{"schemaVersion":1,"symbol":"HD","days":90,"observations":[{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-19T19:45:31.541000+00:00","captured_at":"2026-10-20T03:52:09.898Z","last_trade_at":"2026-10-19T23:51:14.251169659Z","price":310,"iv_pct":32.05221351698481,"implied_move_pct":7.593414163031878,"put_call_skew_pp":2.257233047381341,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"8f0cf60e01cb528252f432b5e3b8e4b8da80b2021437007a774f583252259c8f"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T13:32:03.781000+00:00","captured_at":"2026-10-20T13:34:49.184Z","last_trade_at":"2026-10-20T13:34:47.338783716Z","price":312.85,"iv_pct":32.72690979715149,"implied_move_pct":7.674233343765039,"put_call_skew_pp":1.9777924716617934,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"fd2d8dd290ec3c0f294f201f9ade0cf5a7b01c17470d50e16aabb7f7331c30a4"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T13:38:21.196000+00:00","captured_at":"2026-10-20T13:42:35.660Z","last_trade_at":"2026-10-20T13:42:34.738315275Z","price":315.235,"iv_pct":32.51562805159839,"implied_move_pct":7.625138046254672,"put_call_skew_pp":5.289167571733872,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"30086ca392f92b916c3777ab0426e6f219808872562fe72285dfc40beea8e93c"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T13:52:19.252000+00:00","captured_at":"2026-10-20T13:58:17.057Z","last_trade_at":"2026-10-20T13:58:15.831887465Z","price":316.975,"iv_pct":32.743987788331076,"implied_move_pct":7.646702209435509,"put_call_skew_pp":2.4589031216904536,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"43f968d47fc842d03f2e0d7b7fe4cedffa8a9da448b4816012b02ba9d3c59174"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:03:14.351000+00:00","captured_at":"2026-10-20T14:06:44.958Z","last_trade_at":"2026-10-20T14:06:41.690988818Z","price":314.0851,"iv_pct":31.781264395684328,"implied_move_pct":7.387539873567474,"put_call_skew_pp":-1.4770333020637905,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"d557dcd934159f1d7da6aa8aab544705d71ce330b7ff2a9ab4f9ce7567e28fc7"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:14:18.021000+00:00","captured_at":"2026-10-20T14:16:34.641Z","last_trade_at":"2026-10-20T14:16:34.133527977Z","price":313.86,"iv_pct":31.691915106951875,"implied_move_pct":7.3739575563227255,"put_call_skew_pp":-1.6385362997658082,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"c31820ce61e02190be371f7c4fdfd2734793f4a020651f3aa3e1439ec071cbce"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:15:49.333000+00:00","captured_at":"2026-10-20T14:27:45.896Z","last_trade_at":"2026-10-20T14:27:45.527186204Z","price":314.92,"iv_pct":31.90580102410887,"implied_move_pct":7.415034041593286,"put_call_skew_pp":0.1806491228070195,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"e89b17675346987d1a2d70ea854cb985410fa97756c6c7799e76796af7031c44"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:32:25.654000+00:00","captured_at":"2026-10-20T14:35:28.997Z","last_trade_at":"2026-10-20T14:35:28.047676939Z","price":315.37,"iv_pct":32.30378471938984,"implied_move_pct":7.525780531541224,"put_call_skew_pp":0.9497640561186682,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"57377b976f5fdf0d2b31665c29f2ddcc93fe4edbea24a5ddc33cb8eccabba28e"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:38:00.420000+00:00","captured_at":"2026-10-20T14:43:13.595Z","last_trade_at":"2026-10-20T14:43:12.620936699Z","price":315.01,"iv_pct":32.327641439659246,"implied_move_pct":7.5337747107763935,"put_call_skew_pp":0.6634305076589908,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"36093cd202869e01351e0826c4439acccf8e7bf5d5ac462a98fb6c6f16b4aeec"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:41:16.384000+00:00","captured_at":"2026-10-20T14:50:58.628Z","last_trade_at":"2026-10-20T14:50:51.150561435Z","price":315.79,"iv_pct":32.752884150199094,"implied_move_pct":7.661126253698313,"put_call_skew_pp":2.3500035448422607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"e0bae609d2caf352d62f6638b76c83890f1de07226c989ab724875cfad25fcb2"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:50:06.756000+00:00","captured_at":"2026-10-20T14:58:42.081Z","last_trade_at":"2026-10-20T14:58:41.5154328Z","price":316.945,"iv_pct":32.880721000814276,"implied_move_pct":7.7078006197344,"put_call_skew_pp":3.006583333333329,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"31fae1d3a6e8ba8f0c216e3854c4f6a2cb00fdd28d488e80fd1e240ec0314656"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:57:23.381000+00:00","captured_at":"2026-10-20T15:06:59.479Z","last_trade_at":"2026-10-20T15:06:55.131299434Z","price":316.71,"iv_pct":33.025634681583476,"implied_move_pct":7.723155032340625,"put_call_skew_pp":2.537021248457061,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"2c0a4b05eb6fc900b0c5a49d373313878bf69434bef9ee23e0d3cccbb41c188c"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T14:59:53.921000+00:00","captured_at":"2026-10-20T15:12:54.402Z","last_trade_at":"2026-10-20T15:12:45.847622712Z","price":316.21,"iv_pct":32.84269063772049,"implied_move_pct":7.669988303206263,"put_call_skew_pp":1.9368094710842387,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"1023c9daaefca6cb34f6992e886499a06b34ee2f22d63c33915be7d92ddc7b77"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T15:19:08.147000+00:00","captured_at":"2026-10-20T15:21:52.056Z","last_trade_at":"2026-10-20T15:21:49.427822035Z","price":316.39,"iv_pct":32.73066148002045,"implied_move_pct":7.657112490758647,"put_call_skew_pp":2.688448800146548,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"c0f58f4c967f84199dccfdba030cbd4b42c84dcb0a50853cd6dd75843b0d0ddd"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T15:19:42.150000+00:00","captured_at":"2026-10-20T15:29:38.582Z","last_trade_at":"2026-10-20T15:29:37.097472156Z","price":315.54,"iv_pct":32.64453316361635,"implied_move_pct":7.608075881528903,"put_call_skew_pp":1.5686011445803782,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"dcb68cd90a0b1f3db4d3ba0a1f2de7c877b074a996e79b596d2305a44aa06072"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T15:26:37.098000+00:00","captured_at":"2026-10-20T15:37:28.756Z","last_trade_at":"2026-10-20T15:37:26.54168348Z","price":315.785,"iv_pct":32.54661246422111,"implied_move_pct":7.596115010321665,"put_call_skew_pp":2.3312766655726955,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"7238a0c86f8aaa1e7fdb6ad077a2b128ccf8487d488d6722495e681a7a08944d"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T15:39:02.489000+00:00","captured_at":"2026-10-20T15:45:14.805Z","last_trade_at":"2026-10-20T15:45:13.828267765Z","price":316.72,"iv_pct":32.751171875,"implied_move_pct":7.665707288772415,"put_call_skew_pp":3.1962645194314296,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"c5b991ca2dd765e25a7e0f6256a06bc3653f5aeaea73c712e30ac20c2850df12"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T15:52:30.908000+00:00","captured_at":"2026-10-20T16:00:56.788Z","last_trade_at":"2026-10-20T16:00:53.269069045Z","price":316.07,"iv_pct":32.757027263516626,"implied_move_pct":7.649197678641735,"put_call_skew_pp":2.2368569491525436,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"3f7bc8a817cbf560a0bf76bf8809b5c28593a8039b9c1934499c9652f1c663ef"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T15:57:24.949000+00:00","captured_at":"2026-10-20T16:08:40.694Z","last_trade_at":"2026-10-20T16:08:38.852425098Z","price":315.895,"iv_pct":32.68194769637462,"implied_move_pct":7.628343202110878,"put_call_skew_pp":2.1037734035248388,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"f2ca18791fbd053388cc784c51aca5decab84498a5d1adbbd33796dfff6c8b11"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T16:14:39.783000+00:00","captured_at":"2026-10-20T16:16:28.359Z","last_trade_at":"2026-10-20T16:16:23.329415354Z","price":315.54,"iv_pct":32.75965352449223,"implied_move_pct":7.6367301992548615,"put_call_skew_pp":1.6774366732947132,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"7a15c30f95f2745c38798aba05ab23b3663a0088a79f3c1fabe36c4e515f51f0"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T16:17:40.557000+00:00","captured_at":"2026-10-20T16:24:15.690Z","last_trade_at":"2026-10-20T16:23:54.391014596Z","price":315.115,"iv_pct":32.77909630400833,"implied_move_pct":7.638694294225049,"put_call_skew_pp":1.172491725768321,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"7fda97d893ba571ce9d1aa236713c36521f5ddf54a2f07a465f22f966741b665"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T16:33:24.339000+00:00","captured_at":"2026-10-20T16:39:42.897Z","last_trade_at":"2026-10-20T16:39:41.689457985Z","price":315.67,"iv_pct":32.567049805364476,"implied_move_pct":7.612217172653353,"put_call_skew_pp":1.9797083111720792,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"39071bfb95d6635adf311b812b63d0184c04b7ec5d0b777f13cf57c8533556b2"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T16:39:22.790000+00:00","captured_at":"2026-10-20T16:47:30.437Z","last_trade_at":"2026-10-20T16:47:29.544716827Z","price":315.54,"iv_pct":32.580134261385716,"implied_move_pct":7.60990148640302,"put_call_skew_pp":1.6420924069593223,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"fed7ff92268dd4722774d626dc3eb8aed3f8340d530e6dc9b648f514151eba08"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T16:44:10.515000+00:00","captured_at":"2026-10-20T16:55:15.912Z","last_trade_at":"2026-10-20T16:55:15.061744518Z","price":314.775,"iv_pct":32.50053976034858,"implied_move_pct":7.562555056703539,"put_call_skew_pp":0.5079750889679713,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"47d748138e4f39259e0044ca249b2dafeb8f8876b677cbbf96fce8565af98d56"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T16:58:15.706000+00:00","captured_at":"2026-10-20T17:03:28.606Z","last_trade_at":"2026-10-20T17:03:27.74901839Z","price":315.835,"iv_pct":32.54988200070448,"implied_move_pct":7.616575713774775,"put_call_skew_pp":2.3798125633232026,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"ec21cd02c9185a1aafd4eb3190afbb97bf2cc32ed6d130d66a29eed6d1125ad4"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T16:59:40.092000+00:00","captured_at":"2026-10-20T17:11:16.327Z","last_trade_at":"2026-10-20T17:11:15.617423944Z","price":315.225,"iv_pct":32.51643465754911,"implied_move_pct":7.582792553797199,"put_call_skew_pp":1.2459710144927527,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"a3f6b7f3bff76d4ea3f71fae72977c4756ba571cb960f3676cbf0a94a3bb7aa2"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T17:08:26.968000+00:00","captured_at":"2026-10-20T17:19:08.264Z","last_trade_at":"2026-10-20T17:19:02.513022741Z","price":315.115,"iv_pct":32.518876706047365,"implied_move_pct":7.5789229936546745,"put_call_skew_pp":1.0569505652536337,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"52149b268786a5052eef20e1baca9a913d529e35fab51d1feed2f4ae9996829e"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T17:24:07.539000+00:00","captured_at":"2026-10-20T17:26:52.503Z","last_trade_at":"2026-10-20T17:26:48.845446234Z","price":315.42,"iv_pct":32.50470971291478,"implied_move_pct":7.588673765276743,"put_call_skew_pp":1.493746757241049,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"8328f18c101a9f16c5c8241eae261147ba63761dbb6f126f5317ed09ca301f38"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T17:26:53.523000+00:00","captured_at":"2026-10-20T17:34:41.933Z","last_trade_at":"2026-10-20T17:34:40.102263468Z","price":315.3679,"iv_pct":32.50703291070947,"implied_move_pct":7.587549988320606,"put_call_skew_pp":1.4451757646147867,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"97280005a07b4c0d4b4eb11f0dcef913cd302243a9f61a95fad6c9ec68198ba3"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T17:33:32.461000+00:00","captured_at":"2026-10-20T17:42:27.139Z","last_trade_at":"2026-10-20T17:42:26.460558711Z","price":315.64,"iv_pct":32.52817671517671,"implied_move_pct":7.605588197401657,"put_call_skew_pp":1.8621707818930022,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"944ffaf480e8e95b69b72a705b082035add1b5185545842fcb231528bd4a2b98"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T17:43:07.955000+00:00","captured_at":"2026-10-20T17:50:20.491Z","last_trade_at":"2026-10-20T17:50:19.631541397Z","price":315.625,"iv_pct":32.410624089916276,"implied_move_pct":7.571481544222859,"put_call_skew_pp":1.800989213778903,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"146dc7716ce9d45faa1a61ad7455e257d3137d76bac85622b8548229e8f29345"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T17:43:29.520000+00:00","captured_at":"2026-10-20T17:58:09.495Z","last_trade_at":"2026-10-20T17:58:03.803274706Z","price":315.59,"iv_pct":32.36391869080829,"implied_move_pct":7.556550890010402,"put_call_skew_pp":1.724644433474648,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"d6d64c5a062ba270e6db29c2d8068168228bd50c13b82ea91bb20cc2adb17ee6"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T17:56:36.493000+00:00","captured_at":"2026-10-20T18:06:27.182Z","last_trade_at":"2026-10-20T18:06:24.750112774Z","price":315.645,"iv_pct":32.34396449704142,"implied_move_pct":7.554222822227165,"put_call_skew_pp":1.8096157041052774,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"7184e57fadcaded56a04d55ad73df38c36e966e64d494a972c82a7a17a872610"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T18:10:03.389000+00:00","captured_at":"2026-10-20T18:14:18.053Z","last_trade_at":"2026-10-20T18:14:14.298299874Z","price":315.795,"iv_pct":32.28850559750065,"implied_move_pct":7.549306061519808,"put_call_skew_pp":2.0809694014557234,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"d8e542ec0924704b127442c88396a0a0b6fd588a2809cee8a5f54970dd17c8c5"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T18:19:23.868000+00:00","captured_at":"2026-10-20T18:29:49.733Z","last_trade_at":"2026-10-20T18:29:47.941766459Z","price":315.55,"iv_pct":32.3707157283067,"implied_move_pct":7.55708521095315,"put_call_skew_pp":1.5943132969034601,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"a45aab441cb315bbc22207ce7120a5667b4c71d0ca1d99a5e3c98a62834c73d6"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T18:36:06.477000+00:00","captured_at":"2026-10-20T18:37:32.775Z","last_trade_at":"2026-10-20T18:37:32.500414937Z","price":315.79,"iv_pct":32.34322535937027,"implied_move_pct":7.559212326832668,"put_call_skew_pp":1.9367722007722021,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"3aed7a54f1f525bc02a12de897dbdd0910f9a1f7accb1966a6a5fc2c4b77d6c9"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T18:39:52.203000+00:00","captured_at":"2026-10-20T18:45:20.751Z","last_trade_at":"2026-10-20T18:45:14.550456367Z","price":315.855,"iv_pct":32.282807042882276,"implied_move_pct":7.545604398166395,"put_call_skew_pp":2.0087757054041147,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"dbe9bb03b2dcc7855bb96acca07ac15a1bb83370c28c81da8b8faab2569a4487"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T18:46:16.826000+00:00","captured_at":"2026-10-20T18:53:09.044Z","last_trade_at":"2026-10-20T18:53:07.393202625Z","price":316.055,"iv_pct":32.273504424778764,"implied_move_pct":7.550311277974539,"put_call_skew_pp":1.9923092222338512,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"df88234d5b085889a942cb8a79cca6f56ac7ed8ad823b66f51ae98d5c2caa67a"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T18:59:16.190000+00:00","captured_at":"2026-10-20T19:01:02.926Z","last_trade_at":"2026-10-20T19:01:01.810034024Z","price":315.7075,"iv_pct":32.31786589635854,"implied_move_pct":7.548612913803423,"put_call_skew_pp":1.4885084033613438,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"c4259ca5d50ebd940a231dcbeb1d119a93ead69fcf095d883dadcf458397e0f4"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T19:04:48.763000+00:00","captured_at":"2026-10-20T19:10:48.795Z","last_trade_at":"2026-10-20T19:10:48.014735504Z","price":315.795,"iv_pct":32.304803795418536,"implied_move_pct":7.54855013546216,"put_call_skew_pp":1.7963579680909614,