"expiry":"2027-04-16","call_iv_pct":12.875323193916351,"put_iv_pct":13.090000000000002}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"edd9ffa54498c472800fc5ef09277fa654fa334b40ddd444bcc139b6d2671913","captured_at":"2026-10-24T09:35:18.946634+00:00","observed_at":"2026-10-01T15:59:00-04:00","session_close_at":"2026-10-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"65905b8ab02994340228922ff9e877a79853850988eba97c2516ebdccaa5df1d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"fc02ea3196db16f9c0145ebc1bf32e863fc16df1c0bd3e148ad3fcbed75589c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"ff2d7575dc0347e6c8fffcb94d0807d84635182a74de76578ee34827da03c681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04f2d62bd8c6d0a8492d4f8ab50e85fd2092ce1367b5340558ab512b91f8863f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d5e169014d0a624794db3d368330971bf5486446f5b86e60bf7ad28d87e5ed2f"}]},{"symbol":"GII","date":"2026-10-02","iv_pct":14.911550950845857,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":14.151105481345002,"put_iv_pct":20.96727930535456},{"expiry":"2026-11-20","call_iv_pct":11.553197893152745,"put_iv_pct":12.503645240032546},{"expiry":"2027-01-15","call_iv_pct":16.432260869565216,"put_iv_pct":16.813327814569536},{"expiry":"2027-04-16","call_iv_pct":12.626747252747256,"put_iv_pct":14.24484375}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2994c6e6704514543610da6359e371cef59f1005a9c30f1c8d3e10565a200372","captured_at":"2026-10-24T09:35:17.294415+00:00","observed_at":"2026-10-02T15:59:00-04:00","session_close_at":"2026-10-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"6369e73aaea618f186f4adebe3c77d15f37270b50289797d782296923c313823"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"fc02ea3196db16f9c0145ebc1bf32e863fc16df1c0bd3e148ad3fcbed75589c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"ff2d7575dc0347e6c8fffcb94d0807d84635182a74de76578ee34827da03c681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04f2d62bd8c6d0a8492d4f8ab50e85fd2092ce1367b5340558ab512b91f8863f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d5e169014d0a624794db3d368330971bf5486446f5b86e60bf7ad28d87e5ed2f"}]},{"symbol":"GII","date":"2026-10-05","iv_pct":15.866705123169968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.515752390538495,"put_iv_pct":20.751822461331543},{"expiry":"2026-11-20","call_iv_pct":10.492159090909091,"put_iv_pct":14.655751565762005},{"expiry":"2027-01-15","call_iv_pct":12.160803673938002,"put_iv_pct":15.79660220994475},{"expiry":"2027-04-16","call_iv_pct":11.918765624999999,"put_iv_pct":14.64198396793587}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8082b1760cd4cf8eefb010bee1c775be8fda5fa5e73c17151f71fbe60aab6f54","captured_at":"2026-10-24T09:35:15.503821+00:00","observed_at":"2026-10-05T15:59:00-04:00","session_close_at":"2026-10-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"85d130893766cc235617ce2482a6ab13a7cc4294d81de9ada8dd1bb92085e21e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"fc02ea3196db16f9c0145ebc1bf32e863fc16df1c0bd3e148ad3fcbed75589c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"ff2d7575dc0347e6c8fffcb94d0807d84635182a74de76578ee34827da03c681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04f2d62bd8c6d0a8492d4f8ab50e85fd2092ce1367b5340558ab512b91f8863f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d5e169014d0a624794db3d368330971bf5486446f5b86e60bf7ad28d87e5ed2f"}]},{"symbol":"GII","date":"2026-10-06","iv_pct":15.516057358673471,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":12.631860646165824,"put_iv_pct":26.46945945945946},{"expiry":"2026-11-20","call_iv_pct":10.58994743758213,"put_iv_pct":14.26513826940232},{"expiry":"2027-01-15","call_iv_pct":15.701032863849765,"put_iv_pct":16.917611464968154},{"expiry":"2027-04-16","call_iv_pct":12.571769383697815,"put_iv_pct":14.981639344262296}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c578f83abc532128af32e1f00aa0564efb0e7e05fe2e24989387d15b9bdfa92c","captured_at":"2026-10-24T09:35:13.621915+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":"GII","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"45960fbb30733290df8accc1414f72cf34b750564336d910a5e18953f6d1835a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"fc02ea3196db16f9c0145ebc1bf32e863fc16df1c0bd3e148ad3fcbed75589c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"ff2d7575dc0347e6c8fffcb94d0807d84635182a74de76578ee34827da03c681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04f2d62bd8c6d0a8492d4f8ab50e85fd2092ce1367b5340558ab512b91f8863f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d5e169014d0a624794db3d368330971bf5486446f5b86e60bf7ad28d87e5ed2f"}]},{"symbol":"GII","date":"2026-10-07","iv_pct":15.960003156507828,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.716280323450135,"put_iv_pct":18.319427516158818},{"expiry":"2026-11-20","call_iv_pct":15.363974241030359,"put_iv_pct":10.106968987712113},{"expiry":"2027-01-15","call_iv_pct":16.293229813664595,"put_iv_pct":15.871009817671808},{"expiry":"2027-04-16","call_iv_pct":12.823594646271511,"put_iv_pct":13.185539906103285}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f220ac1c497ed978c145bc2f3d135bac2eb9ca336b670065135877285afb825a","captured_at":"2026-10-24T09:35:11.931472+00:00","observed_at":"2026-10-07T15:59:00-04:00","session_close_at":"2026-10-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"9f9f04170958d82332b37857b85ae99f6e100f28a72c22bf43357c14dd36b12b