{"schemaVersion":1,"symbol":"IFRA","days":90,"observations":[{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-21T19:46:47.283000+00:00","captured_at":"2026-10-22T05:12:46.109Z","last_trade_at":"2026-10-22T00:00:03.678784314Z","price":57,"iv_pct":35.36261388718601,"implied_move_pct":8.132894502253727,"put_call_skew_pp":-8.026917180337723,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"b209a6950aacebc9a502d4be31bc9eca66c67a8b22fbd3c01fbd358fa0051a53"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:22.108000+00:00","captured_at":"2026-10-22T20:25:09.948Z","last_trade_at":"2026-10-22T20:10:03.661215975Z","price":57.1,"iv_pct":33.664436569517605,"implied_move_pct":7.959830457874189,"put_call_skew_pp":-6.970875072615068,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"9aa302a838794b44654bb381f38a1983291f665c79f710ca7e356ffa6926cd06"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:27.662000+00:00","captured_at":"2026-10-23T20:46:29.878Z","last_trade_at":"2026-10-23T20:10:03.624201227Z","price":56.58,"iv_pct":34.07328268703783,"implied_move_pct":7.542903806959352,"put_call_skew_pp":-5.210439400780453,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"0240fec1ffd482d4e41ea9d38d7cbc76546756ba86f80dd9cfeb6df3d515e9b3"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-26T19:56:45.273000+00:00","captured_at":"2026-10-27T01:29:46.943Z","last_trade_at":"2026-10-27T00:00:03.989298174Z","price":56.87,"iv_pct":36.4441780552916,"implied_move_pct":7.679879759706859,"put_call_skew_pp":-6.947035087706266,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"79b0566e56b0d683b237bb3606ef1c224df30207659a40c87e95c41584240419"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-27T16:02:43.004000+00:00","captured_at":"2026-10-27T16:03:07.969Z","last_trade_at":"2026-10-27T16:03:05.419331121Z","price":57.355,"iv_pct":28.441673820917675,"implied_move_pct":5.990344667960745,"put_call_skew_pp":-8.57860058733616,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"2fcb7c7a2ad5a128b6cef4adf9e591a6242faeec790a1d922ce3b750af4fe45b"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-28T13:30:02.380000+00:00","captured_at":"2026-10-28T13:37:35.732Z","last_trade_at":"2026-10-28T13:36:11.424150561Z","price":57.65,"iv_pct":31.15863301728947,"implied_move_pct":6.513598427260765,"put_call_skew_pp":-9.317748537480607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"37a5d97e68798c24246d639cad9ada6d9997d103a3b90147338e1dbbf9c9ab5e"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-28T19:49:58.032000+00:00","captured_at":"2026-10-28T22:55:27.967Z","last_trade_at":"2026-10-28T22:30:03.990597849Z","price":57.67,"iv_pct":30.001619475971395,"implied_move_pct":6.296278805782126,"put_call_skew_pp":-9.502450852639432,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"e6745c828cf04ec949b9e4cefa07cefcb8d5cf09ae993d0cae9cb54c4fc048f1"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-29T19:47:47.892000+00:00","captured_at":"2026-10-30T01:42:20.044Z","last_trade_at":"2026-10-30T00:00:03.97432447Z","price":58.54,"iv_pct":33.625170819222774,"implied_move_pct":6.5413951794476235,"put_call_skew_pp":36.28561759798753,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"fa0b4b6ff1942aaab7416fe0e841f99585aa060c0d8bf1aca990adb6c9770df2"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-30T16:46:25.351000+00:00","captured_at":"2026-10-30T16:48:35.576Z","last_trade_at":"2026-10-30T16:47:31.126687403Z","price":58.4,"iv_pct":34.56594408882155,"implied_move_pct":6.56595695917728,"put_call_skew_pp":-9.054782980567499,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"2f024868830d41d91eea412812bba8739a04863fe00025eb2cf835a46f118f6b"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:58.105000+00:00","captured_at":"2026-10-31T01:27:38.527Z","last_trade_at":"2026-10-31T00:00:03.928434203Z","price":58.3,"iv_pct":33.29908302343627,"implied_move_pct":5.9667289216609385,"put_call_skew_pp":-9.939258449011989,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"e21e2332e964b37c9e2ea215ae77ad75e3270a97cde9adca1a174d4392c06d5b"},{"symbol":"IFRA","expiry":"2026-11-20","observed_at":"2026-11-03T14:43:29.788000+00:00","captured_at":"2026-11-03T14:56:26.707Z","last_trade_at":"2026-11-03T14:54:46.219980038Z","price":58.65,"iv_pct":36.80044827807804,"implied_move_pct":6.916300127399215,"put_call_skew_pp":21.06914333553261,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IFRA","source_hash":"fb5a73bdda927ece3b1489cd7e5eb46d18599a3e8c21d19914162d979ce3ebe5"}],"dailyIv":[{"symbol":"IFRA","date":"2026-08-10","iv_pct":31.238977443100126,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":53.98913793103448,"put_iv_pct":49.55799180327869},{"expiry":"2026-09-18","call_iv_pct":32.47478260869565,"put_iv_pct":29.093139678615575},{"expiry":"2026-11-20","call_iv_pct":24.744099378881987,"put_iv_pct":22.118110918544193},{"expiry":"2027-02-19","call_iv_pct":19.421767441860467,"put_iv_pct":18.51278978388998}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"06b1b85845eb5eda5b8ab5f26cafb809e79c95dff1d656d58a41d0c8b6a6bb19","captured_at":"2026-10-24T12:28:52.539845+00:00","observed_at":"2026-08-10T15:59:00-04:00","session_close_at":"2026-08-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"d56a8b172df59f1679d837b8a1d0ab3f10180d4e03f691db11bebdc414cf7480"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"a95176841d08cab0aad79106f142a24ceaa76ba62a99e7401eb7b44f0769c3db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"28a1bbd80655a5265c879800ab133576b3a6b759f179a74f998db3c6437203cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91ad0556d27763a8946296873d93a0fbfb8ba424921bbbe9aab32b839f360dee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"911f63e9027eed34bb3d0e4ba75f726b0abdc771b68f8dcc7515dded47188240"}]},{"symbol":"IFRA","date":"2026-08-11","iv_pct":29.89940231013233,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.827210216110025,"put_iv_pct":50.11033694344164},{"expiry":"2026-09-18","call_iv_pct":31.486888888888892,"put_iv_pct":29.97171717171717},{"expiry":"2026-11-20","call_iv_pct":22.59400835073069,"put_iv_pct":23.70222816399287},{"expiry":"2027-02-19","call_iv_pct":17.813333333333333,"put_iv_pct":20.689495412844035}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d796c500aa9cfd2c57be897c21863771a5808402a41f4fd3a9d22ceb87dfc380","captured_at":"2026-10-24T12:28:49.867882+00:00","observed_at":"2026-08-11T15:59:00-04:00","session_close_at":"2026-08-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"262f69fa50045ce37033ffa0a51bf47fa56c41987d3ece0bf41de33ac1232986"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"a95176841d08cab0aad79106f142a24ceaa76ba62a99e7401eb7b44f0769c3db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"28a1bbd80655a5265c879800ab133576b3a6b759f179a74f998db3c6437203cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91ad0556d27763a8946296873d93a0fbfb8ba424921bbbe9aab32b839f360dee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"911f63e9027eed34bb3d0e4ba75f726b0abdc771b68f8dcc7515dded47188240"}]},{"symbol":"IFRA","date":"2026-08-12","iv_pct":30.059404431706636,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":45.626238532110094,"put_iv_pct":50.57440518256773},{"expiry":"2026-09-18","call_iv_pct":32.918586956521736,"put_iv_pct":29.193985611510794},{"expiry":"2026-11-20","call_iv_pct":22.696557377049178,"put_iv_pct":21.77588996763754},{"expiry":"2027-02-19","call_iv_pct":18.850515222482436,"put_iv_pct":18.839056603773585}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"99d7843ed87062f24f887829ef5d90f56362c88202676b3d0c8409726fda2759","captured_at":"2026-10-24T12:28:47.958250+00:00","observed_at":"2026-08-12T15:59:00-04:00","session_close_at":"2026-08-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"82fcc8e339f5ad345cc8841f81814eed65c0c149f09bd26058eab79c2c49f9e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"a95176841d08cab0aad79106f142a24ceaa76ba62a99e7401eb7b44f0769c3db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"28a1bbd80655a5265c879800ab133576b3a6b759f179a74f998db3c6437203cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91ad0556d27763a8946296873d93a0fbfb8ba424921bbbe9aab32b839f360dee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"911f63e9027eed34bb3d0e4ba75f726b0abdc771b68f8dcc7515dded47188240"}]},{"symbol":"IFRA","date":"2026-08-13","iv_pct":32.237556944982146,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":59.010394836750194,"put_iv_pct":54.627591687041566},{"expiry":"2026-09-18","call_iv_pct":33.26582959641255,"put_iv_pct":29.48303571428572},{"expiry":"2026-11-20","call_iv_pct":21.933380281690145,"put_iv_pct":21.213212520593082},{"expiry":"2027-02-19","call_iv_pct":18.666040268456374,"put_iv_pct":19.70097065462754}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff7896bde9f9dfe8eb7cac94f4a2431264dfcf0e50efeb9e7351f35634f88171","captured_at":"2026-10-24T12:28:46.513038+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"e222c63ed8055cc2cb504b57ecc42af83f62971fa263a878b3bf21a5cc486d86"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"a95176841d08cab0aad79106f142a24ceaa76ba62a99e7401eb7b44f0769c3db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"28a1bbd80655a5265c879800ab133576b3a6b759f179a74f998db3c6437203cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91ad0556d27763a8946296873d93a0fbfb8ba424921bbbe9aab32b839f360dee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"911f63e9027eed34bb3d0e4ba75f726b0abdc771b68f8dcc7515dded47188240"}]},{"symbol":"IFRA","date":"2026-08-14","iv_pct":28.03358409248609,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":26.958760539629,"put_iv_pct":57.60078260869565},{"expiry":"2026-09-18","call_iv_pct":26.174337568058075,"put_iv_pct":30.699473684210528},{"expiry":"2026-11-20","call_iv_pct":22.088330308529944,"put_iv_pct":22.89188990825688},{"expiry":"2027-02-19","call_iv_pct":17.640109409190373,"put_iv_pct":20.214988713318284}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a981fbc79234ed8543bc84c98cf9c00b2605dd47eeaed76bcbedf9981f134dd6","captured_at":"2026-10-24T12:28:44.868328+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"b7b209555972182907368cf1fd069e077e6798fe8ce2eec146e8b9a5f4c21986"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"a95176841d08cab0aad79106f142a24ceaa76ba62a99e7401eb7b44f0769c3db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"28a1bbd80655a5265c879800ab133576b3a6b759f179a74f998db3c6437203cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91ad0556d27763a8946296873d93a0fbfb8ba424921bbbe9aab32b839f360dee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"911f63e9027eed34bb3d0e4ba75f726b0abdc771b68f8dcc7515dded47188240"}]},{"symbol":"IFRA","date":"2026-08-17","iv_pct":33.687285110475116,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":55.429061833688685,"put_iv_pct":72.13167400881058},{"expiry":"2026-09-18","call_iv_pct":25.027023696682466,"put_iv_pct":31.82541428571428},{"expiry":"2026-11-20","call_iv_pct":22.793466666666667,"put_iv_pct":23.514647160068847},{"expiry":"2027-02-19","call_iv_pct":17.962384937238493,"put_iv_pct":20.814608294930874}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6ba2df8229b2114213bdd640aab34da39e946dbf9060c2f977d808221c6b378f","captured_at":"2026-10-24T12:28:40.669376+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"ab14a31523131f93bfc582542a699ec39abc4403936b332f5cddfde544d16130"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d47eb632b9f06fda6b614dc4ad8d262a2e27a9acb2ee2e67b58bcdb570795b33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"7df1df579256cc228fb79de52553f540c0c84ac446ab01f55c9000f9f4af7a5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5afc147633fb157b4593c2715e00bd05fa282d2ce3ede2d5f1becd9c26882a