{"schemaVersion":1,"symbol":"JBGS","days":90,"observations":[{"symbol":"JBGS","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:31.303000+00:00","captured_at":"2026-10-23T13:36:56.042Z","last_trade_at":"2026-10-23T13:30:30.110513397Z","price":11.47,"iv_pct":100.40406645020761,"implied_move_pct":23.574898236052583,"put_call_skew_pp":-146.70605901482656,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JBGS","source_hash":"8f8645256b1f5cfa1ccf246eb8dcc2497d5c3f2d4b6ff51d5644afcbfad56b33"},{"symbol":"JBGS","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:02.303000+00:00","captured_at":"2026-10-23T22:27:34.187Z","last_trade_at":"2026-10-23T20:37:35.901172334Z","price":11.57,"iv_pct":98.8714780524064,"implied_move_pct":22.9358472358864,"put_call_skew_pp":-143.50067805083083,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JBGS","source_hash":"2c0cbc2ad253f00352fbf37c6e4d20fc6c02b355002f5952e9164f662256c9c8"},{"symbol":"JBGS","expiry":"2026-11-20","observed_at":"2026-10-27T13:30:32.001000+00:00","captured_at":"2026-10-27T13:43:01.818Z","last_trade_at":"2026-10-27T13:41:15.153866566Z","price":11.52,"iv_pct":84.85901454323967,"implied_move_pct":19.14656113517101,"put_call_skew_pp":45.66692793886544,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JBGS","source_hash":"fa4b829607da71dbba7140e8825b4d16e8dccbbb819a6e6a0ea914c55eb44ac4"},{"symbol":"JBGS","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:01.728000+00:00","captured_at":"2026-10-27T23:17:48.314Z","last_trade_at":"2026-10-27T23:00:00.002326284Z","price":11.53,"iv_pct":84.93422203011708,"implied_move_pct":19.1142970827774,"put_call_skew_pp":46.272564834199926,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JBGS","source_hash":"67e3beadb3ef48bcbb9a036e993ba1bcb685f76e5f1b532c6de7e5c8c4d5d450"},{"symbol":"JBGS","expiry":"2026-11-20","observed_at":"2026-11-03T14:30:31.471000+00:00","captured_at":"2026-11-03T14:34:10.937Z","last_trade_at":"2026-11-03T14:30:00.880058219Z","price":12.06,"iv_pct":102.24164578853402,"implied_move_pct":17.604562509614972,"put_call_skew_pp":-99.22190003559889,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JBGS","source_hash":"b72df466d21e695146b3b0356e851a3de7147a9eb79103019011f0de92bffa44"}],"dailyIv":[{"symbol":"JBGS","date":"2026-08-21","iv_pct":54.385568828458574,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":64.13946185688943,"put_iv_pct":55.75094373325394},{"expiry":"2026-10-16","call_iv_pct":77.35771896053896,"put_iv_pct":53.01310228802154},{"expiry":"2027-01-15","call_iv_pct":42.9151933514247,"put_iv_pct":52.07513386566463},{"expiry":"2027-04-16","call_iv_pct":38.89430379746835,"put_iv_pct":50.93869277440706}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"960049d758cfe35111fabb07267eb36a923452d1fbd0cfcdd16d407b2b0e0b58","captured_at":"2026-10-24T20:01:49.346913+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":"JBGS","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"75da9cccda79287612ac2eab09d55705ba8612ff5693678abc7817aa1aca074f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"464c5de8696cf273ab1abe9fb22a5c7888a336e281c44e1cbafddcd9919c9a7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"61bf9dc009fb4bc10c689569c22fe9958acb036dd421e651a4a14364b886f0dd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"726fa1181eb957a9fb01931afa4f55fbc2dd0bda2b9c9536983c46ff04e71302"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"145305ba679e5ab1d6bf54e9920c80ce915afac9b0c5e9b133905571260d7624"}]},{"symbol":"JBGS","date":"2026-08-24","iv_pct":55.34636242549118,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":69.20521046643913,"put_iv_pct":52.68845555293562},{"expiry":"2026-10-16","call_iv_pct":66.95859205776173,"put_iv_pct":45.69708787684414},{"expiry":"2027-01-15","call_iv_pct":56.464784651527026,"put_iv_pct":49.01707712532866},{"expiry":"2027-04-16","call_iv_pct":55.94737226277372,"put_iv_pct":46.79231941031941}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9a5f283e5d3280c5c819f6a35349f991b67c4cb3add2db8e15d9837fb4c63c2f","captured_at":"2026-10-24T20:01:44.546793+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":"JBGS","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"3624cd1dd16e5e519458370c20a416127b6c583ddfd45f80a2a1475ee2be7ba4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d9770b4f0afffd076ac670665b84f5121590f72e6e5730f313fc3b197199883a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"73fd8ee9dca0588147c75437da2ffa0c54d6c7252ad94c