{"schemaVersion":1,"symbol":"GLL","days":90,"observations":[{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-21T19:48:10.123000+00:00","captured_at":"2026-10-22T05:08:47.629Z","last_trade_at":"2026-10-22T00:00:00.14647478Z","price":25.31,"iv_pct":47.87733473191537,"implied_move_pct":11.138041766092915,"put_call_skew_pp":-1.0443579813209758,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"8148ad4342960c9e6594f995eda54ea2478b0d98edf01d6b6318afc20d373ba3"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-22T18:22:29.667000+00:00","captured_at":"2026-10-22T18:37:01.563Z","last_trade_at":"2026-10-22T18:36:39.699525027Z","price":26.54,"iv_pct":48.05919300489783,"implied_move_pct":11.238157920704998,"put_call_skew_pp":4.953797000805215,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"839311e94d4aaf087e2fcf1a5749699cb630741f336e60d8e576ff68f5e7a27f"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-22T19:54:55.213000+00:00","captured_at":"2026-10-23T01:57:31.675Z","last_trade_at":"2026-10-23T00:00:00.147300666Z","price":26.66,"iv_pct":52.37213398208739,"implied_move_pct":12.15517841735198,"put_call_skew_pp":4.222739869376857,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"53dd55731989a04ea5281347d6a4f3a431f3f66a3a999467059a04c33b5a0328"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-23T17:18:25.345000+00:00","captured_at":"2026-10-23T17:24:32.864Z","last_trade_at":"2026-10-23T17:24:01.520666193Z","price":27.15,"iv_pct":49.98807257213586,"implied_move_pct":11.598246398391398,"put_call_skew_pp":5.290721107371111,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"bb2d374a4d508142a269c14d078d0b5c416f1ad89d7b683a97fd1b6e095d863f"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.262000+00:00","captured_at":"2026-10-24T04:46:52.426Z","last_trade_at":"2026-10-24T00:00:00.148759464Z","price":27.05,"iv_pct":50.75803209820996,"implied_move_pct":11.462233985901499,"put_call_skew_pp":2.6692149117380826,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"61e950fbf451984b98bef19c3d186e1a30776dbb3cdb24d05dff34312d4d6a05"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:28.910000+00:00","captured_at":"2026-10-26T23:59:37.568Z","last_trade_at":"2026-10-26T23:58:09.619291719Z","price":26.96,"iv_pct":42.08550045451791,"implied_move_pct":8.984660267869748,"put_call_skew_pp":-0.23001232847878472,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"ee4ebcf381b62fe79103d7ba794c13d42e3737f6d7bd6117fa59be2fc8e0872f"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:05.916000+00:00","captured_at":"2026-10-27T23:02:44.523Z","last_trade_at":"2026-10-27T22:54:45.13422932Z","price":26.2,"iv_pct":40.969713445858346,"implied_move_pct":8.508392348940607,"put_call_skew_pp":-3.4362575737736156,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"e24677b3e8ed9f9b0f8fc5e3b04a714aa58a36d3ee352a7b3174cf18d038a012"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-28T19:58:24.461000+00:00","captured_at":"2026-10-28T20:14:25.968Z","last_trade_at":"2026-10-28T20:11:19.305067525Z","price":26.1415,"iv_pct":43.51701090493529,"implied_move_pct":8.810299498958784,"put_call_skew_pp":3.569296912864223,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"19f502912762666d9a5b188841f7a3266912af64d7260ff3a12c9745f2d6355e"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-29T19:56:38.204000+00:00","captured_at":"2026-10-29T22:58:13.260Z","last_trade_at":"2026-10-29T22:54:36.016627818Z","price":26.75,"iv_pct":44.039319858712716,"implied_move_pct":8.64441722051869,"put_call_skew_pp":-2.202302806865053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"63bc83c98d80dc5af386fcfd67ba987b97081341f435376d6fa19f95f1c3c5ea"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:21.767000+00:00","captured_at":"2026-10-30T22:29:55.973Z","last_trade_at":"2026-10-30T22:28:20.749841305Z","price":28.7342,"iv_pct":51.62532565679935,"implied_move_pct":10.07771413860032,"put_call_skew_pp":-2.0313570185272245,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"aed2b0736303bd11c71c0bef7bd0411f3967336ac1406313c36873d5f52ab972"},{"symbol":"GLL","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:32.566000+00:00","captured_at":"2026-11-04T00:42:26.276Z","last_trade_at":"2026-11-04T00:39:28.171573856Z","price":28.1069,"iv_pct":50.15426839557841,"implied_move_pct":8.958823102033197,"put_call_skew_pp":-6.694129667981358,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GLL","source_hash":"ac7d83315308ae8a708f4a6128a0d8b080613fd964e7726657b04a2222416f62"}],"dailyIv":[{"symbol":"GLL","date":"2026-08-06","iv_pct":46.67441008896201,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.413067729083664,"put_iv_pct":48.69075268817204},{"expiry":"2026-09-18","call_iv_pct":44.392661290322586,"put_iv_pct":47.80937131630648},{"expiry":"2026-10-16","call_iv_pct":46.394433121019105,"put_iv_pct":49.70903448275862},{"expiry":"2027-01-15","call_iv_pct":47.00435294117647,"put_iv_pct":46.98160714285714}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d7323aefe69f088899ba9cd3f934e57481b554fd3f660085462a929d6c19bddd","captured_at":"2026-10-24T08:10:38.893051+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":"GLL","expiration":"*","start_date":"2026-08-06","end_date":"2026-08-06","strike_range":20,"format":"json"},"source_hash":"0045b956da953ca379b4ff75bca2034142af74f80c14259e3644f63690bc91b6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c6b41e090b6c125ce7d12b7351c419f4cf8921e734e19b2b4adb25867f4c11ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c8049dfa2cafcd7915918ea2318166798591f8eb3ad27ce07155c807771fe101"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b160dde539654b75bc53b22a3076ffbfdf472895fef96c07ddf606405bfbae86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"36785057e453927ac25a8d9a3f8cc0d555f0312c464e18b87237bddc3437630f"}]},{"symbol":"GLL","date":"2026-08-07","iv_pct":46.659779455976384,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.195437933207316,"put_iv_pct":48.291614349775784},{"expiry":"2026-09-18","call_iv_pct":45.19242553191489,"put_iv_pct":49.348322851153036},{"expiry":"2026-10-16","call_iv_pct":38.5449074074074,"put_iv_pct":52.9504433497537},{"expiry":"2027-01-15","call_iv_pct":44.78847058823529,"put_iv_pct":51.96661363636365}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1719b4315cf1a296b4b068862aa22e49744cee71813886f784bcc8fc081e0f97","captured_at":"2026-10-24T08:10:37.288193+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":"GLL","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"75afd046e970e10313cb3738f70912fa138a4aebde4f122e79212e909f19eead"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c6b41e090b6c125ce7d12b7351c419f4cf8921e734e19b2b4adb25867f4c11ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c8049dfa2cafcd7915918ea2318166798591f8eb3ad27ce07155c807771fe101"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b160dde539654b75bc53b22a3076ffbfdf472895fef96c07ddf606405bfbae86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"36785057e453927ac25a8d9a3f8cc0d555f0312c464e18b87237bddc3437630f"}]},{"symbol":"GLL","date":"2026-08-10","iv_pct":50.577736889071254,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":54.59322180248246,"put_iv_pct":52.87401673640167},{"expiry":"2026-09-18","call_iv_pct":51.47386213408877,"put_iv_pct":49.97940325497287},{"expiry":"2026-10-16","call_iv_pct":47.88665317139001,"put_iv_pct":48.786961451247166},{"expiry":"2027-01-15","call_iv_pct":49.02534412955466,"put_iv_pct":50.00243243243243}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"16204a5dbb92b979d9ceaecba85c9c28324d02b498906422bfb24e32de10d42f","captured_at":"2026-10-24T08:10:32.293567+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":"GLL","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"2d6a43b06d077c09261aef32bc4a76bb086cb87ce739f03aaca3b778fb501991"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4b37439421adf386db3faa53b0c8995e1712c31489b7fab04aeea20679f83de6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"00a36e70fc490bcfc3235e99ff247220a25864b66d877c4610f8a8e87d945ded"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"989d8350ce0ba772d71e62991a4f1eea7c260b143712f26dbdefc43596c69fc0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c973bb2068c9fe01b5f866ea35a7c8287ee05a10baf587847fd45b1be2b53fb9"}]},{"symbol":"GLL","date":"2026-08-11","iv_pct":49.473579931923766,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":47.16139664804469,"put_iv_pct":54.5890368852459},{"expiry":"2026-09-18","call_iv_pct":47.603033006244424,"put_iv_pct":49.521954242135365},{"expiry":"2026-10-16","call_iv_pct":43.855522388059704,"put_iv_pct":51.13868486352358},{"expiry":"2027-01-15","call_iv_pct":50.54927927927928,"put_iv_pct":51.36973214285715}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f2cb827d777ec5ff089a7ff92f6b6f573324052550e7447a4ec644b42de744e5","captured_at":"2026-10-24T08:10:30.529115+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":"GLL","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"85f1aecc0c621cdfcaacec6010f652409e7d4f6cc29eab504fda16b2bbfa0602"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4b37439421adf386db3faa53b0c8995e1712c31489b7fab04aeea20679f83de6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"00a36e70fc490bcfc3235e99ff247220a25864b66d877c4610f8a8e87d945ded"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"989d8350ce0ba772d71e62991a4f1eea7c260b143712f26dbdefc43596c69fc0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c973bb2068c9fe01b5f866ea35a7c8287ee05a10baf587847fd45b1be2b53fb9"}]},{"symbol":"GLL","date":"2026-08-12","iv_pct":47.39002620633876,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":46.29276949296975,"put_iv_pct":49.820224269122946},{"expiry":"2026-09-18","call_iv_pct":47.14479115479116,"put_iv_pct":46.33722840034217},{"expiry":"2026-10-16","call_iv_pct":45.88265524625268,"put_iv_pct":49.02},{"expiry":"2027-01-15","call_iv_pct":44.715398230088496,"put_iv_pct":49.90714285714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2c00948b43b7906a5744b16fbd3b61fae032e286752ac8cee92812bd70ceb655","captured_at":"2026-10-24T08:10:28.923973+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":"GLL","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"3de14d1724e05e717fc572c15cabe9ce5782f6ce9d771e9056e2a4b28bd65c36"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4b37439421adf386db3faa53b0c8995e1712c31489b7fab04aeea20679f83de6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"00a36e70fc490bcfc3235e99ff247220a25864b66d877c4610f8a8e87d945ded"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"989d8350ce0ba772d71e62991a4f1eea7c260b143712f26dbdefc43596c69fc0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c973bb2068c9fe01b5f866ea35a7c8287ee05a10baf587847fd45b1be2b53fb9"}]},{"symbol":"GLL","date":"2026-08-13","iv_pct":44.878011670097905,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":45.26540249242169,"put_iv_pct":42.001463046757166},{"expiry":"2026-09-18","call_iv_pct":41.200707236842106,"put_iv_pct":46.6755614973262},{"expiry":"2026-10-16","call_iv_pct":38.97761589403974,"put_iv_pct":48.91186928104575},{"expiry":"2027-01-15","call_iv_pct":43.391952,"put_iv_pct":52.599521912350596}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e158b4c98b5a53b2658096ecff327c2646e13cfb56ddc9d6b2a07c46a6153058","captured_at":"2026-10-24T08:10:27.113168+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":"GLL","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"92666fda11496ce3ea2cbf615ea49c25a4c3cc1f1078fcf35e205ee1a50ca479"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4b37439421adf386db3faa53b0c8995e1712c31489b7fab04aeea20679f83de6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"00a36e70