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"d0ab76b454b80283206ed09f6c8c09ec9a592101bb46493598d43b2200c0924e"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T19:04:48.765000+00:00","captured_at":"2026-10-20T19:18:36.578Z","last_trade_at":"2026-10-20T19:18:31.519740642Z","price":315.72,"iv_pct":32.31426120448179,"implied_move_pct":7.548195383563281,"put_call_skew_pp":1.6687196562835682,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"aad331ddd37253938633c7f410dd3dfb7927c0fe8ea7155fb9aa9ce1ce6e0dd5"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T19:23:44.516000+00:00","captured_at":"2026-10-20T19:26:19.048Z","last_trade_at":"2026-10-20T19:26:16.808560108Z","price":315.7953,"iv_pct":32.256828693550744,"implied_move_pct":7.539182593673924,"put_call_skew_pp":1.8175321703468195,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"35e25242fb0e13575547e2a3117f812b8120f1015d27640094a7cf8617779840"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T19:31:39.850000+00:00","captured_at":"2026-10-20T19:34:12.047Z","last_trade_at":"2026-10-20T19:34:10.379359816Z","price":315.31,"iv_pct":32.27549876847291,"implied_move_pct":7.526580430476868,"put_call_skew_pp":1.0193855063019286,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"2d1632beb4b74545a581d152477d3439b1091ea2ff28f9a51e014a2c8d9936d4"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T19:36:09.422000+00:00","captured_at":"2026-10-20T19:42:00.650Z","last_trade_at":"2026-10-20T19:41:59.765956177Z","price":315.1,"iv_pct":32.18347540786226,"implied_move_pct":7.500818386036647,"put_call_skew_pp":0.7156528775814075,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"10be501581b6fb5b9110bc89077b5041535d6dcb2b8eda531ef969a977651c60"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-20T19:47:50.534000+00:00","captured_at":"2026-10-20T19:49:45.804Z","last_trade_at":"2026-10-20T19:49:43.422355647Z","price":314.9,"iv_pct":32.01789476240947,"implied_move_pct":7.4587585642916014,"put_call_skew_pp":0.4419972593353916,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"e924454399d1bdc2eb285c536e026a4c08a47b06ffd5fac3324473a14110ff2e"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:50.647000+00:00","captured_at":"2026-10-21T13:31:42.868Z","last_trade_at":"2026-10-21T13:31:41.18280096Z","price":314.39,"iv_pct":33.52912203286671,"implied_move_pct":7.668893032807332,"put_call_skew_pp":0.4298482362592282,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"aa4e71b980b41d6a3e2c1107c043e3b0b2a8a6afc7d9a98a9cc869cd9c927f1a"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T13:37:21.164000+00:00","captured_at":"2026-10-21T13:39:29.926Z","last_trade_at":"2026-10-21T13:39:26.591342046Z","price":314.66,"iv_pct":33.21776383791476,"implied_move_pct":7.602223114009734,"put_call_skew_pp":0.9028997413548234,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"cd49461af4406827b82feae0c9a8d24dc4cf6ce44db00a857be3c5443a82fa2f"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T13:42:11.781000+00:00","captured_at":"2026-10-21T13:47:26.911Z","last_trade_at":"2026-10-21T13:47:26.392073104Z","price":315.06,"iv_pct":32.95267267267267,"implied_move_pct":7.559573475589473,"put_call_skew_pp":1.6259404481132056,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"4beca23454e8b4077c4853750e4c382fba29e3cb33445c2cb0e51067f3789f9e"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T13:52:47.552000+00:00","captured_at":"2026-10-21T13:55:21.687Z","last_trade_at":"2026-10-21T13:55:20.618611609Z","price":315.56,"iv_pct":32.75478112072539,"implied_move_pct":7.539347370703253,"put_call_skew_pp":2.7488226766601898,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"8f6e781df53d9a6337849c7645dadbd1880cc25ad38fbfb090b99e0f4215aca5"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T13:53:49.457000+00:00","captured_at":"2026-10-21T14:03:30.528Z","last_trade_at":"2026-10-21T14:03:26.313892599Z","price":313.715,"iv_pct":31.795052046055016,"implied_move_pct":7.269404503227723,"put_call_skew_pp":-0.6546257830530811,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"ddc3c7f5c996ee488252563424fc08deecaee0ce1f5ea52c715dde64aa4bb78c"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T14:00:50.144000+00:00","captured_at":"2026-10-21T14:11:33.560Z","last_trade_at":"2026-10-21T14:11:32.321024364Z","price":313.42,"iv_pct":31.347867215041127,"implied_move_pct":7.179857095306014,"put_call_skew_pp":-1.030134683219569,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"9947d55a9903250f2ff50a9150e8f1314e8a660107b5b443fb56c6571b155f16"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T14:10:25.672000+00:00","captured_at":"2026-10-21T14:19:41.912Z","last_trade_at":"2026-10-21T14:19:35.949595581Z","price":313.58,"iv_pct":31.515222602739723,"implied_move_pct":7.2177458811935,"put_call_skew_pp":1.3231466695056593,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"da67c9f010ac2b2526e61f9f890a0de9f026a4d7e5a1d0aa6fd17374dbd4d23e"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T14:24:10.467000+00:00","captured_at":"2026-10-21T14:27:49.993Z","last_trade_at":"2026-10-21T14:27:44.588288702Z","price":312.99,"iv_pct":31.335320131734502,"implied_move_pct":7.174531520186887,"put_call_skew_pp":0.2772972899875603,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"efa05c4eaf3703b47bca6214d689a5b4ad08d5237f91c077cdc65a5185b7ef04"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T14:24:57.922000+00:00","captured_at":"2026-10-21T14:35:51.792Z","last_trade_at":"2026-10-21T14:35:47.037345703Z","price":313.07,"iv_pct":31.335499028614706,"implied_move_pct":7.178416857749921,"put_call_skew_pp":0.49775049019608053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"47ba79048af7f0c01fe24d4638e21cc640bb8fb167b5780f930efad87bdd98bb"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T14:29:40.179000+00:00","captured_at":"2026-10-21T14:43:45.080Z","last_trade_at":"2026-10-21T14:43:34.444522802Z","price":313.7465,"iv_pct":31.360097865211404,"implied_move_pct":7.190349901797669,"put_call_skew_pp":1.706973993200378,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"90debc54309f287cc61436af6be62c034d06744be9d9d53e1374d8130016e872"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T14:36:58.310000+00:00","captured_at":"2026-10-21T14:51:56.823Z","last_trade_at":"2026-10-21T14:51:55.752682772Z","price":313.755,"iv_pct":31.390407684630738,"implied_move_pct":7.1944333035575045,"put_call_skew_pp":1.696536330577375,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"4d89eee46e0be4e270c5c4f0fd6494570fba2356cda9c91907be0556496ca7aa"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T14:51:44.747000+00:00","captured_at":"2026-10-21T15:03:47.867Z","last_trade_at":"2026-10-21T15:03:43.031902487Z","price":313.45,"iv_pct":31.34008678929766,"implied_move_pct":7.178141660055772,"put_call_skew_pp":1.2331987870619954,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"1cfc4c684913d65f710421aa870bc5ceec8429028662a126317b67f48b5f871a"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T15:07:24.547000+00:00","captured_at":"2026-10-21T15:21:38.962Z","last_trade_at":"2026-10-21T15:21:34.084665443Z","price":313.55,"iv_pct":31.347710056650126,"implied_move_pct":7.1826051042918015,"put_call_skew_pp":1.4085251129418053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"639198a4f9e5bbfddd9ea305e5ad38fc33af3715320127339af4f85f28e84592"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T15:25:35.623000+00:00","captured_at":"2026-10-21T15:38:20.140Z","last_trade_at":"2026-10-21T15:38:12.173053372Z","price":314.095,"iv_pct":31.231835682446007,"implied_move_pct":7.175762277492384,"put_call_skew_pp":1.3407070707070645,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"51b72c75b4fedf33956dc3a0295465e6369e1ff074fff23a43c7108cf66a33f8"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T15:40:01.010000+00:00","captured_at":"2026-10-21T15:51:31.105Z","last_trade_at":"2026-10-21T15:51:29.528397197Z","price":313.77,"iv_pct":31.08064973976985,"implied_move_pct":7.131777949899362,"put_call_skew_pp":1.4010371361659335,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"81b8aa947b8fa169e658ed7eaa5ee4c154349cf0be340f30dbcd0cc629643824"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T15:54:00.611000+00:00","captured_at":"2026-10-21T16:02:42.431Z","last_trade_at":"2026-10-21T16:02:41.380456677Z","price":313.94,"iv_pct":31.00304678580671,"implied_move_pct":7.107217912095548,"put_call_skew_pp":1.6266477625166142,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"4d0dfa6de0a48629e06afc07caf2d1edb62c72edee6b3ac60e43cd516a3eeb37"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T16:04:46.066000+00:00","captured_at":"2026-10-21T16:13:03.713Z","last_trade_at":"2026-10-21T16:12:58.681126822Z","price":314.325,"iv_pct":30.8548203499108,"implied_move_pct":7.083533170945072,"put_call_skew_pp":1.4205668016194328,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"ca333062249ba216353f3b484a39deeada25c80fc30baa7dfa7a278178ac2ee1"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T16:16:51.083000+00:00","captured_at":"2026-10-21T16:23:13.895Z","last_trade_at":"2026-10-21T16:23:11.54927549Z","price":314.3951,"iv_pct":31.199425753777028,"implied_move_pct":7.158988766132457,"put_call_skew_pp":1.3970093457943866,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"a42d863460ad638eda0e79e54484c9235a8d387e075ede97ee946951b8907674"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T16:21:47.480000+00:00","captured_at":"2026-10-21T16:33:40.758Z","last_trade_at":"2026-10-21T16:33:39.419022861Z","price":314.53,"iv_pct":31.413657142857144,"implied_move_pct":7.208328980655946,"put_call_skew_pp":1.4191243620735927,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"a37b0f272014eed044f16fdf1f527f1e58ac619747f9c2321d450653c015fe47"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T16:36:47.292000+00:00","captured_at":"2026-10-21T16:44:00.607Z","last_trade_at":"2026-10-21T16:43:53.969114489Z","price":314.91,"iv_pct":31.434298245614034,"implied_move_pct":7.199137430294229,"put_call_skew_pp":0.31159315339039373,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"3c299c8454d5df946742b01118931fe6cf738a94bbbae4e86a31846b56e96380"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T16:40:07.691000+00:00","captured_at":"2026-10-21T16:54:16.307Z","last_trade_at":"2026-10-21T16:54:14.52015291Z","price":314.5,"iv_pct":31.209485455720753,"implied_move_pct":7.1434285344319965,"put_call_skew_pp":-0.3409061211791242,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"5bbc5bb593ab234d06568e202580974f1f4b7fc22efc61373a4af49dad70709b"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T16:53:13.492000+00:00","captured_at":"2026-10-21T17:08:08.479Z","last_trade_at":"2026-10-21T17:08:06.731916117Z","price":314.59,"iv_pct":31.19009353494233,"implied_move_pct":7.141282429658857,"put_call_skew_pp":-0.20096425784298377,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"62782cf36009260d19d91b82502169f182c9f1528b5cd26728e07665db1583b2"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T17:16:02.601000+00:00","captured_at":"2026-10-21T17:22:52.510Z","last_trade_at":"2026-10-21T17:22:43.571623048Z","price":314.485,"iv_pct":30.800633191171435,"implied_move_pct":7.0618794235502715,"put_call_skew_pp":-0.36693839277341933,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"36252fcf680777e05c84699ebd05ae9beb0a7fe5af620146ea2347ad7d178c83"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T17:24:52.640000+00:00","captured_at":"2026-10-21T17:33:31.114Z","last_trade_at":"2026-10-21T17:32:58.636606877Z","price":314.4101,"iv_pct":30.87919491525424,"implied_move_pct":7.076073034010738,"put_call_skew_pp":-0.4797060294439437,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"dac0bdd14d79672752bc475e0840504204e2ab5cf4cc4ed0275f20bf985106b2"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T17:35:38.339000+00:00","captured_at":"2026-10-21T17:43:58.103Z","last_trade_at":"2026-10-21T17:43:48.262993968Z","price":314.56,"iv_pct":30.820795746369704,"implied_move_pct":7.066884769225027,"put_call_skew_pp":-0.18824772410126478,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"30ae91892bf611274be766a6c7524bcbc32ff122c083060385ea0f789112be1b"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T17:44:57.769000+00:00","captured_at":"2026-10-21T17:55:13.640Z","last_trade_at":"2026-10-21T17:55:12.716048134Z","price":314.54,"iv_pct":30.894991610672783,"implied_move_pct":7.0820762467485086,"put_call_skew_pp":-0.1438185453160712,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"540c68d6c8bdee405ca28a3bacb9e1a4fc9f7423dc858b5f9a46ea3e3b0c2b58"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T17:54:41.205000+00:00","captured_at":"2026-10-21T18:06:39.020Z","last_trade_at":"2026-10-21T18:06:36.366104891Z","price":314.17,"iv_pct":30.916590909090914,"implied_move_pct":7.081519993518275,"put_call_skew_pp":-0.6028964545319704,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"fd25a1764e07e3928c4d7e7047b99d459ecea29785987254619501c60f4fa23b"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T18:02:33.686000+00:00","captured_at":"2026-10-21T18:17:31.425Z","last_trade_at":"2026-10-21T18:17:30.912381491Z","price":314.315,"iv_pct":30.942749789449508,"implied_move_pct":7.090470945026913,"put_call_skew_pp":-0.14025673400673289,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"c5ce493d869cb7e4ab4bd89d9b76be454be40feda82c6fb23a69af7d19b84a36"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T18:15:51.875000+00:00","captured_at":"2026-10-21T18:27:49.614Z","last_trade_at":"2026-10-21T18:27:35.976393072Z","price":314.34,"iv_pct":30.815397636979203,"implied_move_pct":7.0626742155647095,"put_call_skew_pp":0.5329860443834378,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"9ea7613c77c91ef39949f63bba205559621919b0e55025a7742522f3cbee1753"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T18:27:06.272000+00:00","captured_at":"2026-10-21T18:38:05.954Z","last_trade_at":"2026-10-21T18:38:01.611434292Z","price":314.41,"iv_pct":30.7215703286385,"implied_move_pct":7.037748175172126,"put_call_skew_pp":0.6360396621041708,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"edda23d5948d86d91c69b165a08af507e2b650f01a00438c4f39e02e5b5fac0e"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T18:47:43.853000+00:00","captured_at":"2026-10-21T18:48:21.972Z","last_trade_at":"2026-10-21T18:48:19.703470285Z","price":313.9,"iv_pct":30.84091777010171,"implied_move_pct":7.056519588253071,"put_call_skew_pp":0.24106583072099896,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"022ef7542e7dab3fcde29f315ae665d578c5274544ba095210795620681fc7d2"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T18:57:24.609000+00:00","captured_at":"2026-10-21T19:09:58.489Z","last_trade_at":"2026-10-21T19:09:57.728247489Z","price":311.65,"iv_pct":32.38960978445879,"implied_move_pct":7.424587875195053,"put_call_skew_pp":-0.15136021505376407,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"f4abd84429889c348f48f92c43faecfccdc83874b43fde70358b027b4c968a64"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T19:10:47.912000+00:00","captured_at":"2026-10-21T19:20:33.420Z","last_trade_at":"2026-10-21T19:20:32.46324264Z","price":312.535,"iv_pct":32.428478900255755,"implied_move_pct":7.444411238728986,"put_call_skew_pp":2.025867291741801,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"3de18be71e597dedb9f8aba2709d7436a3416a4519172a23e1a7bf74a8caa686"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T19:19:52.662000+00:00","captured_at":"2026-10-21T19:30:51.473Z","last_trade_at":"2026-10-21T19:30:50.893459494Z","price":312.97,"iv_pct":32.56577904709314,"implied_move_pct":7.491563660316523,"put_call_skew_pp":2.0426287998690174,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"71460c4537cf0307af48179a126322092829a3bf0d455ed61ab83393590204a2"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T19:27:39.480000+00:00","captured_at":"2026-10-21T19:41:05.197Z","last_trade_at":"2026-10-21T19:41:04.579140051Z","price":312.62,"iv