{"schemaVersion":1,"symbol":"GNOM","days":90,"observations":[{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-21T19:54:58.491000+00:00","captured_at":"2026-10-22T05:08:59.820Z","last_trade_at":"2026-10-21T20:00:00.687875674Z","price":68.72,"iv_pct":42.08389054726368,"implied_move_pct":9.772863949557605,"put_call_skew_pp":-9.52781938239845,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"061108703c980273bc9fcf6893071dfbc45a3126c9556feb8709c61c7a79df4d"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-22T18:39:20.687000+00:00","captured_at":"2026-10-22T18:45:16.676Z","last_trade_at":"2026-10-22T18:38:38.341306702Z","price":65.005,"iv_pct":37.09906580729846,"implied_move_pct":8.196779988744202,"put_call_skew_pp":-13.525664133017978,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"8e0109936197fcd3a049abd00b4b2475c78365ae3a14fae1654c811d6e9221e2"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:08.825000+00:00","captured_at":"2026-10-23T02:22:43.772Z","last_trade_at":"2026-10-22T20:00:00.373609209Z","price":66.01,"iv_pct":34.68566076626853,"implied_move_pct":7.725713639559595,"put_call_skew_pp":-9.869956461189666,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"91bd79470cbeaf5e1b2ac58830c233375238505ef20280bd289b0eca8fa43b63"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-23T17:31:11.248000+00:00","captured_at":"2026-10-23T17:45:31.092Z","last_trade_at":"2026-10-23T17:31:11.247459863Z","price":65.84,"iv_pct":34.099418615011565,"implied_move_pct":7.4850207173840815,"put_call_skew_pp":-9.288981678156672,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"8b099168b149f505b36cbddafd021a20cd61669db00594435bfef46af8449c2b"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:09.741000+00:00","captured_at":"2026-10-24T04:48:16.066Z","last_trade_at":"2026-10-23T20:00:00.236270283Z","price":65.58,"iv_pct":34.25387490991421,"implied_move_pct":7.479416229694966,"put_call_skew_pp":-10.63007048587048,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"4eef16d2894b2cb3214e26be7802b380012991e202bcf7f5c6853980f831e63b"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:01.028000+00:00","captured_at":"2026-10-27T00:11:27.527Z","last_trade_at":"2026-10-26T20:40:11.328468467Z","price":67.78,"iv_pct":42.304494977521514,"implied_move_pct":9.038144866584124,"put_call_skew_pp":-10.067725373842517,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"6a4b6f0f553a9c44fbb8a69d0a06916bd87c598f2c555bfe0947b8c2f674d80b"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-27T19:53:01.151000+00:00","captured_at":"2026-10-27T23:11:21.314Z","last_trade_at":"2026-10-27T20:00:00.804502109Z","price":68.8048,"iv_pct":39.65033726814219,"implied_move_pct":8.209508006495996,"put_call_skew_pp":-22.998221065374402,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"75592dfdcced40188972e258dec6356a11690c8f37e45d79141fa96f6e5d4560"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:20.695000+00:00","captured_at":"2026-10-28T20:16:54.805Z","last_trade_at":"2026-10-28T20:00:00.283741891Z","price":71.5059,"iv_pct":36.26736677578054,"implied_move_pct":7.190535523157063,"put_call_skew_pp":-10.606701663638152,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"693746e3da4e12a56932bb6bf2b313ea5246daf06e5b323497eedb58b086ab96"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:27.529000+00:00","captured_at":"2026-10-29T22:59:52.973Z","last_trade_at":"2026-10-29T20:00:00.337535317Z","price":72.54,"iv_pct":40.09522728567175,"implied_move_pct":7.904404843426704,"put_call_skew_pp":-10.698321013015244,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"c27de2b245da714e28f90da0acc6211fa73d548686687bcdb3b1eb5b9cd863a3"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-10-30T19:57:00.319000+00:00","captured_at":"2026-10-30T22:57:39.260Z","last_trade_at":"2026-10-30T20:00:00.201768146Z","price":69.6104,"iv_pct":41.67191436366921,"implied_move_pct":7.8452428810658725,"put_call_skew_pp":-18.065463236438863,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"ee0844c33124549c4c8d3ca4cac8776afcf103299d02e094f361e28d47131408"},{"symbol":"GNOM","expiry":"2026-11-20","observed_at":"2026-11-05T15:15:09.556000+00:00","captured_at":"2026-11-05T15:15:11.853Z","last_trade_at":"2026-11-05T15:15:05.702397163Z","price":65.89,"iv_pct":52.256519620117324,"implied_move_pct":8.311812576435312,"put_call_skew_pp":-22.293462682583975,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GNOM","source_hash":"73ac6a37e36e64552bd6731966d54ff04f73a44d6d51c7f0c2a3e8af6faa8fce"}],"dailyIv":[{"symbol":"GNOM","date":"2026-08-11","iv_pct":36.71877468350325,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":50.994564705882354,"put_iv_pct":47.853216080402014},{"expiry":"2026-09-18","call_iv_pct":32.81055147058824,"put_iv_pct":32.065037878787884},{"expiry":"2026-11-20","call_iv_pct":32.83628272251309,"put_iv_pct":33.6625},{"expiry":"2027-02-19","call_iv_pct":31.14747252747253,"put_iv_pct":32.380572082379864}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"67eabf79aa65086f5964764a24c66aae2e113be454106f5efcae9bd5e63af35e","captured_at":"2026-10-24T08:24:58.229020+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":"GNOM","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"783d628eb61e04ade5a2bf7d814ffd50af9ddc4b0fe284add6cef26eb7da2218"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1cc27ffb792fb241ab6a4999707e4e01de2d509b4651fda9e617f521309bed7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"a7734c40228ea9cb09eb622e3b48bc1b1fd3435112688848cc0484108f209b2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"793424d4565d666a96c9e9dd71a6ce197279b4a88a6c69eac721272556969872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f12269ae0b965eb03c6d4e8895f6745c79a1b5b03f4c3946284cf511dd31462"}]},{"symbol":"GNOM","date":"2026-08-12","iv_pct":38.48680578195739,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":68.58386554621849,"put_iv_pct":60.526229260935146},{"expiry":"2026-09-18","call_iv_pct":33.95502057613169,"put_iv_pct":30.55091428571429},{"expiry":"2026-11-20","call_iv_pct":27.967884615384612,"put_iv_pct":28.00716814159292},{"expiry":"2027-02-19","call_iv_pct":28.462815884476534,"put_iv_pct":29.840547945205483}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78a8e3b6175ea5cc70e0dfd2c3d0d07c3ec8052607f63d00fb6e8a06fc8815da","captured_at":"2026-10-24T08:24:56.538182+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":"GNOM","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"d49f3595683adc40aca464f0ffbb6c63bd8c1f2caaf7cd5cd6eefd9adbf53cb8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1cc27ffb792fb241ab6a4999707e4e01de2d509b4651fda9e617f521309bed7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"a7734c40228ea9cb09eb622e3b48bc1b1fd3435112688848cc0484108f209b2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"793424d4565d666a96c9e9dd71a6ce197279b4a88a6c69eac721272556969872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f12269ae0b965eb03c6d4e8895f6745c79a1b5b03f4c3946284cf511dd31462"}]},{"symbol":"GNOM","date":"2026-08-13","iv_pct":41.795266019383796,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":74.68146840148698,"put_iv_pct":65.28240610328638},{"expiry":"2026-09-18","call_iv_pct":38.84586466165413,"put_iv_pct":33.13995645863571},{"expiry":"2026-11-20","call_iv_pct":31.79808743169399,"put_iv_pct":28.58898876404494},{"expiry":"2027-02-19","call_iv_pct":32.021296928327644,"put_iv_pct":30.00405940594059}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d80e07ff47d99ee8ef2c237dc36e6d16c872804da59d0a2ef4ece886a5fd7b7a","captured_at":"2026-10-24T08:24:38.560776+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":"GNOM","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"c2dac7b7401372667898ae8558aa765fe3fbdf671b2ee233f52df94e184a6b9b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1cc27ffb792fb241ab6a4999707e4e01de2d509b4651fda9e617f521309bed7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"a7734c40228ea9cb09eb622e3b48bc1b1fd3435112688848cc0484108f209b2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"793424d4565d666a96c9e9dd71a6ce197279b4a88a6c69eac721272556969872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f12269ae0b965eb03c6d4e8895f6745c79a1b5b03f4c3946284cf511dd31462"}]},{"symbol":"GNOM","date":"2026-08-14","iv_pct":44.944689044416855,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":77.39977198697069,"put_iv_pct":70.62669724770642},{"expiry":"2026-09-18","call_iv_pct":41.28194756554307,"put_iv_pct":42.74602427921093},{"expiry":"2026-11-20","call_iv_pct":31.802938388625595,"put_iv_pct":31.153270142180094},{"expiry":"2027-02-19","call_iv_pct":31.52333333333333,"put_iv_pct":33.023529411764706}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"87c68a7b052744dd360d04096e2ac8119cffcdb79b447c3a1c6effd401096fb2","captured_at":"2026-10-24T08:24:36.833960+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":"GNOM","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"2af24c21b792637e58e2a1ef1bb7835e72ccefbe8d2bb4bb71a79095639f5ea6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1cc27ffb792fb241ab6a4999707e4e01de2d509b4651fda9e617f521309bed7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"a7734c40228ea9cb09eb622e3b48bc1b1fd3435112688848cc0484108f209b2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"793424d4565d666a96c9e9dd71a6ce197279b4a88a6c69eac721272556969872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f12269ae0b965eb03c6d4e8895f6745c79a1b5b03f4c3946284cf511dd31462"}]},{"symbol":"GNOM","date":"2026-08-17","iv_pct":51.31881798342121,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":96.59878535773711,"put_iv_pct":95.00655957161982},{"expiry":"2026-09-18","call_iv_pct":41.01325800376648,"put_iv_pct":44.90593385214008},{"expiry":"2026-11-20","call_iv_pct":30.034034653465348,"put_iv_pct":37.368117647058824},{"expiry":"2027-02-19","call_iv_pct":28.780714285714286,"put_iv_pct":36.84314049586777}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"60a2712c777f5bbf821ab18d6ab226ccfc5d49d46ea7169e3e12f7328a316a77","captured_at":"2026-10-24T08:24:31.012952+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":"GNOM","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"9ccfb0f4ea98a2d2d1ed6ee1291792320da3f57486231f98ed31efb7e3beaa41"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"b9b6fc78c40ec07cb022f46fcc28f84f9ac4a9b4ae3968b6848da4e87aeae350"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"912d11ce0fbbac78161c2d8a7ea3919f1c67369e27f6718de29269f337f5de72"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","