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"fc02ea3196db16f9c0145ebc1bf32e863fc16df1c0bd3e148ad3fcbed75589c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"ff2d7575dc0347e6c8fffcb94d0807d84635182a74de76578ee34827da03c681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04f2d62bd8c6d0a8492d4f8ab50e85fd2092ce1367b5340558ab512b91f8863f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d5e169014d0a624794db3d368330971bf5486446f5b86e60bf7ad28d87e5ed2f"}]},{"symbol":"GII","date":"2026-10-08","iv_pct":16.99773723805602,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.917292746113993,"put_iv_pct":21.749838945827232},{"expiry":"2026-11-20","call_iv_pct":14.722444641275464,"put_iv_pct":10.824117647058824},{"expiry":"2027-01-15","call_iv_pct":15.763100436681224,"put_iv_pct":16.003532934131737},{"expiry":"2027-04-16","call_iv_pct":13.223097826086958,"put_iv_pct":13.778472727272728}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fe29cb35364984b3d0d993ae18f98268489f28f26f09b3cefb1d09d0dc629e94","captured_at":"2026-10-24T09:35:02.702058+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"087ecf3b36f30f2c671db7b0c0cb6dc9a26ef162633a886dcb31216c9c695fe6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4b84ee6694dd2c56de34cb1fc02c3b6396a9afb8631ae556f3ab8db648b659d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b99d06855ec71291cc24bffb8d35903aee0ab84619c44be0785392795383778"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5adf964ef7f2deae6b1b113775e6b6abf559950c94f6d3cf52d7020f65cfd2fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3c6b39e12898350652a42a0ab146d9550c7d7fa61032368a17fc097009db51a"}]},{"symbol":"GII","date":"2026-10-09","iv_pct":17.926576566155035,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.346711111111112,"put_iv_pct":22.778819068255686},{"expiry":"2026-11-20","call_iv_pct":17.510582726326742,"put_iv_pct":17.465875273522975},{"expiry":"2027-01-15","call_iv_pct":13.38311475409836,"put_iv_pct":16.20032345013477},{"expiry":"2027-04-16","call_iv_pct":12.666717062634989,"put_iv_pct":14.060469083155649}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5fed0e528e8e12f0e90e2a1fd079b638386052f44c9106acb8a7ca8dee9bb58c","captured_at":"2026-10-24T09:35:00.928930+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"0c0d2ce734127d077dd8fef14c0b314c18f75cd74a3cd18c7e45e1f81c99a1be"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4b84ee6694dd2c56de34cb1fc02c3b6396a9afb8631ae556f3ab8db648b659d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b99d06855ec71291cc24bffb8d35903aee0ab84619c44be0785392795383778"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5adf964ef7f2deae6b1b113775e6b6abf559950c94f6d3cf52d7020f65cfd2fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3c6b39e12898350652a42a0ab146d9550c7d7fa61032368a17fc097009db51a"}]},{"symbol":"GII","date":"2026-10-12","iv_pct":17.163089634448376,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.724827586206896,"put_iv_pct":31.37932947419199},{"expiry":"2026-11-20","call_iv_pct":11.007703081232496,"put_iv_pct":16.25770339855819},{"expiry":"2027-01-15","call_iv_pct":15.868814814814817,"put_iv_pct":18.908485915492957},{"expiry":"2027-04-16","call_iv_pct":12.788045112781955,"put_iv_pct":14.369807692307694}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6432023f0116bb0b8caad991a144657b6a610ce85744ad4e519f7710d6cb8afb","captured_at":"2026-10-24T09:34:59.247748+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"2068a30e6e07b18b5df5406cdc4a062ea710a1ac7af0ebb742d7218a0e869f2b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4b84ee6694dd2c56de34cb1fc02c3b6396a9afb8631ae556f3ab8db648b659d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b99d06855ec71291cc24bffb8d35903aee0ab84619c44be0785392795383778"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5adf964ef7f2deae6b1b113775e6b6abf559950c94f6d3cf52d7020f65cfd2fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3c6b39e12898350652a42a0ab146d9550c7d7fa61032368a17fc097009db51a"}]},{"symbol":"GII","date":"2026-10-13","iv_pct":20.898641309588882,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":42.59,"put_iv_pct":39.763741258741256},{"expiry":"2026-11-20","call_iv_pct":13.138877708978328,"put_iv_pct":13.390441988950277},{"expiry":"2027-01-15","call_iv_pct":15.085760869565219,"put_iv_pct":16.405387931034483},{"expiry":"2027-04-16","call_iv_pct":12.650846645367414,"put_iv_pct":14.164074074074076}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"479a63d0ef99ce88957f1968144990e66fbc857964a6c25c7cf079d41361527a","captured_at":"2026-10-24T09:34:57.487649+00:00","observed_at":"2026-10-13T15:59:00-04:00","session_close_at":"2026-10-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"97993f1c92ab663d0deebf2fe5adabf2e2d74a12327d9cab5bc9f292d31a3faf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4b84ee6694dd2c56de34cb1fc02c3b6396a9afb8631ae556f3ab8db648b659d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b99d06855ec71291cc24bffb8d35903aee0ab84619c44be0785392795383778"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5adf964ef7f2deae6b1b113775e6b6abf559950c94f6d3cf52d7020f65cfd2fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3c6b39e12898350652a42a0ab146d9550c7d7fa61032368a17fc097009db51a"}]},{"symbol":"GII","date":"2026-10-14","iv_pct":24.228415212126745,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":54.65781137508999,"put_iv_pct":48.13570687418937},{"expiry":"2026-11-20","call_iv_pct":17.623289630512513,