{"schemaVersion":1,"symbol":"IWMI","days":90,"observations":[{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-21T19:49:55.463000+00:00","captured_at":"2026-10-22T06:12:08.412Z","last_trade_at":"2026-10-22T00:00:03.964513763Z","price":48.4,"iv_pct":15.524995663054113,"implied_move_pct":3.6512243634569175,"put_call_skew_pp":1.3496016965490658,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"b65e5d94368a3e1278d48b3afa57bd1f863e7d7c1d9a829746f6509a964b032a"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:58.435000+00:00","captured_at":"2026-10-22T20:44:55.463Z","last_trade_at":"2026-10-22T20:10:03.847312091Z","price":48.43,"iv_pct":16.53064429344484,"implied_move_pct":3.8556225688310146,"put_call_skew_pp":4.1622559230940155,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"0e124316a48c04a54371bd68ff5a08c96dd3487fc6675063fb06211e09d2a40d"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-23T19:49:55.430000+00:00","captured_at":"2026-10-23T20:58:18.828Z","last_trade_at":"2026-10-23T20:10:03.868071891Z","price":48.29,"iv_pct":17.126483693106632,"implied_move_pct":3.97308051712466,"put_call_skew_pp":11.915877252870247,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"f0b6c5ba5b5a639bbc0e651966184b21b9b9a29c923e717b80347defc601cd8c"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-26T19:51:39.668000+00:00","captured_at":"2026-10-27T01:32:58.525Z","last_trade_at":"2026-10-27T00:00:03.988321012Z","price":48.51,"iv_pct":19.286437827911985,"implied_move_pct":4.148037833157813,"put_call_skew_pp":-9.124905444340214,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"86bffdbe3083a2802664e84855e5333a21e2a51d1d4a94dbdcad1a6f2ba322a3"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-27T15:24:20.705000+00:00","captured_at":"2026-10-27T15:36:42.120Z","last_trade_at":"2026-10-27T15:36:05.49643647Z","price":48.825,"iv_pct":15.609883011392355,"implied_move_pct":3.527814554141932,"put_call_skew_pp":21.937738702515023,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"f13c4a582ff4e1930a41305946d83528a86303f5ef84fcae94c18ba0e5592b9b"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:55.414000+00:00","captured_at":"2026-10-27T23:50:55.072Z","last_trade_at":"2026-10-27T22:30:03.945720792Z","price":48.96,"iv_pct":16.568167418290418,"implied_move_pct":3.509622277584729,"put_call_skew_pp":11.383737726980048,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"1864165adbcad0b2fc2a6a7443fcaf6015a6465d0ecdfa01fa86637d3a9d60ec"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:58.989000+00:00","captured_at":"2026-10-28T20:34:20.576Z","last_trade_at":"2026-10-28T20:29:08.06082338Z","price":49.13,"iv_pct":21.20352951940091,"implied_move_pct":4.175638240505678,"put_call_skew_pp":0.7419523301945841,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"b6cf9827013dcf9d449db2860769adfa9da5f773f5193bd2bdf4197740dd6ea1"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-29T19:49:50.191000+00:00","captured_at":"2026-10-30T00:04:57.889Z","last_trade_at":"2026-10-30T00:00:03.875589251Z","price":49.54,"iv_pct":18.048581460264177,"implied_move_pct":3.72095311976277,"put_call_skew_pp":-8.697262858318028,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"c60abf920e423c063dd7e2422ea50d0bac203001be7aecb75f241b8795003b48"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-10-30T19:48:06.173000+00:00","captured_at":"2026-10-30T23:13:53.632Z","last_trade_at":"2026-10-30T22:30:03.826732735Z","price":48.89,"iv_pct":19.608216260021514,"implied_move_pct":3.8540746460563686,"put_call_skew_pp":11.34898475413312,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"2d0cf0145fa7b5ac99c015a4ef32b253850a48b9b9e6e71185f69ad86a298102"},{"symbol":"IWMI","expiry":"2026-11-20","observed_at":"2026-11-03T20:50:00.361000+00:00","captured_at":"2026-11-04T01:43:23.259Z","last_trade_at":"2026-11-04T01:00:03.931613617Z","price":48.94,"iv_pct":19.762227219332896,"implied_move_pct":3.504081080825571,"put_call_skew_pp":15.345080918224541,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IWMI","source_hash":"8df040c8fdfa70c2d96956ee314315c226ad4d85289623f24cf7da15ea300f00"}],"dailyIv":[{"symbol":"IWMI","date":"2026-08-07","iv_pct":19.740675532396214,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":14.134475806451613,"put_iv_pct":22.388402578796565},{"expiry":"2026-09-18","call_iv_pct":10.544918032786885,"put_iv_pct":26.12391676866585},{"expiry":"2026-11-20","call_iv_pct":15.724290657439447,"put_iv_pct":25.98490716180371},{"expiry":"2027-02-19","call_iv_pct":11.771765980498374,"put_iv_pct":31.252727272727277}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5a2927d0cb20a57081873a0504f341b3bc66118a2576392605bd8d10fc18a792","captured_at":"2026-10-24T18:10:07.315316+00:00","observed_at":"2026-08-07T15:59:00-04:00","session_close_at":"2026-08-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IWMI","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"93a5e8229e86e619998924e17ca1189a131e2b7378fbd733c8539102e2719368"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5bb374d23351a7f4d080a13ea79788c718d27f2fc18b17116282edf798271852"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"50aad912a71642db3f8a8b2b28c89351284cfa7af2bc33908a4b02cd0007f772"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"226ab60df29a971e34ba519c84d1be984f84398fcb4835a2fc0c7ec9a0cf1a15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c55f8be32ddd94d95a7be1b364a4722bd41f3c374977e67aa131747be9465a1c"}]},{"symbol":"IWMI","date":"2026-08-10","iv_pct":18.97294987388416,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":7.42066895368782,"put_iv_pct":18.73752738654147},{"expiry":"2026-09-18","call_iv_pct":10.143016706443914,"put_iv_pct":32.67038461538462},{"expiry":"2026-11-20","call_iv_pct":15.290021739130436,"put_iv_pct":23.807664974619293},{"expiry":"2027-02-19","call_iv_pct":12.780643729189789,"put_iv_pct":30.933670886075948}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2a0b39a6ee405f6223cda212204294cf7c7b70eebab6a7d510c3f562d514ccbc","captured_at":"2026-10-24T18:09:57.481473+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":"IWMI","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"df3045dc7510918d616db131dfc17ecd7362afab8888f8340bb025f6dd575bc9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"47702bdf2ccd84d37b67d5006520ebf440155920b1b20bc5206a80438289df85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"7d787c471a2aa41a1dfbdd76e6ce6e01faf57cdc1ed0881a011011ba84271a35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab3e841e620a250ef83e24a76c22d79ecd24df56df1de541a29711bfa74c3a31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92f7460801ca42d1933f7d2537c11509d9e11a9b07814084f87b18b546c426c8"}]},{"symbol":"IWMI","date":"2026-08-11","iv_pct":17.95475843347512,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":8.116828758169934,"put_iv_pct":22.761481020535157},{"expiry":"2026-09-18","call_iv_pct":10.661253672869735,"put_iv_pct":23.164341675734494},{"expiry":"2026-11-20","call_iv_pct":7.803972125435539,"put_iv_pct":29.667939814814815},{"expiry":"2027-02-19","call_iv_pct":9.685016357688113,"put_iv_pct":31.777234042553186}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b86e315ecc48a14797bfbf43866fb556f7446980f65a6cbb526455bcc22c916d","captured_at":"2026-10-24T18:09:55.840581+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":"IWMI","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"e77910ef13aec7bb7475444658265bd2426c8994dfc6f894d9375e797bd996ca"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"47702bdf2ccd84d37b67d5006520ebf440155920b1b20bc5206a80438289df85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"7d787c471a2aa41a1dfbdd76e6ce6e01faf57cdc1ed0881a011011ba84271a35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab3e841e620a250ef83e24a76c22d79ecd24df56df1de541a29711bfa74c3a31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92f7460801ca42d1933f7d2537c11509d9e11a9b07814084f87b18b546c426c8"}]},{"symbol":"IWMI","date":"2026-08-18","iv_pct":20.394650128737286,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.409712691771272,"put_iv_pct":30.759877112135182},{"expiry":"2026-09-18","call_iv_pct":6.418448275862068,"put_iv_pct":24.420089020771513},{"expiry":"2026-11-20","call_iv_pct":9.01865224625624,"put_iv_pct":28.287772925764195},{"expiry":"2027-02-19","call_iv_pct":9.214667988107038,"put_iv_pct":27.62798076923077}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a95da6c74e1e41646aef34d45328aacbb0bf56b6ad40145a524bf6a7a1dc6fbb","captured_at":"2026-10-24T18:09:36.582888+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":"IWMI","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"729c3b2f6b3e30429f9e1a95d8094b5f1a1dfcec77501396d6e3d82c829f53e4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"b8c9ffa4181b6b1503f7ad06cda5201ed69efee601ff6492cb2eb6f6525a2bbe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"f3c1b4e1abbccd3efa373fc765cd2c7d9603f6a23facc32cb901e7a795357e9d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"816d6add266b2ce6faf878986aa65ca6bc98f63215c823aec125f1ede4837cda"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0485bf2fb94bddc48570d212c761816530201e2369bd3ea6bb59f9397dcad55"}]},{"symbol":"IWMI","date":"2026-08-21","iv_pct":17.291483089797968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":13.243289760348583,"put_iv_pct":23.834851694915255},{"expiry":"2026-10-16","call_iv_pct":7.142151649433775,"put_iv_pct":19.645721442885772},{"expiry":"2026-11-20","call_iv_pct":10.159975