fc490bcfc3235e99ff247220a25864b66d877c4610f8a8e87d945ded"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"989d8350ce0ba772d71e62991a4f1eea7c260b143712f26dbdefc43596c69fc0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c973bb2068c9fe01b5f866ea35a7c8287ee05a10baf587847fd45b1be2b53fb9"}]},{"symbol":"GLL","date":"2026-08-14","iv_pct":43.975317221177335,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.94978511128166,"put_iv_pct":49.65448154657294},{"expiry":"2026-09-18","call_iv_pct":44.474879227053144,"put_iv_pct":46.66419983753046},{"expiry":"2026-10-16","call_iv_pct":42.04263370332997,"put_iv_pct":47.26070038910506},{"expiry":"2027-01-15","call_iv_pct":39.64204545454545,"put_iv_pct":48.1138125}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c609925568c3445798fb8e0878bb0faee032bfe21515478cde1674e7a2ffde7b","captured_at":"2026-10-24T08:10:25.541691+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":"GLL","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"5ce01ffa6161709b1ae3ec45692d404eb2c77bbc90c01fd2920b057586154c95"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4b37439421adf386db3faa53b0c8995e1712c31489b7fab04aeea20679f83de6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"00a36e70fc490bcfc3235e99ff247220a25864b66d877c4610f8a8e87d945ded"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"989d8350ce0ba772d71e62991a4f1eea7c260b143712f26dbdefc43596c69fc0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c973bb2068c9fe01b5f866ea35a7c8287ee05a10baf587847fd45b1be2b53fb9"}]},{"symbol":"GLL","date":"2026-08-17","iv_pct":46.27816678579269,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":37.134604559527155,"put_iv_pct":47.71478195488722},{"expiry":"2026-09-18","call_iv_pct":51.92110326566637,"put_iv_pct":42.176487730061346},{"expiry":"2026-10-16","call_iv_pct":49.58241770715096,"put_iv_pct":47.56006802721089},{"expiry":"2027-01-15","call_iv_pct":48.01301886792453,"put_iv_pct":46.122852173913046}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"481f469c92c50999dc41cdab6ed5df68f3f2375873b90a6371912ed4151f6359","captured_at":"2026-10-24T08:10:19.150707+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":"GLL","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"8bed2c78921674f2c21b77bd7434aa7f08427922b0fbd9c87e1972b140f58285"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"29b672872f2b6d82de2778bf104249f547135d92e2f81e50f776b92d4a908d9a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1c2c6ff16d82979b7c8da609eb28b10546dcfbeac0e714e86a5c3241abcdac11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4643eb1e896315128112886fb0866f73f684b1e67970e1f8e45002df89b72798"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"bfd2df11e7f198596591673eb5bdfb827d4d6b927240503584932f75babef67f"}]},{"symbol":"GLL","date":"2026-08-19","iv_pct":51.83122847639093,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":59.660435653480214,"put_iv_pct":69.74151909913888},{"expiry":"2026-09-18","call_iv_pct":47.49876404494382,"put_iv_pct":49.11485540334856},{"expiry":"2026-10-16","call_iv_pct":50.834967462039046,"put_iv_pct":44.96874074074074},{"expiry":"2027-01-15","call_iv_pct":46.71807228915662,"put_iv_pct":46.11247311827957}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8c802f8656ccfdd3e8f04cd17abad8e53fef2d140ddaee24e067e1ca21d66323","captured_at":"2026-10-24T08:10:15.714305+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":"GLL","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"dd61572fb5e1e1c30539ec42aebf8ef0b43dbb1d0c91a8503c78355f931215c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"29b672872f2b6d82de2778bf104249f547135d92e2f81e50f776b92d4a908d9a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1c2c6ff16d82979b7c8da609eb28b10546dcfbeac0e714e86a5c3241abcdac11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4643eb1e896315128112886fb0866f73f684b1e67970e1f8e45002df89b72798"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"bfd2df11e7f198596591673eb5bdfb827d4d6b927240503584932f75babef67f"}]},{"symbol":"GLL","date":"2026-08-20","iv_pct":56.047738222134875,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":80.281592019544,"put_iv_pct":75.44311853245532},{"expiry":"2026-09-18","call_iv_pct":49.98521472392638,"put_iv_pct":49.50818382352941},{"expiry":"2026-10-16","call_iv_pct":50.67333333333334,"put_iv_pct":45.562553191489364},{"expiry":"2027-01-15","call_iv_pct":51.404474097331246,"put_iv_pct":45.52343605546995}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bc6d11f638dabaea21ac482c86ad6aece0ff82b30a660f1144cba690fdf4f649","captured_at":"2026-10-24T08:10:14.230040+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":"GLL","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"ec62001a614515715648ca01e5fbd056d708736924f834b5921a455873d6f4ee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"29b672872f2b6d82de2778bf104249f547135d92e2f81e50f776b92d4a908d9a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1c2c6ff16d82979b7c8da609eb28b10546dcfbeac0e714e86a5c3241abcdac11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4643eb1e896315128112886fb0866f73f684b1e67970e1f8e45002df89b72798"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"bfd2df11e7f198596591673eb5bdfb827d4d6b927240503584932f75babef67f"}]},{"symbol":"GLL","date":"2026-08-21","iv_pct":48.90907229155524,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.96034324942792,"put_iv_pct":52.29330296127562},{"expiry":"2026-10-16","call_iv_pct":49.554599589322386,"put_iv_pct":49.734545454545454},{"expiry":"2027-01-15","call_iv_pct":47.92452127659574,"put_iv_pct":48.52740458015267},{"expiry":"2027-04-16","call_iv_pct":47.97721122112211,"put_iv_pct":51.300650000000005}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"52b1c27c9f90cbd03cebf58ea1eba0d9f55855e2a90e7f0ee1cdef95ca7dc982","captured_at":"2026-10-24T08:10:11.688736+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":"GLL","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"98cdcf2798283f212610029ee12f0aad810f52f3eff8db2e4293d95080f4ce8a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1c2c6ff16d82979b7c8da609eb28b10546dcfbeac0e714e86a5c3241abcdac11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4643eb1e896315128112886fb0866f73f684b1e67970e1f8e45002df89b72798"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"bfd2df11e7f198596591673eb5bdfb827d4d6b927240503584932f75babef67f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"881b138735a3c1622052d403d7f16f17f199b3a3c5322e1a59a8f6e8ae2e9c9a"}]},{"symbol":"GLL","date":"2026-08-24","iv_pct":52.24679600329169,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":49.78893058161351,"put_iv_pct":52.5690782122905},{"expiry":"2026-10-16","call_iv_pct":49.15291338582677,"put_iv_pct":58.20526558891454},{"expiry":"2027-01-15","call_iv_pct":49.813408071748874,"put_iv_pct":55.17182481751826},{"expiry":"2027-04-16","call_iv_pct":50.17294736842105,"put_iv_pct":53.1}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78e9472a0e82af395b231af3a67768046d4ca853921183a54f04ec0ca6499e23","captured_at":"2026-10-24T08:10:06.671464+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":"GLL","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"7bfdb4295f27ec48f8b21704d73a8e67456e7048a9dd47f59764940d8f451605"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"48148a7a1345a694287b35d06d2519376cb4e8df519592fecf521c7a651bcb71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"108f1b66f52422004d3e8f747032ae12d5d35e6cb015c20899e74accd73f2ef7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a2603fc502a692c236b36251e1ff550a0057cc99a81fb5f5a5e4187bb9fb0dbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a7711800d7111fd9850f69f27fad97a19620dd3cdf0868ea6796475c0be2e700"}]},{"symbol":"GLL","date":"2026-08-25","iv_pct":50.11103520916331,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":47.49982300884955,"put_iv_pct":46.92710267229255},{"expiry":"2026-10-16","call_iv_pct":55.96138084632517,"put_iv_pct":47.90547297297297},{"expiry":"2027-01-15","call_iv_pct":53.01906666666667,"put_iv_pct":48.25641627543036},{"expiry":"2027-04-16","call_iv_pct":51.78163461538461,"put_iv_pct":49.53738461538462}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3b2125c7837aab09ec4fc96fc4b5029903011835243247a6e09e5a478c2dd5c3","captured_at":"2026-10-24T08:10:05.084208+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":"GLL","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"54ee90d7cf0ebc4e41dad602135a532d54f4249d0357ddddcd9cf6f774299a3f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"48148a7a1345a694287b35d06d2519376cb4e8df519592fecf521c7a651bcb71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"108f1b66f52422004d3e8f747032ae12d5d35e6cb015c20899e74accd73f2ef7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a2603fc502a692c236b36251e1ff550a0057cc99a81fb5f5a5e4187bb9fb0dbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a7711800d7111fd9850f69f27fad97a19620dd3cdf0868ea6796475c0be2e700"}]},{"symbol":"GLL","date":"2026-08-26","iv_pct":49.912546611207816,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":45.71681951793063,"put_iv_pct":51.72739744451916},{"expiry":"2026-10-16","call_iv_pct":49.24882575757575,"put_iv_pct":55.269700598802395},{"expiry":"2027-01-15","call_iv_pct":44.029906542056075,"put_iv_pct":50.05628378378378},{"expiry":"2027-04-16","call_iv_pct":54.7334664764622,"put_iv_pct":48.51797276853252}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"219274a3e37ba7bb89e79a047299c20a396c626dbfb8c6fa563545a32c8d77e5","captured_at":"2026-10-24T08:10:03.138136+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":"GLL","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"22723a81e7e6926ae7cf3842f4eaf5452e91d9a966c759d7a16d5848d966b335"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"48148a7a1345a694287b35d06d2519376cb4e8df519592fecf521c7a651bcb71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"108f1b66f52422004d3e8f747032ae12d5d35e6cb015c20899e74accd73f2ef7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a2603fc502a692c236b36251e1ff550a0057cc99a81fb5f5a5e4187bb9fb0dbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a7711800d7111fd9850f69f27fad97a19620dd3cdf0868ea6796475c0be2e700"}]},{"symbol":"GLL","date":"2026-08-27","iv_pct":49.313259538950405,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.9178625,"put_iv_pct":45.338297872340426},{"expiry":"2026-10-16","call_iv_pct":48.83797385620915,"put_iv_pct":47.850975160993556},{"expiry":"2027-01-15","call_iv_pct":50.36947712418301,"put_iv_pct":50.760182481751826},{"expiry":"2027-04-16","call_iv_pct":50.55838961038961,"put_iv_pct":51.87291770573567}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d8bb4ad91195ac18e5d4d83cc850af96e5650044ef2c7fc7a5ed9c10236f8b5d","captured_at":"2026-10-24T08:10:01.637393+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":"GLL","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"7647db9b0334c838bfa0d9a25f3b30e82824fae6d5f528147696d325c8f48207"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"48148a7a1345a694287b35d06d2519376cb4e8df519592fecf521c7a651bcb71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"108f1b66f52422004d3e8f747032ae12d5d35e6cb015c20899e74accd73f2ef7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a2603fc502a692c236b36251e1ff550a0057cc99a81fb5f5a5e4187bb9fb0dbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a7711800d7111fd9850f69f27fad97a19620dd3cdf0868ea6796475c0be2e700"}]},{"symbol":"GLL","date":"2026-08-28","iv_pct":48.68480222364016,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":44.66299940723177,"put_iv_pct":47.88536461636018},{"expiry":"2026-10-16","call_iv_pct":42.2463672260612,"put_iv_pct":52.907249724972495},{"expiry":"2