_pct":32.45650801790043,"implied_move_pct":7.454744890717715,"put_call_skew_pp":1.3975706018196477,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"8f6f9f328cedfe4854fffc3631881056e7e7abeb6a22ea9d5c29fd20700c7a79"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T19:45:52.400000+00:00","captured_at":"2026-10-21T19:51:21.835Z","last_trade_at":"2026-10-21T19:51:21.017420048Z","price":313.47,"iv_pct":32.08616688638745,"implied_move_pct":7.370026254312986,"put_call_skew_pp":1.8268117088607594,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"0bd84fec5c1442cb32129a4f07f2132fe7e97d34029e5cc65d5fc65fd7682ba0"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:05.120000+00:00","captured_at":"2026-10-21T20:02:16.555Z","last_trade_at":"2026-10-21T20:00:05.944133767Z","price":314.14,"iv_pct":32.09172471910112,"implied_move_pct":7.394776414940615,"put_call_skew_pp":1.5240836012861747,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"7dd4f88f916eb75c836edef0556381416d8914bfaed6a3219452188105fd1f9d"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-22T17:19:04.525000+00:00","captured_at":"2026-10-22T17:27:46.493Z","last_trade_at":"2026-10-22T17:27:35.101937962Z","price":325.275,"iv_pct":33.7349201903154,"implied_move_pct":7.632804797598079,"put_call_skew_pp":3.74196542832585,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"b0addb75294ad09f3f7141fdcef2b76c2b357f14e2b1f929a537fcd6bc337db3"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:04.108000+00:00","captured_at":"2026-10-23T01:40:17.476Z","last_trade_at":"2026-10-22T23:59:14.787533678Z","price":327.3,"iv_pct":34.2290832863017,"implied_move_pct":7.725667956948115,"put_call_skew_pp":2.947081494685133,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"9b8d4fcc7ba3308a08644b214b3fe8189de70697c582f482a5a1acb0f1bc2df8"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-23T15:50:20.070000+00:00","captured_at":"2026-10-23T16:05:05.028Z","last_trade_at":"2026-10-23T16:05:02.746337788Z","price":318.37,"iv_pct":34.46753436555892,"implied_move_pct":7.637237597251179,"put_call_skew_pp":-0.260750497017892,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"bc559d58235842d01641882b5d9ce8f004de261cb94d1a706ed12aa0516b8a80"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:49.223000+00:00","captured_at":"2026-10-24T02:15:34.952Z","last_trade_at":"2026-10-23T23:09:38.525819771Z","price":319.59,"iv_pct":35.36814112903226,"implied_move_pct":7.855806179086311,"put_call_skew_pp":1.701768286378913,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"c3a414932044b387f0599ea7823dd8e342836c66876f577a784d8076989d019d"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-26T19:56:39.627000+00:00","captured_at":"2026-10-26T21:08:54.312Z","last_trade_at":"2026-10-26T20:40:17.156260497Z","price":319.26,"iv_pct":35.61844329706804,"implied_move_pct":7.476923256596433,"put_call_skew_pp":1.4517804193682926,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"f59590367ea21b7b7d2a838839187ae460497be9291b93ae4382c888516f6763"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-27T19:54:59.496000+00:00","captured_at":"2026-10-27T22:36:05.255Z","last_trade_at":"2026-10-27T22:30:00.002653728Z","price":318.5,"iv_pct":35.647098653076085,"implied_move_pct":7.291370171135108,"put_call_skew_pp":-0.8923148148148152,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"a085649e101babd32fc7f6bd7d00332993e04e3d4f276e47f4d9d5ad5585fc29"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-28T18:39:33.339000+00:00","captured_at":"2026-10-28T18:41:07.932Z","last_trade_at":"2026-10-28T18:41:05.64784444Z","price":318.23,"iv_pct":36.568551829268294,"implied_move_pct":7.344477992984058,"put_call_skew_pp":-0.9678085106382961,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"8b4af1902cf817bbf3a02cf286de40dab8088f78585fe3bd6085e78f312bc525"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:27.510000+00:00","captured_at":"2026-10-29T01:34:08.251Z","last_trade_at":"2026-10-28T23:48:03.05633754Z","price":319.9,"iv_pct":36.22268670832629,"implied_move_pct":7.363268605039819,"put_call_skew_pp":2.762928571428569,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"1a703fd3c1affcd94a464c62fa21d102ea07302858dd09a14fd0fa7fa5d45ab4"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-29T19:59:14.017000+00:00","captured_at":"2026-10-29T22:31:38.493Z","last_trade_at":"2026-10-29T22:30:00.001940866Z","price":328.98,"iv_pct":36.78172530361838,"implied_move_pct":7.255187835135128,"put_call_skew_pp":2.7424544520733116,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"d1db421e0d96cf6522bc93b014843fd6398c39a7155edc83db2a97a6d0c2e5ef"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-10-30T19:57:50.658000+00:00","captured_at":"2026-10-30T21:54:12.226Z","last_trade_at":"2026-10-30T21:15:49.008774709Z","price":329.01,"iv_pct":35.972697889460825,"implied_move_pct":6.899190002510156,"put_call_skew_pp":0.9773627167630083,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"e68332b132dbf86e33953197075ba6418a121b577888f7077d867523a31f2984"},{"symbol":"HD","expiry":"2026-11-20","observed_at":"2026-11-03T15:21:20.727000+00:00","captured_at":"2026-11-03T15:24:36.848Z","last_trade_at":"2026-11-03T15:24:35.264377765Z","price":334.185,"iv_pct":39.55089221902017,"implied_move_pct":6.830979576699852,"put_call_skew_pp":1.7762028628597826,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/HD","source_hash":"2b5d90e458ba96bfbdb591af10f85b71e3e7e0c90e30f35f91e2f0b252460c34"}],"dailyIv":[{"symbol":"HD","date":"2026-08-06","iv_pct":32.788896910265706,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":30.72244192634561,"put_iv_pct":34.2271320754717},{"expiry":"2026-08-14","call_iv_pct":29.23981623277182,"put_iv_pct":27.162592024539876},{"expiry":"2026-08-21","call_iv_pct":35.830680628272255,"put_iv_pct":37.04408970976253},{"expiry":"2026-08-28","call_iv_pct":34.08937232524964,"put_iv_pct":33.99505035971223}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"560230df09223c5048d980782f3123df901aaa403cf3aaa6f685d6abc7d5ef17","captured_at":"2026-10-22T06:15:38.978607+00:00","observed_at":"2026-08-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"72ad4df8aa0c14fcef572a15c8030d129a38be219df77fdd768afa231a32babd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2aa1e8fb9adf59cf430919d78fcbe6c8933b34708a32e57a9eb9a5d364e8835d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd242a42adefb1537c915288e03aea630855a03c297980d9c5669dc45465c730"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d110bbe22f454696150c04d5b59fd34a9e3b669c4a726cdcbc08a2bbe7b2f974"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bc3ccea13131baec433de2dc2046c1a4fa6dcae7b6dc61d8529c0ecc922e1879"}]},{"symbol":"HD","date":"2026-08-07","iv_pct":32.93152348718686,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":24.827902439024392,"put_iv_pct":28.702123893805307},{"expiry":"2026-08-21","call_iv_pct":35.953063291139244,"put_iv_pct":37.05746113989637},{"expiry":"2026-08-28","call_iv_pct":33.12957020057306,"put_iv_pct":35.188509687034276},{"expiry":"2026-09-04","call_iv_pct":31.552125984251973,"put_iv_pct":37.04143126177025}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f67b2f2538a54473557142fd016af1dee10b216f7afa01fa38d30c5c95367aac","captured_at":"2026-10-22T06:15:32.155502+00:00","observed_at":"2026-08-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"372262f257c993b6c71fc97265f41f0d58fcf145615bf0431ab81a5e8d6dfc5c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd242a42adefb1537c915288e03aea630855a03c297980d9c5669dc45465c730"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d110bbe22f454696150c04d5b59fd34a9e3b669c4a726cdcbc08a2bbe7b2f974"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bc3ccea13131baec433de2dc2046c1a4fa6dcae7b6dc61d8529c0ecc922e1879"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"396e661090aeafe4a44c81e1ca4bea0716beca662eed8a7baf755619cf35aab5"}]},{"symbol":"HD","date":"2026-08-10","iv_pct":36.52484515042782,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":32.16890995260663,"put_iv_pct":33.161909975669104},{"expiry":"2026-08-21","call_iv_pct":41.570489690721644,"put_iv_pct":42.17881443298969},{"expiry":"2026-08-28","call_iv_pct":34.664146341463415,"put_iv_pct":38.17116417910448},{"expiry":"2026-09-04","call_iv_pct":32.40994038748137,"put_iv_pct":37.87338624338624}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b708b86f6ee3dc13960c6da254085cb862e0f39b8bc82d4637f619352f047d84","captured_at":"2026-10-22T06:15:16.162253+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"cbee84ca484d2d8da135097a0da9fb47dfcfce6f28736da94dd886eca6273915"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc1bcaef780cec45939c89aa5b59602dacb278cc5f0b2b83232e3104142efe0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"4458adef6aca8ea334dd2f3d95af10d70ed5bc2ca7d2f10b22806ef66f26e70c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"360634b4199be427dd770f5aa5d6cf85a8973874887041ad9d035929087771be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"8f0105ae440342fcfc2c6522a55d744a5c8cef67f81f59b3e216178c5b14ccaa"}]},{"symbol":"HD","date":"2026-08-11","iv_pct":34.88917086606528,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":34.74493840985443,"put_iv_pct":28.579815668202762},{"expiry":"2026-08-21","call_iv_pct":40.10800947867299,"put_iv_pct":38.03342281879195},{"expiry":"2026-08-28","call_iv_pct":36.54233236151603,"put_iv_pct":34.28129834254144},{"expiry":"2026-09-04","call_iv_pct":32.403549848942596,"put_iv_pct":34.42}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"31177c7482d8dab0c5f0b20442ff12c10c88a96a04e5a80497c1c6731efc3569","captured_at":"2026-10-22T06:15:15.010678+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"0cf4cede23b4747c94039391d750e63624337a317d0b346dd425e40c8c789773"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc1bcaef780cec45939c89aa5b59602dacb278cc5f0b2b83232e3104142efe0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"4458adef6aca8ea334dd2f3d95af10d70ed5bc2ca7d2f10b22806ef66f26e70c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"360634b4199be427dd770f5aa5d6cf85a8973874887041ad9d035929087771be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"8f0105ae440342fcfc2c6522a55d744a5c8cef67f81f59b3e216178c5b14ccaa"}]},{"symbol":"HD","date":"2026-08-12","iv_pct":34.8366987077488,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":30.760168539325843,"put_iv_pct":27.54923344947735},{"expiry":"2026-08-21","call_iv_pct":40.73589519650655,"put_iv_pct":40.81399563318777},{"expiry":"2026-08-28","call_iv_pct":35.52249322493225,"put_iv_pct":35.6951269035533},{"expiry":"2026-09-04","call_iv_pct":32.78337950138505,"put_iv_pct":34.83329721362229}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"24774f42688e42d0c29e96dfb48ca97bb75bfeb5b356ec176d295c521b254a4a","captured_at":"2026-10-22T06:15:13.894399+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"50e874b7a877f444f95cf7b96bad174fe308105a62b1e9944ff635302fcf7fdd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc1bcaef780cec45939c89aa5b59602dacb278cc5f0b2b83232e3104142efe0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"4458adef6aca8ea334dd2f3d95af10d70ed5bc2ca7d2f10b22806ef66f26e70c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"360634b4199be427dd770f5aa5d6cf85a8973874887041ad9d035929087771be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"8f0105ae440342fcfc2c6522a55d744a5c8cef67f81f59b3e216178c5b14ccaa"}]},{"symbol":"HD","date":"2026-08-13","iv_pct":34.033316091412345,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":28.538582474226803,"put_iv_pct":28.10544245524296},{"expiry":"2026-08-21","call_iv_pct":40.93394190871369,"put_iv_pct":39.13818363273453},{"expiry":"2026-08-28","call_iv_pct":35.00703431372549,"put_iv_pct":34.78610705596107},{"expiry":"2026-09-04","call_iv_pct":31.031875,"put_iv_pct":34.72536189069424}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c16a9944d7e894dd89a4af04b118e8dfa518be72986450d2c1aec9872a9a6057","captured_at":"2026-10-22T06:15:12.742426+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"466ec3a2c0a85caf35a2e441a2fc15815087c71e3521555b8420d64db50a747b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc1bcaef780cec45939c89aa5b59602dacb278cc5f0b2b83232e3104142efe0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"4458adef6aca8ea334dd2f3d95af10d70ed5bc2ca7d2f10b22806ef66f26e70c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"360634b4199be427dd770f5aa5d6cf85a8973874887041ad9d035929087771be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"8f0105ae440342fcfc2c6522a55d744a5c8cef67f81f59b3e216178c5b14ccaa"}]},{"symbol":"HD","date":"2026-08-14","iv_pct":33.36470404087836,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":38.50245487364621,"put_iv_pct":40.04740952380953},{"expiry":"2026-08-28","call_iv_pct":32.717999999999996,"put_iv_pct":32.6835294117647},{"expiry":"2026-09-04","call_iv_pct":29.227572815533982,"put_iv_pct":35.005923190546525},{"expiry":"2026-09-11","call_iv_pct":26.53722745625841,"put_iv_pct":32.19551505546751}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f42d933c7b2a15241b1837c81a8f7b3517d547d802287a3a7158d67f89e867eb","captured_at":"2026-10-22T06:14:52.160003+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f857126a3f3e21d400143cf0d3974e3000983e157e4d1b8f8112ba995d9db23b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"4458adef6aca8ea334dd2f3d95af10d70ed5bc2ca7d2f10b22806ef66f26e70c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"360634b4199be427dd770f5aa5d6cf85a8973874887041ad9d035929087771be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"8f0105ae440342fcfc2c6522a55d744a5c8cef67f81f59b3e216178c5b14ccaa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"a68859a9a5f9be853f8d89cb23e0c88c4790aab7827d7b6d58d28bbed66cd0fc"}]},{"symbol":"HD","date":"2026-08-17","iv_pct":38.278208836463236,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":49.56582010582011,"put_iv_pct":50.76648014440433},{"expiry":"2026-08-28","call_iv_pct":36.10093617021277,"put_iv_pct":37.948596881959915},{"expiry":"2026-09-04","call_iv_pct":31.545048309178746,"put_iv_pct":37.503037249283665},{"expiry":"2026-09-11","call_iv_pct":27.857657342657344,"put_iv_pct":34.93809448818897}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e418b114c2643ed3d441056bc572f8cb00764fff42be2b76d741574202cdae82","captured_at":"2026-10-22T06:14:36.177043+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"25c9dae828ad7bff9b041e2a0befd3a079640928243a1d184c62e20503df5775"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"39bfce992b2c4ec1e5c53663cf67b029291a43624f46061ab449efda985c1a94"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"2ad11ae540549a747a1866548e02e3d33375d1441a7f5ecec850631ee538da0e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"9af153f40516e997cdcc40b5aece7af022121d4e96972d4af08f509ea8fade01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5613b44408182e844c1843c7f0b960635a5f586f01d725f09c827cd6197f4a13"}]},{"symbol":"HD","date":"2026-08-18","iv_pct":29.287080589425102,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":34.526806722689074,"put_iv_pct":33.639611054247695},{"expiry":"2026-08-28","call_iv_pct":28.715483870967745,"put_iv_pct":27.864912559618443},{"expiry":"2026-09-04","call_iv_pct":27.255030060120237,"put_iv_pct":30.082831858407076},{"expiry":"2026-09-11","call_iv_pct":24.8849356223176,"put_iv_pct":27.327032967032967}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3684266f5fad73af8ce7180078f58dfcf7169220bdd1b6295843c92361dc936f","captured_at":"2026-10-22T06:14:35.127347+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"41ee2c1e7a4f5f71677a2f0550dc02432a9f9e36fd329fabd768b6b2b1845b6b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"39bfce992b2c4ec1e5c53663cf67b029291a43624f46061ab449efda985c1a94"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"2ad11ae540549a747a1866548e02e3d33375d1441a7f5ecec850631ee538da0e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"9af153f40516e997cdcc40b5aece7af022121d4e96972