{"schemaVersion":1,"symbol":"KR","days":90,"observations":[{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-19T19:58:06.322000+00:00","captured_at":"2026-10-20T03:52:44.295Z","last_trade_at":"2026-10-19T23:00:00.002304295Z","price":63.05,"iv_pct":30.388982878688154,"implied_move_pct":7.294262953445061,"put_call_skew_pp":3.7762659210935077,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"f7495904bae63c8a7437f1a48ccf2810fa546483ba37a33884622f797fa85f68"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T13:32:26.307000+00:00","captured_at":"2026-10-20T13:35:23.601Z","last_trade_at":"2026-10-20T13:35:21.373345714Z","price":64.36,"iv_pct":32.83246582937834,"implied_move_pct":7.853172602076562,"put_call_skew_pp":-1.7609565412041672,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"39a30e4ec66fa16cec145f499fafa8d3742d4a012c39642cc93c0a854613039c"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T13:48:46.180000+00:00","captured_at":"2026-10-20T13:50:52.388Z","last_trade_at":"2026-10-20T13:50:48.975351109Z","price":64.57,"iv_pct":34.281497029114675,"implied_move_pct":8.194946301834403,"put_call_skew_pp":-0.6292407297910085,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"694136f91589438c947471eae569261cf700497a5869598d70ed3d73b0847a03"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T13:53:14.890000+00:00","captured_at":"2026-10-20T13:58:51.538Z","last_trade_at":"2026-10-20T13:58:47.157281962Z","price":64.44,"iv_pct":31.851140663698175,"implied_move_pct":7.558475405067705,"put_call_skew_pp":3.1347692290363103,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"f42a6bce58ed409d52ccd4f4732c7332f3efec883047c6b0a06a2761ade4ef67"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T14:12:20.609000+00:00","captured_at":"2026-10-20T14:17:09.884Z","last_trade_at":"2026-10-20T14:17:07.954004021Z","price":63.82,"iv_pct":30.74829258797882,"implied_move_pct":7.222593060656718,"put_call_skew_pp":0.44836340206185765,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"5063c0b13d45b9fe2386734ed8df8bb9ec6774a3a32ed089dd089e2a788e368b"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T14:26:18.228000+00:00","captured_at":"2026-10-20T14:28:20.505Z","last_trade_at":"2026-10-20T14:28:12.791925432Z","price":63.63,"iv_pct":29.243834654754387,"implied_move_pct":6.865367815647626,"put_call_skew_pp":2.6202238432226412,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"2eda5482f74699625bd6a60e84c8c1af8fb74eef79761d9f263135ee483ddf08"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T14:27:58.364000+00:00","captured_at":"2026-10-20T14:36:03.462Z","last_trade_at":"2026-10-20T14:36:02.188711162Z","price":63.81,"iv_pct":29.333101048731216,"implied_move_pct":6.918251093765024,"put_call_skew_pp":3.847156387542483,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"f305a254b6ba766bb711ced1739d80c1e0b5c0dfa6d73e105e9a8a7fdc5a1071"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T14:42:26.319000+00:00","captured_at":"2026-10-20T14:43:47.919Z","last_trade_at":"2026-10-20T14:43:36.660001089Z","price":63.795,"iv_pct":29.13995469083156,"implied_move_pct":6.86499121291419,"put_call_skew_pp":3.6086544098054896,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"9b0e2a6d14c75b1a26ed501f48a56783405fea73e66a29c876d7e48286558959"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T14:46:04.550000+00:00","captured_at":"2026-10-20T14:51:33.096Z","last_trade_at":"2026-10-20T14:51:31.482823404Z","price":63.65,"iv_pct":29.19103917703467,"implied_move_pct":6.8467431286199805,"put_call_skew_pp":2.1516844241056154,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"e76536266debd7126894ccddc249b70a38977c3456a3b7fba9307c787b3ff58b"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T14:49:18.358000+00:00","captured_at":"2026-10-20T14:59:16.742Z","last_trade_at":"2026-10-20T14:59:11.749226901Z","price":63.47,"iv_pct":28.741083113188377,"implied_move_pct":6.752211969761909,"put_call_skew_pp":2.5769366003062846,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"b72819352900485da9eb538599cfe70600e4b6b0e26a6d5a212834e2ae780dd4"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T15:06:57.577000+00:00","captured_at":"2026-10-20T15:07:34.172Z","last_trade_at":"2026-10-20T15:07:33.111066141Z","price":62,"iv_pct":32.7197186271559,"implied_move_pct":7.838035556512736,"put_call_skew_pp":-54.970421748954564,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"be475734cbb284a45886a4353177f65f4c25afecdb618df0d242284e7e72969f"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T15:13:03.379000+00:00","captured_at":"2026-10-20T15:14:02.335Z","last_trade_at":"2026-10-20T15:14:01.483074294Z","price":62.12,"iv_pct":24.637127659574464,"implied_move_pct":5.717453282949371,"put_call_skew_pp":-4.883725685213164,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"63cdba28c8a040e9a8d67bb64339ca833ea7aa40d43432686693735eb075ba76"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T15:15:56.398000+00:00","captured_at":"2026-10-20T15:22:26.660Z","last_trade_at":"2026-10-20T15:22:25.554091757Z","price":62.58,"iv_pct":28.654276499939147,"implied_move_pct":6.7448132566708505,"put_call_skew_pp":-5.788698843640017,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"23080516b252cd0daf58830efb73b61101a89d86bbbd751d8018f8b4b54c7751"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T15:19:05.078000+00:00","captured_at":"2026-10-20T15:30:13.092Z","last_trade_at":"2026-10-20T15:30:11.13323257Z","price":62.895,"iv_pct":29.526220489075893,"implied_move_pct":6.954466111878252,"put_call_skew_pp":2.0620160704318824,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"3b23fb9e967a2069f4272979dfc1eca44bf55f8431f9976ce9bd517fc8e5ef78"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T15:29:03.860000+00:00","captured_at":"2026-10-20T15:38:03.372Z","last_trade_at":"2026-10-20T15:38:03.016136021Z","price":62.885,"iv_pct":28.607215929103795,"implied_move_pct":6.7385998939825695,"put_call_skew_pp":3.2363517686692878,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"de7484aead4fd402ee030581ecc52af4054a9da5b42246f0733fd31d1e9f3910"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T15:32:27.237000+00:00","captured_at":"2026-10-20T15:45:49.041Z","last_trade_at":"2026-10-20T15:45:46.112857321Z","price":63.08,"iv_pct":28.35777333891144,"implied_move_pct":6.699149977748902,"put_call_skew_pp":3.899012015642472,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"5090736425bf86bf5be15219ba190f403af1e061e87967583236c0b7dcd65a22"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T15:40:00.623000+00:00","captured_at":"2026-10-20T15:53:34.965Z","last_trade_at":"2026-10-20T15:53:32.155125951Z","price":63.1,"iv_pct":28.624623306771518,"implied_move_pct":6.76017740203738,"put_call_skew_pp":2.609607877615616,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"bb97d6ccb2055e36b3c41ecea49679af6a8be85ab898295954c6038106d22a1a"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T16:01:16.860000+00:00","captured_at":"2026-10-20T16:09:15.085Z","last_trade_at":"2026-10-20T16:09:12.228345693Z","price":62.875,"iv_pct":28.912916471894356,"implied_move_pct":6.814877708157971,"put_call_skew_pp":-0.48814638321496573,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"9f4264dab9c28992bf946a1dd31f39a16398ee5b23563834a67d88215d08f195"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T16:12:02.527000+00:00","captured_at":"2026-10-20T16:17:02.710Z","last_trade_at":"2026-10-20T16:16:47.196178838Z","price":62.8,"iv_pct":29.413291457286427,"implied_move_pct":6.918555831004712,"put_call_skew_pp":3.8287303234734447,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"bed18a2fa16b1b541fa9d43a1852a6e6555a19cc2512a2eb6dccbe94ba44c7be"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T16:15:43.875000+00:00","captured_at":"2026-10-20T16:24:50.246Z","last_trade_at":"2026-10-20T16:24:40.842367213Z","price":62.8601,"iv_pct":28.744043951093957,"implied_move_pct":6.7656894855706184,"put_call_skew_pp":3.575822854883348,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"2afd1a0122ca23c541725eb26a5c78fbb1807df25b53d30f638e7cfff5074620"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T16:30:07.605000+00:00","captured_at":"2026-10-20T16:32:34.475Z","last_trade_at":"2026-10-20T16:32:31.273585993Z","price":62.58,"iv_pct":29.623669049472717,"implied_move_pct":6.960465648205558,"put_call_skew_pp":2.737703730272595,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"23322125b43b52882937f60f46b091a5449b67a5e966602b4626f8eb1819d72c"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T16:38:07.603000+00:00","captured_at":"2026-10-20T16:40:17.643Z","last_trade_at":"2026-10-20T16:40:10.402631359Z","price":62.7,"iv_pct":29.667028889983005,"implied_move_pct":6.984031481388743,"put_call_skew_pp":2.6872425886349918,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"5b5c5e6f5a5b68d8ba43d76c7988ba61f299cc9dd43fcf89118414fec7121761"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T16:42:21.695000+00:00","captured_at":"2026-10-20T16:55:50.488Z","last_trade_at":"2026-10-20T16:55:48.184156798Z","price":63.21,"iv_pct":29.099096684726522,"implied_move_pct":6.864363452439319,"put_call_skew_pp":2.021148193951461,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"fa47a3412bd10284613b6a72d52664ad53ff6df4ecd78a4a1bba4a6d960f0930"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T16:55:35.510000+00:00","captured_at":"2026-10-20T17:04:03.530Z","last_trade_at":"2026-10-20T17:04:00.001518071Z","price":63.06,"iv_pct":28.49259615384615,"implied_move_pct":6.7104328816090515,"put_call_skew_pp":1.6940693641618487,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"a034d29f537ef8519d3b7b232aa3c0230091c6dfb0a8ef1b9082c4f8b4a6874e"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T17:01:53.234000+00:00","captured_at":"2026-10-20T17:11:50.806Z","last_trade_at":"2026-10-20T17:11:48.535437378Z","price":63.1123,"iv_pct":28.503592474778962,"implied_move_pct":6.716680904217405,"put_call_skew_pp":3.2214592038802783,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"6a3bbda28bf3bf255d024a8d3ebbaf3023664ae48a2458761bec4fc3e7451e04"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T17:19:07.341000+00:00","captured_at":"2026-10-20T17:19:42.897Z","last_trade_at":"2026-10-20T17:19:39.65400409Z","price":63.045,"iv_pct":28.214954143410253,"implied_move_pct":6.643255770212144,"put_call_skew_pp":2.9584997452878294,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"e56219ba8218d8de1a5e28990b5ddfaaa89b3af4247f94ddcf7426c21f974b02"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T17:19:07.345000+00:00","captured_at":"2026-10-20T17:27:26.982Z","last_trade_at":"2026-10-20T17:27:26.545950015Z","price":63.125,"iv_pct":28.303437881145644,"implied_move_pct":6.670606880682181,"put_call_skew_pp":3.6748666735446687,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"ad62aebe653576f5bebdebf874ca4ca881f872abd88830d4d514752c89dbf94f"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T17:26:25.676000+00:00","captured_at":"2026-10-20T17:35:16.377Z","last_trade_at":"2026-10-20T17:35:00.836923176Z","price":62.98,"iv_pct":28.288258251126535,"implied_move_pct":6.663142689525035,"put_call_skew_pp":2.6759953348810708,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"7db5ca14f7b366c1c683f1de9decab7278abd6ab81230c09b18db3ea8e8500b9"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T17:30:45.012000+00:00","captured_at":"2026-10-20T17:43:07.036Z","last_trade_at":"2026-10-20T17:43:01.828114927Z","price":63.02,"iv_pct":28.317806681037105,"implied_move_pct":6.6794314984770615,"put_call_skew_pp":3.1004169108826307,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"c62c012c00b56aab6f4251582a6cd6ab0d4373a2332a91b15c04019366cae2b1"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T17:46:07.857000+00:00","captured_at":"2026-10-20T17:50:55.170Z","last_trade_at":"2026-10-20T17:50:53.121924208Z","price":63.14,"iv_pct":28.49919392380893,"implied_move_pct":6.719424750996711,"put_call_skew_pp":3.2303747893495105,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"64dd2e201b5c8fae80cba24d0295e4a5975253ff6b8e4a269671a5a8215d49aa"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T17:58:31.891000+00:00","captured_at":"2026-10-20T18:07:02.062Z","last_trade_at":"2026-10-20T18:06:47.13703894Z","price":63.23,"iv_pct":28.0306445607089,"implied_move_pct":6.612715407121741,"put_call_skew_pp":4.203559312726518,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"9c905bb36e6f01074a9fdd8b68451093ef3a7258a56dadd56ea762f57c178403"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T18:07:08.626000+00:00","captured_at":"2026-10-20T18:14:52.652Z","last_trade_at":"2026-10-20T18:14:30.404918181Z","price":63.09,"iv_pct":27.881967032967037,"implied_move_pct":6.566383546887589,"put_call_skew_pp":3.185535701341069,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"afd6ae19698c2bc9e59242e3d32e6561760549d61532e2a42353d9d48ec8da8a"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T18:08:32.243000+00:00","captured_at":"2026-10-20T18:22:36.386Z","last_trade_at":"2026-10-20T18:22:34.968112777Z","price":63.27,"iv_pct":28.085003609649455,"implied_move_pct":6.628715314792209,"put_call_skew_pp":4.843701773835924,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"426725f2c1cabc53222fa353620509050f82aaf716a8919a9d0427e9087c0dd0"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T18:18:46.396000+00:00","captured_at":"2026-10-20T18:30:24.253Z","last_trade_at":"2026-10-20T18:30:16.880246167Z","price":63.22,"iv_pct":27.904635703743864,"implied_move_pct":6.587373162184655,"put_call_skew_pp":4.401630224354785,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"f65ae4b2094e46f65568bc04ce0557df223995a9ab8b4cae50e2e831f413acea"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T18:25:05.207000+00:00","captured_at":"2026-10-20T18:38:07.499Z","last_trade_at":"2026-10-20T18:37:53.963429091Z","price":63.325,"iv_pct":28.422559273452347,"implied_move_pct":6.698551362412456,"put_call_skew_pp":5.0371661751454075,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"87bac8c5e8087ca650915225457d5ba26544a869f9c21926e029c49439fb8302"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T18:33:58.129000+00:00","captured_at":"2026-10-20T18:45:55.338Z","last_trade_at":"2026-10-20T18:45:50.673991271Z","price":63.19,"iv_pct":28.102080519746263,"implied_move_pct":6.6173698557813285,"put_call_skew_pp":4.046734836473087,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"8e5cb614959b77f59d0251d8770e1617d84cd8af9b2f7cb6c7e445b46b80b5fc"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T18:46:04.575000+00:00","captured_at":"2026-10-20T18:53:43.780Z","last_trade_at":"2026-10-20T18:53:43.154923332Z","price":63.095,"iv_pct":27.745221999790846,"implied_move_pct":6.528590635028056,"put_call_skew_pp":3.5911718088789737,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"d979e29bb1596debb80eda2a180241f38fd9e0a735a24a5311160362b5740181"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T18:56:31.469000+00:00","captured_at":"2026-10-20T19:01:37.543Z","last_trade_at":"2026-10-20T19:01:27.010720727Z","price":63.045,"iv_pct":27.893187916511618,"implied_move_pct":6.574921399378677,"put_call_skew_pp":4.0499774054328475,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"255051d7faa54cbf99cb37f19810175749f0d056d26b812cd0505f2e7918a725"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T18:56:31.671000+00:00","captured_at":"2026-10-20T19:11:23.304Z","last_trade_at":"2026-10-20T19:11:17.616598225Z","price":63.06,"iv_pct":27.98677296191291,"implied_move_pct":6.601363922190733,"put_call_skew_pp":3.522137552925