"put_iv_pct":15.966296296296301},{"expiry":"2027-01-15","call_iv_pct":15.864835820895523,"put_iv_pct":16.25556756756757},{"expiry":"2027-04-16","call_iv_pct":12.983515625,"put_iv_pct":12.340298507462686}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"22af65175b58bea8e1e0d957f005f06487cf632e62c23c03b942cfc6df7c5661","captured_at":"2026-10-24T09:34:55.970280+00:00","observed_at":"2026-10-14T15:59:00-04:00","session_close_at":"2026-10-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"7d3556cd7c2a7ee7711709dd71799eceeec61454830a25ab38da34128f391673"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4b84ee6694dd2c56de34cb1fc02c3b6396a9afb8631ae556f3ab8db648b659d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b99d06855ec71291cc24bffb8d35903aee0ab84619c44be0785392795383778"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5adf964ef7f2deae6b1b113775e6b6abf559950c94f6d3cf52d7020f65cfd2fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3c6b39e12898350652a42a0ab146d9550c7d7fa61032368a17fc097009db51a"}]},{"symbol":"GII","date":"2026-10-15","iv_pct":32.88687224392369,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":76.4895166163142,"put_iv_pct":78.84471428571429},{"expiry":"2026-11-20","call_iv_pct":17.066791443850267,"put_iv_pct":17.26236641221374},{"expiry":"2026-12-18","call_iv_pct":21.68144329896907,"put_iv_pct":19.602585969738655},{"expiry":"2027-01-15","call_iv_pct":15.676708860759492,"put_iv_pct":16.470851063829787}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ae0569809d897f439d90391d1176843712e04e4d80fc9f4841377a32a66141b","captured_at":"2026-10-24T09:34:45.409624+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GII","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"baf3ebbd9a1877218139480835242ae2a46bb587ac54a0d440bd386fd4fdb206"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2026-10-16","start_date":"2026-10-15","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c8e41ac2db5f3dff1da8c0864de4b06f3aad5008a2ff5ecaf138b2ec815fb3c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"f90dc65fb7f426f86c6d3cb34f84f399b28ffbce04aecae616df2e76c5070cc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"ae82c838d5207071e69dae8de09d2037096065a432ea3109d20e70ee441127f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71913e430e501baecc23cc15e81b9e59c29f76a88e2df8d04646ed63b2ad4c1e"}]},{"symbol":"GII","date":"2026-10-16","iv_pct":15.534222501945731,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.044371217215872,"put_iv_pct":15.66139718804921},{"expiry":"2026-12-18","call_iv_pct":16.103822714681442,"put_iv_pct":18.893903614457834},{"expiry":"2027-01-15","call_iv_pct":15.611636904761905,"put_iv_pct":18.80660441426146},{"expiry":"2027-04-16","call_iv_pct":12.707955911823648,"put_iv_pct":14.444088050314466}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ed6981fa73d82bbc808b633f877aea0b01a64f8ab3164070fd51d271e19cbac5","captured_at":"2026-10-24T09:34:43.683789+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":"GII","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"9aa737d1449059c8304035eef68e50e25f8fe0d9d0a7e1e2028ce645b5ea6bb3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"f90dc65fb7f426f86c6d3cb34f84f399b28ffbce04aecae616df2e76c5070cc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"ae82c838d5207071e69dae8de09d2037096065a432ea3109d20e70ee441127f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71913e430e501baecc23cc15e81b9e59c29f76a88e2df8d04646ed63b2ad4c1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8a5d5d65b7e7765488fc4a7ea8c1240a58cb8fa6c6fe485727274301f178aecd"}]},{"symbol":"GII","date":"2026-10-19","iv_pct":15.220140833817037,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.195182413470533,"put_iv_pct":11.526349206349206},{"expiry":"2026-12-18","call_iv_pct":17.86917808219178,"put_iv_pct":18.052277710109625},{"expiry":"2027-01-15","call_iv_pct":13.700991080277502,"put_iv_pct":17.095569230769232},{"expiry":"2027-04-16","call_iv_pct":13.052105263157898,"put_iv_pct":12.269473684210528}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1a20499668b966a89a60a1f41e7f3009e6278893a5137d657fb8647bd187f063","captured_at":"2026-10-24T09:34:42.004249+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":"GII","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"db06bfbd916c488160fb01a4d70edb093293985ba5d7bc8d1cb3df9cd9d3115d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"f90dc65fb7f426f86c6d3cb34f84f399b28ffbce04aecae616df2e76c5070cc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"ae82c838d5207071e69dae8de09d2037096065a432ea3109d20e70ee441127f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71913e430e501baecc23cc15e81b9e59c29f76a88e2df8d04646ed63b2ad4c1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8a5d5d65b7e7765488fc4a7ea8c1240a58cb8fa6c6fe485727274301f178aecd"}]},{"symbol":"GII","date":"2026-10-20","iv_pct":16.208960641317777,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.983560732113146,"put_iv_pct":17.959659248956882},{"expiry":"2026-12-18","call_iv_pct":16.21403329065301,"put_iv_pct":19.430592885375493},{"expiry":"2027-01-15","call_iv_pct":14.980487144790258,"put_iv_pct":20.154517304189433},{"expiry":"2027-04-16","call_iv_pct":12.931775700934582,"put_iv_pct":16.01705882352941}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1c54e727fb83a329c300332f374b9f54eabd2e0cb521301269eda4d65d7dc6c8","captured_at":"2026-10-22T14:25:26.084787+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