d4af08f509ea8fade01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5613b44408182e844c1843c7f0b960635a5f586f01d725f09c827cd6197f4a13"}]},{"symbol":"HD","date":"2026-08-19","iv_pct":27.29471435330308,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":30.952503863987634,"put_iv_pct":27.51672268907563},{"expiry":"2026-08-28","call_iv_pct":28.862276176024277,"put_iv_pct":27.088037790697673},{"expiry":"2026-09-04","call_iv_pct":23.87834782608696,"put_iv_pct":30.5263436123348},{"expiry":"2026-09-11","call_iv_pct":21.343791748526524,"put_iv_pct":28.18969111969112}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"821ae805a97a867904a542cf81555daa7edd92a3e8060bf81b0bc7b03165155f","captured_at":"2026-10-22T06:14:34.087848+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"5949b9cf68b69e72803fa7535149ee0efd0d66db65282a1da7fc325f7d62836b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"39bfce992b2c4ec1e5c53663cf67b029291a43624f46061ab449efda985c1a94"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"2ad11ae540549a747a1866548e02e3d33375d1441a7f5ecec850631ee538da0e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"9af153f40516e997cdcc40b5aece7af022121d4e96972d4af08f509ea8fade01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5613b44408182e844c1843c7f0b960635a5f586f01d725f09c827cd6197f4a13"}]},{"symbol":"HD","date":"2026-08-20","iv_pct":27.259058974071436,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":30.59070085470086,"put_iv_pct":31.001593874078274},{"expiry":"2026-08-28","call_iv_pct":29.171997041420116,"put_iv_pct":22.961751824817515},{"expiry":"2026-09-04","call_iv_pct":25.22705996131528,"put_iv_pct":28.341359999999998},{"expiry":"2026-09-11","call_iv_pct":23.241297709923664,"put_iv_pct":27.536710526315787}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"02601ded6bd11a8643875395b0d03bd0d1c9c3a5470ed671327c98e6eb014e92","captured_at":"2026-10-22T06:14:33.045556+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"15f67827e7d115c967f3fe397bd0ed2e5a42fac7e22e19551f9531dd8f415962"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"39bfce992b2c4ec1e5c53663cf67b029291a43624f46061ab449efda985c1a94"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"2ad11ae540549a747a1866548e02e3d33375d1441a7f5ecec850631ee538da0e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"9af153f40516e997cdcc40b5aece7af022121d4e96972d4af08f509ea8fade01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5613b44408182e844c1843c7f0b960635a5f586f01d725f09c827cd6197f4a13"}]},{"symbol":"HD","date":"2026-08-21","iv_pct":25.592389901627612,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":25.866218181818184,"put_iv_pct":23.451309523809524},{"expiry":"2026-09-04","call_iv_pct":25.145016611295677,"put_iv_pct":29.331698841698845},{"expiry":"2026-09-11","call_iv_pct":23.53986717267552,"put_iv_pct":27.471934389140273},{"expiry":"2026-09-18","call_iv_pct":22.971971830985915,"put_iv_pct":26.961102661596957}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b029864faaec0dd1148c06f899f73ce3c36b3d591625e0f69fbd0c6ecb1cbab4","captured_at":"2026-10-22T06:14:25.308399+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"bd098108f2da9d535aeb799196efd409ff0c4e848773861209f93e164918e3d6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","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":"2ad11ae540549a747a1866548e02e3d33375d1441a7f5ecec850631ee538da0e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"9af153f40516e997cdcc40b5aece7af022121d4e96972d4af08f509ea8fade01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5613b44408182e844c1843c7f0b960635a5f586f01d725f09c827cd6197f4a13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"bb76f4e9acc0ac1328fbd2c52723da49932565784f2bd37f539eb6a35cdfab43"}]},{"symbol":"HD","date":"2026-08-24","iv_pct":27.289848472792105,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":29.316618705035975,"put_iv_pct":29.62293216630197},{"expiry":"2026-09-04","call_iv_pct":24.230480109739368,"put_iv_pct":32.289604743083004},{"expiry":"2026-09-11","call_iv_pct":22.233333333333334,"put_iv_pct":30.05353211009174},{"expiry":"2026-09-18","call_iv_pct":22.596625766871163,"put_iv_pct":27.975660847880302}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dd6838a71bd5804a02efe432e61fa3191cdabb08a1b4de6706d4faeee7740bd4","captured_at":"2026-10-22T06:14:07.585843+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"c877cadd23eba32e159b7560f53de2683fa3208fe0f2bdfb1cb7a841996ba189"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bf0f73469d897cbf0d736ef7a42eaece9b8b870e3627a73bb2ccb4c10a94e82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"c0d8bae4a30985111bdad44e98a0fe4a772e86204144a9ccfcbd3ae1460dd64f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"aa6742802bcd7d77712ad98803b1e04bf5e3aca6e30c72f417891dce4faa3846"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"c848013d82d8ed16815a77171a13a9e380b97b7ab419b38a93c3a9b94fedada1"}]},{"symbol":"HD","date":"2026-08-25","iv_pct":26.475175896167947,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":28.655105448154654,"put_iv_pct":28.221872791519438},{"expiry":"2026-09-04","call_iv_pct":22.231277372262774,"put_iv_pct":31.209999999999997},{"expiry":"2026-09-11","call_iv_pct":22.85033613445378,"put_iv_pct":28.581603375527425},{"expiry":"2026-09-18","call_iv_pct":21.835399239543726,"put_iv_pct":28.215812807881775}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f3b53a4b184069259794e3cec0da641a126901cd782465c7e6cae224baab0b1c","captured_at":"2026-10-22T06:14:06.540333+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"431ba10df7158df44977010dc270499b1219ac39e0817b3ac55d52478011f7f9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bf0f73469d897cbf0d736ef7a42eaece9b8b870e3627a73bb2ccb4c10a94e82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"c0d8bae4a30985111bdad44e98a0fe4a772e86204144a9ccfcbd3ae1460dd64f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"aa6742802bcd7d77712ad98803b1e04bf5e3aca6e30c72f417891dce4faa3846"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"c848013d82d8ed16815a77171a13a9e380b97b7ab419b38a93c3a9b94fedada1"}]},{"symbol":"HD","date":"2026-08-26","iv_pct":27.063263202592747,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":30.118684210526315,"put_iv_pct":28.921083276912658},{"expiry":"2026-09-04","call_iv_pct":25.210967741935487,"put_iv_pct":31.64813913043478},{"expiry":"2026-09-11","call_iv_pct":22.594568690095848,"put_iv_pct":28.314554455445545},{"expiry":"2026-09-18","call_iv_pct":22.380462427745666,"put_iv_pct":27.317645687645687}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cc6860dd2dc0adfb12bc57e7079a6cba0caa32be83f11372f4f4a0f3ed9c236d","captured_at":"2026-10-22T06:14:05.495823+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"6462677cc4aa2f9946b7f7ddf96135221370b9afebd161ae20a0689dc9cf2474"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bf0f73469d897cbf0d736ef7a42eaece9b8b870e3627a73bb2ccb4c10a94e82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"c0d8bae4a30985111bdad44e98a0fe4a772e86204144a9ccfcbd3ae1460dd64f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"aa6742802bcd7d77712ad98803b1e04bf5e3aca6e30c72f417891dce4faa3846"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"c848013d82d8ed16815a77171a13a9e380b97b7ab419b38a93c3a9b94fedada1"}]},{"symbol":"HD","date":"2026-08-27","iv_pct":26.085187307262736,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":27.938576979116075,"put_iv_pct":30.42247244094488},{"expiry":"2026-09-04","call_iv_pct":20.93765306122449,"put_iv_pct":31.543},{"expiry":"2026-09-11","call_iv_pct":19.61660351826793,"put_iv_pct":29.146928982725527},{"expiry":"2026-09-18","call_iv_pct":21.324859967051072,"put_iv_pct":27.751403508771926}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f22946e311a116b4a2986ae4d973076362ab66d6ba1493e95000ba26720391f4","captured_at":"2026-10-22T06:14:04.439184+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"6b4ad86f938252d60cabc2cce909a98690c05856387d2192852e1267c37cfce8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bf0f73469d897cbf0d736ef7a42eaece9b8b870e3627a73bb2ccb4c10a94e82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"c0d8bae4a30985111bdad44e98a0fe4a772e86204144a9ccfcbd3ae1460dd64f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"aa6742802bcd7d77712ad98803b1e04bf5e3aca6e30c72f417891dce4faa3846"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"c848013d82d8ed16815a77171a13a9e380b97b7ab419b38a93c3a9b94fedada1"}]},{"symbol":"HD","date":"2026-08-28","iv_pct":24.077915941586475,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":19.094035555555557,"put_iv_pct":30.13399135446686},{"expiry":"2026-09-11","call_iv_pct":18.61406962785114,"put_iv_pct":28.770907372400757},{"expiry":"2026-09-18","call_iv_pct":20.139935064935067,"put_iv_pct":28.334363636363634},{"expiry":"2026-09-25","call_iv_pct":20.58478260869565,"put_iv_pct":26.951242312423123}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e194c16274f220d75cb44e0ce7873d7ac62989f7264615addba8df80c73034c","captured_at":"2026-10-22T06:13:58.346912+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"6b4c427af7ef435e5cbdac7b46361ce71d45da1322d85aff6ce5570a94a039f9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"c0d8bae4a30985111bdad44e98a0fe4a772e86204144a9ccfcbd3ae1460dd64f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"aa6742802bcd7d77712ad98803b1e04bf5e3aca6e30c72f417891dce4faa3846"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"c848013d82d8ed16815a77171a13a9e380b97b7ab419b38a93c3a9b94fedada1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"2a29e536dbbaa2fec8b5750dd41ac9c7630785dce37d9581db632340092810ab"}]},{"symbol":"HD","date":"2026-08-31","iv_pct":25.683673642120215,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":20.309101123595504,"put_iv_pct":37.40757731958763},{"expiry":"2026-09-11","call_iv_pct":19.4757063403782,"put_iv_pct":29.29430463576159},{"expiry":"2026-09-18","call_iv_pct":20.580089955022487,"put_iv_pct":29.468366013071893},{"expiry":"2026-09-25","call_iv_pct":20.040588235294116,"put_iv_pct":28.89365551425031}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"06ed6eef5e26f85f03172751c1230955853d95ee5b047d5532430993afe4bac6","captured_at":"2026-10-22T06:13:44.219760+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"bcda774d0ecf12a58d0f2e741502750516eb260c40c796e92fb10c0c33cc0bca"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","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":"71431c77c7eef368fd1095fc64561ca545bbf8e91cdd724b30efbd31c35b9bbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"da941d7051523ac517632b991dd6bd7b92eb9fefd746f7a8fbc931fd878e181c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"f65f8635505bfcc45c07794b32c68b2c47e2525c0f0540f1a4ff5e069c4507d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"e1321fc5fd43ea26203781e6a8d8a56e3bf381b63e5eb9163a1291210824b861"}]},{"symbol":"HD","date":"2026-09-01","iv_pct":27.375731101993253,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":21.305063051702398,"put_iv_pct":39.66951633986928},{"expiry":"2026-09-11","call_iv_pct":20.98668674698795,"put_iv_pct":31.851960132890362},{"expiry":"2026-09-18","call_iv_pct":21.217016011644834,"put_iv_pct":30.750646551724138},{"expiry":"2026-09-25","call_iv_pct":23.23026444662096,"put_iv_pct":29.99469553450609}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2c13dc86e4f61d434b7817fdb49ac8cdf0f6c74d7dbba2a11a0a072c1f85105a","captured_at":"2026-10-22T06:13:37.194206+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8e206168781ca170649bad1d05705a2374c839abe141cb04c89eaa166c4f219a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e47b488709848ab81cbc089dca6bb7eefa17aecdf854ebdd7c9717a1b8bcc363"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5bad1aa962ca83fe6dc54caac769e79b4fbb6c6f40f8329743836efadc307eeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"8cc72065200bfbc92aa1e830eab77cf9d2d6f24a7d1d217df2c821eec40c255b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9ff0071febb3dbead685ea5804e8d2ec7916e12776d01327c76bef6bdbdc4b63"}]},{"symbol":"HD","date":"2026-09-02","iv_pct":25.89839853596469,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":18.23538966725044,"put_iv_pct":40.150780952380956},{"expiry":"2026-09-11","call_iv_pct":18.969514747859183,"put_iv_pct":27.981731843575417},{"expiry":"2026-09-18","call_iv_pct":20.79454918032787,"put_iv_pct":30.644681724845995},{"expiry":"2026-09-25","call_iv_pct":21.423163516844703,"put_iv_pct":28.987376654632975}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"57f42b227bdf5976024aadc93077779ce9982df34d602c34053bf08629eeee2c","captured_at":"2026-10-22T06:13:36.104437+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"85f9e78a99c71e77bae14fc122d91d0d5d9be6772a58a3b5c10fe7915b606ebc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e47b488709848ab81cbc089dca6bb7eefa17aecdf854ebdd7c9717a1b8bcc363"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5bad1aa962ca83fe6dc54caac769e79b4fbb6c6f40f8329743836efadc307eeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"8cc72065200bfbc92aa1e830eab77cf9d2d6f24a7d1d217df2c821eec40c255b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9ff0071febb3dbead685ea5804e8d2ec7916e12776d01327c76bef6bdbdc4b63"}]},{"symbol":"HD","date":"2026-09-03","iv_pct":25.056719002027073,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":24.861117493472584,"put_iv_pct":30.013081677704196},{"expiry":"2026-09-11","call_iv_pct":23.79826086956522,"put_iv_pct":23.03707614213198},{"expiry":"2026-09-18","call_iv_pct":26.84114035087719,"put_iv_pct":23.58111111111111},{"expiry":"2026-09-25","call_iv_pct":25.330091093117407,"put_iv_pct":22.991873278236913}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4cac1434035d704d5ae53b71135db68c794b71d43a5b5207cdb4feaca9c5d6d5","captured_at":"2026-10-22T06:13:35.067843+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"23c8428a0618738458b9faf9cbb0bbd4ab037b675d266659a4d258c5edd22b87"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e47b488709848ab81cbc089dca6bb7eefa17aecdf854ebdd7c9717a1b8bcc363"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5bad1aa962ca83fe6dc54caac769e79b4fbb6c6f40f8329743836efadc307eeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"8cc72065200bfbc92aa1e830eab77cf9d2d6f24a7d1d217df2c821eec40c255b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9ff0071febb3dbead685ea5804e8d2ec7916e12776d01327c76bef6bdbdc4b63"}]},{"symbol":"HD","date":"2026-09-04","iv_pct":23.81967093938924,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":22.45,"put_iv_pct":20.8666573816156},{"expiry":"2026-09-18","call_iv_pct":25.949016393442626,"put_iv_pct":23.186656891495602},{"expiry":"2026-09-25","call_iv_pct":25.03867575462512,"put_iv_pct":24.33631977294229},{"expiry":"2026-10-02","call_iv_pct":24.829591160220996,"put_iv_pct":23.900450160771705}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"83954360a5747d474d2b0bb7cb343c05c434ac02803e783f4907974e411ec0a7","captured_at":"2026-10-22T06:13:30.198892+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"d5577e5d39ff706cae11e87b1be8394724c646fe14dc3ca23ede67550d457d2c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","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":"5bad1aa962ca83fe6dc54caac769e79b4fbb6c6f40f8329743836efadc307eeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"8cc72065200bfbc92aa1e830eab77cf9d2d6f24a7d1d217df2c821eec40c255b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9ff0071febb3dbead685ea5804e8d2ec7916e12776d01327c76bef6bdbdc4b63"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"6d0c4db571353f5ca2549c4741018bfc313bd122bc058e91b24b82008ebf4360"}]},{"symbol":"HD","date":"2026-09-08","iv_pct":27.71164865209689,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":31.29607142857143,"put_iv_pct":29.48195945945946},{"expiry":"2026-09-18","call_iv_pct":29.196871165644172,"put_iv_pct":26.31744939271255},{"expiry":"2026-09-25","call_iv_pct":27.220181818181814,"put_iv_pct