3857f2716adb7ee3cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"2c591a9be44d91d1dc4f8e1ed7633a081fca81cd3701689bcffd3d66f0d587e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"b979921e46e9d833c58da6e3422a39203e285ad96b264be8c501e2a1310079c7"}]},{"symbol":"JBGS","date":"2026-08-25","iv_pct":56.88698285401779,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":70.16225080385851,"put_iv_pct":45.84433786685756},{"expiry":"2026-10-16","call_iv_pct":67.0691127348643,"put_iv_pct":66.96427416941036},{"expiry":"2027-01-15","call_iv_pct":45.88453333333333,"put_iv_pct":61.649340181746346},{"expiry":"2027-04-16","call_iv_pct":49.83179175475687,"put_iv_pct":47.690221987315006}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"73bc75a52a0056fcd91612c735db38b8c13e2f6ccea724e7e08f93590944e217","captured_at":"2026-10-24T20:01:42.682458+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":"JBGS","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"44b67ec8fbef6711c4e3f2be2327d67a7987f85b4a0fadc49c1fbfb1cc12b00c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d9770b4f0afffd076ac670665b84f5121590f72e6e5730f313fc3b197199883a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"73fd8ee9dca0588147c75437da2ffa0c54d6c7252ad94c3857f2716adb7ee3cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"2c591a9be44d91d1dc4f8e1ed7633a081fca81cd3701689bcffd3d66f0d587e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"b979921e46e9d833c58da6e3422a39203e285ad96b264be8c501e2a1310079c7"}]},{"symbol":"JBGS","date":"2026-08-26","iv_pct":50.160464525741446,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":51.764622222222215,"put_iv_pct":45.24287145720011},{"expiry":"2026-10-16","call_iv_pct":53.22998011928428,"put_iv_pct":41.111422192453674},{"expiry":"2027-01-15","call_iv_pct":48.14068593615187,"put_iv_pct":56.11355692850839},{"expiry":"2027-04-16","call_iv_pct":57.11829755736492,"put_iv_pct":48.56227979274612}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0021d3404d786ed16f75b1c011428ae83515e49b4015e10a44bf1a8ec48cd43d","captured_at":"2026-10-24T20:01:40.967982+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":"JBGS","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"ea21eee358232a01e7cf2a9bd53127816a951322f822e475150220a56ba8a574"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d9770b4f0afffd076ac670665b84f5121590f72e6e5730f313fc3b197199883a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"73fd8ee9dca0588147c75437da2ffa0c54d6c7252ad94c3857f2716adb7ee3cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"2c591a9be44d91d1dc4f8e1ed7633a081fca81cd3701689bcffd3d66f0d587e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"b979921e46e9d833c58da6e3422a39203e285ad96b264be8c501e2a1310079c7"}]},{"symbol":"JBGS","date":"2026-08-27","iv_pct":53.50799505501013,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":66.42866556836904,"put_iv_pct":55.916783216783216},{"expiry":"2026-10-16","call_iv_pct":55.96695035460992,"put_iv_pct":44.21596153846154},{"expiry":"2027-01-15","call_iv_pct":45.18888803088803,"put_iv_pct":63.0204563335956},{"expiry":"2027-04-16","call_iv_pct":46.35403011001737,"put_iv_pct":50.97222528735632}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"caaeb28f040b1791ac255ca78a717c6d68afdbc408ed50a159697457ff956cb0","captured_at":"2026-10-24T20:01:39.165481+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":"JBGS","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"3a5fcf63d1d4efcb48b28e61db41ba79455ecb8ddc054233f6d8820fce0fb57c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d9770b4f0afffd076ac670665b84f5121590f72e6e5730f313fc3b197199883a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"73fd8ee9dca0588147c75437da2ffa0c54d6c7252ad94c3857f2716adb7ee3cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"2c591a9be44d91d1dc4f8e1ed7633a081fca81cd3701689bcffd3d66f0d587e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"b979921e46e9d833c58da6e3422a39203e285ad96b264be8c501e2a1310079c7"}]},{"symbol":"JBGS","date":"2026-08-28","iv_pct":67.23712082238453,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":111.70280346820809,"put_iv_pct":61.60998667732481},{"expiry":"2026-10-16","call_iv_pct":91.83847818499126,"put_iv_pct":59.18027215189874},{"expiry":"2027-01-15","call_iv_pct":57.041036585365845,"put_iv_pct":51.152447311827956},{"expiry":"2027-04-16","call_iv_pct":52.11801634877384,"put_iv_pct":53.25392585068563}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cb650cffb90074519b102b172b968f5fef4e45338d210ae5b87de7283e224589","captured_at":"2026-10-24T20:01:37.411800+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":"JBGS","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"0c4a61ab3ee01cb7e5d7fd5d0c164bc779515aa2c30126ed1abd228810e137ca"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d9770b4f0afffd076ac670665b84f5121590f72e6e5730f313fc3b197199883a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"73fd8ee9dca0588147c75437da2ffa0c54d6c7252ad94c3857f2716adb7ee3cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"2c591a9be44d91d1dc4f8e1ed7633a081fca81cd3701689bcffd3d66f0d587e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"b979921e46e9d833c58da6e3422a39203e285ad96b264be8c501e2a1310079c7"}]},{"symbol":"JBGS","date":"2026-08-31","iv_pct":54.58578812675692,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":61.23823502824859,"put_iv_pct":62.971593794076156},{"expiry":"2026-10-16","call_iv_pct":55.9261922030825,"put_iv_pct":50.145406492387245},{"expiry":"2027-01-15","call_iv_pct":44.89674502712477,"put_iv_pct":65.68195905258932},{"expiry":"2027-04-16","call_iv_pct":48.36479467900521,"put_iv_pct":47.46137873754152}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5936521f1bad93e7c8fb07356263bd96433ab144b2915b999bffdf64e351342a","captured_at":"2026-10-24T20:01:32.114842+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":"JBGS","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"b24fc5c763afc0120220387d6e8d4a20480bf1dbcd7e1be58876a74228949585"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"1bb6331b29edeb57627362d268ee3493cf68216c07dc248036749424d4b4ff21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"0516e0e7d4c27944ecacacb216290bd61159ecf7293f7075c35792db924d9d04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"3b69a288da952ab0997b11257a9c6931450532ef46aad8c0eceda1da71d8409e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"1de8d7152c5b38dc1de72e706a45a4a0475228eb70b34060eb0df9ba1ac53ff1"}]},{"symbol":"JBGS","date":"2026-09-02","iv_pct":70.96335975389692,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":107.0156224385246,"put_iv_pct":95.052798053528},{"expiry":"2026-10-16","call_iv_pct":75.23211075674108,"put_iv_pct":67.52695604794769},{"expiry":"2027-01-15","call_iv_pct":58.818717091516916,"put_iv_pct":60.57998344370862},{"expiry":"2027-04-16","call_iv_pct":48.21390428211587,"put_iv_pct":55.26678591709256}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ca021f5563971c485238f93e1de31511f3e7821bee35e56b92149f3252567f0e","captured_at":"2026-10-24T20:01:27.247125+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":"JBGS","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"f47a53efe2877c43488618554b2aee290abb3febed2d9f470c53b263ae81a90d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"081d5a3ef3718bd579c3b5a11c8114b7125add7ae6baa9f2e5566f834f4bfecd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"2f05d526dab27de8f09d61c4939394bb61ba5b22d133fdcb68fb25362b9c97a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"61dad38f5374b1e646db95bc5f12b73cb27632125df443d8ade3bd8eff5c4e1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"86de71d703ca8c2bbe8eb796c41edc6a7d6c81d586a381d5994d2e806a0801f5"}]},{"symbol":"JBGS","date":"2026-09-18","iv_pct":68.08590687502817,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":91.20649819494587,"put_iv_pct":83.94972027972028},{"expiry":"2026-11-20","call_iv_pct":54.631893129770994,"put_iv_pct":64.74228824273072},{"expiry":"2027-01-15","call_iv_pct":66.12590909090909,"put_iv_pct":72.16962025316455},{"expiry":"2027-04-16","call_iv_pct":63.00256000000001,"put_iv_pct":48.85876580898387}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"35f2a1ae68c6f78ae65105346425cf1a0144296a0be8458a44306db800dc711a","captured_at":"2026-10-24T20:00:25.741836+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":"JBGS","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"3b31889a2de262211e0bc08ebe07c51521c4a21de1e181c036983e7021c9f558"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"95c28cecfe9035a5f7e237d34f4fc86be87c56f563de7c29f41efb4a2509574b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"01a999ec57f2fdd86f348fe84cdb6fe3497dae2263974ccfaa918d4249ea8495"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"8e2a242e6810b99c687ca6d7e1eb3f53827aa44b2514e34294e830799a8b8293"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"15431f357bc096ad15c8fa6d1b62116ddd1d4e2d9c946ffe07ef1527