{"schemaVersion":1,"symbol":"JMBS","days":90,"observations":[{"symbol":"JMBS","expiry":"2026-11-20","observed_at":"2026-10-21T19:58:46.627000+00:00","captured_at":"2026-10-22T06:13:21.978Z","last_trade_at":"2026-10-22T00:00:00.050638828Z","price":42.82,"iv_pct":20.155309497226096,"implied_move_pct":4.5882834049130174,"put_call_skew_pp":-5.91288231627955,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JMBS","source_hash":"b609b48dd5307fc2f5f3182df5ae41522f69aa398ac1c6bc7dbae959d28676c1"},{"symbol":"JMBS","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:15.030000+00:00","captured_at":"2026-10-22T20:45:29.782Z","last_trade_at":"2026-10-22T20:10:00.003161285Z","price":43.22,"iv_pct":21.05463780526462,"implied_move_pct":4.725981805272641,"put_call_skew_pp":-5.642737628449507,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JMBS","source_hash":"3d05df7077cd681df06d95f26b6b0697c835e0cd235af1f99bf1fb3597f6ee89"},{"symbol":"JMBS","expiry":"2026-11-20","observed_at":"2026-10-23T19:49:21.401000+00:00","captured_at":"2026-10-23T21:07:12.588Z","last_trade_at":"2026-10-23T20:10:00.003286294Z","price":43.17,"iv_pct":20.910166974358674,"implied_move_pct":4.603504462709127,"put_call_skew_pp":-5.7945247288507975,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JMBS","source_hash":"e05923eefc1cb33bfd1d9607fc6c7028d0c4106f1765e0339d06559a047baea5"},{"symbol":"JMBS","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:05.823000+00:00","captured_at":"2026-10-27T01:33:36.710Z","last_trade_at":"2026-10-27T00:00:00.017418556Z","price":43.28,"iv_pct":22.116864644323524,"implied_move_pct":4.586532464209634,"put_call_skew_pp":-5.708154528215481,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JMBS","source_hash":"f5695319543b39425f34a00643c8a12d5562befb55e429840bd7b2102586708b"},{"symbol":"JMBS","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:58.288000+00:00","captured_at":"2026-10-27T19:58:36.448Z","last_trade_at":"2026-10-27T19:58:20.864815056Z","price":43.35,"iv_pct":22.33169100152372,"implied_move_pct":4.562878427090389,"put_call_skew_pp":2.4184062620353886,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JMBS","source_hash":"acf990e66f80d6598c1213d97f2d446ca28da3ea0a475741a529c37a67a99c04"},{"symbol":"JMBS","expiry":"2026-11-20","observed_at":"2026-10-29T19:49:58.356000+00:00","captured_at":"2026-10-29T20:04:46.451Z","last_trade_at":"2026-10-29T20:00:00.140597687Z","price":43.4,"iv_pct":22.736512091111,"implied_move_pct":4.42466705657686,"put_call_skew_pp":-5.958678746729673,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JMBS","source_hash":"cfdd7bfa51e61caabc08e02ab592b634309777fdf648dedd8a5a49a44be06d28"},{"symbol":"JMBS","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:58.269000+00:00","captured_at":"2026-10-30T21:37:37.147Z","last_trade_at":"2026-10-30T21:27:00.581126457Z","price":43.3,"iv_pct":23.143063594058088,"implied_move_pct":4.395448649847234,"put_call_skew_pp":-6.203451722359748,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JMBS","source_hash":"ee874d540c873955a959f9a870aa15d7c24caa0fd43fe23479339888259d3f86"},{"symbol":"JMBS","expiry":"2026-11-20","observed_at":"2026-11-03T20:49:58.107000+00:00","captured_at":"2026-11-03T20:52:47.227Z","last_trade_at":"2026-11-03T20:52:20.39502955Z","price":43.315,"iv_pct":25.42558525072529,"implied_move_pct":4.331264195374185,"put_call_skew_pp":33.79789632821959,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/JMBS","source_hash":"1f54bdcd5edd2ed46ddf9584ef90887fdd77733357d949dc48ae7c1eeb9ba529"}],"dailyIv":[{"symbol":"JMBS","date":"2026-08-10","iv_pct":16.65965600516163,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":26.799014084507043,"put_iv_pct":24.309287974683542},{"expiry":"2026-09-18","call_iv_pct":15.473976444195175,"put_iv_pct":15.865041459369818},{"expiry":"2026-10-16","call_iv_pct":12.665041829336307,"put_iv_pct":14.247627586206896},{"expiry":"2027-01-15","call_iv_pct":10.45501030927835,"put_iv_pct":13.462248353715896}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8c4158766cec2959a00bd3f55d07d85505e72630bf7009f57faf692d27a4bd52","captured_at":"2026-10-24T19:29:27.653540+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":"JMBS","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"4379805270fc80b28d06bfb853dec47d52672f4ed2d7c06fc8264e10747d08a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"54f813644ec8d42bfc06761df8889657114f7c8acd0dc6004f7f1ac90a9342c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b91ee5fde5a8d385964b5b585d372fb935425959b3e691ebd54b4f2c053fe464"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2d7382bf370798d7b26c15a5b819d6eb12da4459cd74d625316f5d870de1414c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"38cf863190ef5ad4c612226b4b30486f470fec35f3336a9b8f9e1d8a27a1518c"}]},{"symbol":"JMBS","date":"2026-08-11","iv_pct":16.19082536103064,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.048506834910626,"put_iv_pct":25.200762987012986},{"expiry":"2026-09-18","call_iv_pct":14.086227722772277,"put_iv_pct":14.985712025316456},{"expiry":"2026-10-16","call_iv_pct":11.66406015037594,"put_iv_pct":13.55662251655629},{"expiry":"2027-01-15","call_iv_pct":9.804308865586272,"put_iv_pct":13.180401785714285}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7d9b3154fbb1cc43438accc126b135064ff5f1dac026d6431902b3de266da894","captured_at":"2026-10-24T19:29:26.068039+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":"JMBS","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"f458b94d7b5f03884eab82f597cb287c8b63cf19b257dd6cc6a3fe98b30998c7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"54f813644ec8d42bfc06761df8889657114f7c8acd0dc6004f7f1ac90a9342c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b91ee5fde5a8d385964b5b585d372fb935425959b3e691ebd54b4f2c053fe464"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2d7382bf370798d7b26c15a5b819d6eb12da4459cd74d625316f5d870de1414c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"38cf863190ef5ad4c612226b4b30486f470fec35f3336a9b8f9e1d8a27a1518c"}]},{"symbol":"JMBS","date":"2026-08-12","iv_pct":20.645026995202667,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.876360360360366,"put_iv_pct":32.17725612936881},{"expiry":"2026-09-18","call_iv_pct":17.384058056872036,"put_iv_pct":18.147554838709677},{"expiry":"2026-10-16","call_iv_pct":15.404930875576037,"put_iv_pct":15.346666666666668},{"expiry":"2027-01-15","call_iv_pct":15.096603773584908,"put_iv_pct":17.726785260482846}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d210347eaf8cee6b218ad91ff376d82b3442d3c1188674412324bc3b55ca7db4","captured_at":"2026-10-24T19:29:24.370666+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":"JMBS","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"5f41f25236c42a350d38c5060777d6b900c30d804aacd065ad905893574a0473"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"54f813644ec8d42bfc06761df8889657114f7c8acd0dc6004f7f1ac90a9342c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b91ee5fde5a8d385964b5b585d372fb935425959b3e691ebd54b4f2c053fe464"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2d7382bf370798d7b26c15a5b819d6eb12da4459cd74d625316f5d870de1414c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"38cf863190ef5ad4c612226b4b30486f470fec35f3336a9b8f9e1d8a27a1518c"}]},{"symbol":"JMBS","date":"2026-08-13","iv_pct":21.27761483110104,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":35.55043035107588,"put_iv_pct":34.423669565217395},{"expiry":"2026-09-18","call_iv_pct":16.95257748776509,"put_iv_pct":18.175},{"expiry":"2026-10-16","call_iv_pct":14.936557773744708,"put_iv_pct":16.807681415929203},{"expiry":"2027-01-15","call_iv_pct":15.218335388409368,"put_iv_pct":18.15666666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4a1aa662c69772964100dc431fdcda8614d2b12f3ac95c8e26c8d5bbdc0656b6","captured_at":"2026-10-24T19:29:22.410135+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":"JMBS","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"ef9488f9fb5b54dfe7e36099f7d8e1575318ade51c1849f2f134455c625a2d50"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"54f813644ec8d42bfc06761df8889657114f7c8acd0dc6004f7f1ac90a9342c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b91ee5fde5a8d385964b5b585d372fb935425959b3e691ebd54b4f2c053fe464"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2d7382bf370798d7b26c15a5b819d6eb12da4459cd74d625316f5d870de1414c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"38cf863190ef5ad4c612226b4b30486f470fec35f3336a9b8f9e1d8a27a1518c"}]},{"symbol":"JMBS","date":"2026-08-14","iv_pct":22.064497193996715,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":38.597726465364126,"put_iv_pct":36.67905913978495},{"expiry":"2026-09-18","call_iv_pct":17.593180272108842,"put_iv_pct":18.301954545454546},{"expiry":"2026-10-16","call_iv_pct":15.499134060295061,"put_iv_pct":17.05715248525695},{"expiry":"2027-01-15","call_iv_pct":14.95119592875318,"put_iv_pct":17.836574654956085}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7404fefbc8ca18d982f7cd8a03bb3617231734548c283d5ae83988cf5369ba04","captured_at":"2026-10-24T19:29:20.558308+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":"JMBS","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"6ff95c1c05a66aacea5bbc36727347359a318eac4dc2d69c72b9c5168735459e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"54f813644ec8d42bfc06761df8889657114f7c8acd0dc6004f7f1ac90a9342c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b91ee5fde5a8d385964b5b585d372fb935425959b3e691ebd54b4f2c053fe464"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2d7382bf370798d7b26c15a5b819d6eb12da4459cd74d625316f5d870de1414c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"38cf863190ef5ad4c612226b4b30486f470fec35f3336a9b8f9e1d8a27a1518c"}]},{"symbol":"JMBS","date":"2026-08-17","iv_pct":25.52399122664694,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":50.82878228782288,"put_iv_pct":49.059405726634246},{"expiry":"2026-09-18","call_iv_pct":18.070599078341015,"put_iv_pct":19.47668161434978},{"expiry":"2026-10-16","call_iv_pct":15.499294117647059,"put_iv_pct":17.593081967213113},{"expiry":"2027-01-15","call_iv_pct":15.199894039735101,"put_iv_pct":18.46419098143236}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"231906465d60752f13e3b5b99b4bcc86d2536f30dd7db2174d680fb432dc5e7a","captured_at":"2026-10-24T19:29:12.530352+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":"JMBS","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"5c6abe7da0910b360cc7c0fd29538283b4c6132ff885a060f105c0b8d42dc421"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"f5e49ec1eeb37507358cdc2743d50ef6cc0798b26e83f305137760fe903ef2a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d65e94e5d789cd72b3cf39870a384b515df5a6cdc4d57d25bbebb1109397d706"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a16aac4b11d23f24fe562ec8f63674765b7c4abc456a14db6ea87b4957b48f9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1814ab3efd1ee915fd96553f2aa45d6815e206b45ebd23a97797187125043c4f"}]},{"symbol":"JMBS","date":"2026-08-18","iv_pct":27.509941530457684,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":58.065106382978726,"put_iv_pct":56.800590163934416},{"expiry":"2026-09-18","call_iv_pct":18.13724709784411,"put_iv_pct":20.082000000000004},{"expiry":"2026-10-16","call_iv_pct":15.3422,"put_iv_pct":18.064508474576268},{"expiry":"2027-01-15","call_iv_pct":14.887799479166663,"put_iv_pct":18.70008064516129}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"54309f5f481fe84cc4ccca721cb043cb05e826e3198e8479266015bcbe181882","captured_at":"2026-10-24T19:29:10.954204+