":25.896119402985075},{"expiry":"2026-10-02","call_iv_pct":26.05672304439746,"put_iv_pct":26.22781350482315}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3ae8886ca257ee977d3fe6e10830147b716ad82f7842c46b574b87a208706763","captured_at":"2026-10-22T06:13:14.914878+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"1093d1f8cc76a4cdacefce77149b19d50710859f8fa932c27820ec1c20074c58"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53328c13e7c5b184e83c8fed62a349afbcbbd1f9469a7131ef5762bd9d89bd8d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"deb334f69894763ddeb0af018b54da4a070a397f400c259e77932471e765d837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"8765354d78ce9bddf99c3d65bed97a1071da99455bfed91645e9ff33b1f75dd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"20f7974089d4ac79504afbfdd79c16da2f85f108c776b5ff9dc27a86feccf53a"}]},{"symbol":"HD","date":"2026-09-09","iv_pct":26.75633379326331,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":30.728853410740204,"put_iv_pct":28.484996742671008},{"expiry":"2026-09-18","call_iv_pct":27.199545454545454,"put_iv_pct":26.183380462724937},{"expiry":"2026-09-25","call_iv_pct":26.46759213759214,"put_iv_pct":24.067376000000003},{"expiry":"2026-10-02","call_iv_pct":25.844516450648058,"put_iv_pct":25.074409687184662}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff6fcdf192604c8c175986164bfa781c09e5e49ee52ddb72a8fd4b8a4bdea4ba","captured_at":"2026-10-22T06:13:13.321268+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"398ec10aaf1214c45326bb567ebf363dd0b5a16aab2ea7925ced47834415b040"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53328c13e7c5b184e83c8fed62a349afbcbbd1f9469a7131ef5762bd9d89bd8d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"deb334f69894763ddeb0af018b54da4a070a397f400c259e77932471e765d837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"8765354d78ce9bddf99c3d65bed97a1071da99455bfed91645e9ff33b1f75dd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"20f7974089d4ac79504afbfdd79c16da2f85f108c776b5ff9dc27a86feccf53a"}]},{"symbol":"HD","date":"2026-09-10","iv_pct":30.793889386893795,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":39.896382445141064,"put_iv_pct":43.69458515283843},{"expiry":"2026-09-18","call_iv_pct":29.58706594885599,"put_iv_pct":29.129333333333335},{"expiry":"2026-09-25","call_iv_pct":26.322831715210356,"put_iv_pct":25.98861736334405},{"expiry":"2026-10-02","call_iv_pct":25.223358999037536,"put_iv_pct":26.508940137389597}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b13072759483676b78caf5159033be9abd5a1b6c6cb9d6f552be0a9d89e35382","captured_at":"2026-10-22T06:13:12.279045+00:00","observed_at":"2026-09-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"705f50ef8ab8304ab5e6160fd205f273aa5cda1ee07df764fc5d72432278fce8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53328c13e7c5b184e83c8fed62a349afbcbbd1f9469a7131ef5762bd9d89bd8d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"deb334f69894763ddeb0af018b54da4a070a397f400c259e77932471e765d837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"8765354d78ce9bddf99c3d65bed97a1071da99455bfed91645e9ff33b1f75dd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"20f7974089d4ac79504afbfdd79c16da2f85f108c776b5ff9dc27a86feccf53a"}]},{"symbol":"HD","date":"2026-09-11","iv_pct":24.927046203539927,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.04494382022472,"put_iv_pct":25.694432194046307},{"expiry":"2026-09-25","call_iv_pct":25.276511627906977,"put_iv_pct":24.72240909090909},{"expiry":"2026-10-02","call_iv_pct":25.106094339622643,"put_iv_pct":23.486457960644007},{"expiry":"2026-10-09","call_iv_pct":25.03315217391304,"put_iv_pct":24.05236842105263}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ddc7f93bf07991b9384ef716f37cc152eaf65c3ff7004e1d07cebc1a4df1c39e","captured_at":"2026-10-22T06:13:08.509989+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"3dcb5ac74d238b7ac713d849400cc555ff0e7fdbe9abcdb70eaa8d008f3ab5f4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"deb334f69894763ddeb0af018b54da4a070a397f400c259e77932471e765d837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"8765354d78ce9bddf99c3d65bed97a1071da99455bfed91645e9ff33b1f75dd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"20f7974089d4ac79504afbfdd79c16da2f85f108c776b5ff9dc27a86feccf53a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"8c597658ecfb78fb280696222a1db47757f46a2885cbc74ffda338c9ef6c2c97"}]},{"symbol":"HD","date":"2026-09-14","iv_pct":27.482612174118703,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.116940063091484,"put_iv_pct":29.35289272030651},{"expiry":"2026-09-25","call_iv_pct":28.259953632148378,"put_iv_pct":25.45106557377049},{"expiry":"2026-10-02","call_iv_pct":28.40588,"put_iv_pct":25.336434937611408},{"expiry":"2026-10-09","call_iv_pct":26.47345773874863,"put_iv_pct":24.464272727272725}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"349b9fae358cc52dde9cfa21f788268e0b6d6da858e5336ddf7fb75d8a5750ad","captured_at":"2026-10-22T06:13:06.939267+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"526f39860bc9be3d1d4c4d496e645ceaae447b597a8a2bcd471c1dc5885293d7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"deb334f69894763ddeb0af018b54da4a070a397f400c259e77932471e765d837"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"8765354d78ce9bddf99c3d65bed97a1071da99455bfed91645e9ff33b1f75dd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"20f7974089d4ac79504afbfdd79c16da2f85f108c776b5ff9dc27a86feccf53a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"8c597658ecfb78fb280696222a1db47757f46a2885cbc74ffda338c9ef6c2c97"}]},{"symbol":"HD","date":"2026-09-15","iv_pct":28.66614102915823,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.27935779816514,"put_iv_pct":35.64924165824064},{"expiry":"2026-09-25","call_iv_pct":28.324255617977528,"put_iv_pct":28.409090909090907},{"expiry":"2026-10-02","call_iv_pct":26.018189655172414,"put_iv_pct":26.85551351351351},{"expiry":"2026-10-09","call_iv_pct":25.057367405978788,"put_iv_pct":25.736111675126907}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"15bf48a708a6058bcbaf97a3f33427cf24728c9ace014ad99063da62dd40c822","captured_at":"2026-10-22T06:12:51.372292+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"d88f7f14cf54529689f98a3f2cc6402fbe6dfe080497382e91de016786b011a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"c7e3b3d8b7c027c444404b1a09316c038a6f6722d815b2981fb4d0a453dce9a1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9e6d042b3f9cf2d7b343cdb19acda8ef85a4e975776d178a69a830adfecac0d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"67fdbaed5a3bacc43b511cae9f869f2911d395fb3178e65285bff16544bdd475"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"ffa47bb6ae0acdf4d55100f0f6b7e083d23dd06658aef0142573e7e6df52fd6e"}]},{"symbol":"HD","date":"2026-09-16","iv_pct":27.742443668809756,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":37.399660194174764,"put_iv_pct":27.14035545023697},{"expiry":"2026-09-25","call_iv_pct":27.82828205128205,"put_iv_pct":24.617738814993956},{"expiry":"2026-10-02","call_iv_pct":29.333793103448276,"put_iv_pct":24.99826923076923},{"expiry":"2026-10-09","call_iv_pct":25.85297828335057,"put_iv_pct":24.768472222222222}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"568d5c09c61e919de1cef2c6b632755255c080372530c50cbcb28ad5d2bbd6e0","captured_at":"2026-10-22T06:12:50.329002+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8ed48605c3edb04189dcdfa2986e38ae59efcea57f3ccdaf91d6491886be66db"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"c7e3b3d8b7c027c444404b1a09316c038a6f6722d815b2981fb4d0a453dce9a1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9e6d042b3f9cf2d7b343cdb19acda8ef85a4e975776d178a69a830adfecac0d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"67fdbaed5a3bacc43b511cae9f869f2911d395fb3178e65285bff16544bdd475"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"ffa47bb6ae0acdf4d55100f0f6b7e083d23dd06658aef0142573e7e6df52fd6e"}]},{"symbol":"HD","date":"2026-09-17","iv_pct":26.016826029093647,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":30.963076923076926,"put_iv_pct":25.17771348762969},{"expiry":"2026-09-25","call_iv_pct":28.00287735849057,"put_iv_pct":25.751960784313727},{"expiry":"2026-10-02","call_iv_pct":25.92129392971246,"put_iv_pct":24.26971080669711},{"expiry":"2026-10-09","call_iv_pct":25.702032913843176,"put_iv_pct":22.345942028985508}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d2b31c6113df8e1cf36208256734ed577c060d928ef043716c57a84c2864251e","captured_at":"2026-10-22T06:12:49.286900+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"c5d5a4328c4fc133c18f50f4cd6c44f43594959f68f6500d300737915b365e67"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"c7e3b3d8b7c027c444404b1a09316c038a6f6722d815b2981fb4d0a453dce9a1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9e6d042b3f9cf2d7b343cdb19acda8ef85a4e975776d178a69a830adfecac0d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"67fdbaed5a3bacc43b511cae9f869f2911d395fb3178e65285bff16544bdd475"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"ffa47bb6ae0acdf4d55100f0f6b7e083d23dd06658aef0142573e7e6df52fd6e"}]},{"symbol":"HD","date":"2026-09-18","iv_pct":24.054087731058072,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":22.636194690265487,"put_iv_pct":22.46064264849075},{"expiry":"2026-10-02","call_iv_pct":25.808742514970064,"put_iv_pct":23.304146706586828},{"expiry":"2026-10-09","call_iv_pct":25.11577956989247,"put_iv_pct":24.138777876895627},{"expiry":"2026-10-16","call_iv_pct":24.934948453608246,"put_iv_pct":24.0334693877551}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"543e26d2ba9e1bffca7d3e5faf48d1b475fa4a01953cceeb2cb1e4911152f7d0","captured_at":"2026-10-22T06:12:44.013016+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"1d6068d595c8f520411211cf87f34689fb54e5cc7f621d0523c649a8b7a387f9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9e6d042b3f9cf2d7b343cdb19acda8ef85a4e975776d178a69a830adfecac0d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"67fdbaed5a3bacc43b511cae9f869f2911d395fb3178e65285bff16544bdd475"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"ffa47bb6ae0acdf4d55100f0f6b7e083d23dd06658aef0142573e7e6df52fd6e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"f5baa19ceb9a93a24d10d94ade6481429920751e5bb2cc80db9b1b37ebcd2906"}]},{"symbol":"HD","date":"2026-09-21","iv_pct":25.588814072644517,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":27.784342560553636,"put_iv_pct":26.73505747126437},{"expiry":"2026-10-02","call_iv_pct":25.361229946524066,"put_iv_pct":24.6097609561753},{"expiry":"2026-10-09","call_iv_pct":26.645429553264606,"put_iv_pct":24.018003169572108},{"expiry":"2026-10-16","call_iv_pct":25.951315789473682,"put_iv_pct":23.60537313432836}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fcf57423b0ab62279ff445b8be8a19fa37c8df401e2566421e0a3d04af5af2f6","captured_at":"2026-10-22T06:12:36.409221+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"6ce21b3b528d65f601ac964d11869d82ef251a241c8a5dcf448bf04e92c59a91"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","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":"9e6d042b3f9cf2d7b343cdb19acda8ef85a4e975776d178a69a830adfecac0d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"67fdbaed5a3bacc43b511cae9f869f2911d395fb3178e65285bff16544bdd475"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"ffa47bb6ae0acdf4d55100f0f6b7e083d23dd06658aef0142573e7e6df52fd6e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"f5baa19ceb9a93a24d10d94ade6481429920751e5bb2cc80db9b1b37ebcd2906"}]},{"symbol":"HD","date":"2026-09-22","iv_pct":27.52175673031159,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":31.346190885640585,"put_iv_pct":29.19223607647548},{"expiry":"2026-10-02","call_iv_pct":27.892752808988764,"put_iv_pct":25.679636363636366},{"expiry":"2026-10-09","call_iv_pct":26.432752613240417,"put_iv_pct":25.341375838926172},{"expiry":"2026-10-16","call_iv_pct":28.289397321428574,"put_iv_pct":25.999711934156377}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e5454c4002e97695907bed220441ae9db3821bee10dae375ebd09b6bc9156798","captured_at":"2026-10-22T06:12:19.713188+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"511a40fcbca8a3e078a312448bf42c5c8e7b8cb5db89aebefc52c239ccdc20af"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"912f23927c8e93088a61d165d5f019cb3ab0c0315aa6d3053c8f79d43b44e4d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"14a8b04ebeb47e254928668c735621109ae07a1ead12acadd68337507fa54644"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"bdb3049d0156a9bc35b86f6b6cbfe059ffb94a1305c994b52590e48bdddaaba9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"36b723b9dfbd058ccc981c7e49282ed93184555f7a97887e56f7db9094085b1c"}]},{"symbol":"HD","date":"2026-09-23","iv_pct":26.643767869171413,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":29.93929155313352,"put_iv_pct":29.19338028169014},{"expiry":"2026-10-02","call_iv_pct":26.925625000000004,"put_iv_pct":25.894780092592594},{"expiry":"2026-10-09","call_iv_pct":26.11813471502591,"put_iv_pct":23.969970193740686},{"expiry":"2026-10-16","call_iv_pct":26.64554474708171,"put_iv_pct":24.46341637010676}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e51fd3a4ff98e78baa3b5b12220b6273ff10d6f509fd7bd4d668a9a6dd394fe4","captured_at":"2026-10-22T06:12:18.620742+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"0aa9eb61e30422de78a38cf80aa46bd2aac60087e0cc83e3529898b4b2a52a23"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"912f23927c8e93088a61d165d5f019cb3ab0c0315aa6d3053c8f79d43b44e4d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"14a8b04ebeb47e254928668c735621109ae07a1ead12acadd68337507fa54644"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"bdb3049d0156a9bc35b86f6b6cbfe059ffb94a1305c994b52590e48bdddaaba9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"36b723b9dfbd058ccc981c7e49282ed93184555f7a97887e56f7db9094085b1c"}]},{"symbol":"HD","date":"2026-09-24","iv_pct":27.722109177216858,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":32.34179265658747,"put_iv_pct":29.08431754874652},{"expiry":"2026-10-02","call_iv_pct":26.92818181818182,"put_iv_pct":24.65473325766175},{"expiry":"2026-10-09","call_iv_pct":26.402176656151422,"put_iv_pct":28.566003344481604},{"expiry":"2026-10-16","call_iv_pct":27.093444227005868,"put_iv_pct":26.706223908918407}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dfae22767ed2bd0f101d8568a2a93db3f005f6efeec6dcfabd977c3786dd6f22","captured_at":"2026-10-22T06:12:17.549900+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"08ad6320f8c1cfdbdb1f5f2831c82211a63db38cd314c3303d72aba3241c005f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"912f23927c8e93088a61d165d5f019cb3ab0c0315aa6d3053c8f79d43b44e4d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"14a8b04ebeb47e254928668c735621109ae07a1ead12acadd68337507fa54644"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"bdb3049d0156a9bc35b86f6b6cbfe059ffb94a1305c994b52590e48bdddaaba9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"36b723b9dfbd058ccc981c7e49282ed93184555f7a97887e56f7db9094085b1c"}]},{"symbol":"HD","date":"2026-09-25","iv_pct":25.662035345960945,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":26.4205501618123,"put_iv_pct":24.50815869786368},{"expiry":"2026-10-09","call_iv_pct":27.209565891472863,"put_iv_pct":23.605460797799175},{"expiry":"2026-10-16","call_iv_pct":27.193050193050194,"put_iv_pct":24.239317406143343},{"expiry":"2026-10-23","call_iv_pct":26.402458100558658,"put_iv_pct":25.71772151898734}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d6b4d5e726283d63a8e084eae59eac27a32d560292626fa28202026b3bfe38ee","captured_at":"2026-10-22T06:12:13.812040+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"c883bdad939250fcc63fe90e9d0d33147387654e7cc1edbf162d075fc6fbbdfd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"14a8b04ebeb47e254928668c735621109ae07a1ead12acadd68337507fa54644"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