c174d292"}]},{"symbol":"JBGS","date":"2026-09-21","iv_pct":66.50058669706274,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":113.45782246879335,"put_iv_pct":85.8104854368932},{"expiry":"2026-11-20","call_iv_pct":73.7790042245021,"put_iv_pct":52.23734088050315},{"expiry":"2027-01-15","call_iv_pct":45.63644261813913,"put_iv_pct":52.77841841004184},{"expiry":"2027-04-16","call_iv_pct":54.290000000000006,"put_iv_pct":54.01517953762911}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf683bbaca1d9bbc67f3d7a14e49560c0a7734eacba1f0423407d5ccd170a18e","captured_at":"2026-10-24T20:00:23.888615+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":"JBGS","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"073bd59722ec0aebf333918839d8a44b2af99ffc8739101b35539b94a82a074e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"95c28cecfe9035a5f7e237d34f4fc86be87c56f563de7c29f41efb4a2509574b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"01a999ec57f2fdd86f348fe84cdb6fe3497dae2263974ccfaa918d4249ea8495"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"8e2a242e6810b99c687ca6d7e1eb3f53827aa44b2514e34294e830799a8b8293"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"15431f357bc096ad15c8fa6d1b62116ddd1d4e2d9c946ffe07ef1527c174d292"}]},{"symbol":"JBGS","date":"2026-09-25","iv_pct":69.47317493560875,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":116.77434782608695,"put_iv_pct":72.71008608655188},{"expiry":"2026-11-20","call_iv_pct":56.88000273298716,"put_iv_pct":54.608502629393854},{"expiry":"2027-01-15","call_iv_pct":82.14719063545151,"put_iv_pct":64.54651359294637},{"expiry":"2027-04-16","call_iv_pct":51.64311661073826,"put_iv_pct":56.475639370714006}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b7c4beaef0eacc69e34e465b9fedb830716e0224a5b3c9ac336a63cb46f75b66","captured_at":"2026-10-24T20:00:13.852654+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":"JBGS","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"5335444ad7257dbe74749ebddefa489af7d354b257e873177578eab119c86b04"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"e64021d1933c6c3dc54771b7e7e839499b05f3498e5379644f96facebf395848"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"f0ec86710504eb56d8650ea4a2f4aee896d8405011ef0ead2e785323433dd04b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"c1c325bfafba85e62d78912575bd730ec0c06b3f7a03ab6d0439cf72de7f5de0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d0c266e48e39284a4ae220f424fd0231ce0de7908e4cdbe46d3a7398cf290371"}]},{"symbol":"JBGS","date":"2026-10-01","iv_pct":60.05205882316435,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":76.16013427561839,"put_iv_pct":115.95150722642809},{"expiry":"2026-11-20","call_iv_pct":48.03476370510397,"put_iv_pct":58.82845876963351},{"expiry":"2027-01-15","call_iv_pct":36.97547745729487,"put_iv_pct":57.80801429706116},{"expiry":"2027-04-16","call_iv_pct":33.74715677034244,"put_iv_pct":52.91095808383234}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7269762c3823bde50b712d7d862cef39810ac71dde042bee428499d568a24d8b","captured_at":"2026-10-24T19:59:58.175458+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":"JBGS","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"be9cc2913d66590520cbb640eb5c156236e0b1f1e05238600a4e851dc49bce6f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"da88dae5f4e1bdd77220fca0bc35bb2ef63333ebe5d664dc0a010f5f53c8f8eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"2cd3f3dbf3f9077b185a2fb41000d62ea82dbecf4d2734b4c814a42d54dd16dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"3613636484dc03c09538198c9791dad0f014567bac39bb40293b726ec34cfd0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d1659d7125cccc14a3b7bfe0ae46a2171ae2bbfc9a9a2c3136c183fc16ce329c"}]},{"symbol":"JBGS","date":"2026-10-12","iv_pct":108.37611506092705,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":303.43497299543,"put_iv_pct":169.95631347962384},{"expiry":"2026-11-20","call_iv_pct":56.70386560212908,"put_iv_pct":99.57831356203911},{"expiry":"2027-01-15","call_iv_pct":74.34377261679718,"put_iv_pct":68.07019315895371},{"expiry":"2027-04-16","call_iv_pct":37.36902279113332,"put_iv_pct":57.55246628131021}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"411fa8f92a6763a7d52e5cb5935166ddaf7a859eb4799019f70ed9d916121d25","captured_at":"2026-10-24T19:59:40.922798+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":"JBGS","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"470a1defa47bf4c8bcfe51