847,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"0a22034a56889d93df9f2c7f866ac69162bf28de8c6ba62ab45098b9e8cdf186"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T19:05:33.526000+00:00","captured_at":"2026-10-20T19:19:10.465Z","last_trade_at":"2026-10-20T19:19:08.566722552Z","price":63.04,"iv_pct":27.839006521163824,"implied_move_pct":6.564281754504372,"put_call_skew_pp":3.469818366958349,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"9fe4478149ada8f3b4e932c025f8ff47ee76a523554123450cd81c6f3092eb86"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T19:25:10.263000+00:00","captured_at":"2026-10-20T19:26:54.209Z","last_trade_at":"2026-10-20T19:26:46.879826529Z","price":62.865,"iv_pct":27.89549891900318,"implied_move_pct":6.566872650594044,"put_call_skew_pp":2.776473719889727,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"23bc98a063c1b2a5f23c8dd8b8f87bcb5bc6a82f38111f58f8a775c023a113c6"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T19:34:44.550000+00:00","captured_at":"2026-10-20T19:42:35.127Z","last_trade_at":"2026-10-20T19:42:21.950130877Z","price":63.015,"iv_pct":27.60781053011786,"implied_move_pct":6.5091689563251105,"put_call_skew_pp":3.5822624147231474,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"ee5f55802a3a73ea2c75a10132abff5e0fbea80bca90025680dee377616ddb6e"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T19:47:02.571000+00:00","captured_at":"2026-10-20T19:50:20.223Z","last_trade_at":"2026-10-20T19:50:14.765136678Z","price":63.045,"iv_pct":27.23451401470745,"implied_move_pct":6.437856171884706,"put_call_skew_pp":1.873285840532729,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"f8e742ccf8ea1f56bf9086c18fccb660c9494eef6bc9a50069c86c469c2f7350"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-20T19:48:29.524000+00:00","captured_at":"2026-10-20T20:06:07.076Z","last_trade_at":"2026-10-20T20:00:05.299163213Z","price":62.98,"iv_pct":28.699787238316187,"implied_move_pct":6.729401378842923,"put_call_skew_pp":3.8370277026776813,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"f3e5a10101bd9dba11fb7af5524afaa37059c90b33a4bc121b2b3640fb395dae"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:52.915000+00:00","captured_at":"2026-10-21T13:32:17.449Z","last_trade_at":"2026-10-21T13:32:08.239354617Z","price":63.015,"iv_pct":32.33437476006685,"implied_move_pct":7.588155316082446,"put_call_skew_pp":5.601832469978807,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"7d6d650bdc96179d8a39e33102deccd433d5511551bba4df47b6a3e7aed09fd2"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T13:36:40+00:00","captured_at":"2026-10-21T13:40:04.996Z","last_trade_at":"2026-10-21T13:40:01.744190276Z","price":63.38,"iv_pct":33.04231238530941,"implied_move_pct":7.761673013058943,"put_call_skew_pp":2.1941225626740946,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"efee48291190ebdd47edb234deb644844e6e91ed4489a0e44b0713a45839d8c5"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T13:54:06.254000+00:00","captured_at":"2026-10-21T13:55:56.543Z","last_trade_at":"2026-10-21T13:55:55.449971696Z","price":63.39,"iv_pct":30.491431540342294,"implied_move_pct":7.0975827444573145,"put_call_skew_pp":2.9501591128254567,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"3bd75654737606493844043e3582a31b054709b9fb670d80d39fba8598616307"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T14:01:10.866000+00:00","captured_at":"2026-10-21T14:04:05.355Z","last_trade_at":"2026-10-21T14:04:04.472737505Z","price":63.215,"iv_pct":30.133541548112174,"implied_move_pct":6.984897505017488,"put_call_skew_pp":4.005312659476745,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"125c968fbb39d4d70ee3c1f42417be538c3cb442721ef67894044df981b0a161"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T14:11:59.125000+00:00","captured_at":"2026-10-21T14:12:27.414Z","last_trade_at":"2026-10-21T14:12:22.958918774Z","price":63.225,"iv_pct":29.780721551531407,"implied_move_pct":6.867012894112621,"put_call_skew_pp":0.35554089347079043,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"c1762c14c826046ce1a7fa220d43e0237aa540e8919a32130590f8cd91bf514d"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T14:11:59.126000+00:00","captured_at":"2026-10-21T14:20:17.041Z","last_trade_at":"2026-10-21T14:20:15.664391632Z","price":63.115,"iv_pct":28.48916527605757,"implied_move_pct":6.5606134604321715,"put_call_skew_pp":3.272976169064745,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"276f847c063c43c725e1a67eae250de09ea97a07e8f572813035ee4bf1a19ced"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T14:22:02.266000+00:00","captured_at":"2026-10-21T14:28:24.570Z","last_trade_at":"2026-10-21T14:28:16.47256899Z","price":62.95,"iv_pct":27.425960744896372,"implied_move_pct":6.33845797556951,"put_call_skew_pp":1.8605124976274978,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"e548ac4aac805a6b508073a5395bab6cb20c18e63ec483aed27171afe9e2adc2"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T14:30:44.667000+00:00","captured_at":"2026-10-21T14:44:37.163Z","last_trade_at":"2026-10-21T14:44:34.773482171Z","price":63.3799,"iv_pct":28.80133048766104,"implied_move_pct":6.687853397977224,"put_call_skew_pp":5.405728182911279,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"3fe4f7fa0d55c3f9d284714137ed1820468f988672778c4e945a3e8f24d9e2d3"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T14:50:24.152000+00:00","captured_at":"2026-10-21T14:55:08.758Z","last_trade_at":"2026-10-21T14:55:06.035598396Z","price":63.39,"iv_pct":28.65351086716681,"implied_move_pct":6.640194295195812,"put_call_skew_pp":3.6923186716186773,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"53648bf91dbc2952b431ee051d0de494ef7779d8b9255b76f391bceff6adb017"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T14:59:35.160000+00:00","captured_at":"2026-10-21T15:13:42.432Z","last_trade_at":"2026-10-21T15:13:40.279729033Z","price":63.54,"iv_pct":27.573686675975573,"implied_move_pct":6.377130780650633,"put_call_skew_pp":3.653336279224578,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"46571e2d4c945c52df128bc36efa3e86de27c59370cd3f3bdc60f181780deb7d"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T15:13:43.997000+00:00","captured_at":"2026-10-21T15:24:43.359Z","last_trade_at":"2026-10-21T15:24:34.500454321Z","price":63.5178,"iv_pct":27.011383925106948,"implied_move_pct":6.234073872082182,"put_call_skew_pp":4.2685846248346255,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"a32b5c8323856880152bf1970ac51df90a678474efb4a6f060cf9a4c51ed240a"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T15:38:46.122000+00:00","captured_at":"2026-10-21T15:40:37.296Z","last_trade_at":"2026-10-21T15:40:36.645288904Z","price":63.72,"iv_pct":27.037734056987784,"implied_move_pct":6.262514405472388,"put_call_skew_pp":3.5820985691573934,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"19fae249abd4b8f70754e16d285218a0f6c41ce8edaeebc01501c7c0b064754c"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T15:50:22.335000+00:00","captured_at":"2026-10-21T15:54:05.251Z","last_trade_at":"2026-10-21T15:53:50.316264328Z","price":63.955,"iv_pct":26.906089379549954,"implied_move_pct":6.24677167310191,"put_call_skew_pp":2.942149224262253,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"eafeedc77541b3ce37d5dec23302fbed2345bc9553404bd82af53892d8d22278"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T16:13:43.920000+00:00","captured_at":"2026-10-21T16:15:03.200Z","last_trade_at":"2026-10-21T16:14:54.738449826Z","price":63.98,"iv_pct":27.178284140102328,"implied_move_pct":6.302999978225192,"put_call_skew_pp":3.4127344965172113,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"5bb9ce44d5a208ca440132ba3400ad176160a32cd468a6a22235d86fcba9d072"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T16:14:29.178000+00:00","captured_at":"2026-10-21T16:25:13.128Z","last_trade_at":"2026-10-21T16:24:59.041240199Z","price":63.825,"iv_pct":26.900065472266693,"implied_move_pct":6.230273711028059,"put_call_skew_pp":3.1275625344481863,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"caeef9ca9820d74a063b490318bd9753b4a1c34f54ef5908addc72ddeb0e0695"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T16:21:18.341000+00:00","captured_at":"2026-10-21T16:35:29.105Z","last_trade_at":"2026-10-21T16:35:26.082314801Z","price":63.87,"iv_pct":26.986331867303342,"implied_move_pct":6.256591355634774,"put_call_skew_pp":3.5342872066299824,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"5cdd5a84ef571d1ac36bbb40a602bff8ec61158ecde330df6e6d65c0f744ed92"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T16:40:42.513000+00:00","captured_at":"2026-10-21T16:45:47.907Z","last_trade_at":"2026-10-21T16:45:46.408572159Z","price":63.76,"iv_pct":26.781740914363038,"implied_move_pct":6.195997511610611,"put_call_skew_pp":2.2134466269025097,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"6ee5ba4dda2577a54a8af4d5681c9244ae1d96ab8f62aa210cada31ef34f22c2"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T16:53:20.135000+00:00","captured_at":"2026-10-21T16:56:04.369Z","last_trade_at":"2026-10-21T16:56:03.67334936Z","price":63.81,"iv_pct":26.87019648859723,"implied_move_pct":6.219977099774933,"put_call_skew_pp":2.5509483247617593,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"2d86171d79e5504a39cab889dbb534c7dc1ee9219ea5f6bff6f6fca5c2ecb553"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T16:58:44.930000+00:00","captured_at":"2026-10-21T17:10:54.609Z","last_trade_at":"2026-10-21T17:10:39.256302847Z","price":63.64,"iv_pct":26.79947085562764,"implied_move_pct":6.1865819081711955,"put_call_skew_pp":2.578259772389907,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"1800f511b0d49593d0d85ee7aa2361cfb06442de3b270014e9df60953cf1a3aa"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T17:23:51.105000+00:00","captured_at":"2026-10-21T17:24:53.670Z","last_trade_at":"2026-10-21T17:24:32.219316808Z","price":63.63,"iv_pct":26.86805327868852,"implied_move_pct":6.202997348915219,"put_call_skew_pp":3.2171856470721627,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"447a01e7662a58168fc3ebc1f15edaf03aa3dbae8a4716fcb6c2bf66de8eff41"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T17:33:32.205000+00:00","captured_at":"2026-10-21T17:35:33.580Z","last_trade_at":"2026-10-21T17:35:24.861221321Z","price":63.56,"iv_pct":27.39543509290021,"implied_move_pct":6.332024781932944,"put_call_skew_pp":1.8774683439543138,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"3959d3651d4d20da6873a51c834e285398f5d7cce998b20e5126fc9ee7a8ef8e"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T17:38:08.699000+00:00","captured_at":"2026-10-21T17:45:44.753Z","last_trade_at":"2026-10-21T17:45:33.445616803Z","price":63.7,"iv_pct":26.866210818307906,"implied_move_pct":6.219869490525325,"put_call_skew_pp":3.8107914373793514,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"2b50fdf1e08501ab03016b2208c06701fa435cb132ca0d27e03c8eb5bb663b0b"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T17:48:50.585000+00:00","captured_at":"2026-10-21T17:56:59.390Z","last_trade_at":"2026-10-21T17:56:54.819356408Z","price":63.79,"iv_pct":26.809467429577467,"implied_move_pct":6.209045994890806,"put_call_skew_pp":4.061311475409834,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"941d3a1add9efe7d3c43d4808fb9a885bb614b81065f3957029a9bcd705dd56b"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T17:57:06.175000+00:00","captured_at":"2026-10-21T18:08:26.017Z","last_trade_at":"2026-10-21T18:08:24.850592186Z","price":63.805,"iv_pct":26.763996768507635,"implied_move_pct":6.198337813389449,"put_call_skew_pp":3.7012722650941576,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"aa7608406007b138aa52cf529804574ba17f2c82986a9c944a1023ccc10da4c7"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T18:18:17.224000+00:00","captured_at":"2026-10-21T18:19:17.854Z","last_trade_at":"2026-10-21T18:19:17.215556335Z","price":63.92,"iv_pct":26.969345508922622,"implied_move_pct":6.262815825064033,"put_call_skew_pp":3.2165921926910257,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"46b599876cf06b8c577be91429603bdcb40f32700e464b165bfd85ba6105c512"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T18:29:11.616000+00:00","captured_at":"2026-10-21T18:29:34.745Z","last_trade_at":"2026-10-21T18:29:34.076178746Z","price":63.915,"iv_pct":26.96007418551567,"implied_move_pct":6.254737514318383,"put_call_skew_pp":3.334106385626362,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"6d8a99b83dbd14f73e2318e3195f38c72534f4773675993305046000aaff8a65"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T18:38:58.132000+00:00","captured_at":"2026-10-21T18:39:50.406Z","last_trade_at":"2026-10-21T18:39:43.161688578Z","price":64.05,"iv_pct":27.055037890662486,"implied_move_pct":6.284790857443317,"put_call_skew_pp":3.1157642033007193,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"a06db54527e8cb1af0339d4724bafd0becdc6ad4dcdda4294c61b66a13bb0b56"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T18:46:53.784000+00:00","captured_at":"2026-10-21T18:50:08.016Z","last_trade_at":"2026-10-21T18:49:59.523774222Z","price":64.08,"iv_pct":26.879899421499143,"implied_move_pct":6.227619064851721,"put_call_skew_pp":2.9765898617511555,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"87e11d9f9864510c973690740d50bea63bbf109c39fdd274aa0feb29aa5d8abf"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T18:50:51.193000+00:00","captured_at":"2026-10-21T19:02:39.544Z","last_trade_at":"2026-10-21T19:02:35.179679749Z","price":64.07,"iv_pct":26.91991954745443,"implied_move_pct":6.246250933311961,"put_call_skew_pp":2.9370499243570327,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"a404e7681012f0487f53cfb419cad7806b6695e15fe3beb33a8bc66a65e83918"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T19:07:53.424000+00:00","captured_at":"2026-10-21T19:13:35.039Z","last_trade_at":"2026-10-21T19:13:34.045346337Z","price":64.045,"iv_pct":27.001761133603242,"implied_move_pct":6.262654741150536,"put_call_skew_pp":3.4228847785508165,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"999eee9a17b229e9820375421acb9121c5e5e46647bc9792e317460d70a890a9"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T19:16:51.273000+00:00","captured_at":"2026-10-21T19:23:58.824Z","last_trade_at":"2026-10-21T19:23:58.18390952Z","price":64.075,"iv_pct":27.214244478148046,"implied_move_pct":6.309194088713885,"put_call_skew_pp":3.5228314136125647,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"7992c22c186c54813aa7290ebc627bfd2a9d593a5aec60b62b477649d363b12f"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T19:31:56.791000+00:00","captured_at":"2026-10-21T19:34:20.232Z","last_trade_at":"2026-10-21T19:34:18.504880933Z","price":64.025,"iv_pct":27.401576096060303,"implied_move_pct":6.350321214959441,"put_call_skew_pp":3.3548592150170697,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"cd960da55cdb1067724f452e0311d8a402f8229d3dca20905eca5391f24d2c96"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T19:41:33.031000+00:00","captured_at":"2026-10-21T19:55:17.451Z","last_trade_at":"2026-10-21T19:55:14.623099998Z","price":64.081,"iv_pct":26.683648061595434,"implied_move_pct":6.171495116900562,"put_call_skew_pp":-0.9351642335766408,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"10b9e690b9c9804953da520b59656ebdcaa7ea040b68f568886bb19ec5aff1d0"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-21T19:56:36.650000+00:00","captured_at":"2026-10-21T20:06:46.639Z","last_trade_at":"2026-10-21T20:00:04.916323237Z","price":64.13,"iv_pct":26.95543786337209,"implied_move_pct