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":"84f36c9f780271a71b13c43a3e208ab3a13282d7baf71fdac2b75db801a8d572"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"43bdacb29dc7fd1490ebb09b00bdcd35ac726d49847bdd260acfcf3073023884"}]},{"symbol":"GNOM","date":"2026-08-18","iv_pct":56.04330613690526,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":121.61842271293375,"put_iv_pct":106.02686274509804},{"expiry":"2026-09-18","call_iv_pct":44.93977168949772,"put_iv_pct":39.88457902511078},{"expiry":"2026-11-20","call_iv_pct":35.24798469387755,"put_iv_pct":33.68131313131313},{"expiry":"2027-02-19","call_iv_pct":32.86021582733813,"put_iv_pct":34.087299270073}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"53da2d39c0ed1c7c91d367d39fa64c39a3e4e8b284c052740c61161a5acd6c7e","captured_at":"2026-10-24T08:24:29.520365+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GNOM","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"68f7567afddc86bef3ddcbfe7b0c3f335795923bec8bf7254cb85f81c44e2a88"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"b9b6fc78c40ec07cb022f46fcc28f84f9ac4a9b4ae3968b6848da4e87aeae350"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"912d11ce0fbbac78161c2d8a7ea3919f1c67369e27f6718de29269f337f5de72"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","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":"84f36c9f780271a71b13c43a3e208ab3a13282d7baf71fdac2b75db801a8d572"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"43bdacb29dc7fd1490ebb09b00bdcd35ac726d49847bdd260acfcf3073023884"}]},{"symbol":"GNOM","date":"2026-08-24","iv_pct":37.70595426536898,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":49.367758620689656,"put_iv_pct":40.98884808013356},{"expiry":"2026-10-16","call_iv_pct":40.139427792915534,"put_iv_pct":34.04429184549356},{"expiry":"2026-11-20","call_iv_pct":36.57169696969697,"put_iv_pct":33.41572192513369},{"expiry":"2027-02-19","call_iv_pct":34.31488888888889,"put_iv_pct":32.805}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"162c9f26a6ba02c6a87ebf350115236e7101d9a1d3127d6a9d37eedf52f608db","captured_at":"2026-10-24T08:24:16.918034+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":"GNOM","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"c1bd5affaeb6e46831c8b0aaad0ca2f3fdd731050038d9fdb5ecc5ef2c1da06e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"fb20fa0d891d75156f6c55fc66b4d694693df8083bad35017be71f2031b8f9f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"7e35391864c16d5a1121545f8d8c0d1bfa44c0359ffdf0e2c3d8efbddeeed1cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5587f8992d3f0bf2d1d4ab949a8bfa01e5f9b7d4b34ce4ce66c6d06b232019d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dd3111e37d46a0409d4c4d03b491200b3de6eb238fac518fe525819292ac7195"}]},{"symbol":"GNOM","date":"2026-08-26","iv_pct":34.38448630044456,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":41.302817391304345,"put_iv_pct":39.76639123102866},{"expiry":"2026-10-16","call_iv_pct":31.197346938775507,"put_iv_pct":34.3536036036036},{"expiry":"2026-11-20","call_iv_pct":31.10726218097448,"put_iv_pct":33.559445983379504},{"expiry":"2027-02-19","call_iv_pct":30.906740196078434,"put_iv_pct":32.882282878411914}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7e846e56f7f97c33a70543176427ab6e8eaad80864f7bd7853b2ab60422ac61","captured_at":"2026-10-24T08:24:13.237512+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":"GNOM","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"e3fea4791ed0515c9b856e41ddb97f2e6ac9b505bdd40965510a82aaeaae8cb4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"fb20fa0d891d75156f6c55fc66b4d694693df8083bad35017be71f2031b8f9f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"7e35391864c16d5a1121545f8d8c0d1bfa44c0359ffdf0e2c3d8efbddeeed1cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5587f8992d3f0bf2d1d4ab949a8bfa01e5f9b7d4b34ce4ce66c6d06b232019d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dd3111e37d46a0409d4c4d03b491200b3de6eb238fac518fe525819292ac7195"}]},{"symbol":"GNOM","date":"2026-08-27","iv_pct":36.4712993100185,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":44.54463137996219,"put_iv_pct":44.35245931283906},{"expiry":"2026-10-16","call_iv_pct":34.56654135338346,"put_iv_pct":36.03051401869159},{"expiry":"2026-11-20","call_iv_pct":31.0321409921671,"put_iv_pct":35.05032448377581},{"expiry":"2027-02-19","call_iv_pct":31.069391634980985,"put_iv_pct":35.124391304347824}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"987379dfd8769d159697728e5ee137bbe09d610e73ee9de30d83a0fac3d99114","captured_at":"2026-10-24T08:24:11.684711+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":"GNOM","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"c129e62a173f8ba4b35e1bd4b241d7ce2789b5cbdd5df9b69e4019ab689c4c6a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"fb20fa0d891d75156f6c55fc66b4d694693df8083bad35017be71f2031b8f9f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"7e35391864c16d5a1121545f8d8c0d1bfa44c0359ffdf0e2c3d8efbddeeed1cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5587f8992d3f0bf2d1d4ab949a8bfa01e5f9b7d4b34ce4ce66c6d06b232019d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dd3111e37d46a0409d4c4d03b491200b3de6eb238fac518fe525819292ac7195"}]},{"symbol":"GNOM","date":"2026-08-28","iv_pct":38.87798104888385,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":57.31188073394495,"put_iv_pct":39.939515306122445},{"expiry":"2026-10-16","call_iv_pct":46.343951612903226,"put_iv_pct":30.551630252100843},{"expiry":"2026-11-20","call_iv_pct":41.4674358974359,"put_iv_pct":27.297301255230128},{"expiry":"2027-02-19","call_iv_pct":38.45333333333333,"put_iv_pct":29.658799999999996}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6b7eaab54e486ded763336b85d2e128faa9365a65049e637f58eb20fc5a2e513","captured_at":"2026-10-24T08:24:10.128860+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":"GNOM","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"6fa2584d33fa5440457c277c18703edb394a1090e3ac651d0485211e87acb417"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"fb20fa0d891d75156f6c55fc66b4d694693df8083bad35017be71f2031b8f9f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"7e35391864c16d5a1121545f8d8c0d1bfa44c0359ffdf0e2c3d8efbddeeed1cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5587f8992d3f0bf2d1d4ab949a8bfa01e5f9b7d4b34ce4ce66c6d06b232019d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dd3111e37d46a0409d4c4d03b491200b3de6eb238fac518fe525819292ac7195"}]},{"symbol":"GNOM","date":"2026-08-31","iv_pct":39.477712695452425,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":49.880405643738975,"put_iv_pct":49.41792857142857},{"expiry":"2026-10-16","call_iv_pct":37.30771289537713,"put_iv_pct":39.66254117647059},{"expiry":"2026-11-20","call_iv_pct":33.44822281167109,"put_iv_pct":37.81},{"expiry":"2027-02-19","call_iv_pct":31.92859259259259,"put_iv_pct":36.366297872340425}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17123fb95fa0de444d4c2a470bda3cea29853e3a6d29220e6e744321c32ad264","captured_at":"2026-10-24T08:24:02.537308+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":"GNOM","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"5a61db55c4f1f9b469d8b52dda0ef789c9ee5eb35ec6bef7379ac446f76b9dde"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"da835397d4f93797f172a064bfa89699d41fb6b711a3809ca80b7d3d49d1992c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"ac25bb15fa9c3a79205957cbf575c53bbd4b66288e393e63d4cd92b8c483f587"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7d74576590d2c6f8d7ff650f5678523ac1a4c293cb8d1d716f77c7282243beab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"139dd778e8a123815caac3fb60b8b34d1c2ef3e10a23cf75956ca55372d33fe2"}]},{"symbol":"GNOM","date":"2026-09-01","iv_pct":38.71924706326963,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.92526315789474,"put_iv_pct":51.33426256077796},{"expiry":"2026-10-16","call_iv_pct":29.075934065934057,"put_iv_pct":41.30789731051345},{"expiry":"2026-11-20","call_iv_pct":31.716782178217823,"put_iv_pct":40.00524429967427},{"expiry":"2027-02-19","call_iv_pct":30.298767605633802,"put_iv_pct":37.089825327510916}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"24065a1f62cf5c761a7edd80645bad43b0f61e332a21aa4e44fd5d8f0a35a1f9","captured_at":"2026-10-24T08:23:58.083625+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":"GNOM","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"eea161de3f4188f747e771c58690161208ff9365a50461f911e91dde857fd53c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"21cc8a0df3931158548174aa1518b38881619c7877cf6f4dd02c69048dac53dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"7cd7d2e7586a72d47e68ea0bcac08c50fc6a5bb6571223feedc8bc9424ad9817"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f3c64fd8d8d9ae466be3d7e0f9a0445afdda5a063a91cc2461f0537abb0d6e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"35f59d6190447a23b9d1eacfa4aef54f1bb8546822d8919a77bf5eb4fa8eb9e3"}]},{"symbol":"GNOM","date":"2026-09-02","iv_pct":38.775427611457005,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":47.08683706070288,"put_iv_pct":51.04969696969697},{"expiry":"2026-10-16","call_iv_pct":35.77894039735099,"put_iv_pct":38.601503416856495},{"expiry":"2026-11-20","call_iv_pct":32.37794416243654,"put_iv_pct":37.56826923076923},{"expiry":"2027-02-19","call_iv_pct":31.361855670103093,"put_iv_pct":36.378373983739834}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5d4838f68cf4f1033debb77f705540e4311ee87d238bd11946f6ed4da36594fe","captured_at":"2026-10-24T08:23:56.265482+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":"GNOM","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"48207ac5c59b88c327f4a7c2104980cda516ec178b6d5987dd1cef13fceef8fd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"21cc8a0df3931158548174aa1518b38881619c7877cf6f4dd02c69048dac53dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"7cd7d2e7586a72d47e68ea0bcac08c50fc6a5bb6571223feedc8bc9424ad9817"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f3c64fd8d8d9ae466be3d7e0f9a0445afdda5a063a91cc2461f0537abb0d6e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"35f59d6190447a23b9d1eacfa4aef54f1bb8546822d8919a77bf5eb4fa8eb9e3"}]},{"symbol":"GNOM","date":"2026-09-03","iv_pct":35.46014003160302,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":50.17256410256411,"put_iv_pct":44.93204485488126},{"expiry":"2026-10-16","call_iv_pct":26.557093184979134,"put_iv_pct":34.42457364341085},{"expiry":"2026-11-20","call_iv_pct":29.42408988764045,"put_iv_pct":32.79381909547738