":"GII","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"ac33b17e4c65bfa041b075f5b3880f6f3aa14dae160aa9fd5234e596bfbd4b22"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"c55838012c31be786a1c05e3ddcce0e9cf61dab029679baf54f45e8d329baceb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7877adcdb209e4da462b072be969a9026c2bbf116258376fd47e5833eab76e17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"134c66b491defb23c6dde4bc1838f1939a5542c7c755047f307e71f219e4eb78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6595565e5c40e7f76c541376f6eba8cf3680112fa0117ee08a3dd59c4bba68aa"}]},{"symbol":"GII","date":"2026-10-21","iv_pct":16.002795593008106,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.432070207020704,"put_iv_pct":14.68411535463757},{"expiry":"2026-12-18","call_iv_pct":16.721677852348993,"put_iv_pct":19.026502177068217},{"expiry":"2027-01-15","call_iv_pct":14.28246231155779,"put_iv_pct":18.59846153846154},{"expiry":"2027-04-16","call_iv_pct":12.82984544049459,"put_iv_pct":14.447229862475442}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e6a94938eebf4098eb380cc6be2321404d88f35e63fe5371470df55a34600047","captured_at":"2026-10-22T14:25:24.289911+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":"GII","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"91cd488daeb03611d3617051170bd6a8641880f20870c83ad441f9ec10ad2cf9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"c55838012c31be786a1c05e3ddcce0e9cf61dab029679baf54f45e8d329baceb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"7877adcdb209e4da462b072be969a9026c2bbf116258376fd47e5833eab76e17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"134c66b491defb23c6dde4bc1838f1939a5542c7c755047f307e71f219e4eb78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6595565e5c40e7f76c541376f6eba8cf3680112fa0117ee08a3dd59c4bba68aa"}]},{"symbol":"GII","date":"2026-10-22","iv_pct":15.998754475405867,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.887033285094066,"put_iv_pct":16.068317991631798},{"expiry":"2026-12-18","call_iv_pct":16.495686813186815,"put_iv_pct":19.605652173913043},{"expiry":"2027-01-15","call_iv_pct":15.294074074074073,"put_iv_pct":18.723},{"expiry":"2027-04-16","call_iv_pct":12.73853249475891,"put_iv_pct":15.177738970588234}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5d4acced1ce80c9c12892f7e996f7cf100970fff40df537346d1058fba680e74","captured_at":"2026-10-23T02:05:41.746136+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":"GII","date":"2026-10-22","format":"json"},"source_hash":"b89155d6038a663bb4f02f87b5b6e655da669ecaa4b306f9a4a11a9983781cbf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"d2554d6793b66ab285827bc2509ebd10be4637fffb31d7d07be6e46d08f46162"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"b0ceb459ca4c1ea3dd572de6e3caadf067b0ff601c4c443f8c815aebbbed1fb1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6f9b7984ef2fe48842d55343f967b6ad8c9dc7686c9aabe703a63486b3d590fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"083317ba01935740ae2429cfbda84ca2119bc325ea91dd71f4209abba2b2135f"}]},{"symbol":"GII","date":"2026-10-23","iv_pct":17.524938686866314,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.331635467980295,"put_iv_pct":16.272259136212625},{"expiry":"2026-12-18","call_iv_pct":17.648615574783683,"put_iv_pct":19.317345767575322},{"expiry":"2027-01-15","call_iv_pct":16.155415335463257,"put_iv_pct":20.171293532338307},{"expiry":"2027-04-16","call_iv_pct":12.903153013910357,"put_iv_pct":18.39979166666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"94f480ecca0e79b25837b7b668305aa6bd927fad31d49cfa7bae20c6288f0dc7","captured_at":"2026-10-24T01:32:29.733079+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":"GII","date":"2026-10-23","format":"json"},"source_hash":"748fdeb834559d2ff5aa044f909c390e3abfcb7bedcb6528bf0f6d7585597bc0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"49f29efd72d816c523879acea72870a9d9047cc37f4d29a994107df0342b821b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"625abbfd74c9f9cdf910cf8fd02b3dad3dfc30c6e66ab720cd967f13e3e8b54d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"257dcc7a35441ee4d49ee35aa14dc3c56c0d8069dc0182325c66bc76a29e7d9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"f24f69748087c42a0b039e123de365fbb662c193915645fae635f46740c1997b"}]},{"symbol":"GII","date":"2026-10-26","iv_pct":15.731177827260133,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.430833912439192,"put_iv_pct":13.107963099630993},{"expiry":"2026-12-18","call_iv_pct":17.883436724565758,"put_iv_pct":20.622105263157895},{"expiry":"2027-01-15","call_iv_pct":13.63041518386714,"put_iv_pct":19.633645833333333},{"expiry":"2027-04-16","call_iv_pct":12.876734279918868,"put_iv_pct":13.664288321167884}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6800ac91a2faf3189f3712faec869c07278c5ec34a98fddf76c0ab8081c2443c","captured_at":"2026-10-28T17:28:31.073965+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":"GII","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"7874e1a41943980aa1b107eb3e86827fe3bf104821cffcd48a104d624123b2ff"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"6baf92509d4303e9668ce519dd484b06826bc88a170e530274894cc50a2717ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"3261e3638f0381e8527a2eb3e2411275a43a5e202e903cbef7800ec263affb99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df39fe4c0133dc83708559552e417526f997cc4ced4657ac915a0f09a311ccac