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":"JMBS","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"065c296b0f627c4d70d93858a1b563b8539b4d72c547c608fb7458da78fe803c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"f5e49ec1eeb37507358cdc2743d50ef6cc0798b26e83f305137760fe903ef2a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d65e94e5d789cd72b3cf39870a384b515df5a6cdc4d57d25bbebb1109397d706"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a16aac4b11d23f24fe562ec8f63674765b7c4abc456a14db6ea87b4957b48f9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1814ab3efd1ee915fd96553f2aa45d6815e206b45ebd23a97797187125043c4f"}]},{"symbol":"JMBS","date":"2026-08-19","iv_pct":30.470301406170794,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":68.31195979899498,"put_iv_pct":71.43014953271027},{"expiry":"2026-09-18","call_iv_pct":17.449675354366715,"put_iv_pct":20.180480565371024},{"expiry":"2026-10-16","call_iv_pct":14.687644059153493,"put_iv_pct":18.240108695652175},{"expiry":"2027-01-15","call_iv_pct":14.96011627906977,"put_iv_pct":18.502276964047937}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"32e803814c47e77256aeb4b3c036106bb551cbb9a1ce70fd0e073b0d08d8c42d","captured_at":"2026-10-24T19:29:09.417727+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":"JMBS","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"21897f65f9b48cdf6ac89ec0c0b3bd108b77eac5b14dfa192626deb6662fa492"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"f5e49ec1eeb37507358cdc2743d50ef6cc0798b26e83f305137760fe903ef2a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d65e94e5d789cd72b3cf39870a384b515df5a6cdc4d57d25bbebb1109397d706"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a16aac4b11d23f24fe562ec8f63674765b7c4abc456a14db6ea87b4957b48f9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1814ab3efd1ee915fd96553f2aa45d6815e206b45ebd23a97797187125043c4f"}]},{"symbol":"JMBS","date":"2026-08-20","iv_pct":38.2776561771005,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":101.92816410861865,"put_iv_pct":99.14928651685393},{"expiry":"2026-09-18","call_iv_pct":18.276,"put_iv_pct":20.106980519480523},{"expiry":"2026-10-16","call_iv_pct":15.529249394673123,"put_iv_pct":17.887999999999998},{"expiry":"2027-01-15","call_iv_pct":14.956518424396442,"put_iv_pct":18.387050452781374}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9629ca436909864650176189a3827b1d71ca76c249248d7287cd872743b09b66","captured_at":"2026-10-24T19:29:07.134579+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":"JMBS","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"287ac78fa1b81905b246388cc785da3f393321bd4bbdb81a91b4c4f9d833a7c2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"f5e49ec1eeb37507358cdc2743d50ef6cc0798b26e83f305137760fe903ef2a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d65e94e5d789cd72b3cf39870a384b515df5a6cdc4d57d25bbebb1109397d706"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a16aac4b11d23f24fe562ec8f63674765b7c4abc456a14db6ea87b4957b48f9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1814ab3efd1ee915fd96553f2aa45d6815e206b45ebd23a97797187125043c4f"}]},{"symbol":"JMBS","date":"2026-08-21","iv_pct":17.38022902613597,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":18.86070303712036,"put_iv_pct":20.047770228536134},{"expiry":"2026-10-16","call_iv_pct":15.509442724458205,"put_iv_pct":17.88322891566265},{"expiry":"2027-01-15","call_iv_pct":14.921321243523316,"put_iv_pct":18.09389236545682},{"expiry":"2027-04-16","call_iv_pct":16.055731343283583,"put_iv_pct":17.6697423510467}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b27b28097e5a927a1cd5a8477a912f72f7b5e930d3b66ae8181ace8c724751a0","captured_at":"2026-10-24T19:29:03.572963+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":"JMBS","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"7a9e92d1f7f3fdffcecb8ea7c48f7cba6d467ffb81f7bf8b12743638f6cde5fa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d65e94e5d789cd72b3cf39870a384b515df5a6cdc4d57d25bbebb1109397d706"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a16aac4b11d23f24fe562ec8f63674765b7c4abc456a14db6ea87b4957b48f9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1814ab3efd1ee915fd96553f2aa45d6815e206b45ebd23a97797187125043c4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0b6e6b4be65e461cf28383e3bac1e340baab80e8176961e4159e00b0b3d75928"}]},{"symbol":"JMBS","date":"2026-08-24","iv_pct":17.847759767291834,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.61043022035677,"put_iv_pct":22.22595744680851},{"expiry":"2026-10-16","call_iv_pct":15.623916811091853,"put_iv_pct":18.18995090016367},{"expiry":"2027-01-15","call_iv_pct":14.952150803461064,"put_iv_pct":18.605509677419356},{"expiry":"2027-04-16","call_iv_pct":15.630669456066945,"put_iv_pct":17.943492822966505}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b3b9cfa4edfcbc8f10e765e3ddd11c83df647eed95315765003efccdb339a938","captured_at":"2026-10-24T19:28:54.738147+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":"JMBS","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"e7b4a776efb303aafa44cf50cf766c02f7f3c5ca3725ba0b63282a3e126e7d89"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"63973a10de3613003c84fc1c9ed40e0c11c438e18f89443d0571461c1067f5fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"5979b01ee48f6ccfcdab4b6c5ceee80b245817fcfed940e0a2784a56765cdd6f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"edbcff0c45c4ab4c8a15fe4ba776accbef68676d7c0543dfb462e38cc70a75a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c2739c2ce2a8259e4748114366acdaff2a6ab5b9f0823c5737767752264b5cf5"}]},{"symbol":"JMBS","date":"2026-08-25","iv_pct":17.59486750817542,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":19.298170055452864,"put_iv_pct":21.926947819871337},{"expiry":"2026-10-16","call_iv_pct":14.954244648318044,"put_iv_pct":18.106387394312065},{"expiry":"2027-01-15","call_iv_pct":14.715625,"put_iv_pct":18.621451187335094},{"expiry":"2027-04-16","call_iv_pct":15.44451851851852,"put_iv_pct":17.691595441595442}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2f9ee59de4ffbefa115e93f02486b5680c66f4a95f683ba246d690d1b48f3fed","captured_at":"2026-10-24T19:28:52.610972+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":"JMBS","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"b77e17370c0cb505a8e62683d18f0fca433fdb53b2ed691987dfbc8434d8cff0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"63973a10de3613003c84fc1c9ed40e0c11c438e18f89443d0571461c1067f5fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"5979b01ee48f6ccfcdab4b6c5ceee80b245817fcfed940e0a2784a56765cdd6f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"edbcff0c45c4ab4c8a15fe4ba776accbef68676d7c0543dfb462e38cc70a75a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c2739c2ce2a8259e4748114366acdaff2a6ab5b9f0823c5737767752264b5cf5"}]},{"symbol":"JMBS","date":"2026-08-26","iv_pct":17.852077251989442,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":20.14706887622993,"put_iv_pct":22.586901217861975},{"expiry":"2026-10-16","call_iv_pct":15.524683406113537,"put_iv_pct":18.341280133000833},{"expiry":"2027-01-15","call_iv_pct":14.758103448275865,"put_iv_pct":18.252595419847328},{"expiry":"2027-04-16","call_iv_pct":15.554912959381042,"put_iv_pct":17.651072555205047}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8ad88226b3c4517e834e9c60ad5d753fe91d3d5f8e1ddd5476614397acb39cf4","captured_at":"2026-10-24T19:28:50.826677+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":"JMBS","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"d6fcdf11e972fb06eb92ff6d893bdb202c007f7d904abccff8fc9f4611de9eb1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"63973a10de3613003c84fc1c9ed40e0c11c438e18f89443d0571461c1067f5fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"5979b01ee48f6ccfcdab4b6c5ceee80b245817fcfed940e0a2784a56765cdd6f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"edbcff0c45c4ab4c8a15fe4ba776accbef68676d7c0543dfb462e38cc70a75a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c2739c2ce2a8259e4748114366acdaff2a6ab5b9f0823c5737767752264b5cf5"}]},{"symbol":"JMBS","date":"2026-08-27","iv_pct":17.87724653212605,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":20.965733333333333,"put_iv_pct":22.53438157894737},{"expiry":"2026-10-16","call_iv_pct":15.388956158663882,"put_iv_pct":18.054373464373466},{"expiry":"2027-01-15","call_iv_pct":14.842592592592593,"put_iv_pct":18.053341553637484},{"expiry":"2027-04-16","call_iv_pct":15.595060728744938,"put_iv_pct":17.58353284671533}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc809c6425cafe566aad956e0cddad48163a0d483bafaa0d663e13e0e2214c56","captured_at":"2026-10-24T19:28:49.017611+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":"JMBS","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"685d4be1833d0687406cafea71e8136fee878fbfb694a13ce9885c05dafffcb3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"63973a10de3613003c84fc1c9ed40e0c11c438e18f89443d0571461c1067f5fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"5979b01ee48f6ccfcdab4b6c5ceee80b245817fcfed940e0a2784a56765cdd6f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"edbcff0c45c4ab4c8a15fe4ba776accbef68676d7c0543dfb462e38cc70a75a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c2739c2ce2a8259e4748114366acdaff2a6ab5b9f0823c5737767752264b5cf5"}]},{"symbol":"JMBS","date":"2026-08-28","iv_pct":18.00187008963301,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":21.818179271708683,"put_iv_pct":23.008074074074074},{"expiry":"2026-10-16","call_iv_pct":16.069488799540498,"put_iv_pct":17.526404494382025},{"expiry":"2027-01-15","call_iv_pct":15.142587500000001,"put_iv_pct":17.744364508393286},{"expiry":"2027-04-16","call_iv_pct":15.848965517241378,"put_iv_pct":16.856896551724137}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b2119502abbc47ec97356cae6488e4c2e62e8b47414c17d4e8dfe8992976909b","captured_at":"2026-10-24T19:28:47.192184+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":"JMBS","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"7a6bf6ab2e5ebb2cd73d6d65ead70e99342f7f3cf4764275e89060b8d8fe9fed"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"63973a10de3613003c84fc1c9ed40e0c11c438e18f89443d0571461c1067f5fa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"5979b01ee48f6ccfcdab4b6c5ceee80b245817fcfed940e0a2784a56765cdd6f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"edbcff0c45c4ab4c8a15fe4ba776accbef68676d7c0543dfb462e38cc70a75a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c2739c2ce2a8259e4748114366acdaff2a6ab5b9f0823c5737767752264b5cf5"}]},{"symbol":"JMBS","date":"2026-08-31","iv_pct":18.52778103555937,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.311714285714285,"put_iv_pct":23.061647999999998},{"expiry":"2026-10-16","call_iv_pct":16.76355017301038,"put_iv_pct":17.937520661157023},{"expiry":"2027-01-15","call_iv_pct":14.774407713498624,"put_iv_pct":17.852274285714284},{"expiry":"2027-04-16","call_iv_pct":15.89828885400314,"put_iv_pct":17.622844311377246}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b64f4e720bb41524c9b6500dece6b7e4c0ca87f4bcc42f88a2c33fef2805065","captured_at":"2026-10-24T19:28:00.805160+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":"JMBS","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"a56b63a0ea9ba46ef94de2b109c324811883fbd18a3581bf09ee3f2758f13350"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"5ec0f37b767ba085586ebf05b0a427b9af6303dfa41cb5f7f3b0858c2030b0ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"6e69d46205054164429ddb339bf44fc19ee2d4cbcbc31303f049f59ebd80a715"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