":6.2349421279087895,"put_call_skew_pp":-3.9701206692654756,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"0a2d035fa035cce82b670d295041c9605d63b2578699c336f8cdf7e54859cec7"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-22T17:20:35.916000+00:00","captured_at":"2026-10-22T17:30:08.797Z","last_trade_at":"2026-10-22T17:30:03.545234472Z","price":66.575,"iv_pct":28.61160227428415,"implied_move_pct":6.517548558985004,"put_call_skew_pp":2.5328528270332438,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"f20c235a9120a6f90be98e9cd6c0d7f11b77bd86e9f117a9dd7a7520f9d86c32"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:45.733000+00:00","captured_at":"2026-10-23T01:42:15.653Z","last_trade_at":"2026-10-22T23:52:13.734718231Z","price":67.8958,"iv_pct":30.534291208093606,"implied_move_pct":6.98058317959303,"put_call_skew_pp":2.5120295960144032,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"191f81f14757a589ac2c64a2d49a49298a353032f44fc6cf9c0ec0fb59c04886"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-23T16:32:33.987000+00:00","captured_at":"2026-10-23T16:35:03.857Z","last_trade_at":"2026-10-23T16:34:49.232022708Z","price":66.71,"iv_pct":28.569734063559483,"implied_move_pct":6.382989483124112,"put_call_skew_pp":3.7178221046900495,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"c0a025a887e0a4b1032b69b4fefe08b6be22bc3ef3955f3a9e1f3380a8809942"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:46.857000+00:00","captured_at":"2026-10-24T03:56:29.553Z","last_trade_at":"2026-10-23T23:00:00.001955954Z","price":66.77,"iv_pct":28.854552885287134,"implied_move_pct":6.448735771556324,"put_call_skew_pp":4.559690326081345,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"80f47a769f5c5cbd9e7090dd164e626e297d057bcdc4e6ec8419c7f73ae4741f"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-26T19:57:34.662000+00:00","captured_at":"2026-10-26T22:04:29.915Z","last_trade_at":"2026-10-26T20:49:16.700572549Z","price":66.7865,"iv_pct":28.333043501284124,"implied_move_pct":5.966196120439038,"put_call_skew_pp":2.305185789710901,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"102ad9c8a69be1544f486934d6dbc9ecbe87232029607851e6814f011eec7b0a"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-27T19:56:19.908000+00:00","captured_at":"2026-10-27T22:39:45.607Z","last_trade_at":"2026-10-27T22:30:00.001895651Z","price":65.87,"iv_pct":28.6191416509892,"implied_move_pct":5.9324220780418475,"put_call_skew_pp":-0.6096983878594642,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"2f6728775fa931a1c4f23215beebc405019fb3ee6d0dd44d60297400009d3f25"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-28T19:33:58.595000+00:00","captured_at":"2026-10-28T19:41:39.460Z","last_trade_at":"2026-10-28T19:41:37.738080919Z","price":65.195,"iv_pct":28.31755701754386,"implied_move_pct":5.742406928690184,"put_call_skew_pp":0.767567567567573,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"e357f1aba0e67c93d3bf978f64f78014227ef66c127c019102e607c3c822ee97"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:35.057000+00:00","captured_at":"2026-10-29T02:18:00.320Z","last_trade_at":"2026-10-28T23:25:55.350084887Z","price":65.31,"iv_pct":29.343314002346045,"implied_move_pct":5.973045195289203,"put_call_skew_pp":1.9611832171975874,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"9af1efe6591e6007b7d188ffb40865017c12387faba094232748d0a0d4dd7f8e"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-29T19:58:30.044000+00:00","captured_at":"2026-10-29T22:35:48.702Z","last_trade_at":"2026-10-29T22:30:00.001760822Z","price":65.93,"iv_pct":28.206732453059885,"implied_move_pct":5.626176129217033,"put_call_skew_pp":5.386835438897744,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"c44065f841a9817e3ce5a5aef0d686f96a73fce8c17f18cb471643f077b5ba83"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-10-30T19:59:18.794000+00:00","captured_at":"2026-10-30T21:57:54.889Z","last_trade_at":"2026-10-30T20:33:25.641023917Z","price":66.76,"iv_pct":30.332678113422627,"implied_move_pct":5.927177158589545,"put_call_skew_pp":5.667540346177352,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"9d5a76793f845bc993ef51b7f3f7d15885cdc010607f9eea9b0bc4625bad8019"},{"symbol":"KR","expiry":"2026-11-20","observed_at":"2026-11-03T15:39:28.592000+00:00","captured_at":"2026-11-03T15:42:59.622Z","last_trade_at":"2026-11-03T15:42:50.319508128Z","price":67.17,"iv_pct":29.61386283531956,"implied_move_pct":5.149103653602208,"put_call_skew_pp":4.843560454266649,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/KR","source_hash":"6b175adaffd07423ee5a5b1cf725592fd12a88e5b0158f5743abef4149f1dc5c"}],"dailyIv":[{"symbol":"KR","date":"2026-08-07","iv_pct":27.926264749459325,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":24.212044444444448,"put_iv_pct":28.907202346041057},{"expiry":"2026-08-21","call_iv_pct":23.95813172894237,"put_iv_pct":32.84319371727749},{"expiry":"2026-08-28","call_iv_pct":24.84968454258675,"put_iv_pct":33.928213058419246},{"expiry":"2026-09-04","call_iv_pct":26.68591885441528,"put_iv_pct":28.025729303547962}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2da22db55aa5b069a405d05c0633fea212911298bc220fdfc6ae36715c1aed98","captured_at":"2026-10-22T12:30:06.579602+00:00","observed_at":"2026-08-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"9c299f025057eafecfc6f821d2daec5b7af8fb239126490ea31c7d08056c20e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fac24fe2781e8b05cec80a546b81c2aaea8d16b24f60c8bdee15001dc6c51565"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"21d1232d4edc49488cbabe44055638707151ee50c0ab50471cd3635fbbfe4d1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"162e7bec042109d43a3dbcea259fef9b4661c631e532f71581dbc0086da90c03"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5625ee8b694252e7fa9e8628d7bee2c5163652fc0ef8a01d14d8fef4d2c2c5dc"}]},{"symbol":"KR","date":"2026-08-10","iv_pct":30.039891492126138,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":29.243150021997362,"put_iv_pct":38.17713958810069},{"expiry":"2026-08-21","call_iv_pct":24.416261343012703,"put_iv_pct":33.58109090909091},{"expiry":"2026-08-28","call_iv_pct":28.068396811337465,"put_iv_pct":30.71488326848249},{"expiry":"2026-09-04","call_iv_pct":25.418175865294668,"put_iv_pct":30.70003412969283}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d17199c40e1dd481beaa144f55d9ce91f35053bbb24b4bdd35251df1f954da96","captured_at":"2026-10-22T12:29:59.295296+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"11d57173a1e0afb212528d2f5c95274bcb73afe8835f254542ce4a8e894a773e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d743bc991df88823225eac91db0452005cda1aa0081ebc37794a5ad110f13c5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cefe429b78ede2c02f2f41cb9ac2185196c1db22d9d8b439ba09aedc137699e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"3798e13e4aaead46f95448c346d5fb12bed07f8fb24aaaa1a2d9d767d20a227e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"106a1078fed5c25b75a60cad217d0d23da7348890d3cc54939162428f2d1a3cc"}]},{"symbol":"KR","date":"2026-08-11","iv_pct":28.979603108681275,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":26.33216916780355,"put_iv_pct":48.20666666666666},{"expiry":"2026-08-21","call_iv_pct":24.00613995485327,"put_iv_pct":33.93119791666667},{"expiry":"2026-08-28","call_iv_pct":21.804052149400984,"put_iv_pct":27.36},{"expiry":"2026-09-04","call_iv_pct":16.807987220447284,"put_iv_pct":33.388611793611794}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1a208a4a78a349a7593e80da6abb9e8f0c4b890521f6074c30b133e2334ce796","captured_at":"2026-10-22T12:29:57.279027+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a20e8d13877d2314fc3828e7d8c8fb3170a55b58a691a4a396be297e7bf00e5d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d743bc991df88823225eac91db0452005cda1aa0081ebc37794a5ad110f13c5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cefe429b78ede2c02f2f41cb9ac2185196c1db22d9d8b439ba09aedc137699e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"3798e13e4aaead46f95448c346d5fb12bed07f8fb24aaaa1a2d9d767d20a227e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"106a1078fed5c25b75a60cad217d0d23da7348890d3cc54939162428f2d1a3cc"}]},{"symbol":"KR","date":"2026-08-12","iv_pct":27.760648937411183,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":22.513569725864123,"put_iv_pct":38.069954639175265},{"expiry":"2026-08-21","call_iv_pct":23.15149321266968,"put_iv_pct":31.254969879518075},{"expiry":"2026-08-28","call_iv_pct":23.124095634095635,"put_iv_pct":29.929470260223052},{"expiry":"2026-09-04","call_iv_pct":24.080592396109637,"put_iv_pct":29.961045751633986}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"12466cba3ca3a2b501db6e58e688da4ef40e16019d554e85b78ec34b14ae3433","captured_at":"2026-10-22T12:29:53.741546+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"db45933238c92cdecc22dcf3ff730d150518af90970478846708be496ce04437"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d743bc991df88823225eac91db0452005cda1aa0081ebc37794a5ad110f13c5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cefe429b78ede2c02f2f41cb9ac2185196c1db22d9d8b439ba09aedc137699e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"3798e13e4aaead46f95448c346d5fb12bed07f8fb24aaaa1a2d9d767d20a227e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"106a1078fed5c25b75a60cad217d0d23da7348890d3cc54939162428f2d1a3cc"}]},{"symbol":"KR","date":"2026-08-13","iv_pct":45.40151651099465,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":115.76563867325333,"put_iv_pct":76.33631653320772},{"expiry":"2026-08-21","call_iv_pct":24.01734693877551,"put_iv_pct":33.875670995670994},{"expiry":"2026-08-28","call_iv_pct":25.245,"put_iv_pct":32.722307692307695},{"expiry":"2026-09-04","call_iv_pct":24.811382405745064,"put_iv_pct":30.43846884899683}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a46f3b2cc616a5473a9992eaf6f994b3dea19ab2c488253acb80f752aae8089","captured_at":"2026-10-22T12:29:51.665903+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e7c5f2b7f8aac54fe0ff79735ffed572e1c56b06af8f4870da68616dbd4f6347"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d743bc991df88823225eac91db0452005cda1aa0081ebc37794a5ad110f13c5b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cefe429b78ede2c02f2f41cb9ac2185196c1db22d9d8b439ba09aedc137699e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"3798e13e4aaead46f95448c346d5fb12bed07f8fb24aaaa1a2d9d767d20a227e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"106a1078fed5c25b75a60cad217d0d23da7348890d3cc54939162428f2d1a3cc"}]},{"symbol":"KR","date":"2026-08-14","iv_pct":27.27877425388441,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":26.991919953596287,"put_iv_pct":20.875132420091326},{"expiry":"2026-08-28","call_iv_pct":29.78272430668842,"put_iv_pct":25.842267605633808},{"expiry":"2026-09-04","call_iv_pct":28.360890207715133,"put_iv_pct":19.378257756563244},{"expiry":"2026-09-11","call_iv_pct":33.78104557640751,"put_iv_pct":33.21795620437956}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"df3c98fa907fd7eebf72a70181971ad02fd6f2e9c563c16cd5625dca5bc46dd5","captured_at":"2026-10-22T12:29:47.420928+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"113a4d59e74343d34229abf0a9b8c5fd35f5eef165ad58afa9a3f72619f2e7b7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cefe429b78ede2c02f2f41cb9ac2185196c1db22d9d8b439ba09aedc137699e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"3798e13e4aaead46f95448c346d5fb12bed07f8fb24aaaa1a2d9d767d20a227e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"106a1078fed5c25b75a60cad217d0d23da7348890d3cc54939162428f2d1a3cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"904be34bd20d229aebed71aa6052556087ced2498ced54558aedfbf94cb65b52"}]},{"symbol":"KR","date":"2026-08-17","iv_pct":33.377884137660786,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.4957189089228,"put_iv_pct":37.156066699362434},{"expiry":"2026-08-28","call_iv_pct":28.271386759581883,"put_iv_pct":30.205849056603775},{"expiry":"2026-09-04","call_iv_pct":33.44530805687204,"put_iv_pct":30.21784518828452},{"expiry":"2026-09-11","call_iv_pct":39.649194630872486,"put_iv_pct":34.581703800786364}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"879ba5876be9c1c6383016a7c34aa45c11ffb0b3ddc4b8d59e7dc620c90bcf1e","captured_at":"2026-10-22T12:29:39.704566+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c3ddf54c130cb6d0546f27fe7be07b8ddcc49c0d9af7f6a55ca53efddce5b146"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cba6f7a080ece20219ea5be39b6aa390a33d4ef0a9b4a6fe2064774aaa39abfb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"6cbaba4158686e335f05c632e6694f26f19f4d8e4df46d9b94f5cc8fdacf45d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"6e13e12f09f3e166010d0c46c113deb9350112d5d4828d59b54a4486a70df91c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"a461fb479615c476bc9d0d6f4733d24fe482b85d6ebd849b97f4a4b75d22cd1f"}]},{"symbol":"KR","date":"2026-08-18","iv_pct":31.701723683934002,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":39.11761442441054,"put_iv_pct":33.123207920792076},{"expiry":"2026-08-28","call_iv_pct":31.073230659025786,"put_iv_pct":23.939115492957747},{"expiry":"2026-09-04","call_iv_pct":28.98083185840708,"put_iv_pct":24.276835443037974},{"expiry":"2026-09-11","call_iv_pct":39.62167630057804,"put_iv_pct":33.481277372262774}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"50978031644e6c310f7837151b11dabb8195749d02c3a7bdc595b4959d1758cf","captured_at":"2026-10-22T12:29:37.604741+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c28899c95dd9b485a6e2235c4a3def1122a94097ab733bc034fc9818af90670d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cba6f7a080ece20219ea5be39b6aa390a33d4ef0a9b4a6fe2064774aaa39abfb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"6cbaba4158686e335f05c632e6694f26f19f4d8e4df46d9b94f5cc8fdacf45d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"6e13e12f09f3e166010d0c46c113deb9350112d5d4828d59b54a4486a70df91c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"a461fb479615c476bc9d0d6f4733d24fe482b85d6ebd849b97f4a4b75d22cd1f"}]},{"symbol":"KR","date":"2026-08-19","iv_pct":35.0145247329145,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":40.1816680032077,"put_iv_pct":36.59027090694935},{"expiry":"2026-08-28","call_iv_pct":31.959693654266957,"put_iv_pct":34.79326815642458},{"expiry":"2026-09-04","call_iv_pct":25.594679351656097,"put_iv_pct":34.644784946236555},{"expiry":"2026-09-11","call_iv_pct":39.64409090909091,"put_iv_pct":36.707741935483874}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1ece683dadd95a71e2cb0a3b38600cab18e8b2225f44e00d9f500bb2b96e5501","captured_at":"2026-10-22T12:29:34.992678+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"aa99d2306983a1e853ba8cb3880118774b0624aabfc91e44870fafd8ae24fdfd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cba6f7a080ece20219ea5be39b6aa390a33d4ef0a9b4a6fe2064774aaa39abfb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"6cbaba4158686e335f05c632e6694f26f19f4d8e4df46d9b94f5cc8fdacf45d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"6e13e12f09f3e166010d0c46c113deb9350112d5d4828d59b54a4486a70df91c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"a461fb479615c476bc9d0d6f4733d24fe482b85d6ebd849b97f4a4b75d22cd1f"}]},{"symbol":"KR","date":"2026-08-20","iv_pct":35.65933998671776,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.58748661417323,"put_iv_pct":41.328765676567656},{"expiry":"2026-08-28","call_iv_pct":34.76594461538461,"put_iv_pct":25.601475054229933},{"expiry":"2026-09-04","call_iv_pct":34.39330019880716,"put_iv_pct