027-01-15","call_iv_pct":47.5884054054054,"put_iv_pct":56.35969094922737},{"expiry":"2027-04-16","call_iv_pct":44.32702702702703,"put_iv_pct":53.501313432835815}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dfe13b9caa7edc7a6f594d81555842434a55efd6d9f591da77bf1cfe5fb484d7","captured_at":"2026-10-24T08:09:59.799508+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":"GLL","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"d5276bc2fdfd3a84919c01e5b3a8c83aaed4ed277a831c4511759853de9b49ce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"48148a7a1345a694287b35d06d2519376cb4e8df519592fecf521c7a651bcb71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"108f1b66f52422004d3e8f747032ae12d5d35e6cb015c20899e74accd73f2ef7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a2603fc502a692c236b36251e1ff550a0057cc99a81fb5f5a5e4187bb9fb0dbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a7711800d7111fd9850f69f27fad97a19620dd3cdf0868ea6796475c0be2e700"}]},{"symbol":"GLL","date":"2026-08-31","iv_pct":48.151013878652606,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.82434131736527,"put_iv_pct":46.886786885245904},{"expiry":"2026-10-16","call_iv_pct":39.94132326820604,"put_iv_pct":51.128224471021156},{"expiry":"2027-01-15","call_iv_pct":51.46053380782918,"put_iv_pct":48.47865874363328},{"expiry":"2027-04-16","call_iv_pct":47.427424593967515,"put_iv_pct":51.06081794195251}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e24f144cbc194a906276c53f8148fa2512fe1d6d739f3a0d9d78161a32e8bafe","captured_at":"2026-10-24T08:09:53.096869+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":"GLL","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"e4e1be45a3e535ad34e8efbaa5bbebcb5e11cf5b2dd963bcec7d1ccf2619854e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"430c7f3c2ba745d16d32ac620532ea8bb0eae82c8b40afc44e06d891b7cab59b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"147b7c6c33b011b0d3d06fd559d640e00066ebe3bad596b8d2d547e8ad85de3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"63318b2229d3a4eb14fb5fe531a9a976949a4a8757a708fb625674d6ac153091"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"cd44cc51f54c38b635b80ce00e6153bded7c3fe09cdc572b3ba281579a0e0f77"}]},{"symbol":"GLL","date":"2026-09-01","iv_pct":47.15114718301431,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":44.43797724399494,"put_iv_pct":52.87951750972763},{"expiry":"2026-10-16","call_iv_pct":45.2666251298027,"put_iv_pct":43.765338491295935},{"expiry":"2027-01-15","call_iv_pct":44.18461538461539,"put_iv_pct":49.7266265060241},{"expiry":"2027-04-16","call_iv_pct":45.68587332053743,"put_iv_pct":51.262603878116344}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e4a48ffd8ec5b3d9f77758711f4c5d789a4ee2457dfc1559729ef75934f263ed","captured_at":"2026-10-24T08:09:50.182042+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":"GLL","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"5185574b5bed115e984891393a32399c5af84db56ac49e975c70c3d5f42dc5b1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"2812202d9c1a9db795e7d748b70db6a580ad57941d38f14195e6abe84d01edb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6f4d8cd9b4239ca6fc92e95038f8c2fa71ea38011cb144987ecdaef6368f377a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"12bcbb430254a627fce2715eab0b73419822d6d178c06a4c016b48c182903a33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d3d13c109703ae5fb24af8a1e2818aee12e6f166b4ccd134973aec42b3a00e91"}]},{"symbol":"GLL","date":"2026-09-02","iv_pct":47.95228089084742,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":50.802083333333336,"put_iv_pct":49.45490876986462},{"expiry":"2026-10-16","call_iv_pct":48.84676555023923,"put_iv_pct":43.13416312659303},{"expiry":"2027-01-15","call_iv_pct":49.21961538461538,"put_iv_pct":46.7518487394958},{"expiry":"2027-04-16","call_iv_pct":46.99294710327456,"put_iv_pct":48.4159151193634}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"57128df1625311bc45c3978f4c54eed81762753f88287de8fc2d2d872e5ffe15","captured_at":"2026-10-24T08:09:48.189034+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":"GLL","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"c1c4c1998e1261732cab4e2ba223234cc055854d984ab11502f6a8c6c5a149ee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"2812202d9c1a9db795e7d748b70db6a580ad57941d38f14195e6abe84d01edb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6f4d8cd9b4239ca6fc92e95038f8c2fa71ea38011cb144987ecdaef6368f377a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"12bcbb430254a627fce2715eab0b73419822d6d178c06a4c016b48c182903a33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d3d13c109703ae5fb24af8a1e2818aee12e6f166b4ccd134973aec42b3a00e91"}]},{"symbol":"GLL","date":"2026-09-03","iv_pct":49.877117776026026,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":47.485142857142854,"put_iv_pct":52.3696266513498},{"expiry":"2026-10-16","call_iv_pct":47.43447852760736,"put_iv_pct":58.92534821428572},{"expiry":"2027-01-15","call_iv_pct":45.62235294117647,"put_iv_pct":51.82074733096085},{"expiry":"2027-04-16","call_iv_pct":44.8461932938856,"put_iv_pct":50.51305239179954}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"94a7267d13d0352a3201ea0e231d664ebf061dd755a74203324ae7fc7f345635","captured_at":"2026-10-24T08:09:46.362098+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":"GLL","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"38be64882b08faf3369e828893840a7ca2f46f8017f04178e22fa3260d7d1978"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"2812202d9c1a9db795e7d748b70db6a580ad57941d38f14195e6abe84d01edb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6f4d8cd9b4239ca6fc92e95038f8c2fa71ea38011cb144987ecdaef6368f377a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"12bcbb430254a627fce2715eab0b73419822d6d178c06a4c016b48c182903a33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d3d13c109703ae5fb24af8a1e2818aee12e6f166b4ccd134973aec42b3a00e91"}]},{"symbol":"GLL","date":"2026-09-04","iv_pct":47.0635543137914,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":46.70370713119216,"put_iv_pct":43.89046698872786},{"expiry":"2026-10-16","call_iv_pct":50.23918429003022,"put_iv_pct":44.66743518518519},{"expiry":"2027-01-15","call_iv_pct":47.142328244274815,"put_iv_pct":46.14881932021467},{"expiry":"2027-04-16","call_iv_pct":48.86671361502348,"put_iv_pct":48.849779735682816}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f2175b7ebf028c10109e0b155e152243c0242364bac421f2e99f110f0c0336a0","captured_at":"2026-10-24T08:09:44.613678+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":"GLL","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"a031e2ee742c9a7cbd07bd4a6f781380f99ea0068b86422dd6088bb25bf0f358"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"2812202d9c1a9db795e7d748b70db6a580ad57941d38f14195e6abe84d01edb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6f4d8cd9b4239ca6fc92e95038f8c2fa71ea38011cb144987ecdaef6368f377a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"12bcbb430254a627fce2715eab0b73419822d6d178c06a4c016b48c182903a33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d3d13c109703ae5fb24af8a1e2818aee12e6f166b4ccd134973aec42b3a00e91"}]},{"symbol":"GLL","date":"2026-09-08","iv_pct":52.68822214845841,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":52.18100816130581,"put_iv_pct":60.04444575471698},{"expiry":"2026-10-16","call_iv_pct":47.015723630417014,"put_iv_pct":57.549791894852135},{"expiry":"2027-01-15","call_iv_pct":44.76988489208633,"put_iv_pct":54.10338297872342},{"expiry":"2027-04-16","call_iv_pct":50.75538602941177,"put_iv_pct":55.08615384615385}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"611fb60ae60c57acd03c5700c4bd383edda13a3cb92de96a7edc96af09a66ba7","captured_at":"2026-10-24T08:09:38.421712+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":"GLL","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"adebaa294ac91ba85c86775a6ee1ae3328ce423d705f01f413de6f0d1976a6dd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"58f403a65e8974d859f9667cf1e804739b75002a4ba6931c842a23bfa3a7f177"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6353c5a3acc6b29309d80bfcc24af0284170bb8531823b8b23c41ff5efc42b85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"7765e74903b382c12e7fe3ca965e595e6a8702db8659a418211741b803f98a37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fb155f314bc60b4fa05c413a8a1f60deccd3f6c1a783ee115408577b276be281"}]},{"symbol":"GLL","date":"2026-09-09","iv_pct":53.049998336627375,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":58.91136195018548,"put_iv_pct":59.19152579582876},{"expiry":"2026-10-16","call_iv_pct":49.61156583629893,"put_iv_pct":54.36515004840271},{"expiry":"2027-01-15","call_iv_pct":47.195187499999996,"put_iv_pct":52.11077757685353},{"expiry":"2027-04-16","call_iv_pct":50.93791044776118,"put_iv_pct":52.07650753768844}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ca6a49436f909479cd46d903214c96359605e354da298d01ea75b9e4f8b32aff","captured_at":"2026-10-24T08:09:36.706629+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":"GLL","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"ce7d611c77931b266690c00d72abbef15ce249595d510a6b56f2138e4419c520"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"58f403a65e8974d859f9667cf1e804739b75002a4ba6931c842a23bfa3a7f177"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6353c5a3acc6b29309d80bfcc24af0284170bb8531823b8b23c41ff5efc42b85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"7765e74903b382c12e7fe3ca965e595e6a8702db8659a418211741b803f98a37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fb155f314bc60b4fa05c413a8a1f60deccd3f6c1a783ee115408577b276be281"}]},{"symbol":"GLL","date":"2026-09-10","iv_pct":53.01749880243762,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":60.43651963421194,"put_iv_pct":60.621113333333334},{"expiry":"2026-10-16","call_iv_pct":49.76722169362512,"put_iv_pct":56.93933333333333},{"expiry":"2027-01-15","call_iv_pct":45.68171114599686,"put_iv_pct":52.48156316916488},{"expiry":"2027-04-16","call_iv_pct":44.79126050420168,"put_iv_pct":53.4212676056338}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"45a2515d6b4e8ad911194c551fb08ff2ba003f86a2be94265c0686aaa15f884c","captured_at":"2026-10-24T08:09:34.840376+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":"GLL","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"abd1687c43820dda7019fe236ffadde403bdfec09f9550e6b5652176aea63e06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"58f403a65e8974d859f9667cf1e804739b75002a4ba6931c842a23bfa3a7f177"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6353c5a3acc6b29309d80bfcc24af0284170bb8531823b8b23c41ff5efc42b85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"7765e74903b382c12e7fe3ca965e595e6a8702db8659a418211741b803f98a37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fb155f314bc60b4fa05c413a8a1f60deccd3f6c1a783ee115408577b276be281"}]},{"symbol":"GLL","date":"2026-09-11","iv_pct":48.9692499631571,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":49.08109120521173,"put_iv_pct":51.0985617433414},{"expiry":"2026-10-16","call_iv_pct":46.7506089193825,"put_iv_pct":51.70648111332008},{"expiry":"2027-01-15","call_iv_pct":46.47370242214533,"put_iv_pct":53.62124293785311},{"expiry":"2027-04-16","call_iv_pct":45.56176291793314,"put_iv_pct":47.460548446069474}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1b04c156a811dc0c0bc6a53817e37de0ae87cca2a12e880e76c194fbfaf2d84a","captured_at":"2026-10-24T08:09:32.993253+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":"GLL","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"37d8d5e9f8bead937a4f53d3e3b3031e0270791494298545f5e0c2e18df4ab32"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