{"schemaVersion":1,"symbol":"IYJ","days":90,"observations":[{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-21T19:50:07.133000+00:00","captured_at":"2026-10-22T06:12:32.218Z","last_trade_at":"2026-10-22T00:00:03.964519734Z","price":158.17,"iv_pct":20.647537986454715,"implied_move_pct":4.666074720651597,"put_call_skew_pp":2.0761201636988496,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"6429d11ce76389aa5caab2b9324cbbbcb4b8e4770ccbdb1048c307051a6900af"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:17.043000+00:00","captured_at":"2026-10-22T20:45:07.054Z","last_trade_at":"2026-10-22T20:10:03.847317956Z","price":157.15,"iv_pct":18.368340214370782,"implied_move_pct":4.133801056608653,"put_call_skew_pp":1.702445207956607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"1cddeca488000ac119b36dbfbb5788c35ea9d560f67aa65e5695cd6886ab4da9"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:31.199000+00:00","captured_at":"2026-10-23T20:58:29.691Z","last_trade_at":"2026-10-23T20:10:03.868077863Z","price":155.2,"iv_pct":20.48915114516347,"implied_move_pct":4.555724018734207,"put_call_skew_pp":2.303247327119895,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"1935fcdea53971a43ebc60a2a97369893bbf6db66adf85710f5dcc9d1348072a"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:48.406000+00:00","captured_at":"2026-10-27T01:33:09.258Z","last_trade_at":"2026-10-27T00:00:03.988323612Z","price":156.51,"iv_pct":21.303493577563277,"implied_move_pct":4.494097560809076,"put_call_skew_pp":4.2389712656694805,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"ba7032b1bcf0c774f77cb5de3a8cbdc2654dfee24687abfd79439d20adc7f00a"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-27T15:30:46.483000+00:00","captured_at":"2026-10-27T15:36:53.588Z","last_trade_at":"2026-10-27T15:36:04.712451411Z","price":156.96,"iv_pct":19.86954789922305,"implied_move_pct":4.0896184483576725,"put_call_skew_pp":2.009849571858366,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"b07a0f8a8825753d9d3c2d3cd34224ef6b82cc52d664a9a28af6c9066492e149"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:04.726000+00:00","captured_at":"2026-10-27T23:51:01.986Z","last_trade_at":"2026-10-27T22:30:03.94572402Z","price":157.09,"iv_pct":19.600416513761466,"implied_move_pct":4.03845759576046,"put_call_skew_pp":2.452744826280087,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"c2d5edde9357e2bbb382c46b9fc722a65610291934b7298cc21a75267d41b1bd"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:58.271000+00:00","captured_at":"2026-10-28T20:34:27.290Z","last_trade_at":"2026-10-28T20:10:03.976985918Z","price":157.82,"iv_pct":19.814295897585104,"implied_move_pct":3.995737014288403,"put_call_skew_pp":5.001160745188033,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"382db95aad575fdecbc1c9f962f7404fd95c79a27ded736f55ba4b919fdd6fac"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:10.666000+00:00","captured_at":"2026-10-30T00:05:04.908Z","last_trade_at":"2026-10-30T00:00:03.87559511Z","price":160.39,"iv_pct":20.29510215266053,"implied_move_pct":4.026025306099999,"put_call_skew_pp":10.467804746940898,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"67af354899a17088f6c388340dd7b04bdc174a7afa5eef92563de6abe3068a26"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:15.078000+00:00","captured_at":"2026-10-30T23:14:00.656Z","last_trade_at":"2026-10-30T22:30:03.826738623Z","price":158.58,"iv_pct":19.993844923341676,"implied_move_pct":3.813924998236065,"put_call_skew_pp":-0.8844097666558665,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"662305ad9be0ae64871bd1f53abb02d7ec8d0a9ab877525ef41958e70305d6a6"},{"symbol":"IYJ","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:02.308000+00:00","captured_at":"2026-11-04T01:43:30.208Z","last_trade_at":"2026-11-04T01:00:03.931617319Z","price":161.92,"iv_pct":22.918730321622345,"implied_move_pct":3.9630680439902406,"put_call_skew_pp":3.8472741056710893,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/IYJ","source_hash":"25b3770d6da4062936ddd17337373a73aaa2f036159f6388d32403bef4fbd959"}],"dailyIv":[{"symbol":"IYJ","date":"2026-08-07","iv_pct":21.489424988500776,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":23.461162790697678,"put_iv_pct":18.46},{"expiry":"2026-09-18","call_iv_pct":21.25834862385321,"put_iv_pct":21.634496644295304},{"expiry":"2026-10-16","call_iv_pct":21.181410256410256,"put_iv_pct":22.205166666666663},{"expiry":"2027-01-15","call_iv_pct":20.403632130384167,"put_iv_pct":23.311182795698922}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b9680b9721c3922ccd049cff5dffab67a0c5bffca7c42ae8ce4b643a300d2d9","captured_at":"2026-10-24T15:19:52.201679+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":"IYJ","expiration":"*","start_date":"2026-08-07","end_date":"2026-08-07","strike_range":20,"format":"json"},"source_hash":"939e5c8dd30b1a86c3290052a6d1d3d066e1def78cd7cc0db9b9d49353da39e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"317a11115201889b989478dc0c616bea9d7fba3619283e46b48260b9f1216447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"bfd60ea1e5f097f5be78f8e14e349d63aceab638905da9e59cfdf0bb99badf23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2026-10-16","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":"8301f6b0b771141472028a242bc3b5116936775d5b6ff960d03b03dee26dbdbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","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":"daf3499ea1d677cd5f8035af084f87ee2674c74407802fac3420c7c93dc595fb"}]},{"symbol":"IYJ","date":"2026-08-10","iv_pct":21.181369158493567,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":25.919999999999998,"put_iv_pct":18.988647887323946},{"expiry":"2026-09-18","call_iv_pct":20.11055865921788,"put_iv_pct":19.554413265306124},{"expiry":"2026-10-16","call_iv_pct":20.387583643122678,"put_iv_pct":21.77496062992126},{"expiry":"2027-01-15","call_iv_pct":20.313621867881547,"put_iv_pct":22.401167315175098}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a0e23b6c38390d776e45474166bb77e55d0398551d2c5184c1ed3e0e2fb46826","captured_at":"2026-10-24T15:19:45.945399+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":"IYJ","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"c37e7ec75a06083c17d46527aa3e8de10d718e0408f7373aaf7e8d6c4df7d9da"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"eedb897d486f92204bcb9e625d13ffdeb872f028356fadc548906e914597eef8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8e2bf2bd41d2379e0f0df6b49df5adbe3efe756548ee7b52e2b2a5f5d79eb263"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8edec140bcd30c51a3429f1c37506715df4a3137b1a510abd550ac625304e18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8456dec843d0889970436cadfb7691223beb04bdaa39bea74cc298bde1214dba"}]},{"symbol":"IYJ","date":"2026-08-11","iv_pct":21.470595366923302,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":23.118875,"put_iv_pct":23.825466666666667},{"expiry":"2026-09-18","call_iv_pct":19.361930693069308,"put_iv_pct":20.83681818181818},{"expiry":"2026-10-16","call_iv_pct":20.71123287671233,"put_iv_pct":21.3871484375},{"expiry":"2027-01-15","call_iv_pct":19.620066964285716,"put_iv_pct":22.903224115334204}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"082ba1fbf337a9c028c9222a640400efcac503fa9ec1a54d0c879bb8d87ab6e8","captured_at":"2026-10-24T15:19:44.050928+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":"IYJ","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"b06a06c4d8cd9d86dab57bca43e8983161a4a5b634a99215284d7a24701f0bb2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"eedb897d486f92204bcb9e625d13ffdeb872f028356fadc548906e914597eef8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8e2bf2bd41d2379e0f0df6b49df5adbe3efe756548ee7b52e2b2a5f5d79eb263"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8edec140bcd30c51a3429f1c37506715df4a3137b1a510abd550ac625304e18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8456dec843d0889970436cadfb7691223beb04bdaa39bea74cc298bde1214dba"}]},{"symbol":"IYJ","date":"2026-08-12","iv_pct":20.491471820357017,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":22.919999999999998,"put_iv_pct":19.607110157367668},{"expiry":"2026-09-18","call_iv_pct":17.860588235294117,"put_iv_pct":20.186212534059948},{"expiry":"2026-10-16","call_iv_pct":19.592526315789474,"put_iv_pct":22.26092741935484},{"expiry":"2027-01-15","call_iv_pct":19.5804,"put_iv_pct":21.9240099009901}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"846dbf3bf05c22088679564b38139ad1ee2fd5b0a70b1672e269943632451737","captured_at":"2026-10-24T15:19:42.549396+00:00","observed_at":"2026-08-12T15:59:00-04:00","session_close_at":"2026-08-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"84b237805e7ac168a522f3ec0987c247d3cf53b61ada1ffeeacd265b351993e0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"eedb897d486f92204bcb9e625d13ffdeb872f028356fadc548906e914597eef8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8e2bf2bd41d2379e0f0df6b49df5adbe3efe756548ee7b52e2b2a5f5d79eb263"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8edec140bcd30c51a3429f1c37506715df4a3137b1a510abd550ac625304e18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8456dec843d0889970436cadfb7691223beb04bdaa39bea74cc298bde1214dba"}]},{"symbol":"IYJ","date":"2026-08-13","iv_pct":20.324786592850018,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":21.449282970550573,"put_iv_pct":20.799465240641712},{"expiry":"2026-09-18","call_iv_pct":18.268260869565218,"put_iv_pct":19.685927710843373},{"expiry":"2026-10-16","call_iv_pct":19.00112244897959,"put_iv_pct":21.42680608365019},{"expiry":"2027-01-15","call_iv_pct":19.156104461371054,"put_iv_pct":22.811322957198442}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"947dc17514a3612a6cb50df551a75cf87863a7b16981f989ae6202b9e2dcf4f1","captured_at":"2026-10-24T15:19:40.741948+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"d5ff2b87086600c13f1cd0d29bcb00c30d0f1dd80e519d5c8c4251f5a0aa6de0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"eedb897d486f92204bcb9e625d13ffdeb872f028356fadc548906e914597eef8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8e2bf2bd41d2379e0f0df6b49df5adbe3efe756548ee7b52e2b2a5f5d79eb263"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8edec140bcd30c51a3429f1c37506715df4a3137b1a510abd550ac625304e18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8456dec843d0889970436cadfb7691223beb04bdaa39bea74cc298bde1214dba"}]},{"symbol":"IYJ","date":"2026-08-14","iv_pct":20.198334005327798,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":18.93986111111111,"put_iv_pct":23.804933155080214},{"expiry":"2026-09-18","call_iv_pct":16.58097065462754,"put_iv_pct":19.92753213367609},{"expiry":"2026-10-16","call_iv_pct":18.50974358974359,"put_iv_pct":21.949544131910766},{"expiry":"2027-01-15","call_iv_pct":19.103689320388348,"put_iv_pct":22.77039794608472}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b8dfe8eba944ded7711c638a2c6c905414f51214a0b0613a5308ee7c5bc8605a","captured_at":"2026-10-24T15:19:37.037810+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"6eacc631c2fd98a95455bb94bd3e7dadcd50fb2f95aa5452533aa3879b3ed24f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"eedb897d486f92204bcb9e625d13ffdeb872f028356fadc548906e914597eef8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8e2bf2bd41d2379e0f0df6b49df5adbe3efe756548ee7b52e2b2a5f5d79eb263"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8edec140bcd30c51a3429f1c37506715df4a3137b1a510abd550ac625304e18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8456dec843d0889970436cadfb7691223beb04bdaa39bea74cc298bde1214dba"}]},{"symbol":"IYJ","date":"2026-08-17","iv_pct":20.113871212330437,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.26717539863326,"put_iv_pct":16.788424479166668},{"expiry":"2026-09-18","call_iv_pct":18.248607305936073,"put_iv_pct":18.858883610451308},{"expiry":"2026-10-16","call_iv_pct":19.674101694915255,"put_iv_pct":19.257368421052632},{"expiry":"2027-01-15","call_iv_pct":19.44217391304348,"put_iv_pct":21.374234875444838}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e15a4ea7f6522fe054e3b02ad026ae7625f8bd25d1c58c49cf573de097b9d6a2","captured_at":"2026-10-24T15:19:29.440598+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"c9cb9c0a6126e89221af7f8f06c7048c9f8d8f48a5ed201705e555f93e350b8f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"e2d435fcc910fb633e30a57ba419eefb87dada6d338b5d14fda1ecc9def5faa3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2550ed1d4e82feac8ff1f6e4a210fed12d91186af90ba778585b75082bb2c472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"445bbb9670466d2796b39f221d3692a45b5b0b01033ee10b63ffe0b86fc48ab3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ec3ef8ca829f2314c6be8cd8db08f9314929f75bbd76834a8f216b274203d6"}]},{"symbol":"IYJ","date":"2026-08-18","iv_pct":21.123888196681328,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.27818181818182,"put_iv_pct":16.228559261887863},{"expiry":"2026-09-18","call_iv_pct":20.606992481203008,"put_iv_pct":17.639784482758618},{"expiry":"2026-10-16","call_iv_pct":20.750909090909094,"put_iv_pct":19.27},{"expiry":"2027-01-15","call_iv_pct":19.63824427480916,"put_iv_pct":21.578434163701065}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a13163cbae418eba6f4d77ec7d2d97cf3d5adf38f659215ad209f9a06237e3b","captured_at":"2026-10-24T15:19:27.639099+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":"IYJ","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"6e1de1009327e485884e2b646707ff6d432cc9a181eceb3d103bff9faeaebaec"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"e2d435fcc910fb633e30a57ba419eefb87dada6d338b5d14fda1ecc9def5faa3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2550ed1d4e82feac8ff1f6e4a210fed12d91186af90ba778585b75082bb2c472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"445bbb9670466d2796b39f221d3692a45b5b0b01033ee10b63ffe0b86fc48ab3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ec3ef8ca829f2314c6be8cd8db08f9314929f75bbd76834a8f216b274203d6"}]},{"symbol":"IYJ","date":"2026-08-19","iv_pct":21.05839664367404,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":35.189674418604646,"put_iv_pct":19.430898203592818},{"expiry":"2026-09-18","call_iv_pct":21.01753768844221,"put_iv_pct":15.87767441860465},{"expiry":"2026-10-16","call_iv_pct":19.414599303135887,"put_iv_pct":17.79372549019608},{"expiry":"2027-01-15","call_iv_pct":18.665736040609136,"put_iv_pct":21.0773275862069}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb3ad5cffe976eb897ee178f640ef1ddd190b89c4462fe165164c680b54d464d","captured_at":"2026-10-24T15:19:25.842940+00:00","observed_at":"2026-08-19T15:59:00-04:00","session_close_at":"2026-08-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"1b5632671accb4dd3a217d3324dac42f98c9f958cea005ded47fbcd3fa99628b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"e2d435fcc910fb633e30a57ba419eefb87dada6d338b5d14fda1ecc9def5faa3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2550ed1d4e82feac8ff1f6e4a210fed12d91186af90ba778585b75082bb2c472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"445bbb9670466d2796b39f221d3692a45b5b0b01033ee10b63ffe0b86fc48ab3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ec3ef8ca829f2314c6be8cd8db08f9314929f75bbd76834a8f216b274203d6"}]},{"symbol":"IYJ","date":"2026-08-20","iv_pct":23.12077165160769,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.2401165695254,"put_iv_pct":26.715511655472145},{"expiry":"2026-09-18","call_iv_pct":20.21225352112676,"put_iv_pct":17.108616600790512},{"expiry":"2026-10-16","call_iv_pct":20.133656957928803,"put_iv_pct":18.591139601139602},{"expiry":"2027-01-15","call_iv_pct":19.734666666666666,"put_iv_pct":20.23021164021164}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9d32f259b5f3a6d217af42118b54d398f4b02efb86622f78116bf3f0ba97c0b0","captured_at":"2026-10-24T15:19:23.809973+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"d373060a3cda821998d3d4f7c368c5ec3e8d8953503a5dece363b5ed8587d146"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"e2d435fcc910fb633e30a57ba419eefb87dada6d338b5d14fda1ecc9def5faa3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2550ed1d4e82feac8ff1f6e4a210fed12d91186af90ba778585b75082bb2c472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"445bbb9670466d2796b39f221d3692a45b5b0b01033ee10b63ffe0b86fc48ab3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ec3ef8ca829f2314c6be8cd8db08f9314929f75bbd76834a8f216b274203d6"}]},{"symbol":"IYJ","date":"2026-08-21","iv_pct":19.735092420391794,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":18.41872611464968,"put_iv_pct":19.658778280542986},{"expiry":"2026-10-16","call_iv_pct":18.047635782747605,"put_iv_pct":20.555658362989323},{"expiry":"2027-01-15","call_iv_pct":18.75544776119403,"put_iv_pct":21.535166666666665},{"expiry":"2027-04-16","call_iv_pct":18.907236842105263,"put_iv_pct":22.002089552238807}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa8c987fde0a63aaddf6fe0e6c20d02e688eee21fb8a66556675bae26659874d","captured_at":"2026-10-24T15:19:20.365767+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":"IYJ","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"88ad6fb11407a2f9e842ba0da883f3c311bbcebb14c2d6d4ad1bae29dc07cdbe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2550ed1d4e82feac8ff1f6e4a210fed12d91186af90ba778585b75082bb2c472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"445bbb9670466d2796b39f221d3692a45b5b0b01033ee10b63ffe0b86fc48ab3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f7ec3ef8ca829f2314c6be8cd8db08f9314929f75bbd76834a8f216b274203d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"234ca210248c277997d5c11d73dd643c193ad70dd7ef3f173868002dc2f3e3ea"}]},{"symbol":"IYJ","date":"2026-08-24","iv_pct":20.0410273871719,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":20.68733496332518,"put_iv_pct":20.19964125560538},{"expiry":"2026-10-16","call_iv_pct":19.040000000000003,"put_iv_pct":19.5508},{"expiry":"2027-01-15","call_iv_pct":18.340322580645164,"put_iv_pct":21.41893371757925},{"expiry":"2027-04-16","call_iv_pct":18.71354430379747,"put_iv_pct":22.377642276422765}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"882ecc3fa5fc7df9d07164efce4fe9b395b24d1b7f03bc01557db876589d4ab4","captured_at":"2026-10-24T15:19:13.962393+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":"IYJ","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"dda5c74abfc926f4e78bd06bc076790161ee09df56a8c06532319461d10d4fb4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"561111d018d0d8835500448d4ce2bd68ed19c7e8bf17af0a476d408fa865ddf3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7c45c10eb71e37205c225160030b614c6b72e53898e369e59ec38a141e61443b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5f11a2b9600eeab8804522b1ce780ca1ee1a2d3cd7c18bfde29c93bd3809b320"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29cf78c40118aa657193aec468936c90ae14fcf3fddbb5fbe5d3082ed42e1510"}]},{"symbol":"IYJ","date":"2026-08-25","iv_pct":18.686925138318497,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.092379421221864,"put_iv_pct":16.30287958115183},{"expiry":"2026-10-16","call_iv_pct":19.373617021276594,"put_iv_pct":18.296176470588236},{"expiry":"2027-01-15","call_iv_pct":19.21236842105263,"put_iv_pct":20.688688524590166},{"expiry":"2027-04-16","call_iv_pct":18.422625,"put_iv_pct":22.106666666666666}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"be51c762b9bf5fe27704b4ea61cc2090c833ac0e4dc9e25004bc8a17246af848","captured_at":"2026-10-24T15:19:12.245132+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":"IYJ","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"9b85ccdce4e89e418dc3fb9b2238c29f928036fe0f3a873accb16d84695554e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"561111d018d0d8835500448d4ce2bd68ed19c7e8bf17af0a476d408fa865ddf3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7c45c10eb71e37205c225160030b614c6b72e53898e369e59ec38a141e61443b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5f11a2b9600eeab8804522b1ce780ca1ee1a2d3cd7c18bfde29c93bd3809b320"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29cf78c40118aa657193aec468936c90ae14fcf3fddbb5fbe5d3082ed42e1510"}]},{"symbol":"IYJ","date":"2026-08-26","iv_pct":19.834278730958385,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.913168908819133,"put_iv_pct":21.665671342685368},{"expiry":"2026-10-16","call_iv_pct":18.231662125340602,"put_iv_pct":22.84685714285714},{"expiry":"2027-01-15","call_iv_pct":18.477174447174445,"put_iv_pct":21.6333242506812},{"expiry":"2027-04-16","call_iv_pct":18.657974683544303,"put_iv_pct":22.248396946564885}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b983ed1dd66a5ca59f4ca6b38e4c1b1a14bf4ecfad166598aa473a286d9a6ab9","captured_at":"2026-10-24T15:19:10.752129+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":"IYJ","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"4c4a47d7bb93c6b4b2c1c8fbbb66bd9a68a4bd5542d07ecd1744f535d95496b2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"561111d018d0d8835500448d4ce2bd68ed19c7e8bf17af0a476d408fa865ddf3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7c45c10eb71e37205c225160030b614c6b72e53898e369e59ec38a141e61443b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5f11a2b9600eeab8804522b1ce780ca1ee1a2d3cd7c18bfde29c93bd3809b320"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29cf78c40118aa657193aec468936c90ae14fcf3fddbb5fbe5d3082ed42e1510"}]},{"symbol":"IYJ","date":"2026-08-27","iv_pct":19.741906062868516,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.61907258064516,"put_iv_pct":18.636877394636016},{"expiry":"2026-10-16","call_iv_pct":19.651528662420382,"put_iv_pct":18.42216374269006},{"expiry":"2027-01-15","call_iv_pct":19.193730569948187,"put_iv_pct":21.717435897435898},{"expiry":"2027-04-16","call_iv_pct":18.67375,"put_iv_pct":22.020689655172415}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ae7f5f3a05d6fc5f78ac36fba5a6b16c511590fc77c5c8795643289e6098e168","captured_at":"2026-10-24T15:19:08.436926+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":"IYJ","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"9fbbf990df69418c01d0ab21c5007810c40d243b68c880e05f8679a2598ccd08"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"561111d018d0d8835500448d4ce2bd68ed19c7e8bf17af0a476d408fa865ddf3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7c45c10eb71e37205c225160030b614c6b72e53898e369e59ec38a141e61443b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5f11a2b9600eeab8804522b1ce780ca1ee1a2d3cd7c18bfde29c93bd3809b320"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29cf78c40118aa657193aec468936c90ae14fcf3fddbb5fbe5d3082ed42e1510"}]},{"symbol":"IYJ","date":"2026-08-28","iv_pct":19.188628528111703,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":18.509014373716635,"put_iv_pct":16.703529411764706},{"expiry":"2026-10-16","call_iv_pct":20.328776119402985,"put_iv_pct":18.560435897435898},{"expiry":"2027-01-15","call_iv_pct":18.81,"put_iv_pct":21.000538922155688},{"expiry":"2027-04-16","call_iv_pct":18.266432748538012,"put_iv_pct":21.3303007518797}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0ca6edfa561f265a1d89321a5d2ff2d135f9cd53d514edac5afe83744dc2cb03","captured_at":"2026-10-24T15:19:06.621379+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":"IYJ","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"656bab223f15c29f6ad7a41bf7eb5f96aba639277f0f274be36945c62d50eaa7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"561111d018d0d8835500448d4ce2bd68ed19c7e8bf17af0a476d408fa865ddf3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7c45c10eb71e37205c225160030b614c6b72e53898e369e59ec38a141e61443b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5f11a2b9600eeab8804522b1ce780ca1ee1a2d3cd7c18bfde29c93bd3809b320"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"29cf78c40118aa657193aec468936c90ae14fcf3fddbb5fbe5d3082ed42e1510"}]},{"symbol":"IYJ","date":"2026-08-31","iv_pct":19.143995415033185,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":18.422319327731092,"put_iv_pct":17.421538461538464},{"expiry":"2026-10-16","call_iv_pct":17.71450495049505,"put_iv_pct":18.65844192634561},{"expiry":"2027-01-15","call_iv_pct":19.070150753768843,"put_iv_pct":21.7476},{"expiry":"2027-04-16","call_iv_pct":18.172882352941176,"put_iv_pct":21.944525547445256}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6f4e86fd5a7e009adc620516b7a160c1d204456c48d7932a71a5a2b49f11823b","captured_at":"2026-10-24T15:18:58.626918+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":"IYJ","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"6164311b76db791805836e2804e9ba4c8cf1cd0f9efd5197aff79dc987dd45b9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"e547211906cdbbe857e1f2ee9f02ccbc0dde2f968492c840942419a28a3879e3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"fc7033f4a301f88691b8a471829f384589966ab169cde06e59bf2f60880dd99c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"feece5b0972704e4a7dfd379dce869ecab2e17097411980f726f5e025fe7f673"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fd60dcf1e9e3361779ee45433862ead92b3a5c9c2e0235c4c860834062246f35"}]},{"symbol":"IYJ","date":"2026-09-01","iv_pct":19.370309282709727,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":21.941221640488656,"put_iv_pct":15.787305699481868},{"expiry":"2026-10-16","call_iv_pct":19.613983516483515,"put_iv_pct":17.669417475728157},{"expiry":"2027-01-15","call_iv_pct":19.223100000000002,"put_iv_pct":21.119603524229074},{"expiry":"2027-04-16","call_iv_pct":18.17416184971098,"put_iv_pct":21.433680555555558}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9b84cf8797adbdcf2fdccff64357e6fd36eed8986348f113e80cb5a033ce7e08","captured_at":"2026-10-24T15:18:55.710735+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":"IYJ","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"09e895d0be665d2d6ca0e92471e7dcefb4d0a3e7e135702b0fc4d7908e2f31fb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"ba150cd871a8401749cb998e35f8533175f0534ce969f0598741cd9b6431160f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"a2e7e4647c139e08eeb9a36a440ee57ddfc719ccf78b9bc0b0a72a5b3329fa83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1125ddc644a82899d668c401a202c496c1aeea880074db7498aa938fec27a50c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"090af9212253eb863df8fb348d754a1f73cd9561e966983a49e7ecfcb07e58a1"}]},{"symbol":"IYJ","date":"2026-09-02","iv_pct":19.829266385539327,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.858580901856763,"put_iv_pct":24.224085603112844},{"expiry":"2026-10-16","call_iv_pct":18.735835475578405,"put_iv_pct":21.884146341463413},{"expiry":"2027-01-15","call_iv_pct":17.762966101694914,"put_iv_pct":21.806507936507938},{"expiry":"2027-04-16","call_iv_pct":17.97742857142857,"put_iv_pct":21.384580152671756}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1a000012fc6ce9f22a930f7be2b81e661ddf2194f1f55c5a97db907cd48d9182","captured_at":"2026-10-24T15:18:54.044153+00:00","observed_at":"2026-09-02T15:59:00-04:00","session_close_at":"2026-09-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"b41705fb51c3308dffc17e47a1d56cfddcf9219a6e4a84cd24762c4635de5320"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"ba150cd871a8401749cb998e35f8533175f0534ce969f0598741cd9b6431160f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"a2e7e4647c139e08eeb9a36a440ee57ddfc719ccf78b9bc0b0a72a5b3329fa83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1125ddc644a82899d668c401a202c496c1aeea880074db7498aa938fec27a50c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"090af9212253eb863df8fb348d754a1f73cd9561e966983a49e7ecfcb07e58a1"}]},{"symbol":"IYJ","date":"2026-09-03","iv_pct":19.675799707755402,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.153541176470586,"put_iv_pct":22.69932938856016},{"expiry":"2026-10-16","call_iv_pct":16.874941995359627,"put_iv_pct":22.991645161290325},{"expiry":"2027-01-15","call_iv_pct":17.669999999999998,"put_iv_pct":22.19101604278075},{"expiry":"2027-04-16","call_iv_pct":17.412108108108107,"put_iv_pct":21.413815789473684}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc1aee7782e5bf7029e8bc7d7930690d9c5c0ee4b8de46b9db1da363f4d90a0a","captured_at":"2026-10-24T15:18:52.240635+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":"IYJ","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"8c31fdb3a9df9011ead2e218439e4f09c1f2f45bad843e3c3a12c747f3a4dad8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"ba150cd871a8401749cb998e35f8533175f0534ce969f0598741cd9b6431160f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"a2e7e4647c139e08eeb9a36a440ee57ddfc719ccf78b9bc0b0a72a5b3329fa83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1125ddc644a82899d668c401a202c496c1aeea880074db7498aa938fec27a50c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"090af9212253eb863df8fb348d754a1f73cd9561e966983a49e7ecfcb07e58a1"}]},{"symbol":"IYJ","date":"2026-09-04","iv_pct":19.616513259241373,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.308865979381444,"put_iv_pct":22.249680284191832},{"expiry":"2026-10-16","call_iv_pct":18.33851485148515,"put_iv_pct":21.0655},{"expiry":"2027-01-15","call_iv_pct":17.989,"put_iv_pct":21.582020202020203},{"expiry":"2027-04-16","call_iv_pct":17.807628205128207,"put_iv_pct":21.590896551724136}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dcbeb02cfbffce2da0bc67f51104c8de279c89770a0a605b438d88187c4c70d3","captured_at":"2026-10-24T15:18:50.213667+00:00","observed_at":"2026-09-04T15:59:00-04:00","session_close_at":"2026-09-04T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"c8b5a1334243e02caf2de286b18994560948f5e1b0ea81edafd88b6ee5e58163"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"ba150cd871a8401749cb998e35f8533175f0534ce969f0598741cd9b6431160f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"a2e7e4647c139e08eeb9a36a440ee57ddfc719ccf78b9bc0b0a72a5b3329fa83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1125ddc644a82899d668c401a202c496c1aeea880074db7498aa938fec27a50c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"090af9212253eb863df8fb348d754a1f73cd9561e966983a49e7ecfcb07e58a1"}]},{"symbol":"IYJ","date":"2026-09-08","iv_pct":21.27468349473752,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.175714285714285,"put_iv_pct":20.655125628140702},{"expiry":"2026-10-16","call_iv_pct":22.78875,"put_iv_pct":19.822661498708012},{"expiry":"2027-01-15","call_iv_pct":19.66971428571429,"put_iv_pct":20.598599033816427},{"expiry":"2027-04-16","call_iv_pct":18.88690322580645,"put_iv_pct":21.6}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"45341f68508f2fd4696fa42747a26698186c3b443d69837a5d2ace8f6b9ce254","captured_at":"2026-10-24T15:18:44.737956+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":"IYJ","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"41a7bd4900fd2e1053806133c6acb21d6963e4a402d1401be8c6e0f254cac984"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"9c8c78517896a5296b84a5f4d1b90136d863adc5756fc708805e81497b0b2bb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"d82deef56e1998928559c5088d6fafd312eb1b0b91f22b0faa42ff9c9cce6973"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b9e0a07457a83fb80f5dd8e746eaf46e0e462fd6695dc1030651ce9019b5f58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09d56fa1177d3d475ae50ec0f371d09f537c240cd788dde7cef1d21533022d23"}]},{"symbol":"IYJ","date":"2026-09-09","iv_pct":20.944128190092016,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.613020833333334,"put_iv_pct":18.74642934196332},{"expiry":"2026-10-16","call_iv_pct":22.040055865921786,"put_iv_pct":18.969444444444445},{"expiry":"2027-01-15","call_iv_pct":19.532792792792794,"put_iv_pct":19.98707920792079},{"expiry":"2027-04-16","call_iv_pct":19.174277108433735,"put_iv_pct":21.489925925925924}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a5bc3cf4e465bed414a41b3edf23f314592c81ce3e51bc2c46d60d1c1daa9a84","captured_at":"2026-10-24T15:18:42.755073+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":"IYJ","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"ecf4380cbe0577e10ec11a5b5e56e8913544bdca195c20509f9974eac77cf258"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"9c8c78517896a5296b84a5f4d1b90136d863adc5756fc708805e81497b0b2bb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"d82deef56e1998928559c5088d6fafd312eb1b0b91f22b0faa42ff9c9cce6973"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b9e0a07457a83fb80f5dd8e746eaf46e0e462fd6695dc1030651ce9019b5f58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09d56fa1177d3d475ae50ec0f371d09f537c240cd788dde7cef1d21533022d23"}]},{"symbol":"IYJ","date":"2026-09-10","iv_pct":20.532911197814812,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.769808342728297,"put_iv_pct":22.804054794520546},{"expiry":"2026-10-16","call_iv_pct":20.683269230769234,"put_iv_pct":20.274307304785893},{"expiry":"2027-01-15","call_iv_pct":18.867894736842103,"put_iv_pct":21.231356783919598},{"expiry":"2027-04-16","call_iv_pct":18.956962025316457,"put_iv_pct":21.675636363636364}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6c0e3bc09ca966bf301cee46106556c9211f1b6dbf7f6f9f489ec18e0c5958d6","captured_at":"2026-10-24T15:18:41.277653+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":"IYJ","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"92fefcf7b2c2865da4f989e375169868ac4f759efce041eed6ad8f8d4d4cb6f1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"9c8c78517896a5296b84a5f4d1b90136d863adc5756fc708805e81497b0b2bb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"d82deef56e1998928559c5088d6fafd312eb1b0b91f22b0faa42ff9c9cce6973"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b9e0a07457a83fb80f5dd8e746eaf46e0e462fd6695dc1030651ce9019b5f58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09d56fa1177d3d475ae50ec0f371d09f537c240cd788dde7cef1d21533022d23"}]},{"symbol":"IYJ","date":"2026-09-11","iv_pct":19.665471644797577,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":14.541322314049587,"put_iv_pct":22.395142857142858},{"expiry":"2026-10-16","call_iv_pct":18.085134474327628,"put_iv_pct":20.632871794871793},{"expiry":"2027-01-15","call_iv_pct":19.39909090909091,"put_iv_pct":21.698367346938774},{"expiry":"2027-04-16","call_iv_pct":18.735086705202313,"put_iv_pct":21.836756756756756}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"09360705861569363d0891b93a72547ccd24f62da74d147507384e3a169bf1d4","captured_at":"2026-10-24T15:18:39.037928+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":"IYJ","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"627c6b4d45093426d5ab70f88573c107d886fc70297c64287e2d9d58ace302b6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"9c8c78517896a5296b84a5f4d1b90136d863adc5756fc708805e81497b0b2bb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"d82deef56e1998928559c5088d6fafd312eb1b0b91f22b0faa42ff9c9cce6973"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b9e0a07457a83fb80f5dd8e746eaf46e0e462fd6695dc1030651ce9019b5f58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09d56fa1177d3d475ae50ec0f371d09f537c240cd788dde7cef1d21533022d23"}]},{"symbol":"IYJ","date":"2026-09-14","iv_pct":21.932624482620817,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":21.2493984962406,"put_iv_pct":31.285006402048655},{"expiry":"2026-10-16","call_iv_pct":18.821747787610622,"put_iv_pct":21.677341772151898},{"expiry":"2027-01-15","call_iv_pct":19.148301886792453,"put_iv_pct":21.904644808743168},{"expiry":"2027-04-16","call_iv_pct":18.903333333333332,"put_iv_pct":22.471221374045804}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"162aef723e2635826e70c76f5800f62705e5c09753eb6ba4f