"bdb3049d0156a9bc35b86f6b6cbfe059ffb94a1305c994b52590e48bdddaaba9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"36b723b9dfbd058ccc981c7e49282ed93184555f7a97887e56f7db9094085b1c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"f0f08ec4212f577278ab9e75113fa4520eeb2574b85cbcdb8537f272ac67f656"}]},{"symbol":"HD","date":"2026-09-28","iv_pct":28.695717211397557,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":31.119529298751196,"put_iv_pct":30.379174311926604},{"expiry":"2026-10-09","call_iv_pct":30.66695652173913,"put_iv_pct":27.82790277777778},{"expiry":"2026-10-16","call_iv_pct":27.85105078809107,"put_iv_pct":26.906952714535905},{"expiry":"2026-10-23","call_iv_pct":27.745266015200865,"put_iv_pct":27.068905263157895}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b0382529a183fb1d7de21114147195b316813193a8737d262d60f887d4bc102d","captured_at":"2026-10-22T06:12:12.703947+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"3df577e08f24c153b6deef829ed7e7cb31f4240e242b67f515db86d1f86c052a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"14a8b04ebeb47e254928668c735621109ae07a1ead12acadd68337507fa54644"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"bdb3049d0156a9bc35b86f6b6cbfe059ffb94a1305c994b52590e48bdddaaba9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"36b723b9dfbd058ccc981c7e49282ed93184555f7a97887e56f7db9094085b1c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"f0f08ec4212f577278ab9e75113fa4520eeb2574b85cbcdb8537f272ac67f656"}]},{"symbol":"HD","date":"2026-09-29","iv_pct":28.722203953968172,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":31.22103734439834,"put_iv_pct":30.20599353796446},{"expiry":"2026-10-09","call_iv_pct":28.988579310344825,"put_iv_pct":27.67227091633466},{"expiry":"2026-10-16","call_iv_pct":29.525018450184504,"put_iv_pct":26.622400000000003},{"expiry":"2026-10-23","call_iv_pct":27.84880266075388,"put_iv_pct":27.693529411764708}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71b726a3d1d208faa40e39a46524daa4fa315d4ce2c8b043e9da48c22b30ef36","captured_at":"2026-10-22T06:11:58.533853+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f33fac5f6d7c99b3bc4a0182167f1bddf6076f38d582b9748ee69c56b534214b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"f9bc89cd34b36b50a0c6c1da4ec523743262827a603ce0e4b9f4bbfcba47c9bd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"71275d8f454bb3ed19b3d6299e7db85d387def423a0f594dd602f316d6289e2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"87390edec65053709d578d2a7705e08a80bb3cb0da946dcdd435e2d0c48f2e54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"b4a42d5df70fa4d4852fa41dd4ef1d1a792ec3072738c1ac92a39173f7ad7b0d"}]},{"symbol":"HD","date":"2026-09-30","iv_pct":27.860558878947757,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":28.399921104536485,"put_iv_pct":29.859046610169486},{"expiry":"2026-10-09","call_iv_pct":29.14,"put_iv_pct":27.58747330960854},{"expiry":"2026-10-16","call_iv_pct":27.148852459016393,"put_iv_pct":26.918105939004818},{"expiry":"2026-10-23","call_iv_pct":26.46876851851852,"put_iv_pct":27.362303090727817}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"43329d6f1e45d67fb8e7c4ecb79a6d5dd19d3cf8266054f71e0ca95b65cf1fcb","captured_at":"2026-10-22T06:11:57.506972+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8846f55053ed394087273d148a6de733e02d4d7c9ab4c068280e10dfe6cff017"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","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":"f9bc89cd34b36b50a0c6c1da4ec523743262827a603ce0e4b9f4bbfcba47c9bd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"71275d8f454bb3ed19b3d6299e7db85d387def423a0f594dd602f316d6289e2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"87390edec65053709d578d2a7705e08a80bb3cb0da946dcdd435e2d0c48f2e54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"b4a42d5df70fa4d4852fa41dd4ef1d1a792ec3072738c1ac92a39173f7ad7b0d"}]},{"symbol":"HD","date":"2026-10-01","iv_pct":29.630270513012242,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":33.03358365543898,"put_iv_pct":33.81942987457241},{"expiry":"2026-10-09","call_iv_pct":29.70868421052632,"put_iv_pct":28.07324675324675},{"expiry":"2026-10-16","call_iv_pct":27.902926829268292,"put_iv_pct":28.718772504091657},{"expiry":"2026-10-23","call_iv_pct":28.284333333333333,"put_iv_pct":27.501186943620176}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6cc39ffd434602f7d82ff4f03fbf8ac033f69d71c0ed10dce824e2e2375d5876","captured_at":"2026-10-22T06:11:52.068649+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"be750ffea83a1d5af45d555a7735d0dc59395fc149e9a29e306105c2f69bcca1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-02","start_date":"2026-10-01","end_date":"2026-10-01","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"934ddb8ec52eed10d6d42a6865bd6b578f9f5ecfaffb2b24727b86c726f80d6c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"e0860f3797c951684520156015bc4619820c7501457ec7f4283c473b8c5630d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"b44d29f775bae92287532b09f81e95d7bd896259000d8066309b19f267a7a2cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"e70a7c02250d890e44ae46d797df818b8b6fae9d5a16f052440f5e7450301476"}]},{"symbol":"HD","date":"2026-10-02","iv_pct":26.516264689348777,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":26.180253807106595,"put_iv_pct":25.290000000000003},{"expiry":"2026-10-16","call_iv_pct":26.08,"put_iv_pct":26.659720176730485},{"expiry":"2026-10-23","call_iv_pct":26.105592286501377,"put_iv_pct":26.32885474860335},{"expiry":"2026-10-30","call_iv_pct":27.782189281641962,"put_iv_pct":27.70350721420644}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c78c067e95d0c77711b859b019c17feb76f7311f9f246296c38347ced480e151","captured_at":"2026-10-22T06:11:50.393195+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"a62d7f76cbf0a22fa98a576902cca6f834afe0c58bf945ee54662c725670b46a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"e0860f3797c951684520156015bc4619820c7501457ec7f4283c473b8c5630d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"b44d29f775bae92287532b09f81e95d7bd896259000d8066309b19f267a7a2cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"e70a7c02250d890e44ae46d797df818b8b6fae9d5a16f052440f5e7450301476"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"41e65b174b6b7106a6cc91c4e3bad74ed4862a8985870c751ab794100e67377e"}]},{"symbol":"HD","date":"2026-10-05","iv_pct":26.956965432516654,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":29.10809523809524,"put_iv_pct":27.431915584415584},{"expiry":"2026-10-16","call_iv_pct":26.624819759679575,"put_iv_pct":25.758975},{"expiry":"2026-10-23","call_iv_pct":26.371081081081083,"put_iv_pct":25.96606611570248},{"expiry":"2026-10-30","call_iv_pct":27.418494404883013,"put_iv_pct":26.976276276276273}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"26c70c03f8237967c72467b491b328c674b1930519ef7dfda753f9a02307fcce","captured_at":"2026-10-22T06:11:49.324621+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8be7d1275e6a8d5e66763161776e156cd28ca077c66523db667a5734b0513f83"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"e0860f3797c951684520156015bc4619820c7501457ec7f4283c473b8c5630d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"b44d29f775bae92287532b09f81e95d7bd896259000d8066309b19f267a7a2cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"e70a7c02250d890e44ae46d797df818b8b6fae9d5a16f052440f5e7450301476"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"41e65b174b6b7106a6cc91c4e3bad74ed4862a8985870c751ab794100e67377e"}]},{"symbol":"HD","date":"2026-10-06","iv_pct":26.172539137403877,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":28.28946428571428,"put_iv_pct":26.40048832271762},{"expiry":"2026-10-16","call_iv_pct":26.074875,"put_iv_pct":25.353684848484846},{"expiry":"2026-10-23","call_iv_pct":26.13150819672131,"put_iv_pct":25.838424437299036},{"expiry":"2026-10-30","call_iv_pct":25.312637979420018,"put_iv_pct":25.979230028873918}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fb33749878e50c8c9a74ce20c2ae7f8aa9eef89fc628142a55975b307fe82eec","captured_at":"2026-10-22T06:11:48.281296+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"9df5e34454c56f85683c71c200ed74c9176a107a1c03833f179707b48b64fb9b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"e0860f3797c951684520156015bc4619820c7501457ec7f4283c473b8c5630d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"b44d29f775bae92287532b09f81e95d7bd896259000d8066309b19f267a7a2cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"e70a7c02250d890e44ae46d797df818b8b6fae9d5a16f052440f5e7450301476"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"41e65b174b6b7106a6cc91c4e3bad74ed4862a8985870c751ab794100e67377e"}]},{"symbol":"HD","date":"2026-10-07","iv_pct":26.810392271257427,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":28.7811743772242,"put_iv_pct":27.109988857938717},{"expiry":"2026-10-16","call_iv_pct":26.13423708920188,"put_iv_pct":26.05458432304038},{"expiry":"2026-10-23","call_iv_pct":25.76935779816514,"put_iv_pct":26.504928229665076},{"expiry":"2026-10-30","call_iv_pct":27.45547619047619,"put_iv_pct":26.673391304347827}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2eac7917c1eb3d2d8a5db6360189ff9fbef30e3f68ebc05032304ea090bd8c53","captured_at":"2026-10-22T06:11:47.237774+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"6d06d2cbaaa5a0531ae15c5325dcfe17c3e981a970710596bded38c39fc55dda"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","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":"e0860f3797c951684520156015bc4619820c7501457ec7f4283c473b8c5630d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"b44d29f775bae92287532b09f81e95d7bd896259000d8066309b19f267a7a2cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"e70a7c02250d890e44ae46d797df818b8b6fae9d5a16f052440f5e7450301476"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"41e65b174b6b7106a6cc91c4e3bad74ed4862a8985870c751ab794100e67377e"}]},{"symbol":"HD","date":"2026-10-08","iv_pct":29.430403198793968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":30.143279805352797,"put_iv_pct":34.786076555023925},{"expiry":"2026-10-16","call_iv_pct":27.344926829268296,"put_iv_pct":30.576585034013604},{"expiry":"2026-10-23","call_iv_pct":27.3,"put_iv_pct":28.867301038062283},{"expiry":"2026-10-30","call_iv_pct":27.70151269035533,"put_iv_pct":28.7235436382755}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"95ed2ca011aa17dd053f118d6d1947bd1992899f0a67c3d8488300cdb42878aa","captured_at":"2026-10-22T06:11:34.613942+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"4b9773d63acca6c62f30c8d3e6ced2d18d4550bfa29953c99122c517183b41ea"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab607ad612fb25adb1aa1c0304e19a83aa1ca9e86656af361f7ce6e3c5d5d00b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"34074cb36f771a3f4e9644a78247addba45641429cff541563d004fe67eaa774"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"ba5047e6c4ee9631d7ca5b6473f7b450a35b5e694a8232d893b43b4820c208b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"0f69ac53018b837dd3d343e4e8fdd4ade94ce77c005a5f3a45b1f97709695c0a"}]},{"symbol":"HD","date":"2026-10-09","iv_pct":26.496560623516366,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.916810073452258,"put_iv_pct":25.294307692307694},{"expiry":"2026-10-23","call_iv_pct":26.94706790123457,"put_iv_pct":25.785258493353027},{"expiry":"2026-10-30","call_iv_pct":27.227203791469197,"put_iv_pct":26.06734188817598},{"expiry":"2026-11-06","call_iv_pct":27.554893378226712,"put_iv_pct":27.179601769911503}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8ae839c929cea37d1c2d18271d0069e418910b0f89b782076cd178d9d84e8b5c","captured_at":"2026-10-22T06:11:32.510974+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"515fd99c16457840ae581c9e28ff9b397474c35f73e55c7c6049ae5a5583916a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"34074cb36f771a3f4e9644a78247addba45641429cff541563d004fe67eaa774"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"ba5047e6c4ee9631d7ca5b6473f7b450a35b5e694a8232d893b43b4820c208b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"0f69ac53018b837dd3d343e4e8fdd4ade94ce77c005a5f3a45b1f97709695c0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"099ff58d0eaa5cb80801eb469f75176aedf6624878f806564f484c50a04030b6"}]},{"symbol":"HD","date":"2026-10-12","iv_pct":27.824142309996915,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":30.86169811320755,"put_iv_pct":27.305920066611154},{"expiry":"2026-10-23","call_iv_pct":29.021071428571428,"put_iv_pct":26.600395095367844},{"expiry":"2026-10-30","call_iv_pct":28.5625,"put_iv_pct":25.79824414715719},{"expiry":"2026-11-06","call_iv_pct":27.48380549682875,"put_iv_pct":26.959504132231405}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b1b06e42a1531cb24a908fb2fb5766505acc297b5971c4f3e7f04e2ef159bf02","captured_at":"2026-10-22T06:11:31.468533+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"5a6552aa1954ddaf95cbb6ec54d61e1197565eae62aaa6f396c26def02c5b12d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"34074cb36f771a3f4e9644a78247addba45641429cff541563d004fe67eaa774"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"ba5047e6c4ee9631d7ca5b6473f7b450a35b5e694a8232d893b43b4820c208b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"0f69ac53018b837dd3d343e4e8fdd4ade94ce77c005a5f3a45b1f97709695c0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"099ff58d0eaa5cb80801eb469f75176aedf6624878f806564f484c50a04030b6"}]},{"symbol":"HD","date":"2026-10-13","iv_pct":28.609701199747324,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.589357142857143,"put_iv_pct":30.28858299595142},{"expiry":"2026-10-23","call_iv_pct":27.901617250673855,"put_iv_pct":28.369336158192095},{"expiry":"2026-10-30","call_iv_pct":29.079389179755676,"put_iv_pct":27.221485319516407},{"expiry":"2026-11-06","call_iv_pct":28.85718057022175,"put_iv_pct":27.570660980810235}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0889dce32aaccd49612c5458eb060e5043486737e8b500d91c870ad3ee5bf293","captured_at":"2026-10-22T06:11:30.425753+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"ddb4bfec71a55143c5e2d41598f11551813c7ee85cce300b52cc8b56d5e3d2c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"34074cb36f771a3f4e9644a78247addba45641429cff541563d004fe67eaa774"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"ba5047e6c4ee9631d7ca5b6473f7b450a35b5e694a8232d893b43b4820c208b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"0f69ac53018b837dd3d343e4e8fdd4ade94ce77c005a5f3a45b1f97709695c0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"099ff58d0eaa5cb80801eb469f75176aedf6624878f806564f484c50a04030b6"}]},{"symbol":"HD","date":"2026-10-14","iv_pct":30.399857620604298,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":33.966409185803755,"put_iv_pct":35.585},{"expiry":"2026-10-23","call_iv_pct":28.247013630731104,"put_iv_pct":29.997976878612715},{"expiry":"2026-10-30","call_iv_pct":28.297817531305903,"put_iv_pct":29.619349005424954},{"expiry":"2026-11-06","call_iv_pct":28.682353556485356,"put_iv_pct":28.802941176470586}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9249997229a47399bfec6ef69ea1342c2532348685c87d372d3b8d0ad3aa2adc","captured_at":"2026-10-22T06:11:29.382905+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"b9e87b67ecb635ddd877f7adfbcef036ebdcfe1c3bbba875af8d813e8557d1a7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"34074cb36f771a3f4e9644a78247addba45641429cff541563d004fe67eaa774"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"ba5047e6c4ee9631d7ca5b6473f7b450a35b5e694a8232d893b43b4820c208b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"0f69ac53018b837dd3d343e4e8fdd4ade94ce77c005a5f3a45b1f97709695c0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"099ff58d0eaa5cb80801eb469f75176aedf6624878f806564f484c50a04030b6"}]},{"symbol":"HD","date":"2026-10-15","iv_pct":30.92344601172112,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":33.0853027909426,"put_iv_pct":39.88