":27.861685575364664},{"expiry":"2026-09-11","call_iv_pct":43.72763358778626,"put_iv_pct":35.00842857142857}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d194d3e7601a06d35575958fa7b05adc1481db27f943545975614de50190dd76","captured_at":"2026-10-22T12:29:02.781649+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a456da79b9b65f96f9280282c65c295a5b32bbd6d2f29aabee3f1eb366c27140"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cba6f7a080ece20219ea5be39b6aa390a33d4ef0a9b4a6fe2064774aaa39abfb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"6cbaba4158686e335f05c632e6694f26f19f4d8e4df46d9b94f5cc8fdacf45d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"6e13e12f09f3e166010d0c46c113deb9350112d5d4828d59b54a4486a70df91c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"a461fb479615c476bc9d0d6f4733d24fe482b85d6ebd849b97f4a4b75d22cd1f"}]},{"symbol":"KR","date":"2026-08-21","iv_pct":32.07930086847816,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":27.822240325865582,"put_iv_pct":27.365761381475668},{"expiry":"2026-09-04","call_iv_pct":30.112838456507525,"put_iv_pct":26.756204318936877},{"expiry":"2026-09-11","call_iv_pct":38.19298192771084,"put_iv_pct":35.609703337453645},{"expiry":"2026-09-18","call_iv_pct":35.45684090909091,"put_iv_pct":35.3178362907842}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2923da86545b3e35832f0bb6f73b617f39f324ca3c86f424f21e99a4e61dde4f","captured_at":"2026-10-22T12:28:58.594034+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ede4de553d34d6c53c9176e6a0e2757cc15814aaaf5a021ffcddc37afbf052be"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","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":"6cbaba4158686e335f05c632e6694f26f19f4d8e4df46d9b94f5cc8fdacf45d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"6e13e12f09f3e166010d0c46c113deb9350112d5d4828d59b54a4486a70df91c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"a461fb479615c476bc9d0d6f4733d24fe482b85d6ebd849b97f4a4b75d22cd1f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"5082f50e50b51a06d79dfa10f36ef4615a91f62a8e9ee66c0d2171a93040cc84"}]},{"symbol":"KR","date":"2026-08-24","iv_pct":33.301347873594636,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":28.93163217309501,"put_iv_pct":29.999199363732764},{"expiry":"2026-09-04","call_iv_pct":27.437769347496204,"put_iv_pct":30.117995642701523},{"expiry":"2026-09-11","call_iv_pct":38.56513513513514,"put_iv_pct":38.95109232769831},{"expiry":"2026-09-18","call_iv_pct":36.244616457461646,"put_iv_pct":36.163342541436464}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"800fb2f1e25a90a6736b2f720745a729309ebf06c354650d64b356a9fbce488a","captured_at":"2026-10-22T12:28:51.129838+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"bc1c6227ab579e86f9222de1e7a91169c180a64a3bfe6417015643ae07a275a2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00e0c1013a69b2acd5e44bf3084f3ef0715133e737ada0e6dadffc2a808889f7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"b51fcd2162a8c33f1c71e9704626b6984a5a20d88d0460a28b0d42090195d1ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"cb9f484c3f90521c395cc068b7722cf6c12d92b2cc25db6db88b339c791caf4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"3a843466836e7052abfa03d7c60339d28979fca95d6c43a997934a525fad506d"}]},{"symbol":"KR","date":"2026-08-25","iv_pct":32.69757124876993,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":29.517779552715655,"put_iv_pct":28.612093023255813},{"expiry":"2026-09-04","call_iv_pct":28.176121045392023,"put_iv_pct":25.299099999999996},{"expiry":"2026-09-11","call_iv_pct":39.85652392947103,"put_iv_pct":39.36825436408978},{"expiry":"2026-09-18","call_iv_pct":35.56653691275168,"put_iv_pct":35.184161162483484}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"53b88c49a05a12ba785a2cd3854e472e05dd7c05e36248d08532083ef8cab862","captured_at":"2026-10-22T12:28:48.623482+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"30aa196913e8ae8a91bfc50af7eb930b65d92be050efe893ddc0f869fbfae6d4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00e0c1013a69b2acd5e44bf3084f3ef0715133e737ada0e6dadffc2a808889f7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"b51fcd2162a8c33f1c71e9704626b6984a5a20d88d0460a28b0d42090195d1ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"cb9f484c3f90521c395cc068b7722cf6c12d92b2cc25db6db88b339c791caf4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"3a843466836e7052abfa03d7c60339d28979fca95d6c43a997934a525fad506d"}]},{"symbol":"KR","date":"2026-08-26","iv_pct":32.164071094220375,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":30.1994693877551,"put_iv_pct":31.867494758909853},{"expiry":"2026-09-04","call_iv_pct":26.96686918784873,"put_iv_pct":26.04525153374233},{"expiry":"2026-09-11","call_iv_pct":35.39646864686469,"put_iv_pct":35.96959183673469},{"expiry":"2026-09-18","call_iv_pct":35.31318681318681,"put_iv_pct":35.55423658872077}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2d9a989d70858db3b4ce59379a868f924c9e6ebc36b83922a53ad4260e200d79","captured_at":"2026-10-22T12:28:46.298329+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"99be69af09fcf653ce6f1e82897616626e4fe2e744c6206b1b00474d95938159"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00e0c1013a69b2acd5e44bf3084f3ef0715133e737ada0e6dadffc2a808889f7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"b51fcd2162a8c33f1c71e9704626b6984a5a20d88d0460a28b0d42090195d1ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"cb9f484c3f90521c395cc068b7722cf6c12d92b2cc25db6db88b339c791caf4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"3a843466836e7052abfa03d7c60339d28979fca95d6c43a997934a525fad506d"}]},{"symbol":"KR","date":"2026-08-27","iv_pct":38.64505127456041,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":64.23624168514412,"put_iv_pct":28.1802482168331},{"expiry":"2026-09-04","call_iv_pct":36.749636723910164,"put_iv_pct":35.657646302250804},{"expiry":"2026-09-11","call_iv_pct":41.88437288135594,"put_iv_pct":27.884082568807333},{"expiry":"2026-09-18","call_iv_pct":38.30499999999999,"put_iv_pct":36.26318181818182}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5c9ff5ca0106416f130b5cbf4601da2577210a2535dcdd716b3f3ea43dd297af","captured_at":"2026-10-22T12:28:44.163612+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a4665ca4288c791a9c3228d478bb099e4fa79d79a99b200b8c1dd42fac53f65a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"00e0c1013a69b2acd5e44bf3084f3ef0715133e737ada0e6dadffc2a808889f7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"b51fcd2162a8c33f1c71e9704626b6984a5a20d88d0460a28b0d42090195d1ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"cb9f484c3f90521c395cc068b7722cf6c12d92b2cc25db6db88b339c791caf4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"3a843466836e7052abfa03d7c60339d28979fca95d6c43a997934a525fad506d"}]},{"symbol":"KR","date":"2026-08-28","iv_pct":34.24602031681539,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":23.0029203539823,"put_iv_pct":27.438860363180968},{"expiry":"2026-09-11","call_iv_pct":37.93097402597403,"put_iv_pct":36.19632567849687},{"expiry":"2026-09-18","call_iv_pct":33.83486381322957,"put_iv_pct":37.56613520408163},{"expiry":"2026-09-25","call_iv_pct":36.761250000000004,"put_iv_pct":41.236833095577744}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"77071149e6ff56393a16b75cb2c1dd080d81cabc6b9e331aac1c3b23a3455a92","captured_at":"2026-10-22T12:28:39.948869+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6efa88cf16caff6613f6c47a003bc846ecb77ffeec7676fe630576da9e10feae"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"b51fcd2162a8c33f1c71e9704626b6984a5a20d88d0460a28b0d42090195d1ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"cb9f484c3f90521c395cc068b7722cf6c12d92b2cc25db6db88b339c791caf4b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"3a843466836e7052abfa03d7c60339d28979fca95d6c43a997934a525fad506d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"a2f559cb89fd504ebd91736d2c1229776c42268e57bea760100c9957430f51dc"}]},{"symbol":"KR","date":"2026-08-31","iv_pct":36.89433889658038,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":27.687821631878556,"put_iv_pct":28.043909839618554},{"expiry":"2026-09-11","call_iv_pct":44.23266055045871,"put_iv_pct":48.33953642384107},{"expiry":"2026-09-18","call_iv_pct":37.439927007299275,"put_iv_pct":37.7061757719715},{"expiry":"2026-09-25","call_iv_pct":34.58307994757536,"put_iv_pct":37.12160000000001}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b3f9bb898d9d5159a0a7dbcaa084bb2e4e511a909038936759b882d90e48a74b","captured_at":"2026-10-22T12:28:31.287825+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"fb76c2cfa3f2426f895fc5692fc91f9860e4f0cce26200646b356c8034ff08dc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","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":"c03431a587a462bc28af3ee98ef4ac59207b0739ac0865670ce3c5a024c24e3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"b7ce8d9ad384df1df235b6c974c6974067e100f83875fc12afbc856aab32a444"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"399b3f5f206e5b623aeb0256302f740fba15a87f0b97d9eaf668d6e382ea98c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"44262577dfd6bc33f2a3885c588a0bfc5161ce06265d0a3b6c5d31a924104df6"}]},{"symbol":"KR","date":"2026-09-01","iv_pct":39.69177979630335,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":33.39,"put_iv_pct":32.72223021582734},{"expiry":"2026-09-11","call_iv_pct":41.85384615384615,"put_iv_pct":47.065595375722545},{"expiry":"2026-09-18","call_iv_pct":44.996523605150216,"put_iv_pct":43.68225433526012},{"expiry":"2026-09-25","call_iv_pct":37.870778816199376,"put_iv_pct":35.95300986842105}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5a5a433da77ca937993dca6305fe96ae74e12a617e95c4aadaeb541ab42adc30","captured_at":"2026-10-22T12:28:27.092411+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b6c433552f0935161b68194b30a062a8f54ea3f4d902a3b0d870f5b03678d7a8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"64df48954eb0a57011e55f73504ad0e6ef993123e3237c1cd90257e74e8f6804"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"6a14e70b924bfb712240a6d266c9a914d7801ece57b51d56a3221dbe7cbac37c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"e72408c79abba8cdcd0815e5204d6871fc601f0106625e00a1d6acd2ee664bb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"59cd16c95e792dfed54d79ffa529f3befeff9cbaead416c33fce92e32d7fa795"}]},{"symbol":"KR","date":"2026-09-02","iv_pct":42.46117504831178,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":33.55628111273792,"put_iv_pct":46.657033026529504},{"expiry":"2026-09-11","call_iv_pct":40.56725220804711,"put_iv_pct":55.783463611859844},{"expiry":"2026-09-18","call_iv_pct":43.64221914008321,"put_iv_pct":42.23231578947369},{"expiry":"2026-09-25","call_iv_pct":37.523004172461754,"put_iv_pct":39.727831325301196}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6f4546e9ada02070fbf71279c72e80c155645dc17199de201a74549dadee45d8","captured_at":"2026-10-22T12:28:24.907093+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8f32a8b75bab1fb9e65aee0ea41f08cc3ed8a5e82e0ddb3f67fe941996232b06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"64df48954eb0a57011e55f73504ad0e6ef993123e3237c1cd90257e74e8f6804"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"6a14e70b924bfb712240a6d266c9a914d7801ece57b51d56a3221dbe7cbac37c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"e72408c79abba8cdcd0815e5204d6871fc601f0106625e00a1d6acd2ee664bb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"59cd16c95e792dfed54d79ffa529f3befeff9cbaead416c33fce92e32d7fa795"}]},{"symbol":"KR","date":"2026-09-03","iv_pct":46.669939387903,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":35.40664895104895,"put_iv_pct":75.37461472234179},{"expiry":"2026-09-11","call_iv_pct":49.16738197424893,"put_iv_pct":45.824905284147555},{"expiry":"2026-09-18","call_iv_pct":42.94613402061856,"put_iv_pct":50.020774748923955},{"expiry":"2026-09-25","call_iv_pct":37.43544715447154,"put_iv_pct":37.18360824742268}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"65a7d9ac155647822da9d2ed7169aa0f6e42f045d57b6c3dc957474508e5fe4d","captured_at":"2026-10-22T12:28:22.400752+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e1e43b75b46b2d0763e095419396efafc05f65671b59eae9c1366484fd44de2a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"64df48954eb0a57011e55f73504ad0e6ef993123e3237c1cd90257e74e8f6804"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"6a14e70b924bfb712240a6d266c9a914d7801ece57b51d56a3221dbe7cbac37c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"e72408c79abba8cdcd0815e5204d6871fc601f0106625e00a1d6acd2ee664bb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"59cd16c95e792dfed54d79ffa529f3befeff9cbaead416c33fce92e32d7fa795"}]},{"symbol":"KR","date":"2026-09-04","iv_pct":41.58979295278506,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":50.78810867293626,"put_iv_pct":51.09},{"expiry":"2026-09-18","call_iv_pct":42.84723247232472,"put_iv_pct":42.63648845686513},{"expiry":"2026-09-25","call_iv_pct":36.04818897637795,"put_iv_pct":38.12638778220452},{"expiry":"2026-10-02","call_iv_pct":35.47093189964158,"put_iv_pct":35.71100536193029}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"569f105222d73b26c12c89d545663ba448871ac3f4df4daf75f15efbbb0f1ccf","captured_at":"2026-10-22T12:28:19.154489+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"d2090bcfc69fc1c432725a059bf1e53479cf98b2bdc703c503d5a2152c2aae6f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","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":"6a14e70b924bfb712240a6d266c9a914d7801ece57b51d56a3221dbe7cbac37c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"e72408c79abba8cdcd0815e5204d6871fc601f0106625e00a1d6acd2ee664bb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"59cd16c95e792dfed54d79ffa529f3befeff9cbaead416c33fce92e32d7fa795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"779d762722b5de6b222dfa9add2f18f8842ffef36b88c2c703c04f206859ad16"}]},{"symbol":"KR","date":"2026-09-08","iv_pct":51.72424150229932,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":77.66837563451776,"put_iv_pct":75.0224055666004},{"expiry":"2026-09-18","call_iv_pct":47.667747747747754,"put_iv_pct":48.909766355140185},{"expiry":"2026-09-25","call_iv_pct":42.79,"put_iv_pct":46.02820987654321},{"expiry":"2026-10-02","call_iv_pct":38.23175732217574,"put_iv_pct":37.475669515669516}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a0264dbc3f6e3fc841e8cacf24ed0975572ae020725917bea1ea8ea35198845","captured_at":"2026-10-22T12:28:10.918134+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"34076a7d7ebc25df8c333206e8f7eb375fad19da683bb240972d64da6f77d99d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85a21fd1910b8682617ba22572e77bf3708207d6f047cd7dfaab45aa91e6959"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"9fa3cc4b173949e2993680d3de0456024432ccb3bbf692159c96e090fb5dd2f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"e02f10ac2e64e95fc8a4ed3064363e80595a216e3610f4a687d5e31ed8391ff9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"597b60a65f642ddee08ed716848075879f58cf1b89242ba4567c209830bff5c6"}]},{"symbol":"KR","date":"2026-09-09","iv_pct":54.98178899612344,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":92.37727626459143,"put_iv_pct":88.3668029739777},{"expiry":"2026-09-18","call_iv_pct":52.3843661971831,"put_iv_pct":52.11143024618992},{"expiry":"2026-09-25","call_iv_pct":42.46915934755332,"put_iv_pct":39.36630105017503},{"expiry":"2026-10-02","call_iv_pct":35.87501312335959,"put_iv_pct":36.90396276595745}