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"212f30fb28b188e856599a12cf376a6dab6d8fe0c5b91efaa558a422fca7cd40"}]},{"symbol":"IFRA","date":"2026-08-18","iv_pct":39.41616745116299,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":89.80222312045272,"put_iv_pct":77.78915223336371},{"expiry":"2026-09-18","call_iv_pct":33.191939849624056,"put_iv_pct":29.58964421855146},{"expiry":"2026-11-20","call_iv_pct":25.41241379310345,"put_iv_pct":21.330772532188842},{"expiry":"2027-02-19","call_iv_pct":20.142743764172337,"put_iv_pct":18.070450097847356}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cb44599d8df11d9ebc35b35a56bcb06aa52874ff211e2ab76930e82d0b334ea9","captured_at":"2026-10-24T12:28:38.855476+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"26b64c780363b33146a1c13edbb41e1a8cfda3569a99a5ca73fc6c596bf05200"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d47eb632b9f06fda6b614dc4ad8d262a2e27a9acb2ee2e67b58bcdb570795b33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"7df1df579256cc228fb79de52553f540c0c84ac446ab01f55c9000f9f4af7a5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5afc147633fb157b4593c2715e00bd05fa282d2ce3ede2d5f1becd9c26882a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"212f30fb28b188e856599a12cf376a6dab6d8fe0c5b91efaa558a422fca7cd40"}]},{"symbol":"IFRA","date":"2026-08-19","iv_pct":43.13966888552902,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":102.38892039258451,"put_iv_pct":95.95219547775345},{"expiry":"2026-09-18","call_iv_pct":32.73534733441034,"put_iv_pct":30.523058690744918},{"expiry":"2026-11-20","call_iv_pct":24.202413793103446,"put_iv_pct":20.936363636363637},{"expiry":"2027-02-19","call_iv_pct":19.827875288683604,"put_iv_pct":18.551176470588235}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"56f4fb5b7760f1f10c68b2dd00929adcd30dc6f302c2bd88092478ae1347fdef","captured_at":"2026-10-24T12:28:36.956579+00:00","observed_at":"2026-08-19T15:59:00-04:00","session_close_at":"2026-08-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"ca9018715c4d086fafb4e5ca29286d9a65b122f0e8a4ecd01f11fb46ce816d35"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d47eb632b9f06fda6b614dc4ad8d262a2e27a9acb2ee2e67b58bcdb570795b33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"7df1df579256cc228fb79de52553f540c0c84ac446ab01f55c9000f9f4af7a5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5afc147633fb157b4593c2715e00bd05fa282d2ce3ede2d5f1becd9c26882a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"212f30fb28b188e856599a12cf376a6dab6d8fe0c5b91efaa558a422fca7cd40"}]},{"symbol":"IFRA","date":"2026-08-20","iv_pct":57.2021181053543,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":153.51573684210527,"put_iv_pct":141.44920903954804},{"expiry":"2026-09-18","call_iv_pct":34.28922734026746,"put_iv_pct":32.222650602409644},{"expiry":"2026-10-16","call_iv_pct":27.046989079563183,"put_iv_pct":24.65103448275862},{"expiry":"2026-11-20","call_iv_pct":22.133255813953486,"put_iv_pct":22.308841642228742}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"70e65d337c6ec5d6ba94223deb0dccb6053daebe9e1e9f315d7a540960ce5bc9","captured_at":"2026-10-24T12:28:35.396567+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"09dbfc8aa8893e1847cc2fc5eb3268a011bb99c50c3e1a84ee5bfc052f10586b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d47eb632b9f06fda6b614dc4ad8d262a2e27a9acb2ee2e67b58bcdb570795b33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"7df1df579256cc228fb79de52553f540c0c84ac446ab01f55c9000f9f4af7a5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9ee5824fdc3b8931e446a2cf85fecad0aae4dce74927b93e82eca2d52299c740"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5afc147633fb157b4593c2715e00bd05fa282d2ce3ede2d5f1becd9c26882a7"}]},{"symbol":"IFRA","date":"2026-08-21","iv_pct":26.426709140882874,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":34.838414839797636,"put_iv_pct":39.181168562564636},{"expiry":"2026-10-16","call_iv_pct":29.214990925589834,"put_iv_pct":24.961406044678057},{"expiry":"2026-11-20","call_iv_pct":25.754497991967867,"put_iv_pct":18.153786982248523},{"expiry":"2027-02-19","call_iv_pct":20.669794520547946,"put_iv_pct":18.639613259668508}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a6343ad50dbfc098d74ffa61e6c9cee5a91e852d17acf5df7d74ac4b977b3f31","captured_at":"2026-10-24T12:28:32.213996+00:00","observed_at":"2026-08-21T15:59:00-04:00","session_close_at":"2026-08-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"f06293f4518bf08e94f4695fcebefc5d45d23d838955f345eea4c0dee4a8e3cd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"7df1df579256cc228fb79de52553f540c0c84ac446ab01f55c9000f9f4af7a5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9ee5824fdc3b8931e446a2cf85fecad0aae4dce74927b93e82eca2d52299c740"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5afc147633fb157b4593c2715e00bd05fa282d2ce3ede2d5f1becd9c26882a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"212f30fb28b188e856599a12cf376a6dab6d8fe0c5b91efaa558a422fca7cd40"}]},{"symbol":"IFRA","date":"2026-08-24","iv_pct":26.314825860762568,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":36.3463184079602,"put_iv_pct":35.32126506024096},{"expiry":"2026-10-16","call_iv_pct":28.372514395393473,"put_iv_pct":27.55550279329609},{"expiry":"2026-11-20","call_iv_pct":24.484571428571428,"put_iv_pct":18.98686786296901},{"expiry":"2027-02-19","call_iv_pct":19.44668888888889,"put_iv_pct":20.00487804878049}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"49b22cdfc4499ccc3f4fa557defd6581cee4d9ecd1e0227d08c66efe6c613190","captured_at":"2026-10-24T12:28:27.690652+00:00","observed_at":"2026-08-24T15:59:00-04:00","session_close_at":"2026-08-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"a7cfdf3a2716badf9823765f97d73e0502482cad8bf3a2970292152c9c23dea7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"1c03921d87bd008becd13462edfe2206b1f8ca82a1b7b5a54ef8a01d1480a108"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7e996e3c917b02684fde0574d3163896932ed72406fccd0565af26ff665874a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b04ef852e33d01292c02a41f505122655a84711c49b5c67a82066e1efcc9af01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0b483e0c6a7c11bf3bb06f9b7ab42a06f68e88537a8841e8050bcc714ca49428"}]},{"symbol":"IFRA","date":"2026-08-25","iv_pct":24.841067453269183,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":37.54642356241234,"put_iv_pct":26.240021715526595},{"expiry":"2026-10-16","call_iv_pct":28.669999999999995,"put_iv_pct":25.61367684478371},{"expiry":"2026-11-20","call_iv_pct":25.006175298804784,"put_iv_pct":15.879573770491803},{"expiry":"2027-02-19","call_iv_pct":20.50675294117647,"put_iv_pct":19.265915492957745}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d56efd3c6169b98be27a3e6d140786950b10c7789bcb4d6fbc74dee9b5d7b4d6","captured_at":"2026-10-24T12:28:25.919465+00:00","observed_at":"2026-08-25T15:59:00-04:00","session_close_at":"2026-08-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"c1654f62b6a89b976594a8469352cfe3e26a27c967019d8d35fd6157db38cc9b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"1c03921d87bd008becd13462edfe2206b1f8ca82a1b7b5a54ef8a01d1480a108"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7e996e3c917b02684fde0574d3163896932ed72406fccd0565af26ff665874a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b04ef852e33d01292c02a41f505122655a84711c49b5c67a82066e1efcc9af01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0b483e0c6a7c11bf3bb06f9b7ab42a06f68e88537a8841e8050bcc714ca49428"}]},{"symbol":"IFRA","date":"2026-08-26","iv_pct":27.151120352814182,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.62318820224719,"put_iv_pct":38.91282786885246},{"expiry":"2026-10-16","call_iv_pct":28.606565977742456,"put_iv_pct":27.13853881278539},{"expiry":"2026-11-20","call_iv_pct":23.291481481481483,"put_iv_pct":23.86937806873977},{"expiry":"2027-02-19","call_iv_pct":18.444073319755603,"put_iv_pct":21.32290909090909}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b6403326873edfaf27438d615c89d2585e7681ed1a34a8ee08f8618eb51950e9","captured_at":"2026-10-24T12:28:24.039402+00:00","observed_at":"2026-08-26T15:59:00-04:00","session_close_at":"2026-08-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"1226e6697f04def946c908f822cb0dd85041642525939e1a33ac6f735a6cfe99"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"1c03921d87bd008becd13462edfe2206b1f8ca82a1b7b5a54ef8a01d1480a108"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7e996e3c917b02684fde0574d3163896932ed72406fccd0565af26ff665874a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b04ef852e33d01292c02a41f505122655a84711c49b5c67a82066e1efcc9af01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0b483e0c6a7c11bf3bb06f9b7ab42a06f68e88537a8841e8050bcc714ca49428"}]},{"symbol":"IFRA","date":"2026-08-27","iv_pct":27.451264019838778,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":36.78878195488722,"put_iv_pct":40.61006157635468},{"expiry":"2026-10-16","call_iv_pct":30.207101449275363,"put_iv_pct":26.86834502103787},{"expiry":"2026-11-20","call_iv_pct":24.649353049907578,"put_iv_pct":20.111641337386015},{"expiry":"2027-02-19","call_iv_pct":19.98339325842697,"put_iv_pct":20.39143451143451}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf355c696fd023b12591e132afdd2d242b6587d8a460aac97278cb355ec966ca","captured_at":"2026-10-24T12:28:22.290244+00:00","observed_at":"2026-08-27T15:59:00-04:00","session_close_at":"2026-08-27T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"c18eb911a9664f7047b08544caa449df15a3e38753c239ec995c4ff7429dc65d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"1c03921d87bd008becd13462edfe2206b1f8ca82a1b7b5a54ef8a01d1480a108"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7e996e3c917b02684fde0574d3163896932ed72406fccd0565af26ff665874a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b04ef852e33d01292c02a41f505122655a84711c49b5c67a82066e1efcc9af01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0b483e0c6a7c11bf3bb06f9b7ab42a06f68e88537a8841e8050bcc714ca49428"}]},{"symbol":"IFRA","date":"2026-08-28","iv_pct":26.21413985280575,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.263333333333335,"put_iv_pct":38.74432653061224},{"expiry":"2026-10-16","call_iv_pct":30.202079207920796,"put_iv_pct":26.239142053445853},{"expiry":"2026-11-20","call_iv_pct":25.531275167785232,"put_iv_pct":15.628241500586162},{"expiry":"2027-02-19","call_iv_pct":21.25485260770975,"put_iv_pct":18.849868421052633}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fb1239a647d9fe2b592be08b5840221475308e9a2f8c481b3e5b2fb0d6abf713","captured_at":"2026-10-24T12:28:20.628594+00:00","observed_at":"2026-08-28T15:59:00-04:00","session_close_at":"2026-08-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"7aa82b16f52e920e262529194177a594928115919b116fa7b73c308d27327903"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"1c03921d87bd008becd13462edfe2206b1f8ca82a1b7b5a54ef8a01d1480a108"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7e996e3c917b02684fde0574d3163896932ed72406fccd0565af26ff665874a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b04ef852e33d01292c02a41f505122655a84711c49b5c67a82066e1efcc9af01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0b483e0c6a7c11bf3bb06f9b7ab42a06f68e88537a8841e8050bcc714ca49428"}]},{"symbol":"IFRA","date":"2026-08-31","iv_pct":29.092250086578645,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":42.97497576736672,"put_iv_pct":43.299355},{"expiry":"2026-10-16","call_iv_pct":30.95796226415094,"put_iv_pct":28.279780521262005},{"expiry":"2026-11-20","call_iv_pct":25.621550094517957,"put_iv_pct":20.85149917627677},{"expiry":"2027-02-19","call_iv_pct":20.068893805309735,"put_iv_pct":20.68398406374502}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