{"schemaVersion":1,"symbol":"LAZ","days":90,"observations":[{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-21T19:45:22.048000+00:00","captured_at":"2026-10-22T06:39:32.057Z","last_trade_at":"2026-10-21T23:00:00.002359837Z","price":37.37,"iv_pct":53.01549931400598,"implied_move_pct":12.198695188692552,"put_call_skew_pp":19.097422898506395,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"c9362e2eac98fb3e9723362d678bd496dbe8e03bfc74d5a02b107c10ec4bd6e9"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-22T19:54:18.476000+00:00","captured_at":"2026-10-22T20:46:42.271Z","last_trade_at":"2026-10-22T20:10:00.001380844Z","price":37.3,"iv_pct":55.6469761220366,"implied_move_pct":13.189847772677272,"put_call_skew_pp":-18.17135554925904,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"d399c6a46aaeae2cfcc3adc4d6e0bc052d70df0955f1cd8169bcd502a0510e65"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-23T19:50:05.068000+00:00","captured_at":"2026-10-23T21:08:20.415Z","last_trade_at":"2026-10-23T20:10:00.001748538Z","price":37.21,"iv_pct":50.494307662446246,"implied_move_pct":11.559148405470102,"put_call_skew_pp":-26.699473483789216,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"e25d58843b67be3732bdda7ec6126a7261e85cf49bf663c733d204202d8ef76a"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-26T19:57:39.383000+00:00","captured_at":"2026-10-27T01:34:38.683Z","last_trade_at":"2026-10-26T23:00:00.003181804Z","price":37.7,"iv_pct":53.82216974842141,"implied_move_pct":11.60223528538942,"put_call_skew_pp":44.24830368105152,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"a5ced7af2602ead2956b293e5160fccdaecc9d8bdfdb27ea2dc142f17f0f24f6"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-27T15:25:18.478000+00:00","captured_at":"2026-10-27T15:38:19.784Z","last_trade_at":"2026-10-27T15:37:58.645922103Z","price":37.99,"iv_pct":54.468848443676734,"implied_move_pct":11.656946091185509,"put_call_skew_pp":16.08100890019576,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"1552bd62bcdd4b2ee123d388e36e343738d7529a85b1e2a71283143cd7d32379"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-27T19:58:47.222000+00:00","captured_at":"2026-10-28T00:06:57.677Z","last_trade_at":"2026-10-27T23:00:00.003041997Z","price":38.17,"iv_pct":53.949245390592594,"implied_move_pct":11.583229907311715,"put_call_skew_pp":5.614926655081332,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"5172de32b67d172f4c0d546d9987afac74b752617ca7de7855873b6de997474f"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-28T19:50:15.100000+00:00","captured_at":"2026-10-28T20:35:18.195Z","last_trade_at":"2026-10-28T20:10:00.001520778Z","price":38.47,"iv_pct":55.25333555321954,"implied_move_pct":10.96460582126934,"put_call_skew_pp":-22.629852822045404,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"4a7fd6204b076676885ce1195b31b53dd6f0d6e06c2256951f15686863fa6d9a"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-29T19:58:36.835000+00:00","captured_at":"2026-10-30T00:05:52.577Z","last_trade_at":"2026-10-29T23:00:00.002206316Z","price":39.54,"iv_pct":56.991774976873266,"implied_move_pct":11.72380385534479,"put_call_skew_pp":-11.981301544413924,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"e4c3170d8417d0eae378dc59e33764d2f986b7590712063abb1ba58b12a5c8c9"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:35.782000+00:00","captured_at":"2026-10-30T23:14:44.784Z","last_trade_at":"2026-10-30T23:00:00.002626777Z","price":38.35,"iv_pct":55.84361621196222,"implied_move_pct":11.138747779433915,"put_call_skew_pp":8.458539252621922,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"91bb603a1c29ad1da4dc2014f01edb7e95e7d3f95953a7538d2457d3362f62be"},{"symbol":"LAZ","expiry":"2026-11-20","observed_at":"2026-11-03T20:54:58.217000+00:00","captured_at":"2026-11-04T01:44:10.306Z","last_trade_at":"2026-11-04T00:31:33.74663507Z","price":38.46,"iv_pct":57.650702522409844,"implied_move_pct":10.116031818973108,"put_call