2f39f775f968aee","captured_at":"2026-10-24T15:18:37.037955+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":"IYJ","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"7a8d67954b0d420df2db6cdb33fbd7d1bdcc9a849a2c6755c1eedf2df7202c20"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"9c8c78517896a5296b84a5f4d1b90136d863adc5756fc708805e81497b0b2bb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"d82deef56e1998928559c5088d6fafd312eb1b0b91f22b0faa42ff9c9cce6973"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b9e0a07457a83fb80f5dd8e746eaf46e0e462fd6695dc1030651ce9019b5f58"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"09d56fa1177d3d475ae50ec0f371d09f537c240cd788dde7cef1d21533022d23"}]},{"symbol":"IYJ","date":"2026-09-15","iv_pct":23.676016826085892,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":37.7851652892562,"put_iv_pct":34.150617283950616},{"expiry":"2026-10-16","call_iv_pct":18.356614785992218,"put_iv_pct":18.911895833333332},{"expiry":"2027-01-15","call_iv_pct":19.359515418502205,"put_iv_pct":20.181971830985916},{"expiry":"2027-04-16","call_iv_pct":19.041666666666668,"put_iv_pct":21.6206875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"699786954ee9d11a751d3277430669b115f2ea4d01b0d6442abe62d7ea3e3f75","captured_at":"2026-10-24T15:18:31.043084+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":"IYJ","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"765c79a371a65e0d8b1662123fe53bbda81cf1f58a641d669cb2ded9ef3d972e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"ebb8120852d6e4ed206fc93ef40023adbaca215dcd85b06e6bb08da1dcc5ca15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"b083f485509b2517118ff43c835e7f960c7a2aafa01cfb1a07d837b59fa7a670"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"31de1dde6f493ba583d16860002a9b16f0313d6af7aece3dbf9c281f6c8e5f8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc15394cd48bb7c54649ae784676e565043f094347f44b88305a950caa76f9e"}]},{"symbol":"IYJ","date":"2026-09-16","iv_pct":23.176012442214713,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.236816976127315,"put_iv_pct":28.364236168455818},{"expiry":"2026-10-16","call_iv_pct":19.65367205542725,"put_iv_pct":19.732669584245077},{"expiry":"2027-01-15","call_iv_pct":19.76743243243243,"put_iv_pct":21.940594059405942},{"expiry":"2027-04-16","call_iv_pct":18.636647727272727,"put_iv_pct":22.076030534351148}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"66ccc7563d7424ec42cd972e7fec98bc13035e0b91d7f59a27db349232d1b6dc","captured_at":"2026-10-24T15:18:29.251030+00:00","observed_at":"2026-09-16T15:59:00-04:00","session_close_at":"2026-09-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"e650816523dddb7f6d4eb0701e58e400020e6d39658fa06b1d82fa88760fcd42"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"ebb8120852d6e4ed206fc93ef40023adbaca215dcd85b06e6bb08da1dcc5ca15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"b083f485509b2517118ff43c835e7f960c7a2aafa01cfb1a07d837b59fa7a670"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"31de1dde6f493ba583d16860002a9b16f0313d6af7aece3dbf9c281f6c8e5f8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc15394cd48bb7c54649ae784676e565043f094347f44b88305a950caa76f9e"}]},{"symbol":"IYJ","date":"2026-09-17","iv_pct":25.46841832349165,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":51.12002139037434,"put_iv_pct":31.035},{"expiry":"2026-10-16","call_iv_pct":22.608137254901962,"put_iv_pct":17.79010909090909},{"expiry":"2026-11-20","call_iv_pct":20.72411371237458,"put_iv_pct":20.658947368421053},{"expiry":"2027-01-15","call_iv_pct":19.976273584905663,"put_iv_pct":19.834744186046514}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ed9bdbb18558092fcd59f61f9d35b56345bfbfc79f435ac3972c8c0453db65fc","captured_at":"2026-10-24T15:18:27.374186+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":"IYJ","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"915d954678abec55c6bd4ff9351a4e850e0bca86ea0ee8f7e78bb2bce04e27d4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"ebb8120852d6e4ed206fc93ef40023adbaca215dcd85b06e6bb08da1dcc5ca15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"b083f485509b2517118ff43c835e7f960c7a2aafa01cfb1a07d837b59fa7a670"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"a7a46bf32b2fe5d4aedcea1ba9c6576ee1f3024acaeede42de06469b47dac9b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"31de1dde6f493ba583d16860002a9b16f0313d6af7aece3dbf9c281f6c8e5f8a"}]},{"symbol":"IYJ","date":"2026-09-18","iv_pct":19.854385832492667,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":18.034681724845996,"put_iv_pct":19.694889380530974},{"expiry":"2026-11-20","call_iv_pct":19.44688741721854,"put_iv_pct":21.19322033898305},{"expiry":"2027-01-15","call_iv_pct":18.48,"put_iv_pct":21.566635071090047},{"expiry":"2027-04-16","call_iv_pct":18.75477272727273,"put_iv_pct":21.664}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f88463a48b9a85fe94a76cda31229d13ab868cd9b67a8bcb7d5f9381f85a6f1","captured_at":"2026-10-24T15:18:24.151183+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":"IYJ","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"9ef7d76c7f3c912fcab114be4dbf96a5314e4f04d702712d5ff79330a836bf31"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"b083f485509b2517118ff43c835e7f960c7a2aafa01cfb1a07d837b59fa7a670"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"a7a46bf32b2fe5d4aedcea1ba9c6576ee1f3024acaeede42de06469b47dac9b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"31de1dde6f493ba583d16860002a9b16f0313d6af7aece3dbf9c281f6c8e5f8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc15394cd48bb7c54649ae784676e565043f094347f44b88305a950caa76f9e"}]},{"symbol":"IYJ","date":"2026-09-21","iv_pct":20.184376220575714,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":18.231359223300974,"put_iv_pct":20.292084870848708},{"expiry":"2026-11-20","call_iv_pct":20.063146853146854,"put_iv_pct":20.612610169491525},{"expiry":"2027-01-15","call_iv_pct":19.238461538461536,"put_iv_pct":21.847731958762886},{"expiry":"2027-04-16","call_iv_pct":19.020404624277457,"put_iv_pct":22.169210526315787}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"62c56f43fdd0cfd337935ca873a4f35756b0bc653b22ce6bd4aa7d3b420114e1","captured_at":"2026-10-24T15:17:38.277487+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":"IYJ","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"b42a7397e8f2aebc66154e4ed13aae557ada04db579b5bf1e783cb585af97b74"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"b083f485509b2517118ff43c835e7f960c7a2aafa01cfb1a07d837b59fa7a670"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"a7a46bf32b2fe5d4aedcea1ba9c6576ee1f3024acaeede42de06469b47dac9b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"31de1dde6f493ba583d16860002a9b16f0313d6af7aece3dbf9c281f6c8e5f8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edc15394cd48bb7c54649ae784676e565043f094347f44b88305a950caa76f9e"}]},{"symbol":"IYJ","date":"2026-09-22","iv_pct":19.97185578752614,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.155530303030304,"put_iv_pct":18.80718038528897},{"expiry":"2026-11-20","call_iv_pct":20.25025723472669,"put_iv_pct":19.155757575757576},{"expiry":"2027-01-15","call_iv_pct":19.36072072072072,"put_iv_pct":20.934950495049502},{"expiry":"2027-04-16","call_iv_pct":18.61657458563536,"put_iv_pct":21.493875000000003}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b8f6f6c307a9872092bcbab1664e9e4bfbb0e42fdd327bfc519db92e519a8fab","captured_at":"2026-10-24T15:17:30.764980+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":"IYJ","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"321b1dc5495da69a01ad31b483290471403939947e65601500d475329f09da55"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8c82305d9cf9aac3e5e05358cbde2925350b72b1fee002466bf477d34748d5f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7507c3f3873aac4a32352b9884a674b3c6969db2e297f9f578767941794fee0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1aec9d5aded315e0064fb61d558ba2e2d7d2832fc61fd31f70eceab02af2d02e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e081a9959e84de93beb6998391469a32773ffba8b9833fdd612c2a310673e383"}]},{"symbol":"IYJ","date":"2026-09-23","iv_pct":20.255388116978466,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.67704081632653,"put_iv_pct":18.399640287769785},{"expiry":"2026-11-20","call_iv_pct":20.61141935483871,"put_iv_pct":20.62382445141066},{"expiry":"2027-01-15","call_iv_pct":19.629047619047622,"put_iv_pct":21.14},{"expiry":"2027-04-16","call_iv_pct":19.11752808988764,"put_iv_pct":21.84460431654676}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c4e43035ec353dd47e9dfa21450b1d535ec26e25e431d201c6b423aa6d0b140f","captured_at":"2026-10-24T15:17:29.246872+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":"IYJ","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"6326cff73db32bbceeaf40bc8170a9c72b6ef248d3dcc34dc97f0a5918910e73"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8c82305d9cf9aac3e5e05358cbde2925350b72b1fee002466bf477d34748d5f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7507c3f3873aac4a32352b9884a674b3c6969db2e297f9f578767941794fee0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1aec9d5aded315e0064fb61d558ba2e2d7d2832fc61fd31f70eceab02af2d02e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e081a9959e84de93beb6998391469a32773ffba8b9833fdd612c2a310673e383"}]},{"symbol":"IYJ","date":"2026-09-24","iv_pct":20.041170536155892,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":19.331869158878504,"put_iv_pct":18.36300884955752},{"expiry":"2026-11-20","call_iv_pct":19.669512195121953,"put_iv_pct":20.52632075471698},{"expiry":"2027-01-15","call_iv_pct":19.847551020408165,"put_iv_pct":21.600754716981132},{"expiry":"2027-04-16","call_iv_pct":18.94946524064171,"put_iv_pct":22.04088235294118}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5c3667e345a9d1875b1d055b12c88acc970726df40b0e36ccb74ac8db0d5d87e","captured_at":"2026-10-24T15:17:27.346699+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":"IYJ","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"11e06a3065c7d8558fe19fa6242b90dd4b705357295a557cb8f8ba143d651ba8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8c82305d9cf9aac3e5e05358cbde2925350b72b1fee002466bf477d34748d5f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7507c3f3873aac4a32352b9884a674b3c6969db2e297f9f578767941794fee0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1aec9d5aded315e0064fb61d558ba2e2d7d2832fc61fd31f70eceab02af2d02e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e081a9959e84de93beb6998391469a32773ffba8b9833fdd612c2a310673e383"}]},{"symbol":"IYJ","date":"2026-09-25","iv_pct":19.873832694865996,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.396,"put_iv_pct":21.00548951048951},{"expiry":"2026-11-20","call_iv_pct":18.531825613079018,"put_iv_pct":21.79163879598662},{"expiry":"2027-01-15","call_iv_pct":18.32904,"put_iv_pct":22.207365853658537},{"expiry":"2027-04-16","call_iv_pct":18.642114285714285,"put_iv_pct":22.0871875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"63515f1f49ae8286056bbb59fc97c046d913e4560244e1f1d3aedafd87818c32","captured_at":"2026-10-24T15:17:25.542362+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":"IYJ","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"a268728f823b02f49b3ee97ae233ce72e8ae89dc0a7c26f867ea0b9002547c4b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8c82305d9cf9aac3e5e05358cbde2925350b72b1fee002466bf477d34748d5f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7507c3f3873aac4a32352b9884a674b3c6969db2e297f9f578767941794fee0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1aec9d5aded315e0064fb61d558ba2e2d7d2832fc61fd31f70eceab02af2d02e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e081a9959e84de93beb6998391469a32773ffba8b9833fdd612c2a310673e383"}]},{"symbol":"IYJ","date":"2026-09-28","