{"schemaVersion":1,"symbol":"IPO","days":90,"observations":[{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:04.392000+00:00","captured_at":"2026-10-22T05:30:58.235Z","last_trade_at":"2026-10-22T00:00:00.109207819Z","price":50.39,"iv_pct":31.723053895118404,"implied_move_pct":7.234091474978001,"put_call_skew_pp":-3.582566698499823,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"ea15a396f03467ac0905b985eb90d17802a1f4221a751a8c0d9a2b292bdb26db"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:05.421000+00:00","captured_at":"2026-10-22T20:36:12.820Z","last_trade_at":"2026-10-22T20:10:00.003490806Z","price":48.16,"iv_pct":36.03681773139363,"implied_move_pct":8.065979423777513,"put_call_skew_pp":8.10752664307683,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"d496ad7bd8ed194c356986880eddb79ace16715b5783f5bf7affac539d4191ea"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.590000+00:00","captured_at":"2026-10-23T20:57:47.592Z","last_trade_at":"2026-10-23T20:10:00.003767942Z","price":48.36,"iv_pct":36.47334881014457,"implied_move_pct":8.152363946414095,"put_call_skew_pp":-1.5907722525063395,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"c74451a64ccd3571a302ca1e67a4de36c8509c6e9c86ee874279b8cefc1d0840"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:02.973000+00:00","captured_at":"2026-10-27T01:32:28.360Z","last_trade_at":"2026-10-27T00:00:00.108480611Z","price":48.48,"iv_pct":38.31327567967841,"implied_move_pct":8.028351257253624,"put_call_skew_pp":-1.5758865741060446,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"f032060ac31af75137acbad34d9649399f3483a2649f7085c3e41e87a9638dd7"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-27T15:29:20.753000+00:00","captured_at":"2026-10-27T15:36:13.511Z","last_trade_at":"2026-10-27T15:26:52.893423635Z","price":49.23,"iv_pct":38.85532463035955,"implied_move_pct":8.201118437175255,"put_call_skew_pp":-1.720751759371869,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"a386e06edd50cd9b64040e7ca3bbf6d898f19d62e1076081f13e83318523ee60"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:04.066000+00:00","captured_at":"2026-10-27T23:50:38.969Z","last_trade_at":"2026-10-27T22:30:00.003608897Z","price":49.53,"iv_pct":35.142992371454284,"implied_move_pct":7.337289922536893,"put_call_skew_pp":2.0190006433189356,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"0ae82391011bac651d3f3789fde96bc62ed3698611a0db0faec68cc02a4265f1"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:02.621000+00:00","captured_at":"2026-10-28T20:34:04.364Z","last_trade_at":"2026-10-28T20:10:00.003926265Z","price":50.62,"iv_pct":35.265996476046354,"implied_move_pct":7.186274971515218,"put_call_skew_pp":-8.590793604559883,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"95560f4fb046abba1e36b2e60808bcc4d5003d1a3611b64eb54a1a11e089da92"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.144000+00:00","captured_at":"2026-10-30T00:04:43.772Z","last_trade_at":"2026-10-30T00:00:00.161417671Z","price":50.47,"iv_pct":35.760800591647815,"implied_move_pct":7.037773801941029,"put_call_skew_pp":11.214004551152163,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"5b0a2907804983b670f39ce2a907314176be28b9eb6edff022d3e8730c26ef81"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:04.584000+00:00","captured_at":"2026-10-30T23:13:39.437Z","last_trade_at":"2026-10-30T22:30:00.003641488Z","price":47.3111,"iv_pct":37.39106466327979,"implied_move_pct":7.1865116642669316,"put_call_skew_pp":-7.431134886646051,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"899148731f4789da11df17a0b67146d1e3b2f83a0c06850498ae47d79ab62f7d"},{"symbol":"IPO","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:03.486000+00:00","captured_at":"2026-11-04T01:43:10.525Z","last_trade_at":"2026-11-04T01:00:00.166109524Z","price":47.44,"iv_pct":41.03715009511349,"implied_move_pct":7.151699905113171,"put_call_skew_pp":4.949233887718229,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IPO","source_hash":"4b1a7b5c4e05c92543b7ac0acf0156a089218d7b7e9fb8d49b8e9cdd63f48ba0"}],"dailyIv":[{"symbol":"IPO","date":"2026-08-10","iv_pct":41.291095610467366,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":57.36311764705883,"put_iv_pct":47.204739454094295},{"expiry":"2026-09-18","call_iv_pct":38.552245250431774,"put_iv_pct":42.79877755511022},{"expiry":"2026-10-16","call_iv_pct":38.18968620974402,"put_iv_pct":39.30856504246759},{"expiry":"2027-01-15","call_iv_pct":36.29130872483222,"put_iv_pct":30.620325000000005}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9ecc8d927f9533b5f8e5926498cace8912ecac4ab18bb221fd50723b9d06dd93","captured_at":"2026-10-24T18:00:48.117945+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":"IPO","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"9e503c5edb004bf6ecdd6f6ee92b6679356a65763686a536642acdd97de0595c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"fd5ac130d59f315dbe5c15158b36f709aa548fc9cbd6badff06ccc0819ce10d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"931379e88de75a2a15e42f0851dab1af3aea4f38eb829be28e4d46c4b6c0f680"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c4b0742a88c598bf28b7c07199906df320aca65ffc5f5c08a15de7aa7babd69"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bee9165c6df51d030fc2eafc646aeb97a1f4b03b379c320421f80c83726d524a"}]},{"symbol":"IPO","date":"2026-08-11","iv_pct":34.399256502460105,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":37.19469116497264,"put_iv_pct":38.1075988700565},{"expiry":"2026-09-18","call_iv_pct":31.28617931034483,"put_iv_pct":36.79491803278689},{"expiry":"2026-10-16","call_iv_pct":30.465623754483858,"put_iv_pct":37.9114430894309},{"expiry":"2027-01-15","call_iv_pct":33.791878669275924,"put_iv_pct":29.641719128329296}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"caf1044cd216ac699d07496da0776364c283d5137b47de2576fddb5928507358","captured_at":"2026-10-24T18:00:46.171758+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":"IPO","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"b12a0c85526b54087ce524c492c8134ff22161686d061e88a001a2e1f35c840e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"fd5ac130d59f315dbe5c15158b36f709aa548fc9cbd6badff06ccc0819ce10d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"931379e88de75a2a15e42f0851dab1af3aea4f38eb829be28e4d46c4b6c0f680"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c4b0742a88c598bf28b7c07199906df320aca65ffc5f5c08a15de7aa7babd69"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bee9165c6df51d030fc2eafc646aeb97a1f4b03b379c320421f80c83726d524a"}]},{"symbol":"IPO","date":"2026-08-12","iv_pct":35.58658817059206,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.92184191954834,"put_iv_pct":39.49055166374781},{"expiry":"2026-09-18","call_iv_pct":32.99210210210211,"put_iv_pct":37.93687285223368},{"expiry":"2026-10-16","call_iv_pct":32.625751089972255,"put_iv_pct":38.59315891472868},{"expiry":"2027-01-15","call_iv_pct":33.37159090909091,"put_iv_pct":35.7608359133127}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"13ba7bedb1ad7a027a5dd93b040a359a7fb7351e900a28ca0d8d65bc8fd7c33a","captured_at":"2026-10-24T18:00:44.281890+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":"IPO","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"f7f10dc1e0cb0b065402462e7f0d0a619fd5c9c23b64f7b46381cbc46f99e15d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"fd5ac130d59f315dbe5c15158b36f709aa548fc9cbd6badff06ccc0819ce10d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"931379e88de75a2a15e42f0851dab1af3aea4f38eb829be28e4d46c4b6c0f680"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c4b0742a88c598bf28b7c07199906df320aca65ffc5f5c08a15de7aa7babd69"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bee9165c6df51d030fc2eafc646aeb97a1f4b03b379c320421f80c83726d524a"}]},{"symbol":"IPO","date":"2026-08-13","iv_pct":32.08749275220331,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":23.505902688860438,"put_iv_pct":38.09650827933765},{"expiry":"2026-09-18","call_iv_pct":25.448199320498304,"put_iv_pct":37.71031413612565},{"expiry":"2026-10-16","call_iv_pct":30.383691501310366,"put_iv_pct":35.02462915601023},{"expiry":"2027-01-15","call_iv_pct":31.434616935483874,"put_iv_pct":35.09608}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eca5302b5e36e422afd69b613dc63012f6907492e5087edb080db3fb9afbc115","captured_at":"2026-10-24T18:00:42.271040+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":"IPO","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"fc8a57eef1621921454f338c25256b0e50cd0c4e903bc740c65e95866dc692d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"fd5ac130d59f315dbe5c15158b36f709aa548fc9cbd6badff06ccc0819ce10d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"931379e88de75a2a15e42f0851dab1af3aea4f38eb829be28e4d46c4b6c0f680"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c4b0742a88c598bf28b7c07199906df320aca65ffc5f5c08a15de7aa7babd69"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bee9165c6df51d030fc2eafc646aeb97a1f4b03b379c320421f80c83726d524a"}]},{"symbol":"IPO","date":"2026-08-14","iv_pct":33.19196425221084,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.16638059701493,"put_iv_pct":33.19681222707423},{"expiry":"2026-09-18","call_iv_pct":31.91413793103448,"put_iv_pct":32.53865306122449},{"expiry":"2026-10-16","call_iv_pct":31.42906976744186,"put_iv_pct":35.29555555555556},{"expiry":"2027-01-15","call_iv_pct":34.378932038834954,"put_iv_pct":33.61617283950618}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8d3835027b5aae999550c4115357ffabfa56404665e7569f186a89508680a954","captured_at":"2026-10-24T18:00:40.254098+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":"IPO","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"6f5c946621978b1d89f0b3d909aaf7317c7c77925e7426a951803a8665639d65"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"fd5ac130d59f315dbe5c15158b36f709aa548fc9cbd6badff06ccc0819ce10d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"931379e88de75a2a15e42f0851dab1af3aea4f38eb829be28e4d46c4b6c0f680"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c4b0742a88c598bf28b7c07199906df320aca65ffc5f5c08a15de7aa7babd69"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bee9165c6df51d030fc2eafc646aeb97a1f4b03b379c320421f80c83726d524a"}]},{"symbol":"IPO","date":"2026-08-17","iv_pct":35.48660183434177,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":46.671232227488154,"put_iv_pct":27.242094531974047},{"expiry":"2026-09-18","call_iv_pct":37.4690243902439,"put_iv_pct":33.4731982475356},{"expiry":"2026-10-16","call_iv_pct":35.01935968379446,"put_iv_pct":37.726788094180364},{"expiry":"2027-01-15","call_iv_pct":32.334788732394365,"put_iv_pct":33.95632876712329}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fa505613d5f605cf274ebe5e7b5b47ee663dde71083ffc98f166a4a235736ff1","captured_at":"2026-10-24T18:00:30.329791+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":"IPO","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"660ca947a8e807c0c5b0b9440b2dfa75dafd05a88df428e4ccea076c1a482a0a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"40a5936b27e93664f07a0480b4a34cfa31bb5685e5c8364d07ac8d32affd666e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e27fadaba205e8e7430d0b381e9adc250abfc85578be0cc99399a488d0c3d65e