124378109,"put_iv_pct":27.15915708812261},{"expiry":"2027-02-19","call_iv_pct":9.137133388566694,"put_iv_pct":28.009584569732937}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"08a8d023f4087aa225a9b56c4ab5667c812a08be524c4d6ef16c10071e320aca","captured_at":"2026-10-24T18:09:29.780488+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":"IWMI","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"995b09f538904cb16582476338aff15592698e15ea86bb48a96b85ee2993ae8c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"f3c1b4e1abbccd3efa373fc765cd2c7d9603f6a23facc32cb901e7a795357e9d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"abee86325f0f829562961ca8246e9afe7cb65b5e5cc9537d0db2fefa4e3e1e84"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"816d6add266b2ce6faf878986aa65ca6bc98f63215c823aec125f1ede4837cda"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0485bf2fb94bddc48570d212c761816530201e2369bd3ea6bb59f9397dcad55"}]},{"symbol":"IWMI","date":"2026-08-24","iv_pct":16.97784011609952,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":12.216627479794269,"put_iv_pct":18.697483787289233},{"expiry":"2026-10-16","call_iv_pct":11.067687074829932,"put_iv_pct":18.72743879472693},{"expiry":"2026-11-20","call_iv_pct":10.778732394366198,"put_iv_pct":28.49135135135135},{"expiry":"2027-02-19","call_iv_pct":8.878005644402634,"put_iv_pct":26.965394402035624}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7341c282e4fc2e9b6c348b265e85e4aadf6aa5f4420803ec7cc5f3901679d51f","captured_at":"2026-10-24T18:09:19.931062+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":"IWMI","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"5674e1960d1f1436ee90d77cd4b553e3a41b82b2b513cc1dad0f25ffccc531ad"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"522b564c92e25755666f0c8dc7b6d28cef7c13f610061bface42964aec77b580"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"2bcbf3321a44080349e9969963e36496835186991ece0a0a03ca6d87d20434b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00a6f9fc9a2aa94353ce9d6e2cc200e00521eb9141f41625a22452935280fd8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f9b61789c92851950b6f626bde6a0f741056cd0271f6c76f00a6a5de1b6738eb"}]},{"symbol":"IWMI","date":"2026-08-25","iv_pct":16.49766341810794,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":9.130033162496233,"put_iv_pct":20.452598870056498},{"expiry":"2026-10-16","call_iv_pct":8.834676952748314,"put_iv_pct":19.6360396039604},{"expiry":"2026-11-20","call_iv_pct":10.496366612111293,"put_iv_pct":27.083877159309022},{"expiry":"2027-02-19","call_iv_pct":9.436048317515098,"put_iv_pct":26.91166666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a6d045aa57d030f9c91f6b349cbdad91b520444ca254993b98990a097d427c1","captured_at":"2026-10-24T18:09:17.653873+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":"IWMI","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"49053feb58d161a652d22b49c0c838a63c8c119f4fa32ffaf79a6a5478becd92"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"522b564c92e25755666f0c8dc7b6d28cef7c13f610061bface42964aec77b580"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"2bcbf3321a44080349e9969963e36496835186991ece0a0a03ca6d87d20434b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00a6f9fc9a2aa94353ce9d6e2cc200e00521eb9141f41625a22452935280fd8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f9b61789c92851950b6f626bde6a0f741056cd0271f6c76f00a6a5de1b6738eb"}]},{"symbol":"IWMI","date":"2026-08-26","iv_pct":15.68752665608323,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":7.60412916887242,"put_iv_pct":20.04967263743051},{"expiry":"2026-10-16","call_iv_pct":9.335825340737001,"put_iv_pct":17.68018298261665},{"expiry":"2026-11-20","call_iv_pct":10.377312798725438,"put_iv_pct":26.15624338624339},{"expiry":"2027-02-19","call_iv_pct":8.192389791183295,"put_iv_pct":26.10445714285714}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cd6f96a40a37124118515e5f6d19066ccadbe8711a24ca1e94740a3f5aac0315","captured_at":"2026-10-24T18:09:16.122675+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":"IWMI","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"6292a8531d7cc1ebccffc561414c41bbb7fdc1b18700cc6294c92b1d9ca8a5e6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"522b564c92e25755666f0c8dc7b6d28cef7c13f610061bface42964aec77b580"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"2bcbf3321a44080349e9969963e36496835186991ece0a0a03ca6d87d20434b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00a6f9fc9a2aa94353ce9d6e2cc200e00521eb9141f41625a22452935280fd8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f9b61789c92851950b6f626bde6a0f741056cd0271f6c76f00a6a5de1b6738eb"}]},{"symbol":"IWMI","date":"2026-08-27","iv_pct":14.68330406522791,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":9.641305393335625,"put_iv_pct":13.97183983781044},{"expiry":"2026-10-16","call_iv_pct":5.985696150696151,"put_iv_pct":16.27230769230769},{"expiry":"2026-11-20","call_iv_pct":9.892797527047914,"put_iv_pct":26.31311270125224},{"expiry":"2027-02-19","call_iv_pct":7.533076923076923,"put_iv_pct":27.856296296296296}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8bb55679b66670e33fa3c82169be0f32c75d67ca7d94d045f13de771fea3ea9a","captured_at":"2026-10-24T18:09:14.638471+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":"IWMI","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"e66a53acdea2766b55e357628ce13e8ceaf658597af9b1a038fbea82a532a320"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"522b564c92e25755666f0c8dc7b6d28cef7c13f610061bface42964aec77b580"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"2bcbf3321a44080349e9969963e36496835186991ece0a0a03ca6d87d20434b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00a6f9fc9a2aa94353ce9d6e2cc200e00521eb9141f41625a22452935280fd8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f9b61789c92851950b6f626bde6a0f741056cd0271f6c76f00a6a5de1b6738eb"}]},{"symbol":"IWMI","date":"2026-08-28","iv_pct":15.535575006370703,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":17.52024701873935,"put_iv_pct":14.10712478920742},{"expiry":"2026-10-16","call_iv_pct":8.073957654723127,"put_iv_pct":18.799383177570093},{"expiry":"2026-11-20","call_iv_pct":7.908912934071465,"put_iv_pct":23.850911764705884},{"expiry":"2027-02-19","call_iv_pct":7.4790762620837805,"put_iv_pct":26.5449864498645}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b70c53576c31546da0e40a15592d71b049f9690711ec439ff79ea7789e7877c2","captured_at":"2026-10-24T18:09:12.701205+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":"IWMI","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"02979aa6add1785ac422f0dbe903b34ebaa6afefe4f9911ea114a714d7d3f594"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"522b564c92e25755666f0c8dc7b6d28cef7c13f610061bface42964aec77b580"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"2bcbf3321a44080349e9969963e36496835186991ece0a0a03ca6d87d20434b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00a6f9fc9a2aa94353ce9d6e2cc200e00521eb9141f41625a22452935280fd8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f9b61789c92851950b6f626bde6a0f741056cd0271f6c76f00a6a5de1b6738eb"}]},{"symbol":"IWMI","date":"2026-08-31","iv_pct":14.854632782837013,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":7.25021897810219,"put_iv_pct":17.342394849785407},{"expiry":"2026-10-16","call_iv_pct":6.76341571050309,"put_iv_pct":18.35696828358209},{"expiry":"2026-11-20","call_iv_pct":7.5026302931596085,"put_iv_pct":25.921064891846925},{"expiry":"2027-02-19","call_iv_pct":7.324010416666667,"put_iv_pct":28.37635883905013}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ab780179bc366b613b290635cc58e0423e3be60ea2a9d26c591d83019828fc50","captured_at":"2026-10-24T18:09:02.897385+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":"IWMI","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"a3a714d9d376807aa79f5246fa141e0a5a43a475adcb931dd2a7e754c9818ee8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"5c57780f00fd292bf1e5cf46626c85017df7d4b8190c9fc8126988a4943f1157"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"00ded22301eebd085c8592c2488498b434ff5ae20d39ac3f21ddc396ea1a8a78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1073ec8993d2fb0e47f74244d8d7418288cf6f75fc9f0093fbf9995984792faa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b03a154aeab2213e56208125655b2b0f525845dc4a8e40c103c4db0cfbb710bc"}]},{"symbol":"IWMI","date":"2026-09-01","iv_pct":16.187322084504657,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.345389048991354,"put_iv_pct":16.288963310580204},{"expiry":"2026-10-16","call_iv_pct":10.077943387881469,"put_iv_pct":17.8895778971604},{"expiry":"2026-11-20","call_iv_pct":9.326592082616179,"put_iv_pct":25.695955056179777},{"expiry":"2027-02-19","call_iv_pct":8.29677570093458,"put_iv_pct":26.57738019169329}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d1b0bb730518854d3244ada5bb41a1e6cac960490fc705c9df8502efcd5a0217","captured_at":"2026-10-24T18:08:58.517224+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":"IWMI","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"765809b5b096c0d0fd06827cb83599b8ff7eb52947df925b5c4e420e25b35f99"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"9d3212fbb124c3b015203bce9e2ddaa6d86de4bb37b43f0563b2e31541852cf2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"edda906dd50d57c5a5cf6348b1f2784ccef1b43b89370a57a9720571577f15db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3745d0cfb2547b44b2a91e2be8ef