"58f403a65e8974d859f9667cf1e804739b75002a4ba6931c842a23bfa3a7f177"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6353c5a3acc6b29309d80bfcc24af0284170bb8531823b8b23c41ff5efc42b85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"7765e74903b382c12e7fe3ca965e595e6a8702db8659a418211741b803f98a37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fb155f314bc60b4fa05c413a8a1f60deccd3f6c1a783ee115408577b276be281"}]},{"symbol":"GLL","date":"2026-09-14","iv_pct":50.492710000152215,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":55.52253638253638,"put_iv_pct":62.08047526295286},{"expiry":"2026-10-16","call_iv_pct":45.347016840417,"put_iv_pct":48.53694682675814},{"expiry":"2027-01-15","call_iv_pct":45.17980676328502,"put_iv_pct":49.177882736156356},{"expiry":"2027-04-16","call_iv_pct":46.43530303030303,"put_iv_pct":51.661712158808925}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"50c80990e2155b123ea2e853f7b1d86bc2244d49794a1fc874200df809037ad0","captured_at":"2026-10-24T08:09:31.272125+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":"GLL","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"5ca6992ab4d92e744c6a43c92f5c646ecf26dec61233511a9e0430429a310ba5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"58f403a65e8974d859f9667cf1e804739b75002a4ba6931c842a23bfa3a7f177"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6353c5a3acc6b29309d80bfcc24af0284170bb8531823b8b23c41ff5efc42b85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"7765e74903b382c12e7fe3ca965e595e6a8702db8659a418211741b803f98a37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fb155f314bc60b4fa05c413a8a1f60deccd3f6c1a783ee115408577b276be281"}]},{"symbol":"GLL","date":"2026-09-15","iv_pct":53.543262346524784,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":73.667203486169,"put_iv_pct":61.520888057162296},{"expiry":"2026-10-16","call_iv_pct":48.59532325776658,"put_iv_pct":48.19690221857025},{"expiry":"2027-01-15","call_iv_pct":48.49908943089431,"put_iv_pct":50.25640429338104},{"expiry":"2027-04-16","call_iv_pct":45.549635854341744,"put_iv_pct":52.060652173913034}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ab1f92667fe80a0d7ad86439a9780a0b40cbcf1c05bf3a9ce809f626ce0c02bd","captured_at":"2026-10-24T08:09:26.056140+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":"GLL","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"e592856e00771fcc873f677e640a252943bd293e816a77404b06f2e33f73671c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"2b869b6d913d6ad0fe74f9570dd1d8520f2d1ca775b73dcc476a49afa0913f59"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d91abb227edbfd9dc54231fe3e6c9c993ba4e65d11ef17e3b2e5628d7cf2db92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"757cb07e831651882d0891eb339101b46cb6e664e69b7e89f9a7116953a7f24a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f1721c8fe84f3e67f879642b8f03cbe6147e12b85b7066e5745fedbc70a35270"}]},{"symbol":"GLL","date":"2026-09-16","iv_pct":52.08888669453805,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":61.37620091789903,"put_iv_pct":62.906627064618945},{"expiry":"2026-10-16","call_iv_pct":46.398882681564245,"put_iv_pct":49.82180412371134},{"expiry":"2027-01-15","call_iv_pct":44.82330123796424,"put_iv_pct":52.77427722772276},{"expiry":"2027-04-16","call_iv_pct":48.4149806949807,"put_iv_pct":50.195019607843136}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"357b958496003d09415e9a800d814125806708d2afdd47469296f0e32b831a18","captured_at":"2026-10-24T08:09:24.289708+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":"GLL","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"68cd656430f33be223251976d5de11416adbadb6de88428d5aa050353f534cde"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"2b869b6d913d6ad0fe74f9570dd1d8520f2d1ca775b73dcc476a49afa0913f59"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d91abb227edbfd9dc54231fe3e6c9c993ba4e65d11ef17e3b2e5628d7cf2db92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"757cb07e831651882d0891eb339101b46cb6e664e69b7e89f9a7116953a7f24a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f1721c8fe84f3e67f879642b8f03cbe6147e12b85b7066e5745fedbc70a35270"}]},{"symbol":"GLL","date":"2026-09-17","iv_pct":52.40563228231838,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":69.33809666033125,"put_iv_pct":66.04628726287262},{"expiry":"2026-10-16","call_iv_pct":44.49252989880405,"put_iv_pct":47.43664907651715},{"expiry":"2026-11-20","call_iv_pct":45.22587837837838,"put_iv_pct":49.97607891491985},{"expiry":"2027-01-15","call_iv_pct":44.702395209580835,"put_iv_pct":52.02714285714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6f2863ff8cd1395a5834e01f8b9f6b50e0867c9c921792c2f574f693cc9085f1","captured_at":"2026-10-24T08:09:22.382680+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":"GLL","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"05ecc850054fb0c5b00b164470812e4457f771cb2f74e50979331383c4e7096c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"2b869b6d913d6ad0fe74f9570dd1d8520f2d1ca775b73dcc476a49afa0913f59"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d91abb227edbfd9dc54231fe3e6c9c993ba4e65d11ef17e3b2e5628d7cf2db92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6797b8551738e3676dea7672b963882cf73842756a5ffff991ad16a97522edcd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"757cb07e831651882d0891eb339101b46cb6e664e69b7e89f9a7116953a7f24a"}]},{"symbol":"GLL","date":"2026-09-18","iv_pct":47.14003365656006,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.304063579820316,"put_iv_pct":45.63078360891445},{"expiry":"2026-11-20","call_iv_pct":46.27360094451004,"put_iv_pct":46.871510416666666},{"expiry":"2027-01-15","call_iv_pct":46.74647359454855,"put_iv_pct":49.747723440134905},{"expiry":"2027-04-16","call_iv_pct":47.68662337662338,"put_iv_pct":50.859490291262134}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d10eb30849007527deecbecd85b3674992c695e57e72a7f045e2a538c4a17840","captured_at":"2026-10-24T08:09:20.089690+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":"GLL","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"cddc5bfc1b8e76769b12fc418633bad5627f1ca6949a20a01e51e6336dd93ccb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d91abb227edbfd9dc54231fe3e6c9c993ba4e65d11ef17e3b2e5628d7cf2db92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6797b8551738e3676dea7672b963882cf73842756a5ffff991ad16a97522edcd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"757cb07e831651882d0891eb339101b46cb6e664e69b7e89f9a7116953a7f24a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f1721c8fe84f3e67f879642b8f03cbe6147e12b85b7066e5745fedbc70a35270"}]},{"symbol":"GLL","date":"2026-09-21","iv_pct":45.1995189780487,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.54260972716489,"put_iv_pct":46.695474552957364},{"expiry":"2026-11-20","call_iv_pct":44.262862944162435,"put_iv_pct":44.42039070749736},{"expiry":"2027-01-15","call_iv_pct":43.03626139817629,"put_iv_pct":45.21},{"expiry":"2027-04-16","call_iv_pct":51.48897280966768,"put_iv_pct":50.93957968476357}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eae1495ec4134486f5c5a2517f40f996f79952f69bb4d3b52917c796af779b30","captured_at":"2026-10-24T08:09:18.447043+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":"GLL","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"8432de20f725ac3d048adf395888afa75f3b6d0757d7573b46fb63f69cba2a4a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d91abb227edbfd9dc54231fe3e6c9c993ba4e65d11ef17e3b2e5628d7cf2db92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6797b8551738e3676dea7672b963882cf73842756a5ffff991ad16a97522edcd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"757cb07e831651882d0891eb339101b46cb6e664e69b7e89f9a7116953a7f24a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f1721c8fe84f3e67f879642b8f03cbe6147e12b85b7066e5745fedbc70a35270"}]},{"symbol":"GLL","date":"2026-09-22","iv_pct":43.642078870378704,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.75094837935174,"put_iv_pct":37.931364985163206},{"expiry":"2026-11-20","call_iv_pct":46.12354657687991,"put_iv_pct":42.22417085427136},{"expiry":"2027-01-15","call_iv_pct":45.68248861911988,"put_iv_pct":43.60392592592592},{"expiry":"2027-04-16","call_iv_pct":46.55525,"put_iv_pct":47.2649356223176}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"42de9137ede1a41add57a8abb1986dca6415509bb8ff15b281b1ccc3e922c2c8","captured_at":"2026-10-24T08:09:13.436169+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":"GLL","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"2113eac0287b829f0c878ce0222b304870713f6cea45d437369166f6a5eced69"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c1823af389a75eb269448f6856680dfb76640426e4dba3511dc9e408f81dfdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"74b1368b49ec490fc8ebc4fc15402be502cfe5823602c43687717db77bb30edf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"dc30500ae0f961ac753d07cb9378fa7b9882b236dc34829c7f3807c6f4e50794"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4879ad6e6f27ffa672fcf504212f746f5fb98cac3ff4f2557b6c68272e050e0a"}]},{"symbol":"GLL","date":"2026-09-23","iv_pct":44.918540078232425,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.41918263810597,"put_iv_pct":44.42103010033445},{"expiry":"2026-11-20","call_iv_pct":45.367292418772564,"put_iv_pct":46.69208219178082},{"expiry":"2027-01-15","call_iv_pct":41.82412256267409,"put_iv_pct":49.38333919156415},{"expiry":"2027-04-16","call_iv_pct":43.469339407744876,"put_iv_pct":50.7719321148825}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ccd2a00b1623006e37059da90a7449b95a69551b4270712ebe3250b8c6f3f09c","captured_at":"2026-10-24T08:09:11.710594+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":"GLL","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"5c977b014d6763a7473aca4dcbab5b04246236208cb0e9211319710cc22ff36b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c1823af389a75eb269448f6856680dfb76640426e4dba3511dc9e408f81dfdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"74b1368b49ec490fc8ebc4fc15402be502cfe5823602c43687717db77bb30edf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"dc30500ae0f961ac753d07cb9378fa7b9882b236dc34829c7f3807c6f4e50794"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4879ad6e6f27ffa672fcf504212f746f5fb98cac3ff4f2557b6c68272e050e0a"}]},{"symbol":"GLL","date":"2026-09-24","iv_pct":42.835977447425044,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.577512195121955,"put_iv_pct":40.46720313441832},{"expiry":"2026-11-20","call_iv_pct":42.35125792811839,"put_iv_pct":42.72046910755149},{"expiry":"2027-01-15","call_iv_pct":40.746309677419355,"put_iv_pct":47.96434634974533},{"expiry":"2027-04-16","call_iv_pct":44.85357142857143,"put_iv_pct":49.007149758454105}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"770cb57ec178560e65737f41d30633f80d83912f18757ed698d0de8bd585a855","captured_at":"2026-10-24T08:09:09.769620+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":"GLL","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"edee5d488174e330074c8b2b2ae3fa704cefe0bf52a4ef4ac450ea0ecedec622"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c1823af389a75eb269448f6856680dfb76640426e4dba3511dc9e408f81dfdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"74b1368b49ec490fc8ebc4fc15402be502cfe5823602c43687717db77bb30edf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"dc30500ae0f961ac753d07cb9378fa7b9882b236dc34829c7f3807c6f4e50794"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4879ad6e6f27ffa672fcf504212f746f5fb98cac3ff4f2557b6c68272e050e0a"}]},{"symbol":"GLL","date":"2026-09-25","iv_pct":42.88717545002968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.95859894921191,"put