},{"expiry":"2027-02-19","call_iv_pct":31.38693548387097,"put_iv_pct":33.989999999999995}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5869724ab0a214dddcbee77bf840cb283e625ccc34ee9973d004587fa01b1865","captured_at":"2026-10-24T08:23:54.385642+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":"GNOM","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"0c6bf4b36ea03af1e52e002a3b2a5bc0a4764d90178308b99c8d819172566c4d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"21cc8a0df3931158548174aa1518b38881619c7877cf6f4dd02c69048dac53dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"7cd7d2e7586a72d47e68ea0bcac08c50fc6a5bb6571223feedc8bc9424ad9817"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f3c64fd8d8d9ae466be3d7e0f9a0445afdda5a063a91cc2461f0537abb0d6e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"35f59d6190447a23b9d1eacfa4aef54f1bb8546822d8919a77bf5eb4fa8eb9e3"}]},{"symbol":"GNOM","date":"2026-09-04","iv_pct":38.243936664754905,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":52.79245315161839,"put_iv_pct":49.4585671641791},{"expiry":"2026-10-16","call_iv_pct":37.13428571428572,"put_iv_pct":35.093442940038685},{"expiry":"2026-11-20","call_iv_pct":32.99674540682415,"put_iv_pct":32.88210796915167},{"expiry":"2027-02-19","call_iv_pct":32.292346570397115,"put_iv_pct":33.301544401544405}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78edffdf78f047123a4c8232748c4d080eb7e2fad2d3e47687777903529f16be","captured_at":"2026-10-24T08:23:52.433680+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":"GNOM","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"374a06fbc6278eb4cac7a5fe13b52cd4b2a3d6258dffe6a587df532c6ebe0d56"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"21cc8a0df3931158548174aa1518b38881619c7877cf6f4dd02c69048dac53dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"7cd7d2e7586a72d47e68ea0bcac08c50fc6a5bb6571223feedc8bc9424ad9817"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f3c64fd8d8d9ae466be3d7e0f9a0445afdda5a063a91cc2461f0537abb0d6e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"35f59d6190447a23b9d1eacfa4aef54f1bb8546822d8919a77bf5eb4fa8eb9e3"}]},{"symbol":"GNOM","date":"2026-09-08","iv_pct":41.69780870294801,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":61.984397394136806,"put_iv_pct":58.34269938650307},{"expiry":"2026-10-16","call_iv_pct":40.16303370786517,"put_iv_pct":38.036131386861314},{"expiry":"2026-11-20","call_iv_pct":34.691675126903554,"put_iv_pct":34.03},{"expiry":"2027-02-19","call_iv_pct":33.00904109589041,"put_iv_pct":33.32549152542373}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3d2de563680b7bcf9d72a10fc4cb7dfd390e4a1bb0cb2903f5689d6701cb2b37","captured_at":"2026-10-24T08:23:45.743124+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":"GNOM","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"31fa3f8276c6b97fbdf5364fc908335c5fb0f2cfcc29afc5fda503119c4e52c6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f8c4cacc88a36c427914c6dd23a84e1b805ff911b18f0b42bfb419ef38a79ae5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1dcc5f4b93959e4182876ab23a6af0c17713f68748f7eb534fa92db69be7c962"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","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":"5a75f27e06d8fd61c689e6ca175003bb26b6173febf5b1b4407bce550e2b83d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"123bc3dfc656182716f4815a364a25e00bd085b820d315ced38ad640435e10af"}]},{"symbol":"GNOM","date":"2026-09-09","iv_pct":42.270669137285715,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":68.08432048681541,"put_iv_pct":57.89087912087913},{"expiry":"2026-10-16","call_iv_pct":40.75695652173913,"put_iv_pct":37.415588235294116},{"expiry":"2026-11-20","call_iv_pct":35.27515228426396,"put_iv_pct":33.7077108433735},{"expiry":"2027-02-19","call_iv_pct":32.295035460992914,"put_iv_pct":32.739710144927535}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"abdbcc6eeae5fa9945d1a6088d1b9cc9e8a970e29d0baf06f39961e013cf291f","captured_at":"2026-10-24T08:23:44.238300+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":"GNOM","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"14060e63b6d6d89d730acac41e012e4d3b3f98c6711f4ac4996da23d7c048bc5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f8c4cacc88a36c427914c6dd23a84e1b805ff911b18f0b42bfb419ef38a79ae5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1dcc5f4b93959e4182876ab23a6af0c17713f68748f7eb534fa92db69be7c962"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","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":"5a75f27e06d8fd61c689e6ca175003bb26b6173febf5b1b4407bce550e2b83d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"123bc3dfc656182716f4815a364a25e00bd085b820d315ced38ad640435e10af"}]},{"symbol":"GNOM","date":"2026-09-10","iv_pct":41.82597079091764,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":70.28655870445344,"put_iv_pct":62.6102193995381},{"expiry":"2026-10-16","call_iv_pct":36.79624242424242,"put_iv_pct":34.43890322580645},{"expiry":"2026-11-20","call_iv_pct":33.33560747663551,"put_iv_pct":31.798355263157895},{"expiry":"2027-02-19","call_iv_pct":32.96099644128114,"put_iv_pct":32.38088339222615}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8f9572fb80c00d7ad4436a520b1f71b2d7b4cd13420800171e338c7ff7c6f5c4","captured_at":"2026-10-24T08:23:42.701023+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":"GNOM","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"b0653d06a7465c338ba0eeaaa61b1a8f5448b82741643a28be828e46073176fe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f8c4cacc88a36c427914c6dd23a84e1b805ff911b18f0b42bfb419ef38a79ae5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1dcc5f4b93959e4182876ab23a6af0c17713f68748f7eb534fa92db69be7c962"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","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":"5a75f27e06d8fd61c689e6ca175003bb26b6173febf5b1b4407bce550e2b83d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"123bc3dfc656182716f4815a364a25e00bd085b820d315ced38ad640435e10af"}]},{"symbol":"GNOM","date":"2026-09-11","iv_pct":43.9332902740569,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":74.7676306620209,"put_iv_pct":68.8025069637883},{"expiry":"2026-10-16","call_iv_pct":40.98368,"put_iv_pct":35.941340206185565},{"expiry":"2026-11-20","call_iv_pct":35.67342995169082,"put_iv_pct":30.694308300395257},{"expiry":"2027-02-19","call_iv_pct":33.75535714285714,"put_iv_pct":30.848068965517246}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d17f74ffcd28a01beb5b44c0725a81a693d00fe31d2f2ddaf602ee9c2c80f592","captured_at":"2026-10-24T08:23:40.840061+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":"GNOM","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"32e66a67438a052c9ea806dce501f85a321a0488555266a14fcded99502b2ee3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f8c4cacc88a36c427914c6dd23a84e1b805ff911b18f0b42bfb419ef38a79ae5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1dcc5f4b93959e4182876ab23a6af0c17713f68748f7eb534fa92db69be7c962"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","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":"5a75f27e06d8fd61c689e6ca175003bb26b6173febf5b1b4407bce550e2b83d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"123bc3dfc656182716f4815a364a25e00bd085b820d315ced38ad640435e10af"}]},{"symbol":"GNOM","date":"2026-09-14","iv_pct":50.57073025981278,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":96.3451293759513,"put_iv_pct":92.78266875981161},{"expiry":"2026-10-16","call_iv_pct":38.326644736842105,"put_iv_pct":42.92631147540983},{"expiry":"2026-11-20","call_iv_pct":32.01423529411764,"put_iv_pct":38.17546419098143},{"expiry":"2027-02-19","call_iv_pct":29.12222222222222,"put_iv_pct":34.87316602316602}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"096cf9995950af49f2b16b180838ac012dc80ec4ce60369bd0a5d111b4545aca","captured_at":"2026-10-24T08:23:38.588368+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":"GNOM","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"eb116463b26976899c1dc51654c5caa21646f9c4d0728db8fc9128d18f800400"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f8c4cacc88a36c427914c6dd23a84e1b805ff911b18f0b42bfb419ef38a79ae5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"1dcc5f4b93959e4182876ab23a6af0c17713f68748f7eb534fa92db69be7c962"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","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":"5a75f27e06d8fd61c689e6ca175003bb26b6173febf5b1b4407bce550e2b83d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"123bc3dfc656182716f4815a364a25e00bd085b820d315ced38ad640435e10af"}]},{"symbol":"GNOM","date":"2026-09-15","iv_pct":52.38656061004747,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":110.9017205882353,"put_iv_pct":98.70344311377247},{"expiry":"2026-10-16","call_iv_pct":39.60462321792261,"put_iv_pct":40.03485370051635},{"expiry":"2026-11-20","call_iv_pct":32.876995192307696,"put_iv_pct":34.50827586206896},{"expiry":"2027-02-19","call_iv_pct":30.565601374570445,"put_iv_pct":31.896971830985915}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"774792c02f3800fe632209a4791cab26ede48f95af039b1e4d0fb797d6fb95a2","captured_at":"2026-10-24T08:23:31.556330+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":"GNOM","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"f5cfb498e9471e2c9ae3d22ffd8d2736e87e7592830c43741a47f6103671afa1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"ecee62d07a7fa56869c90ca2f6917cb57f510233688fe84c2570fdc8c4512747"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"497a8e85078288df9ec700fbe67df15786223bffd47c7f5424ae9d1b3d74977e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f875aca2fe396419ee46675ddcc973a36585a0730510f8f3efb9d39fd8530d8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba3de20b6a962d08ba671032ee5d5ae0c3327e1c5298b6b7454bd38e79274447"}]},{"symbol":"GNOM","date":"2026-09-16","iv_pct":58.6524293265719,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":136.8347642276423,"put_iv_pct":121.91714870395636},{"expiry":"2026-10-16","call_iv_pct":42.806150341685644,"put_iv_pct":38.52784560143626},{"expiry":"2026-11-20","call_iv_pct":34.69785536159601,"put_iv_pct":32.0264705882353},{"expiry":"2027-02-19","call_iv_pct":31.485686274509806,"put_iv_pct":30.923513513513512}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aff29f1bea92a85e79695e576534eb40c881e1b1b0f7fddb3e077ea9ea5a8d95","captured_at":"2026-10-24T08:23:29.820112+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":"GNOM","