1fe3498658e8d23ea33d6b63e98daa4f7812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"25dcece5b9b7b876ec353e9bae40e3f4d77c9364bf703c2308c2562600c882b5"}]},{"symbol":"IWMI","date":"2026-09-03","iv_pct":15.856632577138559,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":9.901175696424652,"put_iv_pct":21.161242381622127},{"expiry":"2026-10-16","call_iv_pct":6.823459595959597,"put_iv_pct":19.396799637352675},{"expiry":"2026-11-20","call_iv_pct":9.62734974241557,"put_iv_pct":26.49012987012987},{"expiry":"2027-02-19","call_iv_pct":6.271387800783436,"put_iv_pct":27.18151589242054}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"41ca336c795a40c7ec380225dc76a382acab256e50e081d927616d541594430e","captured_at":"2026-10-24T18:08:54.475864+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":"IWMI","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"a0e2d2147debf9e115c8c7cc31dfa6ba4a554e35a981173ec9c26e3ae424eb00"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"9d3212fbb124c3b015203bce9e2ddaa6d86de4bb37b43f0563b2e31541852cf2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"edda906dd50d57c5a5cf6348b1f2784ccef1b43b89370a57a9720571577f15db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3745d0cfb2547b44b2a91e2be8ef1fe3498658e8d23ea33d6b63e98daa4f7812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"25dcece5b9b7b876ec353e9bae40e3f4d77c9364bf703c2308c2562600c882b5"}]},{"symbol":"IWMI","date":"2026-09-08","iv_pct":15.77155834124097,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":10.50506882106523,"put_iv_pct":18.51241975308642},{"expiry":"2026-10-16","call_iv_pct":7.8034354838709685,"put_iv_pct":18.107693561532194},{"expiry":"2026-11-20","call_iv_pct":9.718398320335933,"put_iv_pct":25.799160186625198},{"expiry":"2027-02-19","call_iv_pct":6.711030487804878,"put_iv_pct":29.01526011560694}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"39cbfecb2602add1cbdae9f635c26cdc2f8341f6352cc2f2c9094919a5b8667c","captured_at":"2026-10-24T18:08:44.455704+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":"IWMI","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"ddc1b263fb8c7ebbe559d6c6a658a12bed676fa640cc5995ad61fdf81598446f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"110c114e5e5f2a4bc6d04190f095b38fbff527a2c13a3c0f61ec70f624c61eab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"91fe87707cfd1eb8ca8ac6c3b00e473218ed2b7604cb42733748718b874146f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffb60b78f0154b303384520cb100746c9e51dd40b894918c58cd68ce20581019"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3667382b0c81c78bed920a898e7959819e1101f1b0bb6d70d4faac5bc9e5c4a0"}]},{"symbol":"IWMI","date":"2026-09-09","iv_pct":16.95909489675174,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.07996084828711,"put_iv_pct":17.81449595290655},{"expiry":"2026-10-16","call_iv_pct":9.295464458804522,"put_iv_pct":19.839325842696628},{"expiry":"2026-11-20","call_iv_pct":9.225426008968611,"put_iv_pct":27.035803981623275},{"expiry":"2027-02-19","call_iv_pct":7.8211932555123225,"put_iv_pct":28.5610888252149}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c97b15aa3ca544393772f5b0a586bee0b80dd0adea9c843e7eb81b9ed2bda97f","captured_at":"2026-10-24T18:08:42.933622+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":"IWMI","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"4bd6c8109e151dec9816e7c88428e449734c2a66058a288a380f8273d4c5bb57"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"110c114e5e5f2a4bc6d04190f095b38fbff527a2c13a3c0f61ec70f624c61eab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"91fe87707cfd1eb8ca8ac6c3b00e473218ed2b7604cb42733748718b874146f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffb60b78f0154b303384520cb100746c9e51dd40b894918c58cd68ce20581019"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3667382b0c81c78bed920a898e7959819e1101f1b0bb6d70d4faac5bc9e5c4a0"}]},{"symbol":"IWMI","date":"2026-09-10","iv_pct":19.62813623266083,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":20.755716084356308,"put_iv_pct":25.568778894472366},{"expiry":"2026-10-16","call_iv_pct":13.547029153169829,"put_iv_pct":21.35949438202247},{"expiry":"2026-11-20","call_iv_pct":9.322152852529602,"put_iv_pct":28.53751277683135},{"expiry":"2027-02-19","call_iv_pct":9.018992612491605,"put_iv_pct":28.9154131054131}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c80b33fa7117c585021a7616cb048d36810573975c81a51d9c565785a46c2a94","captured_at":"2026-10-24T18:08:41.150951+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":"IWMI","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"e7ff6842997e565b1ecbc3dc960153b797f23b04c9afaaeefb611d14d794e1b8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"110c114e5e5f2a4bc6d04190f095b38fbff527a2c13a3c0f61ec70f624c61eab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"91fe87707cfd1eb8ca8ac6c3b00e473218ed2b7604cb42733748718b874146f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffb60b78f0154b303384520cb100746c9e51dd40b894918c58cd68ce20581019"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3667382b0c81c78bed920a898e7959819e1101f1b0bb6d70d4faac5bc9e5c4a0"}]},{"symbol":"IWMI","date":"2026-09-11","iv_pct":17.689380069527814,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":17.876198811096433,"put_iv_pct":22.36504227859368},{"expiry":"2026-10-16","call_iv_pct":6.692296964725185,"put_iv_pct":22.069520488230165},{"expiry":"2026-11-20","call_iv_pct":8.02669553327256,"put_iv_pct":27.883333333333336},{"expiry":"2027-02-19","call_iv_pct":7.508040103492884,"put_iv_pct":29.09391304347826}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7300e40e957e1dd66aa75afe9621810ca6d0eacb2fa5036e57c212451adfb51a","captured_at":"2026-10-24T18:08:39.214682+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":"IWMI","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"4c6b13096eafedc8ecf8b3867b95c6538ded11f4b31fe4944bd34e132f7866df"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"110c114e5e5f2a4bc6d04190f095b38fbff527a2c13a3c0f61ec70f624c61eab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"91fe87707cfd1eb8ca8ac6c3b00e473218ed2b7604cb42733748718b874146f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffb60b78f0154b303384520cb100746c9e51dd40b894918c58cd68ce20581019"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3667382b0c81c78bed920a898e7959819e1101f1b0bb6d70d4faac5bc9e5c4a0"}]},{"symbol":"IWMI","date":"2026-09-14","iv_pct":19.287328674206876,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.922750525578135,"put_iv_pct":32.26942345924454},{"expiry":"2026-10-16","call_iv_pct":7.679008592200925,"put_iv_pct":18.87516129032258},{"expiry":"2026-11-20","call_iv_pct":8.42628083491461,"put_iv_pct":27.030015037593984},{"expiry":"2027-02-19","call_iv_pct":7.371142857142857,"put_iv_pct":28.72484679665738}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e7317d1a466f7ca1c22c22de31d5325398eec5f9a7df597b11e148fb91e6ffa1","captured_at":"2026-10-24T18:08:37.007786+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":"IWMI","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"d220cfdc672966cbcb768fc54c30fcbb06e60d5d4743fd2efbb73ee8a9dc0dbe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"110c114e5e5f2a4bc6d04190f095b38fbff527a2c13a3c0f61ec70f624c61eab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"91fe87707cfd1eb8ca8ac6c3b00e473218ed2b7604cb42733748718b874146f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffb60b78f0154b303384520cb100746c9e51dd40b894918c58cd68ce20581019"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3667382b0c81c78bed920a898e7959819e1101f1b0bb6d70d4faac5bc9e5c4a0"}]},{"symbol":"IWMI","date":"2026-09-15","iv_pct":20.63432571073814,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.30714986376022,"put_iv_pct":35.62128521806252},{"expiry":"2026-10-16","call_iv_pct":12.135506573859242,"put_iv_pct":17.96217391304348},{"expiry":"2026-11-20","call_iv_pct":9.633654636820467,"put_iv_pct":28.216363636363635},{"expiry":"2027-02-19","call_iv_pct":7.586604139715394,"put_iv_pct":28.611867704280158}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"94dcb9de43b426ae13fcb922ae9fc432dffd639ec5c69cc0cd012226036ebf7f","captured_at":"2026-10-24T18:08:26.633020+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":"IWMI","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"a0bc9384540e7498e0ef40373dc6d32d8ad957d8d9a365bf17916f4c2e250d2e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"5b7f77666914e709b288569c9e2a77a9cc3654beddfe213378999f775ab69cbd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"b327834a10fcad4c4cae09ffae3410ea5e502ceb62a9f08bf2fb55265972ae5f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"a0c085c5be739f888d0b056bfbf8c5a94396e815b924b4750cf264e152337229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a874d7ff81d0aa65490e87d5beea96308dedfa941631dfbdf8485fbc12550bc"}]},{"symbol":"IWMI","date":"2026-09-17","iv_pct":20.5826152013194,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.871899606299216,"put_iv_pct":39.30863636363637},{"expiry":"2026-10-16","call_iv_pct":15.526324582338901,"put_iv_pct":14.20936847599165},{"expiry":"2026-11-20","call_iv_pct":10.41119503945885,"put_iv_pct":20.854420697412824},{"expiry":"2027-02-19","call_iv_pct":9.006377816291161,"put_iv_pct":23.47269902912621}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c2588e1f5922998db9fd40f2554c92b73c7a44d88b6126b0547ce43d53777aff","captured_at":"2026-10-24T18:08:23.463119+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