"21469d7ab20f9d768349a834ee87b727b260d28c7ac42f886c75f48d7137ab2c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"cdcdda09bcd97fd936bc4b24e4e7aa6223aec6e5cfc9c5363783a95c056c654e"}]},{"symbol":"JMBS","date":"2026-09-01","iv_pct":18.510781101766117,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.30970588235294,"put_iv_pct":23.083981792046},{"expiry":"2026-10-16","call_iv_pct":17.196371951219515,"put_iv_pct":17.609285714285715},{"expiry":"2027-01-15","call_iv_pct":15.167789678675755,"put_iv_pct":17.465693430656938},{"expiry":"2027-04-16","call_iv_pct":16.10226289517471,"put_iv_pct":17.15115746971736}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"af1a36b4f36d6cb5e83ee71cdebce57cc59f323cbedb4cae7f97520589e76549","captured_at":"2026-10-24T19:27:55.770919+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":"JMBS","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"52ceee1bb2f8d9ee4c08ddae9a894b221c1d04723981f268ef10eef3a24cc882"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0c1096357f0c49a9cb05807fc25f66011a11cfe3d31b93983d24b7daf6fedd21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"74d664384debf54549f5e9cbf23f5e4f14016a5bf1f7c0d8cc24816bd123b838"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"84b7e89c70c00bb802e4ea0b45955db020fad5099db9e3d71eacb2393a5a0469"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"849ad305c949d976a028c4f185aaf3ef92a72be94fa87128c9038587990f71b3"}]},{"symbol":"JMBS","date":"2026-09-02","iv_pct":18.869623369129705,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.989911373707532,"put_iv_pct":24.620403679100665},{"expiry":"2026-10-16","call_iv_pct":16.592041998551778,"put_iv_pct":18.18594046008119},{"expiry":"2027-01-15","call_iv_pct":14.832106244175208,"put_iv_pct":18.036557788944723},{"expiry":"2027-04-16","call_iv_pct":15.899767441860465,"put_iv_pct":17.800257966616083}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0d0c9a3d2dcc347cd5a65514c16fa9885772b211edad033245d277c2c5775ef1","captured_at":"2026-10-24T19:27:54.280639+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":"JMBS","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"76699f479dd7132209bc9112240a3ea95a5f7c407a7aed3683863ec2e649a688"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0c1096357f0c49a9cb05807fc25f66011a11cfe3d31b93983d24b7daf6fedd21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"74d664384debf54549f5e9cbf23f5e4f14016a5bf1f7c0d8cc24816bd123b838"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"84b7e89c70c00bb802e4ea0b45955db020fad5099db9e3d71eacb2393a5a0469"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"849ad305c949d976a028c4f185aaf3ef92a72be94fa87128c9038587990f71b3"}]},{"symbol":"JMBS","date":"2026-09-03","iv_pct":19.021287423451785,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.814846368715084,"put_iv_pct":24.73469172932331},{"expiry":"2026-10-16","call_iv_pct":17.184902506963788,"put_iv_pct":17.50927517639512},{"expiry":"2027-01-15","call_iv_pct":14.75581784386617,"put_iv_pct":17.46709717097171},{"expiry":"2027-04-16","call_iv_pct":16.03727272727273,"put_iv_pct":17.666395864106352}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c1b35dd0c04a20a237983f33b852fd504ab4e28d7d739e499ec162d8e91201b3","captured_at":"2026-10-24T19:27:52.516825+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":"JMBS","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"7b7958d1b844bd4d5270dc600ebe20a5d4eba3094c49bc28cfd6cbd338ae1751"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0c1096357f0c49a9cb05807fc25f66011a11cfe3d31b93983d24b7daf6fedd21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"74d664384debf54549f5e9cbf23f5e4f14016a5bf1f7c0d8cc24816bd123b838"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"84b7e89c70c00bb802e4ea0b45955db020fad5099db9e3d71eacb2393a5a0469"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"849ad305c949d976a028c4f185aaf3ef92a72be94fa87128c9038587990f71b3"}]},{"symbol":"JMBS","date":"2026-09-04","iv_pct":19.31992086589118,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.443780744905133,"put_iv_pct":25.717323575535804},{"expiry":"2026-10-16","call_iv_pct":17.191331010452963,"put_iv_pct":17.84794642857143},{"expiry":"2027-01-15","call_iv_pct":14.832637362637364,"put_iv_pct":17.932998745294856},{"expiry":"2027-04-16","call_iv_pct":15.913290322580645,"put_iv_pct":17.68005873715125}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6a55399dd2e91dbff39b763c9d6f269dbe0e9bd7af387e74251faa793771a812","captured_at":"2026-10-24T19:27:50.557500+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":"JMBS","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"781cc3a768727ecc90e02052919798169ca82a44f674e408bdf579fe186b82cf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0c1096357f0c49a9cb05807fc25f66011a11cfe3d31b93983d24b7daf6fedd21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"74d664384debf54549f5e9cbf23f5e4f14016a5bf1f7c0d8cc24816bd123b838"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"84b7e89c70c00bb802e4ea0b45955db020fad5099db9e3d71eacb2393a5a0469"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"849ad305c949d976a028c4f185aaf3ef92a72be94fa87128c9038587990f71b3"}]},{"symbol":"JMBS","date":"2026-09-08","iv_pct":20.318186948123557,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":31.64459641255605,"put_iv_pct":29.211051149694985},{"expiry":"2026-10-16","call_iv_pct":17.52951798561151,"put_iv_pct":17.963384982121575},{"expiry":"2027-01-15","call_iv_pct":15.112779369627507,"put_iv_pct":17.471897983392644},{"expiry":"2027-04-16","call_iv_pct":15.930113636363636,"put_iv_pct":17.68215406562054}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0865fb0c933b9c5778f4ebd7c61ba6e7d8775496a892b95bc16406c0114bf45a","captured_at":"2026-10-24T19:27:41.185399+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":"JMBS","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"473dbb6de5bf2f2f05cd133b19a453cb4fb05f41c4a4a1374702d2971bfc161f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c5deb2d8d73fad550e79350d766be11bcfc13962c82452f513cd7b1c5d0c37a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8d8781e484d47ff6286c8bc8ea69da613f06c80f30b0be9d9614fb2024d646a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"46c72228e4c43fba5d3aebf7ff776f5baba8b9df6636bff733d03df78cde30a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7995353ea17e99401a1710f6bb7ee88c6707c4c58fdaf68181a39afceeabbe19"}]},{"symbol":"JMBS","date":"2026-09-09","iv_pct":20.4440537454635,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.6377027027027,"put_iv_pct":30.012586588061897},{"expiry":"2026-10-16","call_iv_pct":17.05430176565008,"put_iv_pct":17.72719408081958},{"expiry":"2027-01-15","call_iv_pct":15.098948412698412,"put_iv_pct":17.53085253456221},{"expiry":"2027-04-16","call_iv_pct":15.843913043478262,"put_iv_pct":17.64693083573487}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e9bdc6f04ccf71e308a400c433421c6ddd502d8f9168810bb4138880c6628012","captured_at":"2026-10-24T19:27:39.589590+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":"JMBS","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"fe81d3a49ff0bfec351f78f416f851d43d5d53006fdfcc81f15d679b222f06fa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c5deb2d8d73fad550e79350d766be11bcfc13962c82452f513cd7b1c5d0c37a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8d8781e484d47ff6286c8bc8ea69da613f06c80f30b0be9d9614fb2024d646a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"46c72228e4c43fba5d3aebf7ff776f5baba8b9df6636bff733d03df78cde30a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7995353ea17e99401a1710f6bb7ee88c6707c4c58fdaf68181a39afceeabbe19"}]},{"symbol":"JMBS","date":"2026-09-10","iv_pct":21.846630037616897,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":36.42018728717367,"put_iv_pct":34.95238041643219},{"expiry":"2026-10-16","call_iv_pct":17.848950930626057,"put_iv_pct":18.682717913520932},{"expiry":"2027-01-15","call_iv_pct":15.257857142857139,"put_iv_pct":17.682249443207127},{"expiry":"2027-04-16","call_iv_pct":16.23511821974965,"put_iv_pct":17.693578947368422}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7ef48fa1e8a32d8f5d4ce580d149bda3ef530725f9182c4aee7206ef3323552e","captured_at":"2026-10-24T19:27:37.437130+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":"JMBS","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"423265279888344b996164e31dd74ca06c66ba96466d90a2fe03471b54cbe2d3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c5deb2d8d73fad550e79350d766be11bcfc13962c82452f513cd7b1c5d0c37a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8d8781e484d47ff6286c8bc8ea69da613f06c80f30b0be9d9614fb2024d646a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"46c72228e4c43fba5d3aebf7ff776f5baba8b9df6636bff733d03df78cde30a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7995353ea17e99401a1710f6bb7ee88c6707c4c58fdaf68181a39afceeabbe19"}]},{"symbol":"JMBS","date":"2026-09-11","iv_pct":22.535707283263868,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":39.32595392793857,"put_iv_pct":36.99486276540653},{"expiry":"2026-10-16","call_iv_pct":18.37741169658367,"put_iv_pct":18.51789306174411},{"expiry":"2027-01-15","call_iv_pct":15.196473551637277,"put_iv_pct":17.73592356687898},{"expiry":"2027-04-16","call_iv_pct":16.414133915574965,"put_iv_pct":17.723005780346817}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"45fe5f47e00f636c03347aaffb86794c0303f1821614176ef44cb92797a7871d","captured_at":"2026-10-24T19:27:35.631095+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":"JMBS","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"4cf06b7f34319aef3b723f73148f16f5729c74c85746a5ce7b0ae9861e8a7707"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c5deb2d8d73fad550e79350d766be11bcfc13962c82452f513cd7b1c5d0c37a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8d8781e484d47ff6286c8bc8ea69da613f06c80f30b0be9d9614fb2024d646a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"46c72228e4c43fba5d3aebf7ff776f5baba8b9df6636bff733d03df78cde30a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7995353ea17e99401a1710f6bb7ee88c6707c4c58fdaf68181a39afceeabbe19"}]},{"symbol":"JMBS","date":"2026-09-14","iv_pct":25.962194623081597,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":51.99214070956104,"put_iv_pct":49.848473852721455},{"expiry":"2026-10-16","call_iv_pct":18.424815864022666,"put_iv_pct":19.447758945386067},{"expiry":"2027-01-15","call_iv_pct":15.17,"put_iv_pct":18.360144605116798},{"expiry":"2027-04-16","call_iv_pct":16.160606936416187,"put_iv_pct":18.293616071428573}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1f4b7e089ae4316ba9d0a4fbdc3edc9725dccb5476c9202bc92a8371c799fc6b","captured_at":"2026-10-24T19:27:33.843812+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":"JMBS","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"156b9c7955133f3ff6baf11b944c9aaf6a6eadb42f0e9b5d96524b6166def199"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c5deb2d8d73fad550e79350d766be11bcfc13962c82452f513cd7b1c5d0c37a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8d8781e484d47ff6286c8bc8ea69da613f06c80f30b0be9d9614fb2024d646a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"46c72228e4c43fba5d3aebf7ff776f5baba8b9df6636bff733d03df78cde30a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7995353ea17e99401a1710f6bb7ee88c6707c4c58fdaf68181a39afceeabbe19"}]},{"symbol":"JMBS","date":"2026-09-15","iv_pct":28.24283119959869,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":60.36803680981595,"put_iv_pct":57.54356382978724},{"expiry":"2026-10-16","call_iv_pct":18.859363