_iv_pct":38.33374179431072},{"expiry":"2026-11-20","call_iv_pct":42.464137931034486,"put_iv_pct":43.39271629778672},{"expiry":"2027-01-15","call_iv_pct":42.213135593220336,"put_iv_pct":45.4791277258567},{"expiry":"2027-04-16","call_iv_pct":43.60238095238095,"put_iv_pct":46.653564356435645}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"88ac7e6e0a13e9eec0f92b9a315984a1e5e6f0a64f1289d9b55241f909891b08","captured_at":"2026-10-24T08:09:08.168062+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":"GLL","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"0f1f6e757b4283fedab76abb40f2515a8ebc2588530a4abf546d72469a03eb07"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c1823af389a75eb269448f6856680dfb76640426e4dba3511dc9e408f81dfdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"74b1368b49ec490fc8ebc4fc15402be502cfe5823602c43687717db77bb30edf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"dc30500ae0f961ac753d07cb9378fa7b9882b236dc34829c7f3807c6f4e50794"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4879ad6e6f27ffa672fcf504212f746f5fb98cac3ff4f2557b6c68272e050e0a"}]},{"symbol":"GLL","date":"2026-09-28","iv_pct":45.13285115209315,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":42.330823601720965,"put_iv_pct":42.78253618992473},{"expiry":"2026-11-20","call_iv_pct":41.12595959595959,"put_iv_pct":49.673073170731705},{"expiry":"2027-01-15","call_iv_pct":42.6314,"put_iv_pct":49.58238267148015},{"expiry":"2027-04-16","call_iv_pct":44.487222222222215,"put_iv_pct":48.44941176470588}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78e84c9465adf7708d975edc03d1c4f5dc5460bb07b84a12341701390322e15e","captured_at":"2026-10-24T08:09:06.554464+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":"GLL","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"bb2baa6cd13c8732da4578f76867d31e4ff5a29d3f357ee40140902044d9a29c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c1823af389a75eb269448f6856680dfb76640426e4dba3511dc9e408f81dfdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"74b1368b49ec490fc8ebc4fc15402be502cfe5823602c43687717db77bb30edf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"dc30500ae0f961ac753d07cb9378fa7b9882b236dc34829c7f3807c6f4e50794"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4879ad6e6f27ffa672fcf504212f746f5fb98cac3ff4f2557b6c68272e050e0a"}]},{"symbol":"GLL","date":"2026-09-29","iv_pct":44.52275507421696,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":44.646136505948654,"put_iv_pct":41.781527777777775},{"expiry":"2026-11-20","call_iv_pct":45.62117516629712,"put_iv_pct":43.731627430910955},{"expiry":"2027-01-15","call_iv_pct":42.99955414012739,"put_iv_pct":46.81309764309765},{"expiry":"2027-04-16","call_iv_pct":44.49808080808081,"put_iv_pct":46.09084112149532}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"874b2e7e85207caa886c721a0f07bee88740e4c092b158a844ba99ebb98ae91f","captured_at":"2026-10-24T08:09:02.731375+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":"GLL","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"89fa663434442b8eb596117cc67589e347f5aadaa60351a988b8dad51b880889"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b8e11a6aa406d430d541766304d31c528a90710c048d45c5fbf1cfb9cdc6f4d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"44204be5f441f9081fd522f82959409c95f27ac2a7949b6e142d89e5d0932fed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d10301669b2bf5961965f8d8e9138e5fd831c9aad7f2c3a1eaf7a9ca67d21716"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"deb9533ef019b934eac7a5e40c62f0fd001f53bed5414a3b14277456fdb233f2"}]},{"symbol":"GLL","date":"2026-09-30","iv_pct":43.34765491248223,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.729406494960806,"put_iv_pct":36.74911398705824},{"expiry":"2026-11-20","call_iv_pct":41.1836018957346,"put_iv_pct":49.7},{"expiry":"2027-01-15","call_iv_pct":42.05623595505618,"put_iv_pct":46.381845574387945},{"expiry":"2027-04-16","call_iv_pct":42.33875278396437,"put_iv_pct":49.64228260869565}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"742c2a843437015f871fcf37193e0a4532522d0cf10e2373d26c163995fd1b84","captured_at":"2026-10-24T08:09:00.792248+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":"GLL","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"df0e68788be038448afa9fdf9ae871d389a0a2549bba5bc5132776ab078d3f4b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b8e11a6aa406d430d541766304d31c528a90710c048d45c5fbf1cfb9cdc6f4d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"44204be5f441f9081fd522f82959409c95f27ac2a7949b6e142d89e5d0932fed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d10301669b2bf5961965f8d8e9138e5fd831c9aad7f2c3a1eaf7a9ca67d21716"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"deb9533ef019b934eac7a5e40c62f0fd001f53bed5414a3b14277456fdb233f2"}]},{"symbol":"GLL","date":"2026-10-01","iv_pct":41.280406054221515,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.10544515494343,"put_iv_pct":41.42986195472115},{"expiry":"2026-11-20","call_iv_pct":36.09175598631699,"put_iv_pct":41.69734042553191},{"expiry":"2027-01-15","call_iv_pct":42.540990712074304,"put_iv_pct":46.05093178036606},{"expiry":"2027-04-16","call_iv_pct":43.03325153374233,"put_iv_pct":45.29367088607595}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a25be233c3057b8f162b84ff974704500d7942884c552c1cd4adf0303445f12c","captured_at":"2026-10-24T08:08:56.781486+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":"GLL","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"b62a453b91473216c34ec29e6c40dfb8db3c546fea24d24ea82c11a35b807e73"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f0c7a4fb6f8c7b74bb8c6ec5bf328db91d1ebb612ea4c7447c8b1c394401491d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"e1ecade87ccf197025b53b52107aab20175adb4f8267082805965c71d984cc10"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"91683a1186c60cb768b7651d27ab3c9259643466170354ee9180eaa03f597f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"920dcf983dd73b3db38859b5ff533ea3c7408affebe5a7f049a188ae3b6303d9"}]},{"symbol":"GLL","date":"2026-10-02","iv_pct":43.5414849956667,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.52211538461539,"put_iv_pct":43.14255305039787},{"expiry":"2026-11-20","call_iv_pct":43.42320247933885,"put_iv_pct":45.643556531284304},{"expiry":"2027-01-15","call_iv_pct":35.53173237753883,"put_iv_pct":47.253765182186235},{"expiry":"2027-04-16","call_iv_pct":45.50834319526627,"put_iv_pct":48.306611764705885}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4cc5b8dd94a57fe95badf148571a69de9cc782fa71506c7eaa7bb423a3bb4365","captured_at":"2026-10-24T08:08:55.074585+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":"GLL","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"ea919bd65d23a6bcd03f662cd4e41dbf615b46d36332ce1feef89fbac4c79713"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f0c7a4fb6f8c7b74bb8c6ec5bf328db91d1ebb612ea4c7447c8b1c394401491d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"e1ecade87ccf197025b53b52107aab20175adb4f8267082805965c71d984cc10"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"91683a1186c60cb768b7651d27ab3c9259643466170354ee9180eaa03f597f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"920dcf983dd73b3db38859b5ff533ea3c7408affebe5a7f049a188ae3b6303d9"}]},{"symbol":"GLL","date":"2026-10-05","iv_pct":43.6200263672768,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.48617398648649,"put_iv_pct":43.504374999999996},{"expiry":"2026-11-20","call_iv_pct":39.90759817351598,"put_iv_pct":46.61100213219616},{"expiry":"2027-01-15","call_iv_pct":40.903261868300156,"put_iv_pct":47.652990476190475},{"expiry":"2027-04-16","call_iv_pct":42.91668122270742,"put_iv_pct":47.97812807881773}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2fb670b5f388182a1a2f5cf0162827978f24ec4f89bde4309b675d5ea3a049fc","captured_at":"2026-10-24T08:08:53.140095+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":"GLL","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"9a39431e440d3d2d315ba97a1131854fa93cbc444838a4a087e37b8773412faf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f0c7a4fb6f8c7b74bb8c6ec5bf328db91d1ebb612ea4c7447c8b1c394401491d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"e1ecade87ccf197025b53b52107aab20175adb4f8267082805965c71d984cc10"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"91683a1186c60cb768b7651d27ab3c9259643466170354ee9180eaa03f597f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"920dcf983dd73b3db38859b5ff533ea3c7408affebe5a7f049a188ae3b6303d9"}]},{"symbol":"GLL","date":"2026-10-06","iv_pct":41.98009226180212,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.706150234741784,"put_iv_pct":41.00996865203762},{"expiry":"2026-11-20","call_iv_pct":41.295572519083976,"put_iv_pct":41.000546792849626},{"expiry":"2027-01-15","call_iv_pct":40.140288858321874,"put_iv_pct":45.42683121019108},{"expiry":"2027-04-16","call_iv_pct":42.28264150943396,"put_iv_pct":46.97873831775701}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c02c85d488f3aba10845b41c5d33405aac0fdf90390cebd35db35953a6b6ca31","captured_at":"2026-10-24T08:08:33.290054+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":"GLL","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"694ace1be7625d845932f260bca22515afdd5f54888826219f6ebe4f4425d682"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f0c7a4fb6f8c7b74bb8c6ec5bf328db91d1ebb612ea4c7447c8b1c394401491d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"e1ecade87ccf197025b53b52107aab20175adb4f8267082805965c71d984cc10"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"91683a1186c60cb768b7651d27ab3c9259643466170354ee9180eaa03f597f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"920dcf983dd73b3db38859b5ff533ea3c7408affebe5a7f049a188ae3b6303d9"}]},{"symbol":"GLL","date":"2026-10-07","iv_pct":42.19674617806102,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.80161558834658,"put_iv_pct":40.63411214953271},{"expiry":"2026-11-20","call_iv_pct":38.74167573449402,"put_iv_pct":43.26890570430733},{"expiry":"2027-01-15","call_iv_pct":41.603658536585364,"put_iv_pct":45.35591054313099},{"expiry":"2027-04-16","call_iv_pct":43.41962962962963,"put_iv_pct":45.74846153846154}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3cfe822c5030f084c85d0877ce95dbcc2f8c8e70b454b90d92a2d6f2599c3153","captured_at":"2026-10-24T08:08:31.391274+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":"GLL","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"26ee380f357f8e459711793ccb1e4829e87aaac2ad0d6d087bd6197f4113e7dd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"f0c7a4fb6f8c7b74bb8c6ec5bf328db91d1ebb612ea4c7447c8b1c394401491d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"e1ecade87ccf197025b53b52107aab20175adb4f8267082805965c71d984cc10"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"91683a1186c60cb768b7651d27ab3c9259643466170354ee9180eaa03f597f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"920dcf983dd73b3db38859b5ff533ea3c7408affebe5a7f049a188ae3b6303d9"}]},{"symbol":"GLL","date":"2026-10-08","iv_pct":42.21470639253586,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.276700868192584,"put_iv_pct":37.97640357408786},{"expiry":"2026-11-20","call_iv_pct":42.443015873015874,"put_iv_pct":42.743801886792454},{"expiry":"2027-01-15","call_iv_pct":42.085540166204986,"put_iv_pct":45.48164901664145},{"expiry":"2027-04-16","call_iv_pct":42.785333333333334,"put_iv_pct":44.92520642201835}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eab4f71075c1331a54f60a5926f95881cc305c66bee2e17224479b41ac57f05d","captured_at":"2026-10-24T08:08:25.262964+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":"GLL","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"23