":"IWMI","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"4b4cfd1ff08a686a9cae5a6d1d457175f23991a6f19f039404b5ff64c6d03139"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"5b7f77666914e709b288569c9e2a77a9cc3654beddfe213378999f775ab69cbd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"b327834a10fcad4c4cae09ffae3410ea5e502ceb62a9f08bf2fb55265972ae5f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"a0c085c5be739f888d0b056bfbf8c5a94396e815b924b4750cf264e152337229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a874d7ff81d0aa65490e87d5beea96308dedfa941631dfbdf8485fbc12550bc"}]},{"symbol":"IWMI","date":"2026-09-18","iv_pct":16.866945459806367,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":13.86998355263158,"put_iv_pct":13.705548677546425},{"expiry":"2026-11-20","call_iv_pct":9.212972292191436,"put_iv_pct":22.919463414634148},{"expiry":"2027-02-19","call_iv_pct":9.438257372654155,"put_iv_pct":25.321368613138688},{"expiry":"2027-05-21","call_iv_pct":8.903310069790628,"put_iv_pct":31.564659685863877}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1daee8642652258bf52bd414211d4a8fec4707ca287acfe3b2503fd439313086","captured_at":"2026-10-24T18:08:20.459378+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":"IWMI","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"b5c18c7475c30b448240b8a5abdcefbd49e5bb839a25f733ac586452145d7625"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"b327834a10fcad4c4cae09ffae3410ea5e502ceb62a9f08bf2fb55265972ae5f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"a0c085c5be739f888d0b056bfbf8c5a94396e815b924b4750cf264e152337229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a874d7ff81d0aa65490e87d5beea96308dedfa941631dfbdf8485fbc12550bc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"955a06fa8d72f4c921b5b83071c70419fd257003dee5cf7eb0069abdcba37556"}]},{"symbol":"IWMI","date":"2026-09-21","iv_pct":15.407970947193999,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":9.752221131828591,"put_iv_pct":12.298619489559163},{"expiry":"2026-11-20","call_iv_pct":10.93755863891642,"put_iv_pct":20.831695464362852},{"expiry":"2027-02-19","call_iv_pct":8.717582037996545,"put_iv_pct":24.025525291828792},{"expiry":"2027-05-21","call_iv_pct":7.373244094488189,"put_iv_pct":29.32732142857143}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ce28cda5afe9829fb95b29ea5f2dd1b37d49215c739501a92d663fd5beac9c9e","captured_at":"2026-10-24T18:08:18.028805+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":"IWMI","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"81825d85c7e9f499ae5460410ab21e356313636fa0c7c9fd98ddeba3f4d1eb46"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"b327834a10fcad4c4cae09ffae3410ea5e502ceb62a9f08bf2fb55265972ae5f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"a0c085c5be739f888d0b056bfbf8c5a94396e815b924b4750cf264e152337229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a874d7ff81d0aa65490e87d5beea96308dedfa941631dfbdf8485fbc12550bc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"955a06fa8d72f4c921b5b83071c70419fd257003dee5cf7eb0069abdcba37556"}]},{"symbol":"IWMI","date":"2026-09-22","iv_pct":15.767456302085082,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":11.976317411402157,"put_iv_pct":13.380439895470383},{"expiry":"2026-11-20","call_iv_pct":11.777590327169275,"put_iv_pct":19.982177589852007},{"expiry":"2027-02-19","call_iv_pct":8.155897435897435,"put_iv_pct":23.94671936758893},{"expiry":"2027-05-21","call_iv_pct":6.5872962680883465,"put_iv_pct":30.333212121212117}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4f55ffc90f480e294204c6cb6f1354cf4b357d6389086fde20d3c88b3551fca7","captured_at":"2026-10-24T18:08:05.869307+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":"IWMI","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"f04ddd5ec36e5897f2d8ea991e636407cbbccc311a3b397f2d742b36803013b1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"54647464df4256e5ec668b837050a372afdfcc7003392fc2acfb60bc176ff037"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"ba3a4ff7af941c5f59dc53381c514cbf12e034ea3fca8952fdc329c112da6ece"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc36a861c0b312e633cd8aab2ec71e15c643f52995170b354319ad7647755a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04b406078658bffc0d3c34429f153f2b85c3ff57f184327480aa539b3e684d68"}]},{"symbol":"IWMI","date":"2026-09-23","iv_pct":16.502924481680108,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":17.27096132596685,"put_iv_pct":11.023849493487699},{"expiry":"2026-11-20","call_iv_pct":7.222490272373541,"put_iv_pct":22.606259541984734},{"expiry":"2027-02-19","call_iv_pct":9.618761755485892,"put_iv_pct":23.861217228464422},{"expiry":"2027-05-21","call_iv_pct":9.202534059945505,"put_iv_pct":31.21732217573222}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7bbf7407f8ab3da77179d78bcb7a446a7b9551b059a9131e8660112bfce11c7b","captured_at":"2026-10-24T18:08:04.031305+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":"IWMI","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"bc9b9736973b0ca0bea26c977db3094fbc8aa83070a363bd1eba1b53b7651348"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"54647464df4256e5ec668b837050a372afdfcc7003392fc2acfb60bc176ff037"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"ba3a4ff7af941c5f59dc53381c514cbf12e034ea3fca8952fdc329c112da6ece"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc36a861c0b312e633cd8aab2ec71e15c643f52995170b354319ad7647755a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04b406078658bffc0d3c34429f153f2b85c3ff57f184327480aa539b3e684d68"}]},{"symbol":"IWMI","date":"2026-09-24","iv_pct":17.039374197182575,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":15.018602409638554,"put_iv_pct":14.495487202514592},{"expiry":"2026-11-20","call_iv_pct":6.9240594594594596,"put_iv_pct":23.21736842105263},{"expiry":"2027-02-19","call_iv_pct":9.188520801232666,"put_iv_pct":28.029176470588236},{"expiry":"2027-05-21","call_iv_pct":8.834239130434781,"put_iv_pct":30.60753968253968}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71dbe22ab1ae504a948b9cd925262c8b36012136063ba333e393f701add12bed","captured_at":"2026-10-24T18:08:02.035621+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":"IWMI","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"4e0c6680ef3d2d2b6d76be6a73822f3ca93b189a0c7b10fe072f1c4410f508be"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"54647464df4256e5ec668b837050a372afdfcc7003392fc2acfb60bc176ff037"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"ba3a4ff7af941c5f59dc53381c514cbf12e034ea3fca8952fdc329c112da6ece"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc36a861c0b312e633cd8aab2ec71e15c643f52995170b354319ad7647755a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04b406078658bffc0d3c34429f153f2b85c3ff57f184327480aa539b3e684d68"}]},{"symbol":"IWMI","date":"2026-09-25","iv_pct":17.089470743911036,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":14.016004514672687,"put_iv_pct":14.299217123023524},{"expiry":"2026-11-20","call_iv_pct":7.925829471733086,"put_iv_pct":23.69806451612903},{"expiry":"2027-02-19","call_iv_pct":9.689060092449923,"put_iv_pct":26.647522123893808},{"expiry":"2027-05-21","call_iv_pct":8.706934306569343,"put_iv_pct":31.733133802816898}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"96aebd91ada0eaa79326b17181d85dfc88f00d4e4bdebc1db69f58aa7ebf7d60","captured_at":"2026-10-24T18:08:00.035120+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":"IWMI","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"4cb5ef6d22be48ca7c6728e5496aafa29b9f4e28a0297866f08ae6dd2372c48e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"54647464df4256e5ec668b837050a372afdfcc7003392fc2acfb60bc176ff037"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"ba3a4ff7af941c5f59dc53381c514cbf12e034ea3fca8952fdc329c112da6ece"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc36a861c0b312e633cd8aab2ec71e15c643f52995170b354319ad7647755a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04b406078658bffc0d3c34429f153f2b85c3ff57f184327480aa539b3e684d68"}]},{"symbol":"IWMI","date":"2026-09-28","iv_pct":17.230910047176348,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":17.14279209621993,"put_iv_pct":13.020794341675735},{"expiry":"2026-11-20","call_iv_pct":7.216515341264872,"put_iv_pct":23.83312568306011},{"expiry":"2027-02-19","call_iv_pct":9.592511373976343,"put_iv_pct":26.581453744493395},{"expiry":"2027-05-21","call_iv_pct":9.104298323036188,"put_iv_pct":31.355789473684208}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"07f89bf80375284dd4c9e2fcb4b277e5ff4d2d33faa5966dfe0aa7ff4e1e6083","captured_at":"2026-10-24T18:07:14.981598+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":"IWMI","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"bf9f8944fa3281c7719a26e00c4f55680c079874878e0a3beacf9ed9de53dfb0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"54647464df4256e5ec668b837050a372afdfcc7003392fc2acfb60bc176ff037"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"ba3a4ff7af941c5f59dc53381c514cbf12e034ea3fca8952fdc329c112da6ece"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc36a861c0b312e633cd8aab2ec71e15c643f52995170b354319ad7647755a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"04b406078658bffc0d3c34429f153f2b85c3ff57f184327480aa539b3e684d68"}]},{"symbol":"IWMI","date":"2026-09-29","iv_pct":17.050728274278786,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":12.105485636114912,"put_