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"371f50f5cd52a1916fd9e315340729e9f23049e3c2a368f13cfc550a7c305fec"}]},{"symbol":"GII","date":"2026-10-27","iv_pct":17.36184953246308,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.850424107142857,"put_iv_pct":20.267583187390542},{"expiry":"2026-12-18","call_iv_pct":17.820785619174433,"put_iv_pct":20.650611183355004},{"expiry":"2027-01-15","call_iv_pct":16.336657060518732,"put_iv_pct":17.205021707670046},{"expiry":"2027-04-16","call_iv_pct":12.896802973977694,"put_iv_pct":13.866910420475321}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e366bdb420ef3191dd4c64c0d3f615afdd9f0686eeae3a7a41555033478f941e","captured_at":"2026-10-28T17:28:29.897583+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":"GII","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"a851d01dc6978283de4cb304014af30ca77e4e776d6d793b763b74e3fd40e861"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"6baf92509d4303e9668ce519dd484b06826bc88a170e530274894cc50a2717ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"3261e3638f0381e8527a2eb3e2411275a43a5e202e903cbef7800ec263affb99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df39fe4c0133dc83708559552e417526f997cc4ced4657ac915a0f09a311ccac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"371f50f5cd52a1916fd9e315340729e9f23049e3c2a368f13cfc550a7c305fec"}]},{"symbol":"GII","date":"2026-10-28","iv_pct":16.43752576665375,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.17496076721883,"put_iv_pct":13.212686781609195},{"expiry":"2026-12-18","call_iv_pct":18.092962962962964,"put_iv_pct":20.293533568904593},{"expiry":"2027-01-15","call_iv_pct":16.56487804878049,"put_iv_pct":21.4613988657845},{"expiry":"2027-04-16","call_iv_pct":13.144493041749502,"put_iv_pct":12.555292096219931}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7189305f3517d16dab238452b84cbfa3a2f84b13b3fc6652cde2e713e2dba90b","captured_at":"2026-10-29T17:23:23.691337+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":"GII","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"32dcfbc0bbbea47d0a4e3688a9886b74e408ee1ba124d192db421ded8ffeaf74"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"3cd748759e93a155133e76c5c7cc310d8c5879685288f406f1e28c72ebe6dd56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"01ed3e0576242cd8a7dd41d2663cffc5664f5eaeacb6c838ac45b1e4b3b0b78b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9f8625b74285ca9426e844c5a8982e57b4035e8acff8d7aba515e7d4b511fb84"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bea500952d8f68bd56029401adc60456865debb920540b04637ba4d6369ab33"}]},{"symbol":"GII","date":"2026-10-29","iv_pct":17.458771957235793,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":14.246022808267996,"put_iv_pct":19.3277493380406},{"expiry":"2026-12-18","call_iv_pct":17.509068493150686,"put_iv_pct":20.711970260223048},{"expiry":"2027-01-15","call_iv_pct":16.131700879765397,"put_iv_pct":21.10655172413793},{"expiry":"2027-04-16","call_iv_pct":12.808535156249997,"put_iv_pct":17.828576998050682}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"722b799b8d43a25a3a7814f2e948dc5190526f714f6f54a725b2c85f7cd0f1dd","captured_at":"2026-10-30T17:35:09.370059+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":"GII","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"7815984e4fcb6e7cac967680436fea0cd9a4be89c55eb3f32bc416df4fd84080"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"bdfe313d073c72140088c9e644d1c17381ba046823ae0938c10f629bfbb4209c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"74f78d7208bc06c4d6d0c3bb1096d16084aa1c58a1d633a3fe045660fa3acf3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f873e1df3e621702e296e2c2b3aca7668a81f0e3897f476c7c78b165bcbc4466"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"816bc4a1dee9034de328b84e1a059f175cc4875fbd7c3e22f4795cbb13225cec"}]},{"symbol":"GII","date":"2026-10-30","iv_pct":17.30643369422173,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.449700897308077,"put_iv_pct":21.19571138211382},{"expiry":"2026-12-18","call_iv_pct":18.040126742712296,"put_iv_pct":21.906796407185627},{"expiry":"2027-01-15","call_iv_pct":14.000583850931678,"put_iv_pct":17.164615384615384},{"expiry":"2027-04-16","call_iv_pct":13.737094972067043,"put_iv_pct":15.956839916839915}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GII","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"29330bcf06c721e232dea025dbdb91a1ce1a58772caf16570d9ca9c58963c243","captured_at":"2026-11-01T00:12:22.604230+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":"GII","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"44bf74499e4e3ed3a81fee0151733a07180da735ded74f38dddd7ba5fef645f4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"2995729f4f184e4dd6f179f17ec50dd51125a379b7b19c553fe83f645c9c2626"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","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":"45d890ca3798fb71843957b075038b1f14fec8e37164dbc7d1d47386a01c395d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b473d9b3e5a6aa3d18eec469e0ce70cdf7593c535cabc38c30c25f684db751f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GII","expiration":"2027-04-16","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":"319d3f16101995d648c8b432876b46bc11b846ba817f853674913d96399efa72"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/GII","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":"2026-08-06","observed_at":"2026-08-06T15:59:00-04:00","iv_pct":13.178