ea98fa89561912743219b000edcb1c84f83a9ec8d8d63ac6c72dc25b1fe804"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a10f990103e22cd7963dafcd9f53e5d5bca5ab7b2bcdb605b737657b4e5c57f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b21d42f83c70a8ea6a4ed9741bcf1660a4acc0e837abad6c811f32fa6a15afca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fad56206ddf74024d545cdc0c9280e58e039e9b234fd8ee9ad0e3ee7e1b134d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1699fcd6b8df5b4011cfc7e3aaf435455b65012aeced8b4dc50f4ceb4c073eaf"}]},{"symbol":"GLL","date":"2026-10-09","iv_pct":41.40400097927113,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.94003380454825,"put_iv_pct":36.882050290135396},{"expiry":"2026-11-20","call_iv_pct":39.841112984822935,"put_iv_pct":42.17075555555556},{"expiry":"2027-01-15","call_iv_pct":40.27986301369863,"put_iv_pct":44.35444444444444},{"expiry":"2027-04-16","call_iv_pct":46.086687500000004,"put_iv_pct":46.67706024096386}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a2f71e6c3ac7bcee4c3f6d715225d433ae528aa85af7c8dfab07c87d09ecc2f6","captured_at":"2026-10-24T08:08:23.195288+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":"GLL","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"b5eedaa14a66e8b63f139581ed657552d7b29ab4c4f36989eb7ae777d8c34f94"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a10f990103e22cd7963dafcd9f53e5d5bca5ab7b2bcdb605b737657b4e5c57f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b21d42f83c70a8ea6a4ed9741bcf1660a4acc0e837abad6c811f32fa6a15afca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fad56206ddf74024d545cdc0c9280e58e039e9b234fd8ee9ad0e3ee7e1b134d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1699fcd6b8df5b4011cfc7e3aaf435455b65012aeced8b4dc50f4ceb4c073eaf"}]},{"symbol":"GLL","date":"2026-10-12","iv_pct":43.88128807555952,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.84098360655738,"put_iv_pct":45.77739432176656},{"expiry":"2026-11-20","call_iv_pct":46.64462422634836,"put_iv_pct":43.16268382352941},{"expiry":"2027-01-15","call_iv_pct":40.994459459459456,"put_iv_pct":42.45379066478077},{"expiry":"2027-04-16","call_iv_pct":39.888967971530256,"put_iv_pct":48.28740053050397}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f617b6a827de3d17f71ced264ac0bf47270d63d0128e39788e9a25250e14cf67","captured_at":"2026-10-24T08:08:21.342970+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":"GLL","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"acedc1353a2bfe17319eb130ca4f862ac3378c94514a63d2a7d4f6b31ae29ca3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a10f990103e22cd7963dafcd9f53e5d5bca5ab7b2bcdb605b737657b4e5c57f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b21d42f83c70a8ea6a4ed9741bcf1660a4acc0e837abad6c811f32fa6a15afca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fad56206ddf74024d545cdc0c9280e58e039e9b234fd8ee9ad0e3ee7e1b134d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1699fcd6b8df5b4011cfc7e3aaf435455b65012aeced8b4dc50f4ceb4c073eaf"}]},{"symbol":"GLL","date":"2026-10-13","iv_pct":42.66826393108943,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.09876973839265,"put_iv_pct":42.838361547763},{"expiry":"2026-11-20","call_iv_pct":39.983943319838055,"put_iv_pct":43.54475281873374},{"expiry":"2027-01-15","call_iv_pct":36.83315923566879,"put_iv_pct":45.147359050445104},{"expiry":"2027-04-16","call_iv_pct":40.536607843137254,"put_iv_pct":46.363157894736844}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bbba5d45a3624e2cd2c05b7800d7ff9013aa1646104a9e37e252003abdfdcbc0","captured_at":"2026-10-24T08:08:19.586830+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":"GLL","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"96f41b4af71f54b0747c9328967c95c49830184a442ced6f2808d298fbf5b952"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a10f990103e22cd7963dafcd9f53e5d5bca5ab7b2bcdb605b737657b4e5c57f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b21d42f83c70a8ea6a4ed9741bcf1660a4acc0e837abad6c811f32fa6a15afca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fad56206ddf74024d545cdc0c9280e58e039e9b234fd8ee9ad0e3ee7e1b134d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1699fcd6b8df5b4011cfc7e3aaf435455b65012aeced8b4dc50f4ceb4c073eaf"}]},{"symbol":"GLL","date":"2026-10-14","iv_pct":44.362511394372184,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":54.84164733178653,"put_iv_pct":49.72293520309478},{"expiry":"2026-11-20","call_iv_pct":42.93310344827586,"put_iv_pct":39.344009700889245},{"expiry":"2027-01-15","call_iv_pct":38.67621761658031,"put_iv_pct":43.49923076923077},{"expiry":"2027-04-16","call_iv_pct":41.639070796460175,"put_iv_pct":44.24387628865979}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"80f37265196eb48be04d5a5c331d40f0ffe732a0a58e0b01431f099cb62ae692","captured_at":"2026-10-24T08:08:17.839949+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":"GLL","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"cc16ecb9e687dfe44125b1bc3bed1e69618501c825a0232aa9b78400da4a7f4e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a10f990103e22cd7963dafcd9f53e5d5bca5ab7b2bcdb605b737657b4e5c57f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b21d42f83c70a8ea6a4ed9741bcf1660a4acc0e837abad6c811f32fa6a15afca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"fad56206ddf74024d545cdc0c9280e58e039e9b234fd8ee9ad0e3ee7e1b134d2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1699fcd6b8df5b4011cfc7e3aaf435455b65012aeced8b4dc50f4ceb4c073eaf"}]},{"symbol":"GLL","date":"2026-10-16","iv_pct":41.98844043568572,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.77906678082192,"put_iv_pct":45.411144144144146},{"expiry":"2026-12-18","call_iv_pct":39.24096296296297,"put_iv_pct":40.15294117647059},{"expiry":"2027-01-15","call_iv_pct":39.200898734177215,"put_iv_pct":42.134119241192415},{"expiry":"2027-04-16","call_iv_pct":43.05279926335175,"put_iv_pct":45.93559118236473}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eca302b82a65ce79dd558b39959d5e895208a36f9d9ba0fb7d86c46ffc13a064","captured_at":"2026-10-24T08:08:08.527637+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":"GLL","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"5d13758e2488dc747817e1da997f3187406a29fc912b55a4a2fd154c7872f1ea"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"dac1f61173e18721038b3d7f6d88b2800c2c4e3f00692c9b50ec3d905908682b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"8c1f953a25e19e866cf7e98df3b947e3464571b6ae360edcc4710127b52333fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a6a52801fa673ea91a334fe9238126987677125d3404bbde04aee0ec2ce32afc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"16b515c72639cf652d8383c959c752821f4aef283f2d4a1d7ee8d12a09b89a67"}]},{"symbol":"GLL","date":"2026-10-19","iv_pct":43.46076860499559,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.311336000000004,"put_iv_pct":49.95522774327122},{"expiry":"2026-12-18","call_iv_pct":41.22952941176471,"put_iv_pct":44.489024390243905},{"expiry":"2027-01-15","call_iv_pct":35.95334085778781,"put_iv_pct":50.028883333333326},{"expiry":"2027-04-16","call_iv_pct":41.79385135135135,"put_iv_pct":43.92495575221239}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9dd68682fcfe50e50d5a4724b16a7d2558db2b10836b1d302f56f210ed6bc0db","captured_at":"2026-10-24T08:08:06.754747+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":"GLL","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"49e0cc743465f69cd778dc7fe07075fb07587505fabb9f7d8b5c00067b32035f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"dac1f61173e18721038b3d7f6d88b2800c2c4e3f00692c9b50ec3d905908682b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"8c1f953a25e19e866cf7e98df3b947e3464571b6ae360edcc4710127b52333fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"a6a52801fa673ea91a334fe9238126987677125d3404bbde04aee0ec2ce32afc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"16b515c72639cf652d8383c959c752821f4aef283f2d4a1d7ee8d12a09b89a67"}]},{"symbol":"GLL","date":"2026-10-20","iv_pct":43.76390308436419,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.99949090909091,"put_iv_pct":46.2484429065744},{"expiry":"2026-12-18","call_iv_pct":40.05435950413223,"put_iv_pct":54.20241446725317},{"expiry":"2027-01-15","call_iv_pct":36.76519073569482,"put_iv_pct":46.099999999999994},{"expiry":"2027-04-16","call_iv_pct":39.325315789473684,"put_iv_pct":48.4160103626943}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"59650c3ba94ca410504a780e80712053fdcc446a3f3ad57f31b07b0d1636f87f","captured_at":"2026-10-22T14:27:47.152161+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":"GLL","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"98a06cd8145b7e6cbc5e284a7731635385c9c3833d99e664f774398e05e2a2da"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"80bf9ef50c91c5f48b24acd89e42824379acd2670c881f44a3aad3031f0ee3d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"51847d9bfacd5f066a32d023fea6b6a2a985b54985c894f105883abbcb775bd4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c5dcf9141798a322d941a0656c64276c3fcaa316550753ba1516fe49d2287a7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6f6b0d25c095693ea7808c9e98ca1a0041ea6a0ff309f1e88c5283dcac5d0a6e"}]},{"symbol":"GLL","date":"2026-10-21","iv_pct":44.93791631403927,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.84525121555916,"put_iv_pct":50.18660395108184},{"expiry":"2026-12-18","call_iv_pct":41.64251331203408,"put_iv_pct":57.82669920141971},{"expiry":"2027-01-15","call_iv_pct":38.14083832335329,"put_iv_pct":41.340796703296704},{"expiry":"2027-04-16","call_iv_pct":41.476570155902,"put_iv_pct":45.04405764966741}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"84f0c0a3a0acdd4c4ab352fccd4e1091d7c8bc6e311636d0014bad4908784ac0","captured_at":"2026-10-22T14:27:45.720873+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":"GLL","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"3394f88d64ba90e434d61e9bb869a1d938fb3e99d2de20eb9dec7939d0de7bd1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"80bf9ef50c91c5f48b24acd89e42824379acd2670c881f44a3aad3031f0ee3d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"51847d9bfacd5f066a32d023fea6b6a2a985b54985c894f105883abbcb775bd4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"c5dcf9141798a322d941a0656c64276c3fcaa316550753ba1516fe49d2287a7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"6f6b0d25c095693ea7808c9e98ca1a0041ea6a0ff309f1e88c5283dcac5d0a6e"}]},{"symbol":"GLL","date":"2026-10-22","iv_pct":47.77659730522004,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.214307178631046,"put_iv_pct":58.16003735990037},{"expiry":"2026-12-18","call_iv_pct":36.52742331288344,"put_iv_pct":59.455264847512034},{"expiry":"2027-01-15","call_iv_pct":38.42837837837838,"put_iv_pct":54.330773480662984},{"expiry":"2027-04-16","call_iv_pct":37.3506,"put_iv_pct":51.74599388379204}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9daf4280851b2c739f919e6082616b29f370729e5359cae3cf9133f13febe62d","captured_at":"2026-10-23T02:08:04.802474+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":"GLL","date":"2026-10-22","format":"json"},"source_hash":"48083d67f74b9bd5c69ccd7c3176db24fd8b7e4d574a4a610a4238929feba6ca"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"9a17dc419a7f9cdc98567d998eb3b96ae9154980c105836eb63afd06c766056f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"76ff2f8c0ff51712a3ba1c5b839e858808724b35bc11e14a99405008465b9db5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"5bc9046391ad91410e6d516c9d11e34ae4328471c49f40180cc3ecd443afabce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"09691d4b042d9d116a7fd149bb960a0874ea35bd22e92bd4cd33774ad58aa3e2"}]},{"symbol":"GLL","date":"2026-10-23","iv_pct":45