7771e1c5aca9685da736ef6cab6ea30432573d3259c84ef5ebf0b35e16fddef0","captured_at":"2026-10-24T12:28:16.460615+00:00","observed_at":"2026-08-31T15:59:00-04:00","session_close_at":"2026-08-31T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"f7bf10ea8fe2c7964d656d66c2e9fd4b264c11a10b0f44bfcb0bd8522b0e6aab"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"e8df13f01c7e4e682c1ebe6acb27fe17abd20f42296229cb6abe5767145d3cbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d793bc99c4933aca586ad88c27d8a1353f7b3524fa67e94ae02e819e7abb72f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5d042787ebe9fd400e2a1f66b57661bb2572c5b9341f5af56ab7134f5846aaaa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b197ff66428cfd3a5ae40cdf8627c2eb996811df4293f0e1f74b48da1ef51d84"}]},{"symbol":"IFRA","date":"2026-09-01","iv_pct":27.831230643989038,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.83655509065551,"put_iv_pct":41.103199999999994},{"expiry":"2026-10-16","call_iv_pct":31.454897959183675,"put_iv_pct":27.670265486725665},{"expiry":"2026-11-20","call_iv_pct":14.756291759465482,"put_iv_pct":23.279175},{"expiry":"2027-02-19","call_iv_pct":20.57208510638298,"put_iv_pct":19.977374749498995}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5dc6187ae7666010d5eec8453ebcbff72cfb0dd769bf3bf8f9603791d89d03d9","captured_at":"2026-10-24T12:28:13.463174+00:00","observed_at":"2026-09-01T15:59:00-04:00","session_close_at":"2026-09-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"2c77fcfdc0ea5635342878577f7e448f48d22a9c730f97336d5f37526089da78"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"5c8bfbe1326931308d17f9884315ff1cba7245df6afc513cacd3e99f7f7756b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"73713645b3303664d2c7dfd8ad53b3ec34c79cf713669e3a86bfc64541ddc24a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b8ab44cd61c9669d1fca5131afe00ec0ebddf40291bae8bc638762ba4038a99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc5add6b4496acc1111627ede7e498efaf15a9cab3dda3e0b56af5912041d4cf"}]},{"symbol":"IFRA","date":"2026-09-02","iv_pct":29.94832018100829,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.283529411764704,"put_iv_pct":46.1001364764268},{"expiry":"2026-10-16","call_iv_pct":31.294,"put_iv_pct":30.462582781456955},{"expiry":"2026-11-20","call_iv_pct":24.39852125693161,"put_iv_pct":23.31805142083897},{"expiry":"2027-02-19","call_iv_pct":19.439954233409612,"put_iv_pct":21.289785867237686}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff726c1fa6fd4f45f420644ed28cb0344c1b52721a3032866d8ed927084ba734","captured_at":"2026-10-24T12:28:11.602785+00:00","observed_at":"2026-09-02T15:59:00-04:00","session_close_at":"2026-09-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"a8cb2bd16c41dfb9e59acfbffeb609d250d17bd74eb41e5255bdf55b14f26986"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"5c8bfbe1326931308d17f9884315ff1cba7245df6afc513cacd3e99f7f7756b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"73713645b3303664d2c7dfd8ad53b3ec34c79cf713669e3a86bfc64541ddc24a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b8ab44cd61c9669d1fca5131afe00ec0ebddf40291bae8bc638762ba4038a99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc5add6b4496acc1111627ede7e498efaf15a9cab3dda3e0b56af5912041d4cf"}]},{"symbol":"IFRA","date":"2026-09-03","iv_pct":26.710150719436502,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":45.06039872408294,"put_iv_pct":24.93286212914484},{"expiry":"2026-10-16","call_iv_pct":31.163560209424084,"put_iv_pct":28.802470588235295},{"expiry":"2026-11-20","call_iv_pct":24.145110732538328,"put_iv_pct":19.76941520467836},{"expiry":"2027-02-19","call_iv_pct":19.5591341991342,"put_iv_pct":20.24825396825397}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"18064124cc9762ca179afd8b4f8ea50508d78b85b0efea7e87c67d020a1a54aa","captured_at":"2026-10-24T12:28:09.794374+00:00","observed_at":"2026-09-03T15:59:00-04:00","session_close_at":"2026-09-03T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"bf9e9c3fa9aea00c952736496eedc7b8fa204ca73238878cff973e8037fc9d97"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"5c8bfbe1326931308d17f9884315ff1cba7245df6afc513cacd3e99f7f7756b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"73713645b3303664d2c7dfd8ad53b3ec34c79cf713669e3a86bfc64541ddc24a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b8ab44cd61c9669d1fca5131afe00ec0ebddf40291bae8bc638762ba4038a99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc5add6b4496acc1111627ede7e498efaf15a9cab3dda3e0b56af5912041d4cf"}]},{"symbol":"IFRA","date":"2026-09-04","iv_pct":28.474614471779656,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":46.49764124293785,"put_iv_pct":39.17087470449173},{"expiry":"2026-10-16","call_iv_pct":32.076288,"put_iv_pct":29.917132132132135},{"expiry":"2026-11-20","call_iv_pct":23.64134490238612,"put_iv_pct":16.489398148148148},{"expiry":"2027-02-19","call_iv_pct":18.711462450592883,"put_iv_pct":21.29277419354839}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"25f8bb9b081bd17acb111ec0aaadbf7fbfa36a9ee45777fa9b517a7f9f02b111","captured_at":"2026-10-24T12:28:08.092218+00:00","observed_at":"2026-09-04T15:59:00-04:00","session_close_at":"2026-09-04T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"0c7c1a300c0d14a917493251d8de1d12207dc26acc239c5dc159082783b708cf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"5c8bfbe1326931308d17f9884315ff1cba7245df6afc513cacd3e99f7f7756b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"73713645b3303664d2c7dfd8ad53b3ec34c79cf713669e3a86bfc64541ddc24a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b8ab44cd61c9669d1fca5131afe00ec0ebddf40291bae8bc638762ba4038a99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc5add6b4496acc1111627ede7e498efaf15a9cab3dda3e0b56af5912041d4cf"}]},{"symbol":"IFRA","date":"2026-09-08","iv_pct":31.806442129054908,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":55.00000000000001,"put_iv_pct":58.19310421286033},{"expiry":"2026-10-16","call_iv_pct":33.278953488372096,"put_iv_pct":29.492658064516124},{"expiry":"2026-11-20","call_iv_pct":24.249423459244536,"put_iv_pct":14.930165745856355},{"expiry":"2027-02-19","call_iv_pct":19.035728155339807,"put_iv_pct":20.27150390625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2b9ccfb157c0dbbfd657b7ff39ed9800caa0328e05e7d1db095400042e8e8fbd","captured_at":"2026-10-24T12:28:03.119916+00:00","observed_at":"2026-09-08T15:59:00-04:00","session_close_at":"2026-09-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"5cf4595e585190dfbb93fd7bb3f067539b51a9bff16f6e7189b51cbc3a6784e3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d61f28b0ba19bd18af8b1961cb25b4303245260533b196e18e8d84d8a29f00be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2d56b6ba3516e3ebfbe59ebc0e69c27b536c1325731291389eb3d8ce0a55de32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2cbbd25017ca22d8c18f454560ac3faa7074bb2fecf367c0914762955522ab7d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78e06b747a266b0132c0e56292c92b554a9b8b1a13843308a05f886cbcc5964b"}]},{"symbol":"IFRA","date":"2026-09-09","iv_pct":30.421666111619793,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":59.887620632279535,"put_iv_pct":32.29227848101265},{"expiry":"2026-10-16","call_iv_pct":33.85979816513761,"put_iv_pct":30.969646017699116},{"expiry":"2026-11-20","call_iv_pct":24.66105263157895,"put_iv_pct":21.989465811965808},{"expiry":"2027-02-19","call_iv_pct":20.33,"put_iv_pct":19.38346715328467}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9e3fc6a00f6123795de91cd456da02de38662e7912f913661a380bb91292aaa9","captured_at":"2026-10-24T12:28:01.133113+00:00","observed_at":"2026-09-09T15:59:00-04:00","session_close_at":"2026-09-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"e7286eb2566b452a75ebb80bcd00a678039d0ea82aa18e5dc000c9ac665c532e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d61f28b0ba19bd18af8b1961cb25b4303245260533b196e18e8d84d8a29f00be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2d56b6ba3516e3ebfbe59ebc0e69c27b536c1325731291389eb3d8ce0a55de32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2cbbd25017ca22d8c18f454560ac3faa7074bb2fecf367c0914762955522ab7d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78e06b747a266b0132c0e56292c92b554a9b8b1a13843308a05f886cbcc5964b"}]},{"symbol":"IFRA","date":"2026-09-10","iv_pct":34.1446014765191,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":63.18574468085105,"put_iv_pct":60.75919406150584},{"expiry":"2026-10-16","call_iv_pct":34.38994966442953,"put_iv_pct":31.274700636942676},{"expiry":"2026-11-20","call_iv_pct":17.1491,"put_iv_pct":25.34017937219731},{"expiry":"2027-02-19","call_iv_pct":20.735,"put_iv_pct":20.322943396226414}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f485f8b9928576f0cd8db21e569d8c9aed4b668c54797fe7843aaf6be0f2b5d6","captured_at":"2026-10-24T12:27:59.302757+00:00","observed_at":"2026-09-10T15:59:00-04:00","session_close_at":"2026-09-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"47075928305dfbf6fd5c8da33fd137c97f1354b5adc82e34ad59ffdc71e523ce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d61f28b0ba19bd18af8b1961cb25b4303245260533b196e18e8d84d8a29f00be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2d56b6ba3516e3ebfbe59ebc0e69c27b536c1325731291389eb3d8ce0a55de32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2cbbd25017ca22d8c18f454560ac3faa7074bb2fecf367c0914762955522ab7d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78e06b747a266b0132c0e56292c92b554a9b8b1a13843308a05f886cbcc5964b"}]},{"symbol":"IFRA","date":"2026-09-11","iv_pct":35.06668737906438,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":65.12458950201885,"put_iv_pct":57.05645652173913},{"expiry":"2026-10-16","call_iv_pct":34.21325301204819,"put_iv_pct":31.43368345323741},{"expiry":"2026-11-20","call_iv_pct":26.59107723577236,"put_iv_pct":24.99719266055046},{"expiry":"2027-02-19","call_iv_pct":20.663716075156575,"put_iv_pct":20.45353057199211}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"176fa449c6e499ee53e99eedf0ef5d7b3fcfbde5c2c454b263ab0f6d0b5f3486","captured_at":"2026-10-24T12:27:57.190061+00:00","observed_at":"2026-09-11T15:59:00-04:00","session_close_at":"2026-09-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"4fd43d218b7ce3d4405942b37abf84270955915eda489cca9eaa0d81688a932b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d61f28b0ba19bd18af8b1961cb25b4303245260533b196e18e8d84d8a29f00be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2d56b6ba3516e3ebfbe59ebc0e69c27b536c1325731291389eb3d8ce0a55de32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2cbbd25017ca22d8c18f454560ac3faa7074bb2fecf367c0914762955522ab7d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78e06b747a266b0132c0e56292c92b554a9b8b1a13843308a05f886cbcc5964b"}]},{"symbol":"IFRA","date":"2026-09-14","iv_pct":41.311408715622726,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":86.77752988047808,"put_iv_pct":83.23534798534799},{"expiry":"2026-10-16","call_iv_pct":36.381748878923766,"put_iv_pct":33.116676258992804},{"expiry":"2026-11-20","call_iv_pct":17.84969111969112,"put_iv_pct":31.497832744405187},{"expiry":"2027-02-19","call_iv_pct":21.1965,"put_iv_pct":20.43594285714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1d19013e5a9d44b69cfaa08715138ab387aa8ae1beb759ef085318ae9f0b42f1","captured_at":"2026-10-24T12:27:55.170790+00:00","observed_at":"2026-09-14T15:59:00-04:00","session_close_at":"2026-09-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"d713f22839f6cac00a66b88752c56ad8bd3eaf0d78a4272498bc533a75a3e79b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"d61f28b0ba19bd18af8b1961cb25b4303245260533b196e18e8d84d8a29f00be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2d56b6ba3516e3ebfbe59ebc0