057324842,"put_iv_pct":20.62727153188692},{"expiry":"2027-01-15","call_iv_pct":15.22846733668342,"put_iv_pct":18.77301969365427},{"expiry":"2027-04-16","call_iv_pct":16.22868804664723,"put_iv_pct":18.31423929098966}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6b108c9f217493cf8208c5a2361124aa37022e04e71c86b98b26f85f03fc7919","captured_at":"2026-10-24T19:27:22.687403+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":"JMBS","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"f30e2f2119bfe1ddd30ce33b433cd235a40aa9f4eb6ebd350d6ae54f409c397b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3dfc51c9c9510cbf95b631274af137c3cb15c1f8370b537581d6a4af0e53e3e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0f7134f2aa8e658da2fcc2aaa34bfc00b251046b195c64426251577cc861692f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2557f895563523ae53085a90fc4fa67b289fb00f61c91e2f61e2a84be2b84142"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d8f848fa86ed77f3240c620d39640687500e17b711e7097267f1a3a186f8ff5a"}]},{"symbol":"JMBS","date":"2026-09-16","iv_pct":31.241209682138184,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":75.02971794871796,"put_iv_pct":67.94377110694184},{"expiry":"2026-10-16","call_iv_pct":19.3188622754491,"put_iv_pct":19.472301820317085},{"expiry":"2027-01-15","call_iv_pct":15.345858064516127,"put_iv_pct":18.177458506224063},{"expiry":"2027-04-16","call_iv_pct":16.333183856502238,"put_iv_pct":18.30852387843705}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e0ad87780fbddb1f06eb9213d708a8f6da03465666fc76f1282debfb2b5acf43","captured_at":"2026-10-24T19:27:21.068878+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":"JMBS","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"ddc814fa1d01f540685689d00f602a355c88583dcd91d0573cb92fe4a5820c3b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3dfc51c9c9510cbf95b631274af137c3cb15c1f8370b537581d6a4af0e53e3e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0f7134f2aa8e658da2fcc2aaa34bfc00b251046b195c64426251577cc861692f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2557f895563523ae53085a90fc4fa67b289fb00f61c91e2f61e2a84be2b84142"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d8f848fa86ed77f3240c620d39640687500e17b711e7097267f1a3a186f8ff5a"}]},{"symbol":"JMBS","date":"2026-09-17","iv_pct":38.72919423068429,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":100.14904761904762,"put_iv_pct":103.30708514605345},{"expiry":"2026-10-16","call_iv_pct":18.184634146341462,"put_iv_pct":21.01970983722576},{"expiry":"2026-11-20","call_iv_pct":15.268413173652695,"put_iv_pct":18.245324881141045},{"expiry":"2027-01-15","call_iv_pct":15.226996699669968,"put_iv_pct":18.43234234234234}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc854b77fa26548f5913c41b94e4b8b650f0f45902ab34475218327bc35bb2cf","captured_at":"2026-10-24T19:27:19.142662+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":"JMBS","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"a1ee553a47aa68129a061ee8c5892d0908a59978e8757c6640af893e8925684e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3dfc51c9c9510cbf95b631274af137c3cb15c1f8370b537581d6a4af0e53e3e9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0f7134f2aa8e658da2fcc2aaa34bfc00b251046b195c64426251577cc861692f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8abc75a1772ae603188d8a21bb5cce280d9cc75d608601bb0e1d2a7eef845d75"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2557f895563523ae53085a90fc4fa67b289fb00f61c91e2f61e2a84be2b84142"}]},{"symbol":"JMBS","date":"2026-09-18","iv_pct":17.83772953097386,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.00375661375661,"put_iv_pct":20.681569115815694},{"expiry":"2026-11-20","call_iv_pct":16.00719391131701,"put_iv_pct":17.694662731871837},{"expiry":"2027-01-15","call_iv_pct":15.385278810408924,"put_iv_pct":18.127669801462904},{"expiry":"2027-04-16","call_iv_pct":16.29502857142857,"put_iv_pct":18.506676691729325}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a96b237ef3fc1ab947d8a7e65f5c324e295bb1af58348555e1c67b7a03c1d70c","captured_at":"2026-10-24T19:27:16.256078+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":"JMBS","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"be671f70c54f83e706c48dce86b0081d03b8782373723bb5cc15ca5916fa4ae9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0f7134f2aa8e658da2fcc2aaa34bfc00b251046b195c64426251577cc861692f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8abc75a1772ae603188d8a21bb5cce280d9cc75d608601bb0e1d2a7eef845d75"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2557f895563523ae53085a90fc4fa67b289fb00f61c91e2f61e2a84be2b84142"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d8f848fa86ed77f3240c620d39640687500e17b711e7097267f1a3a186f8ff5a"}]},{"symbol":"JMBS","date":"2026-09-21","iv_pct":18.050186268294624,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.302107199159224,"put_iv_pct":21.91221928665786},{"expiry":"2026-11-20","call_iv_pct":15.823789156626505,"put_iv_pct":18.03222222222222},{"expiry":"2027-01-15","call_iv_pct":15.397407834101381,"put_iv_pct":18.355387931034485},{"expiry":"2027-04-16","call_iv_pct":15.841968503937007,"put_iv_pct":18.736388012618296}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7245b517126f584591f188199f8bb38b67c54eb8b3c357c2500df72bd090d02a","captured_at":"2026-10-24T19:27:14.433884+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":"JMBS","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"fec8512d09303150c0179726f7e60c077592f1f44c2feb3732a2e0921db260ee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0f7134f2aa8e658da2fcc2aaa34bfc00b251046b195c64426251577cc861692f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8abc75a1772ae603188d8a21bb5cce280d9cc75d608601bb0e1d2a7eef845d75"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2557f895563523ae53085a90fc4fa67b289fb00f61c91e2f61e2a84be2b84142"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d8f848fa86ed77f3240c620d39640687500e17b711e7097267f1a3a186f8ff5a"}]},{"symbol":"JMBS","date":"2026-09-22","iv_pct":18.606454074123704,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.417625523012553,"put_iv_pct":22.923970686209195},{"expiry":"2026-11-20","call_iv_pct":16.02299462044232,"put_iv_pct":18.7410875331565},{"expiry":"2027-01-15","call_iv_pct":15.832019230769228,"put_iv_pct":19.000546075085325},{"expiry":"2027-04-16","call_iv_pct":17.123044096728307,"put_iv_pct":18.790344827586207}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"238accfb927284f0da587ddc16b29fa9b3310d39f54ca5857dee196281da2a06","captured_at":"2026-10-24T19:27:05.136121+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":"JMBS","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"ee535ef102bb9b5c58e9e8c99a99bb01d0e693a26b5e049dfdcb3c0cc35c6b1b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1f4a47e6c2acfe27e52e69ed31ea05dc06e452a8264b3bba2b8a4c3086f0295c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"136130a5964027a5ec66ab4412615c92d1540376bcbda31be7049d35c0a69c87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"35240024109adc7c09aed093b3cbd05a04b9a9c82ed99d3110e9becfe09b109e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"96dde86b24c95cdea463cc90ff1f22be1543e23c3c8cd5d098af6b8570565dc2"}]},{"symbol":"JMBS","date":"2026-09-23","iv_pct":18.2245075395671,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.653006535947718,"put_iv_pct":19.895924736117486},{"expiry":"2026-11-20","call_iv_pct":16.663862392494135,"put_iv_pct":17.093972602739726},{"expiry":"2027-01-15","call_iv_pct":16.26925,"put_iv_pct":17.77133771929825},{"expiry":"2027-04-16","call_iv_pct":17.831139896373056,"put_iv_pct":18.61756643356643}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6b4b55e8659933278dc130ffe25b6f922fee4fa5bab3f15b3c908b345d3fbaa9","captured_at":"2026-10-24T19:27:03.316120+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":"JMBS","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"38b6b4a14ba711fe96bc4ad86f595a6731542d492a6b68ee447ad99c3bd9e5a7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1f4a47e6c2acfe27e52e69ed31ea05dc06e452a8264b3bba2b8a4c3086f0295c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"136130a5964027a5ec66ab4412615c92d1540376bcbda31be7049d35c0a69c87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"35240024109adc7c09aed093b3cbd05a04b9a9c82ed99d3110e9becfe09b109e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"96dde86b24c95cdea463cc90ff1f22be1543e23c3c8cd5d098af6b8570565dc2"}]},{"symbol":"JMBS","date":"2026-09-24","iv_pct":18.402020574245675,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":22.26295882053889,"put_iv_pct":21.051516314779267},{"expiry":"2026-11-20","call_iv_pct":17.027312560856863,"put_iv_pct":16.73892725030826},{"expiry":"2027-01-15","call_iv_pct":16.596503340757238,"put_iv_pct":17.626029702970296},{"expiry":"2027-04-16","call_iv_pct":17.907150837988826,"put_iv_pct":18.005765765765766}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7f1cc43017c28b441e757c9fc485fe427eb3c609061b78ebd4610cfcd33d3a2a","captured_at":"2026-10-24T19:27:01.574080+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":"JMBS","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"509cdd0cfff747de66b1476e126426ed618583e04f49bd43dbe5c409f0242516"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1f4a47e6c2acfe27e52e69ed31ea05dc06e452a8264b3bba2b8a4c3086f0295c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"136130a5964027a5ec66ab4412615c92d1540376bcbda31be7049d35c0a69c87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"35240024109adc7c09aed093b3cbd05a04b9a9c82ed99d3110e9becfe09b109e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"96dde86b24c95cdea463cc90ff1f22be1543e23c3c8cd5d098af6b8570565dc2"}]},{"symbol":"JMBS","date":"2026-09-25","iv_pct":19.00774662237567,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.62876923076923,"put_iv_pct":23.21024986420424},{"expiry":"2026-11-20","call_iv_pct":16.382905692438403,"put_iv_pct":19.517223088923558},{"expiry":"2027-01-15","call_iv_pct":15.83463796477495,"put_iv_pct":19.730541176470588},{"expiry":"2027-04-16","call_iv_pct":17.236115992970124,"put_iv_pct":19.52152996845426}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"84c6c8085d7030afe0c7441ad17c62cdc594eee8c632de389d42c633a3c22015","captured_at":"2026-10-24T19:26:59.673424+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":"JMBS","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"e849c872ddec95aeefbfbd6acfecddb04aae39bb06ea3c22e8bae08c720d0b51"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1f4a47e6c2acfe27e52e69ed31ea05dc06e452a8264b3bba2b8a4c3086f0295c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"136130a5964027a5ec66ab4412615c92d1540376bcbda31be7049d35c0a69c87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"35240024109adc7c09aed093b3cbd05a04b9a9c82ed99d3110e9becfe09b109e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"96dde86b24c95cdea463cc90ff1f22be1543e23c3c8cd5d098af6b8570565dc2"}]},{"symbol":"JMBS","date":"2026-09-28","iv_pct":20.3957040000763,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.08719298245614,"put_iv_pct":27.010151306740028},{"expiry":"2026-11-20","call_iv_pct":17.422127659574468,"put_iv_pct":19.758},{"expiry":"2027-01-15","call_iv_pct":16.817323943661975,"put_iv_pct":19.79858071505959},{"expiry":"2027-04-16","call_iv_pct":17.756084507042257,"put_iv_pct":19.51617088607595}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2b03eac21028e7d7ca714af08f3fd9d6b568afa020096789c48c57c8016accaf","captured_at":"2026-10-24T19:26:55.858292+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":"