.84242281803766,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":45.205730240549826,"put_iv_pct":54.262756952841606},{"expiry":"2026-12-18","call_iv_pct":39.364915074309984,"put_iv_pct":48.79792531120332},{"expiry":"2027-01-15","call_iv_pct":36.494862842892765,"put_iv_pct":50.7669105691057},{"expiry":"2027-04-16","call_iv_pct":38.239000000000004,"put_iv_pct":53.60728155339805}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"42bbb3592beb81135ff3ec20fde5a50b56e4656b84301cd3ecfe418e9fd12c67","captured_at":"2026-10-24T01:34:53.670108+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":"GLL","date":"2026-10-23","format":"json"},"source_hash":"406b4253c0e2f58a110f43d2d89525240091c7d99ffa1b49a74773d405b8510c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"306b2d4e61c8c2070a35ca261583d4f6fd29ffe5853ad535902e1745421548f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"1ca9bea1bc7d62100e56824cc86ee7562d47e9cbc9ac26189dde7b8850a70b59"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"84a6422f2c442eedca7bb812efcb418e3090b262e450de196b013f7eaa718fef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"eab44379ba1799c10292e03f094edf91caf765f8abac9c2b1848e86eff61aabf"}]},{"symbol":"GLL","date":"2026-10-26","iv_pct":42.911162328815344,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.29260524225576,"put_iv_pct":41.958898305084745},{"expiry":"2026-12-18","call_iv_pct":41.69641824249165,"put_iv_pct":45.437315270935954},{"expiry":"2027-01-15","call_iv_pct":39.2144875,"put_iv_pct":46.36715447154472},{"expiry":"2027-04-16","call_iv_pct":39.26607495069033,"put_iv_pct":48.05634464751958}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c0a2360e1e6de5f690c5f04aed3007e7b0b68905152f46999274450aa1ec918e","captured_at":"2026-10-28T17:31:56.115738+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":"GLL","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"ff58355e07d7d8827b990b875107adcb99c759725467af6c8d555c1c64cfc8fb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"cafae3e057904a72014c9b00271675c8660c087a842aa940274ea34841308ff3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d1e9bef25a9167e23e02d986746a9d6aa7a7394ddbccd35519cf1736e5529196"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"76257547f38ee05a1f6d6665759234822ce940f35ecfba3007d74206f1b0c5b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"abd24a273011fc68fd1eaaed8211e4adf8ad5d924253553ddd3a415e87e27f06"}]},{"symbol":"GLL","date":"2026-10-27","iv_pct":41.63216414857321,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.21167857142857,"put_iv_pct":37.53609344581441},{"expiry":"2026-12-18","call_iv_pct":43.95471428571429,"put_iv_pct":41.22984894259819},{"expiry":"2027-01-15","call_iv_pct":40.15831460674158,"put_iv_pct":42.906532258064516},{"expiry":"2027-04-16","call_iv_pct":41.1761310782241,"put_iv_pct":41.884}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"495cc14904f50ab2314c95c157bb8b28947932b142cbac030e4de2b0be23ed08","captured_at":"2026-10-28T17:31:55.070970+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":"GLL","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"57d60a7b56349d5b607c9f232e84b90fe260a63bfe4235dd51959b8219ea7bda"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"cafae3e057904a72014c9b00271675c8660c087a842aa940274ea34841308ff3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"d1e9bef25a9167e23e02d986746a9d6aa7a7394ddbccd35519cf1736e5529196"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"76257547f38ee05a1f6d6665759234822ce940f35ecfba3007d74206f1b0c5b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"abd24a273011fc68fd1eaaed8211e4adf8ad5d924253553ddd3a415e87e27f06"}]},{"symbol":"GLL","date":"2026-10-28","iv_pct":43.298624239731986,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.76939568345323,"put_iv_pct":39.54540317460318},{"expiry":"2026-12-18","call_iv_pct":45.255917901938425,"put_iv_pct":42.861534276387374},{"expiry":"2027-01-15","call_iv_pct":40.68894329896907,"put_iv_pct":42.56852941176471},{"expiry":"2027-04-16","call_iv_pct":39.686718446601944,"put_iv_pct":49.01255172413793}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"748aeea8760d9ffcdbce58add594783dfe68b73f8a775d3397bc0dbff4a97e99","captured_at":"2026-10-29T17:27:17.367876+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":"GLL","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"b28785328f76853038918b73283eb66a11a021508ba52dfdf93c8a22e5d89ea5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"4462a6ba4162300a4f11262f204f5fa5e635c5078e87ad4cc5f6b33762ec525d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"3f2aa366deb20bbe801ba2600508802f813ea2cd3479703af1426b7a75bbd84a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"83db3c662ea3d27195c16ff8dd568dfa18c66b44525556a90a959b2bace7d502"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"b6ee1b35d60a622f4fbd78ca8e9413fe61559ad078a94109b81d576e7e79d0aa"}]},{"symbol":"GLL","date":"2026-10-29","iv_pct":42.19151915272997,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.90336259284267,"put_iv_pct":43.115133105802045},{"expiry":"2026-12-18","call_iv_pct":40.416595970307526,"put_iv_pct":47.565828877005345},{"expiry":"2027-01-15","call_iv_pct":38.13470443349753,"put_iv_pct":45.90036568213783},{"expiry":"2027-04-16","call_iv_pct":37.50340952380952,"put_iv_pct":39.99275303643724}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3fbc9a3628d9e954c75c73d811c66291bfbbb49cc1f0ce5e155a1a74c54b3554","captured_at":"2026-10-30T17:38:37.766710+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":"GLL","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"1bbd39bfe6b81bba15e5b272b8092d6c6334c34655d44cf595d8c981ec43837c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"7513792cc590194b3ca4127420ffcae64f40bf4d4c5425094900732caa51e885"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"2006a629b12dd057c61be2848ebdb60d0764c387e03ce98d176046a53ce00c90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"60143ea7612feda6f30755120546e1c19d0f9b4446e2e04400d52372767030b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"9c432eca7ad982d93f05d555acb5fcedb5677b84b54336bf97059ea565cdb7a3"}]},{"symbol":"GLL","date":"2026-10-30","iv_pct":47.52690073180901,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.61262592898431,"put_iv_pct":53.29683408071748},{"expiry":"2026-12-18","call_iv_pct":37.2394,"put_iv_pct":63.04394611727416},{"expiry":"2027-01-15","call_iv_pct":40.70180385288967,"put_iv_pct":50.484924471299095},{"expiry":"2027-04-16","call_iv_pct":38.5311377245509,"put_iv_pct":48.30453367875647}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GLL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c8209a51ae95efa667fdd1bbb2b4061c3735890ba0106a1cdd32c1267418830f","captured_at":"2026-11-01T00:13:59.164378+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":"GLL","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"446826180edb6f9dcf80ef9e226b3c55de61beb0a87e83f9c173b7f0b217f614"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"9168a1804b2608418c68c49e9ee9ca30c42348fc47815df6887b4e4e8229c6f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"84c21e3e210a89b5afd6b9bc76eea68c0d8db87c8dbd5b99a0f455083b19f28d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"bcea43323b65b241f9962c31a3bc89aa2f63100252ef69a5a5e3afc904719800"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GLL","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":"70a5fe68a9badb34ba639ff659291a8b8a53267fe7db10f045f0172662851532"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/GLL","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":46.67441008896202,"put_call_skew_pp":3.246562637123114,"implied_move_pct":19.382823321088658,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d7323aefe69f088899ba9cd3f934e57481b554fd3f660085462a929d6c19bddd","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":46.65977945597638,"put_call_skew_pp":7.958938181570316,"implied_move_pct":19.258383364543963,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1719b4315cf1a296b4b068862aa22e49744cee71813886f784bcc8fc081e0f97","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":50.577736889071254,"put_call_skew_pp":-0.33406684061544034,"implied_move_pct":19.792200273297652,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"16204a5dbb92b979d9ceaecba85c9c28324d02b498906422bfb24e32de10d42f","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":49.473579931923766,"put_call_skew_pp":4.362544203033474,"implied_move_pct":19.420621009074864,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f2cb827d777ec5ff089a7ff92f6b6f573324052550e7447a4ec644b42de744e5","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":47.39002620633875,"put_call_skew_pp":2.7622453506264737,"implied_move_pct":18.33928887603158,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2c00948b43b7906a5744b16fbd3b61fae032e286752ac8cee92812bd70ceb655","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":44.87801167009791,"put_call_skew_pp":5.338184528544044,"implied_move_pct":17.478243459036555,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e158b4c98b5a53b2658096ecff327c2646e13cfb56ddc9d6b2a07c46a6153058","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":43.975317221177335,"put_call_skew_pp":7.895962694249558,"implied_move_pct":16.73223563341165,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c609925568c3445798fb8e0878bb0faee032bfe21515478cde1674e7a2ffde7b","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":46.278166785792685,"put_call_skew_pp":-0.7692386285491271,"implied_move_pct":17.078830217878654,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"481f469c92c50999dc41cdab6ed5df68f3f2375873b90a6371912ed4151f6359","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":51.83122847639093,"put_call_skew_pp":1.306337227972012,"implied_move_pct":16.841529348924954,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8c802f8656ccfdd3e8f04cd17abad8e53fef2d140ddaee24e067e1ca21d66323","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":56.047738222134875,"put_call_skew_pp":-4.076830642797731,"implied_move_pct":16.98751386843594,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bc6d11f638dabaea21ac482c86ad6aece0ff82b30a660f1144cba690fdf4f649","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":48.90907229155524,"put_call_skew_pp":3.1098069148763976,"implied_move_pct":25.857055796137107,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"52b1c27c9f90cbd03cebf58ea1eba0d9f55855e2a90e7f0ee1cdef95ca7dc982","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":52.24679600329169,"put_call_skew_pp":5.029492302778273,"implied_move_pct":27.053954876965772,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78e9472a0e82af395b231af3a67768046d4ca853921183a54f04ec0ca6499e23","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":50.11103520916331,"put_call_skew_pp":-3.9088821502863755,"implied_move_pct":25.982710797196095,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3b2125c7837aab09ec4fc96fc4b5029903011835243247a6e09e5a478c2dd5c3","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":49.912546611207816,"put_call_skew_pp":2.9605840754033004,"implied_move_pct":25.579924096152475,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"219274a3e37ba7bb89e79a047299c20a396c626dbfb8c6fa563545a32c8d77e5","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":49.313259538950405,"put_call_skew_pp":-0.7153324674900734,"implied_move_pct":25.4220432630557,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d8bb4ad91195ac18e5d4d83cc850af96e5650044ef2c7fc7a5ed9c10236f8b5d","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":48.68480222364016,"put_call_skew_pp":7.957204914417613,"implied_move_pct":24.899764