e69c27b536c1325731291389eb3d8ce0a55de32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2cbbd25017ca22d8c18f454560ac3faa7074bb2fecf367c0914762955522ab7d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78e06b747a266b0132c0e56292c92b554a9b8b1a13843308a05f886cbcc5964b"}]},{"symbol":"IFRA","date":"2026-09-15","iv_pct":46.08083291579607,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":103.73382352941177,"put_iv_pct":91.97082174462705},{"expiry":"2026-10-16","call_iv_pct":38.1968115942029,"put_iv_pct":34.34085505735141},{"expiry":"2026-11-20","call_iv_pct":29.058206521739127,"put_iv_pct":28.891210191082795},{"expiry":"2027-02-19","call_iv_pct":22.113396226415095,"put_iv_pct":20.341538461538462}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"471a4e39177f57bbd202ad4a43a5a3b23cf049832d5b9ef4184ab15b7acdbae1","captured_at":"2026-10-24T12:27:50.168037+00:00","observed_at":"2026-09-15T15:59:00-04:00","session_close_at":"2026-09-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"bccba249bd1fab7540a75b0599bb82558ecfda8d220d0b3adb7ee2009ea1ccef"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"05b2057bc35834866b16f7b282272c6f1ad10dacbfa12a3d475eae1b056408ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"47348f160a652d442a1198055a275c8072f1fb2456234a7d782e76f088e98e16"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"210e2af59804db7f79670541d524e172f1d8229e1c62c6eefaea2f4174a62460"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cdf6e670ea39c5e212d27f97225bbe8b4a24246771f25b690d0818a8d1340bdd"}]},{"symbol":"IFRA","date":"2026-09-16","iv_pct":50.245008692979354,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":121.04470167064439,"put_iv_pct":108.00121980676329},{"expiry":"2026-10-16","call_iv_pct":37.31789103690685,"put_iv_pct":33.587253886010366},{"expiry":"2026-11-20","call_iv_pct":29.738491803278695,"put_iv_pct":30.357359307359307},{"expiry":"2027-02-19","call_iv_pct":21.9059375,"put_iv_pct":20.007214532871973}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa06b849b2f341897dd7125a5201ef8dba5b505301acce36cdac862b489ec576","captured_at":"2026-10-24T12:27:48.087898+00:00","observed_at":"2026-09-16T15:59:00-04:00","session_close_at":"2026-09-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"a7119ddd6e617ab87523aa6d28883574bd19f06c634ffd4eb5b3334b8f35ecb8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"05b2057bc35834866b16f7b282272c6f1ad10dacbfa12a3d475eae1b056408ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"47348f160a652d442a1198055a275c8072f1fb2456234a7d782e76f088e98e16"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"210e2af59804db7f79670541d524e172f1d8229e1c62c6eefaea2f4174a62460"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cdf6e670ea39c5e212d27f97225bbe8b4a24246771f25b690d0818a8d1340bdd"}]},{"symbol":"IFRA","date":"2026-09-17","iv_pct":61.81106744979348,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":168.2954347826087,"put_iv_pct":155.40941532258063},{"expiry":"2026-10-16","call_iv_pct":38.401912751677855,"put_iv_pct":34.52855769230769},{"expiry":"2026-11-20","call_iv_pct":22.675694444444442,"put_iv_pct":32.82701030927835},{"expiry":"2027-02-19","call_iv_pct":22.067926267281106,"put_iv_pct":20.282588028169013}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a6bf78eb44812395dc8517ad7dbaa958c540de099dcfc6b50e646b2be6aee971","captured_at":"2026-10-24T12:27:46.242349+00:00","observed_at":"2026-09-17T15:59:00-04:00","session_close_at":"2026-09-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"3b0b1378283c8fac89d45e7b74667e38572f531fe12f4d12531fd05c0b3ccd01"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"05b2057bc35834866b16f7b282272c6f1ad10dacbfa12a3d475eae1b056408ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"47348f160a652d442a1198055a275c8072f1fb2456234a7d782e76f088e98e16"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"210e2af59804db7f79670541d524e172f1d8229e1c62c6eefaea2f4174a62460"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cdf6e670ea39c5e212d27f97225bbe8b4a24246771f25b690d0818a8d1340bdd"}]},{"symbol":"IFRA","date":"2026-09-18","iv_pct":25.032206651872713,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.940000000000005,"put_iv_pct":23.59272727272728},{"expiry":"2026-11-20","call_iv_pct":29.496322869955154,"put_iv_pct":28.297484008528777},{"expiry":"2027-02-19","call_iv_pct":21.382910798122065,"put_iv_pct":20.39},{"expiry":"2027-05-21","call_iv_pct":18.773084112149533,"put_iv_pct":19.38512415349887}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0307ee775d6bc9be63cd0b128f60649b01a6a22f48771597df8ded3ac336b715","captured_at":"2026-10-24T12:27:41.739605+00:00","observed_at":"2026-09-18T15:59:00-04:00","session_close_at":"2026-09-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"8b3133867f94c018d8f6c0ca16ff5ce55c662ff64564eb8c59af651efbfef19e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"47348f160a652d442a1198055a275c8072f1fb2456234a7d782e76f088e98e16"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"210e2af59804db7f79670541d524e172f1d8229e1c62c6eefaea2f4174a62460"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cdf6e670ea39c5e212d27f97225bbe8b4a24246771f25b690d0818a8d1340bdd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e8660b009016bc97c3dbdd92404f2118b63fedd6edd24348ffc989f9f9f29e88"}]},{"symbol":"IFRA","date":"2026-09-21","iv_pct":26.111345942675037,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":36.314892761394105,"put_iv_pct":33.76369346733668},{"expiry":"2026-11-20","call_iv_pct":30.40710556186152,"put_iv_pct":27.607883817427386},{"expiry":"2027-02-19","call_iv_pct":22.11347280334728,"put_iv_pct":20.547985212569316},{"expiry":"2027-05-21","call_iv_pct":19.03811059907834,"put_iv_pct":19.09762331838565}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5075d73f61ce08a6f6dbf07140a89f42e5a3523e9019986f476233e8bcd161de","captured_at":"2026-10-24T12:27:08.989075+00:00","observed_at":"2026-09-21T15:59:00-04:00","session_close_at":"2026-09-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"4dbacb092723d652214eaaee803e578c3d40d238bfd44249eb8ec928cff51872"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"47348f160a652d442a1198055a275c8072f1fb2456234a7d782e76f088e98e16"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"210e2af59804db7f79670541d524e172f1d8229e1c62c6eefaea2f4174a62460"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cdf6e670ea39c5e212d27f97225bbe8b4a24246771f25b690d0818a8d1340bdd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e8660b009016bc97c3dbdd92404f2118b63fedd6edd24348ffc989f9f9f29e88"}]},{"symbol":"IFRA","date":"2026-09-22","iv_pct":25.952700946379494,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.16285714285715,"put_iv_pct":35.306202365308806},{"expiry":"2026-11-20","call_iv_pct":26.430358056265984,"put_iv_pct":28.925524625267666},{"expiry":"2027-02-19","call_iv_pct":21.25406374501992,"put_iv_pct":20.738022598870053},{"expiry":"2027-05-21","call_iv_pct":18.19915178571429,"put_iv_pct":19.605427251732102}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fd5776caa8dab55ecda5300afa1f67fa7f72d58e99903607305ec17dce96597d","captured_at":"2026-10-24T12:27:04.302403+00:00","observed_at":"2026-09-22T15:59:00-04:00","session_close_at":"2026-09-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"77d5e07c8c47e60474a18920241d35d851ae290c76af23bf19aef038f9d1bdfc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"8d6a17030622392a8a119035bc6a6a2a624af5009b3b5693d24d754c38ce27af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6232503521a2908c22e3e283e11d64abe15f463a1a5d5dcb79de4da46671675b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d93cdb39d9835a434141e3f976cd585d6c117981c03cba331a7b65b50ca3f5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09958e9aa70da7d8361873370debd8a1972046ffe2b110c23f67f7ac30773aa4"}]},{"symbol":"IFRA","date":"2026-09-23","iv_pct":26.24436515776796,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.3984,"put_iv_pct":34.693003095975236},{"expiry":"2026-11-20","call_iv_pct":29.875061946902655,"put_iv_pct":26.428758620689656},{"expiry":"2027-02-19","call_iv_pct":21.63,"put_iv_pct":20.516264656616418},{"expiry":"2027-05-21","call_iv_pct":19.35178660049628,"put_iv_pct":19.061646341463415}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8ec765434b39b9ac531907d233154eaa511be4a6b818d3b6235fded72b59867a","captured_at":"2026-10-24T12:27:02.477839+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"83c85ff0620daa3891649143105704c6ef656b1180b30775cab8d085341a4733"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"8d6a17030622392a8a119035bc6a6a2a624af5009b3b5693d24d754c38ce27af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6232503521a2908c22e3e283e11d64abe15f463a1a5d5dcb79de4da46671675b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d93cdb39d9835a434141e3f976cd585d6c117981c03cba331a7b65b50ca3f5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09958e9aa70da7d8361873370debd8a1972046ffe2b110c23f67f7ac30773aa4"}]},{"symbol":"IFRA","date":"2026-09-24","iv_pct":26.447407395934455,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.869504021447725,"put_iv_pct":35.68565217391304},{"expiry":"2026-11-20","call_iv_pct":29.54860759493671,"put_iv_pct":25.791880000000006},{"expiry":"2027-02-19","call_iv_pct":20.967457627118645,"put_iv_pct":20.716143911439115},{"expiry":"2027-05-21","call_iv_pct":19.614754098360656,"put_iv_pct":19.38525974025974}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9eb9995ace58c54be6708ba4ee7c70b8b68fd39df5cb3af7199c3ea76266f06a","captured_at":"2026-10-24T12:27:00.255640+00:00","observed_at":"2026-09-24T15:59:00-04:00","session_close_at":"2026-09-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"3b19985cfb73f7b98d37e95021d2e3f514d2a7ee4fc40d771380585b6f03d157"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"8d6a17030622392a8a119035bc6a6a2a624af5009b3b5693d24d754c38ce27af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6232503521a2908c22e3e283e11d64abe15f463a1a5d5dcb79de4da46671675b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d93cdb39d9835a434141e3f976cd585d6c117981c03cba331a7b65b50ca3f5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09958e9aa70da7d8361873370debd8a1972046ffe2b110c23f67f7ac30773aa4"}]},{"symbol":"IFRA","date":"2026-09-25","iv_pct":26.36790441959316,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.50187125748503,"put_iv_pct":36.54272340425532},{"expiry":"2026-11-20","call_iv_pct":29.1427205882353,"put_iv_pct":26.05481941309255},{"expiry":"2027-02-19","call_iv_pct":19.274031413612565,"put_iv_pct":21.757907869481766},{"expiry":"2027-05-21","call_iv_pct":19.296078886310905,"put_iv_pct":21.373082524271847}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff02b286459ae98655b16694609d9a7c520fc21b2feceba00dbbc25e21f3145e","captured_at":"2026-10-24T12:26:58.448863+00:00","observed_at":"2026-09-25T15:59:00-04:00","session_close_at":"2026-09-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"4c6ae1c2a6b4ad1eff77d808c365a68424e2377eff744cefeef1473c0862ce57"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"8d6a17030622392a8a119035bc6a6a2a624af5009b3b5693d24d754c38ce27af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6232503521a2908c22e3e283e11d64abe15f463a1a5d5dcb79de4da46671675b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d93cdb39d9835a434141e3f976cd585d6c117981c03cba331a7b65b50ca3f5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09958e9aa70da7d8361873370debd8a1972046ffe2b110c23f67f7ac30773aa4"}]},{"symbol":"IFRA","date":"2026-09-28","iv_pct":26.982809439028166,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.09828996282528,"put_iv_pct":37.95697459584296},{"expiry":"2026-11-20","call_iv_pct":30.469713193116636,"put_iv_pct":26.744744744744743},{"expiry":"2027-02-19","call_iv_pct":21.718827037773362,"put_iv_pct":20.37164383561644},{"expiry":"2027-05-21","call_iv_pct":19.112153110047846,"put_iv_pct":19.390129032258066}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ab39319bdb919852de4226b7856af6ef9a99bfaebf8ef22c0d2196aa99c6b745","captured_at":"2026-10-24T12:26:56.697036+00:00","observed_at":"2026-09-28T15:59:00-04:00","session_close_at":"2026-09-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"e99f7ec2bd2d0578766cbc8240ecd1cacf6403d23069798fd3514cc6b2683a54"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"8d6a17030622392a8a119035bc6a6a2a624af5009b3b5693d24d754c38ce27af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6232503521a2908c22e3e283e11d64abe15f463a1a5d5dcb79de4da46671675b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d93cdb39d9835a434141e3f976cd585d6c117981c03cba331a7b65b50ca3f5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09958e9aa70da7d8361873370debd8a1972046ffe2b110c23f67f7ac30773aa4"}]},{"symbol":"IFRA","date":"2026-09-29","iv_pct":27.622134502508153,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.611116333725036,"put_iv_pct":39.33447653429603},{"expiry":"2026-11-20","call_iv_pct":29.836060037523453,"put_iv_pct":29.30823155216285},{"expiry":"2027-02-19","call_iv_pct":21.477306201550387,"put_iv_pct":21.525027932960896},{"expiry":"2027-05-21","call_iv_pct":18.48785046728972,"put_iv_pct":20.397006960556848}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f479fba37253d9867812b197cb7bcb4b1c805a4e2e332530db619657eae5efe","captured_at":"2026-10-24T12:26:51.234619+00:00","observed_at":"2026-09-29T15:59:00-04:00","session_close_at":"2026-09-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"708c74e8e8283d23d1cd639cede70ae17348e20b9e2922699a2525c588b1363c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"8c53a52e277059cd4b87561c5bd206f37c68139de96adc14f03919bf2ed49c01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"06ba275ab40d8d542350a3e56c366f641a7e9c94700fab134538684cbca45827"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"85b2dbb3c2a34359445bf95fa1f4bef7f6c91bacb68f9c71d01fce04ff08dd96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fba9cb84c8d34b9597bd9fffb4fe79965ffbaf7509ef8ac6739906fea41d095b"}]},{"symbol":"IFRA","date":"2026-09-30","iv_pct":27.87182829308594,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":42.93728629579376,"put_iv_pct":38.25662613981763},{"expiry":"2026-11-20","call_iv_pct":31.737078464106844,"put_iv_pct":27.668979591836727},{"expiry":"2027-02-19","call_iv_pct":23.254229074889867,"put_iv_pct":20.233},{"expiry":"2027-05-21","call_iv_pct":20.01,"put_iv_pct":18.87742677824268}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2e88d4bbc39206aeb8922a403e187fb7f4d38774a1d5a49a98e1fa8dba0b1753","captured_at":"2026-10-24T12:26:49.239740+00:00","observed_at":"2026-09-30T15:59:00-04:00","session_close_at":"2026-09-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"0f751e7b9043ef6427ef3d24f5c4d5f7c31207ca3714a5205344c00efa04b6b5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"8c53a52e277059cd4b87561c5bd206f37c68139de96adc14f03919bf2ed49c01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"06ba275ab40d8d542350a3e56c366f641a7e9c94700fab134538684cbca45827"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"85b2dbb3c2a34359445bf95fa1f4bef7f6c91bacb68f9c71d01fce04ff08dd96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fba9cb84c8d34b9597bd9fffb4fe79965ffbaf7509ef8ac6739906fea41d095b"}]},{"symbol":"IFRA","date":"2026-10-01","iv_pct":27.99497003639836,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.48128617363344,"put_iv_pct":41.09619834710744},{"expiry":"2026-11-20","call_iv_pct":29.085424954792042,"put_iv_pct":29.993491204330176},{"expiry":"2027-02-19","call_iv_pct":20.72138836772983,"put_iv_pct":22.630998043052834},{"expiry":"2027-05-21","call_iv_pct":17.9420814479638,"put_iv_pct":22.00889175257732}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4536b9bf21eabc0bc994556efca8a0a341c5c2173700309a442e67ce5311ad3b","captured_at":"2026-10-24T12:26:45.745990+00:00","observed_at":"2026-10-01T15:59:00-04:00","session_close_at":"2026-10-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"7b7626a0c002d6e93b6c8f5b8a72520e2259d5a918d9a14cf817daf4d6d11fc4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"02322a8057c244409c810b22ac80841e7264517b9afe0bfe292d6384ad0084b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45a310aebb215283d8bc6249a492dcfe24483e556f6f4f6e8d6ae8754fa5f5ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26305bbf5552a6909664ef3d17c1691945ceeab476e9233ab42212df2d138e08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ad23afeb966f0e6ebc2bed9354e1300d7b35620090825fd92ec6de7ac63af6e"}]},{"symbol":"IFRA","date":"2026-10-02","iv_pct":28.93998252102307,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.97165384615385,"put_iv_pct":42.00600000000001},{"expiry":"2026-11-20","call_iv_pct":30.938954983922827,"put_iv_pct":28.54536443148688},{"expiry":"2027-02-19","call_iv_pct":21.551906474820143,"put_iv_pct":23.359448818897636},{"expiry":"2027-05-21","call_iv_pct":18.732451612903226,"put_iv_pct":22.41408}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"54e76eab99a2e61eeede19112c20be68bf5f6ab863c002190d4925cad9c3db65","captured_at":"2026-10-24T12:26:43.868096+00:00","observed_at":"2026-10-02T15:59:00-04:00","session_close_at":"2026-10-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"a7d7bc21d7245235f0ef2fb1e87c1d85caf4632bb7cd6094a5cfaf1a75aa6193"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"02322a8057c244409c810b22ac80841e7264517b9afe0bfe292d6384ad0084b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45a310aebb215283d8bc6249a492dcfe24483e556f6f4f6e8d6ae8754fa5f5ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26305bbf5552a6909664ef3d17c1691945ceeab476e9233ab42212df2d138e08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ad23afeb966f0e6ebc2bed9354e1300d7b35620090825fd92ec6de7ac63af6e"}]},{"symbol":"IFRA","date":"2026-10-05","iv_pct":29.18244281798898,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":45.9501,"put_iv_pct":44.7812363238512},{"expiry":"2026-11-20","call_iv_pct":29.94735294117647,"put_iv_pct":29.88438864628821},{"expiry":"2027-02-19","call_iv_pct":21.541383399209487,"put_iv_pct":22.18409090909091},{"expiry":"2027-05-21","call_iv_pct":18.16768888888889,"put_iv_pct":21.003301435406698}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c8eb559c6fecaadcae9a8c55d574a9c46dbc2fdaae77c130de2dd1ccad1b0c24","captured_at":"2026-10-24T12:26:42.268523+00:00","observed_at":"2026-10-05T15:59:00-04:00","session_close_at":"2026-10-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"029c879c4a5d1fe801d7f1b3d21b8c2c6b21beb420c3eda97f933d61a149a408"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"02322a8057c244409c810b22ac80841e7264517b9afe0bfe292d6384ad0084b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45a310aebb215283d8bc6249a492dcfe24483e556f6f4f6e8d6ae8754fa5f5ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26305bbf5552a6909664ef3d17c1691945ceeab476e9233ab42212df2d138e08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ad23afeb966f0e6ebc2bed9354e1300d7b35620090825fd92ec6de7ac63af6e"}]},{"symbol":"IFRA","date":"2026-10-06","iv_pct":28.606293677210047,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.48239334027055,"put_iv_pct":46.711999999999996},{"expiry":"2026-11-20","call_iv_pct":17.947201365187713,"put_iv_pct":34.75049586776859},{"expiry":"2027-02-19","call_iv_pct":20.044682395644283,"put_iv_pct":22.81089171974522},{"expiry":"2027-05-21","call_iv_pct":18.18911330049261,"put_iv_pct":21.91357142857143}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"06eaf02cc415fcf015da899891c9fbf68206e46c441bd1ed7509bb13cf98f339","captured_at":"2026-10-24T12:26:40.553895+00:00","observed_at":"2026-10-06T15:59:00-04:00","session_close_at":"2026-10-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"28c630580b4dc45f2e9c20bceceb119f1fbdf45a44f3b08d9a4daba83d27d198"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"02322a8057c244409c810b22ac80841e7264517b9afe0bfe292d6384ad0084b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45a310aebb215283d8bc6249a492dcfe24483e556f6f4f6e8d6ae8754fa5f5ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26305bbf5552a6909664ef3d17c1691945ceeab476e9233ab42212df2d138e08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ad23afeb966f0e6ebc2bed9354e1300d7b35620090825fd92ec6de7ac63af6e"}]},{"symbol":"IFRA","date":"2026-10-07","iv_pct":30.560765183967543,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":52.337548806941435,"put_iv_pct":47.79475428571429},{"expiry":"2026-11-20","call_iv_pct":31.587764489420422,"put_iv_pct":31.218959999999996},{"expiry":"2027-02-19","call_iv_pct":22.847270588235297,"put_iv_pct":20.71552536231884},{"expiry":"2027-05-21","call_iv_pct":19.56943793911007,"put_iv_pct":18.41486}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cbf2d0c4ce9d41fe271775730a6a0541d99e9744207482433dbe63b25922b008","captured_at":"2026-10-24T12:26:38.967286+00:00","observed_at":"2026-10-07T15:59:00-04:00","session_close_at":"2026-10-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"2844a8581ae6f511189bcc6fbb5efc623277dafef169802f06fa679cb9feb104"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"02322a8057c244409c810b22ac80841e7264517b9afe0bfe292d6384ad0084b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45a310aebb215283d8bc6249a492dcfe24483e556f6f4f6e8d6ae8754fa5f5ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26305bbf5552a6909664ef3d17c1691945ceeab476e9233ab42212df2d138e08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ad23afeb966f0e6ebc2bed9354e1300d7b35620090825fd92ec6de7ac63af6e"}]},{"symbol":"IFRA","date":"2026-10-08","iv_pct":31.493555836938537,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":53.80141683778235,"put_iv_pct":51.944872389791186},{"expiry":"2026-11-20","call_iv_pct":30.950949667616335,"put_iv_pct":32.51851851851852},{"expiry":"2027-02-19","call_iv_pct":21.351641791044777,"put_iv_pct":22.120528925619833},{"expiry":"2027-05-21","call_iv_pct":18.415947136563876,"put_iv_pct":20.844571428571427}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf6e478908589fe042067e7584463bfd8ce1b0f71e9883f575c2c29afb19ed79","captured_at":"2026-10-24T12:26:33.553901+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"ba4351d539b0e3fd80920251c64864441e72f54a90af0b7072cc130bee2bd150"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"dfc644bfcd53790f7d60448f60cc2d677e7320f8ed543afe11c10408a04244ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"baea182c4bfb6bb99cee03430b63b7896eeab844f02dabfeb1960a16f0f417d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e003e31c56687b890c2368e52db0219c67fed4a0bafcb12310301ec7e4ba166"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9691f4a89ebd3650d54dc6ae59343203e16c555a6e73a46e166d3ef9d9af328"}]},{"symbol":"IFRA","date":"2026-10-09","iv_pct":31.6967274208678,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":56.822435897435895,"put_iv_pct":54.981465093412},{"expiry":"2026-11-20","call_iv_pct":25.155661764705883,"put_iv_pct":35.092},{"expiry":"2027-02-19","call_iv_pct":21.389103869653766,"put_iv_pct":21.642138939670932},{"expiry":"2027-05-21","call_iv_pct":18.4131974248927,"put_iv_pct":20.077816377171214}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"13b257dc1e57f3d2cb767f3752f30efd92ac8a31952f6cc8a4f9831c9bed96d1","captured_at":"2026-10-24T12:26:31.693236+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"e5322ee8ddbe06b8200e70b48c1034e3119eb19daef3130d8d4ad34be4ffba7e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"dfc644bfcd53790f7d60448f60cc2d677e7320f8ed543afe11c10408a04244ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"baea182c4bfb6bb99cee03430b63b7896eeab844f02dabfeb1960a16f0f417d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e003e31c56687b890c2368e52db0219c67fed4a0bafcb12310301ec7e4ba166"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9691f4a89ebd3650d54dc6ae59343203e16c555a6e73a46e166d3ef9d9af328"}]},{"symbol":"IFRA","date":"2026-10-12","iv_pct":35.784793431517315,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":74.62327889447236,"put_iv_pct":69.3294701986755},{"expiry":"2026-11-20","call_iv_pct":25.229982062780266,"put_iv_pct":36.78711151736746},{"expiry":"2027-02-19","call_iv_pct":20.448731501057082,"put_iv_pct":21.19673043478261},{"expiry":"2027-05-21","call_iv_pct":18.417736720554274,"put_iv_pct":20.24530612244898}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2a75ff7027817455d5c84054256ac61058c3997788079a8c1643ee30e5382792","captured_at":"2026-10-24T12:26:29.925794+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"460073a26741c12d5417fea25bee2100029829b83c8d67ddc40c495ae653167e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"dfc644bfcd53790f7d60448f60cc2d677e7320f8ed543afe11c10408a04244ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"baea182c4bfb6bb99cee03430b63b7896eeab844f02dabfeb1960a16f0f417d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e003e31c56687b890c2368e52db0219c67fed4a0bafcb12310301ec7e4ba166"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9691f4a89ebd3650d54dc6ae59343203e16c555a6e73a46e166d3ef9d9af328"}]},{"symbol":"IFRA","date":"2026-10-13","iv_pct":37.94323064445538,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":80.53080325960418,"put_iv_pct":82.2360243407708},{"expiry":"2026-11-20","call_iv_pct":22.509648622981956,"put_iv_pct":37.8906338028169},{"expiry":"2027-02-19","call_iv_pct":20.697038539553752,"put_iv_pct":21.320673758865247},{"expiry":"2027-05-21","call_iv_pct":18.40002283105023,"put_iv_pct":19.961000000000002}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"51c921e0e666193af4ae954af8e1765102e61d0a6659189bbd572c381fd57b43","captured_at":"2026-10-24T12:26:28.045068+00:00","observed_at":"2026-10-13T15:59:00-04:00","session_close_at":"2026-10-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"30037a18ea3f3ee2fc9ff74cf899d48e90bfe3a520556171da75c67e8b2725af"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"dfc644bfcd53790f7d60448f60cc2d677e7320f8ed543afe11c10408a04244ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"baea182c4bfb6bb99cee03430b63b7896eeab844f02dabfeb1960a16f0f417d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e003e31c56687b890c2368e52db0219c67fed4a0bafcb12310301ec7e4ba166"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9691f4a89ebd3650d54dc6ae59343203e16c555a6e73a46e166d3ef9d9af328"}]},{"symbol":"IFRA","date":"2026-10-14","iv_pct":43.08895402802264,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":102.63343434343435,"put_iv_pct":95.6903144654088},{"expiry":"2026-11-20","call_iv_pct":32.08093321134492,"put_iv_pct":31.661507128309573},{"expiry":"2027-02-19","call_iv_pct":22.86299802761341,"put_iv_pct":21.182857142857145},{"expiry":"2027-05-21","call_iv_pct":19.462893518518516,"put_iv_pct":19.136694386694387}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"62a708cbd06583a1669995948e4b9e70fccb36de324662e79fed1d7cb1a13318","captured_at":"2026-10-24T12:26:26.395061+00:00","observed_at":"2026-10-14T15:59:00-04:00","session_close_at":"2026-10-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"f8d07a924e2860be162e394827743b90303265c01f9586b73e6e10d614dfc851"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"dfc644bfcd53790f7d60448f60cc2d677e7320f8ed543afe11c10408a04244ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"baea182c4bfb6bb99cee03430b63b7896eeab844f02dabfeb1960a16f0f417d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e003e31c56687b890c2368e52db0219c67fed4a0bafcb12310301ec7e4ba166"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9691f4a89ebd3650d54dc6ae59343203e16c555a6e73a46e166d3ef9d9af328"}]},{"symbol":"IFRA","date":"2026-10-15","iv_pct":54.090269924672704,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":134.80061185468452,"put_iv_pct":137.05796296296296},{"expiry":"2026-11-20","call_iv_pct":31.3587417218543,"put_iv_pct":32.136804123711336},{"expiry":"2026-12-18","call_iv_pct":28.672290836653385,"put_iv_pct":25.755026455026453},{"expiry":"2027-02-19","call_iv_pct":21.57478504672897,"put_iv_pct":21.365936395759718}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b52a94852154ac603b4791548c8fd26505b0fa3590b2ee1d08f9513bc50c1cc7","captured_at":"2026-10-24T12:26:21.219198+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"30c6ec636c8dadc6203df6797f11013653fa0a53745306a5699d6cc5f1c6025f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"4da692c2c51d290b5f6458b9421782a77dbd8e4a1b820e9b3dc64a345de7c33e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a35edb02cb11ff7c3217c96c3e31aa042535f235afb5f4cbb76aaf0d90b942b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3daab2cc60ad03b6bef47a06217e16410fc77da2944cd332170c45cd7b6a3489"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"902fc8653dfb991fa7f5dcfe31f73b7633d4c74752242a6188be1aa37531fb2c"}]},{"symbol":"IFRA","date":"2026-10-16","iv_pct":25.06007312460696,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.931129032258067,"put_iv_pct":35.54146788990826},{"expiry":"2026-12-18","call_iv_pct":27.99784697508897,"put_iv_pct":24.54106719367589},{"expiry":"2027-02-19","call_iv_pct":19.729194630872485,"put_iv_pct":21.826815834767643},{"expiry":"2027-05-21","call_iv_pct":18.342765957446808,"put_iv_pct":20.57029748283753}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"89e5eb599aa999618922ba551de4ce520c88f240a93410c6f449858dc48d29f7","captured_at":"2026-10-24T12:26:19.540285+00:00","observed_at":"2026-10-16T15:59:00-04:00","session_close_at":"2026-10-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"3ea5f5ade7be4e87e784696898790a93e694925d525ae2e8cd6cb1f51fc3c0d8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a35edb02cb11ff7c3217c96c3e31aa042535f235afb5f4cbb76aaf0d90b942b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3daab2cc60ad03b6bef47a06217e16410fc77da2944cd332170c45cd7b6a3489"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"902fc8653dfb991fa7f5dcfe31f73b7633d4c74752242a6188be1aa37531fb2c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cce5383dbc626bab3f6e0bd7fb630f5307456dea85425497785184ce6bdf5f03"}]},{"symbol":"IFRA","date":"2026-10-19","iv_pct":24.76339008572898,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.94258953168044,"put_iv_pct":29.868406524466756},{"expiry":"2026-12-18","call_iv_pct":28.78861570247934,"put_iv_pct":25.17601236476043},{"expiry":"2027-02-19","call_iv_pct":22.610857142857142,"put_iv_pct":19.126195826645265},{"expiry":"2027-05-21","call_iv_pct":20.888701657458565,"put_iv_pct":18.70574193548387}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6e63e5ea13c2105f69b3663416bf17badd22560b235f77c1d8ab2b41da2fab3f","captured_at":"2026-10-24T12:26:17.018181+00:00","observed_at":"2026-10-19T15:59:00-04:00","session_close_at":"2026-10-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"a4c3b5e3106679b9d79b2355cf2a22ac0eefaccb8a0298351502e4224b380442"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a35edb02cb11ff7c3217c96c3e31aa042535f235afb5f4cbb76aaf0d90b942b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3daab2cc60ad03b6bef47a06217e16410fc77da2944cd332170c45cd7b6a3489"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"902fc8653dfb991fa7f5dcfe31f73b7633d4c74752242a6188be1aa37531fb2c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cce5383dbc626bab3f6e0bd7fb630f5307456dea85425497785184ce6bdf5f03"}]},{"symbol":"IFRA","date":"2026-10-20","iv_pct":25.166069212429708,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.279563668744437,"put_iv_pct":31.224401544401548},{"expiry":"2026-12-18","call_iv_pct":28.357174721189594,"put_iv_pct":26.439546120058566},{"expiry":"2027-02-19","call_iv_pct":20.86061728395062,"put_iv_pct":22.57868613138686},{"expiry":"2027-05-21","call_iv_pct":18.795376569037657,"put_iv_pct":21.79318766066838}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f556f7ac41f608fc2b45ca1a1ce27b0d6b39f36bcf73cd42c9ecd7f149bebd8c","captured_at":"2026-10-22T15:26:16.523965+00:00","observed_at":"2026-10-20T15:59:00-04:00","session_close_at":"2026-10-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"3ec78b920434420e2392c25375bbee52a585a6efa050b69bb582b693d4c38a65"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04b090cb9cb9061aabdaa4a0581cce8a14f02e59f7b8e4a963344c8d69dc1e06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dba725b5cbef499475d245918a79d43271bd344398419fdc6bce100133ad9ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9559d0e698b6ae573b21c25ab0dd79eda1a0fa2aaf2645aa160e224a4be8d753"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9c33062e3ac3ed41d7ca9584a7b0d6525ae70818232f681be2f5f294bae1226"}]},{"symbol":"IFRA","date":"2026-10-21","iv_pct":25.519253236519265,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.03081260364843,"put_iv_pct":36.48467005076142},{"expiry":"2026-12-18","call_iv_pct":29.151858407079644,"put_iv_pct":26.054052558782846},{"expiry":"2027-02-19","call_iv_pct":20.11142538975501,"put_iv_pct":21.54875207986689},{"expiry":"2027-05-21","call_iv_pct":18.52728813559322,"put_iv_pct":19.245166666666666}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9f7044ae9e4247fc58768241c984e340a235c5d9cfbc25d74e6c384b5a4234a0","captured_at":"2026-10-22T15:26:15.335424+00:00","observed_at":"2026-10-21T15:59:00-04:00","session_close_at":"2026-10-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IFRA","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"529d4a8691bf4b41c7ad37370ded29cfe894da37ec3270a31e208f7243472bbf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04b090cb9cb9061aabdaa4a0581cce8a14f02e59f7b8e4a963344c8d69dc1e06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dba725b5cbef499475d245918a79d43271bd344398419fdc6bce100133ad9ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9559d0e698b6ae573b21c25ab0dd79eda1a0fa2aaf2645aa160e224a4be8d753"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9c33062e3ac3ed41d7ca9584a7b0d6525ae70818232f681be2f5f294bae1226"}]},{"symbol":"IFRA","date":"2026-10-22","iv_pct":25.848263527962253,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.83474535165723,"put_iv_pct":39.249192982456144},{"expiry":"2026-12-18","call_iv_pct":28.294052718286654,"put_iv_pct":25.719986282578876},{"expiry":"2027-02-19","call_iv_pct":20.187640692640695,"put_iv_pct":22.20764705882353},{"expiry":"2027-05-21","call_iv_pct":17.6328431372549,"put_iv_pct":19.66}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ff475bd277ee871b859ad0b95c3c7b4c25f398bc95aa28b2b698e4af8baf9df","captured_at":"2026-10-23T02:56:47.067410+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":"IFRA","date":"2026-10-22","format":"json"},"source_hash":"d61e868bce0062ad03631c2c2f61463130f8fd863dd2610677c4cab4c7fe67d3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1688e8ca5e2ac9d81cd80d77aa326e39f9bf527bb561f507c303075d318759b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2d4885c747d011b506fa4c8355737d5d43a727ea43ef937bc515bef27f38ecf0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"624f328c712655879f5aca9c46b265dbb5acd6557d9db0b1112bc06b06781a51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bcc98ed2e0672acb69d3ff2012c49dd64dd5260687203e13a04b89fecacd4823"}]},{"symbol":"IFRA","date":"2026-10-23","iv_pct":25.712013832896286,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.73549158547387,"put_iv_pct":33.144077134986226},{"expiry":"2026-12-18","call_iv_pct":29.396744186046515,"put_iv_pct":26.11530