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"2ff22f238c1174a17cc1c512f3d92c6888b7182e15bdcd98322e66814a4e59b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2814d0d23e8403f944ce5aca0e54d1760320318230fb6cbc7f8d65bd0ed9815"}]},{"symbol":"IPO","date":"2026-08-18","iv_pct":36.676339711034416,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":56.247055630936224,"put_iv_pct":33.174420323325634},{"expiry":"2026-09-18","call_iv_pct":36.14047297297297,"put_iv_pct":29.49504201680672},{"expiry":"2026-10-16","call_iv_pct":35.91146645865834,"put_iv_pct":32.73242285714286},{"expiry":"2027-01-15","call_iv_pct":36.920804195804195,"put_iv_pct":32.7890332326284}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ac29ac83bb8b908c8e14e4f2d228756a0c0fd7710eab298e858f50765e5a0e87","captured_at":"2026-10-24T18:00:28.531793+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":"IPO","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"ca5fe447131569b7f57143f9ec67c7e2b4dce104e2f0bb5866912bab8c638872"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"40a5936b27e93664f07a0480b4a34cfa31bb5685e5c8364d07ac8d32affd666e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e27fadaba205e8e7430d0b381e9adc250abfc85578be0cc99399a488d0c3d65e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"2ff22f238c1174a17cc1c512f3d92c6888b7182e15bdcd98322e66814a4e59b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2814d0d23e8403f944ce5aca0e54d1760320318230fb6cbc7f8d65bd0ed9815"}]},{"symbol":"IPO","date":"2026-08-19","iv_pct":39.30923165333439,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":56.00281908302354,"put_iv_pct":54.41212613473483},{"expiry":"2026-09-18","call_iv_pct":32.082730720606826,"put_iv_pct":32.49682802547771},{"expiry":"2026-10-16","call_iv_pct":34.46581798084009,"put_iv_pct":35.3827639624949},{"expiry":"2027-01-15","call_iv_pct":35.44122186495177,"put_iv_pct":34.18954545454545}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"813cbb0f7402d11a2c84cf621e991899fcfc6274a712660a4054f62f3d668835","captured_at":"2026-10-24T18:00:26.354580+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":"IPO","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"23a1112020dbf19164e688939fee03ac44a1915777c436659f16d20dc354fe3c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"40a5936b27e93664f07a0480b4a34cfa31bb5685e5c8364d07ac8d32affd666e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e27fadaba205e8e7430d0b381e9adc250abfc85578be0cc99399a488d0c3d65e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"2ff22f238c1174a17cc1c512f3d92c6888b7182e15bdcd98322e66814a4e59b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2814d0d23e8403f944ce5aca0e54d1760320318230fb6cbc7f8d65bd0ed9815"}]},{"symbol":"IPO","date":"2026-08-20","iv_pct":42.05456077567605,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":72.48404895461499,"put_iv_pct":49.459104186952295},{"expiry":"2026-09-18","call_iv_pct":33.51110843373494,"put_iv_pct":36.26878293601004},{"expiry":"2026-10-16","call_iv_pct":34.32084063047285,"put_iv_pct":40.032752688172046},{"expiry":"2027-01-15","call_iv_pct":36.594,"put_iv_pct":33.76584837545126}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8761cde924b69f714fe8f65118b2c13ef585bcce9a82d1b964be6a29bb88ea49","captured_at":"2026-10-24T18:00:24.632835+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":"IPO","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"78c43718e39815a2e3369527a18a6d79dc15a11efcbdd58ae2202a9fe6b75c0e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"40a5936b27e93664f07a0480b4a34cfa31bb5685e5c8364d07ac8d32affd666e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e27fadaba205e8e7430d0b381e9adc250abfc85578be0cc99399a488d0c3d65e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"2ff22f238c1174a17cc1c512f3d92c6888b7182e15bdcd98322e66814a4e59b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2814d0d23e8403f944ce5aca0e54d1760320318230fb6cbc7f8d65bd0ed9815"}]},{"symbol":"IPO","date":"2026-08-21","iv_pct":34.5247156485965,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":30.526620209059235,"put_iv_pct":38.35550139275766},{"expiry":"2026-10-16","call_iv_pct":32.339296562749794,"put_iv_pct":37.53705855443732},{"expiry":"2027-01-15","call_iv_pct":33.38454545454545,"put_iv_pct":36.9844262295082},{"expiry":"2027-04-16","call_iv_pct":32.78371428571428,"put_iv_pct":34.2865625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6a193ed2f4d88d64140b42fd2dc713a04f08064c83a30ebecbea5d694921cd2f","captured_at":"2026-10-24T17:59:48.871348+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":"IPO","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"e0edf76a4c389b89d4421b5272e7399e18fd7110a72a44ff662e31e3209af3a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e27fadaba205e8e7430d0b381e9adc250abfc85578be0cc99399a488d0c3d65e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"2ff22f238c1174a17cc1c512f3d92c6888b7182e15bdcd98322e66814a4e59b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2814d0d23e8403f944ce5aca0e54d1760320318230fb6cbc7f8d65bd0ed9815"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ce96cda9bb6682729d80f45cadfe370be038611bf046539a386337141716054"}]},{"symbol":"IPO","date":"2026-08-24","iv_pct":34.942063275305706,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.03418934911243,"put_iv_pct":34.075},{"expiry":"2026-10-16","call_iv_pct":34.3675935828877,"put_iv_pct":36.731656804733724},{"expiry":"2027-01-15","call_iv_pct":33.372346368715085,"put_iv_pct":39.80893617021277},{"expiry":"2027-04-16","call_iv_pct":34.144814814814815,"put_iv_pct":35.00196911196911}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eedf8ed34a5567817e0b64b6b491357f76720121f0461075097b3701a51c3fb0","captured_at":"2026-10-24T17:59:39.785931+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":"IPO","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"462539de217946584c487a0f67f5462203d34661bc86cee15cebb0feecb9b68c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"5ce01d63ee82429bc9379caba957761b71dd33de61294af4b256d6a03c197156"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"eb19a07c695d03a7ec6277b46c4a86eb22fcb8dbe515b637eac8c0a7fb7396e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"14b717662daf1a1721783009ab416b4a2c7236d76c624205681cf40dcef731db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6711591ebfb33c7254971bfb639266e2a157535921cb0131bc3c29e728dce54c"}]},{"symbol":"IPO","date":"2026-08-25","iv_pct":36.0027553213723,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.21263157894737,"put_iv_pct":41.6552422907489},{"expiry":"2026-10-16","call_iv_pct":34.66969588550984,"put_iv_pct":36.68700715015322},{"expiry":"2027-01-15","call_iv_pct":32.01762081784387,"put_iv_pct":39.28285714285714},{"expiry":"2027-04-16","call_iv_pct":33.815737704918035,"put_iv_pct":34.681250000000006}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a80e66e37e4c7b7e6c375711c898e46c95e3b293cf1448abb067e5e6d1f1d48f","captured_at":"2026-10-24T17:59:37.875992+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":"IPO","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"206b611a943acfe68fe52985bfa425e54b259a800b726c91938e5be1703ebbd7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"5ce01d63ee82429bc9379caba957761b71dd33de61294af4b256d6a03c197156"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"eb19a07c695d03a7ec6277b46c4a86eb22fcb8dbe515b637eac8c0a7fb7396e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"14b717662daf1a1721783009ab416b4a2c7236d76c624205681cf40dcef731db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6711591ebfb33c7254971bfb639266e2a157535921cb0131bc3c29e728dce54c"}]},{"symbol":"IPO","date":"2026-08-26","iv_pct":35.71702095220445,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.1,"put_iv_pct":40.19439056356487},{"expiry":"2026-10-16","call_iv_pct":33.4058262350937,"put_iv_pct":37.60310756972112},{"expiry":"2027-01-15","call_iv_pct":33.53875,"put_iv_pct":39.99918918918919},{"expiry":"2027-04-16","call_iv_pct":32.85326612903226,"put_iv_pct":36.04163793103448}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a5042e78fa955d44d64a72d282ad4d624db526e699eb16670b02de6b9cfba8ba","captured_at":"2026-10-24T17:59:35.933767+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":"IPO","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"28e4c6425e7a0f9bb9200ed20013ed7871b33082a0f94e2e349f17c75c81387a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"5ce01d63ee82429bc9379caba957761b71dd33de61294af4b256d6a03c197156"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"eb19a07c695d03a7ec6277b46c4a86eb22fcb8dbe515b637eac8c0a7fb7396e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"14b717662daf1a1721783009ab416b4a2c7236d76c624205681cf40dcef731db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6711591ebfb33c7254971bfb639266e2a157535921cb0131bc3c29e728dce54c"}]},{"symbol":"IPO","date":"2026-08-27","iv_pct":34.19321669993524,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.48228832951945,"put_iv_pct":32.35293952180028},{"expiry":"2026-10-16","call_iv_pct":30.266993395898506,"put_iv_pct":41.14669988043045},{"expiry":"2027-01-15","call_iv_pct":32.74314641744549,"put_iv_pct":34.523872053872054},{"expiry":"2027-04-16","call_iv_pct":35.28778443113772,"put_iv_pct":34.74200956937799}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e0c50628e861635de52db7c7c090f6430353be53e1697dd41e41f5febaf7aa72","captured_at":"2026-10-24T17:59:34.128138+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":"IPO","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"ae4a1457e294ffa4eafaaced49a68140779f74f38692eda74346aafc53dc460e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"5ce01d63ee82429bc9379caba957761b71dd33de61294af4b256d6a03c197156"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"eb19a07c695d03a7ec6277b46c4a86eb22fcb8dbe515b637eac8c0a7fb7396e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"14b717662daf1a1721783009ab416b4a2c7236d76c624205681cf40dcef731db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6711591ebfb33c7254971bfb639266e2a157535921cb0131bc3c29e728dce54c"}]},{"symbol":"IPO","date":"2026-08-28","iv_pct":34.56236382904786,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":41.125249343832024,"put_iv_pct":28.05345890410959},{"expiry":"2026-10-16","call_iv_pct":38.26092219020173,"put_iv_pct":32.45742038216561},{"expiry":"2027-01-15","call_iv_pct":37.02522388059701,"put_iv_pct":31.498184143222506},{"expiry":"2027-04-16","call_iv_pct":35.916390977443605,"put_iv_pct":32.162060810810814}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ade5c9716580557cd51b18806ee8d7cf0024c7d3abad81d2ce1857f508388d53","captured_at":"2026-10-24T17:59:32.243851+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":"IPO","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"78ab2815e0987ee3084a5d18ee9e4b0e4858e26805af2cc08082ae7c21f06be7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"5ce01d63ee82429bc9379caba957761b71dd33de61294af4b256d6a03c197156"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"eb19a07c695d03a7ec6277b46c4a86eb22fcb8dbe515b637eac8c0a7fb7396e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"14b717662daf1a1721783009ab416b4a2c7236d76c624205681cf40dcef731db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6