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"e4716c770f6bdb175346c8bc924844f8c330a29b42aa457e58e1db72abfa61cf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"ecee62d07a7fa56869c90ca2f6917cb57f510233688fe84c2570fdc8c4512747"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"497a8e85078288df9ec700fbe67df15786223bffd47c7f5424ae9d1b3d74977e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f875aca2fe396419ee46675ddcc973a36585a0730510f8f3efb9d39fd8530d8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba3de20b6a962d08ba671032ee5d5ae0c3327e1c5298b6b7454bd38e79274447"}]},{"symbol":"GNOM","date":"2026-09-17","iv_pct":72.4208027445972,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":182.73118609406956,"put_iv_pct":179.57003086419755},{"expiry":"2026-10-16","call_iv_pct":35.72252788104089,"put_iv_pct":47.11637777777777},{"expiry":"2026-11-20","call_iv_pct":29.34612068965517,"put_iv_pct":42.665000000000006},{"expiry":"2027-02-19","call_iv_pct":25.102327586206897,"put_iv_pct":37.11285106382978}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4915f1cf1c4c21e555f62b4795bf8b6ba829830f888d184cba77e7ca2e34126d","captured_at":"2026-10-24T08:23:28.225784+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":"GNOM","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"7024e5955cad5107a1b0d3f3c71a52c992ae68f67e185ae4a0e1259e690fda5a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"ecee62d07a7fa56869c90ca2f6917cb57f510233688fe84c2570fdc8c4512747"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"497a8e85078288df9ec700fbe67df15786223bffd47c7f5424ae9d1b3d74977e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f875aca2fe396419ee46675ddcc973a36585a0730510f8f3efb9d39fd8530d8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba3de20b6a962d08ba671032ee5d5ae0c3327e1c5298b6b7454bd38e79274447"}]},{"symbol":"GNOM","date":"2026-09-18","iv_pct":35.17630753272513,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.05684210526316,"put_iv_pct":38.64356115107914},{"expiry":"2026-11-20","call_iv_pct":37.348817480719795,"put_iv_pct":32.33030567685589},{"expiry":"2027-02-19","call_iv_pct":33.56850364963503,"put_iv_pct":30.594400000000004},{"expiry":"2027-05-21","call_iv_pct":32.28861111111111,"put_iv_pct":30.579419087136927}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5f9b11513d2fef5d3886f8e37ea1a8024938f27b6fb7e45be2bc3917212ac273","captured_at":"2026-10-24T08:23:25.581504+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":"GNOM","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"7d0dbddad32c9f7e57b47f9ffbd11653853cf3711264eeac8c0d9d056d3c7a97"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"497a8e85078288df9ec700fbe67df15786223bffd47c7f5424ae9d1b3d74977e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f875aca2fe396419ee46675ddcc973a36585a0730510f8f3efb9d39fd8530d8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba3de20b6a962d08ba671032ee5d5ae0c3327e1c5298b6b7454bd38e79274447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"426367fb60c7117633ff422a4e3f6dee8144de056bb2dbe81aa5763de377f163"}]},{"symbol":"GNOM","date":"2026-09-21","iv_pct":35.95730675563468,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":47.58808,"put_iv_pct":43.23294223826715},{"expiry":"2026-11-20","call_iv_pct":33.75799511002445,"put_iv_pct":37.15551181102362},{"expiry":"2027-02-19","call_iv_pct":29.843682432432434,"put_iv_pct":33.78003663003663},{"expiry":"2027-05-21","call_iv_pct":29.468955823293175,"put_iv_pct":32.83125}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2e82174529dfa48b85d85f583d7326e288f088cbb90d55f230314eb0aac2a890","captured_at":"2026-10-24T08:23:23.975256+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":"GNOM","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"1cd1c6452a5933b7fb2cef9a02a00e019f949e0bac8dbbe19a10096a674d4474"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"497a8e85078288df9ec700fbe67df15786223bffd47c7f5424ae9d1b3d74977e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f875aca2fe396419ee46675ddcc973a36585a0730510f8f3efb9d39fd8530d8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba3de20b6a962d08ba671032ee5d5ae0c3327e1c5298b6b7454bd38e79274447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"426367fb60c7117633ff422a4e3f6dee8144de056bb2dbe81aa5763de377f163"}]},{"symbol":"GNOM","date":"2026-09-23","iv_pct":36.26006326720096,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":50.61562076749435,"put_iv_pct":38.11504908835905},{"expiry":"2026-11-20","call_iv_pct":41.38661333333333,"put_iv_pct":30.91333333333333},{"expiry":"2027-02-19","call_iv_pct":35.09211320754717,"put_iv_pct":29.900803858520895},{"expiry":"2027-05-21","call_iv_pct":33.93137254901961,"put_iv_pct":30.1256}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"059ab1fb5890f240a55b70b14ad489e1bd8ff79c6632189205231c4b0958cb70","captured_at":"2026-10-24T08:23:16.339831+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":"GNOM","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"140d1bc48e2a335078784ddbdfad6577a2d70af556a51346de3dab57b76fad2e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"ef1777a19fd158776d3a097877b93c31e2775d73184e3d42b97bc4ab9c1e5c64"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"48b4e2724c97c9a75d820b2f0490231ccb8594a313d5d10b967bd758849871d7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53bd1172a9135842d458c71caa1bcc25b25592c1db01b89a7c1e8ec30db8297c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"861d3c1c2075599134a3d63f7550ffff2c0eb4a626cc52dc6398610907c8b7f5"}]},{"symbol":"GNOM","date":"2026-09-25","iv_pct":31.15417602755973,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.29421319796954,"put_iv_pct":34.20267379679145},{"expiry":"2026-11-20","call_iv_pct":30.785748898678417,"put_iv_pct":26.47271095152603},{"expiry":"2027-02-19","call_iv_pct":29.733693693693695,"put_iv_pct":29.64226987447699},{"expiry":"2027-05-21","call_iv_pct":29.906111111111112,"put_iv_pct":29.195986696230598}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"397e114274b52efaf29cc4758ee35240f7b62812bc6ab36337d4f9fb15a1370b","captured_at":"2026-10-24T08:23:12.567184+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":"GNOM","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"1033cabc92d68c7c209527a7b0f8dd87c9d24c0604ed90cb59b026520a4e0097"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"ef1777a19fd158776d3a097877b93c31e2775d73184e3d42b97bc4ab9c1e5c64"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"48b4e2724c97c9a75d820b2f0490231ccb8594a313d5d10b967bd758849871d7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53bd1172a9135842d458c71caa1bcc25b25592c1db01b89a7c1e8ec30db8297c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"861d3c1c2075599134a3d63f7550ffff2c0eb4a626cc52dc6398610907c8b7f5"}]},{"symbol":"GNOM","date":"2026-09-28","iv_pct":36.680344864413954,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.51244485294118,"put_iv_pct":50.08682352941176},{"expiry":"2026-11-20","call_iv_pct":31.754744525547444,"put_iv_pct":39.49342465753424},{"expiry":"2027-02-19","call_iv_pct":28.213823529411762,"put_iv_pct":34.62671621621622},{"expiry":"2027-05-21","call_iv_pct":28.679691629955943,"put_iv_pct":34.07508997429306}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2568ae638a48c46ee6405a679e4137184aa236058ba57ae87642bd4ad22b333c","captured_at":"2026-10-24T08:23:10.501794+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":"GNOM","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"3eeb6b06c1d4b4fd54f88824eb2ba47df9dbdebbada16bb303a08bdc86b775d8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"ef1777a19fd158776d3a097877b93c31e2775d73184e3d42b97bc4ab9c1e5c64"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"48b4e2724c97c9a75d820b2f0490231ccb8594a313d5d10b967bd758849871d7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53bd1172a9135842d458c71caa1bcc25b25592c1db01b89a7c1e8ec30db8297c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"861d3c1c2075599134a3d63f7550ffff2c0eb4a626cc52dc6398610907c8b7f5"}]},{"symbol":"GNOM","date":"2026-09-29","iv_pct":37.542577108592454,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":47.02140287769784,"put_iv_pct":49.361707317073176},{"expiry":"2026-11-20","call_iv_pct":34.05753846153846,"put_iv_pct":39.26338842975207},{"expiry":"2027-02-19","call_iv_pct":30.54754406580493,"put_iv_pct":35.14046728971963},{"expiry":"2027-05-21","call_iv_pct":30.548878504672892,"put_iv_pct":34.39968992248062}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9ad4422622a101788845ac3ed9ae56daff1c4b8b06b41b7b72f4e169f1416bb1","captured_at":"2026-10-24T08:23:02.492037+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":"GNOM","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"84eae76e90c45baa10ffba64c732bad6d38924ccef1c1a1f4d43b92ef5fbb471"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"9090a89a468d4818af25947943276e03d12789d12add761c99a1ed92f825d354"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"4636d4d12e29c32eb47ed48f590915e5b74267f7fbd1913b1a1628039d1f23e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","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":"f16c95b524cc6f1e4117452cc8cdba74f0185ed12d782c5159217146c4e7333b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"a1c39e5891e574b0c3022a3b7515068e5928a944e4538b3911941ea062358716"}]},{"symbol":"GNOM","date":"2026-09-30","iv_pct":37.12741430344937,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.70216517857143,"put_iv_pct":46.268671755725194},{"expiry":"2026-11-20","call_iv_pct":36.5184886649874,"put_iv_pct":36.41602094240838},{"expiry":"2027-02-19","call_iv_pct":32.27585025380711,"put_iv_pct":33.10984732824427},{"expiry":"2027-05-21","call_iv_pct":31.01731207289294,"put_iv_pct":32.710958230958234}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a8699506fc78f00d795fe0b9281f00f36e1a359bf3290fa532d7fd9dcbce9d73","captured_at":"2026-10-24T08:23:00.835093+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":"GNOM","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"4c153281fc4f1af66f9bf67fe22ed87af8c529e14ccf10f25a6e81caaeb6ab82"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"9090a89a468d4818af25947943276e03d12789d12add761c99a1ed92f825d354"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"4636d4d12e29c32eb47ed48f590915e5b74267f7fbd1913b1a1628039d1f23e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","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":"f16c95b524cc6f1e4117452cc8cdba74f0185ed12d782c5159217146c4e7333b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"a1c39e5891e574b0c3022