253025302},{"expiry":"2027-02-19","call_iv_pct":21.431539823008848,"put_iv_pct":22.367557932263814},{"expiry":"2027-05-21","call_iv_pct":19.148691588785045,"put_iv_pct":19.35670588235294}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5726ec0d69e456e669a8ae320b62cbbaef1a5285426a8c5a4cf753adef6f7e2c","captured_at":"2026-10-24T02:23:36.634623+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":"IFRA","date":"2026-10-23","format":"json"},"source_hash":"d61e868bce0062ad03631c2c2f61463130f8fd863dd2610677c4cab4c7fe67d3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"486560ba246effaeac8771207435687ec21071a027eab65b44b233f529f04cc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7583eed3a1390529f0ef3e0d33f46de5b148e07b8284448fec1bfac3b4d20877"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3731bfee9aee437f0136f5dae1f4402bbc4b3473b550b6b334a6d2410f52e3ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"40dcdc81da81f3ed5921bc132e6eb69a92007d363ca913a38f55969380dd9c3a"}]},{"symbol":"IFRA","date":"2026-10-26","iv_pct":26.517035228111638,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.99907548770144,"put_iv_pct":37.265008576329336},{"expiry":"2026-12-18","call_iv_pct":29.738117229129664,"put_iv_pct":26.8030875},{"expiry":"2027-02-19","call_iv_pct":20.680553691275165,"put_iv_pct":22.77904306220096},{"expiry":"2027-05-21","call_iv_pct":19.214925690021232,"put_iv_pct":20.656470588235294}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e3d58e5f9ccdb8f1e9aa7299da320374db776ef404b622099a29c61dae5673f0","captured_at":"2026-10-28T18:44:04.228884+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":"IFRA","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"c68295da38d4f3139fab4f99ac5787c453bd2446fe159254f26f94a526a997c2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"0113f3c16806acf87adb3ab52a2edc19274f6c2ea73e5746a5939dd677b76137"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"776a148a0c012b09172d994ac38ce630055204fb93c976ed1b4e5e2f6a56dfeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30234f27537320ba8bfddc895e27c3ee1d5abb7224d0884ec403d4e60da419d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"258423f2054127bab34460ece94bae4bf46e63e95eae48ba26325099c01d0b34"}]},{"symbol":"IFRA","date":"2026-10-27","iv_pct":22.308430820036413,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.546409302325582,"put_iv_pct":29.911163084702906},{"expiry":"2026-12-18","call_iv_pct":28.12588235294118,"put_iv_pct":15.924597495527731},{"expiry":"2027-02-19","call_iv_pct":20.42365217391304,"put_iv_pct":23.209063670411986},{"expiry":"2027-05-21","call_iv_pct":18.516514161220044,"put_iv_pct":21.810164319248827}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d265708d0d38c5ab4e1fdc2b3c200851a3dfb0b44ae7083ef8c3bce51cc57472","captured_at":"2026-10-28T18:44:03.015206+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":"IFRA","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"02c5cb1b3fed79f264f97714d253de6cfd69833486a2fd2a114ce20ffb7cdc73"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"0113f3c16806acf87adb3ab52a2edc19274f6c2ea73e5746a5939dd677b76137"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"776a148a0c012b09172d994ac38ce630055204fb93c976ed1b4e5e2f6a56dfeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30234f27537320ba8bfddc895e27c3ee1d5abb7224d0884ec403d4e60da419d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"258423f2054127bab34460ece94bae4bf46e63e95eae48ba26325099c01d0b34"}]},{"symbol":"IFRA","date":"2026-10-28","iv_pct":24.86596002523202,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.259003690036902,"put_iv_pct":40.88341417910447},{"expiry":"2026-12-18","call_iv_pct":29.724810126582273,"put_iv_pct":26.924732142857145},{"expiry":"2027-02-19","call_iv_pct":21.264401408450702,"put_iv_pct":20.56984771573604},{"expiry":"2027-05-21","call_iv_pct":19.22334085778781,"put_iv_pct":19.078130081300813}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6d87ac50485f22c2c995c89931a850be112b7925d67181125016830cc4e298c6","captured_at":"2026-10-29T18:33:26.522708+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":"IFRA","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"073edac62e807c44d8d309d6bb5a42bc04e8adcb187e2b62c7243a770931d186"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"2015f7afb4ba4dda0ffb559e7414427f3f0d20340686431a8082d827524b49ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f73feafe751e3272c394c0b64d6229b155d070008aa188517729b69c3f79a1aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f590054b79f0c2e4d22f1a2472855a3b55b2c10d0c43e26a11ad0df5175ee0c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"50f2719e4f4198bf3eedce26c10f7786a43564721157a8888977f31221d69ba6"}]},{"symbol":"IFRA","date":"2026-10-29","iv_pct":25.923990230179694,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":32.64601226993865,"put_iv_pct":34.37751918158568},{"expiry":"2026-12-18","call_iv_pct":28.124901185770756,"put_iv_pct":29.622464589235125},{"expiry":"2027-02-19","call_iv_pct":20.31233766233766,"put_iv_pct":23.431840148698885},{"expiry":"2027-05-21","call_iv_pct":16.746501976284588,"put_iv_pct":22.130344827586207}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f686138ea0d3b1f5a3428433d9be9f6fadac39599215a689ddb6d5e08412ce19","captured_at":"2026-10-30T18:48:13.142441+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":"IFRA","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"80307a8570fb8c5613a6d4268d93cd2b2c158c1b1e816a03c25e3733ac2db209"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","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":"c4bffde7be727357fba3304e6e025908efc83ae02d90030c6ebd6b399ceedc62"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bca7cfdcc76134f33553689881947727f210fdf4b618359871aa7c50567c04e3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df221db8935522dc4367784cd9b8fc99a4391497e6270a9f40a770a12df50c4d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad00cff0e3719d97d54a9b11c532a3e968cbd830c205f94e3e4359f85ccb79c5"}]},{"symbol":"IFRA","date":"2026-10-30","iv_pct":25.89752457847109,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.418378947368424,"put_iv_pct":35.97907385697538},{"expiry":"2026-12-18","call_iv_pct":29.515030211480358,"put_iv_pct":27.102758620689656},{"expiry":"2027-02-19","call_iv_pct":20.773227091633466,"put_iv_pct":21.7764238410596},{"expiry":"2027-05-21","call_iv_pct":18.83536299765808,"put_iv_pct":19.779941060903734}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IFRA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f16a86540b95b8970fca58b005e3857743230fbf14f1992fa91b3927f49e701a","captured_at":"2026-11-01T01:14:08.722083+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e152e4bae73768864b150ddbbf0c169a4e5b39df45e8017cc7808460caf2d6f6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-11-20","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a6e92d07fad38ebe77fc1fd094d3f0b88828bc5fc50c6acd178db9d8e9202f99"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2026-12-18","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0a098cdd2167724f5f92c217ed5f3c688e7a6f5ce9f4aaace277557a60649658"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-02-19","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7b8f322f9c7686e5d6f1d3b783874f5d7d976998aae812242c9004f71cc340df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IFRA","expiration":"2027-05-21","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cfe8d52549224b11020d40bbe0ce8479773432df69418ef35aec27289d772cc1"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/IFRA","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":31.238977443100122,"put_call_skew_pp":-2.836938794036036,"implied_move_pct":11.303443094245937,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"06b1b85845eb5eda5b8ab5f26cafb809e79c95dff1d656d58a41d0c8b6a6bb19","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":29.89940231013233,"put_call_skew_pp":2.438084225733193,"implied_move_pct":10.932760285268156,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d796c500aa9cfd2c57be897c21863771a5808402a41f4fd3a9d22ceb87dfc380","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":30.059404431706636,"put_call_skew_pp":0.07285981933155217,"implied_move_pct":10.67434143743299,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"99d7843ed87062f24f887829ef5d90f56362c88202676b3d0c8409726fda2759","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":32.237556944982146,"put_call_skew_pp":-1.9627086016903394,"implied_move_pct":10.831597436102035,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff7896bde9f9dfe8eb7cac94f4a2431264dfcf0e50efeb9e7351f35634f88171","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":28.03358409248609,"put_call_skew_pp":9.63639927226849,"implied_move_pct":9.980217154523611,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a981fbc79234ed8543bc84c98cf9c00b2605dd47eeaed76bcbedf9981f134dd6","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":33.687285110475116,"put_call_skew_pp":6.768601653812067,"implied_move_pct":10.183198325284916,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6ba2df8229b2114213bdd640aab34da39e946dbf9060c2f977d808221c6b378f","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":39.41616745116299,"put_call_skew_pp":-5.4423253613503,"implied_move_pct":10.548467055025135,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cb44599d8df11d9ebc35b35a56bcb06aa52874ff211e2ab76930e82d0b334ea9","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":43.13966888552901,"put_call_skew_pp":-3.2979406333329155,"implied_move_pct":10.35291197304102,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"56f4fb5b7760f1f10c68b2dd00929adcd30dc6f302c2bd88092478ae1347fdef","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":57.2021181053543,"put_call_skew_pp":-4.088368327236088,"implied_move_pct":9.612840242541779,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"70e65d337c6ec5d6ba94223deb0dccb6053daebe9e1e9f315d7a540960ce5bc9","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":26.426709140882874,"put_call_skew_pp":-2.3854308571858898,"implied_move_pct":11.421550777312925,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a6343ad50dbfc098d74ffa61e6c9cee5a91e852d17acf5df7d74ac4b977b3f31","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":26.314825860762568,"put_call_skew_pp":-1.6953948388818594,"implied_move_pct":11.126304491191995,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"49b22cdfc4499ccc3f4fa557defd6581cee4d9ecd1e0227d08c66efe6c613190","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":24.841067453269183,"put_call_skew_pp":-6.182540994658434,"implied_move_pct":10.569047773299104,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d56efd3c6169b98be27a3e6d140786950b10c7789bcb4d6fbc74dee9b5d7b4d6","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":27.151120352814182,"put_call_skew_pp":1.3195862150149944,"implied_move_pct":11.2627058517335,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b6403326873edfaf27438d615c89d2585e7681ed1a34a8ee08f8618eb51950e9","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":27.45126401983878,"put_call_skew_pp":-0.9117868165710128,"implied_move_pct":11.216573604108618,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf355c696fd023b12591e132afdd2d242b6587d8a460aac97278cb355ec966ca","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":26.21413985280575,"put_call_skew_pp":-2.6974904527630557,"implied_move_pct":10.679673392515058,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fb1239a647d9fe2b592be08b5840221475308e9a2f8c481b3e5b2fb0d6abf713","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":29.092250086578645,"put_call_skew_pp":-1.62719079251539,"implied_move_pct":