JMBS","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"38088ab944e124c0dbb2b41d080f7824323dfe460d11221e367eb9c7596acb87"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1f4a47e6c2acfe27e52e69ed31ea05dc06e452a8264b3bba2b8a4c3086f0295c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"136130a5964027a5ec66ab4412615c92d1540376bcbda31be7049d35c0a69c87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"35240024109adc7c09aed093b3cbd05a04b9a9c82ed99d3110e9becfe09b109e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"96dde86b24c95cdea463cc90ff1f22be1543e23c3c8cd5d098af6b8570565dc2"}]},{"symbol":"JMBS","date":"2026-09-29","iv_pct":20.787957522024925,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.07593442622951,"put_iv_pct":28.02176317501626},{"expiry":"2026-11-20","call_iv_pct":17.802635514018693,"put_iv_pct":20.031418803418802},{"expiry":"2027-01-15","call_iv_pct":16.748173913043477,"put_iv_pct":19.61759825327511},{"expiry":"2027-04-16","call_iv_pct":18.002388059701495,"put_iv_pct":20.003748031496063}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c62cb03584cdc3de11e1b5f15366d3a05928ca7fd9c50e722810040e28fa806","captured_at":"2026-10-24T19:26:43.298766+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":"JMBS","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"0b2351609fa26ea7af4ba45387658ff8311718a9b168c9ef978c56b28d771a4c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a7dbd5b15477ee062ac55ca22820f2e328f915e0fd29c17cb3653786cb4d174b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"defb0ceae486d7e29593bddd1e3f212f39b61396ab392fa087deb0b5d1508d4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"20225aa9abe523f588d9ec424db5b27e666e72b3b9c0a3a4bfc909d0cf717f98"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d7c1eb6e8a1a92666e9b8ea59d3a961275921170a9c378d3a25330b7ebc7ec27"}]},{"symbol":"JMBS","date":"2026-09-30","iv_pct":20.633360045047354,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.142972241029113,"put_iv_pct":26.158227717671306},{"expiry":"2026-11-20","call_iv_pct":18.077246790299572,"put_iv_pct":18.75457937088515},{"expiry":"2027-01-15","call_iv_pct":17.315462184873947,"put_iv_pct":18.823999999999998},{"expiry":"2027-04-16","call_iv_pct":18.540325203252035,"put_iv_pct":19.25406685236769}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ad5eb20f1de7b1ccc595669effb09719e1aa8e290ad82e4df57583335c7255cd","captured_at":"2026-10-24T19:26:41.404536+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":"JMBS","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"d3f12f6ef6c36e706e3beafb1c1dfcd678c4144ad1b3b3addc147f953cdd7ec2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a7dbd5b15477ee062ac55ca22820f2e328f915e0fd29c17cb3653786cb4d174b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"defb0ceae486d7e29593bddd1e3f212f39b61396ab392fa087deb0b5d1508d4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"20225aa9abe523f588d9ec424db5b27e666e72b3b9c0a3a4bfc909d0cf717f98"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d7c1eb6e8a1a92666e9b8ea59d3a961275921170a9c378d3a25330b7ebc7ec27"}]},{"symbol":"JMBS","date":"2026-10-01","iv_pct":20.75225641172411,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.649882352941173,"put_iv_pct":27.61746519721578},{"expiry":"2026-11-20","call_iv_pct":17.61455743879473,"put_iv_pct":19.254263322884015},{"expiry":"2027-01-15","call_iv_pct":16.424773609314357,"put_iv_pct":18.891409601634322},{"expiry":"2027-04-16","call_iv_pct":17.890604229607252,"put_iv_pct":20.675095541401276}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"06fe66d593c00cceb007c1c0599e0562e31eee57c8efff5ef0826014fea6ad3a","captured_at":"2026-10-24T19:26:36.195019+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":"JMBS","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"fef8e9f15c6c2a863a49ae187c8c24769fb3d706adbfe65c0e02e20176654f28"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a0b838efcc9fbede48c44f88fa29ffb82357e671511718c28031d7795de8554f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c75a0adf91397aabd7ba9c78d387dece39f40c9ae24abd2876520fdf6199ce76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3876be59d6760293ad3197828ebaa4947f48f01c406d826a82f428539ab9efc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"461019a36efbbeeb9941ae99305f5835f2d3b0708a377e455c423cf91f6c6009"}]},{"symbol":"JMBS","date":"2026-10-02","iv_pct":20.94611682530394,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":30.657082767978288,"put_iv_pct":26.83026353617633},{"expiry":"2026-11-20","call_iv_pct":18.6186249100072,"put_iv_pct":18.283394109396912},{"expiry":"2027-01-15","call_iv_pct":17.170915619389586,"put_iv_pct":18.037690607734806},{"expiry":"2027-04-16","call_iv_pct":18.607092084006464,"put_iv_pct":19.363870967741935}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1aa3b855f54691c50957c0cf78fa0a67307deb59355679f651f5a579668d85b0","captured_at":"2026-10-24T19:26:34.226702+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":"JMBS","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"dd6c70e5bf5c68cdc10c54696eca1a64b91996d5d9a7a02eb65dbdbdfb0bc3be"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a0b838efcc9fbede48c44f88fa29ffb82357e671511718c28031d7795de8554f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c75a0adf91397aabd7ba9c78d387dece39f40c9ae24abd2876520fdf6199ce76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3876be59d6760293ad3197828ebaa4947f48f01c406d826a82f428539ab9efc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"461019a36efbbeeb9941ae99305f5835f2d3b0708a377e455c423cf91f6c6009"}]},{"symbol":"JMBS","date":"2026-10-05","iv_pct":22.31179292546484,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":33.09894550601557,"put_iv_pct":31.8093410041841},{"expiry":"2026-11-20","call_iv_pct":18.640146735143066,"put_iv_pct":19.614946846208362},{"expiry":"2027-01-15","call_iv_pct":17.215874190564293,"put_iv_pct":19.40103910614525},{"expiry":"2027-04-16","call_iv_pct":18.28255813953488,"put_iv_pct":20.431491875923193}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"144ca38e9cbb0c0f96783a981b413dcca5c2dd505082077db3a4399e34b19048","captured_at":"2026-10-24T19:26:32.593485+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":"JMBS","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"7cf8aecba1e574a7d21f12b388d3e18b56e9f14d570590b29197f35ae81fa5c6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a0b838efcc9fbede48c44f88fa29ffb82357e671511718c28031d7795de8554f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c75a0adf91397aabd7ba9c78d387dece39f40c9ae24abd2876520fdf6199ce76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3876be59d6760293ad3197828ebaa4947f48f01c406d826a82f428539ab9efc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"461019a36efbbeeb9941ae99305f5835f2d3b0708a377e455c423cf91f6c6009"}]},{"symbol":"JMBS","date":"2026-10-06","iv_pct":22.852618610637396,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.62152431011826,"put_iv_pct":33.7753790813503},{"expiry":"2026-11-20","call_iv_pct":18.753999999999998,"put_iv_pct":19.97068814055637},{"expiry":"2027-01-15","call_iv_pct":16.95840731070496,"put_iv_pct":19.885551684088266},{"expiry":"2027-04-16","call_iv_pct":18.176315789473684,"put_iv_pct":20.67908256880734}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"767b78b1461f082a85bed5a63c1c09ae19546a0db2bdf1d551a5f390b2a29e2f","captured_at":"2026-10-24T19:26:31.133109+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":"JMBS","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"77dfe6456d0d9f0e3b23c80cdd2292fde6bbdab442f8d824b014ca262a57020f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a0b838efcc9fbede48c44f88fa29ffb82357e671511718c28031d7795de8554f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c75a0adf91397aabd7ba9c78d387dece39f40c9ae24abd2876520fdf6199ce76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3876be59d6760293ad3197828ebaa4947f48f01c406d826a82f428539ab9efc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"461019a36efbbeeb9941ae99305f5835f2d3b0708a377e455c423cf91f6c6009"}]},{"symbol":"JMBS","date":"2026-10-07","iv_pct":22.93293922671123,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.91548494983277,"put_iv_pct":34.82855648535565},{"expiry":"2026-11-20","call_iv_pct":18.35703372333104,"put_iv_pct":19.90441011235955},{"expiry":"2027-01-15","call_iv_pct":16.77876923076923,"put_iv_pct":19.806380297823594},{"expiry":"2027-04-16","call_iv_pct":17.861552,"put_iv_pct":21.011327014218008}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8388f26befd5a202b23c34118aeab2603e9a4b7abbf3fd9d749083139804288a","captured_at":"2026-10-24T19:26:29.408230+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":"JMBS","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"1f5a6833d7a27cd4cd1fe8ed068e5889bf8b445023b6cc746a1088e33c1eb170"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"a0b838efcc9fbede48c44f88fa29ffb82357e671511718c28031d7795de8554f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c75a0adf91397aabd7ba9c78d387dece39f40c9ae24abd2876520fdf6199ce76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3876be59d6760293ad3197828ebaa4947f48f01c406d826a82f428539ab9efc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"461019a36efbbeeb9941ae99305f5835f2d3b0708a377e455c423cf91f6c6009"}]},{"symbol":"JMBS","date":"2026-10-08","iv_pct":23.34763751483946,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":36.88389221556886,"put_iv_pct":38.373929203539824},{"expiry":"2026-11-20","call_iv_pct":17.944459691252142,"put_iv_pct":20.182730061349694},{"expiry":"2027-01-15","call_iv_pct":16.333710073710073,"put_iv_pct":19.697634854771785},{"expiry":"2027-04-16","call_iv_pct":17.55521739130435,"put_iv_pct":19.809526627218936}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"40b5d9ba877b0d9be546d5eef989defa487eb8656c6429061e394b7e7e13baeb","captured_at":"2026-10-24T19:26:18.785383+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":"JMBS","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"d57b5483e705fb51168e2931af6c53a464ebed6d10803f1f7692a2fdf8c66749"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7e613c065aa6a643fea2ccc47c59c86ffe340ab02c0796e3894f07b1e7389a7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b8159df2fe04147d6fce22555663c927b9ec47b55c1c969f46468022481e60fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"33e703689187a25751377b12aea52187f11aee1ae6f348b0178a45321b056a66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"ce55b0cb42872b1ec968ad67947a5b9a8e440f2c725a29075715ec169a3db0af"}]},{"symbol":"JMBS","date":"2026-10-09","iv_pct":24.26635914220935,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.42483294930875,"put_iv_pct":40.39347214076246},{"expiry":"2026-11-20","call_iv_pct":18.268861885002963,"put_iv_pct":20.024786585365856},{"expiry":"2027-01-15","call_iv_pct":16.73708891595615,"put_iv_pct":19.809106957424714},{"expiry":"2027-04-16","call_iv_pct":18.058531157270032,"put_iv_pct":20.414192546583852}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"79a4982c71da5712ea0e9d5f2f4c35879a06499dbe096cab6a21413d158b256d","captured_at":"2026-10-24T19:26:17.165048+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":"JMBS","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"4f0cd0968063536bef415143d756974f55b19ce11f7481280149b8a6e8aff30b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7e613c065aa6a643fea2ccc47c59c86ffe340ab02c0796e3894f07b1e7389a7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b8159df2fe04147d6fce22555663c927b9ec47b55c1c969f46468022481e60fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"33e703689187a25751