iv_pct":15.538393714535136},{"expiry":"2026-11-20","call_iv_pct":6.724703153988869,"put_iv_pct":23.538918617614268},{"expiry":"2027-02-19","call_iv_pct":9.374346833998858,"put_iv_pct":27.108727272727272},{"expiry":"2027-05-21","call_iv_pct":9.118108108108109,"put_iv_pct":32.89714285714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"372eba3dafeef46720abc2063c633436a616416b09748d83860dc2e823ad38a4","captured_at":"2026-10-24T18:07:05.619002+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":"IWMI","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"46d9e18274d2fb2b4b816277793fa15acaf25bccce3f1b41056dd40a23a959f6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"bc18ade297a5fa0d22516de64e26d625fec349e3ebd76b28416db97c549a8b85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"2bdd36845a995e71e3422b4c8bd47eb2a63ff6939c180397bd2cd7b71008fffe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a38d959efec6a8e6a63962130546db495ec94b7f4998ed030468843057ff877"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1362b8f58dc7f8cf1402524689b0cada5e2af29ec601c0e681bb1f9f247a6f13"}]},{"symbol":"IWMI","date":"2026-09-30","iv_pct":17.489411475761376,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":22.65640149937526,"put_iv_pct":11.1521018134149},{"expiry":"2026-11-20","call_iv_pct":6.895109123434705,"put_iv_pct":24.266458333333336},{"expiry":"2027-02-19","call_iv_pct":9.782754374594944,"put_iv_pct":26.1575},{"expiry":"2027-05-21","call_iv_pct":8.943834586466165,"put_iv_pct":30.061132075471697}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e23b14050bf057bd48b3326f794b06b025942111390b54acce9733ff7eb594e0","captured_at":"2026-10-24T18:07:03.910159+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":"IWMI","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"927288d76989a272794248927e6f270e8a9eba2e321276a2d0dac6e45c6fa7e6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"bc18ade297a5fa0d22516de64e26d625fec349e3ebd76b28416db97c549a8b85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"2bdd36845a995e71e3422b4c8bd47eb2a63ff6939c180397bd2cd7b71008fffe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a38d959efec6a8e6a63962130546db495ec94b7f4998ed030468843057ff877"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1362b8f58dc7f8cf1402524689b0cada5e2af29ec601c0e681bb1f9f247a6f13"}]},{"symbol":"IWMI","date":"2026-10-01","iv_pct":16.976459827623955,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":14.858960125097735,"put_iv_pct":12.400429980276135},{"expiry":"2026-11-20","call_iv_pct":7.524944690265486,"put_iv_pct":24.265808656036448},{"expiry":"2027-02-19","call_iv_pct":8.782302469135802,"put_iv_pct":27.419018691588786},{"expiry":"2027-05-21","call_iv_pct":7.313858868404323,"put_iv_pct":33.24635514018692}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9da884497ba92c6c39ab895cad7ee3bba3383f839dc90944a73a173356f753a4","captured_at":"2026-10-24T18:06:59.318728+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":"IWMI","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"2b2ed8b96d694abf2c52469d680f85c28d04eabcd1255f468b80da52d22f08c1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"d8f8b8fd6873f8c28be04d2050563b707d24bab4338a2168d23b20888fb19e90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"eff2325a6ee9728dfc2a567fbe30497625b9094cd6e2586e91ce77ed4bb5abf1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8d7fc5c2d15755ff4efd7d1cbd8fa5cfa1a86051b06eac89b8ac4a539403b0d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6326ff006caf6aa97a9ed7d010c758f8ed279933c8c76dd5e73dfc08654545c1"}]},{"symbol":"IWMI","date":"2026-10-02","iv_pct":16.837140319725904,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":19.05840770314702,"put_iv_pct":12.844676744934064},{"expiry":"2026-11-20","call_iv_pct":7.678547888774459,"put_iv_pct":23.877307692307692},{"expiry":"2027-02-19","call_iv_pct":6.886448598130841,"put_iv_pct":25.977597535934287},{"expiry":"2027-05-21","call_iv_pct":5.253716814159291,"put_iv_pct":33.12041958041958}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6c814643394161a4374c39ea03036d36b48b84b1f35d87c368862caaa6fc719b","captured_at":"2026-10-24T18:06:57.623170+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":"IWMI","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"6949b24b566132ca6ff6fcdda377862ef3a9bff342fcdf922a3139afad1c1b3b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"d8f8b8fd6873f8c28be04d2050563b707d24bab4338a2168d23b20888fb19e90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"eff2325a6ee9728dfc2a567fbe30497625b9094cd6e2586e91ce77ed4bb5abf1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8d7fc5c2d15755ff4efd7d1cbd8fa5cfa1a86051b06eac89b8ac4a539403b0d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6326ff006caf6aa97a9ed7d010c758f8ed279933c8c76dd5e73dfc08654545c1"}]},{"symbol":"IWMI","date":"2026-10-06","iv_pct":16.941312087500577,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":18.803803680981595,"put_iv_pct":14.865335221907461},{"expiry":"2026-11-20","call_iv_pct":8.280247376311843,"put_iv_pct":25.221264940239042},{"expiry":"2027-02-19","call_iv_pct":7.074501879699248,"put_iv_pct":25.88462686567164},{"expiry":"2027-05-21","call_iv_pct":4.826629778672032,"put_iv_pct":30.574086956521736}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2979fbfff000f9a697b28703d2a0d90824289914f979e0ed94f4fdf5b1e515c0","captured_at":"2026-10-24T18:06:52.902545+00:00","observed_at":"2026-10-06T15:59:00-04:00","session_close_at":"2026-10-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IWMI","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"53b370dae0e987e74d278a1bc2aeb25cb141e847838b5322f00f56935e135326"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"d8f8b8fd6873f8c28be04d2050563b707d24bab4338a2168d23b20888fb19e90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"eff2325a6ee9728dfc2a567fbe30497625b9094cd6e2586e91ce77ed4bb5abf1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8d7fc5c2d15755ff4efd7d1cbd8fa5cfa1a86051b06eac89b8ac4a539403b0d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6326ff006caf6aa97a9ed7d010c758f8ed279933c8c76dd5e73dfc08654545c1"}]},{"symbol":"IWMI","date":"2026-10-07","iv_pct":16.537380055749587,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":13.87182146373482,"put_iv_pct":11.515422535211266},{"expiry":"2026-11-20","call_iv_pct":6.311225806451613,"put_iv_pct":24.299387755102043},{"expiry":"2027-02-19","call_iv_pct":9.519285714285715,"put_iv_pct":28.120767494356656},{"expiry":"2027-05-21","call_iv_pct":7.069427549194991,"put_iv_pct":31.591702127659577}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"008d3e2d9098b6afb9e299625e8b30ffa39b41f50a27566b1da5fad021929d89","captured_at":"2026-10-24T18:06:51.083590+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":"IWMI","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"2c5e3e9269adf0b1ae713d4e356b1f8be15eb4ef8214024172546dca092d50e3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"d8f8b8fd6873f8c28be04d2050563b707d24bab4338a2168d23b20888fb19e90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"eff2325a6ee9728dfc2a567fbe30497625b9094cd6e2586e91ce77ed4bb5abf1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8d7fc5c2d15755ff4efd7d1cbd8fa5cfa1a86051b06eac89b8ac4a539403b0d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6326ff006caf6aa97a9ed7d010c758f8ed279933c8c76dd5e73dfc08654545c1"}]},{"symbol":"IWMI","date":"2026-10-08","iv_pct":18.08994401463372,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":14.476700456158135,"put_iv_pct":16.94886597938144},{"expiry":"2026-11-20","call_iv_pct":6.932205128205128,"put_iv_pct":25.19585421412301},{"expiry":"2027-02-19","call_iv_pct":9.087981651376149,"put_iv_pct":30.342046632124354},{"expiry":"2027-05-21","call_iv_pct":7.041352601156069,"put_iv_pct":34.694545454545455}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b5385e3f8b8a65c320d0bb4386b34b2a10566b52f9959c038479613523d0867c","captured_at":"2026-10-24T18:06:41.809916+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":"IWMI","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"42ad8f33b7c22c510cf86ab218705d17131af0fa153e09a1a9e789b611d05268"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"35c009791fa2afdbb1f586b11fa422f1bbad16e867ccefb1a401f5ccdc9f8112"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"4caf9e31a063e9c7e1d6670b89b1cb1c4299da229ab64a30e93d81cd6492c45a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0be27e2c45577639a0d2eb9bab404a6a237243572c1062804261d8b8867737ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7348c6666cf53ca724f339dc95ecf69b95ced0c1d48417b708c251f00afc5ae9"}]},{"symbol":"IWMI","date":"2026-10-12","iv_pct":17.973283944245466,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":14.713592892605174,"put_iv_pct":18.342173410404623},{"expiry":"2026-11-20","call_iv_pct":9.130589171974522,"put_iv_pct":25.384239482200645},{"expiry":"2027-02-19","call_iv_pct":5.548243375858685,"put_iv_pct":28.63708423326134},{"expiry":"2027-05-21","call_iv_pct":8.479812402292861,"put_iv_pct":33.55053658536586}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"764df4fd551463b0f0bc1b83ef226cb9cce26ce0962b1dc5af543755ce372ec0","captured_at":"2026-10-24T18:06:37.461987+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":"IWMI","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"4e0de42715c777b82100bf106723a4b5e48892b64c9bd8764b04384d95cc8564"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"35c009791fa2afdbb1f586