079377546318,"put_call_skew_pp":-0.007130174073506357,"implied_move_pct":5.197312055503948,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2e49f065e4c69144d64ab17c2dd738eeec94f67794746baf1743983df748fb16","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":13.15976131822018,"put_call_skew_pp":-0.13849641333284657,"implied_move_pct":5.21767885166221,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"59deef3961a0d2e4991ef5e30ef2068c9af17837542532e9bc0df1d43771890b","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":13.371565439986082,"put_call_skew_pp":0.6119554172829411,"implied_move_pct":4.9109468259635385,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"24afe56eb92607a87c1387af798cb1b48e590ef7b8e4ada4bb31671ed9c047d8","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":13.585216087769638,"put_call_skew_pp":0.6450383584336978,"implied_move_pct":4.961561065320455,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b55384cf5d4b7ee41e17c7b09367e9dc6a5b4f9f7a9202decdb2b689c7a2c36","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":15.067289218819667,"put_call_skew_pp":0.8017338315992242,"implied_move_pct":5.226715219792283,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6d70d4e0f129d8fb54a1b78defdb8c9146b2b70e6e6e174b8ac55bd655c48442","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":14.755648967731492,"put_call_skew_pp":0.5717885500825837,"implied_move_pct":5.124273905385335,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d38a80215c19ba8389f2e6f5b679f6569f27f982662224e2ac6607780a187b31","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":15.228804220882164,"put_call_skew_pp":0.6869304819348003,"implied_move_pct":5.043783827917039,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9174af1d5859cc0268bd325308e14bd99e55152150a68f731f739158e086beb8","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":17.75804341304101,"put_call_skew_pp":-1.0440517501518665,"implied_move_pct":5.034285114314551,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d71a7e2459d41b8f84227193f295730dc1767c1dc813f23a541feaf498919bf6","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":20.661967914662945,"put_call_skew_pp":4.316955862717945,"implied_move_pct":5.286786592764933,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cc75acbf0f17f5d921be78cacfff58f3014f658cb797459e526b2f462d73445d","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":23.291316204032366,"put_call_skew_pp":3.9352951117116852,"implied_move_pct":5.244167007273045,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"94392e27a57bd29b699e87d78add2838a0a82092cc49ae31a4f4e43683bb41ed","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":28.805394954619118,"put_call_skew_pp":4.369921024419611,"implied_move_pct":5.240412110663293,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4fdcae9616b606e3e67ba173aacc5b993c5d689019c3b524ab4c8c6c05c0f975","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":15.319181102102227,"put_call_skew_pp":-3.122575069145645,"implied_move_pct":7.448210159064087,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d73270942c4bfd85629847652a98eaba594ca8b33329977479b63d6022a59066","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":13.914061679977547,"put_call_skew_pp":1.2285674884978,"implied_move_pct":7.007134607775511,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e65f8a5429ad7806d8705e81e0588ccfbbbc5b37359c360c5756b17692fadb87","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":12.596148282052841,"put_call_skew_pp":1.5692809062954947,"implied_move_pct":6.479723967419741,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6eaf53b5610947b2a838cb383c299427988cabf07b8874408d6880830dd80238","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":12.973688214219305,"put_call_skew_pp":1.38101142981722,"implied_move_pct":6.5235408152041074,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"093ccbc3586cc77b4023f838a1100e0134b71bb3f58b65774265e335826fef92","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":13.040831627308698,"put_call_skew_pp":-0.5841634935352151,"implied_move_pct":6.461816238586499,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8c3e204d0c37e226da4edae3def61f0b8af6bf457c1dd3db238b4afe7d85a3a1","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":13.681960704429532,"put_call_skew_pp":-2.7495565289859245,"implied_move_pct":6.547327951820424,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"39e12cd339c7d30e2adc092e2da7761a3d2dc15779a7319cfcf00c1b7d55bdbf","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":13.380671563883643,"put_call_skew_pp":1.5212002660181732,"implied_move_pct":6.5681802461569845,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"201c89c43d2f69d2af3211985cb0af0a20c998113db75797514c30d44e831a58","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":14.418601581930826,"put_call_skew_pp":0.22420822473436752,"implied_move_pct":6.8135653078356295,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"006138794b8f4d01384dda3f65166686ca941fd98d36a30f4370f0a36006240f","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":13.554557180496138,"put_call_skew_pp":1.7825995723950765,"implied_move_pct":6.339432718799544,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"db5c053f30dc4aec7a1f077064aff4ba29d35a9314a8c3e1b45600995061cf08","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":13.858323192791534,"put_call_skew_pp":0.4983105739339,"implied_move_pct":6.530203867278025,