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"640d47f2e5fc4a4f0578a0578c7b72ae271322f73ae3cc2c9c8cb508bbdba687","captured_at":"2026-10-22T12:28:08.592787+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"502995f8fc720104e59358e03375fe75a38fdc4f0e643702b714680bd882f97a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85a21fd1910b8682617ba22572e77bf3708207d6f047cd7dfaab45aa91e6959"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"9fa3cc4b173949e2993680d3de0456024432ccb3bbf692159c96e090fb5dd2f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"e02f10ac2e64e95fc8a4ed3064363e80595a216e3610f4a687d5e31ed8391ff9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"597b60a65f642ddee08ed716848075879f58cf1b89242ba4567c209830bff5c6"}]},{"symbol":"KR","date":"2026-09-10","iv_pct":64.61009511195653,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":121.64260496183206,"put_iv_pct":121.24172699069287},{"expiry":"2026-09-18","call_iv_pct":52.20929223744293,"put_iv_pct":59.483579766536955},{"expiry":"2026-09-25","call_iv_pct":41.05721100917431,"put_iv_pct":44.87953642384106},{"expiry":"2026-10-02","call_iv_pct":38.55303413400759,"put_iv_pct":37.81377537212449}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"46ddc25dd6e8af5552f6fb009be7fe4ee7ffeb38ff357f387274bdacca720331","captured_at":"2026-10-22T12:28:06.694775+00:00","observed_at":"2026-09-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a5f04588d4fa5a81d062e45c3dafe9096b8cb3a8cbc0344fd140034c35d3daa7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85a21fd1910b8682617ba22572e77bf3708207d6f047cd7dfaab45aa91e6959"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"9fa3cc4b173949e2993680d3de0456024432ccb3bbf692159c96e090fb5dd2f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"e02f10ac2e64e95fc8a4ed3064363e80595a216e3610f4a687d5e31ed8391ff9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"597b60a65f642ddee08ed716848075879f58cf1b89242ba4567c209830bff5c6"}]},{"symbol":"KR","date":"2026-09-11","iv_pct":27.98610191137583,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":28.34840579710145,"put_iv_pct":26.943955922865015},{"expiry":"2026-09-25","call_iv_pct":26.109939347990903,"put_iv_pct":27.246042154566748},{"expiry":"2026-10-02","call_iv_pct":27.449148112294285,"put_iv_pct":26.624159544159543},{"expiry":"2026-10-09","call_iv_pct":30.377667844522964,"put_iv_pct":30.78949656750572}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ab1c1dc6d7074ac52a221308dbe82d20a2b9d6b807aefe7c87009ed50ca95db4","captured_at":"2026-10-22T12:28:02.779214+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1bbd53b5f1fe14dcf81842055a70ec94f6bd58b0c1a1696168d394abceb41b1d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"9fa3cc4b173949e2993680d3de0456024432ccb3bbf692159c96e090fb5dd2f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"e02f10ac2e64e95fc8a4ed3064363e80595a216e3610f4a687d5e31ed8391ff9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"597b60a65f642ddee08ed716848075879f58cf1b89242ba4567c209830bff5c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"5583f294b4fb1bac91f27557a85baabad8af501ae0cc6e140b1a9287b009bb76"}]},{"symbol":"KR","date":"2026-09-14","iv_pct":27.094087848140767,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.594266855256954,"put_iv_pct":33.88553124999999},{"expiry":"2026-09-25","call_iv_pct":24.888461538461538,"put_iv_pct":27.791365360303416},{"expiry":"2026-10-02","call_iv_pct":22.506874473462513,"put_iv_pct":26.15858778625954},{"expiry":"2026-10-09","call_iv_pct":22.977101167315176,"put_iv_pct":30.95051435406699}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5989f551bb2330c3d1413d3f761779d5c6516a5fd7a6ad00d1b87ba462c171b1","captured_at":"2026-10-22T12:28:00.918926+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"647e2a4d3d2cfb2d2098d2513bae280b3cce3da45c6c6d9c102b9fd88638f531"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"9fa3cc4b173949e2993680d3de0456024432ccb3bbf692159c96e090fb5dd2f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"e02f10ac2e64e95fc8a4ed3064363e80595a216e3610f4a687d5e31ed8391ff9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"597b60a65f642ddee08ed716848075879f58cf1b89242ba4567c209830bff5c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"5583f294b4fb1bac91f27557a85baabad8af501ae0cc6e140b1a9287b009bb76"}]},{"symbol":"KR","date":"2026-09-15","iv_pct":34.92882313289124,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":59.62587595212187,"put_iv_pct":46.825128844555266},{"expiry":"2026-09-25","call_iv_pct":27.79467415730337,"put_iv_pct":29.75455947136564},{"expiry":"2026-10-02","call_iv_pct":28.10870422535211,"put_iv_pct":30.866926503340757},{"expiry":"2026-10-09","call_iv_pct":28.55471590909091,"put_iv_pct":27.9}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6ca9cb9cdb9d1e2e1a42f00d57a6b47ab68e964d9961541d0cb04ce42c00e7dd","captured_at":"2026-10-22T12:27:52.813326+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0ada572e9587e5cc6b769650760dc6fac3f36e79f29c0ce3b8c3ef7d709479f0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"efb459d18a22ab2720c01904d6ce0fb02feace44c6904fe5b703859ba6284b3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"883d021b321c6fe020716ac7a84297f61036b28a5476647389f51407f0e87634"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"51d09d722154ee1bfa6cd2363e068e9ecf2ab847d6463eaf23ee8c0b926f4848"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"18d8b01b92cdc5fbf3006af3b90c59d91c6720ff684cbccc39ce57d4849cc8b2"}]},{"symbol":"KR","date":"2026-09-16","iv_pct":31.101948632878354,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.33545377438507,"put_iv_pct":28.59432258064516},{"expiry":"2026-09-25","call_iv_pct":37.16678486997636,"put_iv_pct":33.63041351193943},{"expiry":"2026-10-02","call_iv_pct":29.449205479452058,"put_iv_pct":27.138547085201797},{"expiry":"2026-10-09","call_iv_pct":26.328999999999997,"put_iv_pct":28.17186176142698}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f1f54990a748506f00c143f7b2df31a991f370318e9a458d084a9a8b99db79a0","captured_at":"2026-10-22T12:27:50.523453+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1cc8a2b2edba8738f5a1fd7d4adacd56d710f23653f3221ea7d19c4189f46fdb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"efb459d18a22ab2720c01904d6ce0fb02feace44c6904fe5b703859ba6284b3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"883d021b321c6fe020716ac7a84297f61036b28a5476647389f51407f0e87634"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"51d09d722154ee1bfa6cd2363e068e9ecf2ab847d6463eaf23ee8c0b926f4848"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"18d8b01b92cdc5fbf3006af3b90c59d91c6720ff684cbccc39ce57d4849cc8b2"}]},{"symbol":"KR","date":"2026-09-17","iv_pct":26.68986027499607,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.3035593220339,"put_iv_pct":31.597132412672625},{"expiry":"2026-09-25","call_iv_pct":29.624478405315614,"put_iv_pct":19.933533716675377},{"expiry":"2026-10-02","call_iv_pct":23.835505819158456,"put_iv_pct":19.93432913269088},{"expiry":"2026-10-09","call_iv_pct":26.95857558139535,"put_iv_pct":23.331767810026385}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9d47dafdb60ecba45bb36b175b1bbf99bb2a123ac82a4f3bd53d0c764c263597","captured_at":"2026-10-22T12:27:48.025014+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0325b0cfe6f8e6a4c9f73f6721bb7fdfa8df11454d0700c4f4b69be5234e925d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"efb459d18a22ab2720c01904d6ce0fb02feace44c6904fe5b703859ba6284b3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"883d021b321c6fe020716ac7a84297f61036b28a5476647389f51407f0e87634"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"51d09d722154ee1bfa6cd2363e068e9ecf2ab847d6463eaf23ee8c0b926f4848"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"18d8b01b92cdc5fbf3006af3b90c59d91c6720ff684cbccc39ce57d4849cc8b2"}]},{"symbol":"KR","date":"2026-09-18","iv_pct":24.054351492463923,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":17.518096182449185,"put_iv_pct":30.180450656018255},{"expiry":"2026-10-02","call_iv_pct":25.507314884068812,"put_iv_pct":25.483496332518335},{"expiry":"2026-10-09","call_iv_pct":23.47892723880597,"put_iv_pct":25.087386253630207},{"expiry":"2026-10-16","call_iv_pct":23.393941979522186,"put_iv_pct":21.785198412698414}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"04aabe2892de6146a2da4c47d55e96b44c0bd2e08e691be823d48cd72702664e","captured_at":"2026-10-22T12:27:43.205431+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"aa352ba20d1ca34273b549b7ff6f03cbee17de3007252326312220161c7907d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"883d021b321c6fe020716ac7a84297f61036b28a5476647389f51407f0e87634"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"51d09d722154ee1bfa6cd2363e068e9ecf2ab847d6463eaf23ee8c0b926f4848"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"18d8b01b92cdc5fbf3006af3b90c59d91c6720ff684cbccc39ce57d4849cc8b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"9e9d800de14b263a41882380b893461cd70f477a2a593c0bd690fbbc5ba03282"}]},{"symbol":"KR","date":"2026-09-21","iv_pct":28.196513099611693,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":31.29088888888889,"put_iv_pct":28.173199999999998},{"expiry":"2026-10-02","call_iv_pct":26.06131365313653,"put_iv_pct":33.57616915422885},{"expiry":"2026-10-09","call_iv_pct":30.94035029190993,"put_iv_pct":25.427979094076658},{"expiry":"2026-10-16","call_iv_pct":24.743002915451896,"put_iv_pct":25.3592007992008}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"25d2c3f2a530fb5d132bc08347c26bdd64eff6724d444bf20188f4c6d2b9a6bd","captured_at":"2026-10-22T12:27:40.438852+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2c137fe9af51416fe2c0327fa9a5324801515da9dc79f2b3a9e706cbaeb2e902"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","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":"883d021b321c6fe020716ac7a84297f61036b28a5476647389f51407f0e87634"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"51d09d722154ee1bfa6cd2363e068e9ecf2ab847d6463eaf23ee8c0b926f4848"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"18d8b01b92cdc5fbf3006af3b90c59d91c6720ff684cbccc39ce57d4849cc8b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"9e9d800de14b263a41882380b893461cd70f477a2a593c0bd690fbbc5ba03282"}]},{"symbol":"KR","date":"2026-09-22","iv_pct":26.457599464826153,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":29.484959612277866,"put_iv_pct":29.001682242990658},{"expiry":"2026-10-02","call_iv_pct":25.484096754439683,"put_iv_pct":26.508},{"expiry":"2026-10-09","call_iv_pct":27.462016806722687,"put_iv_pct":24.928753993610222},{"expiry":"2026-10-16","call_iv_pct":24.75801707779886,"put_iv_pct":24.033269230769232}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c14a85a9e75426319c2fe4e1b34dc67ce2e3e6e87b02af223bf3abffd52ecbe1","captured_at":"2026-10-22T12:27:30.957490+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"d26a37d3d1f5e0d72ad016864cffdcff3a89f814a66bba7a552d77864fd422d4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02bcfba921df97831e7766620bb277a5e8c87c33c3fd282b0047e31bc25e7e31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"c284b7ec998ffb4211e39539d600ff6003e8a2e68867492c9bb77a9ddb68d408"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"80f6aa7e4a61c377120964b560450a465a935e7a02d2cc3631b4befa88cb7ca5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"8b8eea290bec5d5203f43be7482217165df6f5ce488c629c542a8dd7b3eee076"}]},{"symbol":"KR","date":"2026-09-23","iv_pct":31.046386044326397,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":40.560869565217395,"put_iv_pct":56.654323455908596},{"expiry":"2026-10-02","call_iv_pct":29.275645706558485,"put_iv_pct":21.113045454545453},{"expiry":"2026-10-09","call_iv_pct":27.417742474916384,"put_iv_pct":24.7014010007148},{"expiry":"2026-10-16","call_iv_pct":26.169942857142857,"put_iv_pct":22.4781178396072}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9c93d41ae5b2baab0cea2faa3a732a5f4dc5bd88d3350870f0affa3986e3028d","captured_at":"2026-10-22T12:27:28.992665+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1de1634cfb4102b94058c58e3003aee69089499fe03cdad25713d42559f7d707"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02bcfba921df97831e7766620bb277a5e8c87c33c3fd282b0047e31bc25e7e31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"c284b7ec998ffb4211e39539d600ff6003e8a2e68867492c9bb77a9ddb68d408"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"80f6aa7e4a61c377120964b560450a465a935e7a02d2cc3631b4befa88cb7ca5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"8b8eea290bec5d5203f43be7482217165df6f5ce488c629c542a8dd7b3eee076"}]},{"symbol":"KR","date":"2026-09-24","iv_pct":30.240915205935593,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":37.59146689019279,"put_iv_pct":47.31738095238094},{"expiry":"2026-10-02","call_iv_pct":29.275169230769226,"put_iv_pct":28.266596351197265},{"expiry":"2026-10-09","call_iv_pct":25.040000000000003,"put_iv_pct":22.9026953125},{"expiry":"2026-10-16","call_iv_pct":27.657684210526316,"put_iv_pct":23.876328699918233}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"64e64cf261b64ef71bc4e4eb5a8a48d6831897dbbb0726f71fb2e587ac2fb798","captured_at":"2026-10-22T12:27:27.103683+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"93f67a886e985129cd1485475e60e4e97a80197d80cf51d78ef6908e004ae6e0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02bcfba921df97831e7766620bb277a5e8c87c33c3fd282b0047e31bc25e7e31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"c284b7ec998ffb4211e39539d600ff6003e8a2e68867492c9bb77a9ddb68d408"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"80f6aa7e4a61c377120964b560450a465a935e7a02d2cc3631b4befa88cb7ca5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"8b8eea290bec5d5203f43be7482217165df6f5ce488c629c542a8dd7b3eee076"}]},{"symbol":"KR","date":"2026-09-25","iv_pct":25.326721341547092,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":24.117436021245776,"put_iv_pct":22.08734288354898},{"expiry":"2026-10-09","call_iv_pct":24.565403817914834,"put_iv_pct":25.630517711171663},{"expiry":"2026-10-16","call_iv_pct":26.18709864603482,"put_iv_pct":22.580015163002276},{"expiry":"2026-10-23","call_iv_pct":27.720171149144253,"put_iv_pct":29.725785340314136}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1042329226bddbf3775f09017b40de5beb98d4748335054e98a7b7ecc9c8f4db","captured_at":"2026-10-22T12:27:23.506607+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"79f73644e9ac52706b5c3531f01f63be3ed1255c3908f8b355d2e24c0c6d2988"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"c284b7ec998ffb4211e39539d600ff6003e8a2e68867492c9bb77a9ddb68d408"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"80f6aa7e4a61c377120964b560450a465a935e7a02d2cc3631b4befa88cb7ca5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"8b8eea290bec5d5203f43be7482217165df6f5ce488c629c542a8dd7b3eee076"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"cfc13c345226794683d02d8af3e96f2deb0b97d02deb59998613c7c9fc842ef0"}]},{"symbol":"KR","date":"2026-09-28","iv_pct":28.070317209948126,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":34.09967741935483,"put_iv_pct":26.676658722592943},{"expiry":"2026-10-09","call_iv_pct":28.767676595744685,"put_iv_pct":21.22507216494845},{"expiry":"2026-10-16","call_iv_pct":29.084833659491196,"put_iv_pct":26.348687943262412},{"expiry":"2026-10-23","call_iv_pct":29.505867158671585,"put_iv_pct":28.854064015518908}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"18083c7252ab3a1f6134041edf732f269d9ccaf23fd23938da4bdfa6de8674e3","captured_at":"2026-10-22T12:27:21.466201+