711591ebfb33c7254971bfb639266e2a157535921cb0131bc3c29e728dce54c"}]},{"symbol":"IPO","date":"2026-08-31","iv_pct":33.80456446968241,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.708544955387783,"put_iv_pct":33.22852147852148},{"expiry":"2026-10-16","call_iv_pct":33.68090909090909,"put_iv_pct":41.604509803921566},{"expiry":"2027-01-15","call_iv_pct":34.27800586510264,"put_iv_pct":36.31290322580645},{"expiry":"2027-04-16","call_iv_pct":32.22967871485944,"put_iv_pct":36.393442622950815}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2a4d56520900402cd14a0a57cbdd86f5a638c5365bfbd30adb6c9d5893c7a359","captured_at":"2026-10-24T17:59:21.639980+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":"IPO","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"37e3a3a22ff2d84fecaab21cbb6232b680396ee8fe708cdd0555b4a74ab5ded1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"8482585cdf678a8caa504b320c673cc7da4d940dac04f7b7ddfaed1c59a409c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e9848450c2d566fc87ec3fc091a85d37ef7afaaf067acb0589c912155f4b6292"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fb445076431f0f43c4de567ac8c8264b2da3da0d8ab80b8e1725ca9bda812e89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"63e6d7dd274bd801aec559537728ef88df3dead140413ee6c6e54b9ff654c3a9"}]},{"symbol":"IPO","date":"2026-09-01","iv_pct":35.24217122731901,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.67076180257511,"put_iv_pct":29.79880357142857},{"expiry":"2026-10-16","call_iv_pct":37.81291803278688,"put_iv_pct":37.3411444652908},{"expiry":"2027-01-15","call_iv_pct":34.944277620396605,"put_iv_pct":33.96843520782396},{"expiry":"2027-04-16","call_iv_pct":34.04255639097744,"put_iv_pct":33.358472727272726}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"93f09ca1d6a9f5fc7dddebf1aaea8303114f34eaa31ebbbdbd20df07ace2093e","captured_at":"2026-10-24T17:59:16.485847+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":"IPO","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"89f12085e6cf51ab3bb8dabe8cd26859499845da499483a83fa831c45e00cdec"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"0b899d97e496d1c21f34ae376be35a0e8e56540b31280f206a9e1047f4de0020"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"48b07a13bf0a7e3c75a7dc6fd550070c92631c0073f775f158ee721906a56738"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48a8e11abdb4aed627cf1bdd052734057c55deac9be02e23c64f0814354ea4aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f494a300f617c4b5c2a62628a83151d41cf1c4a97d3e7d509a624a0b4a43b3c1"}]},{"symbol":"IPO","date":"2026-09-02","iv_pct":34.925246863929026,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":30.957838312829523,"put_iv_pct":40.07103762827822},{"expiry":"2026-10-16","call_iv_pct":30.790564971751415,"put_iv_pct":41.35037735849056},{"expiry":"2027-01-15","call_iv_pct":31.913961038961038,"put_iv_pct":34.790151057401815},{"expiry":"2027-04-16","call_iv_pct":32.45491477272727,"put_iv_pct":37.07312977099237}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3efd444e161e2045a07cc61ac931d5e3ba2016a346f3b06f51d5ec6284750187","captured_at":"2026-10-24T17:59:14.880491+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":"IPO","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"0cb584f015f2737cfc6cac5f81d5fce146324875c648873aec17baa33bff0650"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"0b899d97e496d1c21f34ae376be35a0e8e56540b31280f206a9e1047f4de0020"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"48b07a13bf0a7e3c75a7dc6fd550070c92631c0073f775f158ee721906a56738"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48a8e11abdb4aed627cf1bdd052734057c55deac9be02e23c64f0814354ea4aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f494a300f617c4b5c2a62628a83151d41cf1c4a97d3e7d509a624a0b4a43b3c1"}]},{"symbol":"IPO","date":"2026-09-03","iv_pct":34.459667458034545,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.547940974605353,"put_iv_pct":44.43773997569866},{"expiry":"2026-10-16","call_iv_pct":30.42641242937853,"put_iv_pct":43.135279999999995},{"expiry":"2027-01-15","call_iv_pct":29.654609929078013,"put_iv_pct":34.51172413793104},{"expiry":"2027-04-16","call_iv_pct":31.211070234113713,"put_iv_pct":36.75256198347107}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a536273df12e09c95c625a649ca5f1c7b8e2e059cef12552858d1d997834a8a","captured_at":"2026-10-24T17:59:13.232273+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":"IPO","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"47b32eb3440abaf6bf5b8edd15b27bf6db821772bf726b0c339d2736ae07fd08"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"0b899d97e496d1c21f34ae376be35a0e8e56540b31280f206a9e1047f4de0020"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"48b07a13bf0a7e3c75a7dc6fd550070c92631c0073f775f158ee721906a56738"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48a8e11abdb4aed627cf1bdd052734057c55deac9be02e23c64f0814354ea4aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f494a300f617c4b5c2a62628a83151d41cf1c4a97d3e7d509a624a0b4a43b3c1"}]},{"symbol":"IPO","date":"2026-09-04","iv_pct":35.483897605570384,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.12832614322692,"put_iv_pct":42.34288308740068},{"expiry":"2026-10-16","call_iv_pct":30.0069014084507,"put_iv_pct":42.55926829268293},{"expiry":"2027-01-15","call_iv_pct":32.073233082706764,"put_iv_pct":37.824292682926824},{"expiry":"2027-04-16","call_iv_pct":31.223593220338984,"put_iv_pct":35.71268292682927}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"357fb53f6ef14a09e5405d16c5dc909a4e0c7773ab7dfb68f714063b6e9220f4","captured_at":"2026-10-24T17:59:11.414815+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":"IPO","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"2045393502dd7c97951ae890d84d9c5895a0a6253f243f99d3bf4928903d73b1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"0b899d97e496d1c21f34ae376be35a0e8e56540b31280f206a9e1047f4de0020"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"48b07a13bf0a7e3c75a7dc6fd550070c92631c0073f775f158ee721906a56738"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48a8e11abdb4aed627cf1bdd052734057c55deac9be02e23c64f0814354ea4aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f494a300f617c4b5c2a62628a83151d41cf1c4a97d3e7d509a624a0b4a43b3c1"}]},{"symbol":"IPO","date":"2026-09-08","iv_pct":35.85828479198452,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.55904,"put_iv_pct":36.47094046591889},{"expiry":"2026-10-16","call_iv_pct":31.50146892655367,"put_iv_pct":38.728},{"expiry":"2027-01-15","call_iv_pct":38.51833746898263,"put_iv_pct":34.133018867924534},{"expiry":"2027-04-16","call_iv_pct":34.91858736059479,"put_iv_pct":32.03688524590164}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"38aa6757cdbe10ab3cf04493752767a56acb9daf80d40c0ba6cfec29a2f23b1e","captured_at":"2026-10-24T17:59:00.077034+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":"IPO","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"9c10d43bee570580bd75aece1312e31c516fd45748919f6286842fbf7345b492"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"811b211c17f1086231557efd8d93f85a85e0ca135aa736be67bd22d109a32dbe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"77858559bbf5a32c8dce9b15f3e289bde1a417b95eff2b23f2e744cf7b1ec631"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2b328a254847eddf50eaeda5cf2b80b2dca374f3a0ee639a7ba5848e322d97b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53d809a998df0992f6261f984878350bd84efdacca63ae217742bd78e93d8fe0"}]},{"symbol":"IPO","date":"2026-09-09","iv_pct":37.46026310837609,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":47.837430801987225,"put_iv_pct":36.14080991735537},{"expiry":"2026-10-16","call_iv_pct":40.558789915966386,"put_iv_pct":32.90978851963746},{"expiry":"2027-01-15","call_iv_pct":39.82343511450381,"put_iv_pct":32.96154734411086},{"expiry":"2027-04-16","call_iv_pct":36.581082474226804,"put_iv_pct":32.86922077922078}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb0980fed8963b4eca09f7cb8cbb6e536d42be9a5e8d174e80d17e8cf4dbcd0a","captured_at":"2026-10-24T17:58:58.472588+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":"IPO","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"2524b528f2fb8d62257737b644f9e2259e181ef461339d098fab758c44c49f1d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"811b211c17f1086231557efd8d93f85a85e0ca135aa736be67bd22d109a32dbe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"77858559bbf5a32c8dce9b15f3e289bde1a417b95eff2b23f2e744cf7b1ec631"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2b328a254847eddf50eaeda5cf2b80b2dca374f3a0ee639a7ba5848e322d97b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53d809a998df0992f6261f984878350bd84efdacca63ae217742bd78e93d8fe0"}]},{"symbol":"IPO","date":"2026-09-10","iv_pct":37.97277294715498,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.276344647519586,"put_iv_pct":43.57945945945946},{"expiry":"2026-10-16","call_iv_pct":37.47398561151079,"put_iv_pct":33.760720838794235},{"expiry":"2027-01-15","call_iv_pct":35.20837438423645,"put_iv_pct":36.09878676470588},{"expiry":"2027-04-16","call_iv_pct":35.65213235294118,"put_iv_pct":33.732379518072285}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d9c734d840aebc70e062af915395bcb04a57fbdd0c95309672fdc0fc92e988fd","captured_at":"2026-10-24T17:58:56.170667+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":"IPO","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"f5f101570702415f1b3f0830a6d2a9b2c7e99af6de70eafdd27fd3fb79b628f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"811b211c17f1086231557efd8d93f85a85e0ca135aa736be67bd22d109a32dbe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"77858559bbf5a32c8dce9b15f3e289bde1a417b95eff2b23f2e744cf7b1ec631"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2b328a254847eddf50eaeda5cf2b80b2dca374f3a0ee639a7ba5848e322d97b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53d809a998df0992f6261f984878350bd84efdacca63ae217742bd78e93d8fe0"}]},{"symbol":"IPO","date":"2026-09-11","iv_pct":39.745784663595984,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":50.30517625231911,"put_iv_pct":48.311080380293866},{"expiry":"2026-10-16","call_iv_pct":34.340350404312666,"put_iv_pct":41.05318864774624},{"expiry":"2027-01-15","call_iv_pct":38.755489749430524,"put_iv_pct":35.64135746606335},{"expiry":"2027-04-16","call_iv_pct":34.961999999999996,"put_iv_pct":34.597634408602154}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8cecccb9a601e7d1b7778490d1ad1555f716abcfcd0ab0b5707c20a77a2cd1fb","captured_at":"2026-10-24T17:58:53.643081+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":"IPO","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"ea7090a5ae7b3a6aff369aebf8fc44185312f7cc006f7930135adf4fd55c2b77"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"811b211c17f1086231557efd8d93f85a85e0ca135aa736be67bd22d109a32dbe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"77858559bbf5a32c8dce9b15f3e289bde1a417b95eff2b23f2e744cf7b1ec631"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2b328a254847eddf50eaeda5cf2b80b2dca374f3a0ee639a7ba5848e322d97b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53d809a998df0992f6261f984878350bd84efdacca63ae217742bd78e93d8fe0"}]},{"symbol":"IPO","date":"2026-09-14","iv_pct":38