iv_pct":20.173360156231865,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":19.810629251700682,"put_iv_pct":17.78767036450079},{"expiry":"2026-11-20","call_iv_pct":20.960434782608697,"put_iv_pct":21.057974683544302},{"expiry":"2027-01-15","call_iv_pct":20.03100401606426,"put_iv_pct":20.98701030927835},{"expiry":"2027-04-16","call_iv_pct":18.934560439560443,"put_iv_pct":21.817597402597404}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b8fdbc796819a4d11a8624557448bdbca6a92d6100f265b13253e777b571b5a8","captured_at":"2026-10-24T15:17:22.998414+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":"IYJ","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"90527e267ab73947df7464ec2bb6c9cee2e69a66e7fde8a24a4a8cf4a9accbd2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8c82305d9cf9aac3e5e05358cbde2925350b72b1fee002466bf477d34748d5f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7507c3f3873aac4a32352b9884a674b3c6969db2e297f9f578767941794fee0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1aec9d5aded315e0064fb61d558ba2e2d7d2832fc61fd31f70eceab02af2d02e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e081a9959e84de93beb6998391469a32773ffba8b9833fdd612c2a310673e383"}]},{"symbol":"IYJ","date":"2026-09-29","iv_pct":20.45690021753802,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.68843205574913,"put_iv_pct":19.66796979865772},{"expiry":"2026-11-20","call_iv_pct":19.672027027027028,"put_iv_pct":21.2621686746988},{"expiry":"2027-01-15","call_iv_pct":19.93238866396761,"put_iv_pct":21.41709090909091},{"expiry":"2027-04-16","call_iv_pct":18.952849162011173,"put_iv_pct":22.062275449101794}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"492f153d716cb3a9c979417e3b48700449472d87c7a4e72abbb9bbf95f16e44d","captured_at":"2026-10-24T15:17:17.082424+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":"IYJ","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"e14946e4d09d0ac13e8ff87bf87c8c478d27f21bb1647ba3b127405f8d13935b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2b153b2d7c0fa9b113e516fba6faa37e3fffd0d1ba75b407df7d2bf773b04147"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"3d3cced9e76328065af8ad9369fc0c90082196d4c3f776ed2a5d57776fd7cb65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47c2f63d325e389942aa6f08a53bb9a935832174f474e2a048ef3166b6d760c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8dbff80015e3b87bb4f7d3152a0cd7bf9a101c16c0bcb769bc5841b634f2e9c5"}]},{"symbol":"IYJ","date":"2026-09-30","iv_pct":20.252490431289083,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.719187935034803,"put_iv_pct":15.959404255319148},{"expiry":"2026-11-20","call_iv_pct":23.52694050991502,"put_iv_pct":17.040445544554455},{"expiry":"2027-01-15","call_iv_pct":20.612833333333334,"put_iv_pct":20.08121848739496},{"expiry":"2027-04-16","call_iv_pct":19.326648351648352,"put_iv_pct":21.753245033112584}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"32ce54f0830d4f4e8ecfe3649a444fa0dd56fe7e80a3dbf65f7f4007927fdda6","captured_at":"2026-10-24T15:17:15.348514+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":"IYJ","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"5a62a69a89427ba86568c0b17c0417e8707c4b66e7bc2b44d0b5bf04bd7dbb54"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2b153b2d7c0fa9b113e516fba6faa37e3fffd0d1ba75b407df7d2bf773b04147"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"3d3cced9e76328065af8ad9369fc0c90082196d4c3f776ed2a5d57776fd7cb65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47c2f63d325e389942aa6f08a53bb9a935832174f474e2a048ef3166b6d760c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8dbff80015e3b87bb4f7d3152a0cd7bf9a101c16c0bcb769bc5841b634f2e9c5"}]},{"symbol":"IYJ","date":"2026-10-01","iv_pct":19.223077819873826,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":15.947205692108668,"put_iv_pct":19.602982998454404},{"expiry":"2026-11-20","call_iv_pct":17.738995215311004,"put_iv_pct":18.967704280155644},{"expiry":"2027-01-15","call_iv_pct":17.996206896551726,"put_iv_pct":22.318421052631578},{"expiry":"2027-04-16","call_iv_pct":18.911428571428573,"put_iv_pct":22.301677852348995}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3e6da2bd351d06129bae963fa017352f76b358c427f2b20cc20f718896dd4a96","captured_at":"2026-10-24T15:17:10.352465+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":"IYJ","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"615a0a3f57a4a2652c103df149dec289a10d4fe82489f39f866daf046ae120ad"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8ac852726bda84114f903604b755c4ad9904b4e4a6dd3de30ea4f2fe8a10165b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"3334d833910d979da72ae67ccf2db3b13771f169056532ff8b69d4e38b335fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4b9fc44ca4930d1826aba8c8ad0d2988048bbd3f91f6c251f6edcb80f90e664"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4e07d775b6acbaf5f944284faa864ff0a11e1e31c086fc68cbd65549cb4a18ed"}]},{"symbol":"IYJ","date":"2026-10-02","iv_pct":20.461840366764378,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.883916083916084,"put_iv_pct":19.389397417503588},{"expiry":"2026-11-20","call_iv_pct":20.045106382978727,"put_iv_pct":19.480991253644316},{"expiry":"2027-01-15","call_iv_pct":19.91128755364807,"put_iv_pct":21.077272727272728},{"expiry":"2027-04-16","call_iv_pct":19.32181818181818,"put_iv_pct":22.584933333333332}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8a934b0f052e3e78c105bb627286f26d057f949e3ddd413e524bc1a2933593db","captured_at":"2026-10-24T15:17:08.645608+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":"IYJ","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"2809c844bee7b0537d92a7bb7f7a2d75b5cfd84a9febeda58634c4edc6d83e75"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8ac852726bda84114f903604b755c4ad9904b4e4a6dd3de30ea4f2fe8a10165b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"3334d833910d979da72ae67ccf2db3b13771f169056532ff8b69d4e38b335fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4b9fc44ca4930d1826aba8c8ad0d2988048bbd3f91f6c251f6edcb80f90e664"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4e07d775b6acbaf5f944284faa864ff0a11e1e31c086fc68cbd65549cb4a18ed"}]},{"symbol":"IYJ","date":"2026-10-05","iv_pct":21.31522928348342,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.31896265560166,"put_iv_pct":26.065833333333334},{"expiry":"2026-11-20","call_iv_pct":19.080695187165773,"put_iv_pct":23.639933774834436},{"expiry":"2027-01-15","call_iv_pct":18.366106557377048,"put_iv_pct":22.379252336448594},{"expiry":"2027-04-16","call_iv_pct":18.814088397790055,"put_iv_pct":21.856962025316456}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6f3c1c814de7d1c0cbf4e77bcd1a4d1a5fbf36d02be5336bdca262db088090bb","captured_at":"2026-10-24T15:17:06.913338+00:00","observed_at":"2026-10-05T15:59:00-04:00","session_close_at":"2026-10-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"97822f610726b6de8545bc382e33250b47d85557a9d846fb4d3124da77db9629"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8ac852726bda84114f903604b755c4ad9904b4e4a6dd3de30ea4f2fe8a10165b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"3334d833910d979da72ae67ccf2db3b13771f169056532ff8b69d4e38b335fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4b9fc44ca4930d1826aba8c8ad0d2988048bbd3f91f6c251f6edcb80f90e664"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4e07d775b6acbaf5f944284faa864ff0a11e1e31c086fc68cbd65549cb4a18ed"}]},{"symbol":"IYJ","date":"2026-10-06","iv_pct":19.382603661173903,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":15.391834319526629,"put_iv_pct":21.68762662807525},{"expiry":"2026-11-20","call_iv_pct":17.371219512195122,"put_iv_pct":21.03752265861027},{"expiry":"2027-01-15","call_iv_pct":17.605652173913043,"put_iv_pct":21.70022026431718},{"expiry":"2027-04-16","call_iv_pct":18.287243243243243,"put_iv_pct":21.97951048951049}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bbffde448b930fd53d82a8af888a76a64de8206f06ff5dd4d471f37aecd8ea8d","captured_at":"2026-10-24T15:17:05.349214+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":"IYJ","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"4d8380e511ebaa144502fa0b1919eb31b74d67833b42087fee2be982500003ce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8ac852726bda84114f903604b755c4ad9904b4e4a6dd3de30ea4f2fe8a10165b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"3334d833910d979da72ae67ccf2db3b13771f169056532ff8b69d4e38b335fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4b9fc44ca4930d1826aba8c8ad0d2988048bbd3f91f6c251f6edcb80f90e664"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4e07d775b6acbaf5f944284faa864ff0a11e1e31c086fc68cbd65549cb4a18ed"}]},{"symbol":"IYJ","date":"2026-10-07","iv_pct":20.43430611645104,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.390786686838126,"put_iv_pct":17.749196940726577},{"expiry":"2026-11-20","call_iv_pct":21.489818181818183,"put_iv_pct":18.274726368159204},{"expiry":"2027-01-15","call_iv_pct":20.168548387096774,"put_iv_pct":20.93782608695652},{"expiry":"2027-04-16","call_iv_pct":18.862673796791444,"put_iv_pct":21.600872483221476}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"66c9a9a5acecb89d6a750e0e063e94a1853587d1bca6363f3657b2f780aaccb7","captured_at":"2026-10-24T15:17:03.527867+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":"IYJ","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"50903329328f6a96b228b95b17a987f2f03c32c6e46aed71f89648bb14cff118"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8ac852726bda84114f903604b755c4ad9904b4e4a6dd3de30ea4f2fe8a10165b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"3334d833910d979da72ae67ccf2db3b13771f169056532ff8b69d4e38b335fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4b9fc44ca4930d1826aba8c8ad0d2988048bbd3f91f6c251f6edcb80f90e664"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4e07d775b6acbaf5f944284faa864ff0a11e1e31c086fc68cbd65549cb4a18ed"}]},{"symbol":"IYJ","date":"2026-10-08","iv_pct":19.717868577500727,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":17.00992021276596,"put_iv_pct":23.648901453958},{"expiry":"2026-11-20","call_iv_pct":16.39083885209713,"put_iv_pct":22.382590361445782},{"expiry":"2027-01-15","call_iv_pct":17.429386973180076,"put_iv_pct":21.719162790697673},{"expiry":"2027-04-16","call_iv_pct":17.515257731958762,"put_iv_pct":21.64689024390244}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bb74ca998c499e68007976343270bc1635a3a3348a1ef33f04b0d5a3937e6e4b","captured_at":"2026-10-24T15:16:56.146530+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":"IYJ","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"f6e9618bba6b5f5faa7313f41b845e1d3023800299736f39eafd2186653dfae1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"dbf711dd9b89bfb84fbfbc246ec20debfe60f05487e55317c15151b7e4038e9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"0de72467b1a93cf57e0b570d76667dc5eb36ff53d10c4470b4179b5f29f0c803"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe854b880963d5fda4316912e66c22979d1da4982193c49104af857fded74677"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d76961a1031589a44e6a58b5b13630caa254466bfb452855582eaa8630b38d0c"}]},{"symbol":"IYJ","date":"2026-10-09","iv_pct":20.29268786066524,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.90135446685879,"put_iv_pct":26.65573002754821},{"expiry":"2026-11-20","call_iv_pct":18.082661870503596,"put_iv_pct":22.090762463343108},{"expiry":"2027-01-15","call_iv_pct":17.48,"put_iv_pct":21.858340807174887},{"expiry":"2027-04-16","call_iv_pct":17.563539325842694,"put_iv_pct":21.709113924050634}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"674250b68e492ac15a2672003b0d9bacbacf41d2ad5cdc86b56c31eae9e644f6","captured_at":"2026-10-24T15:16:54.250219+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"72d258d71437848a24b2222f258210f9a5cd59b72d250ae1f1b65494c1bb0df2