597b6668315a528a69d60421b60e5837a096650246"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"01edf6468f4252f75f6ae524bd9a3b7415c465642be53f094fd8fac40b9c9010"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"695f70cbc98147d8ed2632188e9bbb25c6eb6dfa9c3af2ba12d33844a1e7b871"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"523b2b3709b7818037ceb380c8ca7e5fb8cab1297926007b0eb0822dd874b4f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"0ba348acf2fab63f399f1281845e494b6d07b07bf6dc074b343cbbe6b43bc128"}]},{"symbol":"JBGS","date":"2026-10-20","iv_pct":65.1338674922705,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":80.3331480071084,"put_iv_pct":65.91311764705883},{"expiry":"2026-12-18","call_iv_pct":73.15752622673435,"put_iv_pct":55.167189132706376},{"expiry":"2027-01-15","call_iv_pct":69.81701976284585,"put_iv_pct":68.40168302435478},{"expiry":"2027-04-16","call_iv_pct":43.335476848652384,"put_iv_pct":64.94577928870294}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8c39c1690bd368caba56a945547e6a20b00e94f082b0223aae41e01dadb57821","captured_at":"2026-10-22T16:06:44.448128+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":"JBGS","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"b9382296b025763a9fe584c6fdd496d44f9d87a75708b069b85c9934a2f0ed8a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d38c9964f73053badda8e6bc6b93b876dc75b94cd4120c6efc57049657bc0b5c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"197e5d4e8ca2f99270e02724445459bc18e84dc9241a0a1f70c282b883de5744"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"7266b70bd4d6e8c794437d78518f8ca370515381c96cb463dfdc4cee9c07aaf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"73a9af1073a4862fab5ecc22d9a9690a1fa162a2487934858e7462d55dca60c3"}]},{"symbol":"JBGS","date":"2026-10-21","iv_pct":77.60526680535386,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":126.14976744186049,"put_iv_pct":66.65366357804704},{"expiry":"2026-12-18","call_iv_pct":89.13974713319612,"put_iv_pct":71.7644754716981},{"expiry":"2027-01-15","call_iv_pct":77.52030581039755,"put_iv_pct":67.65748577167727},{"expiry":"2027-04-16","call_iv_pct":60.20456802383317,"put_iv_pct":61.75212121212121}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2b429891fde6bc7785016f2cb73a8b75ab1da25a679e25da30b7000ee9849acf","captured_at":"2026-10-22T16:06:43.021483+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":"JBGS","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"096871e03a7c31bb25aa4f136696a3d09b2739c56da7d6fe1a3bfbc4b8100b26"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"d38c9964f73053badda8e6bc6b93b876dc75b94cd4120c6efc57049657bc0b5c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"197e5d4e8ca2f99270e02724445459bc18e84dc9241a0a1f70c282b883de5744"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"7266b70bd4d6e8c794437d78518f8ca370515381c96cb463dfdc4cee9c07aaf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"73a9af1073a4862fab5ecc22d9a9690a1fa162a2487934858e7462d55dca60c3"}]},{"symbol":"JBGS","date":"2026-10-23","iv_pct":71.86362878026486,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":108.32530332681019,"put_iv_pct":92.47728956687551},{"expiry":"2026-12-18","call_iv_pct":68.14723589001447,"put_iv_pct":71.76948257655755},{"expiry":"2027-01-15","call_iv_pct":47.25525522041764,"put_iv_pct":68.98538650306747},{"expiry":"2027-04-16","call_iv_pct":53.036838833094215,"put_iv_pct":64.9122383252818}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JBGS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"85f483f791a9ee3e45fa6d60860eea5beba86bf0c13bb7d50c661c93b031e6e5","captured_at":"2026-10-24T02:55:01.279295+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":"JBGS","date":"2026-10-23","format":"json"},"source_hash":"7745cbe795bde1507ff92d29a135b77e61af72f6c8279d829d3a418a44597df4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"4abaf0390c7a376a9da2281f49539a8b28672c677b3b7f165ebf588a3443e21e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"0d2c5f636edc84683568bca06319395e8b606fd97484b9ea9d1a26761b4d4a0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"ce6d1000860d6e6394681951b5732937af03813847386c76a8e44fe95920777b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JBGS","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":"a4d23f414cd2c5e1e1f6302117cfb51c4e19f98ec6ffe1186c62bd3432feae6c"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/JBGS","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