.31491356330751,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":42.38594433399603,"put_iv_pct":54.63008291873964},{"expiry":"2026-10-16","call_iv_pct":31.821388174807197,"put_iv_pct":38.16558533145275},{"expiry":"2027-01-15","call_iv_pct":33.14906474820144,"put_iv_pct":39.0775},{"expiry":"2027-04-16","call_iv_pct":32.08614130434783,"put_iv_pct":35.20360169491526}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c3cbc6ed9323ddd208baf0478c17c4b84e7fe5eeade713851efadaa1bce48b8e","captured_at":"2026-10-24T17:58:51.711560+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":"IPO","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"50a94554204884271a315e30321b51bfc67f6bdf59c064e9cafac38ea3609f8f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"811b211c17f1086231557efd8d93f85a85e0ca135aa736be67bd22d109a32dbe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"77858559bbf5a32c8dce9b15f3e289bde1a417b95eff2b23f2e744cf7b1ec631"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2b328a254847eddf50eaeda5cf2b80b2dca374f3a0ee639a7ba5848e322d97b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"53d809a998df0992f6261f984878350bd84efdacca63ae217742bd78e93d8fe0"}]},{"symbol":"IPO","date":"2026-09-15","iv_pct":40.61794040102487,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":63.61363561417972,"put_iv_pct":55.86473275024295},{"expiry":"2026-10-16","call_iv_pct":34.07976833976834,"put_iv_pct":33.953388324873096},{"expiry":"2027-01-15","call_iv_pct":33.28330049261084,"put_iv_pct":36.22723076923077},{"expiry":"2027-04-16","call_iv_pct":34.19676691729323,"put_iv_pct":33.7247}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c7716e78c55c9deb2f3d9e8d81a58551aefd1421afef2c49e99768fb861296bb","captured_at":"2026-10-24T17:58:40.308409+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":"IPO","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"5529595fcecc8d01e104d5f96b5128b221471d1ef9131757202bb20035212043"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"992c549547f7aa5229b6dc1e31da448f7661cf9f5cab2a3ffaf08da5b78f9548"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"aaab2280381294d314d84740c26e71e09c6a0c990d9048adce0236f906230c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2622362295f10076ed025768c0feabb23559ccd01b348dd8b9c04e3a927d0d61"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"05bf56739d88f97154702102752b87e3fd2f65af3e66d73e645a40a23df3cda2"}]},{"symbol":"IPO","date":"2026-09-16","iv_pct":40.46159537338896,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":63.02913602941176,"put_iv_pct":44.80313420621931},{"expiry":"2026-10-16","call_iv_pct":37.609358437935846,"put_iv_pct":39.08486956521739},{"expiry":"2027-01-15","call_iv_pct":33.03138686131387,"put_iv_pct":37.302449664429524},{"expiry":"2027-04-16","call_iv_pct":34.08577586206897,"put_iv_pct":34.746652360515014}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"63a87fa335c5932473ab5dd8f1a84b3f93169bd4154a0147e4764e789ae4fe85","captured_at":"2026-10-24T17:58:38.375617+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":"IPO","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"0abdbbfcd863f4a11fd1015eb2e909b3a1a5f85fc68c1d19e7e609550ecb4a76"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"992c549547f7aa5229b6dc1e31da448f7661cf9f5cab2a3ffaf08da5b78f9548"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"aaab2280381294d314d84740c26e71e09c6a0c990d9048adce0236f906230c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2622362295f10076ed025768c0feabb23559ccd01b348dd8b9c04e3a927d0d61"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"05bf56739d88f97154702102752b87e3fd2f65af3e66d73e645a40a23df3cda2"}]},{"symbol":"IPO","date":"2026-09-17","iv_pct":43.692091285541686,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.301874203144926,"put_iv_pct":85.31901907356948},{"expiry":"2026-10-16","call_iv_pct":38.240903954802256,"put_iv_pct":33.59265486725664},{"expiry":"2026-11-20","call_iv_pct":32.41994623655914,"put_iv_pct":36.276250000000005},{"expiry":"2027-01-15","call_iv_pct":36.10264264264264,"put_iv_pct":39.28343930635838}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3970999abceef1f6b4117c8298a739ab41805ed8c24c861d1fbdb57897c1ba3f","captured_at":"2026-10-24T17:58:36.263939+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":"IPO","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"6a4d5e2736e6cd2a6c462897b62aa3c757cc285fe8581f1bf4765fa69754a87f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"992c549547f7aa5229b6dc1e31da448f7661cf9f5cab2a3ffaf08da5b78f9548"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"aaab2280381294d314d84740c26e71e09c6a0c990d9048adce0236f906230c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"516200490ba146f4bdd37d4ee4d3cda9f6e5ad02fa6603a52e5a5c3c7bd38ce2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2622362295f10076ed025768c0feabb23559ccd01b348dd8b9c04e3a927d0d61"}]},{"symbol":"IPO","date":"2026-09-18","iv_pct":34.82791583869158,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.283828125,"put_iv_pct":33.9857249070632},{"expiry":"2026-11-20","call_iv_pct":34.55321100917431,"put_iv_pct":39.68758849557522},{"expiry":"2027-01-15","call_iv_pct":35.10892655367232,"put_iv_pct":33.968333333333334},{"expiry":"2027-04-16","call_iv_pct":31.980000000000004,"put_iv_pct":34.05571428571428}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"37cc7a54e48f38f947d2a4d6129c2a7b254d823e6086c4c2b6cc935fb144703a","captured_at":"2026-10-24T17:58:34.030937+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":"IPO","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"11f0d3ccbc2c7ecc907fbf402dc69e2fc5facab0aa1e5525d188c9b2bb216bb6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"aaab2280381294d314d84740c26e71e09c6a0c990d9048adce0236f906230c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"516200490ba146f4bdd37d4ee4d3cda9f6e5ad02fa6603a52e5a5c3c7bd38ce2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2622362295f10076ed025768c0feabb23559ccd01b348dd8b9c04e3a927d0d61"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"05bf56739d88f97154702102752b87e3fd2f65af3e66d73e645a40a23df3cda2"}]},{"symbol":"IPO","date":"2026-09-21","iv_pct":35.070113821950876,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.91045454545454,"put_iv_pct":35.66313868613138},{"expiry":"2026-11-20","call_iv_pct":34.97363636363636,"put_iv_pct":39.510557939914165},{"expiry":"2027-01-15","call_iv_pct":34.103080808080804,"put_iv_pct":39.60018518518518},{"expiry":"2027-04-16","call_iv_pct":30.315339805825243,"put_iv_pct":34.484517241379315}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2d4f0466e1b9018da4a85db0a908371a4842c38535afc4233eaf27a26be19350","captured_at":"2026-10-24T17:58:32.029632+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":"IPO","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"806092df31f81e1704e837f5b8eb1a6e78c2c2e47619653abf77c7042e946c3b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"aaab2280381294d314d84740c26e71e09c6a0c990d9048adce0236f906230c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"516200490ba146f4bdd37d4ee4d3cda9f6e5ad02fa6603a52e5a5c3c7bd38ce2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2622362295f10076ed025768c0feabb23559ccd01b348dd8b9c04e3a927d0d61"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"05bf56739d88f97154702102752b87e3fd2f65af3e66d73e645a40a23df3cda2"}]},{"symbol":"IPO","date":"2026-09-22","iv_pct":33.117512994118236,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.13052972972973,"put_iv_pct":35.29751824817519},{"expiry":"2026-11-20","call_iv_pct":30.7976402640264,"put_iv_pct":35.70671641791044},{"expiry":"2027-01-15","call_iv_pct":33.9346923076923,"put_iv_pct":36.14855737704919},{"expiry":"2027-04-16","call_iv_pct":30.480237154150196,"put_iv_pct":34.444212454212455}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a1266d0ae6fbab1462e68baa5dcce408c2149d3f1c0ed75b51f3e4786850565b","captured_at":"2026-10-24T17:58:22.012475+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":"IPO","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"7600385a90119186b4bb233a3cb85ba4cf65927ae74ca020c696692d9a8d697a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"3afb4fab7f2bf12f57d395d7e2df56ddc0f5e78c01c075d775ad7e6bf699e086"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"45550606df49b709fde98a93e3582b4bc80d3e1486fa62286437a804536f5422"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2a44a8fec99585113a947700642dc2ccf81c26f0817546efacbaad18d925854e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95c16acbf6b8f1d7206b39c9605f125ea70df58abe50d33bff9082a6e7e0ab11"}]},{"symbol":"IPO","date":"2026-09-23","iv_pct":32.65738114191748,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":32.743551136363635,"put_iv_pct":30.38749502982107},{"expiry":"2026-11-20","call_iv_pct":36.336424870466324,"put_iv_pct":34.36804305283757},{"expiry":"2027-01-15","call_iv_pct":32.51779116465864,"put_iv_pct":30.5949430523918},{"expiry":"2027-04-16","call_iv_pct":32.85181481481481,"put_iv_pct":31.458986013986017}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b9c6136392de41b82e03853b1a1a4baf034e0e9b90e83e409936ba3ea97a7c5e","captured_at":"2026-10-24T17:58:20.092629+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":"IPO","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"4cbbec099221d66141ebc8babcb65b67f192897e1086b8efe5f7ee71c008d7e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"3afb4fab7f2bf12f57d395d7e2df56ddc0f5e78c01c075d775ad7e6bf699e086"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"45550606df49b709fde98a93e3582b4bc80d3e1486fa62286437a804536f5422"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2a44a8fec99585113a947700642dc2ccf81c26f0817546efacbaad18d925854e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95c16acbf6b8f1d7206b39c9605f125ea70df58abe50d33bff9082a6e7e0ab11"}]},{"symbol":"IPO","date":"2026-09-24","iv_pct":31.88043879199245,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.49874759152216,"put_iv_pct":34.79672189349113},{"expiry":"2026-11-20","call_iv_pct":30.0813251155624,"put_iv_pct":29.725008291873966},{"expiry":"2027-01-15","call_iv_pct":32.82096033402922,"put_iv_pct":39.70420731707317},{"expiry":"2027-04-16","call_iv_pct":30.209999999999997,"put_iv_pct":33.206539792387545}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0278846514e00ef48451a49111dc3e37cdde9d23932f91c731c164586a252fee","captured_at":"2026-10-24T17:58:18.476367+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":"IPO","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"4e102a295d6b3db77780651577d2554b05e2e953c783b061d162870f050577d0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"3afb4fab7f2bf12f57d395d7e2df56ddc0f5e78c01c075d775ad7e6bf699e086"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"45550606df49b709fde98a93e3582b4bc80d3e1486fa62286437a804536f5422"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2a44a8fec99585113a947700642dc2ccf81c26f0817546efacbaad18d925854e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95c16acbf6b8f1d7206b39c9605f125ea70df58abe50d33bff9082a6e7e0ab11"}]},{"symbol":"IPO","date":"2026-09-25","iv_pct":32.04875473802136,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.058497854077252,"put_iv_pct":28.155265306122452},{"expiry":"2026-11-20","call_iv_pct":33.530682261208575,"put_iv_pct":32.02076923076923},{"expiry":"2027-01-15","call_iv_pct":33.90808510638298,"put_iv_pct":33.7415969581749},{"expiry":"2027-04-16","call_iv_pct":32.52281795511222,"put_iv_pct":33.45232323232323}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8e4015becae4a6c7af54ad51a60b6dfbe676e575de5f2f0d0e6f613c850e311e","captured_at":"2026-10-24T17:58:16.471933+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":"IPO","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"8a5305f22622ba5602588b6200eb43e42b22dc12dcf53aa620dbb45eb5649cc2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"3afb4fab7f2bf12f57d395d7e2df56ddc0f5e78c01c075d775ad7e6bf699e086"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"45550606df49b709fde98a93e3582b4bc80d3e1486fa62286437a804536f5422"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2a44a8fec99585113a947700642dc2ccf81c26f0817546efacbaad18d925854e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95c16acbf6b8f1d7206b39c9605f125ea70df58abe50d33bff9082a6e7e0ab11"}]},{"symbol":"IPO","date":"2026-09-28","iv_pct":32.37716711290715,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.037540687160945,"put_iv_pct":32.791830985915496},{"expiry":"2026-11-20","call_iv_pct":35.27668604651163,"put_iv_pct":33.72295774647887},{"expiry":"2027-01-15","call_iv_pct":32.89,"put_iv_pct":27.57149606299213},{"expiry":"2027-04-16","call_iv_pct":34.99695652173913,"put_iv_pct":32.72986885245901}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"32e6ddbb69a8b7b14da6a8809a279fea744eae430a7bafa14984b50990b52557","captured_at":"2026-10-24T17:58:14.810952+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":"IPO","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"97439df863df66eec09a87395a82f5576ca03b5395ecf2bbe1b7b192c452e168"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"3afb4fab7f2bf12f57d395d7e2df56ddc0f5e78c01c075d775ad7e6bf699e086"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"45550606df49b709fde98a93e3582b4bc80d3e1486fa62286437a804536f5422"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2a44a8fec99585113a947700642dc2ccf81c26f0817546efacbaad18d925854e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95c16acbf6b8f1d7206b39c9605f125ea70df58abe50d33bff9082a6e7e0ab11"}]},{"symbol":"IPO","date":"2026-09-29","iv_pct":32.27835953785811,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.580325417766048,"put_iv_pct":29.97264829239065},{"expiry":"2026-11-20","call_iv_pct":31.084571865443422,"put_iv_pct":37.958630136986294},{"expiry":"2027-01-15","call_iv_pct":37.2,"put_iv_pct":32.01723404255319},{"expiry":"2027-04-16","call_iv_pct":32.93526315789473,"put_iv_pct":33.478203389830504}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"107eb9bf38b519fb35a745d1e0462dd50009f695178251877c0b72eb97c45ea0","captured_at":"2026-10-24T17:58:03.062715+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":"IPO","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"572b28e0dcddf2af9231a0e0a91955581a34e5be6bc632e60314f35b162d0fd2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"a1511bdf94354ee099e398730e1b7b17ac0e3694f61b05edd5e68c738957fcd2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"8052393d8f8a6ce28a8c9d84d3c19a79beb777cd4e6d4743f608b3b9ca25e162"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"387d32922d2269d25b6c94c38b5e8f5570be2acee60ee0ed0debfba3f7a3f6aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47335894d953cd20d2c461f85ee72fe77bcbb520739367a4233a8cd0b08b63b0"}]},{"symbol":"IPO","date":"2026-09-30","iv_pct":33.84595625694149,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.62821031344793,"put_iv_pct":36.39060301507537},{"expiry":"2026-11-20","call_iv_pct":35.919999999999995,"put_iv_pct":34.38626068376068},{"expiry":"2027-01-15","call_iv_pct":32.46688636363636,"put_iv_pct":32.55088552915766},{"expiry":"2027-04-16","call_iv_pct":30.087470817120625,"put_iv_pct":34.33733333333333}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"920e203eb6e164565f5afb812495b1e22c3c3a64464832c63f6026d579fe98de","captured_at":"2026-10-24T17:58:01.152929+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":"IPO","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"9c47913883df514dcc065dda52d7fb6926a037285068115c495f269da61f890a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"a1511bdf94354ee099e398730e1b7b17ac0e3694f61b05edd5e68c738957fcd2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"8052393d8f8a6ce28a8c9d84d3c19a79beb777cd4e6d4743f608b3b9ca25e162"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"387d32922d2269d25b6c94c38b5e8f5570be2acee60ee0ed0debfba3f7a3f6aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47335894d953cd20d2c461f85ee72fe77bcbb520739367a4233a8cd0b08b63b0"}]},{"symbol":"IPO","date":"2026-10-01","iv_pct":32.461385810528974,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.71359700249792,"put_iv_pct":33.94238012205754},{"expiry":"2026-11-20","call_iv_pct":28.356545454545458,"put_iv_pct":37.22103448275862},{"expiry":"2027-01-15","call_iv_pct":32.14171945701357,"put_iv_pct":33.43981595092024},{"expiry":"2027-04-16","call_iv_pct":32.419461756373934,"put_iv_pct":34.45653225806452}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"14dd7c2ed46ffdf6b2b573bda1a1be170eadd8d4b19decaba78378cb3f67943a","captured_at":"2026-10-24T17:57:54.711424+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":"IPO","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"a5839a786032ca4296e005fed8c8ff37beebee718de8fc409327aff2851b07f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"46e08f4f0211458613d1b1965cc6a7a481851b994ce94b59221043f8d876f31c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e56dbfaa0988963e4caded5d9212f4a42fa721a021bafc0920c93e23e0097981"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1cbd0636e99285a50e6f440f50635485524af3f9d77da5dfafcea58d843654b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ed5953a2aa50350403d1646c745042e189d8f69746dc543700c17ed241f670c7"}]},{"symbol":"IPO","date":"2026-10-02","iv_pct":32.216850977437694,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.492935323383083,"put_iv_pct":30.54439306358382},{"expiry":"2026-11-20","call_iv_pct":32.794110970996215,"put_iv_pct":37.40153846153846},{"expiry":"2027-01-15","call_iv_pct":30.368749999999995,"put_iv_pct":34.648406779661016},{"expiry":"2027-04-16","call_iv_pct":28.960593220338982,"put_iv_pct":34.52408}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"af8b676b31a0cf94f343a25be9eadeb644a0d0eec25d242fcfb9d53a480500cf","captured_at":"2026-10-24T17:57:52.245672+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":"IPO","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"55a78b76c7fcfaa77cc315cc7d73be35495932a97f0de5b4065432b1244db384"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"46e08f4f0211458613d1b1965cc6a7a481851b994ce94b59221043f8d876f31c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e56dbfaa0988963e4caded5d9212f4a42fa721a021bafc0920c93e23e0097981"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1cbd0636e99285a50e6f440f50635485524af3f9d77da5dfafcea58d843654b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ed5953a2aa50350403d1646c745042e189d8f69746dc543700c17ed241f670c7"}]},{"symbol":"IPO","date":"2026-10-05","iv_pct":31.249422156162318,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.78585185185185,"put_iv_pct":37.8339896373057},{"expiry":"2026-11-20","call_iv_pct":21.3883011190234,"put_iv_pct":40.11077972709551},{"expiry":"2027-01-15","call_iv_pct":27.753999999999994,"put_iv_pct":35.14},{"expiry":"2027-04-16","call_iv_pct":28.425498392282954,"put_iv_pct":33.55695652173913}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a804085ba674e7b8e60e7ad89b361c391ae3a39a3daea2b3cd1c6e676818040c","captured_at":"2026-10-24T17:57:50.330428+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":"IPO","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"d19b7ed80c89fb231ebceeb5063a404f1007b1f4671f92624e6f669c2b306b1d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"46e08f4f0211458613d1b1965cc6a7a481851b994ce94b59221043f8d876f31c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e56dbfaa0988963e4caded5d9212f4a42fa721a021bafc0920c93e23e0097981"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1cbd0636e99285a50e6f440f50635485524af3f9d77da5dfafcea58d843654b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ed5953a2aa50350403d1646c745042e189d8f69746dc543700c17ed241f670c7"}]},{"symbol":"IPO","date":"2026-10-07","iv_pct":29.355147108706667,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.782561403508772,"put_iv_pct":35.62203777335984},{"expiry":"2026-11-20","call_iv_pct":25.129999999999995,"put_iv_pct":29.430614934114196},{"expiry":"2027-01-15","call_iv_pct":28.944609665427514,"put_iv_pct":32.57830379746836},{"expiry":"2027-04-16","call_iv_pct":29.799049295774648,"put_iv_pct":31.554}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"99d81d4649943e24c5bacebef440277e82c5742234c90cbbe68214e7a1c188c9","captured_at":"2026-10-24T17:56:58.340591+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":"IPO","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"d0cf7411f37cee2d3364f2da2b1deca919f4fa42a3b9d312a0b17f8f151ece4f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"46e08f4f0211458613d1b1965cc6a7a481851b994ce94b59221043f8d876f31c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e56dbfaa0988963e4caded5d9212f4a42fa721a021bafc0920c93e23e0097981"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1cbd0636e99285a50e6f440f50635485524af3f9d77da5dfafcea58d843654b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ed5953a2aa50350403d1646c745042e189d8f69746dc543700c17ed241f670c7"}]},{"symbol":"IPO","date":"2026-10-08","iv_pct":31.11815790801251,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.811725663716814,"put_iv_pct":27.04363585434174},{"expiry":"2026-11-20","call_iv_pct":32.110625,"put_iv_pct":32.54222585924714},{"expiry":"2027-01-15","call_iv_pct":31.65684090909091,"put_iv_pct":31.98875},{"expiry":"2027-04-16","call_iv_pct":33.27218461538462,"put_iv_pct":30.519275362318844}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3362798a61a0a15def062697a3b3254644c1755189f3f542f00b7425f872c614","captured_at":"2026-10-24T17:56:44.633069+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":"IPO","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"29746d7c68aa9bc6533cf61348c6b1cccf0cf6abfa25fa2140869f4938432948"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"832ef910946cc13e6054d0f5a8a4e2140ec33bfdc39909067b3759c01c858bf5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"b6837f834414687a188b88c64265b9d941c15eb1bc3bef536010ec5a3de4c23d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1625ebf09293f71b4af096930136ad89a65d4fe19936c62c56aed51bf138eb31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f765298749c9438693145aca7f5d2c9e85139feade57f33e450c427841848a7"}]},{"symbol":"IPO","date":"2026-10-09","iv_pct":30.888887846884035,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.012994199018294,"put_iv_pct":30.298273838630806},{"expiry":"2026-11-20","call_iv_pct":32.469492537313435,"put_iv_pct":31.865816618911175},{"expiry":"2027-01-15","call_iv_pct":35.138,"put_iv_pct":29.707938144329898},{"expiry":"2027-04-