b11fa422f1bbad16e867ccefb1a401f5ccdc9f8112"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"4caf9e31a063e9c7e1d6670b89b1cb1c4299da229ab64a30e93d81cd6492c45a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0be27e2c45577639a0d2eb9bab404a6a237243572c1062804261d8b8867737ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7348c6666cf53ca724f339dc95ecf69b95ced0c1d48417b708c251f00afc5ae9"}]},{"symbol":"IWMI","date":"2026-10-13","iv_pct":18.34273941900135,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":17.73315489749431,"put_iv_pct":21.01815341895175},{"expiry":"2026-11-20","call_iv_pct":7.1994904458598725,"put_iv_pct":23.97971397139714},{"expiry":"2027-02-19","call_iv_pct":6.1226694717157555,"put_iv_pct":28.196282352941175},{"expiry":"2027-05-21","call_iv_pct":8.390228571428572,"put_iv_pct":34.10222222222223}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8449797ae83252e8ea158b0f62018230eb12b330703a8b75cc80ba67daed275c","captured_at":"2026-10-24T18:06:35.565301+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":"IWMI","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"d0fc724d9ac0c7b66b89b330064e5b0a944db968cc9efd52629ca390a7c5b2a9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"35c009791fa2afdbb1f586b11fa422f1bbad16e867ccefb1a401f5ccdc9f8112"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"4caf9e31a063e9c7e1d6670b89b1cb1c4299da229ab64a30e93d81cd6492c45a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0be27e2c45577639a0d2eb9bab404a6a237243572c1062804261d8b8867737ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7348c6666cf53ca724f339dc95ecf69b95ced0c1d48417b708c251f00afc5ae9"}]},{"symbol":"IWMI","date":"2026-10-14","iv_pct":23.65882092443632,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.57965683905268,"put_iv_pct":37.64086333227142},{"expiry":"2026-11-20","call_iv_pct":7.999043687650498,"put_iv_pct":24.066580459770115},{"expiry":"2027-02-19","call_iv_pct":9.448974647887324,"put_iv_pct":29.11715094339623},{"expiry":"2027-05-21","call_iv_pct":8.204665409990575,"put_iv_pct":33.21363207547171}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"63f1da7c1ce5a9e965b5868b2d2d8047b268fa4818bf5fa4ce7fb6eb2e2d9243","captured_at":"2026-10-24T18:06:33.533701+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":"IWMI","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"9f52c3d2a040e4de5fa9a48d319e1a7b732cdf04d1c54ea13fffe30321439639"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"35c009791fa2afdbb1f586b11fa422f1bbad16e867ccefb1a401f5ccdc9f8112"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"4caf9e31a063e9c7e1d6670b89b1cb1c4299da229ab64a30e93d81cd6492c45a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0be27e2c45577639a0d2eb9bab404a6a237243572c1062804261d8b8867737ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7348c6666cf53ca724f339dc95ecf69b95ced0c1d48417b708c251f00afc5ae9"}]},{"symbol":"IWMI","date":"2026-10-16","iv_pct":18.46397293871835,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":7.36251817580965,"put_iv_pct":26.24995206136146},{"expiry":"2026-12-18","call_iv_pct":10.840465949820787,"put_iv_pct":25.69472409152086},{"expiry":"2027-02-19","call_iv_pct":10.119921798631475,"put_iv_pct":25.78941176470588},{"expiry":"2027-05-21","call_iv_pct":8.318789667896679,"put_iv_pct":33.336}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"29798f7727033694a58248cafd9284d8fb4a474c110ba8bca011ae027dc270c5","captured_at":"2026-10-24T18:06:17.915051+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":"IWMI","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"bcb87cecfc5dd291bbccb079989042b6f05a19c5c7f0811a304c742f24b17558"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"8eb224b0ff0300a1d95b11f5319ac30dfcebea28220346f8c0254ab572c3b4b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"55cf0a604c477ff99eeeca6a9cff0b7cd2266992ea9a27cc0d1fe1f580703a1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9ec72053fa38e16ea2994f1cc1e61fedf08d6d3d4e8c75a6aacfc3e627fda1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b2a5b270bc156f0272aa26599232f71a31a4e4f182f1b634ca1f09c448dc3e3"}]},{"symbol":"IWMI","date":"2026-10-19","iv_pct":17.883590212942945,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":5.660351123595506,"put_iv_pct":25.974038076152304},{"expiry":"2026-12-18","call_iv_pct":8.740307287093941,"put_iv_pct":28.885561959654176},{"expiry":"2027-02-19","call_iv_pct":9.500769485903815,"put_iv_pct":27.110933014354067},{"expiry":"2027-05-21","call_iv_pct":3.26641592920354,"put_iv_pct":33.930344827586204}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b35abd39c2ac875dd8b3799154238aae50d4de32223111454603d784a54ebc3b","captured_at":"2026-10-24T18:06:15.744100+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":"IWMI","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"725eb7e62449f753892a798b583ff85f39c0b104804954b946a9f3ce92fab5ad"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"8eb224b0ff0300a1d95b11f5319ac30dfcebea28220346f8c0254ab572c3b4b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"55cf0a604c477ff99eeeca6a9cff0b7cd2266992ea9a27cc0d1fe1f580703a1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c9ec72053fa38e16ea2994f1cc1e61fedf08d6d3d4e8c75a6aacfc3e627fda1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b2a5b270bc156f0272aa26599232f71a31a4e4f182f1b634ca1f09c448dc3e3"}]},{"symbol":"IWMI","date":"2026-10-21","iv_pct":17.271908361528084,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":9.549363395225464,"put_iv_pct":20.727512580877068},{"expiry":"2026-12-18","call_iv_pct":12.044045307443367,"put_iv_pct":24.805272305909615},{"expiry":"2027-02-19","call_iv_pct":9.957984144960363,"put_iv_pct":24.406306818181818},{"expiry":"2027-05-21","call_iv_pct":6.03930865541644,"put_iv_pct":30.64547368421053}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7be1edd1e6639d26aafde5335be8ebf900be165747347d7f31f06f029044bba1","captured_at":"2026-10-22T15:58:29.825591+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":"IWMI","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"dc14cf64b29a913dd4a371b26393383eb13cfd9ebc0f63f1669206fa60999c75"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"56768f50febae762e07a08465aeb7b30b9c70f0c29067c1f9489dc1a535e2aca"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"34a909370ec8e8aabcadbf108e16f14114371ff30a4b092b7d5c52dc929c0808"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6ca6ab76dfc919efd24820812428dab0955382cb96354216f1dd4c4f281c5b9b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a32c938209fb39cda43b41ac76720510b519fcb8744e6416fa284b49d676ecb3"}]},{"symbol":"IWMI","date":"2026-10-22","iv_pct":18.298031838852857,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.087068965517242,"put_iv_pct":22.126333333333335},{"expiry":"2026-12-18","call_iv_pct":12.084801288936628,"put_iv_pct":26.223260073260075},{"expiry":"2027-02-19","call_iv_pct":9.927066492829205,"put_iv_pct":25.634181818181816},{"expiry":"2027-05-21","call_iv_pct":7.9972070744288875,"put_iv_pct":31.304335664335664}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"24b6dd0bb7c538c4e8e04c6d6271d602f407aca66f2b3a72a6067d131a5e950b","captured_at":"2026-10-23T03:22:11.756651+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":"IWMI","date":"2026-10-22","format":"json"},"source_hash":"1868787ea4d3f21e68034ce9d382ee12ccf57e69dc3e4c7ec8003c0f6007c0d1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"e33d5cf3699aa5664bb3e082ec1d0d41a219c3c3373e1ba696d9a275c65e88d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"88d946b89c0ce51e1710590c4fda9d17e639331723c22a537275b17a28e3e0c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"96bd67fce9941e1390622dbfc4a2681884ba16214454a3134de4dc2771b7f660"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5e73bda1f6fd1e03d38c735b95ffb1a223ac0c8ddec2ef61480cffe717bccbb9"}]},{"symbol":"IWMI","date":"2026-10-23","iv_pct":18.366566550150317,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.971309090909092,"put_iv_pct":22.24928895612708},{"expiry":"2026-12-18","call_iv_pct":11.651669316375198,"put_iv_pct":26.235384615384618},{"expiry":"2027-02-19","call_iv_pct":9.905100864553313,"put_iv_pct":25.600584677419352},{"expiry":"2027-05-21","call_iv_pct":9.20750883392226,"put_iv_pct":30.111686046511632}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e49e17eb4279bf9fa1d9df9645d54bb7abe35d6f27050d7c733a60ad08de34b9","captured_at":"2026-10-24T02:48:47.530835+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":"IWMI","date":"2026-10-23","format":"json"},"source_hash":"ab4e3031b7e97d112e46207021e8e53bff4929fdaab4ffb41db7e05619952943"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"8126dc9bc04751abdce6d436f4ac3cd67a712c781c10bf5a1d1bfb8b5094d62f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"8b721f247c1eabe670936cda110ddd97f600034ab72f74cdedca31b22dd5016a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb8c20daea46595d794095a393dd761b03f052dba40066c9eba83df656581077"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"497bd2c996a0a6b1affec564d2343eec3cb5996f06ce39262beb880413f03053"}]},{"symbol":"IWMI","date":"2026-10-26","iv_pct":18.78574038706014,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":12.02205921938089,"put_iv_pct":25.673536299765807},{"expiry":"2026-12-18","call_iv_pct":12.642952086553322,"put_iv_pct":24.5748087431694},{"expiry":"2027-02-19","call_iv_pct":9.555425219941348,"put_iv_pct":25.377240075614367},{"expiry":"2027-05-21","call_iv_pct":10.328724981467754,"put