377b12aea52187f11aee1ae6f348b0178a45321b056a66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"ce55b0cb42872b1ec968ad67947a5b9a8e440f2c725a29075715ec169a3db0af"}]},{"symbol":"JMBS","date":"2026-10-12","iv_pct":27.6987578887647,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":54.57515333734215,"put_iv_pct":53.949430604982204},{"expiry":"2026-11-20","call_iv_pct":18.640917874396138,"put_iv_pct":20.407666666666668},{"expiry":"2027-01-15","call_iv_pct":16.645843373493975,"put_iv_pct":19.496640000000003},{"expiry":"2027-04-16","call_iv_pct":17.871018922852983,"put_iv_pct":20.00339233038348}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fba18f0d69e56449159cf93777b56c6a945b01999ebcb304f2276fe24046bf12","captured_at":"2026-10-24T19:26:15.364973+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":"JMBS","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"9c196756011be201305ab206a6f89897be899243c16ee29b04a4382a43c0462c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7e613c065aa6a643fea2ccc47c59c86ffe340ab02c0796e3894f07b1e7389a7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b8159df2fe04147d6fce22555663c927b9ec47b55c1c969f46468022481e60fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"33e703689187a25751377b12aea52187f11aee1ae6f348b0178a45321b056a66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"ce55b0cb42872b1ec968ad67947a5b9a8e440f2c725a29075715ec169a3db0af"}]},{"symbol":"JMBS","date":"2026-10-13","iv_pct":29.467157798178402,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":61.18079955580234,"put_iv_pct":61.43063520871143},{"expiry":"2026-11-20","call_iv_pct":18.8353355704698,"put_iv_pct":20.140790067720086},{"expiry":"2027-01-15","call_iv_pct":16.898000000000003,"put_iv_pct":19.352198443579766},{"expiry":"2027-04-16","call_iv_pct":17.740265734265733,"put_iv_pct":20.15923780487805}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b6999c0fd1c63d71c322506405890d4c7ccd3da51667889586f6dbd983309375","captured_at":"2026-10-24T19:26:13.866374+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":"JMBS","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"835c105658778204e6d25c53525dddc865b09928a8af7c063400f89e7dfa927a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7e613c065aa6a643fea2ccc47c59c86ffe340ab02c0796e3894f07b1e7389a7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b8159df2fe04147d6fce22555663c927b9ec47b55c1c969f46468022481e60fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"33e703689187a25751377b12aea52187f11aee1ae6f348b0178a45321b056a66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"ce55b0cb42872b1ec968ad67947a5b9a8e440f2c725a29075715ec169a3db0af"}]},{"symbol":"JMBS","date":"2026-10-14","iv_pct":32.3371073136326,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":72.18253206650832,"put_iv_pct":74.00718232044198},{"expiry":"2026-11-20","call_iv_pct":17.777955390334572,"put_iv_pct":20.210914681014604},{"expiry":"2027-01-15","call_iv_pct":16.43214285714286,"put_iv_pct":19.548200192492782},{"expiry":"2027-04-16","call_iv_pct":17.62100543478261,"put_iv_pct":20.916925566343043}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5f8d51a73d5cdd90f1833e51b5d5351ed2d9068cc95737e7cffad3eead53ea15","captured_at":"2026-10-24T19:26:11.976200+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":"JMBS","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"f9ce4565ab097e87426fcd25f18d19392648b87340cf5ede7a7c98bd666eee04"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7e613c065aa6a643fea2ccc47c59c86ffe340ab02c0796e3894f07b1e7389a7a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b8159df2fe04147d6fce22555663c927b9ec47b55c1c969f46468022481e60fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"33e703689187a25751377b12aea52187f11aee1ae6f348b0178a45321b056a66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"ce55b0cb42872b1ec968ad67947a5b9a8e440f2c725a29075715ec169a3db0af"}]},{"symbol":"JMBS","date":"2026-10-15","iv_pct":38.195071538160484,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":101.79380800000001,"put_iv_pct":93.46235978112176},{"expiry":"2026-11-20","call_iv_pct":18.612010221465074,"put_iv_pct":19.402441209406497},{"expiry":"2026-12-18","call_iv_pct":17.300110192837465,"put_iv_pct":18.98542345276873},{"expiry":"2027-01-15","call_iv_pct":17.302743091095188,"put_iv_pct":18.70167635658915}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"31251526b6b41ecdc9d6df009c56e2dc82f5452c34d16c3937790c0fe87bab95","captured_at":"2026-10-24T19:26:04.883593+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":"JMBS","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"b1f4c326f42e7a51b9d074a8d07fde220d9f9a6f67f4a265b1ab8eed6fcc1c5c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"d0cca5ea6bdefd4f338d4a0e45d79c734b66e64bded5c0892aebbdb74de6ef69"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7fe6a2805198ba9c10dec14425e7ff653138430c6304508f972ee9e402fa9e83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c5ed7a0ce64799fc17b00c8520e2acdca4a5cc8fb054c5586c782f38f9eb005e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"291986067d7d9b6e3988fd1d68c98539be5cd3041e74c9171b67cd4956659c48"}]},{"symbol":"JMBS","date":"2026-10-16","iv_pct":18.513835450357437,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.94105719237435,"put_iv_pct":19.5779020979021},{"expiry":"2026-12-18","call_iv_pct":17.28551724137931,"put_iv_pct":18.849876543209877},{"expiry":"2027-01-15","call_iv_pct":17.009034205231387,"put_iv_pct":19.060699233716473},{"expiry":"2027-04-16","call_iv_pct":17.426989795918367,"put_iv_pct":19.959607293127632}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d631d7450801de1ea070c5163c0aef4cb7683b9c9485764ac323f1bf8f60fa05","captured_at":"2026-10-24T19:26:02.888838+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":"JMBS","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"026a04fbb8ba928c8da074ca743a1e7bf813414450f4bc5344119bbf5754fa66"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7fe6a2805198ba9c10dec14425e7ff653138430c6304508f972ee9e402fa9e83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c5ed7a0ce64799fc17b00c8520e2acdca4a5cc8fb054c5586c782f38f9eb005e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"291986067d7d9b6e3988fd1d68c98539be5cd3041e74c9171b67cd4956659c48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7e5160c0138da7ebb113e80f81f2f42db790ca028cfcda083a0d80bff0007f01"}]},{"symbol":"JMBS","date":"2026-10-19","iv_pct":18.622057162600505,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":18.53334975369458,"put_iv_pct":20.350422204847536},{"expiry":"2026-12-18","call_iv_pct":17.436147934678196,"put_iv_pct":19.076302003081665},{"expiry":"2027-01-15","call_iv_pct":17.026515463917526,"put_iv_pct":18.931566380133717},{"expiry":"2027-04-16","call_iv_pct":17.70454427083333,"put_iv_pct":19.917609289617484}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"54d234c8f5113f51e7af6c96b8e8d908db088e04c8195acf857f985bb86916d3","captured_at":"2026-10-24T19:25:20.319849+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":"JMBS","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"2ddf51ae917f6d737de39eb65e49b340be0936815dc2e04438b3715285290a9a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7fe6a2805198ba9c10dec14425e7ff653138430c6304508f972ee9e402fa9e83"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c5ed7a0ce64799fc17b00c8520e2acdca4a5cc8fb054c5586c782f38f9eb005e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"291986067d7d9b6e3988fd1d68c98539be5cd3041e74c9171b67cd4956659c48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"7e5160c0138da7ebb113e80f81f2f42db790ca028cfcda083a0d80bff0007f01"}]},{"symbol":"JMBS","date":"2026-10-20","iv_pct":18.68895467731874,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.079049235993207,"put_iv_pct":19.993342465753425},{"expiry":"2026-12-18","call_iv_pct":17.509663551401868,"put_iv_pct":18.906920031670623},{"expiry":"2027-01-15","call_iv_pct":17.009306532663317,"put_iv_pct":19.25101463414634},{"expiry":"2027-04-16","call_iv_pct":17.659007633587787,"put_iv_pct":20.103333333333335}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"beb96ec759a137b411c08ce9a2ba0c43567b043a4bc240a8e4d6682c46675c52","captured_at":"2026-10-22T16:10:47.675358+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":"JMBS","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"b92a43a8b9548caf3443b87f8dca577469b976c2db055885eca8bc01be078fa4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1c1b561c7b5dd136e28575bc4a48b19bd4c955a399d5fd0c486d849272c59d32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"faf7b05d36c9272ba87a4a033f6bd7ea776c1380f5c859d653caa62026ebbf79"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"017e2e1eea2c080894ca15ed529c2b9d489d36ead7c45f758cd4f39cedfa5c27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c922accd4f9622086471c19e209d32ed72fc136ac4c9ace866323abc4c232e42"}]},{"symbol":"JMBS","date":"2026-10-21","iv_pct":18.677178388031656,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.41373617021277,"put_iv_pct":20.276498905908095},{"expiry":"2026-12-18","call_iv_pct":17.097022471910115,"put_iv_pct":18.895999999999997},{"expiry":"2027-01-15","call_iv_pct":16.764809619238477,"put_iv_pct":19.12191328934967},{"expiry":"2027-04-16","call_iv_pct":17.70844387755102,"put_iv_pct":20.139002770083103}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"258cee6149f2c089ede70dc57e09608c765f09e7d3d5c24598618740e8afc4e1","captured_at":"2026-10-22T16:10:46.414297+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":"JMBS","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"073a87e77772e0b47d8214236f71cfe29f7f4d03518170bb259431b49d2f2044"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"1c1b561c7b5dd136e28575bc4a48b19bd4c955a399d5fd0c486d849272c59d32"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"faf7b05d36c9272ba87a4a033f6bd7ea776c1380f5c859d653caa62026ebbf79"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"017e2e1eea2c080894ca15ed529c2b9d489d36ead7c45f758cd4f39cedfa5c27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"c922accd4f9622086471c19e209d32ed72fc136ac4c9ace866323abc4c232e42"}]},{"symbol":"JMBS","date":"2026-10-22","iv_pct":19.19867468898695,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.50745227123107,"put_iv_pct":21.416694214876035},{"expiry":"2026-12-18","call_iv_pct":17.609472902746845,"put_iv_pct":19.683006756756757},{"expiry":"2027-01-15","call_iv_pct":16.679092409240926,"put_iv_pct":19.498941299790353},{"expiry":"2027-04-16","call_iv_pct":17.694526813880127,"put_iv_pct":20.50021084337349}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"59991232c72c0cc991e83c04b31d5bbd2c1f9ccf13d7cc462ea60bd86c59a32f","captured_at":"2026-10-23T03:31:45.343719+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":"JMBS","date":"2026-10-22","format":"json"},"source_hash":"b1706247bd4769b74216bcfdbca60f7f50662e5ca607a97fce9c3f06cc6683de"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"ba09ea802f62cee4d3098d65c69d23f6d51ea43b4653d95322d98f84562c32cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"17c8490c1ca1b2a2d2458504ff3b9f313c350086125174281bba82cfa39ab885"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"cfb70675c7bce4375b9baef159e2b4dabfd79b4bfd23868ec7534caecdc7a3a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"910472c6eb1270769223c8e7ee7dbe9031b94c681be0aef292e0cf4ac269cf5f"}]},{"symbol":"JMBS","date":"2026-10-23","iv_pct":19.115456953512535,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":20.645438477226378,"put_iv_pct":21.017424242424244},{"expiry":"2026-12-18","call_iv_pct":17.221395694135115,