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"dbf711dd9b89bfb84fbfbc246ec20debfe60f05487e55317c15151b7e4038e9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"0de72467b1a93cf57e0b570d76667dc5eb36ff53d10c4470b4179b5f29f0c803"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe854b880963d5fda4316912e66c22979d1da4982193c49104af857fded74677"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d76961a1031589a44e6a58b5b13630caa254466bfb452855582eaa8630b38d0c"}]},{"symbol":"IYJ","date":"2026-10-12","iv_pct":21.337040907659222,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.03923329682366,"put_iv_pct":25.58803738317757},{"expiry":"2026-11-20","call_iv_pct":19.036354679802955,"put_iv_pct":21.67508379888268},{"expiry":"2027-01-15","call_iv_pct":18.325274261603376,"put_iv_pct":21.31110599078341},{"expiry":"2027-04-16","call_iv_pct":19.081363636363637,"put_iv_pct":21.639874213836478}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"10ea696b85f7003162e4de978da411089a71fc9adf18747956bc9a382a747485","captured_at":"2026-10-24T15:16:52.337203+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":"IYJ","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"4bcef71f32cb1da637f2f9cdebfa8f49fba366e98da669b59d538add7b749d9f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"dbf711dd9b89bfb84fbfbc246ec20debfe60f05487e55317c15151b7e4038e9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"0de72467b1a93cf57e0b570d76667dc5eb36ff53d10c4470b4179b5f29f0c803"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe854b880963d5fda4316912e66c22979d1da4982193c49104af857fded74677"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d76961a1031589a44e6a58b5b13630caa254466bfb452855582eaa8630b38d0c"}]},{"symbol":"IYJ","date":"2026-10-13","iv_pct":21.32802870924323,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":18.75774936061381,"put_iv_pct":30.66060070671378},{"expiry":"2026-11-20","call_iv_pct":17.14446224256293,"put_iv_pct":22.660803324099724},{"expiry":"2027-01-15","call_iv_pct":18.09625,"put_iv_pct":22.644716981132078},{"expiry":"2027-04-16","call_iv_pct":18.572,"put_iv_pct":22.087647058823528}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"51f28599b1aa2c9f6b71e29b621fa42d37d68ac68742ae716defa14cfcdd1719","captured_at":"2026-10-24T15:16:50.753044+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":"IYJ","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"aa44a7cebdb11308e03e5a70e87c6c4987ff35a8aba07f55331ab3e25787745c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"dbf711dd9b89bfb84fbfbc246ec20debfe60f05487e55317c15151b7e4038e9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"0de72467b1a93cf57e0b570d76667dc5eb36ff53d10c4470b4179b5f29f0c803"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe854b880963d5fda4316912e66c22979d1da4982193c49104af857fded74677"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d76961a1031589a44e6a58b5b13630caa254466bfb452855582eaa8630b38d0c"}]},{"symbol":"IYJ","date":"2026-10-14","iv_pct":22.391114909939297,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":36.291008403361346,"put_iv_pct":23.113345610804174},{"expiry":"2026-11-20","call_iv_pct":21.52967213114754,"put_iv_pct":17.734966292134832},{"expiry":"2027-01-15","call_iv_pct":19.559218750000003,"put_iv_pct":19.928145161290324},{"expiry":"2027-04-16","call_iv_pct":18.941436170212768,"put_iv_pct":22.03112676056338}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"555426f6793527c9d784481724dfe80a62c3e94efe24e3e453407f18548be425","captured_at":"2026-10-24T15:16:48.889390+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":"IYJ","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"08d48e4a84c28088a49915d63e804f8a304c2bcbe5b6265703e8e63cd442580a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"dbf711dd9b89bfb84fbfbc246ec20debfe60f05487e55317c15151b7e4038e9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"0de72467b1a93cf57e0b570d76667dc5eb36ff53d10c4470b4179b5f29f0c803"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe854b880963d5fda4316912e66c22979d1da4982193c49104af857fded74677"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d76961a1031589a44e6a58b5b13630caa254466bfb452855582eaa8630b38d0c"}]},{"symbol":"IYJ","date":"2026-10-15","iv_pct":26.00987813239557,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.372838137472286,"put_iv_pct":58.854951171875},{"expiry":"2026-11-20","call_iv_pct":16.665391120507397,"put_iv_pct":24.47990625},{"expiry":"2026-12-18","call_iv_pct":16.846627906976742,"put_iv_pct":22.741908396946563},{"expiry":"2027-01-15","call_iv_pct":16.5312292358804,"put_iv_pct":22.586172839506176}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6adaf076b018d75e82977ad7af5361e76dc9ef2a45caf2b5f578593c2dd54f13","captured_at":"2026-10-24T15:16:40.812045+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"a48f4335017f8e9689cd6d4315f2dbda29ca6adf8102cbd37bd17870d7e0d90b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2026-10-16","start_date":"2026-10-15","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"86b5635fc0dd2bfcae0d4634ce4885346ed1e2f83715fd24fbae4a2fd980e2fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"f2a9ad2fbc1552d233118d0d73b95a0d9d50c77389f6e2d4c4f892795568ba34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"c9e3ff90cf4fc0d2d1013cc1a7da656cae9abacfb69b0b17fc68fa0491a4eb24"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12183f179f4a5028ad0a99d71e1f0dca7b2ea2f44bb51e8435eecbd73dc6248e"}]},{"symbol":"IYJ","date":"2026-10-16","iv_pct":20.178893163113287,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.677500000000002,"put_iv_pct":19.512119815668203},{"expiry":"2026-12-18","call_iv_pct":20.41866043613707,"put_iv_pct":19.664493243243243},{"expiry":"2027-01-15","call_iv_pct":19.1525,"put_iv_pct":19.849770114942526},{"expiry":"2027-04-16","call_iv_pct":19.806101694915252,"put_iv_pct":22.35}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ba3ab39d5fbb85bca274dcbf986f8484791c91e08806d41e1d0ca212a13eebd9","captured_at":"2026-10-24T15:16:38.546531+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":"IYJ","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"45525b77c037ad53ce74c69bab8eda0ab0a29ce3b853dd4e140b8ec74ef47933"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"f2a9ad2fbc1552d233118d0d73b95a0d9d50c77389f6e2d4c4f892795568ba34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"c9e3ff90cf4fc0d2d1013cc1a7da656cae9abacfb69b0b17fc68fa0491a4eb24"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12183f179f4a5028ad0a99d71e1f0dca7b2ea2f44bb51e8435eecbd73dc6248e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"006999101c7f8c8c4b78a7599cc17e091b002f1e2ced1dcfaf44503350df6808"}]},{"symbol":"IYJ","date":"2026-10-19","iv_pct":19.842350841027123,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.345990783410137,"put_iv_pct":17.474239130434782},{"expiry":"2026-12-18","call_iv_pct":18.96020895522388,"put_iv_pct":18.975460122699385},{"expiry":"2027-01-15","call_iv_pct":20.676077586206894,"put_iv_pct":20.231843137254902},{"expiry":"2027-04-16","call_iv_pct":19.772,"put_iv_pct":21.302987012987014}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e9bb85a8fc1d4afb9854f6541008d9e2a8800d2bd09ed67f9e90421cb37b5158","captured_at":"2026-10-24T15:16:36.484646+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":"IYJ","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"d62df98990899849b5f1a1be33002aa6147b4d137f686add7c2ab9204e1e12ab"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"f2a9ad2fbc1552d233118d0d73b95a0d9d50c77389f6e2d4c4f892795568ba34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"c9e3ff90cf4fc0d2d1013cc1a7da656cae9abacfb69b0b17fc68fa0491a4eb24"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12183f179f4a5028ad0a99d71e1f0dca7b2ea2f44bb51e8435eecbd73dc6248e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"006999101c7f8c8c4b78a7599cc17e091b002f1e2ced1dcfaf44503350df6808"}]},{"symbol":"IYJ","date":"2026-10-20","iv_pct":20.138223892960628,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.561087866108785,"put_iv_pct":21.94590570719603},{"expiry":"2026-12-18","call_iv_pct":19.21779761904762,"put_iv_pct":21.667916666666667},{"expiry":"2027-01-15","call_iv_pct":18.65723880597015,"put_iv_pct":21.178810572687226},{"expiry":"2027-04-16","call_iv_pct":18.41896373056995,"put_iv_pct":21.458070175438596}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d38cf5520753783be1a0dbf9ae8bba5545e94e6cea86587e19d2a4e1e1ca114f","captured_at":"2026-10-22T16:02:55.889135+00:00","observed_at":"2026-10-20T15:59:00-04:00","session_close_at":"2026-10-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"IYJ","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"e644e3c8d94c9d7b9aefcc8bb41131e4abd8cc0f48fb9d46c4ece53bd79b9d56"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8f85701ee0813ee1e06d88dab6d75ec963e7ed8923e0eadc460f24e0ade15ff4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"57d0e8da3800a28ce408c67bc1ff0b86368e9e27b202cdef0506d6d89235cbf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"de1e5278d9c5355febac539d0405be6b717faf38b803d5a881cd6564229fe85e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"40f3bafc4cc3330ad1711f803ad6a7edb19741dedff2b539a2fc0bbfff65e467"}]},{"symbol":"IYJ","date":"2026-10-21","iv_pct":20.13645582208122,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.192079002079,"put_iv_pct":21.340555555555557},{"expiry":"2026-12-18","call_iv_pct":19.735432098765433,"put_iv_pct":20.62074404761905},{"expiry":"2027-01-15","call_iv_pct":18.722305084745763,"put_iv_pct":21.51959821428571},{"expiry":"2027-04-16","call_iv_pct":18.191179487179486,"put_iv_pct":21.769753086419755}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6b5f7acf8f4068543c7cf38bed3505acd0c460856f1438b17d60d5634d9be2af","captured_at":"2026-10-22T16:02:54.707257+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":"IYJ","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"aa38cbae78f1a27dbbea39c4c4cea8a78952bc785a419d7e64d4b8d538810dc4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8f85701ee0813ee1e06d88dab6d75ec963e7ed8923e0eadc460f24e0ade15ff4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"57d0e8da3800a28ce408c67bc1ff0b86368e9e27b202cdef0506d6d89235cbf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"de1e5278d9c5355febac539d0405be6b717faf38b803d5a881cd6564229fe85e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"40f3bafc4cc3330ad1711f803ad6a7edb19741dedff2b539a2fc0bbfff65e467"}]},{"symbol":"IYJ","date":"2026-10-22","iv_pct":20.125095040305734,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.994959514170038,"put_iv_pct":18.877105831533484},{"expiry":"2026-12-18","call_iv_pct":19.687721518987342,"put_iv_pct":23.216937269372693},{"expiry":"2027-01-15","call_iv_pct":18.22470588235294,"put_iv_pct":21.92116104868914},{"expiry":"2027-04-16","call_iv_pct":18.521502590673574,"put_iv_pct":22.556666666666665}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f11ebffe4dced9e973201c018fef7aba53a6a3e26ffd7bb180127acefe56e17a","captured_at":"2026-10-23T03:25:35.597346+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":"IYJ","date":"2026-10-22","format":"json"},"source_hash":"eab21c93aa57f795e57a4a7d5f1e4575859066df352c33f44c1a91f436e29d00"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"6a4f7b1d161b31e721830db1911e1e331d9a885f9666939f2271750c4142f581"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"72f744414a7b72cb78ab748b71432079f3b9d03e8538c706c8c40ee1b5b04cdf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a26cd6c4ea08dcae8844aef53d985610f815a17443a8b3611231ebd10879b43e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ceeab8050a5897644a958fe3122e11b697ae48af529d52d31aefc843c6212e8e"}]},{"symbol":"IYJ","date":"2026-10-23","iv_pct":20.65191987960793,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.1629363449692,"put_iv_pct":21.721741176470587},{"expiry":"2026-12-18","call_iv_pct":19.97746951219512,"put_iv_pct":22.821360544217686},{"expiry":"2027-01-15","call_iv_pct":19.1447191011236,"put_iv_pct":20.892421875},{"expiry":"2027-04-16","call_iv_pct":19.412762430939225,"put_iv_pct":22.08194805194805}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f5a9d61da83d5de11588a92438d882d26e9b0bdc3a94ced60d717c6e85e7a996","captured_at":"2026-10-24T02:52:26.081105+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":"IYJ","date":"2026-10-23","format":"json"},"source_hash":"eab21c93aa57f795e57a4a7d5f1e4575859066df352c33f44c1a91f436e29d00"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"63ad924f83baa9bbc5658df1035f760c9578a3be5154c5eda5c2df02e8b78471"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"5a416707e2df890e08c5f083262b4929264ddca17538e9d032e558f26e76525f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"727e922ebc45e598ea0056402889a4785a83eea42f246e7cde6eaad4d0dfc3d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"828a7969bc8be4fc0d6d65437b89ca9e4e52eab49547263133153b899b56848c"}]},{"symbol":"IYJ","date":"2026-10-26","iv_pct":20.541284676250154,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.05632258064516,"put_iv_pct":24.529006622516555},{"expiry":"2026-12-18","call_iv_pct":19.415425219941348,"put_iv_pct":22.412715231788077},{"expiry":"2027-01-15","call_iv_pct":18.575512367491168,"put_iv_pct":19.944852941176467},{"expiry":"2027-04-16","call_iv_pct":18.963015873015873,"put_iv_pct":22.433426573426573}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b25fab52cb647d417e098c35a52f7b7ea6d8d7fde6cbc99e35320a075d0ed94c","captured_at":"2026-10-28T19:24:46.362542+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":"IYJ","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"49fb557bccc207955af21386d4776f9cbece07c6903714cc2cf92c5fffdfb6eb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"13557e0434668e1cd8468d8cda4b444a878f810fcd389d5213d12e326ab4cfbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2e7a8f28b0382d8181bc42cca0021566751cbb818a434e65e37256ad693d5c43"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d13a7587a08a5a29f6c415c25d22ad75b20102eac58c519d0fc674998f06f3c3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7ce7b6733ca8c129ff7b48483bff5670db30dc92852705734057ffa576c4a6d6"}]},{"symbol":"IYJ","date":"2026-10-27","iv_pct":19.88784541813545,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":17.88153846153846,"put_iv_pct":20.953169164882226},{"expiry":"2026-12-18","call_iv_pct":17.893586626139815,"put_iv_pct":21.515288753799393},{"expiry":"2027-01-15","call_iv_pct":18.83,"put_iv_pct":20.848071748878922},{"expiry":"2027-04-16","call_iv_pct":18.632596685082873,"put_iv_pct":22.548511904761906}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"395e50c3dba18bd9da18558292f19879a7a70ec12459e65b98979865157e85c3","captured_at":"2026-10-28T19:24:45.238749+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":"IYJ","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"0a330aa79fe88d4c624460e24013b424cbeb0e4eacef6a2c91d31e831f540448"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"13557e0434668e1cd8468d8cda4b444a878f810fcd389d5213d12e326ab4cfbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"2e7a8f28b0382d8181bc42cca0021566751cbb818a434e65e37256ad693d5c43"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d13a7587a08a5a29f6c415c25d22ad75b20102eac58c519d0fc674998f06f3c3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7ce7b6733ca8c129ff7b48483bff5670db30dc92852705734057ffa576c4a6d6"}]},{"symbol":"IYJ","date":"2026-10-28","iv_pct":19.34246163768984,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.602338129496403,"put_iv_pct":21.152957746478872},{"expiry":"2026-12-18","call_iv_pct":17.409076517150396,"put_iv_pct":19.782373887240357},{"expiry":"2027-01-15","call_iv_pct":18.027033333333335,"put_iv_pct":20.65388888888889},{"expiry":"2027-04-16","call_iv_pct":18.287799999999997,"put_iv_pct":20.82422459893048}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"41e825207024f51ca7fae5709f83d5d7b1a0e24b6dd3379e18c8ba16b55ca523","captured_at":"2026-10-29T19:13:32.903448+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":"IYJ","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"f8310ab2a8373d074e772fc7380429b2cfb36d82c3bab35da175223e4c13103e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"5dcfdbb85518a282ce3728f26bd88ee00a4fd81354eb2d3659d55753728213e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"8003cdd654a12e5974c72bfa84c4674550ea728e8da04cf8a6acc10d69f81c21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01ae011e736b53533008f98457bf5ed8548cf250979c83b178ca72e566bb78f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d5e41a05f8ea334e9476dea5c2ad640879eeb8349a05715f19696d85e4454f1c"}]},{"symbol":"IYJ","date":"2026-10-29","iv_pct":19.477625754591205,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":16.22193265007321,"put_iv_pct":24.283496503496504},{"expiry":"2026-12-18","call_iv_pct":14.708355555555555,"put_iv_pct":22.84816326530612},{"expiry":"2027-01-15","call_iv_pct":15.332434782608695,"put_iv_pct":22.26078838174274},{"expiry":"2027-04-16","call_iv_pct":17.331531100478472,"put_iv_pct":22.83430379746835}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"083dbfdbb42e035f4026c970840d53936a1467dcfc186a5a6e024b3f2d742fb2","captured_at":"2026-10-30T19:28:39.263497+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":"IYJ","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"c328413ec3030d7204f596d4b74a802f4ef8fecab3ab131b22df9b6305786276"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"86da775b65162427f5ba835c93c6aa94991eafedc168344791044f1898c87447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"7f731dcdf81bc8cd279ade48feabcbe642832eddf63dbebb7b0594cb33330dc2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9032b713a6015ad2c40c48fb6b1389dbfa7272f051d468177886beceedd39c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e76b920c5f2a7697017db12f2c51bd4776c9d99deead7f928ca5616cc1b77962"}]},{"symbol":"IYJ","date":"2026-10-30","iv_pct":19.863428739392507,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.015627705627704,"put_iv_pct":17.925091575091574},{"expiry":"2026-12-18","call_iv_pct":20.22025787965616,"put_iv_pct":19.191111111111113},{"expiry":"2027-01-15","call_iv_pct":19.681560283687944,"put_iv_pct":19.674772727272728},{"expiry":"2027-04-16","call_iv_pct":19.371640211640212,"put_iv_pct":20.827368421052633}],"source":"ThetaData historical first-order Greeks","provider_symbol":"IYJ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5a075fde75c655a6baf18e8d809cfda2ce08c9602bfaa00c722a35dd646b411a","captured_at":"2026-11-01T01:29:17.445858+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":"1aba3785b5ee444fa94aa0cf94982b0636b35f0f85decb0e66e53959119f5049"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"bd284415168f8c214353a48464dfa8d41ade0715cdbd1f3ab03f517e62d0ccb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","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":"6fe6a599828ecdd7f4f87f0bcb951007c4e42fd1810639ac96b1558195f655f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-01-15","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":"c3eaa2fa8e0ec8b0a91891fa6c02ed228e118b236d0950e4679d6e7d5acd0ac5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"IYJ","expiration":"2027-04-16","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":"c086ad45f925755fccf8c1bce2037ead1d951148454441abd4f208af7eff0322"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/IYJ","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":21.489424988500772,"put_call_skew_pp":-0.17342692367110502,"implied_move_pct":8.846165594604123,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b9680b9721c3922ccd049cff5dffab67a0c5bffca7c42ae8ce4b643a300d2d9","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":21.181369158493567,"put_call_skew_pp":-1.0031437681239188,"implied_move_pct":8.363313217703123,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a0e23b6c38390d776e45474166bb77e55d0398551d2c5184c1ed3e0e2fb46826","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":21.470595366923302,"put_call_skew_pp":1.5351379668129246,"implied_move_pct":8.313554418289197,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"082ba1fbf337a9c028c9222a640400efcac503fa9ec1a54d0c879bb8d87ab6e8","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":20.49147182035702,"put_call_skew_pp":1.0061863651722414,"implied_move_pct":7.94569556021991,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"846dbf3bf05c22088679564b38139ad1ee2fd5b0a70b1672e269943632451737","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":20.324786592850018,"put_call_skew_pp":1.712187810466821,"implied_move_pct":7.803779109455938,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"947dc17514a3612a6cb50df551a75cf87863a7b16981f989ae6202b9e2dcf4f1","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":20.198334005327794,"put_call_skew_pp":3.8295356727203025,"implied_move_pct":7.651530487589168,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b8dfe8eba944ded7711c638a2c6c905414f51214a0b0613a5308ee7c5bc8605a","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":20.113871212330437,"put_call_skew_pp":-2.088286731603155,"implied_move_pct":7.202105477519549,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e15a4ea7f6522fe054e3b02ad026ae7625f8bd25d1c58c49cf573de097b9d6a2","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":21.123888196681328,"put_call_skew_pp":-4.8893874391888845,"implied_move_pct":7.2659260148455065,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a13163cbae418eba6f4d77ec7d2d97cf3d5adf38f659215ad209f9a06237e3b","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":21.058396643674044,"put_call_skew_pp":-5.026980438047858,"implied_move_pct":6.85335933426788,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb3ad5cffe976eb897ee178f640ef1ddd190b89c4462fe165164c680b54d464d","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":23.12077165160769,"put_call_skew_pp":-4.9188035544084325,"implied_move_pct":6.857738670603771,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9d32f259b5f3a6d217af42118b54d398f4b02efb86622f78116bf3f0ba97c0b0","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":19.735092420391794,"put_call_skew_pp":2.405661590435301,"implied_move_pct":10.530195513387302,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa8c987fde0a63aaddf6fe0e6c20d02e688eee21fb8a66556675bae26659874d","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":20.0410273871719,"put_call_skew_pp":1.6914538504598937,"implied_move_pct":10.415233929501273,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"882ecc3fa5fc7df9d07164efce4fe9b395b24d1b7f03bc01557db876589d4ab4","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":18.6869251383185,"put_call_skew_pp":1.3233553448614526,"implied_move_pct":9.958470557694252,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"be51c762b9bf5fe27704b4ea61cc2090c833ac0e4dc9e25004bc8a17246af848","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":19.834278730958385,"put_call_skew_pp":4.528567379477526,"implied_move_pct":10.276302607025851,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b983ed1dd66a5ca59f4ca6b38e4c1b1a14bf4ecfad166598aa473a286d9a6ab9","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":19.741906062868516,"put_call_skew_pp":0.9147712192301656,"implied_move_pct":10.165928809165067,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ae7f5f3a05d6fc5f78ac36fba5a6b16c511590fc77c5c8795643289e6098e168","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":19.188628528111703,"put_call_skew_pp":0.42014543539459037,"implied_move_pct":9.8530358392222,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0ca6edfa561f265a1d89321a5d2ff2d135f9cd53d514edac5afe83744dc2cb03","