238909846,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dfe13b9caa7edc7a6f594d81555842434a55efd6d9f591da77bf1cfe5fb484d7","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":48.151013878652606,"put_call_skew_pp":2.4752162636212116,"implied_move_pct":24.07337792924813,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e24f144cbc194a906276c53f8148fa2512fe1d6d739f3a0d9d78161a32e8bafe","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":47.15114718301431,"put_call_skew_pp":4.514748826553385,"implied_move_pct":23.247469287706288,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e4a48ffd8ec5b3d9f77758711f4c5d789a4ee2457dfc1559729ef75934f263ed","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":47.95228089084742,"put_call_skew_pp":-2.026143904036415,"implied_move_pct":23.28803997204968,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"57128df1625311bc45c3978f4c54eed81762753f88287de8fc2d2d872e5ffe15","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":49.877117776026026,"put_call_skew_pp":7.060151742145903,"implied_move_pct":23.824367363726104,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"94a7267d13d0352a3201ea0e231d664ebf061dd755a74203324ae7fc7f345635","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":47.0635543137914,"put_call_skew_pp":-2.3488580126775336,"implied_move_pct":22.842316100811196,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f2175b7ebf028c10109e0b155e152243c0242364bac421f2e99f110f0c0336a0","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":52.688222148458415,"put_call_skew_pp":8.015442940306365,"implied_move_pct":24.149978365164184,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"611fb60ae60c57acd03c5700c4bd383edda13a3cb92de96a7edc96af09a66ba7","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":53.04999833662738,"put_call_skew_pp":2.7719838061319635,"implied_move_pct":23.773411440242143,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ca6a49436f909479cd46d903214c96359605e354da298d01ea75b9e4f8b32aff","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":53.01749880243762,"put_call_skew_pp":5.696641115857437,"implied_move_pct":23.146886638471322,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"45a2515d6b4e8ad911194c551fb08ff2ba003f86a2be94265c0686aaa15f884c","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":48.9692499631571,"put_call_skew_pp":4.0049171939778425,"implied_move_pct":21.854610052933197,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1b04c156a811dc0c0bc6a53817e37de0ae87cca2a12e880e76c194fbfaf2d84a","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":50.492710000152215,"put_call_skew_pp":4.7430884920337135,"implied_move_pct":21.24247451779869,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"50c80990e2155b123ea2e853f7b1d86bc2244d49794a1fc874200df809037ad0","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":53.543262346524784,"put_call_skew_pp":-1.0691013215362535,"implied_move_pct":21.508200072415065,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ab1f92667fe80a0d7ad86439a9780a0b40cbcf1c05bf3a9ce809f626ce0c02bd","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":52.088886694538054,"put_call_skew_pp":3.6710906228719935,"implied_move_pct":21.009202645765633,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"357b958496003d09415e9a800d814125806708d2afdd47469296f0e32b831a18","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":52.40563228231838,"put_call_skew_pp":2.9318144910894937,"implied_move_pct":16.035311956814372,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6f2863ff8cd1395a5834e01f8b9f6b50e0867c9c921792c2f574f693cc9085f1","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":47.14003365656005,"put_call_skew_pp":2.2746865653689685,"implied_move_pct":24.13866511298027,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d10eb30849007527deecbecd85b3674992c695e57e72a7f045e2a538c4a17840","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":45.199518978048694,"put_call_skew_pp":3.233684516511749,"implied_move_pct":23.037547930171,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eae1495ec4134486f5c5a2517f40f996f79952f69bb4d3b52917c796af779b30","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":43.642078870378704,"put_call_skew_pp":-1.7719590469183615,"implied_move_pct":21.99746390783382,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"42de9137ede1a41add57a8abb1986dca6415509bb8ff15b281b1ccc3e922c2c8","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":44.918540078232425,"put_call_skew_pp":5.797111642816104,"implied_move_pct":22.347483155793455,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ccd2a00b1623006e37059da90a7449b95a69551b4270712ebe3250b8c6f3f09c","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":42.835977447425044,"put_call_skew_pp":4.407629280234527,"implied_move_pct":21.439135311557727,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"770cb57ec178560e65737f41d30633f80d83912f18757ed698d0de8bd585a855","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":42.88717545002968,"put_call_skew_pp":1.1552241871355253,"implied_move_pct":21.059646514881873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"88ac7e6e0a13e9eec0f92b9a315984a1e5e6f0a64f1289d9b55241f909891b08","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":45.13285115209315,"put_call_skew_pp":4.977999594234923,"implied_move_pct":21.578581045340044,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78e84c9465adf7708d975edc03d1c4f5dc5460bb07b84a12341701390322e15e","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":44.52275507421696,"put_call_skew_pp":0.16303683820693315,"implied_move_pct":21.00799633630332,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"874b2e7e85207caa886c721a0f07bee88740e4c092b158a844ba99ebb98ae91f","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":43.34765491248222,"put_call_skew_pp":4.541311260106472,"implied_move_pct":20.668503825395323,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"742c2a843437015f871fcf37193e0a4532522d0cf10e2373d26c163995fd1b84","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":41.280406054221515,"put_call_skew_pp":4.675090414904503,"implied_move_pct":19.58528723422126,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a25be233c3057b8f162b84ff974704500d7942884c552c1cd4adf0303445f12c","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":43.5414849956667,"put_call_skew_pp":5.090273272953739,"implied_move_pct":20.239620531921585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4cc5b8dd94a57fe95badf148571a69de9cc782fa71506c7eaa7bb423a3bb4365","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":43.62002636727681,"put_call_skew_pp":5.633195109048581,"implied_move_pct":19.747071250235848,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2fb670b5f388182a1a2f5cf0162827978f24ec4f89bde4309b675d5ea3a049fc","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":41.98009226180212,"put_call_skew_pp":3.2478579628134376,"implied_move_pct":18.952986404433943,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c02c85d488f3aba10845b41c5d33405aac0fdf90390cebd35db35953a6b6ca31","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":42.19674617806102,"put_call_skew_pp":3.1102026115942447,"implied_move_pct":18.864458735632006,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3cfe822c5030f084c85d0877ce95dbcc2f8c8e70b454b90d92a2d6f2599c3153","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":42.21470639253586,"put_call_skew_pp":1.1341176646983335,"implied_move_pct":18.689001146422648,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eab4f71075c1331a54f60a5926f95881cc305c66bee2e17224479b41ac57f05d","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":41.40400097927113,"put_call_skew_pp":2.234153307007359,"implied_move_pct":18.540187908498048,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a2f71e6c3ac7bcee4c3f6d715225d433ae528aa85af7c8dfab07c87d09ecc2f6","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":43.88128807555952,"put_call_skew_pp":2.0780585191713143,"implied_move_pct":18.025791671836313,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f617b6a827de3d17f71ced264ac0bf47270d63d0128e39788e9a25250e14cf67","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":42.66826393108943,"put_call_skew_pp":3.6102877936604862,"implied_move_pct":17.304648073101063,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bbba5d45a3624e2cd2c05b7800d7ff9013aa1646104a9e37e252003abdfdcbc0","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":44.362511394372184,"put_call_skew_pp":-0.3199968078070725,"implied_move_pct":17.043344752878,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"80f37265196eb48be04d5a5c331d40f0ffe732a0a58e0b01431f099cb62ae692","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":41.98844043568572,"put_call_skew_pp":2.840017000714507,"implied_move_pct":20.383545003832133,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eca302b82a65ce79dd558b39959d5e895208a36f9d9ba0fb7d86c46ffc13a064","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":43.460768604995586,"put_call_skew_pp":7.2775083995392436,"implied_move_pct":20.45901461358325,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9dd68682fcfe50e50d5a4724b16a7d2558db2b10836b1d302f56f210ed6bc0db","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":43.76390308436419,"put_call_skew_pp":9.955627699532554,"implied_move_pct":20.551554867122363,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"59650c3ba94ca410504a780e80712053fdcc446a3f3ad57f31b07b0d1636f87f","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":44.93791631403928,"put_call_skew_pp":7.323246124654281,"implied_move_pct":20.672962783379866,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"84f0c0a3a0acdd4c4ab352fccd4e1091d7c8bc6e311636d0014bad4908784ac0","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":47.77659730522004,"put_call_skew_pp":16.292840175493637,"implied_move_pct":21.740319181454947,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9daf4280851b2c739f919e6082616b29f370729e5359cae3cf9133f13febe62d","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":45.84242281803766,"put_call_skew_pp":12.032591557199027,"implied_move_pct":20.93546439351791,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"42bbb3592beb81135ff3ec20fde5a50b56e4656b84301cd3ecfe418e9fd12c67","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":42.911162328815344,"put_call_skew_pp":5.087531689911815,"implied_move_pct":19.399680440412073,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c0a2360e1e6de5f690c5f04aed3007e7b0b68905152f46999274450aa1ec918e","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":41.63216414857321,"put_call_skew_pp":-1.4860909739078565,"implied_move_pct":18.60044867206979,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"495cc14904f50ab2314c95c157bb8b28947932b142cbac030e4de2b0be23ed08","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":43.29862423973198,"put_call_skew_pp":0.3967608139826293,"implied_move_pct":19.227552923372873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"748aeea8760d9ffcdbce58add594783dfe68b73f8a775d3397bc0dbff4a97e99","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":42.19151915272996,"put_call_skew_pp":3.9040020452313033,"implied_move_pct":18.212847136835258,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3fbc9a3628d9e954c75c73d811c66291bfbbb49cc1f0ce5e155a1a74c54b3554","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":47.52690073180901,"put_call_skew_pp":12.511317710405581,"implied_move_pct":20.24087633929362,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c8209a51ae95efa667fdd1bbb2b4061c3735890ba0106a1cdd32c1267418830f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}