_iv_pct":30.11117647058824}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6b0b162f3f701e78c28ddc6af4fe4b86c672cb8b449c01f8b1f490236ed18417","captured_at":"2026-10-28T19:20:09.186429+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":"IWMI","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"c9ed520bb0e17a3ceecf7ecfbb16b29c703ebcc3a204eb8df23c3f1c6f6c794d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"0df79fe25bbcf57cf9362c9f44097786ab8dcb3e93bcd384d820590bea18538e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"1663ac3d311178129309094ab81b2d411642cf2cc3c11d7f2c2fcecd83a736f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1632a7e7a912d698ede38591a594bc95436afe0ae20105687bb02071faee0516"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7b3809991127464f1900f09764f56bc624718e3ba4dcf969214b1ab2a6dadf9e"}]},{"symbol":"IWMI","date":"2026-10-27","iv_pct":17.44811817474414,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":11.425201305767137,"put_iv_pct":21.530927835051546},{"expiry":"2026-12-18","call_iv_pct":9.395646153846155,"put_iv_pct":25.21002656042497},{"expiry":"2027-02-19","call_iv_pct":7.393875847678665,"put_iv_pct":25.611125611745518},{"expiry":"2027-05-21","call_iv_pct":8.973290598290598,"put_iv_pct":30.044851485148516}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7701962d553b19a4afd70c35f2c9fad85e330a1d5bfd7911d2adade12666c462","captured_at":"2026-10-28T19:20:08.063325+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":"IWMI","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"6d41b7b20b959171b1e49070a405f7f80599051af8495eb78f9a0809c8de5cf2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"0df79fe25bbcf57cf9362c9f44097786ab8dcb3e93bcd384d820590bea18538e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"1663ac3d311178129309094ab81b2d411642cf2cc3c11d7f2c2fcecd83a736f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1632a7e7a912d698ede38591a594bc95436afe0ae20105687bb02071faee0516"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7b3809991127464f1900f09764f56bc624718e3ba4dcf969214b1ab2a6dadf9e"}]},{"symbol":"IWMI","date":"2026-10-28","iv_pct":17.6707753497551,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":10.222412727834415,"put_iv_pct":27.128452270620944},{"expiry":"2026-12-18","call_iv_pct":8.335680337293983,"put_iv_pct":26.127252475247527},{"expiry":"2027-02-19","call_iv_pct":6.448785228377065,"put_iv_pct":25.3150622406639},{"expiry":"2027-05-21","call_iv_pct":5.158742703188145,"put_iv_pct":32.629814814814814}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7609f3a03cc0beeeaaf78f57e92e15e4fc76f6894eeab688f71917cf3ece826","captured_at":"2026-10-29T19:08:39.529701+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":"IWMI","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"89ad9214708b8d157f8866f346a462d009f16962a01a2c071c07cb8d3e2a1899"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"2102b1439f82a8215cdbbb7b3c014170a01be0102ea67d297c79f1aa52b84146"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"a4228e4c2cf8873a32100beaa75bd4c04ab7e99d43cc1f867ae776557b4db7b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91ec84a029b0936a43e7e033e03c4ef6bebe0d5e8d14e98e0fbd78b182a57161"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"50e972a61c46d515fce56998d1ad9ca5b71067c3f48173eaa8caffdb605471b2"}]},{"symbol":"IWMI","date":"2026-10-29","iv_pct":16.950051968088356,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":8.741739130434784,"put_iv_pct":27.187481481481484},{"expiry":"2026-12-18","call_iv_pct":8.288986280487805,"put_iv_pct":25.23423076923077},{"expiry":"2027-02-19","call_iv_pct":4.954,"put_iv_pct":25.083582089552237},{"expiry":"2027-05-21","call_iv_pct":3.8657247132429613,"put_iv_pct":32.24467128027682}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"afbe5431c958fa78f8e9ad79644b963ebf521ae50360f23fe0bb398d7505e625","captured_at":"2026-10-30T19:24:36.149455+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":"IWMI","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"9c0c251f49b279b9e4520b0a0f72b94962da65074329fa420017f5dfdbe4c721"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"1ac91b25d109f794d69f5fbeb623a4beb52e1781cc2c1ae5f6383107fd38a282"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","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":"1bac016e836065ded3cbbd37acf198fa4a8702c25e27486eba6537a6416451c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0d233db98a95c27105ee5298798d11aebcf4386c336988aceecd8ce17c9f2ec6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e79a0f89240bc07e0f752099ce7424d99386fc2cf3c98bdfab0d188a666e77e"}]},{"symbol":"IWMI","date":"2026-10-30","iv_pct":17.883091752637725,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":13.684867114953569,"put_iv_pct":25.227096774193548},{"expiry":"2026-12-18","call_iv_pct":11.347837078651684,"put_iv_pct":25.44789986091794},{"expiry":"2027-02-19","call_iv_pct":6.765529300567108,"put_iv_pct":24.200384615384614},{"expiry":"2027-05-21","call_iv_pct":5.718776707163804,"put_iv_pct":30.672342569269524}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IWMI","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b879418f5faf383ba69ee2cb92926a1a93ce1cb699304d04a0de8fc38cdb54fd","captured_at":"2026-11-01T01:26:37.377181+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"a46bc084c5997733c509ed93c560251e819fb8118d272d6f737120659a0d3ee6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-11-20","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b23cacd1d62ac7a5ae795b1f6d3bff0eb18c8fc2f536a83953ff623d4252602f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2026-12-18","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b774e74117b13e98715901e101780652de406e78e8804c2f92697fef18c25a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-02-19","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"574d7112e7daec04114b3037fbeb707723710de0113b5402d6ec1b49f1b440b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IWMI","expiration":"2027-05-21","start_date":"2026-10-29","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7dc0ca3a9c10ee8d59c53484d6645585b18faf8add75692431cb454acc790241"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/IWMI","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":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":19.740675532396214,"put_call_skew_pp":13.393625826204271,"implied_move_pct":9.183156859870223,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5a2927d0cb20a57081873a0504f341b3bc66118a2576392605bd8d10fc18a792","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":18.97294987388416,"put_call_skew_pp":15.128724183542342,"implied_move_pct":8.870911632167168,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2a0b39a6ee405f6223cda212204294cf7c7b70eebab6a7d510c3f562d514ccbc","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":17.95475843347512,"put_call_skew_pp":17.775981409868585,"implied_move_pct":8.223227077056816,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b86e315ecc48a14797bfbf43866fb556f7446980f65a6cbb526455bcc22c916d","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":20.394650128737283,"put_call_skew_pp":14.758559656476262,"implied_move_pct":7.4252866328701845,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a95da6c74e1e41646aef34d45328aacbb0bf56b6ad40145a524bf6a7a1dc6fbb","expiries":["2026-08-21","2026-09-18","2026-11-20","2027-02-19"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":17.291483089797968,"put_call_skew_pp":14.741691218232354,"implied_move_pct":8.200551041582644,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"08a8d023f4087aa225a9b56c4ab5667c812a08be524c4d6ef16c10071e320aca","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":16.97784011609952,"put_call_skew_pp":12.485153935502526,"implied_move_pct":7.975691649357547,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7341c282e4fc2e9b6c348b265e85e4aadf6aa5f4420803ec7cc5f3901679d51f","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":16.49766341810794,"put_call_skew_pp":14.046764313780411,"implied_move_pct":7.7551031060868585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a6d045aa57d030f9c91f6b349cbdad91b520444ca254993b98990a097d427c1","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":15.68752665608323,"put_call_skew_pp":13.620224762407384,"implied_move_pct":7.3296387445049165,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cd6f96a40a37124118515e5f6d19066ccadbe8711a24ca1e94740a3f5aac0315","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":14.683304065227912,"put_call_skew_pp":12.840170133377512,"implied_move_pct":7.007806683385992,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8bb55679b66670e33fa3c82169be0f32c75d67ca7d94d045f13de771fea3ea9a","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":15.535575006370703,"put_call_skew_pp":10.580053077932543,"implied_move_pct":7.026051202097442,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b70c53576c31546da0e40a15592d71b049f9690711ec439ff79ea7789e7877c2","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":14.854632782837013,"put_call_skew_pp":15.289127866458248,"implied_move_pct":6.82658841814388,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ab780179bc366b613b290635cc58e0423e3be60ea2a9d26c591d83019828fc50","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":16.187322084504657,"put_call_skew_pp":10.851294058797523,"implied_move_pct":7.111769849181043,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