"put_iv_pct":19.197888349514564},{"expiry":"2027-01-15","call_iv_pct":16.64435470441299,"put_iv_pct":19.355148413510747},{"expiry":"2027-04-16","call_iv_pct":17.829644012944986,"put_iv_pct":21.01236173393124}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"946d0d68a659616bb54fc6918876c1ec2394b2111869f728fc9dae3fd8d5849c","captured_at":"2026-10-24T02:58:55.666632+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":"JMBS","date":"2026-10-23","format":"json"},"source_hash":"5c7aa01a15bd797b7e622b89a30ede5e9f0ceabcf9937bb504f78ec044d5ebed"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"4c020031b4c449ecf31e8446c2621f83095f26be4af0f1a29ab3aa1e5b0c7ed1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"37dca5cbcb1eafde1d4e2ae9e5bdc7e401e6b5c31a57961dc860ab82cb344b1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"440e76aecdaa3178ca5fe18edb37a87d8ed9565936e95a49ebe32106291ea0e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"de943d3317c939f6c60bfbb5d8bff9aa3be3148b1f8c83bb4e0b4274894887ed"}]},{"symbol":"JMBS","date":"2026-10-26","iv_pct":19.232252460899726,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.190381773399015,"put_iv_pct":22.687537593984963},{"expiry":"2026-12-18","call_iv_pct":17.317043121149897,"put_iv_pct":19.44271986970684},{"expiry":"2027-01-15","call_iv_pct":16.290827586206895,"put_iv_pct":19.09570264765784},{"expiry":"2027-04-16","call_iv_pct":17.358431372549017,"put_iv_pct":20.47537572254335}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"baa7f4a22b7fb7b9747042cf44a5b0efd28a97de3934577175aa9ed89c6186ac","captured_at":"2026-10-28T19:34:17.627974+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":"JMBS","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"ae450115e3268ca37e362d6b786d3e09d687751dd7a85f4afcffec0d63bb214e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3691ee484859673234643e1e969836b7950ba13e97c0d2e8e686f14ad321c69d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"92e4020e0695529c78c4882e14581af2b89aaecb36aba47c94caeea2dd45f7a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0857643a18481195b52f7c0781c4e6328cd2f2f11ca3af62e6cd84d8af85dfbb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"4bcba770c3716ed93d92c811dcd5cf44e72a055865f8a9a8c740cada7d7ca921"}]},{"symbol":"JMBS","date":"2026-10-27","iv_pct":19.338111912146683,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.240758902510215,"put_iv_pct":23.13386436340371},{"expiry":"2026-12-18","call_iv_pct":16.98452550032279,"put_iv_pct":19.73772539288668},{"expiry":"2027-01-15","call_iv_pct":16.1908,"put_iv_pct":19.886387434554972},{"expiry":"2027-04-16","call_iv_pct":17.09253237410072,"put_iv_pct":20.43830132939439}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"85efeb448a62b80b4f148cd01b9d79946d01a804813b4684f9a6da73e5cf17c6","captured_at":"2026-10-28T19:34:16.437872+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":"JMBS","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"e22a4f0b09bba56a5c1eb0a1162824a99b82145057617aa27573ffbc8711a784"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"3691ee484859673234643e1e969836b7950ba13e97c0d2e8e686f14ad321c69d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"92e4020e0695529c78c4882e14581af2b89aaecb36aba47c94caeea2dd45f7a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"0857643a18481195b52f7c0781c4e6328cd2f2f11ca3af62e6cd84d8af85dfbb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"4bcba770c3716ed93d92c811dcd5cf44e72a055865f8a9a8c740cada7d7ca921"}]},{"symbol":"JMBS","date":"2026-10-28","iv_pct":19.075154080221765,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":21.427383177570093,"put_iv_pct":22.653682652457075},{"expiry":"2026-12-18","call_iv_pct":16.978940217391305,"put_iv_pct":19.16500386100386},{"expiry":"2027-01-15","call_iv_pct":16.30920671243326,"put_iv_pct":19.007903543307087},{"expiry":"2027-04-16","call_iv_pct":17.058350983358547,"put_iv_pct":20.00076149425287}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"181bfeb21178519b10e3c815db284d15785684fc4d2137011bbfdac3bde3542d","captured_at":"2026-10-29T19:22:32.781302+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":"JMBS","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"769ff15a8b0c249d93dd3289067c4e95c79a0d3df61d8b57b4206a305270ff8d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"71829cc314188847ac3a20b521bc2b8de5aa2368fe97bf0a0036b8793ee801b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"5dfa3f2f1833125b78dcc9553823b78afd355075ef32e54098d05dc24c014d13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"995548921ae46cfacda215a4a8baf7f8973704fbfe719342c16c26fa53b49163"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"8f68aa6bf2ae4b52f25d9a412b1424218a820f48714c42682f12eb0e1ce18d2e"}]},{"symbol":"JMBS","date":"2026-10-29","iv_pct":19.22604626709534,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":22.12569721115538,"put_iv_pct":23.157798165137617},{"expiry":"2026-12-18","call_iv_pct":16.835084427767352,"put_iv_pct":19.078297533810662},{"expiry":"2027-01-15","call_iv_pct":16.057600286532953,"put_iv_pct":19.14579695431472},{"expiry":"2027-04-16","call_iv_pct":16.912411347517732,"put_iv_pct":20.495684210526317}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ec302afe052aac6d6ba72390bddf8f5e239607014c578c8d31ae8d1e475b7deb","captured_at":"2026-10-30T19:38:23.584193+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":"JMBS","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"e39466d56da4fbf179f5e76c6d21d6aa9e634132ab03725b9ec94d10cf45fa46"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"cb4d3c9f26859f77b1616b2e0db268a27a126961fc1db434a08247830f95e4ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"6b8722e266eac7f58358416111a35da52d3bc901a4fa177a65eb2c221e28ab05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"01b72334b2e09fd5fcf66fc03435822779eaae1cc60d5e69f4319a75361d361d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"b527a8548cdc32e4d422691b1e802c517036368fb680378cf037e492c2b17a59"}]},{"symbol":"JMBS","date":"2026-10-30","iv_pct":19.24371295286427,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":23.058468899521532,"put_iv_pct":23.015194346289753},{"expiry":"2026-12-18","call_iv_pct":17.555260416666666,"put_iv_pct":18.73301684532925},{"expiry":"2027-01-15","call_iv_pct":16.566235029940117,"put_iv_pct":18.546520039100685},{"expiry":"2027-04-16","call_iv_pct":17.233859397417504,"put_iv_pct":19.241148648648647}],"source":"ThetaData historical first-order Greeks","provider_symbol":"JMBS","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"af9d18f35e56418a87760fe7b676d8096bcc1f92327dc73354ea3d773be482eb","captured_at":"2026-11-01T01:34:38.532399+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":"fe437de0904574a7be489d6fb4ddd5f90a98f7b439e6b74c3cd914cc2bf8cdc9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"58a59c9fbeac52c569762a8bdd93d5678740132c5a93885f0b41bd5d48264f96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"9d86851c37abb149d8b2a358b8e680b51fd4dedb8091e9ed3a6cf830eaf7bb26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"45505d7ec05cd7301708ca9e7f261c864922bb895fecf06eb3d8c81060c99266"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"JMBS","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":"2f5da2cf02c3c6d00cbd973956b609ad8814993da944a03bee3606e27fac509e"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/JMBS","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":16.65965600516163,"put_call_skew_pp":0.6227906766648195,"implied_move_pct":5.795878462204495,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8c4158766cec2959a00bd3f55d07d85505e72630bf7009f57faf692d27a4bd52","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":16.19082536103064,"put_call_skew_pp":1.0800989352387256,"implied_move_pct":5.4766038378988755,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7d9b3154fbb1cc43438accc126b135064ff5f1dac026d6431902b3de266da894","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":20.64502699520267,"put_call_skew_pp":0.4090774572086624,"implied_move_pct":7.012673540259181,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d210347eaf8cee6b218ad91ff376d82b3442d3c1188674412324bc3b55ca7db4","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":21.27761483110104,"put_call_skew_pp":1.2262791617045545,"implied_move_pct":7.0517136763054395,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4a1aa662c69772964100dc431fdcda8614d2b12f3ac95c8e26c8d5bbdc0656b6","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":22.06449719399672,"put_call_skew_pp":0.80837602473283,"implied_move_pct":7.042973763582437,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7404fefbc8ca18d982f7cd8a03bb3617231734548c283d5ae83988cf5369ba04","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":25.523991226646945,"put_call_skew_pp":1.2486976915208596,"implied_move_pct":7.078059509892475,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"231906465d60752f13e3b5b99b4bcc86d2536f30dd7db2174d680fb432dc5e7a","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":27.509941530457688,"put_call_skew_pp":1.8037065809206192,"implied_move_pct":7.061950796962483,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"54309f5f481fe84cc4ccca721cb043cb05e826e3198e8479266015bcbe181882","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":30.470301406170794,"put_call_skew_pp":3.2359050665491145,"implied_move_pct":6.952385151139676,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"32e803814c47e77256aeb4b3c036106bb551cbb9a1ce70fd0e073b0d08d8c42d","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":38.2776561771005,"put_call_skew_pp":1.2103463903569045,"implied_move_pct":6.970358300163815,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9629ca436909864650176189a3827b1d71ca76c249248d7287cd872743b09b66","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":17.38022902613597,"put_call_skew_pp":2.0868588780792106,"implied_move_pct":9.002109664942324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b27b28097e5a927a1cd5a8477a912f72f7b5e930d3b66ae8181ace8c724751a0","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":17.847759767291837,"put_call_skew_pp":2.786935889095352,"implied_move_pct":8.978387565435513,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b3b9cfa4edfcbc8f10e765e3ddd11c83df647eed95315765003efccdb339a938","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":17.594867508175422,"put_call_skew_pp":2.9834559052061285,"implied_move_pct":8.8029595616216,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2f9ee59de4ffbefa115e93f02486b5680c66f4a95f683ba246d690d1b48f3fed","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":17.852077251989442,"put_call_skew_pp":2.7117701589787027,"implied_move_pct":8.810339819186535,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8ad88226b3c4517e834e9c60ad5d753fe91d3d5f8e1ddd5476614397acb39cf4","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":17.87724653212605,"put_call_skew_pp":2.358321657584725,"implied_move_pct":8.741408929409287,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc809c6425cafe566aad956e0cddad48163a0d483bafaa0d663e13e0e2214c56","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":18.00187008963301,"put_call_skew_pp":1.5641296350207403,"implied_move_pct":8.67801881263751,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b2119502abbc47ec97356cae6488e4c2e62e8b47414c17d4e8dfe8992976909b","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":18.52778103555937,"put_call_skew_pp":1.1815815580055316,"implied_move_pct":8.66222412557323,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b64f4e720bb41524c9