a3b7515068e5928a944e4538b3911941ea062358716"}]},{"symbol":"GNOM","date":"2026-10-01","iv_pct":38.2298983004329,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":55.82608510638298,"put_iv_pct":45.106889818688984},{"expiry":"2026-11-20","call_iv_pct":39.613938547486036,"put_iv_pct":32.496053169734154},{"expiry":"2027-02-19","call_iv_pct":36.197272727272725,"put_iv_pct":31.685322033898306},{"expiry":"2027-05-21","call_iv_pct":33.963125,"put_iv_pct":30.950499999999998}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f6d885f67cc54fb0bebaa5d66aa2a37acd2b09c6a56f154659f7e035d21c0137","captured_at":"2026-10-24T08:22:56.682541+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":"GNOM","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"66440991dfc6de601f302459f534afcc6420f3540a00e0dc2e4981bbbebe57d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"44d4a4ede3b5c1adac05b6ed72eeb1fbbc7cd61e107e03bd4704c200a23f3c06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"46c3ad63d158d3143db3fc9cfbe340e8f1eaccd57fc34f770262766d4d8d18cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"37ca3c2050148ca99a9d0ac2dd364d06219e89fb011e89f8f7d2620a15fc6795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"2dfc063b44ad2f38e008e4654526453a58a6c7ac524a0610150bc07aababcb6c"}]},{"symbol":"GNOM","date":"2026-10-02","iv_pct":36.46042399140855,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":49.66754716981132,"put_iv_pct":46.00659891598916},{"expiry":"2026-11-20","call_iv_pct":32.09387527839644,"put_iv_pct":34.06690677966102},{"expiry":"2027-02-19","call_iv_pct":32.77630922693267,"put_iv_pct":34.45122340425532},{"expiry":"2027-05-21","call_iv_pct":29.992727272727276,"put_iv_pct":32.628203883495146}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"97b856465c503ecc02ecc39597089431ddd46a26e89313ba0fd00b5566bc64be","captured_at":"2026-10-24T08:22:55.111886+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":"GNOM","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"d2b70c04d742ce26bce22203d54f4779ccf419151ed816f76db2c31b15df823c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"44d4a4ede3b5c1adac05b6ed72eeb1fbbc7cd61e107e03bd4704c200a23f3c06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"46c3ad63d158d3143db3fc9cfbe340e8f1eaccd57fc34f770262766d4d8d18cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"37ca3c2050148ca99a9d0ac2dd364d06219e89fb011e89f8f7d2620a15fc6795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"2dfc063b44ad2f38e008e4654526453a58a6c7ac524a0610150bc07aababcb6c"}]},{"symbol":"GNOM","date":"2026-10-05","iv_pct":40.20536832515113,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":50.180448,"put_iv_pct":68.84510869565219},{"expiry":"2026-11-20","call_iv_pct":29.872614475627767,"put_iv_pct":45.81848427073403},{"expiry":"2027-02-19","call_iv_pct":25.307746883988493,"put_iv_pct":38.91435233160622},{"expiry":"2027-05-21","call_iv_pct":26.357127211457453,"put_iv_pct":36.34706473214286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e3ff48ea530591c67c7b81d56b23a1ba9a022d36ed9ba76f68fcf520a07d7962","captured_at":"2026-10-24T08:22:53.206244+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":"GNOM","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"b1341c6166bb160f444bca4394660934de89e83d5e1c910827ab3f7761bef839"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"44d4a4ede3b5c1adac05b6ed72eeb1fbbc7cd61e107e03bd4704c200a23f3c06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"46c3ad63d158d3143db3fc9cfbe340e8f1eaccd57fc34f770262766d4d8d18cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"37ca3c2050148ca99a9d0ac2dd364d06219e89fb011e89f8f7d2620a15fc6795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"2dfc063b44ad2f38e008e4654526453a58a6c7ac524a0610150bc07aababcb6c"}]},{"symbol":"GNOM","date":"2026-10-06","iv_pct":37.45474019696303,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":69.4813389121339,"put_iv_pct":33.761476137624854},{"expiry":"2026-11-20","call_iv_pct":46.11588235294118,"put_iv_pct":26.252709163346616},{"expiry":"2027-02-19","call_iv_pct":38.99962025316456,"put_iv_pct":21.763949191685914},{"expiry":"2027-05-21","call_iv_pct":36.475949367088596,"put_iv_pct":26.786996197718633}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e85c8eddf7c56d294cecac11db704b9ab3403d0d9561ca6a3d18707107cafc5","captured_at":"2026-10-24T08:22:51.182186+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":"GNOM","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"6c01c2200984afc37f928229f2b3d580d85a74848e56be8cbada3d037971e470"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"44d4a4ede3b5c1adac05b6ed72eeb1fbbc7cd61e107e03bd4704c200a23f3c06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"46c3ad63d158d3143db3fc9cfbe340e8f1eaccd57fc34f770262766d4d8d18cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"37ca3c2050148ca99a9d0ac2dd364d06219e89fb011e89f8f7d2620a15fc6795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"2dfc063b44ad2f38e008e4654526453a58a6c7ac524a0610150bc07aababcb6c"}]},{"symbol":"GNOM","date":"2026-10-07","iv_pct":39.33524270009702,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":62.322967741935486,"put_iv_pct":39.72067172264354},{"expiry":"2026-11-20","call_iv_pct":40.70798004987531,"put_iv_pct":38.18736526946108},{"expiry":"2027-02-19","call_iv_pct":32.48602649006622,"put_iv_pct":34.6168817204301},{"expiry":"2027-05-21","call_iv_pct":32.57650793650794,"put_iv_pct":34.06354066985646}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dc313b1230e44e600538f019df0316a6b58f8a1a1f0316805a9c1d342bd55031","captured_at":"2026-10-24T08:22:49.427811+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":"GNOM","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"3f98a20105dcd79c187651c4ec33d4a1cf62839a4c43acaa25acd4b9545ca443"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"44d4a4ede3b5c1adac05b6ed72eeb1fbbc7cd61e107e03bd4704c200a23f3c06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"46c3ad63d158d3143db3fc9cfbe340e8f1eaccd57fc34f770262766d4d8d18cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"37ca3c2050148ca99a9d0ac2dd364d06219e89fb011e89f8f7d2620a15fc6795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"2dfc063b44ad2f38e008e4654526453a58a6c7ac524a0610150bc07aababcb6c"}]},{"symbol":"GNOM","date":"2026-10-08","iv_pct":42.31415240342052,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":66.81249999999999,"put_iv_pct":59.85909090909091},{"expiry":"2026-11-20","call_iv_pct":38.28671361502348,"put_iv_pct":38.40126338329764},{"expiry":"2027-02-19","call_iv_pct":32.67868421052631,"put_iv_pct":35.39156133828996},{"expiry":"2027-05-21","call_iv_pct":32.4137885462555,"put_iv_pct":34.66961722488038}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"db87258b442c970f323b0458ecc34af552358f527eaca7987f8265e69af1727e","captured_at":"2026-10-24T08:22:41.958734+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":"GNOM","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"d437d8977bb0da1c13bdb1d7869e8d54b9ef34e6254ad6cedff4db7af92964f4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"520e5e765c3d85d0b9081a4620741efb7176803f42a758a1e785bd52360e6e9d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"61d3b113b8f2e3f6b854d6ba71b4f45160e13c65657280e28bc8783461ec917b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","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":"374a54de6658318d41291477d9e252d9f1555d3bfcba28eeee4c9bee42537ce6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"fec18c16e5d390cb43f5f2f2ce61d984ba40da5adceed99a8a9f5bde5f7dc4a6"}]},{"symbol":"GNOM","date":"2026-10-09","iv_pct":44.88603882880383,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":68.53443283582091,"put_iv_pct":73.2150255536627},{"expiry":"2026-11-20","call_iv_pct":32.588520084566596,"put_iv_pct":51.310030769230764},{"expiry":"2027-02-19","call_iv_pct":26.645855855855853,"put_iv_pct":42.312085308056865},{"expiry":"2027-05-21","call_iv_pct":27.292962962962964,"put_iv_pct":37.18939726027397}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e9c64b4fd71ebdb2b5487ff4eaadba9fece89ff77a04a389e9f5f9e404c7b08c","captured_at":"2026-10-24T08:22:39.743242+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":"GNOM","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"c746e9180471a50f1334a7b4fd2191549a5e38d1cc9392879331cfbc9ecd833a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"520e5e765c3d85d0b9081a4620741efb7176803f42a758a1e785bd52360e6e9d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"61d3b113b8f2e3f6b854d6ba71b4f45160e13c65657280e28bc8783461ec917b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","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":"374a54de6658318d41291477d9e252d9f1555d3bfcba28eeee4c9bee42537ce6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"fec18c16e5d390cb43f5f2f2ce61d984ba40da5adceed99a8a9f5bde5f7dc4a6"}]},{"symbol":"GNOM","date":"2026-10-12","iv_pct":48.63540469475046,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":95.33868173258004,"put_iv_pct":83.11819277108434},{"expiry":"2026-11-20","call_iv_pct":46.15879093198993,"put_iv_pct":27.330861865407318},{"expiry":"2027-02-19","call_iv_pct":38.58446494464945,"put_iv_pct":30.60639498432602},{"expiry":"2027-05-21","call_iv_pct":37.15520930232558,"put_iv_pct":30.790641025641026}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"76f92c1c2f8512ab7ca83b778dcd6b051045b3ee5f0bf5c6cb718896fd9de468","captured_at":"2026-10-24T08:22:22.582747+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":"GNOM","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"11aaf07a3be12144cc26efb30e37da7cbd41c5fbd950716d43d769f5de57c012"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"520e5e765c3d85d0b9081a4620741efb7176803f42a758a1e785bd52360e6e9d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"61d3b113b8f2e3f6b854d6ba71b4f45160e13c65657280e28bc8783461ec917b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","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":"374a54de6658318d41291477d9e252d9f1555d3bfcba28eeee4c9bee42537ce6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"fec18c16e5d390cb43f5f2f2ce61d984ba40da5adceed99a8a9f5bde5f7dc4a6"}]},{"symbol":"GNOM","date":"2026-10-13","iv_pct":50.72937985407593,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":106.8864077669903,"put_iv_pct":96.98897931034483},{"expiry":"2026-11-20","call_iv_pct":35.58679069767442,"put_iv_pct":32.84559405940594},{"expiry":"2027-02-19","call_iv_pct":33.420203389830505,"put_iv_pct":34.05160142348754},{"expiry":"2027-05-21","call_iv_pct":32.65