784827586207},{"expiry":"2026-10-23","call_iv_pct":27.51479012345679,"put_iv_pct":29.885048409405258},{"expiry":"2026-10-30","call_iv_pct":28.519964664310955,"put_iv_pct":30.700271844660193},{"expiry":"2026-11-06","call_iv_pct":27.81283422459893,"put_iv_pct":29.98150776053215}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4cceed8b59bc51e78782e11f0b709e6721727eee04e8bbebee4b101a88aa95c3","captured_at":"2026-10-22T06:11:15.250148+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"dc48a622d40a46de1290ed5d22502579a33f6a95ee69f9fd7c0c4146b85c4cf4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"3157f79e0366cb200f0965fadb2fef5641e7da5d11e9b97fee5eeebe834bfd46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f05a9dd9a1dc04e14036c04198e65b591f60ab2c4093979da28761b5e401f4ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b85c81196d49294a583cd09ccb2e605ace444c3fcfc9d6fdef800ed62b70164f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"707e4659565453f9fa5e6d6db3d90df99a64990dd9ab390a0db244424425cc96"}]},{"symbol":"HD","date":"2026-10-16","iv_pct":29.374485755341798,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":27.8599565689468,"put_iv_pct":31.36630490956072},{"expiry":"2026-10-30","call_iv_pct":29.595243243243242,"put_iv_pct":30.011619217081847},{"expiry":"2026-11-06","call_iv_pct":28.03203463203463,"put_iv_pct":30.66451327433628},{"expiry":"2026-11-13","call_iv_pct":28.667349999999995,"put_iv_pct":28.798864197530865}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"37f2d2406a5832c17d9ffadc167e68a54a5bff2e4100a81f2538265284a2e9fa","captured_at":"2026-10-22T06:11:12.720426+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"adc40f30b9806492ad6b0010f332353da4a5e771dfa839f9feb03c8b053be0e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f05a9dd9a1dc04e14036c04198e65b591f60ab2c4093979da28761b5e401f4ca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b85c81196d49294a583cd09ccb2e605ace444c3fcfc9d6fdef800ed62b70164f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"707e4659565453f9fa5e6d6db3d90df99a64990dd9ab390a0db244424425cc96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"38d0d5ba51b7eb0fc28426b058e4592ff045c59bbda53bd46467956f363bfb2e"}]},{"symbol":"HD","date":"2026-10-19","iv_pct":28.733799457776787,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":30.52491388044579,"put_iv_pct":29.325547169811323},{"expiry":"2026-10-30","call_iv_pct":27.990360655737707,"put_iv_pct":29.460928792569657},{"expiry":"2026-11-06","call_iv_pct":28.742289156626512,"put_iv_pct":27.585425330812857},{"expiry":"2026-11-13","call_iv_pct":28.51794425087108,"put_iv_pct":27.722986425339368}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d3fa0b1f6df43510061a1d4a2a4f80d4b5443838f43a497ac8fcd05626275580","captured_at":"2026-10-21T17:57:32.277454+00:00","observed_at":"2026-10-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"abe49a6c846a475c579a943987d496ca89f0836fd6057eba1f592db49937fa0c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8b785d9d9daa94a0094769732e8e35f69b270c3fcaf94e3b8d426867cac2b00b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f2f452c302e7ed5bb936ec15885673e22b9834993e83af2fe2f0358b7b94871b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ed599e9fcc4f13e8684bb89ddb5f34ca4f59eda5fdcf5263c161b0b54bed7e2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"951f6c621a1d1589efadc1ca1d11aec78203b60e909fb54f3dc58dea455734ee"}]},{"symbol":"HD","date":"2026-10-20","iv_pct":28.59757780329449,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":30.16102877070619,"put_iv_pct":30.865565862708717},{"expiry":"2026-10-30","call_iv_pct":27.783893805309734,"put_iv_pct":29.886421725239614},{"expiry":"2026-11-06","call_iv_pct":26.788592870544086,"put_iv_pct":28.93894117647059},{"expiry":"2026-11-13","call_iv_pct":26.253049723756906,"put_iv_pct":28.10312849162011}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d8fd322c431f44bb3314f59fb1a81794dda62defe1b39eb06e8b48f41e6ce734","captured_at":"2026-10-21T17:57:31.752751+00:00","observed_at":"2026-10-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"c3581206ec782a57757f2a293fd49bf9e58b633b3f92f750d13df4da7d7ef9a7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8b785d9d9daa94a0094769732e8e35f69b270c3fcaf94e3b8d426867cac2b00b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f2f452c302e7ed5bb936ec15885673e22b9834993e83af2fe2f0358b7b94871b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ed599e9fcc4f13e8684bb89ddb5f34ca4f59eda5fdcf5263c161b0b54bed7e2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"951f6c621a1d1589efadc1ca1d11aec78203b60e909fb54f3dc58dea455734ee"}]},{"symbol":"HD","date":"2026-10-21","iv_pct":29.36980879878022,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":30.070261669024045,"put_iv_pct":33.34455399061033},{"expiry":"2026-10-30","call_iv_pct":29.484136429608128,"put_iv_pct":28.12529411764706},{"expiry":"2026-11-06","call_iv_pct":28.68667938931298,"put_iv_pct":28.913904761904764},{"expiry":"2026-11-13","call_iv_pct":28.346028921023358,"put_iv_pct":27.98761111111111}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6b48a09be21f4f47b48f4a3c5c199baa4f950db843cb9597e4ddc166af48b235","captured_at":"2026-10-21T23:10:05.986474+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/list/contracts/quote","query":{"symbol":"HD","date":"2026-10-21","format":"json"},"source_hash":"bea48067212020d948401a87d4900bc10b0c4ddd2a8c8b7a33ea7aa1025af7ae"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","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":"fc4477d62b280b1a906d3950f1b4e989ea9ee06bb933eab3133379debd26bbce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"020546727f87160a1a1a96ec57ef269fe0656f9458be8ddce7e5af22e38d3ed3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"9cfa7eb3a6d604e95c55a7e58f15cb12376b78e51b295ee407c58881165ba9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","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":"c9b04ee5037afb6e3faaeaa58645a870e0413aa1d82c898717095253de4b6ab4"}]},{"symbol":"HD","date":"2026-10-22","iv_pct":32.1327636744904,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":36.71147900182593,"put_iv_pct":33.98851585876721},{"expiry":"2026-10-30","call_iv_pct":31.98130434782609,"put_iv_pct":32.522083333333335},{"expiry":"2026-11-06","call_iv_pct":30.52205479452055,"put_iv_pct":31.10303092783505},{"expiry":"2026-11-13","call_iv_pct":30.07542857142857,"put_iv_pct":30.15821256038647}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"96178fe2cc6f4b0380382ba83ba1ad8f50d8d9fbfe6864f5ce82588c6d1396e1","captured_at":"2026-10-22T21:39:19.334857+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":"HD","date":"2026-10-22","format":"json"},"source_hash":"d2ae1d519470e8c788c1d91ef2f7eae1cbdadabc1aa32a10ec5528c783d3b2ac"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-23","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6922a4e27ed122ef73f746b375994aa3bed98c243c65ce76aa082902960401b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"37c22863d1dba3838d2edb9cf7d7bcfece89b05762d8d7a23d75ab336592a3d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"82a377afafe5aba9bf5b51ce96b8e1441fb8b4b8796ac1b1ef0af6d231390c63"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"31e87c7fb6926b2ccce95ac6d495db1c31ac66dbdbe2caaf081659f87f4fbe56"}]},{"symbol":"HD","date":"2026-10-23","iv_pct":30.05667535453211,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":29.331259259259262,"put_iv_pct":29.841973333333332},{"expiry":"2026-11-06","call_iv_pct":27.575956678700365,"put_iv_pct":28.256965888689408},{"expiry":"2026-11-13","call_iv_pct":26.5253911205074,"put_iv_pct":28.15301003344482},{"expiry":"2026-11-20","call_iv_pct":34.68588235294118,"put_iv_pct":36.08296416938111}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"00fc5c23c7b6897738dd67283fd3b3b875cbb0fe8df3d6dbe0fb91c99365dd53","captured_at":"2026-10-23T21:44:22.015256+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":"HD","date":"2026-10-23","format":"json"},"source_hash":"2e9c60623b0736c1a9543ac12db6ba98b404f5f9b793efc352a8573b8ec03fd8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"36180b691d95d5d5f5fbb3f8f4b5d942cc9a61ba2e0ca7b51f80bf69a654b69e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"49da7214872f97ba3152c84c3494d2e67fece9bfefe9fe28578fec1e8af82ae7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","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":"1117cb8c59dc208fdf82bb9c8d74c1da366420fb10acda58ff31759148373334"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"aaab1c4644301a1b7f9e84562c0d024abafd2493586381d6959d5443f042517c"}]},{"symbol":"HD","date":"2026-10-26","iv_pct":31.981579635056555,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":33.04461538461538,"put_iv_pct":34.49794223826715},{"expiry":"2026-11-06","call_iv_pct":29.02204918032787,"put_iv_pct":31.70012844036697},{"expiry":"2026-11-13","call_iv_pct":26.191045062320228,"put_iv_pct":29.901358574610242},{"expiry":"2026-11-20","call_iv_pct":34.55269565217392,"put_iv_pct":36.942802547770704}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"33aa5d5c5386cc5a9442448df4eec2c1eadaabe75d817c81f09c685125276f9c","captured_at":"2026-10-28T18:03:41.409837+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":"HD","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"0a295f48f2eee3df76cee055004e9a03573f5083a6bc38caf3aba62c6a5b8cd1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"60f6dde0048dc12ad9dc9e16b97314323f6424bcdc2ce8b905f432bad7b35d30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"80d61a9a4c455ca5f2fe35441715d49e26d3c7f7f4aa03526b4f17c604f5e71b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","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":"ad26885bbdffe180292ee3ebbed69167baeacfcd37c50d94a9dc015963f06ba3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"e62eac67e3ef8565125d1c1352a449c0bb0f2a0522eac7e11a2c4c2ca88dd2df"}]},{"symbol":"HD","date":"2026-10-27","iv_pct":31.945155752768752,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":33.7875,"put_iv_pct":30.983606115107914},{"expiry":"2026-11-06","call_iv_pct":31.017413509060955,"put_iv_pct":28.972526799387445},{"expiry":"2026-11-13","call_iv_pct":30.23196078431372,"put_iv_pct":29.51810810810811},{"expiry":"2026-11-20","call_iv_pct":36.131622418879054,"put_iv_pct":34.91850828729282}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ca1b190918e32607b5ac7422eb3936a3d9c528263b97b1ccbec2d02b6aa8627d","captured_at":"2026-10-28T18:03:40.055352+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":"HD","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"6ec78c219c0f8ee76e52b5123d745aab7602b5bf238e5ea6bc06eeaef13009a8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"60f6dde0048dc12ad9dc9e16b97314323f6424bcdc2ce8b905f432bad7b35d30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"80d61a9a4c455ca5f2fe35441715d49e26d3c7f7f4aa03526b4f17c604f5e71b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","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":"ad26885bbdffe180292ee3ebbed69167baeacfcd37c50d94a9dc015963f06ba3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"e62eac67e3ef8565125d1c1352a449c0bb0f2a0522eac7e11a2c4c2ca88dd2df"}]},{"symbol":"HD","date":"2026-10-28","iv_pct":33.62862572821285,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":38.590280112044816,"put_iv_pct":35.435363924050634},{"expiry":"2026-11-06","call_iv_pct":32.41439799331104,"put_iv_pct":28.442444771723125},{"expiry":"2026-11-13","call_iv_pct":32.23929460580913,"put_iv_pct":29.03782608695652},{"expiry":"2026-11-20","call_iv_pct":36.82784660766962,"put_iv_pct":36.04155172413793}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b48d2e4ed1a3c4692f231592c1624d750b8d832b337e51703583f7d7e09604c7","captured_at":"2026-10-29T17:56:44.920748+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":"HD","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"82598dc955db296678c55bb2ecdf338ab523784699683127a81f3ca67b8c0332"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"b629fe1259238432b1dac7ee7d3753a4ba0b4579113f738525edf70fb36bf458"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"b8820ac8e3b5a12bf60c5f4fa1aef34a115bf7bbfd005ad1a11f53d7470c991c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","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":"4fc693f70fa3cc3901ebb8506edbe2496fbe95f22ffdcdac25dd2a8e441369c3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"7cdcb748a17b5277d22377e61d4d94e8b4189ae7dc99bcd06e31eae7e05b39f2"}]},{"symbol":"HD","date":"2026-10-29","iv_pct":32.44009354907767,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":31.64854776366648,"put_iv_pct":35.7785078369906},{"expiry":"2026-11-06","call_iv_pct":28.905247524752475,"put_iv_pct":30.99825493171472},{"expiry":"2026-11-13","call_iv_pct":28.86860902255639,"put_iv_pct":29.88784708249497},{"expiry":"2026-11-20","call_iv_pct":35.885258620689655,"put_iv_pct":37.548475609756096}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"691f9dc4852a0d46bec1004de0b7eef9a377bf8b1d4fe6989dd6fbcfc18fe76e","captured_at":"2026-10-30T18:09:47.099998+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":"HD","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"2bcd06eed239ea1c3e0bb74e203b3efc6a3b5ae76afcabe5465dcb95fabd055d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-10-30","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":"a44ddc649cbb2b13cfeb4f96bb612c8f824f48d67e09ba405f1dbd111f22ffde"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","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":"0d73b241cbc6f4cfbd0a5798e23863bdba041d7a09c1d21e4782101ed598a359"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","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":"09bd1e9ba93b117d1f73456713037417799c1b02e77ea026bb6db7bb82c11239"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","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":"4d6582fe52c1e95df2121877dc972b5cb09481ffa08f4f658b18e4b992cd1d1c"}]},{"symbol":"HD","date":"2026-10-30","iv_pct":32.11728459311705,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":28.853682795698926,"put_iv_pct":29.669973474801058},{"expiry":"2026-11-13","call_iv_pct":28.889558232931726,"put_iv_pct":28.550110701107013},{"expiry":"2026-11-20","call_iv_pct":36.05938775510204,"put_iv_pct":35.92916426512968},{"expiry":"2026-11-27","call_iv_pct":34.69937205651492,"put_iv_pct":34.28702746365105}],"source":"ThetaData historical first-order