":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":54.385568828458574,"put_call_skew_pp":-2.8822013262435657,"implied_move_pct":27.12748572798367,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"960049d758cfe35111fabb07267eb36a923452d1fbd0cfcdd16d407b2b0e0b58","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":55.34636242549118,"put_call_skew_pp":-13.595254868268444,"implied_move_pct":27.930583233726125,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9a5f283e5d3280c5c819f6a35349f991b67c4cb3add2db8e15d9837fb4c63c2f","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":56.88698285401779,"put_call_skew_pp":-2.6998786053709374,"implied_move_pct":28.20655819784041,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"73bc75a52a0056fcd91612c735db38b8c13e2f6ccea724e7e08f93590944e217","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":50.160464525741446,"put_call_skew_pp":-4.805863866028748,"implied_move_pct":26.125876760700663,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0021d3404d786ed16f75b1c011428ae83515e49b4015e10a44bf1a8ec48cd43d","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":53.507995055010134,"put_call_skew_pp":0.04672307807807918,"implied_move_pct":26.486619090805625,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"caaeb28f040b1791ac255ca78a717c6d68afdbc408ed50a159697457ff956cb0","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":67.23712082238453,"put_call_skew_pp":-21.875925648900477,"implied_move_pct":30.956649054176186,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cb650cffb90074519b102b172b968f5fef4e45338d210ae5b87de7283e224589","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":54.58578812675692,"put_call_skew_pp":3.958592784783294,"implied_move_pct":26.081293945857293,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5936521f1bad93e7c8fb07356263bd96433ab144b2915b999bffdf64e351342a","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":70.96335975389692,"put_call_skew_pp":-2.7134577766553996,"implied_move_pct":30.728684116467065,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ca021f5563971c485238f93e1de31511f3e7821bee35e56b92149f3252567f0e","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-04-16"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":68.08590687502817,"put_call_skew_pp":-1.3116164577566316,"implied_move_pct":32.72891729326079,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"35f2a1ae68c6f78ae65105346425cf1a0144296a0be8458a44306db800dc711a","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":66.50058669706274,"put_call_skew_pp":-10.580461261591823,"implied_move_pct":30.02548896099664,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf683bbaca1d9bbc67f3d7a14e49560c0a7734eacba1f0423407d5ccd170a18e","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":69.47317493560875,"put_call_skew_pp":-14.775979031414442,"implied_move_pct":31.365552197936776,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b7c4beaef0eacc69e34e465b9fedb830716e0224a5b3c9ac336a63cb46f75b66","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":60.052058823164344,"put_call_skew_pp":22.64535154214886,"implied_move_pct":24.146716565686972,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7269762c3823bde50b712d7d862cef39810ac71dde042bee428499d568a24d8b","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":108.37611506092705,"put_call_skew_pp":-19.173586880890667,"implied_move_pct":30.121896769132654,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"411fa8f92a6763a7d52e5cb5935166ddaf7a859eb4799019f70ed9d916121d25","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-04-16"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":65.13386749227048,"put_call_skew_pp":-3.0538504381295155,"implied_move_pct":29.653693071369766,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8c39c1690bd368caba56a945547e6a20b00e94f082b0223aae41e01dadb57821","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":77.60526680535386,"put_call_skew_pp":-21.296660593935925,"implied_move_pct":34.339831565354515,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2b429891fde6bc7785016f2cb73a8b75ab1da25a679e25da30b7000ee9849acf","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":71.86362878026486,"put_call_skew_pp":5.344940925361458,"implied_move_pct":30.9713217147715,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"85f483f791a9ee3e45fa6d60860eea5beba86bf0c13bb7d50c661c93b031e6e5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}