840336134454,"put_iv_pct":33.397058823529406}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f9e9d1e6e220b01d43cce96975c6782ac806f81e78d51eb91ac3a6507e1b117","captured_at":"2026-10-24T08:22:20.844662+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":"GNOM","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"bc8ad36920ca41076df4f941876cc9b8b7976577530ce582790e6407e0c1687c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"520e5e765c3d85d0b9081a4620741efb7176803f42a758a1e785bd52360e6e9d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"61d3b113b8f2e3f6b854d6ba71b4f45160e13c65657280e28bc8783461ec917b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","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":"374a54de6658318d41291477d9e252d9f1555d3bfcba28eeee4c9bee42537ce6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"fec18c16e5d390cb43f5f2f2ce61d984ba40da5adceed99a8a9f5bde5f7dc4a6"}]},{"symbol":"GNOM","date":"2026-10-14","iv_pct":57.311183082376,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":124.21303411131062,"put_iv_pct":120.9668306010929},{"expiry":"2026-11-20","call_iv_pct":36.58044776119403,"put_iv_pct":39.892182163187854},{"expiry":"2027-02-19","call_iv_pct":34.47273684210526,"put_iv_pct":36.205389408099684},{"expiry":"2027-05-21","call_iv_pct":29.870823970037453,"put_iv_pct":36.2880198019802}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2fa1d82da3db49347b20e3a1cce5f9d2f1b4e7d695ab2b35c63c5c4eab498b17","captured_at":"2026-10-24T08:22:19.193578+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":"GNOM","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"050565a87b95b4e280c1e67148aff73db81251fc5758c7aff8b51efc363d9e07"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"520e5e765c3d85d0b9081a4620741efb7176803f42a758a1e785bd52360e6e9d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"61d3b113b8f2e3f6b854d6ba71b4f45160e13c65657280e28bc8783461ec917b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","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":"374a54de6658318d41291477d9e252d9f1555d3bfcba28eeee4c9bee42537ce6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"fec18c16e5d390cb43f5f2f2ce61d984ba40da5adceed99a8a9f5bde5f7dc4a6"}]},{"symbol":"GNOM","date":"2026-10-15","iv_pct":68.39950232484058,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":157.93784110535404,"put_iv_pct":166.60700272479562},{"expiry":"2026-11-20","call_iv_pct":35.0520606060606,"put_iv_pct":46.364463840399004},{"expiry":"2026-12-18","call_iv_pct":30.238434782608696,"put_iv_pct":42.24825552825553},{"expiry":"2027-02-19","call_iv_pct":29.352590361445785,"put_iv_pct":39.395369649805446}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"df6830cd8029e1f1483e1923f26cfcb59749ddd6feb0fb6f26c6a50af1284a15","captured_at":"2026-10-24T08:22:13.377705+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GNOM","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"93a841b1cbeb0c57b2d8a99017b7a4484e93200b99fd284b7706e39488288eac"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-10-16","start_date":"2026-10-15","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f2c53e9a5a3ab93d814ea16ed666bdf21acd5f1b562a4b0c088d18734da535f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"876b3bb0fbf344950f2f53a350d7548dd5e38c90179b3e9bd48e5fa6ac4ca4ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"0b7f2337b0ead4d4effded453aee38d8beb2124fca02cd75567605e9a5bb6234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e9b975f2c68af138831bdcdadf93690a50c964d3aa736a07e3285dece25221d"}]},{"symbol":"GNOM","date":"2026-10-16","iv_pct":33.28503330179434,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.93524886877828,"put_iv_pct":29.18502262443439},{"expiry":"2026-12-18","call_iv_pct":45.68168421052631,"put_iv_pct":22.222857142857144},{"expiry":"2027-02-19","call_iv_pct":38.48260233918129,"put_iv_pct":22.624730538922154},{"expiry":"2027-05-21","call_iv_pct":36.61737068965517,"put_iv_pct":26.530750000000005}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6eb9fcb41e5104cdf36f08698ecdfa38cffe9ef7630bffff8d4c641fc15ba429","captured_at":"2026-10-24T08:22:11.440369+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":"GNOM","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"ed1c143180db8cab365606a9f0b210b7970efcf031c3823f5d35373ab9070597"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"876b3bb0fbf344950f2f53a350d7548dd5e38c90179b3e9bd48e5fa6ac4ca4ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"0b7f2337b0ead4d4effded453aee38d8beb2124fca02cd75567605e9a5bb6234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e9b975f2c68af138831bdcdadf93690a50c964d3aa736a07e3285dece25221d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbe44e49eb20c129e501a65de610ca997c942ac1c32ef234bbd3321a4f87d21c"}]},{"symbol":"GNOM","date":"2026-10-19","iv_pct":33.18347279286861,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.73705069124424,"put_iv_pct":30.078595166163137},{"expiry":"2026-12-18","call_iv_pct":32.296475548060705,"put_iv_pct":39.59095108695652},{"expiry":"2027-02-19","call_iv_pct":30.64793313069909,"put_iv_pct":35.82503571428571},{"expiry":"2027-05-21","call_iv_pct":29.472529182879377,"put_iv_pct":33.8192118226601}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ae4b87e5d869485d7fc9043831eaf5d4adb6d10292bdb25d242b3f50185b32a7","captured_at":"2026-10-24T08:22:09.559991+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":"GNOM","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"1ab1b7babfd6d668058f5675967a110a0ca32c520bf65aa0841d7f2219b1aced"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"876b3bb0fbf344950f2f53a350d7548dd5e38c90179b3e9bd48e5fa6ac4ca4ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"0b7f2337b0ead4d4effded453aee38d8beb2124fca02cd75567605e9a5bb6234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e9b975f2c68af138831bdcdadf93690a50c964d3aa736a07e3285dece25221d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbe44e49eb20c129e501a65de610ca997c942ac1c32ef234bbd3321a4f87d21c"}]},{"symbol":"GNOM","date":"2026-10-20","iv_pct":34.64622334142067,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.177703927492445,"put_iv_pct":41.57637254901961},{"expiry":"2026-12-18","call_iv_pct":24.096120331950203,"put_iv_pct":45.04919093851132},{"expiry":"2027-02-19","call_iv_pct":26.544409221902015,"put_iv_pct":41.136863636363636},{"expiry":"2027-05-21","call_iv_pct":26.778000000000002,"put_iv_pct":38.811126126126126}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c13435bd768fee14b6d59c751b843d36003160b47f42215fdf5c46f036736d82","captured_at":"2026-10-22T14:30:51.856171+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":"GNOM","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"9b6487dbe17776f9851f2c30dcfba818ffd60c95a9daf2c40cf1ef074f4d9f7f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"84e576fb4195f4cf0bb7adb43bd2686dffa6031a0aa4b76457604d17d579f2d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"a72075607b01d3605f0c35eaa7b87d4a50d6bcc6bc282e2f4308762b4e5b82d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"737d04c878df651886118c7150ad17a301f3e1213e154c3d48bb9a49cc78ae80"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"72f7348c3ee335d64256ecdb801164878a36f5eea05162fd847d1abf9d3ad98d"}]},{"symbol":"GNOM","date":"2026-10-21","iv_pct":35.56197582381296,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.740320000000004,"put_iv_pct":49.10358208955224},{"expiry":"2026-12-18","call_iv_pct":27.39219424460432,"put_iv_pct":40.02644736842105},{"expiry":"2027-02-19","call_iv_pct":28.47260997067449,"put_iv_pct":39.02506172839506},{"expiry":"2027-05-21","call_iv_pct":28.87920634920635,"put_iv_pct":37.85638483965015}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"05c32b35574bf79f53168340003053eaa4aa7183ab93fab3553d49975800040f","captured_at":"2026-10-22T14:30:33.331262+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":"GNOM","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"eb7a84b3b9d07297830ca388972b3d98bd4a4deeb31ab566d205115d4ea11669"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"84e576fb4195f4cf0bb7adb43bd2686dffa6031a0aa4b76457604d17d579f2d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"a72075607b01d3605f0c35eaa7b87d4a50d6bcc6bc282e2f4308762b4e5b82d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"737d04c878df651886118c7150ad17a301f3e1213e154c3d48bb9a49cc78ae80"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"72f7348c3ee335d64256ecdb801164878a36f5eea05162fd847d1abf9d3ad98d"}]},{"symbol":"GNOM","date":"2026-10-22","iv_pct":33.553386173060446,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.67496282527881,"put_iv_pct":32.019296874999995},{"expiry":"2026-12-18","call_iv_pct":41.05285714285715,"put_iv_pct":24.702674230145867},{"expiry":"2027-02-19","call_iv_pct":39.65359375,"put_iv_pct":28.962892561983473},{"expiry":"2027-05-21","call_iv_pct":35.308837209302325,"put_iv_pct":29.051974789915963}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dc499f75e3706aa743a51fd7b47e7f6825c1684dec1d6ae714eb06a6896b9269","captured_at":"2026-10-23T02:11:06.512414+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":"GNOM","date":"2026-10-22","format":"json"},"source_hash":"8f1f46292df56e525cfb3941d1be66ba488a170dc62299a46039905a8249a98c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f2e106b32ce5dd6f6f5916d799b111a10755b9e5e66c3194eb8ca32dd9637295"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"b7d041f09bf21af9977f5b8c87ed354b6e8f378b8519467a79d3877139c3c3d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33ff15f02a9d4f7fcb7713f23fdb9813252079938b548c895f771a445a4e768c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"b6cfac5860d42a24b8741ed68cfab0abd6f5d24e799d2803ac104d3f6eefbe3d"}]},{"symbol":"GNOM","date":"2026-10-23","iv_pct":31.36606671068223,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.98711111111111,"put_iv_pct":32.205218417945694},{"expiry":"2026-12-18","call_iv_pct":26.223296089385478,"put_iv_pct":29.627356321839077},{"expiry":"2027-02-19","call_iv_pct":29.479393063583814,"put_iv_pct":33.57939682539683},{"expiry":"2027-05-21","call_iv_pct":29.988113207547173,"put_iv_pct":33.83864864864865}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7a0dc387e952d6c9770f492d3f01f78b8a0153a013a16a65a025ca0ce27a6d4","captured_at":"2026-10-24T01:37:40.605904+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":"GNOM","date":"2026-10-23","format":"json"},"source_hash":"4e4381ad30198f0f16500506ead3faa319cfebbcfc4d42be5502fb0691cf281e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