11.25321137700656,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7771e1c5aca9685da736ef6cab6ea30432573d3259c84ef5ebf0b35e16fddef0","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":27.831230643989038,"put_call_skew_pp":0.35254633013425263,"implied_move_pct":10.577993152813788,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5dc6187ae7666010d5eec8453ebcbff72cfb0dd769bf3bf8f9603791d89d03d9","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":29.94832018100829,"put_call_skew_pp":0.6886379109636218,"implied_move_pct":11.265109789366827,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff726c1fa6fd4f45f420644ed28cb0344c1b52721a3032866d8ed927084ba734","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":26.710150719436506,"put_call_skew_pp":-6.543800493716771,"implied_move_pct":10.266356068368076,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"18064124cc9762ca179afd8b4f8ea50508d78b85b0efea7e87c67d020a1a54aa","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":28.474614471779653,"put_call_skew_pp":-3.514139354399113,"implied_move_pct":10.418885804962168,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"25f8bb9b081bd17acb111ec0aaadbf7fbfa36a9ee45777fa9b517a7f9f02b111","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":31.806442129054908,"put_call_skew_pp":-2.169168293368411,"implied_move_pct":10.35388204216419,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2b9ccfb157c0dbbfd657b7ff39ed9800caa0328e05e7d1db095400042e8e8fbd","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":30.421666111619793,"put_call_skew_pp":-8.525903491258463,"implied_move_pct":10.2932198564052,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9e3fc6a00f6123795de91cd456da02de38662e7912f913661a380bb91292aaa9","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":34.1446014765191,"put_call_skew_pp":0.5593057803979136,"implied_move_pct":10.629458707624881,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f485f8b9928576f0cd8db21e569d8c9aed4b668c54797fe7843aaf6be0f2b5d6","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":35.06668737906438,"put_call_skew_pp":-3.1629431543692164,"implied_move_pct":10.889841765796927,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"176fa449c6e499ee53e99eedf0ef5d7b3fcfbde5c2c454b263ab0f6d0b5f3486","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":41.311408715622726,"put_call_skew_pp":1.5200824916989664,"implied_move_pct":10.859989471032211,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1d19013e5a9d44b69cfaa08715138ab387aa8ae1beb759ef085318ae9f0b42f1","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":46.080832915796066,"put_call_skew_pp":-4.389453104292293,"implied_move_pct":11.417103323756828,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"471a4e39177f57bbd202ad4a43a5a3b23cf049832d5b9ef4184ab15b7acdbae1","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":50.245008692979354,"put_call_skew_pp":-4.513493619456249,"implied_move_pct":11.251637280401535,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa06b849b2f341897dd7125a5201ef8dba5b505301acce36cdac862b489ec576","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":61.81106744979348,"put_call_skew_pp":-2.098349223419107,"implied_move_pct":11.03869025275006,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a6bf78eb44812395dc8517ad7dbaa958c540de099dcfc6b50e646b2be6aee971","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":25.032206651872713,"put_call_skew_pp":-4.231745586367957,"implied_move_pct":12.46156341612134,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0307ee775d6bc9be63cd0b128f60649b01a6a22f48771597df8ded3ac336b715","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":26.111345942675037,"put_call_skew_pp":-1.7140989774905533,"implied_move_pct":12.539957502337732,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5075d73f61ce08a6f6dbf07140a89f42e5a3523e9019986f476233e8bcd161de","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":25.952700946379498,"put_call_skew_pp":0.3821865278303216,"implied_move_pct":12.305420752495753,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fd5776caa8dab55ecda5300afa1f67fa7f72d58e99903607305ec17dce96597d","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":26.24436515776796,"put_call_skew_pp":-2.1388939581635524,"implied_move_pct":12.354399034434376,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8ec765434b39b9ac531907d233154eaa511be4a6b818d3b6235fded72b59867a","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":26.44740739593445,"put_call_skew_pp":-2.1053468790629575,"implied_move_pct":12.310805228348988,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9eb9995ace58c54be6708ba4ee7c70b8b68fd39df5cb3af7199c3ea76266f06a","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":26.367904419593163,"put_call_skew_pp":0.12845776636442086,"implied_move_pct":12.278426318137686,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff02b286459ae98655b16694609d9a7c520fc21b2feceba00dbbc25e21f3145e","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":26.982809439028163,"put_call_skew_pp":-1.7338727738252286,"implied_move_pct":12.054267123609463,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ab39319bdb919852de4226b7856af6ef9a99bfaebf8ef22c0d2196aa99c6b745","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":27.622134502508153,"put_call_skew_pp":0.038102484972006856,"implied_move_pct":12.199299443980212,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f479fba37253d9867812b197cb7bcb4b1c805a4e2e332530db619657eae5efe","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":27.87182829308594,"put_call_skew_pp":-3.22564033122336,"implied_move_pct":12.170808576862843,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2e88d4bbc39206aeb8922a403e187fb7f4d38774a1d5a49a98e1fa8dba0b1753","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":27.99497003639836,"put_call_skew_pp":1.8748496007371633,"implied_move_pct":12.145789048181,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4536b9bf21eabc0bc994556efca8a0a341c5c2173700309a442e67ce5311ad3b","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":28.939982521023072,"put_call_skew_pp":0.2824815831461196,"implied_move_pct":12.393448623783659,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"54e76eab99a2e61eeede19112c20be68bf5f6ab863c002190d4925cad9c3db65","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":29.18244281798898,"put_call_skew_pp":0.5616230213405435,"implied_move_pct":11.838301192691121,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c8eb559c6fecaadcae9a8c55d574a9c46dbc2fdaae77c130de2dd1ccad1b0c24","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":28.606293677210047,"put_call_skew_pp":5.880892153622521,"implied_move_pct":11.460361148129708,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"06eaf02cc415fcf015da899891c9fbf68206e46c441bd1ed7509bb13cf98f339","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":30.560765183967543,"put_call_skew_pp":-2.0494805439185244,"implied_move_pct":11.735024409636026,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cbf2d0c4ce9d41fe271775730a6a0541d99e9744207482433dbe63b25922b008","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":31.493555836938537,"put_call_skew_pp":0.7271339573734075,"implied_move_pct":11.82158608920152,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf6e478908589fe042067e7584463bfd8ce1b0f71e9883f575c2c29afb19ed79","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":31.6967274208678,"put_call_skew_pp":2.5032553633914745,"implied_move_pct":11.50220201259318,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"13b257dc1e57f3d2cb767f3752f30efd92ac8a31952f6cc8a4f9831c9bed96d1","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":35.78479343151732,"put_call_skew_pp":2.2097222736026385,"implied_move_pct":11.281162902430093,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2a75ff7027817455d5c84054256ac61058c3997788079a8c1643ee30e5382792","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":37.94323064445538,"put_call_skew_pp":4.817704662315707,"implied_move_pct":11.122013142575163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"51c921e0e666193af4ae954af8e1765102e61d0a6659189bbd572c381fd57b43","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":43.088954028022634,"put_call_skew_pp":-2.342221494410321,"implied_move_pct":11.365830883250354,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"62a708cbd06583a1669995948e4b9e70fccb36de324662e79fed1d7cb1a13318","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":54.090269924672704,"put_call_skew_pp":-0.02267488061517664,"implied_move_pct":10.282856661561903,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b52a94852154ac603b4791548c8fd26505b0fa3590b2ee1d08f9513bc50c1cc7","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":25.060073124606955,"put_call_skew_pp":1.1196779513807487,"implied_move_pct":12.138482111644173,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"89e5eb599aa999618922ba551de4ce520c88f240a93410c6f449858dc48d29f7","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":24.763390085728975,"put_call_skew_pp":-3.088601845779791,"implied_move_pct":11.873888332739885,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6e63e5ea13c2105f69b3663416bf17badd22560b235f77c1d8ab2b41da2fab3f","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":25.166069212429708,"put_call_skew_pp":0.6857723033982612,"implied_move_pct":12.041708525640859,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f556f7ac41f608fc2b45ca1a1ce27b0d6b39f36bcf73cd42c9ecd7f149bebd8c","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":25.519253236519265,"put_call_skew_pp":0.627814205000381,"implied_move_pct":11.834651000960847,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9f7044ae9e4247fc58768241c984e340a235c5d9cfbc25d74e6c384b5a4234a0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":25.848263527962253,"put_call_skew_pp":1.7218861060047672,"implied_move_pct":11.822015835902956,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ff475bd277ee871b859ad0b95c3c7b4c25f398bc95aa28b2b698e4af8baf9df","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":25.712013832896282,"put_call_skew_pp":-0.9322059258645696,"implied_move_pct":11.840943920791505,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5726ec0d69e456e669a8ae320b62cbbaef1a5285426a8c5a4cf753adef6f7e2c","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":26.517035228111638,"put_call_skew_pp":0.7177344071595222,"implied_move_pct":11.868958958168118,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e3d58e5f9ccdb8f1e9aa7299da320374db776ef404b622099a29c61dae5673f0","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":22.308430820036413,"put_call_skew_pp":0.8106326448729009,"implied_move_pct":10.540429573440703,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d265708d0d38c5ab4e1fdc2b3c200851a3dfb0b44ae7083ef8c3bce51cc57472","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":24.86596002523202,"put_call_skew_pp":3.996142009035193,"implied_move_pct":11.103544054864916,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6d87ac50485f22c2c995c89931a850be112b7925d67181125016830cc4e298c6","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":25.923990230179694,"put_call_skew_pp":2.933103913193561,"implied_move_pct":11.400085285266817,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f686138ea0d3b1f5a3428433d9be9f6fadac39599215a689ddb6d5e08412ce19","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":25.897524578471092,"put_call_skew_pp":0.5240495328720112,"implied_move_pct":11.215948788387715,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f16a86540b95b8970fca58b005e3857743230fbf14f1992fa91b3927f49e701a","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}