Greeks","provider_symbol":"HD","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"240d5b9d9adfd684a7ea2c97d55b1745c1497420ded03be8118093dfc48c5f95","captured_at":"2026-11-01T00:26:34.244064+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"HD","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"8a70abfeea2884c4d94ef37ebe7679924699334d4c7b628c38d265dd5503c5d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a052b26aee204694160835f2334c56277d024a3a8d89d892f766a4dbb028d56f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8dd6fc40ef9e0dda6a826c28852401fd4f3c8dda4a22c070fbfb4c24817b8cf1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"093c8d11f7d56b64b4da02c1a799289e57157f45ffe9cfb53de45283704e897d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"HD","expiration":"2026-11-27","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9eac51efdfadf1d488249eaaffc8987bde6d130bcf02069218f353a5588e51f0"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/HD","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-06","observed_at":"2026-08-06T15:59:00-04:00","iv_pct":32.788896910265706,"put_call_skew_pp":0.6366382642117543,"implied_move_pct":5.402938377615165,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"560230df09223c5048d980782f3123df901aaa403cf3aaa6f685d6abc7d5ef17","expiries":["2026-08-07","2026-08-14","2026-08-21","2026-08-28"]},{"date":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":32.93152348718686,"put_call_skew_pp":3.1317160168793823,"implied_move_pct":7.134725283446785,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f67b2f2538a54473557142fd016af1dee10b216f7afa01fa38d30c5c95367aac","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":36.52484515042782,"put_call_skew_pp":2.6429471147191137,"implied_move_pct":6.990925047693678,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b708b86f6ee3dc13960c6da254085cb862e0f39b8bc82d4637f619352f047d84","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":34.88917086606528,"put_call_skew_pp":-2.121073317362473,"implied_move_pct":6.384679044609946,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"31177c7482d8dab0c5f0b20442ff12c10c88a96a04e5a80497c1c6731efc3569","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":34.8366987077488,"put_call_skew_pp":-0.22757081557724312,"implied_move_pct":6.1236661312052405,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"24774f42688e42d0c29e96dfb48ca97bb75bfeb5b356ec176d295c521b254a4a","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":34.033316091412345,"put_call_skew_pp":0.3109153344917033,"implied_move_pct":5.637037787082777,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c16a9944d7e894dd89a4af04b118e8dfa518be72986450d2c1aec9872a9a6057","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":33.36470404087836,"put_call_skew_pp":3.236780509037417,"implied_move_pct":6.917772145809003,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f42d933c7b2a15241b1837c81a8f7b3517d547d802287a3a7158d67f89e867eb","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":38.278208836463236,"put_call_skew_pp":4.02168670899198,"implied_move_pct":6.888413228324588,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e418b114c2643ed3d441056bc572f8cb00764fff42be2b76d741574202cdae82","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":29.287080589425106,"put_call_skew_pp":0.8830330408028813,"implied_move_pct":5.161718293249474,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3684266f5fad73af8ce7180078f58dfcf7169220bdd1b6295843c92361dc936f","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":27.29471435330308,"put_call_skew_pp":2.0709688992934563,"implied_move_pct":4.615750797561645,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"821ae805a97a867904a542cf81555daa7edd92a3e8060bf81b0bc7b03165155f","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":27.259058974071436,"put_call_skew_pp":0.4025901644629135,"implied_move_pct":4.282028253829053,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"02601ded6bd11a8643875395b0d03bd0d1c9c3a5470ed671327c98e6eb014e92","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":25.592389901627612,"put_call_skew_pp":2.4232429048675765,"implied_move_pct":5.443717840684252,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b029864faaec0dd1148c06f899f73ce3c36b3d591625e0f69fbd0c6ecb1cbab4","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":27.28984847279211,"put_call_skew_pp":5.391167988094294,"implied_move_pct":5.101838067907652,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dd6838a71bd5804a02efe432e61fa3191cdabb08a1b4de6706d4faeee7740bd4","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":26.475175896167947,"put_call_skew_pp":5.164292695128426,"implied_move_pct":4.74039577308957,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f3b53a4b184069259794e3cec0da641a126901cd782465c7e6cae224baab0b1c","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":27.06326320259275,"put_call_skew_pp":3.974184870033839,"implied_move_pct":4.552572179518079,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cc6860dd2dc0adfb12bc57e7079a6cba0caa32be83f11372f4f4a0f3ed9c236d","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":26.085187307262736,"put_call_skew_pp":7.261527851695688,"implied_move_pct":4.093390723964739,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f22946e311a116b4a2986ae4d973076362ab66d6ba1493e95000ba26720391f4","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":24.077915941586475,"put_call_skew_pp":8.939420454654243,"implied_move_pct":5.10960025612447,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e194c16274f220d75cb44e0ce7873d7ac62989f7264615addba8df80c73034c","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":25.683673642120212,"put_call_skew_pp":11.164604457095281,"implied_move_pct":4.802039662375751,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"06ed6eef5e26f85f03172751c1230955853d95ee5b047d5532430993afe4bac6","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":27.375731101993253,"put_call_skew_pp":11.381947075508432,"implied_move_pct":4.890492046013037,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2c13dc86e4f61d434b7817fdb49ac8cdf0f6c74d7dbba2a11a0a072c1f85105a","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":25.898398535964695,"put_call_skew_pp":12.085488515788287,"implied_move_pct":4.3883336861373055,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"57f42b227bdf5976024aadc93077779ce9982df34d602c34053bf08629eeee2c","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":25.056719002027076,"put_call_skew_pp":-0.30186689946205014,"implied_move_pct":3.9850267290558916,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4cac1434035d704d5ae53b71135db68c794b71d43a5b5207cdb4feaca9c5d6d5","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":23.81967093938924,"put_call_skew_pp":-1.4942997753658869,"implied_move_pct":5.118470198613284,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"83954360a5747d474d2b0bb7cb343c05c434ac02803e783f4907974e411ec0a7","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":27.71164865209689,"put_call_skew_pp":-1.4616264242036605,"implied_move_pct":4.944449271404176,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3ae8886ca257ee977d3fe6e10830147b716ad82f7842c46b574b87a208706763","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":26.75633379326331,"put_call_skew_pp":-1.607586140236311,"implied_move_pct":4.51447907623544,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff6fcdf192604c8c175986164bfa781c09e5e49ee52ddb72a8fd4b8a4bdea4ba","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":30.793889386893795,"put_call_skew_pp":1.0729592196651163,"implied_move_pct":4.545122348858915,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b13072759483676b78caf5159033be9abd5a1b6c6cb9d6f552be0a9d89e35382","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":24.927046203539923,"put_call_skew_pp":-0.8762585737538373,"implied_move_pct":5.274199672305312,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ddc7f93bf07991b9384ef716f37cc152eaf65c3ff7004e1d07cebc1a4df1c39e","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":27.482612174118703,"put_call_skew_pp":-2.6628913687568394,"implied_move_pct":5.12633975961674,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"349b9fae358cc52dde9cfa21f788268e0b6d6da858e5336ddf7fb75d8a5750ad","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":28.66614102915823,"put_call_skew_pp":0.9926968196695247,"implied_move_pct":5.007678038132134,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"15bf48a708a6058bcbaf97a3f33427cf24728c9ace014ad99063da62dd40c822","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":27.742443668809756,"put_call_skew_pp":-4.72246947850832,"implied_move_pct":4.635370553397883,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"568d5c09c61e919de1cef2c6b632755255c080372530c50cbcb28ad5d2bbd6e0","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":26.016826029093647,"put_call_skew_pp":-3.260988504374274,"implied_move_pct":4.107054973681942,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d2b31c6113df8e1cf36208256734ed577c060d928ef043716c57a84c2864251e","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":24.054087731058075,"put_call_skew_pp":-1.1396571522519903,"implied_move_pct":5.153358305980817,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"543e26d2ba9e1bffca7d3e5faf48d1b475fa4a01953cceeb2cb1e4911152f7d0","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":25.588814072644517,"put_call_skew_pp":-1.6935307796189631,"implied_move_pct":4.823688876686861,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fcf57423b0ab62279ff445b8be8a19fa37c8df401e2566421e0a3d04af5af2f6","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":27.52175673031159,"put_call_skew_pp":-1.9370333540259859,"implied_move_pct":4.929605524335654,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e5454c4002e97695907bed220441ae9db3821bee10dae375ebd09b6bc9156798","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":26.643767869171413,"put_call_skew_pp":-1.5267622692777412,"implied_move_pct":4.496960559620969,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e51fd3a4ff98e78baa3b5b12220b6273ff10d6f509fd7bd4d668a9a6dd394fe4","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":27.722109177216858,"put_call_skew_pp":-0.9385793245295755,"implied_move_pct":4.398907468498348,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dfae22767ed2bd0f101d8568a2a93db3f005f6efeec6dcfabd977c3786dd6f22","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":25.662035345960945,"put_call_skew_pp":-2.2887414815251192,"implied_move_pct":5.470287869840499,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d6b4d5e726283d63a8e084eae59eac27a32d560292626fa28202026b3bfe38ee","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":28.695717211397557,"put_call_skew_pp":-1.2999668890960194,"implied_move_pct":5.385446313300335,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b0382529a183fb1d7de21114147195b316813193a8737d262d60f887d4bc102d","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":28.722203953968176,"put_call_skew_pp":-1.3473109749044294,"implied_move_pct":5.161643174603223,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71b726a3d1d208faa40e39a46524daa4fa315d4ce2c8b043e9da48c22b30ef36","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":27.860558878947757,"put_call_skew_pp":0.14234671685981581,"implied_move_pct":4.755023552022772,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"43329d6f1e45d67fb8e7c4ecb79a6d5dd19d3cf8266054f71e0ca95b65cf1fcb","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":29.630270513012242,"put_call_skew_pp":-0.20422298825898455,"implied_move_pct":4.651889069658268,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6cc39ffd434602f7d82ff4f03fbf8ac033f69d71c0ed10dce824e2e2375d5876","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":26.516264689348777,"put_call_skew_pp":-0.04148830892741362,"implied_move_pct":5.673274677402571,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c78c067e95d0c77711b859b019c17feb76f7311f9f246296c38347ced480e151","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":26.956965432516654,"put_call_skew_pp":-0.8473143768361435,"implied_move_pct":5.1071237908747635,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"26c70c03f8237967c72467b491b328c674b1930519ef7dfda753f9a02307fcce","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":26.172539137403877,"put_call_skew_pp":-0.5591644561200466,"implied_move_pct":4.728252173998585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fb33749878e50c8c9a74ce20c2ae7f8aa9eef89fc628142a55975b307fe82eec","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":26.810392271257427,"put_call_skew_pp":-0.4493381850188518,"implied_move_pct":4.606506756917586,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2eac7917c1eb3d2d8a5db6360189ff9fbef30e3f68ebc05032304ea090bd8c53","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":29.430403198793964,"put_call_skew_pp":2.6159467350997225,"implied_move_pct":4.649998522100606,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"95ed2ca011aa17dd053f118d6d1947bd1992899f0a67c3d8488300cdb42878aa","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":26.49656062351637,"put_call_skew_pp":-0.8298663251586325,"implied_move_pct":5.668390244615269,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8ae839c929cea37d1c2d18271d0069e418910b0f89b782076cd178d9d84e8b5c","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":27.824142309996915,"put_call_skew_pp":-2.316252899310033,"implied_move_pct":5.256388820500115,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b1b06e42a1531cb24a908fb2fb5766505acc297b5971c4f3e7f04e2ef159bf02","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":28.60970119974732,"put_call_skew_pp":-0.49436967225956696,"implied_move_pct":5.168541780016997,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0889dce32aaccd49612c5458eb060e5043486737e8b500d91c870ad3ee5bf293","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":30.399857620604294,"put_call_skew_pp":1.2029182890455337,"implied_move_pct":5.104605642283962,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9249997229a47399bfec6ef69ea1342c2532348685c87d372d3b8d0ad3aa2adc","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":30.92344601172112,"put_call_skew_pp":3.3804461217875996,"implied_move_pct":4.812300981882732,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4cceed8b59bc51e78782e11f0b709e6721727eee04e8bbebee4b101a88aa95c3","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":29.374485755341798,"put_call_skew_pp":1.671679288571263,"implied_move_pct":6.2317823861999795,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"37f2d2406a5832c17d9ffadc167e68a54a5bff2e4100a81f2538265284a2e9fa","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":28.733799457776783,"put_call_skew_pp":-0.4201550562869709,"implied_move_pct":5.431465048435292,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d3fa0b1f6df43510061a1d4a2a4f80d4b5443838f43a497ac8fcd05626275580","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":28.59757780329449,"put_call_skew_pp":1.7018730214305284,"implied_move_pct":5.128655617458103,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d8fd322c431f44bb3314f59fb1a81794dda62defe1b39eb06e8b48f41e6ce734","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":29.369808798780223,"put_call_skew_pp":0.4460643930761874,"implied_move_pct":4.990966003622082,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6b48a09be21f4f47b48f4a3c5c199baa4f950db843cb9597e4ddc166af48b235","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":32.1327636744904,"put_call_skew_pp":-0.3796060088197688,"implied_move_pct":5.0645964127810945,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"96178fe2cc6f4b0380382ba83ba1ad8f50d8d9fbfe6864f5ce82588c6d1396e1","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":30.05667535453211,"put_call_skew_pp":1.0541060033601148,"implied_move_pct":6.478468488454727,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"00fc5c23c7b6897738dd67283fd3b3b875cbb0fe8df3d6dbe0fb91c99365dd53","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":31.98157963505656,"put_call_skew_pp":2.5579566303944183,"implied_move_pct":6.095377622555789,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"33aa5d5c5386cc5a9442448df4eec2c1eadaabe75d817c81f09c685125276f9c","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":31.945155752768752,"put_call_skew_pp":-1.6939368505893597,"implied_move_pct":5.862438689116836,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ca1b190918e32607b5ac7422eb3936a3d9c528263b97b1ccbec2d02b6aa8627d","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":33.62862572821285,"put_call_skew_pp":-2.7786582029915987,"implied_move_pct":5.767703693194303,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b48d2e4ed1a3c4692f231592c1624d750b8d832b337e51703583f7d7e09604c7","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":32.44009354907767,"put_call_skew_pp":2.2263556323228464,"implied_move_pct":5.290379081181072,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"691f9dc4852a0d46bec1004de0b7eef9a377bf8b1d4fe6989dd6fbcfc18fe76e","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":32.11728459311705,"put_call_skew_pp":-0.016431233889703023,"implied_move_pct":6.963689906170523,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"240d5b9d9adfd684a7ea2c97d55b1745c1497420ded03be8118093dfc48c5f95","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}