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":19.14399541503319,"put_call_skew_pp":1.5980621375982915,"implied_move_pct":9.694973474203039,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6f4e86fd5a7e009adc620516b7a160c1d204456c48d7932a71a5a2b49f11823b","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":19.370309282709727,"put_call_skew_pp":-0.7356149379221244,"implied_move_pct":9.633514244451888,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9b84cf8797adbdcf2fdccff64357e6fd36eed8986348f113e80cb5a033ce7e08","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":19.829266385539327,"put_call_skew_pp":4.991127245799324,"implied_move_pct":9.662169899882722,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1a000012fc6ce9f22a930f7be2b81e661ddf2194f1f55c5a97db907cd48d9182","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":19.675799707755402,"put_call_skew_pp":5.29630377554165,"implied_move_pct":9.521175487713753,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc1aee7782e5bf7029e8bc7d7930690d9c5c0ee4b8de46b9db1da363f4d90a0a","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":19.616513259241373,"put_call_skew_pp":4.011022000485341,"implied_move_pct":9.455415199976716,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dcbeb02cfbffce2da0bc67f51104c8de279c89770a0a605b438d88187c4c70d3","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":21.27468349473752,"put_call_skew_pp":-1.2111739091424703,"implied_move_pct":9.605756358852318,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"45341f68508f2fd4696fa42747a26698186c3b443d69837a5d2ace8f6b9ce254","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":20.944128190092016,"put_call_skew_pp":-2.2918169200567924,"implied_move_pct":9.401537344874106,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a5bc3cf4e465bed414a41b3edf23f314592c81ce3e51bc2c46d60d1c1daa9a84","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":20.532911197814812,"put_call_skew_pp":1.9268552278015774,"implied_move_pct":9.274456261611805,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6c0e3bc09ca966bf301cee46106556c9211f1b6dbf7f6f9f489ec18e0c5958d6","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":19.665471644797577,"put_call_skew_pp":3.950626088259936,"implied_move_pct":9.063658253939776,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"09360705861569363d0891b93a72547ccd24f62da74d147507384e3a169bf1d4","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":21.932624482620817,"put_call_skew_pp":4.803858213253128,"implied_move_pct":9.122268870004362,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"162aef723e2635826e70c76f5800f62705e5c09753eb6ba4f2f39f775f968aee","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":23.676016826085892,"put_call_skew_pp":0.08055257196314347,"implied_move_pct":8.910179605265288,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"699786954ee9d11a751d3277430669b115f2ea4d01b0d6442abe62d7ea3e3f75","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":23.176012442214713,"put_call_skew_pp":-0.29525971120043426,"implied_move_pct":8.877155962935747,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"66ccc7563d7424ec42cd972e7fec98bc13035e0b91d7f59a27db349232d1b6dc","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":25.468418323491655,"put_call_skew_pp":-6.277436324294972,"implied_move_pct":6.977982790137519,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ed9bdbb18558092fcd59f61f9d35b56345bfbfc79f435ac3972c8c0453db65fc","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-01-15"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":19.854385832492667,"put_call_skew_pp":2.3506007303167014,"implied_move_pct":10.103842289330856,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f88463a48b9a85fe94a76cda31229d13ab868cd9b67a8bcb7d5f9381f85a6f1","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":20.184376220575714,"put_call_skew_pp":2.092066321558021,"implied_move_pct":10.090889590985698,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"62c56f43fdd0cfd337935ca873a4f35756b0bc653b22ce6bd4aa7d3b420114e1","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":19.97185578752614,"put_call_skew_pp":0.2521701529957445,"implied_move_pct":9.851887987315086,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b8f6f6c307a9872092bcbab1664e9e4bfbb0e42fdd327bfc519db92e519a8fab","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":20.255388116978462,"put_call_skew_pp":0.49325829390667586,"implied_move_pct":9.962751810759318,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c4e43035ec353dd47e9dfa21450b1d535ec26e25e431d201c6b423aa6d0b140f","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":20.041170536155892,"put_call_skew_pp":1.1831422647866194,"implied_move_pct":9.852288960691823,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5c3667e345a9d1875b1d055b12c88acc970726df40b0e36ccb74ac8db0d5d87e","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":19.873832694865996,"put_call_skew_pp":3.798175440335342,"implied_move_pct":9.696042972879308,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"63515f1f49ae8286056bbb59fc97c046d913e4560244e1f1d3aedafd87818c32","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":20.173360156231865,"put_call_skew_pp":0.47840606749669146,"implied_move_pct":9.614477910115575,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b8fdbc796819a4d11a8624557448bdbca6a92d6100f265b13253e777b571b5a8","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":20.45690021753802,"put_call_skew_pp":1.29095198069857,"implied_move_pct":9.613839698235855,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"492f153d716cb3a9c979417e3b48700449472d87c7a4e72abbb9bbf95f16e44d","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":20.252490431289083,"put_call_skew_pp":-3.08782420238759,"implied_move_pct":9.466879961437993,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"32ce54f0830d4f4e8ecfe3649a444fa0dd56fe7e80a3dbf65f7f4007927fdda6","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":19.223077819873826,"put_call_skew_pp":3.1492374520476627,"implied_move_pct":9.096341088538857,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3e6da2bd351d06129bae963fa017352f76b358c427f2b20cc20f718896dd4a96","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":20.461840366764378,"put_call_skew_pp":0.3426166323482258,"implied_move_pct":9.40411823177505,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8a934b0f052e3e78c105bb627286f26d057f949e3ddd413e524bc1a2933593db","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":21.31522928348342,"put_call_skew_pp":4.34053216799957,"implied_move_pct":9.288344103118833,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6f3c1c814de7d1c0cbf4e77bcd1a4d1a5fbf36d02be5336bdca262db088090bb","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":19.382603661173903,"put_call_skew_pp":4.437232697908789,"implied_move_pct":8.685083784572239,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bbffde448b930fd53d82a8af888a76a64de8206f06ff5dd4d471f37aecd8ea8d","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":20.43430611645104,"put_call_skew_pp":-1.5873012933701878,"implied_move_pct":8.898229614432301,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"66c9a9a5acecb89d6a750e0e063e94a1853587d1bca6363f3657b2f780aaccb7","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":19.71786857750073,"put_call_skew_pp":5.263035270000492,"implied_move_pct":8.49351170844455,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bb74ca998c499e68007976343270bc1635a3a3348a1ef33f04b0d5a3937e6e4b","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":20.29268786066524,"put_call_skew_pp":5.571597889727941,"implied_move_pct":8.534999670948185,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"674250b68e492ac15a2672003b0d9bacbacf41d2ad5cdc86b56c31eae9e644f6","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":21.337040907659222,"put_call_skew_pp":2.4329688780216285,"implied_move_pct":8.471258628054926,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"10ea696b85f7003162e4de978da411089a71fc9adf18747956bc9a382a747485","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":21.328028709243227,"put_call_skew_pp":6.370826616898094,"implied_move_pct":8.365379195269718,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"51f28599b1aa2c9f6b71e29b621fa42d37d68ac68742ae716defa14cfcdd1719","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":22.391114909939294,"put_call_skew_pp":-3.378437907482236,"implied_move_pct":8.23737126059031,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"555426f6793527c9d784481724dfe80a62c3e94efe24e3e453407f18548be425","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":26.00987813239557,"put_call_skew_pp":12.311713064372729,"implied_move_pct":6.71721218723745,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6adaf076b018d75e82977ad7af5361e76dc9ef2a45caf2b5f578593c2dd54f13","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":20.178893163113287,"put_call_skew_pp":0.3304052607004122,"implied_move_pct":9.78919009472959,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ba3ab39d5fbb85bca274dcbf986f8484791c91e08806d41e1d0ca212a13eebd9","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":19.842350841027127,"put_call_skew_pp":-0.6924369803662067,"implied_move_pct":9.462521726573438,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e9bb85a8fc1d4afb9854f6541008d9e2a8800d2bd09ed67f9e90421cb37b5158","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":20.138223892960628,"put_call_skew_pp":2.848903775073004,"implied_move_pct":9.439168346485578,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d38cf5520753783be1a0dbf9ae8bba5545e94e6cea86587e19d2a4e1e1ca114f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":20.13645582208122,"put_call_skew_pp":2.352413807777597,"implied_move_pct":9.380362851991938,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6b5f7acf8f4068543c7cf38bed3505acd0c460856f1438b17d60d5634d9be2af","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":20.125095040305734,"put_call_skew_pp":3.035745327519522,"implied_move_pct":9.402546926444112,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f11ebffe4dced9e973201c018fef7aba53a6a3e26ffd7bb180127acefe56e17a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":20.65191987960793,"put_call_skew_pp":2.454896064602295,"implied_move_pct":9.500086651056389,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f5a9d61da83d5de11588a92438d882d26e9b0bdc3a94ced60d717c6e85e7a996","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":20.541284676250154,"put_call_skew_pp":3.577431331953531,"implied_move_pct":9.202780734929057,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b25fab52cb647d417e098c35a52f7b7ea6d8d7fde6cbc99e35320a075d0ed94c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":19.88784541813545,"put_call_skew_pp":3.1568299498903247,"implied_move_pct":8.946414131826447,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"395e50c3dba18bd9da18558292f19879a7a70ec12459e65b98979865157e85c3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":19.34246163768984,"put_call_skew_pp":2.5217992853896174,"implied_move_pct":8.56827519337742,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"41e825207024f51ca7fae5709f83d5d7b1a0e24b6dd3379e18c8ba16b55ca523","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":19.47762575459121,"put_call_skew_pp":7.158124464824445,"implied_move_pct":8.566316010971217,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"083dbfdbb42e035f4026c970840d53936a1467dcfc186a5a6e024b3f2d742fb2","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":19.863428739392507,"put_call_skew_pp":-0.9176855615209929,"implied_move_pct":8.668203996739143,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5a075fde75c655a6baf18e8d809cfda2ce08c9602bfaa00c722a35dd646b411a","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}