16","call_iv_pct":30.166868686868686,"put_iv_pct":33.45171875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"884d76f3360b47ae7dfd7c22604ee0f501d8d70afb7fe5bce43efdc2e76e7fb3","captured_at":"2026-10-24T17:56:42.906538+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":"IPO","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"54708e4bdfd8c7d5af95f98c326406e38d93d607f44529ecad0780f7434f3dbc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"832ef910946cc13e6054d0f5a8a4e2140ec33bfdc39909067b3759c01c858bf5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"b6837f834414687a188b88c64265b9d941c15eb1bc3bef536010ec5a3de4c23d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1625ebf09293f71b4af096930136ad89a65d4fe19936c62c56aed51bf138eb31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f765298749c9438693145aca7f5d2c9e85139feade57f33e450c427841848a7"}]},{"symbol":"IPO","date":"2026-10-12","iv_pct":36.07640929247833,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":49.591785462244175,"put_iv_pct":45.96342841470105},{"expiry":"2026-11-20","call_iv_pct":26.06284738041002,"put_iv_pct":35.884505813953496},{"expiry":"2027-01-15","call_iv_pct":35.40480278422274,"put_iv_pct":31.325853658536584},{"expiry":"2027-04-16","call_iv_pct":33.1296261682243,"put_iv_pct":31.248424657534247}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e78bd0d7c3d95554827de93d401bae592a0f32e52182d1af1a42cfb2a6f53e2f","captured_at":"2026-10-24T17:56:40.781808+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":"IPO","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"fa64b2e0485ac211d34ed8401a472b03c47aea5366b0d01f4afb1843354b0f66"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"832ef910946cc13e6054d0f5a8a4e2140ec33bfdc39909067b3759c01c858bf5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"b6837f834414687a188b88c64265b9d941c15eb1bc3bef536010ec5a3de4c23d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1625ebf09293f71b4af096930136ad89a65d4fe19936c62c56aed51bf138eb31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f765298749c9438693145aca7f5d2c9e85139feade57f33e450c427841848a7"}]},{"symbol":"IPO","date":"2026-10-13","iv_pct":35.160293389164735,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.48205465587044,"put_iv_pct":50.68270487682253},{"expiry":"2026-11-20","call_iv_pct":29.947745454545455,"put_iv_pct":29.906161616161615},{"expiry":"2027-01-15","call_iv_pct":34.97731942215088,"put_iv_pct":38.42054474708171},{"expiry":"2027-04-16","call_iv_pct":30.702359550561802,"put_iv_pct":31.163456790123462}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e8802a64c5fe115cb666acffa545675e66e6561ebf147974dbbc5bb3e30d2502","captured_at":"2026-10-24T17:56:38.826687+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":"IPO","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"34080a1a42488d0572f15f0d365e3614776347dc2786db3003e4cf3e009c1504"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"832ef910946cc13e6054d0f5a8a4e2140ec33bfdc39909067b3759c01c858bf5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"b6837f834414687a188b88c64265b9d941c15eb1bc3bef536010ec5a3de4c23d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1625ebf09293f71b4af096930136ad89a65d4fe19936c62c56aed51bf138eb31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f765298749c9438693145aca7f5d2c9e85139feade57f33e450c427841848a7"}]},{"symbol":"IPO","date":"2026-10-14","iv_pct":38.26674527138018,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":54.921018262313225,"put_iv_pct":65.55409552238805},{"expiry":"2026-11-20","call_iv_pct":30.14878260869565,"put_iv_pct":30.94421511627907},{"expiry":"2027-01-15","call_iv_pct":33.61541567695962,"put_iv_pct":27.3068680445151},{"expiry":"2027-04-16","call_iv_pct":32.92598360655738,"put_iv_pct":30.71758333333333}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"650b8203810cf95824b5171314a2245f899e703e6abb6c36b6a6629c4e45be47","captured_at":"2026-10-24T17:56:36.538671+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":"IPO","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"3fa78248af37f2427a9a94d1699121b0fdedd0c1e734ee05245128789608c572"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"832ef910946cc13e6054d0f5a8a4e2140ec33bfdc39909067b3759c01c858bf5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"b6837f834414687a188b88c64265b9d941c15eb1bc3bef536010ec5a3de4c23d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1625ebf09293f71b4af096930136ad89a65d4fe19936c62c56aed51bf138eb31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f765298749c9438693145aca7f5d2c9e85139feade57f33e450c427841848a7"}]},{"symbol":"IPO","date":"2026-10-16","iv_pct":31.992573889546982,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":36.47468834688347,"put_iv_pct":32.223125},{"expiry":"2026-12-18","call_iv_pct":33.753165217391306,"put_iv_pct":30.994333868378813},{"expiry":"2027-01-15","call_iv_pct":27.724999999999994,"put_iv_pct":32.06282003710575},{"expiry":"2027-04-16","call_iv_pct":33.76714285714286,"put_iv_pct":28.940315789473686}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"12b09e0b61ba8e7e2d45eb920decf7e357ea6fc105ced9e0030a91d942b610d8","captured_at":"2026-10-24T17:56:18.390272+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":"IPO","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"dc1dd8938f9874c449d3c8ce430d4ea670951cedb2eab164b1bc87d8178d050a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"a11f47d93fd9573afccdca0d20511ab296d43a9c208c4ab3e0563fa3a69bdabc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e0285a419169e94c8d8f8e8a064337948b83ea3efaac02923c9f52b248c07a70"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ab34465087b721463d1d46f8d90615e08ef00dd81c5eba9a6925761f247b0dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b79e2b992bf5b0faf48db93de6e6a72991b2c643cef620bd36af02b86d47e0b"}]},{"symbol":"IPO","date":"2026-10-19","iv_pct":33.03426668293801,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.53727722772277,"put_iv_pct":30.91417525773196},{"expiry":"2026-12-18","call_iv_pct":34.98390410958904,"put_iv_pct":37.03091954022988},{"expiry":"2027-01-15","call_iv_pct":33.289,"put_iv_pct":32.62088408644401},{"expiry":"2027-04-16","call_iv_pct":31.29969199178645,"put_iv_pct":30.59828125}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0454d72397067105123ecba43c7ffc3326bb94eb258360296169363d18074f82","captured_at":"2026-10-24T17:56:16.251214+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":"IPO","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"870f3baa68cda00f47771f3463d9d8dad15cb46b0c702bdc62dbdd7bf4337dd5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"a11f47d93fd9573afccdca0d20511ab296d43a9c208c4ab3e0563fa3a69bdabc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"e0285a419169e94c8d8f8e8a064337948b83ea3efaac02923c9f52b248c07a70"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ab34465087b721463d1d46f8d90615e08ef00dd81c5eba9a6925761f247b0dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b79e2b992bf5b0faf48db93de6e6a72991b2c643cef620bd36af02b86d47e0b"}]},{"symbol":"IPO","date":"2026-10-20","iv_pct":33.847678038332134,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.623003618817854,"put_iv_pct":37.486479452054795},{"expiry":"2026-12-18","call_iv_pct":31.223537061118336,"put_iv_pct":36.444621212121206},{"expiry":"2027-01-15","call_iv_pct":31.915052410901467,"put_iv_pct":35.71310344827586},{"expiry":"2027-04-16","call_iv_pct":30.607335092348286,"put_iv_pct":33.76829201101928}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c4ec0c3caf375a0963bddd76f9cbfb3f254bf2693596836e810393a85d78372b","captured_at":"2026-10-22T15:46:37.681773+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":"IPO","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"3ebda80cdfaff3416486f1a1027cf70b36756c3bef99eb9f81851de066939ec7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"66f3a326bf8ccb67ccf9a8fb8998348a3c23813117d9f180eeb80f54ca64da73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"029e0a347a978e13d12ee46776f2b3c812fcaa9640a3d37eb7bba63cf246b155"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e753adc5ce884a36b997d544b1d8c99bf8b9bac5c0cdf81187a8885732d22bc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b03bbfbca86e90002c826edcf3a3cb00591cf79c5161aca924326c1cf80f7f6"}]},{"symbol":"IPO","date":"2026-10-21","iv_pct":32.67067139687761,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":29.247926960257786,"put_iv_pct":32.91265306122449},{"expiry":"2026-12-18","call_iv_pct":33.41737849779087,"put_iv_pct":32.45169590643275},{"expiry":"2027-01-15","call_iv_pct":33.1436093418259,"put_iv_pct":35.01696428571429},{"expiry":"2027-04-16","call_iv_pct":32.55742160278746,"put_iv_pct":32.61772151898734}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0ed466bde9c7a884279939990aaa172ab2e661b83e4ebcb75b3ad3242533763d","captured_at":"2026-10-22T15:46:36.319756+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":"IPO","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"2139e1fbf15566fc972a2fecb9ae3166ba19615f09cef0bb10c92e5843018d7c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"66f3a326bf8ccb67ccf9a8fb8998348a3c23813117d9f180eeb80f54ca64da73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"029e0a347a978e13d12ee46776f2b3c812fcaa9640a3d37eb7bba63cf246b155"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e753adc5ce884a36b997d544b1d8c99bf8b9bac5c0cdf81187a8885732d22bc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b03bbfbca86e90002c826edcf3a3cb00591cf79c5161aca924326c1cf80f7f6"}]},{"symbol":"IPO","date":"2026-10-22","iv_pct":33.88880870790307,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.718936170212764,"put_iv_pct":32.89627450980392},{"expiry":"2026-12-18","call_iv_pct":36.31424610051993,"put_iv_pct":34.23839195979899},{"expiry":"2027-01-15","call_iv_pct":32.407139639639645,"put_iv_pct":32.51661386138614},{"expiry":"2027-04-16","call_iv_pct":33.42492581602374,"put_iv_pct":29.59394160583941}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8f9ff899295fd60bb376fbf3c1d320338ba41eba86bd582f2d565b2bf2827ef3","captured_at":"2026-10-23T03:12:46.340434+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":"IPO","date":"2026-10-22","format":"json"},"source_hash":"7d6f6a83181e6170fd85a6ff5938be5dc4bc73a9a3a472525093005547a91bd6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"12e16030d1a38d5f57f9d7754cd246935a39f720b359a14c3ceb958806eb2419"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"28b1524614e79959947fb1b1e7ada4e9ef299bfd333d15438096ecd2a612397f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8be9fc6f816c861bf48c5b5bedf41d2c027588cb019f06e88493912c11af406"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b4f333c0f33d8e1814e465ed4d5bca5855fab137d614224aa1b254280c0a462"}]},{"symbol":"IPO","date":"2026-10-23","iv_pct":34.87122888546946,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.95227326266196,"put_iv_pct":37.93462915601023},{"expiry":"2026-12-18","call_iv_pct":33.819377049180325,"put_iv_pct":36.205617391304344},{"expiry":"2027-01-15","call_iv_pct":32.76911196911197,"put_iv_pct":35.41269709543569},{"expiry":"2027-04-16","call_iv_pct":32.351477272727266,"put_iv_pct":35.524647887323944}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1d4ab3c8fa2ea40876319dc7f54f6c7e960f60ce867ff6a30f033da80b3e135b","captured_at":"2026-10-24T02:40:00.799786+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":"IPO","date":"2026-10-23","format":"json"},"source_hash":"7d6f6a83181e6170fd85a6ff5938be5dc4bc73a9a3a472525093005547a91bd6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"46d5b93a4076cef355125fd40d111cda7d43a0435721438dedd6fc85c80f2d33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"62955c0512819e3a5a32852e4ba340b977a33f726c6c102c93fe0c64dbbfe570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"686df0c7cd3cc6dc6b5739e8d40d5caefd493123ed0a7fbc9282908b65d9f432"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"43b55005106b2f17adcc6f89522018d3d294c534b7ac326421df441078450404"}]},{"symbol":"IPO","date":"2026-10-26","iv_pct":35.29521353575211,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.770729927007295,"put_iv_pct":37.75713253012049},{"expiry":"2026-12-18","call_iv_pct":33.75,"put_iv_pct":38.79428324697754},{"expiry":"2027-01-15","call_iv_pct":33.46304900181488,"put_iv_pct":34.90536178107607},{"expiry":"2027-04-16","call_iv_pct":30.550233766233763,"put_iv_pct":34.37091803278688}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"945da48c90bbe62f8790f014e3998773dc6a0b98d5ffa79bcb9a238ff4c17b75","captured_at":"2026-10-28T19:06:23.161539+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":"IPO","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"d16973cf11a82a5fcce3f6a276120e6ee01650c79c905f8c7025b0da9e1706e6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"d26dd20542bdaf8515fc4a3ab4ae33d135166aa40ee868d90f2a3088992e32df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"eb7f340814f4d61b8744314fc1df05e228f0c9abe016c58ac1b52a8d091fd659"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1662a7cb2a36f77de6102cdfb99503ede16f97abdfacddb7a21daeed978fbc12"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e5d8e32da10dbd506ec4c904aca03153ae3e3d5bed3269b7ddb465010ff89181"}]},{"symbol":"IPO","date":"2026-10-27","iv_pct":32.999290680448226,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":30.76218536585366,"put_iv_pct":39.451318407960194},{"expiry":"2026-12-18","call_iv_pct":29.862314540059348,"put_iv_pct":37.36508561643836},{"expiry":"2027-01-15","call_iv_pct":29.602677595628414,"put_iv_pct":36.565555555555555},{"expiry":"2027-04-16","call_iv_pct":26.2946017699115,"put_iv_pct":34.090586592178774}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e6802f22a96084f856e1305dbf989c6b393dc8c2313059b0230c6dc33d19a97f","captured_at":"2026-10-28T19:06:22.065232+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":"IPO","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"c811ddd825a1913bcd2da74e45d6dffa820f94d6187cbba1d120b46e13282d5b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"d26dd20542bdaf8515fc4a3ab4ae33d135166aa40ee868d90f2a3088992e32df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"eb7f340814f4d61b8744314fc1df05e228f0c9abe016c58ac1b52a8d091fd659"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1662a7cb2a36f77de6102cdfb99503ede16f97abdfacddb7a21daeed978fbc12"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e5d8e32da10dbd506ec4c904aca03153ae3e3d5bed3269b7ddb465010ff89181"}]},{"symbol":"IPO","date":"2026-10-28","iv_pct":33.62742790497462,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":31.232898832684825,"put_iv_pct":39.07783783783783},{"expiry":"2026-12-18","call_iv_pct":30.155974025974025,"put_iv_pct":36.95655629139073},{"expiry":"2027-01-15","call_iv_pct":29.66788321167883,"put_iv_pct":35.84530303030303},{"expiry":"2027-04-16","call_iv_pct":34.113655589123866,"put_iv_pct":31.969314420803784}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"445fbf8696a339f20d6caed38e502e3f89ccc7cd51af7f49ea539c8ba003eed3","captured_at":"2026-10-29T18:55:15.283991+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":"IPO","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"bf544f9e825970f72b8ac71561a0040240fe40a66771c03d493fd64365730b4c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"a0191357b3e093d5613941dc178d6292c9d9507b22c56e057db1604ee3250c51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"612b6bf366f1da403ffd5d84920cf5a02b7dac31f3fce552c4134ba2a17cee8d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10c7218f7ccd425c9dd798e65516a90e20f9fd5c84c3634af68566b952b7c891"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0c4575881945a03eb362b24d3edfef272450f864cd5adc06027c2ba79df3f6b"}]},{"symbol":"IPO","date":"2026-10-29","iv_pct":33.776731566326845,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.5569,"put_iv_pct":36.129069239500566},{"expiry":"2026-12-18","call_iv_pct":31.57129032258064,"put_iv_pct":35.115257903494175},{"expiry":"2027-01-15","call_iv_pct":31.340262664165103,"put_iv_pct":35.06851546391753},{"expiry":"2027-04-16","call_iv_pct":30.191147540983586,"put_iv_pct":35.24140939597316}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d6a5819112554de3a1ddaafbec0567746f4e1a4037b29a6db927f5de1379fe4c","captured_at":"2026-10-30T19:10:38.000687+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":"IPO","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"82c8489ff5c354e5aa649513ef3bf77eb555163406be694d35e40c3021bb9e13"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"8c6a96d15f52c3ca9892ac42ebd674777fe32d94ee10938b613faed24870a347"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","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":"99e6a733767533947f92c99c04912366bb913609ef40d79c5c5dfb038e2aa7e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9a026b5d7dbaf649af59f110b5144e74a6c461fd5fb4c11e340abbdaf8f06950"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1087c8c45d7dac199288656b54404635ba010e3d19b2359c6770681c306cdc3a"}]},{"symbol":"IPO","date":"2026-10-30","iv_pct":36.20465840057127,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.28655367231638,"put_iv_pct":35.316185147507625},{"expiry":"2026-12-18","call_iv_pct":37.790646766169154,"put_iv_pct":38.64565891472868},{"expiry":"2027-01-15","call_iv_pct":35.451083650190114,"put_iv_pct":33.2460824742268},{"expiry":"2027-04-16","call_iv_pct":36.38814332247557,"put_iv_pct":33.51291325695581}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IPO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"909c744a4738ebd1b5ea8ebfa8ba104a706f9ecac0ad13a40daee7135d359513","captured_at":"2026-11-01T00:53:25.051436+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IPO","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"2b0435fbd1d59029c4681d8a2769fa624078647f6f6f9480eed16fc18bf0712e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29b11528a9d2e1453f9abdfb07d86361a4d2ee174fccee85e5fe25ff1dc972b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02f0de81cd55db3ccb40993290b2efc65a890cfb8b7abd6274882a1a1ba20a85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ef056c82a80b167e213dc2ecc35ff4b8840d0f467b6fe4d0cbeb758d081ddc4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IPO","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"21ca9072e41fcd42eea084b5225af073864e0b05e639a8684f1b10e9ee131d90"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/IPO","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":41.291095610467366,"put_call_skew_pp":-2.6159876950986822,"implied_move_pct":15.24124369162023,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9ecc8d927f9533b5f8e5926498cace8912ecac4ab18bb221fd50723b9d06dd93","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":34.399256502460105,"put_call_skew_pp":2.429326555381584,"implied_move_pct":13.134263911135427,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"caf1044cd216ac699d07496da0776364c283d5137b47de2576fddb5928507358","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":35.58658817059206,"put_call_skew_pp":4.717533330827312,"implied_move_pct":13.665388714533751,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"13ba7bedb1ad7a027a5dd93b040a359a7fb7351e900a28ca0d8d65bc8fd7c33a","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":32.08749275220331,"put_call_skew_pp":8.788780281330137,"implied_move_pct":12.458170425989831,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eca5302b5e36e422afd69b613dc63012f6907492e5087edb080db3fb9afbc115","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":33.19196425221084,"put_call_skew_pp":0.9396683372585581,"implied_move_pct":12.625213966621597,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8d3835027b5aae999550c4115357ffabfa56404665e7569f186a89508680a954","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":35.486601834341776,"put_call_skew_pp":-4.7739988482768965,"implied_move_pct":12.605127126913432,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fa505613d5f605cf274ebe5e7b5b47ee663dde71083ffc98f166a4a235736ff1","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":36.676339711034416,"put_call_skew_pp":-9.25722020711703,"implied_move_pct":12.43593857417494,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ac29ac83bb8b908c8e14e4f2d228756a0c0fd7710eab298e858f50765e5a0e87","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":39.30923165333439,"put_call_skew_pp":-0.37783151804233484,"implied_move_pct":12.37323364993296,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"813cbb0f7402d11a2c84cf621e991899fcfc6274a712660a4054f62f3d668835","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":42.05456077567605,"put_call_skew_pp":-4.3458774580592845,"implied_move_pct":12.52544082032665,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8761cde924b69f714fe8f65118b2c13ef585bcce9a82d1b964be6a29bb88ea49","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":34.5247156485965,"put_call_skew_pp":4.532343041158606,"implied_move_pct":18.151916420250753,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6a193ed2f4d88d64140b42fd2dc713a04f08064c83a30ebecbea5d694921cd2f","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":34.942063275305706,"put_call_skew_pp":2.9246544928463933,"implied_move_pct":18.224169040671605,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eedf8ed34a5567817e0b64b6b491357f76720121f0461075097b3701a51c3fb0","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":36.0027553213723,"put_call_skew_pp":4.147667649135039,"implied_move_pct":18.25840860343752,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a80e66e37e4c7b7e6c375711c898e46c95e3b293cf1448abb067e5e6d1f1d48f","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":35.71702095220445,"put_call_skew_pp":5.4851207223459255,"implied_move_pct":18.19425165604626,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a5042e78fa955d44d64a72d282ad4d624db526e699eb16670b02de6b9cfba8ba","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":34.19321669993524,"put_call_skew_pp":2.996327112869901,"implied_move_pct":17.492653610032463,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e0c50628e861635de52db7c7c090f6430353be53e1697dd41e41f5febaf7aa72","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":34.56236382904786,"put_call_skew_pp":-7.0391655379414635,"implied_move_pct":17.381719015594758,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ade5c9716580557cd51b18806ee8d7cf0024c7d3abad81d2ce1857f508388d53","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":33.80456446968241,"put_call_skew_pp":6.16