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"712795e0b7a660ccd9aa860f655948f5857aabbb4bf83003071fec0949d6052e","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":13.356408849994374,"put_call_skew_pp":2.1797946964471078,"implied_move_pct":6.146465239913636,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"49dd1d3b71d750badb69fca96dab2ca1fd053e326830300983c0cff90c3f3899","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":14.540801322290244,"put_call_skew_pp":3.8180781907238135,"implied_move_pct":6.225810616125785,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f2fb940320806dc1599934b3bd3c2989ba8debb78674b406908a6e80471f7e33","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":16.082197496252416,"put_call_skew_pp":-1.263376340255304,"implied_move_pct":6.348858206277692,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a7a3c69897efd8e317cf6df562a6eaa42af5f2ca71c2f9d0331abd0ff521e742","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":16.977512636247983,"put_call_skew_pp":1.5526337343724936,"implied_move_pct":6.601665250259455,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e9a1439a3bfe28ac43959879b3036a76f9ffece1bff68d5e91ab203db46ff9a2","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":20.22249342602774,"put_call_skew_pp":-1.2107842784929237,"implied_move_pct":7.220023874602385,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c352dd77246925b86de8af14362328f96d00065f4d2f010bd4beb99367df8755","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":23.523392057878024,"put_call_skew_pp":-1.855394803616802,"implied_move_pct":7.1424596772221465,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e64297314054d770f8ddc7bf075559f02d93bb41d9bae62671ddb7fe2e289031","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":23.344812159293458,"put_call_skew_pp":2.798451520529566,"implied_move_pct":7.090124293996355,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e6d64cbb7b4777e5a720eb852036ac51a5f2b91c3c7b7e4785cd5b3b037b6312","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":21.72174781431798,"put_call_skew_pp":-7.88794475786531,"implied_move_pct":6.27403996239544,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"411fb4a6d4188feded8ddb6ff86b56e69deb9f1aedbce56e253faa1ca37ae0fb","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":22.3555216385691,"put_call_skew_pp":4.922198757087106,"implied_move_pct":5.663892089826074,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"32a138c9e9a316b511be7079b105dda316b77e8e9f51859ca911caf1114140fa","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-01-15"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":12.758716804178608,"put_call_skew_pp":0.803552688641819,"implied_move_pct":6.484280883148986,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"13aaff11a993715f46b4dc06e6d10a42b4eaf7f870d8f8f5f069b21b610de006","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":13.625767575640115,"put_call_skew_pp":0.6095737152839824,"implied_move_pct":6.754757912436498,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17e9eb45cb2c37d285d271652672ce23babc86ac2a457d49d68f965d98d3d872","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":17.39840085536063,"put_call_skew_pp":-0.8766367365049641,"implied_move_pct":7.951452068301707,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c8c59536f4979a0614e3a8d4a87061c33feee7ed8b42d37c28111bfcc36a2175","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":17.221940058995035,"put_call_skew_pp":-2.0191336427520707,"implied_move_pct":7.727357374159274,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1b388aa0bcbdb129eb8272bfe424fae3b3b4e66e4835544f9d183b739ca6c998","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":14.333215645317352,"put_call_skew_pp":-0.6760219473634463,"implied_move_pct":6.934263633693249,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"21027739a484eb6bdccb36d5e023747cc04ed57d8400f415d7e55696c7e91257","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":13.375130916984912,"put_call_skew_pp":-0.3639529191800488,"implied_move_pct":6.406850137799891,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4e4189795ccff62bf7daba7f63e7840265b2642c52a5c485df7547b323ce0352","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":15.654011991322623,"put_call_skew_pp":-0.09473901070605262,"implied_move_pct":7.154416361363861,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a9a83e94b38e79689db4c3796884d570e999c91c1d7eeb6c9e309afb3e8494b9","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":14.340988163155874,"put_call_skew_pp":0.8600320055830899,"implied_move_pct":6.598150750270035,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"86c946e7371d2c094ff0aa0c4712109cf1268c20ffcc2bf38a2fdd6f4ebdd586","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":16.409373592457097,"put_call_skew_pp":-1.829908103291122,"implied_move_pct":7.055207938220663,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ad963f28f996726f35e79ae4925f56e3ab4e849497fb7ffacf16c8a0029e0d19","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":15.830985710963258,"put_call_skew_pp":0.20301640680850896,"implied_move_pct":6.930118224157514,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"edd9ffa54498c472800fc5ef09277fa654fa334b40ddd444bcc139b6d2671913","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":14.911550950845857,"put_call_skew_pp":2.4414461532866043,"implied_move_pct":6.649571331984022,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