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5dc1c44e02f0675f35b6f4bbc178c1497321edfe5059ff860b8370381f89e4d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"c284b7ec998ffb4211e39539d600ff6003e8a2e68867492c9bb77a9ddb68d408"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"80f6aa7e4a61c377120964b560450a465a935e7a02d2cc3631b4befa88cb7ca5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"8b8eea290bec5d5203f43be7482217165df6f5ce488c629c542a8dd7b3eee076"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"cfc13c345226794683d02d8af3e96f2deb0b97d02deb59998613c7c9fc842ef0"}]},{"symbol":"KR","date":"2026-09-29","iv_pct":27.329861106261845,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":27.515263379688154,"put_iv_pct":38.25413650939075},{"expiry":"2026-10-09","call_iv_pct":25.273489416292495,"put_iv_pct":23.79801886792453},{"expiry":"2026-10-16","call_iv_pct":22.5726096333573,"put_iv_pct":23.106614785992218},{"expiry":"2026-10-23","call_iv_pct":27.70525625744934,"put_iv_pct":30.4135}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6177979d91170fd907c72dc1bfc076900e7ca1d86c04e311ef44c7ab80b83ba0","captured_at":"2026-10-22T12:27:12.197280+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5e5a82164eb162e713bb6d6257c12fbdf681233d7018f03291157d5ff67ccda8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"7b88403f55613ca0ac8e12529aa8ff9f24c10fdfd89225fef201b0b7545fb8d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"f14cd9a92dc03168e7205430bf8b2538f5f934455afd7d9415aef5b2eba9caaf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"66955c81f0ed034d0ae28c0360d0f9a9106c81b29d1b40dd078fcfcc435ed792"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"a1880ef3f2b18dd72bd0d96a679becebda79a3c27dcb07a75390407a00be80bb"}]},{"symbol":"KR","date":"2026-09-30","iv_pct":30.13851534533044,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":41.85776061776062,"put_iv_pct":26.94237534840508},{"expiry":"2026-10-09","call_iv_pct":31.560468253968253,"put_iv_pct":24.874395161290323},{"expiry":"2026-10-16","call_iv_pct":27.118452380952384,"put_iv_pct":25.634275256222544},{"expiry":"2026-10-23","call_iv_pct":31.07011641443539,"put_iv_pct":32.05027932960894}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0022522ba201f641df65fb795332614b5a3efd6d56fd87e3d679dc3393ec9472","captured_at":"2026-10-22T12:27:09.693256+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ec273859762d8e47ec22150ede7ba3cd57576643ebc300e2ae4a56277ab8aef8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","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":"7b88403f55613ca0ac8e12529aa8ff9f24c10fdfd89225fef201b0b7545fb8d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"f14cd9a92dc03168e7205430bf8b2538f5f934455afd7d9415aef5b2eba9caaf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"66955c81f0ed034d0ae28c0360d0f9a9106c81b29d1b40dd078fcfcc435ed792"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"a1880ef3f2b18dd72bd0d96a679becebda79a3c27dcb07a75390407a00be80bb"}]},{"symbol":"KR","date":"2026-10-01","iv_pct":30.224895501438134,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":40.97726015037594,"put_iv_pct":31.417667789582794},{"expiry":"2026-10-09","call_iv_pct":29.906401539448364,"put_iv_pct":25.043303094983994},{"expiry":"2026-10-16","call_iv_pct":28.84193689745837,"put_iv_pct":27.690404040404037},{"expiry":"2026-10-23","call_iv_pct":33.18457317073171,"put_iv_pct":24.73761732851986}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5effedba4622dfbd5fb82738ac09d2930e4b33ef5825a3b7b48052dffe119db5","captured_at":"2026-10-22T12:27:05.418960+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"155087933d4a1364e7452ae552ae6a9dfad51da190d6522ddc2751f1645e7c9e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-02","start_date":"2026-10-01","end_date":"2026-10-01","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"773ca87b715ca9dd89750697467c88cd9810a0d9bc14ff08f4a1e7ae9410d13c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"851ca7bbe3055b642f5d0367283d622aec3b3f078acdb438f5e3039ae31d61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cd11a35081e700291c4881ed267e67abfcd79895bce33e136ad8e37dfa7fa963"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"184e34d0572b0fd8d99fece44a59f8d5f1fd38c38b11aaf48f924ff95dec33b0"}]},{"symbol":"KR","date":"2026-10-02","iv_pct":26.665064739884897,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":25.087989778534926,"put_iv_pct":27.00604389994895},{"expiry":"2026-10-16","call_iv_pct":25.757134328358212,"put_iv_pct":25.462685253118124},{"expiry":"2026-10-23","call_iv_pct":27.60243042671614,"put_iv_pct":27.753536821705428},{"expiry":"2026-10-30","call_iv_pct":28.276643356643362,"put_iv_pct":26.374054054054053}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e4439a9f774a3a765925bec68b5e1de6f78ceffef508cbe828f7a4b59e3dd7b7","captured_at":"2026-10-22T12:27:02.062627+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7270d2f6457d8d9378e429782b75daa1ed9876f8fc007dfd33670f12a3a5a0dd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"851ca7bbe3055b642f5d0367283d622aec3b3f078acdb438f5e3039ae31d61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cd11a35081e700291c4881ed267e67abfcd79895bce33e136ad8e37dfa7fa963"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"184e34d0572b0fd8d99fece44a59f8d5f1fd38c38b11aaf48f924ff95dec33b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"98d5ac5ae06b4e9f684fc5cf9eb616e3534d774265148dfc14d9ea3dab62c5b9"}]},{"symbol":"KR","date":"2026-10-05","iv_pct":29.827699144555815,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":22.494160363086234,"put_iv_pct":40.71857433808553},{"expiry":"2026-10-16","call_iv_pct":26.21915159944367,"put_iv_pct":29.641820428336086},{"expiry":"2026-10-23","call_iv_pct":31.624210526315792,"put_iv_pct":36.65686926605504},{"expiry":"2026-10-30","call_iv_pct":26.000343087790114,"put_iv_pct":25.266463547334062}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"792956f2cb2b3c1db43ca4301653d2d9f5f864b7b0e08b15b2b3a812a78db100","captured_at":"2026-10-22T12:26:51.835180+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f316a0712990fea3efd2647dbbf44f82e544b7c253490042b4dd7dbe4d634367"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"851ca7bbe3055b642f5d0367283d622aec3b3f078acdb438f5e3039ae31d61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cd11a35081e700291c4881ed267e67abfcd79895bce33e136ad8e37dfa7fa963"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"184e34d0572b0fd8d99fece44a59f8d5f1fd38c38b11aaf48f924ff95dec33b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"98d5ac5ae06b4e9f684fc5cf9eb616e3534d774265148dfc14d9ea3dab62c5b9"}]},{"symbol":"KR","date":"2026-10-06","iv_pct":27.28865721409791,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":29.496439665471925,"put_iv_pct":24.491504159733775},{"expiry":"2026-10-16","call_iv_pct":26.133505747126435,"put_iv_pct":25.796334384858042},{"expiry":"2026-10-23","call_iv_pct":29.912469368520263,"put_iv_pct":28.981797235023038},{"expiry":"2026-10-30","call_iv_pct":26.73785132382892,"put_iv_pct":26.75935582822086}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3fec8dac908401923c14ebc9803835153f7860afb67905bd72eb3223b4cb6941","captured_at":"2026-10-22T12:26:50.001885+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5744fc357a663ba5f537810c6d9eaca311d7a02a2803581d15e556ce7766ec86"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"851ca7bbe3055b642f5d0367283d622aec3b3f078acdb438f5e3039ae31d61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cd11a35081e700291c4881ed267e67abfcd79895bce33e136ad8e37dfa7fa963"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"184e34d0572b0fd8d99fece44a59f8d5f1fd38c38b11aaf48f924ff95dec33b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"98d5ac5ae06b4e9f684fc5cf9eb616e3534d774265148dfc14d9ea3dab62c5b9"}]},{"symbol":"KR","date":"2026-10-07","iv_pct":31.031859312890198,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":33.74367079388201,"put_iv_pct":25.69131092436975},{"expiry":"2026-10-16","call_iv_pct":28.078289124668437,"put_iv_pct":40.24195028680688},{"expiry":"2026-10-23","call_iv_pct":31.91243830207305,"put_iv_pct":29.915329512893983},{"expiry":"2026-10-30","call_iv_pct":31.025358361774742,"put_iv_pct":27.64652719665272}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c6b17a709f2d8805b6795fef3c8b401d815f3503950853caea051f2b1996c47f","captured_at":"2026-10-22T12:26:47.912370+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6412d9d6b925882025dae7e89c8c77bb36cefc18ddbdfbb27d8ce63f8c972281"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","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":"851ca7bbe3055b642f5d0367283d622aec3b3f078acdb438f5e3039ae31d61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"cd11a35081e700291c4881ed267e67abfcd79895bce33e136ad8e37dfa7fa963"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"184e34d0572b0fd8d99fece44a59f8d5f1fd38c38b11aaf48f924ff95dec33b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"98d5ac5ae06b4e9f684fc5cf9eb616e3534d774265148dfc14d9ea3dab62c5b9"}]},{"symbol":"KR","date":"2026-10-08","iv_pct":33.25532166454432,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":39.18580825958702,"put_iv_pct":59.02680722891566},{"expiry":"2026-10-16","call_iv_pct":28.707244764397906,"put_iv_pct":27.222222222222225},{"expiry":"2026-10-23","call_iv_pct":25.92504464285714,"put_iv_pct":27.325824915824914},{"expiry":"2026-10-30","call_iv_pct":29.620032537960956,"put_iv_pct":29.029588744588743}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"69d05f098d1ace8ee7704e8abe6baee94ecb8f5f0fe52326f00a206949b24861","captured_at":"2026-10-22T12:26:41.121715+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"9d166153f1d876287ba1aa339f1ee5ae83052f249f504c517d477aadf8a86764"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e1049f87f911fd20cb35e5305d56e5302c45448453e18931621b49a2c932f492"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"5ca2160b2e4278daf6d64485d0af9affce181d5d4fcfd382a75b5206c9c23052"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"26c69e6ed9a8dcbc304205fe473c7bebe8019f07a01de7e543b4a5b7b21a2b04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"4dc272215a46fded4bd9dc4cf531b9d51e265b460bd64cd5de627f29602fefd1"}]},{"symbol":"KR","date":"2026-10-09","iv_pct":27.044842608840057,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.412175438596492,"put_iv_pct":29.66597507788162},{"expiry":"2026-10-23","call_iv_pct":25.595028340080972,"put_iv_pct":24.764599844599843},{"expiry":"2026-10-30","call_iv_pct":27.452012644889358,"put_iv_pct":33.30186813186813},{"expiry":"2026-11-06","call_iv_pct":26.63704572098476,"put_iv_pct":25.530035671819263}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b68d4de2dcda9b28e7159df9a75765a80863356dcc30d260a325638de3fb2c31","captured_at":"2026-10-22T12:26:37.625204+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f9a3c927f01132c91b1d6f6aa5cf849c7e561041bac17e2b0cfba2684a58893b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"5ca2160b2e4278daf6d64485d0af9affce181d5d4fcfd382a75b5206c9c23052"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"26c69e6ed9a8dcbc304205fe473c7bebe8019f07a01de7e543b4a5b7b21a2b04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"4dc272215a46fded4bd9dc4cf531b9d51e265b460bd64cd5de627f29602fefd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"7ed066ac897da9698a711e199bdd8eeafb275f9006b81cabf9fafdeb356f8824"}]},{"symbol":"KR","date":"2026-10-12","iv_pct":28.39123199460043,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.78505850585058,"put_iv_pct":26.74305138339921},{"expiry":"2026-10-23","call_iv_pct":30.599683069224355,"put_iv_pct":27.729741935483876},{"expiry":"2026-10-30","call_iv_pct":28.763738601823707,"put_iv_pct":28.045548961424334},{"expiry":"2026-11-06","call_iv_pct":28.5121327014218,"put_iv_pct":27.9509007981756}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7ab70a7031bb404fc6ca31838a32bc1380fec47aa6bdbb9fcbe91b6e820ec8a","captured_at":"2026-10-22T12:26:35.738916+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4acb3e167806b7fdaec6365b76790b8711fb1ed5d8fc1acddc6b5bf68a588e28"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"5ca2160b2e4278daf6d64485d0af9affce181d5d4fcfd382a75b5206c9c23052"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"26c69e6ed9a8dcbc304205fe473c7bebe8019f07a01de7e543b4a5b7b21a2b04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"4dc272215a46fded4bd9dc4cf531b9d51e265b460bd64cd5de627f29602fefd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"7ed066ac897da9698a711e199bdd8eeafb275f9006b81cabf9fafdeb356f8824"}]},{"symbol":"KR","date":"2026-10-13","iv_pct":34.347524895666886,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.77157185628742,"put_iv_pct":53.53765316718587},{"expiry":"2026-10-23","call_iv_pct":32.32110275689223,"put_iv_pct":31.836589211618254},{"expiry":"2026-10-30","call_iv_pct":30.579379310344823,"put_iv_pct":30.17507288629737},{"expiry":"2026-11-06","call_iv_pct":31.53771886559803,"put_iv_pct":29.021111111111114}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff156101963b5c8fc9619c9cc75ea368a9c88015271567fe052a7adbce286538","captured_at":"2026-10-22T12:26:33.827474+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"59bb33b525ae06887b028f9b043dc5082c720ab00fbb8db7f7d1113dfdfee65a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"5ca2160b2e4278daf6d64485d0af9affce181d5d4fcfd382a75b5206c9c23052"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"26c69e6ed9a8dcbc304205fe473c7bebe8019f07a01de7e543b4a5b7b21a2b04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"4dc272215a46fded4bd9dc4cf531b9d51e265b460bd64cd5de627f29602fefd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"7ed066ac897da9698a711e199bdd8eeafb275f9006b81cabf9fafdeb356f8824"}]},{"symbol":"KR","date":"2026-10-14","iv_pct":34.69421764449005,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.33688166828322,"put_iv_pct":44.60989130434783},{"expiry":"2026-10-23","call_iv_pct":35.916475279106855,"put_iv_pct":37.45129893238434},{"expiry":"2026-10-30","call_iv_pct":29.473346613545814,"put_iv_pct":32.5368953068592},{"expiry":"2026-11-06","call_iv_pct":28.234301552106434,"put_iv_pct":31.99465049928673}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dc3294cbded991ef09ede1c9e40cc807c9b649d7ff5557d294c95968b55d8994","captured_at":"2026-10-22T12:26:31.692145+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"501f8e1357274cb37ed7d368dd59813479a8906dcc260a138af93f72e88ff516"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"5ca2160b2e4278daf6d64485d0af9affce181d5d4fcfd382a75b5206c9c23052"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"26c69e6ed9a8dcbc304205fe473c7bebe8019f07a01de7e543b4a5b7b21a2b04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"4dc272215a46fded4bd9dc4cf531b9d51e265b460bd64cd5de627f29602fefd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"7ed066ac897da9698a711e199bdd8eeafb275f9006b81cabf9fafdeb356f8824"}]},{"symbol":"KR","date":"2026-10-15","iv_pct":34.4813627615612,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.09145833333333,"put_iv_pct":31.243146551724138},{"expiry":"2026-10-23","call_iv_pct":36.812537313432834,"put_iv_pct":34.16327095199349},{"expiry":"2026-10-30","call_iv_pct":31.304589322381933,"put_iv_pct":31.412637759710933},{"expiry":"2026-11-06","call_iv_pct":32.416759002770085,"put_iv_pct":30.406502857142854}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e73dda5147f6ef0c697759c9c50afcc21be4560d27233f86143acfef1342db67","captured_at":"2026-10-22T12:26:24.112834+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