055962623534,"implied_move_pct":17.073236110696847,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2a4d56520900402cd14a0a57cbdd86f5a638c5365bfbd30adb6c9d5893c7a359","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":35.24217122731901,"put_call_skew_pp":-3.2509144687299933,"implied_move_pct":17.09607129159324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"93f09ca1d6a9f5fc7dddebf1aaea8303114f34eaa31ebbbdbd20df07ace2093e","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":34.925246863929026,"put_call_skew_pp":6.791854179723428,"implied_move_pct":16.893688471747346,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3efd444e161e2045a07cc61ac931d5e3ba2016a346f3b06f51d5ec6284750187","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":34.459667458034545,"put_call_skew_pp":10.499318132481287,"implied_move_pct":16.453844534203466,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a536273df12e09c95c625a649ca5f1c7b8e2e059cef12552858d1d997834a8a","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":35.483897605570384,"put_call_skew_pp":8.251768283779082,"implied_move_pct":16.723140070756926,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"357fb53f6ef14a09e5405d16c5dc909a4e0c7773ab7dfb68f714063b6e9220f4","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":35.85828479198452,"put_call_skew_pp":-1.0321472940965073,"implied_move_pct":16.31728740589157,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"38aa6757cdbe10ab3cf04493752767a56acb9daf80d40c0ba6cfec29a2f23b1e","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":37.46026310837609,"put_call_skew_pp":-7.479842936589938,"implied_move_pct":16.678854112937678,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb0980fed8963b4eca09f7cb8cbb6e536d42be9a5e8d174e80d17e8cf4dbcd0a","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":37.97277294715498,"put_call_skew_pp":-2.359872603794038,"implied_move_pct":16.451185591883043,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d9c734d840aebc70e062af915395bcb04a57fbdd0c95309672fdc0fc92e988fd","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":39.745784663595984,"put_call_skew_pp":0.3100611241608284,"implied_move_pct":16.787838647658024,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8cecccb9a601e7d1b7778490d1ad1555f716abcfcd0ab0b5707c20a77a2cd1fb","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":38.31491356330751,"put_call_skew_pp":6.908557845938789,"implied_move_pct":15.536010692337147,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c3cbc6ed9323ddd208baf0478c17c4b84e7fe5eeade713851efadaa1bce48b8e","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":40.61794040102487,"put_call_skew_pp":-1.35085487987633,"implied_move_pct":15.336207611810401,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c7716e78c55c9deb2f3d9e8d81a58551aefd1421afef2c49e99768fb861296bb","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":40.46159537338896,"put_call_skew_pp":-2.9546378485873017,"implied_move_pct":15.360222284119873,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"63a87fa335c5932473ab5dd8f1a84b3f93169bd4154a0147e4764e789ae4fe85","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":43.692091285541686,"put_call_skew_pp":9.85149905250888,"implied_move_pct":12.399848878660718,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3970999abceef1f6b4117c8298a739ab41805ed8c24c861d1fbdb57897c1ba3f","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-01-15"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":34.82791583869158,"put_call_skew_pp":1.1928488334598502,"implied_move_pct":17.439096769611233,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"37cc7a54e48f38f947d2a4d6129c2a7b254d823e6086c4c2b6cc935fb144703a","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":35.070113821950876,"put_call_skew_pp":4.488971882403274,"implied_move_pct":17.273199785363275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2d4f0466e1b9018da4a85db0a908371a4842c38535afc4233eaf27a26be19350","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":33.117512994118236,"put_call_skew_pp":4.563476260437161,"implied_move_pct":16.383857190605095,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a1266d0ae6fbab1462e68baa5dcce408c2149d3f1c0ed75b51f3e4786850565b","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":32.65738114191748,"put_call_skew_pp":-1.9100287093167365,"implied_move_pct":15.93205199766751,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b9c6136392de41b82e03853b1a1a4baf034e0e9b90e83e409936ba3ea97a7c5e","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":31.880438791992447,"put_call_skew_pp":4.9553610634280085,"implied_move_pct":15.739011309722459,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0278846514e00ef48451a49111dc3e37cdde9d23932f91c731c164586a252fee","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":32.04875473802136,"put_call_skew_pp":-0.41253211234780096,"implied_move_pct":15.75402691009997,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8e4015becae4a6c7af54ad51a60b6dfbe676e575de5f2f0d0e6f613c850e311e","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":32.37716711290715,"put_call_skew_pp":-1.346257401891548,"implied_move_pct":15.394405648720717,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"32e6ddbb69a8b7b14da6a8809a279fea744eae430a7bafa14984b50990b52557","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":32.27835953785811,"put_call_skew_pp":2.1566388551641094,"implied_move_pct":15.533083263263208,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"107eb9bf38b519fb35a745d1e0462dd50009f695178251877c0b72eb97c45ea0","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":33.84595625694149,"put_call_skew_pp":1.1406287667805337,"implied_move_pct":15.470050466527544,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"920e203eb6e164565f5afb812495b1e22c3c3a64464832c63f6026d579fe98de","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":32.461385810528974,"put_call_skew_pp":4.6071097858425105,"implied_move_pct":15.150216005208677,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"14dd7c2ed46ffdf6b2b573bda1a1be170eadd8d4b19decaba78378cb3f67943a","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":32.216850977437694,"put_call_skew_pp":4.125507197516256,"implied_move_pct":14.829279944557985,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"af8b676b31a0cf94f343a25be9eadeb644a0d0eec25d242fcfb9d53a480500cf","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":31.249422156162318,"put_call_skew_pp":10.822018630745537,"implied_move_pct":13.894740072185469,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a804085ba674e7b8e60e7ad89b361c391ae3a39a3daea2b3cd1c6e676818040c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":29.355147108706664,"put_call_skew_pp":5.882184035057866,"implied_move_pct":13.063283670611863,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"99d81d4649943e24c5bacebef440277e82c5742234c90cbbe68214e7a1c188c9","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":31.11815790801251,"put_call_skew_pp":-1.1893722780711542,"implied_move_pct":13.717767703248288,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3362798a61a0a15def062697a3b3254644c1755189f3f542f00b7425f872c614","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":30.88888784688403,"put_call_skew_pp":0.8840979821678667,"implied_move_pct":13.585968948865194,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"884d76f3360b47ae7dfd7c22604ee0f501d8d70afb7fe5bce43efdc2e76e7fb3","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":36.07640929247833,"put_call_skew_pp":0.058287687406034294,"implied_move_pct":13.776910673314244,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e78bd0d7c3d95554827de93d401bae592a0f32e52182d1af1a42cfb2a6f53e2f","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":35.16029338916474,"put_call_skew_pp":4.765847236765184,"implied_move_pct":13.547400558998067,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e8802a64c5fe115cb666acffa545675e66e6561ebf147974dbbc5bb3e30d2502","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":38.266745271380174,"put_call_skew_pp":0.727890465497417,"implied_move_pct":13.034081317484471,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"650b8203810cf95824b5171314a2245f899e703e6abb6c36b6a6629c4e45be47","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":31.992573889546982,"put_call_skew_pp":-1.8748504316148429,"implied_move_pct":15.282987934436159,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"12b09e0b61ba8e7e2d45eb920decf7e357ea6fc105ced9e0030a91d942b610d8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":33.03426668293801,"put_call_skew_pp":-0.4864032986731024,"implied_move_pct":15.493570730863063,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0454d72397067105123ecba43c7ffc3326bb94eb258360296169363d18074f82","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":33.847678038332134,"put_call_skew_pp":4.010891985071298,"implied_move_pct":15.732408481235721,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c4ec0c3caf375a0963bddd76f9cbfb3f254bf2693596836e810393a85d78372b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":32.67067139687761,"put_call_skew_pp":1.1581745924242117,"implied_move_pct":15.31344781600884,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0ed466bde9c7a884279939990aaa172ab2e661b83e4ebcb75b3ad3242533763d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":33.88880870790307,"put_call_skew_pp":-3.1550064473919033,"implied_move_pct":15.424685163303117,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8f9ff899295fd60bb376fbf3c1d320338ba41eba86bd582f2d565b2bf2827ef3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":34.87122888546946,"put_call_skew_pp":2.796337994098172,"implied_move_pct":15.910000247812974,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1d4ab3c8fa2ea40876319dc7f54f6c7e960f60ce867ff6a30f033da80b3e135b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":35.29521353575211,"put_call_skew_pp":2.32342072397626,"implied_move_pct":15.550299813470634,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"945da48c90bbe62f8790f014e3998773dc6a0b98d5ffa79bcb9a238ff4c17b75","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":32.999290680448226,"put_call_skew_pp":7.73769172516999,"implied_move_pct":14.456099363832381,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e6802f22a96084f856e1305dbf989c6b393dc8c2313059b0230c6dc33d19a97f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":33.62742790497462,"put_call_skew_pp":4.669649980218459,"implied_move_pct":14.784203704316969,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"445fbf8696a339f20d6caed38e502e3f89ccc7cd51af7f49ea539c8ba003eed3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":33.776731566326845,"put_call_skew_pp":3.2236628687890256,"implied_move_pct":14.682979147338983,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d6a5819112554de3a1ddaafbec0567746f4e1a4037b29a6db927f5de1379fe4c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":36.20465840057127,"put_call_skew_pp":-2.048896904433075,"implied_move_pct":15.604226604100685,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"909c744a4738ebd1b5ea8ebfa8ba104a706f9ecac0ad13a40daee7135d359513","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}