"21882d9759dfed3228beee15850927e721ec057018aa5e07468fa65e414d5a4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"a75be8f6f46f36faa60ac9b528c43e2634e0f4145b23e6e647296bb22ca5f186"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7a62e35449460fca0e45f01eb7181d9d31dd22dda8503bc10ddac395a442f69c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"d9eac6ca39fafaa5267eec22db010ebfcc6eb4fd43230f4fee9723282776e198"}]},{"symbol":"GNOM","date":"2026-10-26","iv_pct":32.80710544498798,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.533185298621746,"put_iv_pct":34.11415887850467},{"expiry":"2026-12-18","call_iv_pct":26.810020876826723,"put_iv_pct":32.04355140186916},{"expiry":"2027-02-19","call_iv_pct":29.239426934097423,"put_iv_pct":36.116171875},{"expiry":"2027-05-21","call_iv_pct":30.40553191489362,"put_iv_pct":36.1947963800905}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2bfcf74c1e2eafbc8e6a1d3a041cc4bead85b716381785a56e26ebbc97d90003","captured_at":"2026-10-28T17:36:09.746734+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":"GNOM","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"42b3843628df0ec2cbedf9d238d26b0eea82b47303753dc318ba6dee5ddbc176"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"18f39b0a990dc872a45b4b0c2e0e43ebd0924cdb929634bbd3c8a1a0e093d865"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"52d80af316ab931dbe1e38f420cc035e39385c29cbd3f1eab3a39461d0a4defe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e96d4f18f4ce090d7e886f05f88a859fdee2d74b2f8ba03173163391ebddcd2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"816f33d70368ef72cea3e395eea58e4cc8db7e47309d15c3efefd3d4af1fe86c"}]},{"symbol":"GNOM","date":"2026-10-27","iv_pct":34.226343649622294,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.03106719367589,"put_iv_pct":42.104184100418415},{"expiry":"2026-12-18","call_iv_pct":26.27503816793893,"put_iv_pct":38.352602739726024},{"expiry":"2027-02-19","call_iv_pct":24.95077134986226,"put_iv_pct":40.68443786982249},{"expiry":"2027-05-21","call_iv_pct":27.22472324723247,"put_iv_pct":37.187924528301885}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fae2656b087b799843cca2d0b9c3ddf089c14593a758a8b8699673c66fb1744b","captured_at":"2026-10-28T17:36:08.504851+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":"GNOM","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"0f6550308ffe1b34edaf759578acb19c19b4b611862ccfcc272d9526bd3c8686"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"18f39b0a990dc872a45b4b0c2e0e43ebd0924cdb929634bbd3c8a1a0e093d865"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"52d80af316ab931dbe1e38f420cc035e39385c29cbd3f1eab3a39461d0a4defe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e96d4f18f4ce090d7e886f05f88a859fdee2d74b2f8ba03173163391ebddcd2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"816f33d70368ef72cea3e395eea58e4cc8db7e47309d15c3efefd3d4af1fe86c"}]},{"symbol":"GNOM","date":"2026-10-28","iv_pct":35.2967244618421,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.851801470588235,"put_iv_pct":33.58453074433658},{"expiry":"2026-12-18","call_iv_pct":30.44728280961183,"put_iv_pct":44.665290102389086},{"expiry":"2027-02-19","call_iv_pct":25.198766233766236,"put_iv_pct":42.941898016997165},{"expiry":"2027-05-21","call_iv_pct":26.67803370786517,"put_iv_pct":40.00619260918253}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ffaf2962a798e928d96fcd74cffc13b447b948389fe3ed7814a840eb2dc912b8","captured_at":"2026-10-29T17:31:11.172961+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":"GNOM","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"8732ceb3ba411395a045efe6918c2970ba90c2c639f568c6d894c544bb2d24fc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"f0a6f55a841bf4516ec4c0198ec452ded1fbc747faa724c26afe869e92d1b777"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"ed12575c856d0889d79b2d637d01c8f24b988a5f96ecb2ae62dac50640fb7d2c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0cbaf00face276cb113d4f667b8dcf596c5c7cf4e315cca28e5242d684eaf4e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"b75b7a2cd1cac9ca6dded3efc50fbb1eaabb8022430d3a22e3ee8ea6fdbae852"}]},{"symbol":"GNOM","date":"2026-10-29","iv_pct":35.566889889669774,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.338076923076926,"put_iv_pct":40.84260456273764},{"expiry":"2026-12-18","call_iv_pct":31.040921052631575,"put_iv_pct":39.52437333333334},{"expiry":"2027-02-19","call_iv_pct":29.882153846153848,"put_iv_pct":36.87967005076142},{"expiry":"2027-05-21","call_iv_pct":30.727958115183245,"put_iv_pct":36.29936123348018}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4fd622a2fda636087f1bb3b675469751bccfea4baa241db3e0152db120b4d358","captured_at":"2026-10-30T17:42:43.199202+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":"GNOM","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"f78353b5aa0b519f637f4aff738d3e7597f1db6e144f05c28411c986016a5904"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"69224d9e190adf6092d8519a3060f01f6755bcc5b7fc1df317aa01265bf0146c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","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":"640746605a8d18bbd2351aa7d8b34e154ce7f45a5fe8f613e07c9299b9727e7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10edbfb599e63381bf0f7db88f7420d5f2eb8dbd1660199a9b68214d0fef4fb6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","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":"ae9e8243883057a3912618732c431f66c1d34a3d5ee50e353c607922ccb5e921"}]},{"symbol":"GNOM","date":"2026-10-30","iv_pct":36.90140840167285,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.32137432188065,"put_iv_pct":34.871734693877556},{"expiry":"2026-12-18","call_iv_pct":41.59942257217848,"put_iv_pct":32.22679536679537},{"expiry":"2027-02-19","call_iv_pct":39.07047508690614,"put_iv_pct":31.71914110429448},{"expiry":"2027-05-21","call_iv_pct":35.63577669902912,"put_iv_pct":31.76654736842105}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GNOM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0d197997580513430d1563d4aaacc60bd964fb6f6a62f6d56a43e6a3b256636f","captured_at":"2026-11-01T00:43:01.545401+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":"v2_verified_expiry_inventory","source_hash":"0ed43f918eaefe5d3fda9fd11971a1ba2a29e3820d4bbedcbe804623441a0e4d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-11-20","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"445d5ee9c64718c9dcb3faf123b726a89d6299fce6db63fc8b4ff67a0c69c1d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2026-12-18","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4ce5cbb371a6c2e0eec0120ef88e2be020eff6724198b7247cb0d163fcfaff5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-02-19","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df56a975278a8d2f33da9d1e423e6b0817f363e92a083fafab2a5d367da7da34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GNOM","expiration":"2027-05-21","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3d926abbe24d6099c85c3e3bfae2e2e8e47800d88f8801d0f5aeeec6900f3d46"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/GNOM","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":36.71877468350325,"put_call_skew_pp":-0.45688634622161217,"implied_move_pct":14.78872188290535,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"67eabf79aa65086f5964764a24c66aae2e113be454106f5efcae9bd5e63af35e","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":38.48680578195739,"put_call_skew_pp":-2.5111817471908715,"implied_move_pct":14.030962689668716,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78a8e3b6175ea5cc70e0dfd2c3d0d07c3ec8052607f63d00fb6e8a06fc8815da","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":41.795266019383796,"put_call_skew_pp":-5.082826672813782,"implied_move_pct":14.936001415296118,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d80e07ff47d99ee8ef2c237dc36e6d16c872804da59d0a2ef4ece886a5fd7b7a","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":44.944689044416855,"put_call_skew_pp":-1.1146175484026353,"implied_move_pct":15.693187782707932,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"87c68a7b052744dd360d04096e2ac8119cffcdb79b447c3a1c6effd401096fb2","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":51.31881798342121,"put_call_skew_pp":4.424239816500816,"implied_move_pct":15.835924219019525,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"60a2712c777f5bbf821ab18d6ab226ccfc5d49d46ea7169e3e12f7328a316a77","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":56.04330613690527,"put_call_skew_pp":-5.246585188013048,"implied_move_pct":15.994638610500408,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"53da2d39c0ed1c7c91d367d39fa64c39a3e4e8b284c052740c61161a5acd6c7e","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":37.70595426536898,"put_call_skew_pp":-4.784977605357561,"implied_move_pct":16.654826814291624,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"162c9f26a6ba02c6a87ebf350115236e7101d9a1d3127d6a9d37eedf52f608db","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":34.38448630044456,"put_call_skew_pp":1.5118892473227286,"implied_move_pct":15.077780605188796,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7e846e56f7f97c33a70543176427ab6e8eaad80864f7bd7853b2ab60422ac61","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":36.4712993100185,"put_call_skew_pp":2.336245939790138,"implied_move_pct":15.720698317289731,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"987379dfd8769d159697728e5ee137bbe09d610e73ee9de30d83a0fac3d99114","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":38.87798104888385,"put_call_skew_pp":-14.032338691040998,"implied_move_pct":16.45087420290794,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6b7eaab54e486ded763336b85d2e128faa9365a65049e637f58eb20fc5a2e513","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":39.477712695452425,"put_call_skew_pp":2.672958419214951,"implied_move_pct":16.222732281448856,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17123fb95fa0de444d4c2a470bda3cea29853e3a6d29220e6e744321c32ad264","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":38.71924706326963,"put_call_skew_pp":7.430120622699042,"implied_move_pct":15.751310360308313,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"24065a1f62cf5c761a7edd80645bad43b0f61e332a21aa4e44fd5d8f0a35a1f9","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":38.775427611457005,"put_call_skew_pp":4.248066577617256,"implied_move_pct":15.637498399187239,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5d4838f68cf4f1