d1b0bb730518854d3244ada5bb41a1e6cac960490fc705c9df8502efcd5a0217","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":15.856632577138559,"put_call_skew_pp":15.401578736485488,"implied_move_pct":6.8421489935496105,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"41ca336c795a40c7ec380225dc76a382acab256e50e081d927616d541594430e","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":15.771558341240972,"put_call_skew_pp":14.174150125943434,"implied_move_pct":6.622121518152619,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"39cbfecb2602add1cbdae9f635c26cdc2f8341f6352cc2f2c9094919a5b8667c","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":16.95909489675174,"put_call_skew_pp":12.707167507717196,"implied_move_pct":6.8747036250855755,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c97b15aa3ca544393772f5b0a586bee0b80dd0adea9c843e7eb81b9ed2bda97f","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":19.62813623266083,"put_call_skew_pp":12.934327114047985,"implied_move_pct":7.471294010938122,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c80b33fa7117c585021a7616cb048d36810573975c81a51d9c565785a46c2a94","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":17.689380069527814,"put_call_skew_pp":15.327144432762095,"implied_move_pct":6.811973755016399,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7300e40e957e1dd66aa75afe9621810ca6d0eacb2fa5036e57c212451adfb51a","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":19.287328674206876,"put_call_skew_pp":14.875065943495489,"implied_move_pct":6.583329923081191,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e7317d1a466f7ca1c22c22de31d5325398eec5f9a7df597b11e148fb91e6ffa1","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":20.63432571073814,"put_call_skew_pp":13.937193814398618,"implied_move_pct":6.764040554695382,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"94dcb9de43b426ae13fcb922ae9fc432dffd639ec5c69cc0cd012226036ebf7f","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":20.5826152013194,"put_call_skew_pp":7.757331880444731,"implied_move_pct":5.793616585236148,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c2588e1f5922998db9fd40f2554c92b73c7a44d88b6126b0547ce43d53777aff","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":16.866945459806367,"put_call_skew_pp":13.021629275978833,"implied_move_pct":9.586752067812093,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1daee8642652258bf52bd414211d4a8fec4707ca287acfe3b2503fd439313086","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":15.407970947193999,"put_call_skew_pp":12.425638942773123,"implied_move_pct":8.69644981734076,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ce28cda5afe9829fb95b29ea5f2dd1b37d49215c739501a92d663fd5beac9c9e","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":15.76745630208508,"put_call_skew_pp":12.286361882891557,"implied_move_pct":8.72843692252422,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4f55ffc90f480e294204c6cb6f1354cf4b357d6389086fde20d3c88b3551fca7","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":16.50292448168011,"put_call_skew_pp":11.348475256474321,"implied_move_pct":9.141890979772686,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7bbf7407f8ab3da77179d78bcb7a446a7b9551b059a9131e8660112bfce11c7b","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":17.039374197182575,"put_call_skew_pp":14.096037493982418,"implied_move_pct":9.343346695813281,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71dbe22ab1ae504a948b9cd925262c8b36012136063ba333e393f701add12bed","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":17.089470743911036,"put_call_skew_pp":14.010027295109554,"implied_move_pct":9.35852574658566,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"96aebd91ada0eaa79326b17181d85dfc88f00d4e4bdebc1db69f58aa7ebf7d60","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":17.230910047176348,"put_call_skew_pp":12.933761527104028,"implied_move_pct":9.211377610681502,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"07f89bf80375284dd4c9e2fcb4b277e5ff4d2d33faa5966dfe0aa7ff4e1e6083","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":17.050728274278786,"put_call_skew_pp":15.440134682452198,"implied_move_pct":9.230015202419406,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"372eba3dafeef46720abc2063c633436a616416b09748d83860dc2e823ad38a4","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":17.489411475761376,"put_call_skew_pp":10.839773159587214,"implied_move_pct":9.035355535613572,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e23b14050bf057bd48b3326f794b06b025942111390b54acce9733ff7eb594e0","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":16.976459827623955,"put_call_skew_pp":14.712886578796237,"implied_move_pct":9.013096244969503,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9da884497ba92c6c39ab895cad7ee3bba3383f839dc90944a73a173356f753a4","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":16.837140319725904,"put_call_skew_pp":14.235720137346004,"implied_move_pct":8.583505986325022,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6c814643394161a4374c39ea03036d36b48b84b1f35d87c368862caaa6fc719b","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":16.941312087500577,"put_call_skew_pp":14.390032817168791,"implied_move_pct":8.16875269885088,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2979fbfff000f9a697b28703d2a0d90824289914f979e0ed94f4fdf5b1e515c0","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":16.537380055749587,"put_call_skew_pp":14.688879844665601,"implied_move_pct":8.488022142321885,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"008d3e2d9098b6afb9e299625e8b30ffa39b41f50a27566b1da5fad021929d89","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":18.089944014633716,"put_call_skew_pp":17.410768110819696,"implied_move_pct":9.039293565048366,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b5385e3f8b8a65c320d0bb4386b34b2a10566b52f9959c038479613523d0867c","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":17.973283944245466,"put_call_skew_pp":17.010448967125306,"implied_move_pct":8.478235113151317,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"764df4fd551463b0f0bc1b83ef226cb9cce26ce0962b1dc5af543755ce372ec0","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":18.342739419001347,"put_call_skew_pp":16.962707144753452,"implied_move_pct":8.367821908835861,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8449797ae83252e8ea158b0f62018230eb12b330703a8b75cc80ba67daed275c","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":23.65882092443632,"put_call_skew_pp":14.701471556582097,"implied_move_pct":8.852742880362943,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"63f1da7c1ce5a9e965b5868b2d2d8047b268fa4818bf5fa4ce7fb6eb2e2d9243","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":18.46397293871835,"put_call_skew_pp":18.6070980813574,"implied_move_pct":9.84705939099497,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"29798f7727033694a58248cafd9284d8fb4a474c110ba8bca011ae027dc270c5","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":17.88359021294294,"put_call_skew_pp":22.183258512987482,"implied_move_pct":9.291420589221978,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b35abd39c2ac875dd8b3799154238aae50d4de32223111454603d784a54ebc3b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":17.271908361528084,"put_call_skew_pp":15.748465971533347,"implied_move_pct":8.886102343748204,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7be1edd1e6639d26aafde5335be8ebf900be165747347d7f31f06f029044bba1","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":18.298031838852857,"put_call_skew_pp":16.04799176684973,"implied_move_pct":9.343326644322808,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"24b6dd0bb7c538c4e8e04c6d6271d602f407aca66f2b3a72a6067d131a5e950b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":18.366566550150317,"put_call_skew_pp":15.365339047420704,"implied_move_pct":9.298776902167006,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e49e17eb4279bf9fa1d9df9645d54bb7abe35d6f27050d7c733a60ad08de34b9","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":18.785740387060144,"put_call_skew_pp":15.296900020448625,"implied_move_pct":9.271194350726791,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6b0b162f3f701e78c28ddc6af4fe4b86c672cb8b449c01f8b1f490236ed18417","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":17.44811817474414,"put_call_skew_pp":16.302229396696998,"implied_move_pct":8.665923178305246,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7701962d553b19a4afd70c35f2c9fad85e330a1d5bfd7911d2adade12666c462","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":17.6707753497551,"put_call_skew_pp":20.2587402011634,"implied_move_pct":8.538294345677176,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7609f3a03cc0beeeaaf78f57e92e15e4fc76f6894eeab688f71917cf3ece826","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":16.950051968088356,"put_call_skew_pp":20.974878874093942,"implied_move_pct":8.114423605555011,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"afbe5431c958fa78f8e9ad79644b963ebf521ae50360f23fe0bb398d7505e625","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":17.883091752637725,"put_call_skew_pp":17.007678404607365,"implied_move_pct":8.385607160039646,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b879418f5faf383ba69ee2cb92926a1a93ce1cb699304d04a0de8fc38cdb54fd","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}