ee7d0810bbc71eca429882d64a480dd1716ff64c7c7a6800a0ae6d0a75a07d81"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"1b1c4d837d68cfc45d84903163182d2c687e820fe33d7e1b23ac8d22b7fa5fac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e6fa4d6ce41beaccf87672d2d70276b1b205b9fa5b8078ebae05b3046d246198"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"532a0013c00dd9b9bdab472bd77e22eccd8e8ed5a79fe9bc706ed4deafbd3495"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e900387e684d9b729cb1c42ac7483fcec32c70f0653b882e246e51c8a09ecc85"}]},{"symbol":"KR","date":"2026-10-16","iv_pct":31.655777200782616,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":35.85091560509554,"put_iv_pct":35.5400863422292},{"expiry":"2026-10-30","call_iv_pct":30.234096618357487,"put_iv_pct":32.30195413758724},{"expiry":"2026-11-06","call_iv_pct":29.97334109429569,"put_iv_pct":29.660312500000003},{"expiry":"2026-11-13","call_iv_pct":29.430821744627057,"put_iv_pct":30.25468956406869}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e5dfea5ff80aed2ef18b3b7c921e1f3904569a33a1afb33421211e83b834ca14","captured_at":"2026-10-22T12:26:21.680509+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c42a9a4431facb8659a577c54cbd1304984779ddba792128036aa834187eab50"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e6fa4d6ce41beaccf87672d2d70276b1b205b9fa5b8078ebae05b3046d246198"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"532a0013c00dd9b9bdab472bd77e22eccd8e8ed5a79fe9bc706ed4deafbd3495"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e900387e684d9b729cb1c42ac7483fcec32c70f0653b882e246e51c8a09ecc85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0be32d6b81ffa0de34c72b2b88b3766df919909ca8b5d43d2754ce6d457031a"}]},{"symbol":"KR","date":"2026-10-19","iv_pct":37.16356265007061,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":50.104188741721856,"put_iv_pct":46.70666666666666},{"expiry":"2026-10-30","call_iv_pct":37.30387035271687,"put_iv_pct":34.95229188078109},{"expiry":"2026-11-06","call_iv_pct":32.43536416184971,"put_iv_pct":34.22043280182232},{"expiry":"2026-11-13","call_iv_pct":30.32833551769332,"put_iv_pct":31.257351077313057}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9b0bc7a2630e76904e8a0567d78fc5755149eea5ec6d067c322cd16e5d1c666a","captured_at":"2026-10-21T18:10:01.698708+00:00","observed_at":"2026-10-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"65efbfb252c7cee1723b83d120c4a95676837c9a5a4ad4fac76492be3c574fc3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a303f0e0910f5da8ecacea118e4dda7150fa6cfd30d0fd5bd8084452742922a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ab93a899c87dbe3a6376b2716075054006de64fa3a9a1bcc7910b4def07902c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3df9bd3e06b2652c29ac7fde8b3f15dc18624bd081f74ba82e80a364b94f38b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72f9335d63d955155b2f1055c12c3135c945dd954d9dd14535a0496db41ad6c"}]},{"symbol":"KR","date":"2026-10-20","iv_pct":28.51456410645635,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":32.01515342960289,"put_iv_pct":31.122883483719104},{"expiry":"2026-10-30","call_iv_pct":28.43902996845426,"put_iv_pct":27.264167318217357},{"expiry":"2026-11-06","call_iv_pct":25.672512124151307,"put_iv_pct":26.838494031221305},{"expiry":"2026-11-13","call_iv_pct":30.06682151589242,"put_iv_pct":26.697450980392155}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"14fd819af0d2a1123aee1e609510cda7833966e25eee8ebbb2bce004fac3d4b7","captured_at":"2026-10-21T18:10:01.165125+00:00","observed_at":"2026-10-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"808127a48a550c560c254447308d20cc7dafa4edc6b9ebb4dc703939fbed885e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a303f0e0910f5da8ecacea118e4dda7150fa6cfd30d0fd5bd8084452742922a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ab93a899c87dbe3a6376b2716075054006de64fa3a9a1bcc7910b4def07902c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3df9bd3e06b2652c29ac7fde8b3f15dc18624bd081f74ba82e80a364b94f38b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72f9335d63d955155b2f1055c12c3135c945dd954d9dd14535a0496db41ad6c"}]},{"symbol":"KR","date":"2026-10-21","iv_pct":28.545811317558453,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":29.481935371785962,"put_iv_pct":41.64443210930828},{"expiry":"2026-10-30","call_iv_pct":28.876426426426427,"put_iv_pct":30.267618343195267},{"expiry":"2026-11-06","call_iv_pct":25.250645994832045,"put_iv_pct":25.254183673469388},{"expiry":"2026-11-13","call_iv_pct":24.288547008547006,"put_iv_pct":23.302701612903228}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5df61bc20a12f3f75439b197cb6a681f501202b95e28946c6c20aab691a4697f","captured_at":"2026-10-21T23:23:36.899311+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/list/contracts/quote","query":{"symbol":"KR","date":"2026-10-21","format":"json"},"source_hash":"6c886f539043e66705837c313c4cecc262160cbac19544a754df071d4ae6315c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","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":"482261c98928b7b9d1d86efa234df1c0da197113346b792379aa9989ef0911ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"3121320d26af8541b017c9422faee7682d1dda62dfe9a9381f8d398fcea049d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"5b2971c98cb3d12a2fb07a63aa776906a8546236464985727ba395f9368e6312"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","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":"9ebf14de5f81e70de4383269dea6b9474c5159e732e8b759878a15bf2742a7b0"}]},{"symbol":"KR","date":"2026-10-22","iv_pct":31.039830306340765,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":36.145332390381895,"put_iv_pct":36.34353755624784},{"expiry":"2026-10-30","call_iv_pct":29.052819745699328,"put_iv_pct":28.519292628443786},{"expiry":"2026-11-06","call_iv_pct":28.079000989119685,"put_iv_pct":30.081903225806457},{"expiry":"2026-11-13","call_iv_pct":28.826146540027136,"put_iv_pct":31.270609374999996}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cba26b16a5fbd1adf3e35066bf7822aed4e59dcf85cd4cc6983dda53c2bca0ae","captured_at":"2026-10-22T22:19:42.993559+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":"KR","date":"2026-10-22","format":"json"},"source_hash":"6127b8266c8562bf29f98c59c32c9fbc50beb5774cdc9dd9fe9e01c02bd4a278"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-23","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9e14ff19323c8b0deb56931c073ebc5f8cf6136869ea718966fca9fcc1665d15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ccc2b9432902cc07aa4c5d36c20d870b4e27eaa025c8434fcc7dd8065d7f546"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a7052669c5aca913501fad49ee7952ee41e615e09dfb39f8dacd903cce75ae3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18da558e5b50f7a0062ad947accd61f4de3be583ca484830d632bd90d2ff0b4c"}]},{"symbol":"KR","date":"2026-10-23","iv_pct":27.79637521714963,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":27.407417721518986,"put_iv_pct":27.09552729528536},{"expiry":"2026-11-06","call_iv_pct":25.520111008325625,"put_iv_pct":29.995917968749996},{"expiry":"2026-11-13","call_iv_pct":25.777251732101618,"put_iv_pct":28.799740259740258},{"expiry":"2026-11-20","call_iv_pct":26.17055813953489,"put_iv_pct":31.6044776119403}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ac1736a045752aba9a01b842c036ccbf1aae274f89a547f9721e3818f06eb26","captured_at":"2026-10-23T22:22:58.120541+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":"KR","date":"2026-10-23","format":"json"},"source_hash":"792a5f9374e2a0a5249166cc5cf8e625b479cb39db5754a7db349afac3a612c8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"aaa261988221cba25441fbdd61d370d3ae14bb69b7d0b1cb6a7dc98182f8ee28"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"5b734f8b4e030e5c5e847587815584ec8b1650e257f0c69352d91ec4d9568fa8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","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":"5c96f878daaa0a3ba383da276cd07680226ecfce70fcc2f1428fe2acb92bcd3d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"875d82cc4089e468d5b553bb4f3e7761a0998c6c13603a4dfed4d23efeca91a1"}]},{"symbol":"KR","date":"2026-10-26","iv_pct":30.667202031955913,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":33.4040831758034,"put_iv_pct":39.45464285714286},{"expiry":"2026-11-06","call_iv_pct":29.717457777777778,"put_iv_pct":28.377617449664434},{"expiry":"2026-11-13","call_iv_pct":28.979568261376897,"put_iv_pct":28.816371220020855},{"expiry":"2026-11-20","call_iv_pct":26.837735849056603,"put_iv_pct":29.750139664804472}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bd780acf1dcfb8a5f3f8d09b6aaee27efa62f0ce383993d62e61d8cec67a7b3a","captured_at":"2026-10-28T19:55:33.094347+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":"KR","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"7769c42d0be6a93d9ee00632e253f48c00d6a1bd47a5e4957738c2c2c48330a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"f53b3809315bc546fb3a02091b3457e7420a751a57a5e1d983ba78cd8ca21337"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"62af7bc1f61a4367af4cc30eb2b402fe336a96a865c7d2e44b476bac3dda62cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","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":"0e172f2b5aa2bc4f97cd139ddce8311a0399df115e478d480a68da56be9ac238"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"3c7a8b7bbc782dca96d9afa6dcee481f48bb019a1ec79f31b0e945f3c2759ffd"}]},{"symbol":"KR","date":"2026-10-27","iv_pct":29.218421462212383,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":33.601307847082495,"put_iv_pct":31.981945701357468},{"expiry":"2026-11-06","call_iv_pct":29.64794871794872,"put_iv_pct":25.040727136431784},{"expiry":"2026-11-13","call_iv_pct":28.94530546623794,"put_iv_pct":27.3424},{"expiry":"2026-11-20","call_iv_pct":26.812931633835458,"put_iv_pct":30.374805194805194}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"772d6438f840adcd6010be4666acdbe2bf619fe27505f421dac493787a015cd3","captured_at":"2026-10-28T19:54:56.443075+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":"KR","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"61fed9511ff64de6b3d3bf8640717e30d78b86eac9757f4bc80df598694f1aae"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"f53b3809315bc546fb3a02091b3457e7420a751a57a5e1d983ba78cd8ca21337"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"62af7bc1f61a4367af4cc30eb2b402fe336a96a865c7d2e44b476bac3dda62cd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","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":"0e172f2b5aa2bc4f97cd139ddce8311a0399df115e478d480a68da56be9ac238"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"3c7a8b7bbc782dca96d9afa6dcee481f48bb019a1ec79f31b0e945f3c2759ffd"}]},{"symbol":"KR","date":"2026-10-28","iv_pct":28.69562051414909,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":32.80166358595194,"put_iv_pct":24.75755925155925},{"expiry":"2026-11-06","call_iv_pct":28.20089935760171,"put_iv_pct":26.578228187919468},{"expiry":"2026-11-13","call_iv_pct":29.340275229357793,"put_iv_pct":29.930934065934068},{"expiry":"2026-11-20","call_iv_pct":27.073758865248227,"put_iv_pct":30.881645569620254}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ac2b75a0d0947d5bb4e351edbe7a9dae44fcc1dd01550cbe856495781ce9bb5d","captured_at":"2026-10-29T19:42:54.854420+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":"KR","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"69bb51f39df7c6bc81dc78cebac88bc6acd882e13a132841879bade65c5f9f6b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"425ec4ce4468f97a1f5367b274a37aa77bd00d224c6198321dfd1933ecdafc56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"d818469976f866a2aa9ce7ba273101a5ca3a7f3d7d76fc7cdca44deec362cb8f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","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":"cb3efadad034fe238dcf0d552adb09dd79bbc37b89c5cdef5107b29e19b6e273"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"8ae1606a1284fdb542a8d89cebdac0c3bc9721597551315cc43c824762c64cd3"}]},{"symbol":"KR","date":"2026-10-29","iv_pct":32.281907645365685,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":44.727743431221015,"put_iv_pct":40.5756391220142},{"expiry":"2026-11-06","call_iv_pct":27.996747967479674,"put_iv_pct":28.211511789181692},{"expiry":"2026-11-13","call_iv_pct":26.866104347826088,"put_iv_pct":33.57807940904894},{"expiry":"2026-11-20","call_iv_pct":25.306153846153844,"put_iv_pct":30.993281250000003}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9425e2ce598ca1df978e0440d05fba8f00cc1d4de64fab1f514f28aa71e24a0c","captured_at":"2026-10-30T20:00:08.629286+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":"KR","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"e05b27ac786da6ee7f8f72a7fff4483d617509dc1951c55da524599337da3dab"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-10-30","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":"79a5fd559ceb65eaa9de6e7c21641428552b5b6d0637e9dde1c035cf9eb85645"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","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":"e3879b9a2573d603abd923e8201f6ad3e217c976e50d8f49384888983dec8c82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","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":"61d62cc1e285d7f55d85761165062c565aac02dcaca250638e5a7edbb5d9ad3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","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":"6713df6016f142981d1c6dc2012009bc86e4be6eb164b8d62f301ddbc436fbef"}]},{"symbol":"KR","date":"2026-10-30","iv_pct":29.93034446396294,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":28.52919191919192,"put_iv_pct":31.336313269493843},{"expiry":"2026-11-13","call_iv_pct":28.864223484848484,"put_iv_pct":31.421669941060905},{"expiry":"2026-11-20","call_iv_pct":25.57938883034773,"put_iv_pct":33.83891472868218},{"expiry":"2026-11-27","call_iv_pct":23.625901639344264,"put_iv_pct":36.247151898734174}],"source":"ThetaData historical first-order