033debb77f705540e4311ee87d238bd11946f6ed4da36594fe","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":35.46014003160302,"put_call_skew_pp":2.149938733678706,"implied_move_pct":14.177421109807984,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5869724ab0a214dddcbee77bf840cb283e625ccc34ee9973d004587fa01b1865","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":38.243936664754905,"put_call_skew_pp":-1.120042092052877,"implied_move_pct":14.90564767761052,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78edffdf78f047123a4c8232748c4d080eb7e2fad2d3e47687777903529f16be","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":41.69780870294801,"put_call_skew_pp":-1.528456256501956,"implied_move_pct":15.038149074555644,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3d2de563680b7bcf9d72a10fc4cb7dfd390e4a1bb0cb2903f5689d6701cb2b37","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":42.27066913728571,"put_call_skew_pp":-3.6643941023342848,"implied_move_pct":14.84103755609162,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"abdbcc6eeae5fa9945d1a6088d1b9cc9e8a970e29d0baf06f39961e013cf291f","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":41.82597079091764,"put_call_skew_pp":-3.037760941470978,"implied_move_pct":14.283238546480574,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8f9572fb80c00d7ad4436a520b1f71b2d7b4cd13420800171e338c7ff7c6f5c4","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":43.9332902740569,"put_call_skew_pp":-4.723468330170625,"implied_move_pct":14.454265999197812,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d17f74ffcd28a01beb5b44c0725a81a693d00fe31d2f2ddaf602ee9c2c80f592","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":50.57073025981278,"put_call_skew_pp":3.2373447050589075,"implied_move_pct":14.499300238779185,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"096cf9995950af49f2b16b180838ac012dc80ec4ce60369bd0a5d111b4545aca","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":52.38656061004746,"put_call_skew_pp":-2.2013489664230903,"implied_move_pct":13.974264859644698,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"774792c02f3800fe632209a4791cab26ede48f95af039b1e4d0fb797d6fb95a2","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":58.652429326571905,"put_call_skew_pp":-5.607369449573082,"implied_move_pct":13.923899367535995,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aff29f1bea92a85e79695e576534eb40c881e1b1b0f7fddb3e077ea9ea5a8d95","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":72.42080274459721,"put_call_skew_pp":8.390524363708149,"implied_move_pct":14.121487007257382,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4915f1cf1c4c21e555f62b4795bf8b6ba829830f888d184cba77e7ca2e34126d","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":35.17630753272513,"put_call_skew_pp":-4.278772107914283,"implied_move_pct":18.19279070752618,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5f9b11513d2fef5d3886f8e37ea1a8024938f27b6fb7e45be2bc3917212ac273","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":35.95730675563468,"put_call_skew_pp":1.5852568283943347,"implied_move_pct":18.01521164124881,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2e82174529dfa48b85d85f583d7326e288f088cbb90d55f230314eb0aac2a890","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":36.26006326720096,"put_call_skew_pp":-7.992733394295297,"implied_move_pct":18.064131509669004,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"059ab1fb5890f240a55b70b14ad489e1bd8ff79c6632189205231c4b0958cb70","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":31.15417602755973,"put_call_skew_pp":-2.551531395606924,"implied_move_pct":15.677499934415238,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"397e114274b52efaf29cc4758ee35240f7b62812bc6ab36337d4f9fb15a1370b","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":36.680344864413954,"put_call_skew_pp":5.780337459899736,"implied_move_pct":17.297356920574405,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2568ae638a48c46ee6405a679e4137184aa236058ba57ae87642bd4ad22b333c","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":37.542577108592454,"put_call_skew_pp":3.9974722623278414,"implied_move_pct":17.69325265668288,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9ad4422622a101788845ac3ed9ae56daff1c4b8b06b41b7b72f4e169f1416bb1","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":37.12741430344936,"put_call_skew_pp":-0.0020794782306987614,"implied_move_pct":17.34994770738906,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a8699506fc78f00d795fe0b9281f00f36e1a359bf3290fa532d7fd9dcbce9d73","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":38.22989830043289,"put_call_skew_pp":-6.340414089705075,"implied_move_pct":17.6307479016479,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f6d885f67cc54fb0bebaa5d66aa2a37acd2b09c6a56f154659f7e035d21c0137","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":36.46042399140855,"put_call_skew_pp":0.6556185088832356,"implied_move_pct":16.798171265356522,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"97b856465c503ecc02ecc39597089431ddd46a26e89313ba0fd00b5566bc64be","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":40.20536832515113,"put_call_skew_pp":14.551768364765397,"implied_move_pct":17.048871286299377,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e3ff48ea530591c67c7b81d56b23a1ba9a022d36ed9ba76f68fcf520a07d7962","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":37.45474019696303,"put_call_skew_pp":-20.626915048738056,"implied_move_pct":16.179493225994303,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e85c8eddf7c56d294cecac11db704b9ab3403d0d9561ca6a3d18707107cafc5","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":39.33524270009701,"put_call_skew_pp":-5.376255708998444,"implied_move_pct":17.077063186541857,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dc313b1230e44e600538f019df0316a6b58f8a1a1f0316805a9c1d342bd55031","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":42.31415240342052,"put_call_skew_pp":-0.46753837906159745,"implied_move_pct":17.367665682792236,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"db87258b442c970f323b0458ecc34af552358f527eaca7987f8265e69af1727e","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":44.88603882880383,"put_call_skew_pp":12.241191788004496,"implied_move_pct":17.522838715355565,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e9c64b4fd71ebdb2b5487ff4eaadba9fece89ff77a04a389e9f5f9e404c7b08c","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":48.63540469475046,"put_call_skew_pp":-11.347764066271573,"implied_move_pct":17.102525408463258,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"76f92c1c2f8512ab7ca83b778dcd6b051045b3ee5f0bf5c6cb718896fd9de468","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":50.72937985407593,"put_call_skew_pp":-2.8171428997680117,"implied_move_pct":16.48915148376912,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f9e9d1e6e220b01d43cce96975c6782ac806f81e78d51eb91ac3a6507e1b117","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":57.311183082376,"put_call_skew_pp":2.0538448224283163,"implied_move_pct":16.943939002135536,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2fa1d82da3db49347b20e3a1cce5f9d2f1b4e7d695ab2b35c63c5c4eab498b17","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":68.3995023248406,"put_call_skew_pp":10.50854122194662,"implied_move_pct":14.177890216823469,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"df6830cd8029e1f1483e1923f26cfcb59749ddd6feb0fb6f26c6a50af1284a15","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":33.28503330179434,"put_call_skew_pp":-16.28838645048184,"implied_move_pct":16.963824317488715,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6eb9fcb41e5104cdf36f08698ecdfa38cffe9ef7630bffff8d4c641fc15ba429","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":33.18347279286861,"put_call_skew_pp":3.289951309295512,"implied_move_pct":16.88074360534203,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ae4b87e5d869485d7fc9043831eaf5d4adb6d10292bdb25d242b3f50185b32a7","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":34.646223341420665,"put_call_skew_pp":13.994329942169006,"implied_move_pct":17.34644134224733,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c13435bd768fee14b6d59c751b843d36003160b47f42215fdf5c46f036736d82","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":35.56197582381296,"put_call_skew_pp":11.881786365383336,"implied_move_pct":17.53758860091526,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"05c32b35574bf79f53168340003053eaa4aa7183ab93fab3553d49975800040f","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":33.553386173060446,"put_call_skew_pp":-9.738353117598248,"implied_move_pct":16.732773491859803,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dc499f75e3706aa743a51fd7b47e7f6825c1684dec1d6ae714eb06a6896b9269","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":31.36606671068223,"put_call_skew_pp":1.893176685550669,"implied_move_pct":15.64250504784285,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7a0dc387e952d6c9770f492d3f01f78b8a0153a013a16a65a025ca0ce27a6d4","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":32.807105444987975,"put_call_skew_pp":3.6201283777562034,"implied_move_pct":16.016590104315846,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2bfcf74c1e2eafbc8e6a1d3a041cc4bead85b716381785a56e26ebbc97d90003","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":34.226343649622294,"put_call_skew_pp":10.711887319889813,"implied_move_pct":16.234147043404466,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fae2656b087b799843cca2d0b9c3ddf089c14593a758a8b8699673c66fb1744b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":35.2967244618421,"put_call_skew_pp":10.00550681276847,"implied_move_pct":16.783857488277413,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ffaf2962a798e928d96fcd74cffc13b447b948389fe3ed7814a840eb2dc912b8","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":35.566889889669774,"put_call_skew_pp":5.639224810816745,"implied_move_pct":16.62664016845504,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4fd622a2fda636087f1bb3b675469751bccfea4baa241db3e0152db120b4d358","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":36.90140840167285,"put_call_skew_pp":-8.510707536651484,"implied_move_pct":17.05466860404915,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0d197997580513430d1563d4aaacc60bd964fb6f6a62f6d56a43e6a3b256636f","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}