b6500dece6b7e4c0ca87f4bcc42f88a2c33fef2805065","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":18.510781101766117,"put_call_skew_pp":0.6334969998207729,"implied_move_pct":8.571236214012753,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"af1a36b4f36d6cb5e83ee71cdebce57cc59f323cbedb4cae7f97520589e76549","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":18.869623369129705,"put_call_skew_pp":1.58233320911192,"implied_move_pct":8.618195254450221,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0d0c9a3d2dcc347cd5a65514c16fa9885772b211edad033245d277c2c5775ef1","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":19.02128742345178,"put_call_skew_pp":0.6461551234946796,"implied_move_pct":8.540124157374608,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c1b35dd0c04a20a237983f33b852fd504ab4e28d7d739e499ec162d8e91201b3","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":19.31992086589118,"put_call_skew_pp":0.9493220114943086,"implied_move_pct":8.546170201655261,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6a55399dd2e91dbff39b763c9d6f269dbe0e9bd7af387e74251faa793771a812","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":20.31818694812356,"put_call_skew_pp":0.5278701941677602,"implied_move_pct":8.371109660418178,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0865fb0c933b9c5778f4ebd7c61ba6e7d8775496a892b95bc16406c0114bf45a","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":20.4440537454635,"put_call_skew_pp":0.5706745286622765,"implied_move_pct":8.269240710278691,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e9bdc6f04ccf71e308a400c433421c6ddd502d8f9168810bb4138880c6628012","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":21.846630037616897,"put_call_skew_pp":0.8122032850305398,"implied_move_pct":8.458444348621539,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7ef48fa1e8a32d8f5d4ce580d149bda3ef530725f9182c4aee7206ef3323552e","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":22.535707283263864,"put_call_skew_pp":0.41442802066048934,"implied_move_pct":8.455230965013568,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"45fe5f47e00f636c03347aaffb86794c0303f1821614176ef44cb92797a7871d","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":25.962194623081594,"put_call_skew_pp":1.05060749116325,"implied_move_pct":8.462241205444428,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1f4b7e089ae4316ba9d0a4fbdc3edc9725dccb5476c9202bc92a8371c799fc6b","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":28.242831199598687,"put_call_skew_pp":1.143384773961663,"implied_move_pct":8.52743291560602,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6b108c9f217493cf8208c5a2361124aa37022e04e71c86b98b26f85f03fc7919","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":31.241209682138184,"put_call_skew_pp":-0.5313917083163466,"implied_move_pct":8.423000306497947,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e0ad87780fbddb1f06eb9213d708a8f6da03465666fc76f1282debfb2b5acf43","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":38.7291942306843,"put_call_skew_pp":3.043842642012713,"implied_move_pct":6.8767931535270765,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc854b77fa26548f5913c41b94e4b8b650f0f45902ab34475218327bc35bb2cf","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":17.83772953097386,"put_call_skew_pp":1.8298301084921613,"implied_move_pct":8.847378421045766,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a96b237ef3fc1ab947d8a7e65f5c324e295bb1af58348555e1c67b7a03c1d70c","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":18.050186268294624,"put_call_skew_pp":2.4177361896771847,"implied_move_pct":8.72735515434635,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7245b517126f584591f188199f8bb38b67c54eb8b3c357c2500df72bd090d02a","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":18.606454074123704,"put_call_skew_pp":2.515066412771205,"implied_move_pct":8.94977015071649,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"238accfb927284f0da587ddc16b29fa9b3310d39f54ca5857dee196281da2a06","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":18.2245075395671,"put_call_skew_pp":0.24038566672674566,"implied_move_pct":8.775297056146254,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6b4b55e8659933278dc130ffe25b6f922fee4fa5bab3f15b3c908b345d3fbaa9","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":18.402020574245675,"put_call_skew_pp":-0.09292163157955713,"implied_move_pct":8.730482582169401,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7f1cc43017c28b441e757c9fc485fe427eb3c609061b78ebd4610cfcd33d3a2a","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":19.00774662237567,"put_call_skew_pp":2.9742788042749853,"implied_move_pct":8.958276693440745,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"84c6c8085d7030afe0c7441ad17c62cdc594eee8c632de389d42c633a3c22015","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":20.3957040000763,"put_call_skew_pp":2.2500434537851817,"implied_move_pct":9.163953622154759,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2b03eac21028e7d7ca714af08f3fd9d6b568afa020096789c48c57c8016accaf","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":20.787957522024925,"put_call_skew_pp":2.261349087553265,"implied_move_pct":9.22181270983397,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0c62cb03584cdc3de11e1b5f15366d3a05928ca7fd9c50e722810040e28fa806","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":20.633360045047354,"put_call_skew_pp":0.2287168803673687,"implied_move_pct":9.064433150004334,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ad5eb20f1de7b1ccc595669effb09719e1aa8e290ad82e4df57583335c7255cd","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":20.75225641172411,"put_call_skew_pp":1.71460400811947,"implied_move_pct":9.023677676529767,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"06fe66d593c00cceb007c1c0599e0562e31eee57c8efff5ef0826014fea6ad3a","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":20.94611682530394,"put_call_skew_pp":-0.6346240400828886,"implied_move_pct":8.933007370254575,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1aa3b855f54691c50957c0cf78fa0a67307deb59355679f651f5a579668d85b0","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":22.31179292546484,"put_call_skew_pp":1.0048235653007742,"implied_move_pct":9.041542357079976,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"144ca38e9cbb0c0f96783a981b413dcca5c2dd505082077db3a4399e34b19048","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":22.8526186106374,"put_call_skew_pp":1.4501135161263434,"implied_move_pct":9.056951487241204,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"767b78b1461f082a85bed5a63c1c09ae19546a0db2bdf1d551a5f390b2a29e2f","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":22.93293922671123,"put_call_skew_pp":1.9094585014559389,"implied_move_pct":8.935157762487409,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8388f26befd5a202b23c34118aeab2603e9a4b7abbf3fd9d749083139804288a","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":23.34763751483946,"put_call_skew_pp":2.336635343761203,"implied_move_pct":8.740952674435395,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"40b5d9ba877b0d9be546d5eef989defa487eb8656c6429061e394b7e7e13baeb","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":24.26635914220935,"put_call_skew_pp":1.788060830649747,"implied_move_pct":8.84739998265758,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"79a4982c71da5712ea0e9d5f2f4c35879a06499dbe096cab6a21413d158b256d","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":27.698757888764703,"put_call_skew_pp":1.5310490234867773,"implied_move_pct":8.697105941489426,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fba18f0d69e56449159cf93777b56c6a945b01999ebcb304f2276fe24046bf12","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":29.467157798178402,"put_call_skew_pp":1.6071151660878646,"implied_move_pct":8.630803946611557,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b6999c0fd1c63d71c322506405890d4c7ccd3da51667889586f6dbd983309375","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":32.3371073136326,"put_call_skew_pp":2.6673967528810136,"implied_move_pct":8.552151377608627,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5f8d51a73d5cdd90f1833e51b5d5351ed2d9068cc95737e7cffad3eead53ea15","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":38.19507153816048,"put_call_skew_pp":-1.1141926763779004,"implied_move_pct":6.926252400541475,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"31251526b6b41ecdc9d6df009c56e2dc82f5452c34d16c3937790c0fe87bab95","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":18.513835450357437,"put_call_skew_pp":1.696371683263168,"implied_move_pct":8.915784149240718,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d631d7450801de1ea070c5163c0aef4cb7683b9c9485764ac323f1bf8f60fa05","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":18.622057162600502,"put_call_skew_pp":1.893835613639192,"implied_move_pct":8.786920338466285,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"54d234c8f5113f51e7af6c96b8e8d908db088e04c8195acf857f985bb86916d3","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":18.68895467731874,"put_call_skew_pp":1.7493958778143863,"implied_move_pct":8.759726754080022,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"beb96ec759a137b411c08ce9a2ba0c43567b043a4bc240a8e4d6682c46675c52","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":18.677178388031656,"put_call_skew_pp":1.8623507066071214,"implied_move_pct":8.684779691353038,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"258cee6149f2c089ede70dc57e09608c765f09e7d3d5c24598618740e8afc4e1","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":19.19867468898695,"put_call_skew_pp":2.152077179424417,"implied_move_pct":8.81390055233914,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"59991232c72c0cc991e83c04b31d5bbd2c1f9ccf13d7cc462ea60bd86c59a32f","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":19.115456953512535,"put_call_skew_pp":2.0604974626653316,"implied_move_pct":8.743213568328269,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"946d0d68a659616bb54fc6918876c1ec2394b2111869f728fc9dae3fd8d5849c","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":19.232252460899726,"put_call_skew_pp":2.3861629951470427,"implied_move_pct":8.513644923766178,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"baa7f4a22b7fb7b9747042cf44a5b0efd28a97de3934577175aa9ed89c6186ac","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":19.338111912146683,"put_call_skew_pp":2.9219154358265067,"implied_move_pct":8.47435305612284,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"85efeb448a62b80b4f148cd01b9d79946d01a804813b4684f9a6da73e5cf17c6","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":19.075154080221765,"put_call_skew_pp":2.2633676150669224,"implied_move_pct":8.284415293344304,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"181bfeb21178519b10e3c815db284d15785684fc4d2137011bbfdac3bde3542d","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":19.22604626709534,"put_call_skew_pp":2.4866958977039744,"implied_move_pct":8.264373714111859,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ec302afe052aac6d6ba72390bddf8f5e239607014c578c8d31ae8d1e475b7deb","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":19.24371295286427,"put_call_skew_pp":1.2805140339556287,"implied_move_pct":8.149781121862961,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"af9d18f35e56418a87760fe7b676d8096bcc1f92327dc73354ea3d773be482eb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-04-16"]}]}