Greeks","provider_symbol":"KR","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17a09762daae4cf46146e062a19f340321f4d1de84754eefe12ca08250205420","captured_at":"2026-11-01T01:13:03.410423+00:00","observed_at":"2026-10-30T15:59:00-04:00","session_close_at":"2026-10-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"KR","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"d5cd454c848f81fae6de0e0e3529d5c48d23678ecfef21f1b5e0b65003d9282b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b6a370c10602570a2e7e26902da2899abff6558e30d2d9f2e7309b14652bd493"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b3ea3e5d28226ecc3305b81e33d075bee89376f4f063bcbb88d759c781a324d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f0377988078466e49cae5a373ed288f13d4f4d692bf524d348dc1fd4dc4072d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"KR","expiration":"2026-11-27","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"68e082009c132edef00fbb1824806e018e4c6f1cc0d2f8b6d26d3bcbd8bb84b6"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/KR","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":27.926264749459328,"put_call_skew_pp":5.999639713724226,"implied_move_pct":5.964548188577876,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2da22db55aa5b069a405d05c0633fea212911298bc220fdfc6ae36715c1aed98","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":30.03989149212614,"put_call_skew_pp":6.506790963431182,"implied_move_pct":5.606459167444061,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d17199c40e1dd481beaa144f55d9ce91f35053bbb24b4bdd35251df1f954da96","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":28.979603108681278,"put_call_skew_pp":13.48403197111001,"implied_move_pct":4.976971309455845,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1a208a4a78a349a7593e80da6abb9e8f0c4b890521f6074c30b133e2334ce796","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":27.760648937411183,"put_call_skew_pp":9.086422390452826,"implied_move_pct":4.711075312348598,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"12466cba3ca3a2b501db6e58e688da4ef40e16019d554e85b78ec34b14ae3433","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":45.40151651099465,"put_call_skew_pp":-4.1166509868976675,"implied_move_pct":5.490795302372007,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a46f3b2cc616a5473a9992eaf6f994b3dea19ab2c488253acb80f752aae8089","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":27.27877425388441,"put_call_skew_pp":-4.900741514434852,"implied_move_pct":5.939270370309681,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"df3c98fa907fd7eebf72a70181971ad02fd6f2e9c563c16cd5625dca5bc46dd5","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":33.377884137660786,"put_call_skew_pp":-0.6750359028030264,"implied_move_pct":6.386889036936521,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"879ba5876be9c1c6383016a7c34aa45c11ffb0b3ddc4b8d59e7dc620c90bcf1e","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":31.701723683934002,"put_call_skew_pp":-5.993229253342718,"implied_move_pct":5.734801458071086,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"50978031644e6c310f7837151b11dabb8195749d02c3a7bdc595b4959d1758cf","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":35.0145247329145,"put_call_skew_pp":1.338983506718174,"implied_move_pct":5.990885558225779,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1ece683dadd95a71e2cb0a3b38600cab18e8b2225f44e00d9f500bb2b96e5501","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":35.65933998671776,"put_call_skew_pp":-6.41850253464011,"implied_move_pct":5.658097330987382,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d194d3e7601a06d35575958fa7b05adc1481db27f943545975614de50190dd76","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":32.07930086847816,"put_call_skew_pp":-1.633849072631116,"implied_move_pct":7.008268259744231,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2923da86545b3e35832f0bb6f73b617f39f324ca3c86f424f21e99a4e61dde4f","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":33.301347873594636,"put_call_skew_pp":1.0131191905952655,"implied_move_pct":6.538373876071585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"800fb2f1e25a90a6736b2f720745a729309ebf06c354650d64b356a9fbce488a","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":32.69757124876993,"put_call_skew_pp":-1.1633382226253293,"implied_move_pct":6.168046753340018,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"53b88c49a05a12ba785a2cd3854e472e05dd7c05e36248d08532083ef8cab862","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":32.164071094220375,"put_call_skew_pp":0.39014517061307963,"implied_move_pct":5.704314757213598,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2d9a989d70858db3b4ce59379a868f924c9e6ebc36b83922a53ad4260e200d79","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":38.64505127456041,"put_call_skew_pp":-13.29752309608429,"implied_move_pct":5.99889033848137,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5c9ff5ca0106416f130b5cbf4601da2577210a2535dcdd716b3f3ea43dd297af","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":34.24602031681539,"put_call_skew_pp":2.7270365370378276,"implied_move_pct":7.526502469148539,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"77071149e6ff56393a16b75cb2c1dd080d81cabc6b9e331aac1c3b23a3455a92","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":36.89433889658038,"put_call_skew_pp":1.816933224554809,"implied_move_pct":7.167354521519777,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b3f9bb898d9d5159a0a7dbcaa084bb2e4e511a909038936759b882d90e48a74b","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":39.69177979630335,"put_call_skew_pp":0.32798530500882705,"implied_move_pct":7.3449887957099484,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5a5a433da77ca937993dca6305fe96ae74e12a617e95c4aadaeb541ab42adc30","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":42.46117504831177,"put_call_skew_pp":7.277971779958559,"implied_move_pct":7.302345238921141,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6f4546e9ada02070fbf71279c72e80c155645dc17199de201a74549dadee45d8","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":46.66993938790299,"put_call_skew_pp":10.862072725612004,"implied_move_pct":7.126029234173723,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"65a7d9ac155647822da9d2ed7169aa0f6e42f045d57b6c3dc957474508e5fe4d","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":41.58979295278506,"put_call_skew_pp":0.6023548949298583,"implied_move_pct":8.541741495651664,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"569f105222d73b26c12c89d545663ba448871ac3f4df4daf75f15efbbb0f1ccf","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":51.72424150229932,"put_call_skew_pp":0.2695426523780142,"implied_move_pct":8.54830914767499,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a0264dbc3f6e3fc841e8cacf24ed0975572ae020725917bea1ea8ea35198845","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":54.98178899612345,"put_call_skew_pp":-1.589329474096834,"implied_move_pct":8.146107696347663,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"640d47f2e5fc4a4f0578a0578c7b72ae271322f73ae3cc2c9c8cb508bbdba687","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":64.61009511195654,"put_call_skew_pp":2.48911905268462,"implied_move_pct":8.1745427351824,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"46ddc25dd6e8af5552f6fb009be7fe4ee7ffeb38ff357f387274bdacca720331","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":27.98610191137583,"put_call_skew_pp":-0.1703767282031441,"implied_move_pct":6.000249614849832,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ab1c1dc6d7074ac52a221308dbe82d20a2b9d6b807aefe7c87009ed50ca95db4","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":27.094087848140767,"put_call_skew_pp":5.20482367903344,"implied_move_pct":5.060999676300151,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5989f551bb2330c3d1413d3f761779d5c6516a5fd7a6ad00d1b87ba462c171b1","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":34.92882313289124,"put_call_skew_pp":-2.1843388561516504,"implied_move_pct":5.795579663682556,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6ca9cb9cdb9d1e2e1a42f00d57a6b47ab68e964d9961541d0cb04ce42c00e7dd","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":31.101948632878354,"put_call_skew_pp":-3.4363247961500303,"implied_move_pct":5.198257175209043,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f1f54990a748506f00c143f7b2df31a991f370318e9a458d084a9a8b99db79a0","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":26.689860274996075,"put_call_skew_pp":-5.981339013959513,"implied_move_pct":4.0255467922614665,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9d47dafdb60ecba45bb36b175b1bbf99bb2a123ac82a4f3bd53d0c764c263597","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":24.05435149246392,"put_call_skew_pp":3.159562842504765,"implied_move_pct":5.092564560545404,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"04aabe2892de6146a2da4c47d55e96b44c0bd2e08e691be823d48cd72702664e","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":28.196513099611693,"put_call_skew_pp":-0.12475167547023513,"implied_move_pct":5.274208534479952,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"25d2c3f2a530fb5d132bc08347c26bdd64eff6724d444bf20188f4c6d2b9a6bd","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":26.457599464826153,"put_call_skew_pp":-0.6793461959672467,"implied_move_pct":4.714144060316792,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c14a85a9e75426319c2fe4e1b34dc67ce2e3e6e87b02af223bf3abffd52ecbe1","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":31.046386044326397,"put_call_skew_pp":0.38067178673523205,"implied_move_pct":4.7774443866515295,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9c93d41ae5b2baab0cea2faa3a732a5f4dc5bd88d3350870f0affa3986e3028d","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":30.240915205935597,"put_call_skew_pp":0.6996702461270248,"implied_move_pct":4.41526188812525,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"64e64cf261b64ef71bc4e4eb5a8a48d6831897dbbb0726f71fb2e587ac2fb798","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":25.326721341547092,"put_call_skew_pp":-0.6416121340756566,"implied_move_pct":5.477827903780012,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1042329226bddbf3775f09017b40de5beb98d4748335054e98a7b7ecc9c8f4db","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":28.07031720994813,"put_call_skew_pp":-4.588392996734896,"implied_move_pct":5.326265594669916,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"18083c7252ab3a1f6134041edf732f269d9ccaf23fd23938da4bdfa6de8674e3","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":27.329861106261845,"put_call_skew_pp":3.1264128691300526,"implied_move_pct":4.854118996340697,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6177979d91170fd907c72dc1bfc076900e7ca1d86c04e311ef44c7ab80b83ba0","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":30.13851534533044,"put_call_skew_pp":-5.526368142897439,"implied_move_pct":5.103784131066299,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0022522ba201f641df65fb795332614b5a3efd6d56fd87e3d679dc3393ec9472","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":30.224895501438134,"put_call_skew_pp":-6.005294876130925,"implied_move_pct":4.699026599037986,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5effedba4622dfbd5fb82738ac09d2930e4b33ef5825a3b7b48052dffe119db5","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":26.665064739884897,"put_call_skew_pp":-0.031969465356521454,"implied_move_pct":5.705539955915408,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e4439a9f774a3a765925bec68b5e1de6f78ceffef508cbe828f7a4b59e3dd7b7","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":29.827699144555815,"put_call_skew_pp":6.486465500793727,"implied_move_pct":5.60997833685523,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"792956f2cb2b3c1db43ca4301653d2d9f5f864b7b0e08b15b2b3a812a78db100","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":27.28865721409791,"put_call_skew_pp":-1.5628186242779574,"implied_move_pct":4.988062453519295,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3fec8dac908401923c14ebc9803835153f7860afb67905bd72eb3223b4cb6941","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":31.031859312890198,"put_call_skew_pp":-0.3161596654187253,"implied_move_pct":5.348254908599084,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c6b17a709f2d8805b6795fef3c8b401d815f3503950853caea051f2b1996c47f","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":33.255321664544326,"put_call_skew_pp":4.791578226687132,"implied_move_pct":4.825205390440588,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"69d05f098d1ace8ee7704e8abe6baee94ecb8f5f0fe52326f00a206949b24861","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":27.044842608840053,"put_call_skew_pp":2.5415541454043193,"implied_move_pct":5.777351856175422,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b68d4de2dcda9b28e7159df9a75765a80863356dcc30d260a325638de3fb2c31","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":28.39123199460043,"put_call_skew_pp":-1.5478424499593553,"implied_move_pct":5.4145995582849045,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7ab70a7031bb404fc6ca31838a32bc1380fec47aa6bdbb9fcbe91b6e820ec8a","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":34.347524895666886,"put_call_skew_pp":3.5901633967725264,"implied_move_pct":5.917545310080004,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff156101963b5c8fc9619c9cc75ea368a9c88015271567fe052a7adbce286538","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":34.69421764449005,"put_call_skew_pp":3.907932732458945,"implied_move_pct":5.709139500431117,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dc3294cbded991ef09ede1c9e40cc807c9b649d7ff5557d294c95968b55d8994","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":34.48136276156119,"put_call_skew_pp":-5.349946462836692,"implied_move_pct":5.347917904252087,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e73dda5147f6ef0c697759c9c50afcc21be4560d27233f86143acfef1342db67","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":31.655777200782616,"put_call_skew_pp":0.5669668703773407,"implied_move_pct":6.618870169096173,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e5dfea5ff80aed2ef18b3b7c921e1f3904569a33a1afb33421211e83b834ca14","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":37.16356265007061,"put_call_skew_pp":-0.758754086849657,"implied_move_pct":6.69748922825472,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9b0bc7a2630e76904e8a0567d78fc5755149eea5ec6d067c322cd16e5d1c666a","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":28.51456410645635,"put_call_skew_pp":-1.0676303061377395,"implied_move_pct":5.102308094996902,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"14fd819af0d2a1123aee1e609510cda7833966e25eee8ebbb2bce004fac3d4b7","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":28.54581131755845,"put_call_skew_pp":3.1428452343211806,"implied_move_pct":4.6325405280125285,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5df61bc20a12f3f75439b197cb6a681f501202b95e28946c6c20aab691a4697f","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":31.039830306340765,"put_call_skew_pp":1.0280107800675085,"implied_move_pct":4.856119363014399,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cba26b16a5fbd1adf3e35066bf7822aed4e59dcf85cd4cc6983dda53c2bca0ae","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":27.79637521714963,"put_call_skew_pp":3.1550811335586992,"implied_move_pct":5.937148070629696,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ac1736a045752aba9a01b842c036ccbf1aae274f89a547f9721e3818f06eb26","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":30.667202031955917,"put_call_skew_pp":1.8649815319044842,"implied_move_pct":5.6676812864090165,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bd780acf1dcfb8a5f3f8d09b6aaee27efa62f0ce383993d62e61d8cec67a7b3a","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":29.218421462212383,"put_call_skew_pp":-1.066903908127541,"implied_move_pct":5.2244420178010635,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"772d6438f840adcd6010be4666acdbe2bf619fe27505f421dac493787a015cd3","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":28.69562051414909,"put_call_skew_pp":-1.3170574907816581,"implied_move_pct":4.9758458104729835,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ac2b75a0d0947d5bb4e351edbe7a9dae44fcc1dd01550cbe856495781ce9bb5d","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":32.28190764536568,"put_call_skew_pp":2.115440494391053,"implied_move_pct":4.856047711812462,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9425e2ce598ca1df978e0440d05fba8f00cc1d4de64fab1f514f28aa71e24a0c","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":29.930344463962935,"put_call_skew_pp":6.561335991059673,"implied_move_pct":6.364394046375411,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17a09762daae4cf46146e062a19f340321f4d1de84754eefe12ca08250205420","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}