2994c6e6704514543610da6359e371cef59f1005a9c30f1c8d3e10565a200372","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":15.866705123169972,"put_call_skew_pp":1.1896698561471446,"implied_move_pct":6.401114271391247,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8082b1760cd4cf8eefb010bee1c775be8fda5fa5e73c17151f71fbe60aab6f54","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":15.516057358673471,"put_call_skew_pp":5.284809551699174,"implied_move_pct":6.540472926512939,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c578f83abc532128af32e1f00aa0564efb0e7e05fe2e24989387d15b9bdfa92c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":15.960003156507828,"put_call_skew_pp":-3.178533199192644,"implied_move_pct":6.423863060182723,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f220ac1c497ed978c145bc2f3d135bac2eb9ca336b670065135877285afb825a","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":16.99773723805602,"put_call_skew_pp":-2.8174933489667797,"implied_move_pct":6.553128521236481,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fe29cb35364984b3d0d993ae18f98268489f28f26f09b3cefb1d09d0dc629e94","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":17.926576566155035,"put_call_skew_pp":-0.6004096947755304,"implied_move_pct":6.703312833238028,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5fed0e528e8e12f0e90e2a1fd079b638386052f44c9106acb8a7ca8dee9bb58c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":17.163089634448376,"put_call_skew_pp":6.131483971378667,"implied_move_pct":6.382484981100614,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6432023f0116bb0b8caad991a144657b6a610ce85744ad4e519f7710d6cb8afb","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":20.898641309588882,"put_call_skew_pp":0.06454000722228193,"implied_move_pct":6.385018077979862,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"479a63d0ef99ce88957f1968144990e66fbc857964a6c25c7cf079d41361527a","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":24.228415212126748,"put_call_skew_pp":-2.107895801495526,"implied_move_pct":6.559895633169523,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"22af65175b58bea8e1e0d957f005f06487cf632e62c23c03b942cfc6df7c5661","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":32.88687224392369,"put_call_skew_pp":0.31651437790085923,"implied_move_pct":6.540101493882375,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ae0569809d897f439d90391d1176843712e04e4d80fc9f4841377a32a66141b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":15.534222501945731,"put_call_skew_pp":2.834551629650026,"implied_move_pct":7.4322050199777845,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ed6981fa73d82bbc808b633f877aea0b01a64f8ab3164070fd51d271e19cbac5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":15.220140833817037,"put_call_skew_pp":-0.9684467519147808,"implied_move_pct":7.024912477754014,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1a20499668b966a89a60a1f41e7f3009e6278893a5137d657fb8647bd187f063","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":16.208960641317777,"put_call_skew_pp":4.362992848390057,"implied_move_pct":7.550758669241971,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1c54e727fb83a329c300332f374b9f54eabd2e0cb521301269eda4d65d7dc6c8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":16.002795593008106,"put_call_skew_pp":1.3725632803051724,"implied_move_pct":7.299137830186787,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e6a94938eebf4098eb380cc6be2321404d88f35e63fe5371470df55a34600047","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":15.998754475405867,"put_call_skew_pp":2.7898456172548025,"implied_move_pct":7.311343207256515,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5d4acced1ce80c9c12892f7e996f7cf100970fff40df537346d1058fba680e74","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":17.524938686866314,"put_call_skew_pp":2.030467677663833,"implied_move_pct":7.9275822487533105,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"94f480ecca0e79b25837b7b668305aa6bd927fad31d49cfa7bae20c6288f0dc7","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":15.731177827260133,"put_call_skew_pp":2.0516456041247864,"implied_move_pct":6.968818063027231,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6800ac91a2faf3189f3712faec869c07278c5ec34a98fddf76c0ab8081c2443c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":17.36184953246308,"put_call_skew_pp":1.2713641845192991,"implied_move_pct":7.351231393144703,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e366bdb420ef3191dd4c64c0d3f615afdd9f0686eeae3a7a41555033478f941e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":16.43752576665375,"put_call_skew_pp":0.8864041229516078,"implied_move_pct":7.117055979096194,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7189305f3517d16dab238452b84cbfa3a2f84b13b3fc6652cde2e713e2dba90b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":17.45877195723579,"put_call_skew_pp":4.569880245754545,"implied_move_pct":7.553694171983487,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"722b799b8d43a25a3a7814f2e948dc5190526f714f6f54a725b2c85f7cd0f1dd","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":17.30643369422173,"put_call_skew_pp":3.499114156933913,"implied_move_pct":7.263241035391767,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"29330bcf06c721e232dea025dbdb91a1ce1a58772caf16570d9ca9c58963c243","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}