_skew_pp":-4.057824342874195,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/LAZ","source_hash":"36d29cb948dd933e85c223372630524ca42439047d91fa789f9f3d598044c919"}],"dailyIv":[{"symbol":"LAZ","date":"2026-08-10","iv_pct":42.058352056348305,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":45.10316455696203,"put_iv_pct":43.87212978369384},{"expiry":"2026-09-18","call_iv_pct":41.77755319148936,"put_iv_pct":37.36471780821917},{"expiry":"2026-11-20","call_iv_pct":42.90979427997993,"put_iv_pct":41.41589073634204},{"expiry":"2026-12-18","call_iv_pct":41.762692307692305,"put_iv_pct":42.260873786407764}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5c4e62e713488f366b63ef0b8ffcd6a17113577c754d0e970929916835cb15c2","captured_at":"2026-10-24T18:07:09.704882+00:00","observed_at":"2026-08-10T15:59:00-04:00","session_close_at":"2026-08-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"4e89223175c115d9c732cd85045f37780616eb1f1e09c542ffe234e607aeb3d1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"bf55cf6bcc4c2c26ee3674faf2b9ac70e8e8f6811740412ee3c906e99b3a8866"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8991eaa8b5ecd14d53392ebfc71dde799f4a5917ae5cfffb842734ae132b0187"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f12250e1b0ec639a66062d66b1f7d1d56f32f51d28f71f5e52c7559d32c23a90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7caf02d69d01a6892f70676875efe2acf007082bbdade5e617c641d05854966e"}]},{"symbol":"LAZ","date":"2026-08-11","iv_pct":50.09479352272487,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":67.89730295566503,"put_iv_pct":60.99710259301014},{"expiry":"2026-09-18","call_iv_pct":46.62458417849899,"put_iv_pct":51.612117772259666},{"expiry":"2026-11-20","call_iv_pct":41.981733762748256,"put_iv_pct":44.51668604651163},{"expiry":"2026-12-18","call_iv_pct":43.29571856287425,"put_iv_pct":43.83310231023103}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f3d533e8a2c47b6cb074860b01cac620c9d929db567548493517b8fa0a840fb","captured_at":"2026-10-24T18:07:08.216083+00:00","observed_at":"2026-08-11T15:59:00-04:00","session_close_at":"2026-08-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"7475360e628b9639772c65b2f7b4de48956d44ede4236fefa9514598237eb5f9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"bf55cf6bcc4c2c26ee3674faf2b9ac70e8e8f6811740412ee3c906e99b3a8866"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8991eaa8b5ecd14d53392ebfc71dde799f4a5917ae5cfffb842734ae132b0187"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f12250e1b0ec639a66062d66b1f7d1d56f32f51d28f71f5e52c7559d32c23a90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7caf02d69d01a6892f70676875efe2acf007082bbdade5e617c641d05854966e"}]},{"symbol":"LAZ","date":"2026-08-12","iv_pct":41.76929283635843,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.00328509406657,"put_iv_pct":41.55379396984925},{"expiry":"2026-09-18","call_iv_pct":38.474281818181815,"put_iv_pct":36.05106822506116},{"expiry":"2026-11-20","call_iv_pct":41.89766309639727,"put_iv_pct":46.63225975538731},{"expiry":"2026-12-18","call_iv_pct":43.40101694915254,"put_iv_pct":44.14097378277153}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e59a1605086ad78442c134517b6d1d3687adc0a4d5434ac373f39b2a5e5c44b0","captured_at":"2026-10-24T18:07:06.342448+00:00","observed_at":"2026-08-12T15:59:00-04:00","session_close_at":"2026-08-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"30b2277441e682323aacd09cf8686eaaddbcbd52a76fc2b5ace9505b0b7a3fd4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"bf55cf6bcc4c2c26ee3674faf2b9ac70e8e8f6811740412ee3c906e99b3a8866"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8991eaa8b5ecd14d53392ebfc71dde799f4a5917ae5cfffb842734ae132b0187"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f12250e1b0ec639a66062d66b1f7d1d56f32f51d28f71f5e52c7559d32c23a90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7caf02d69d01a6892f70676875efe2acf007082bbdade5e617c641d05854966e"}]},{"symbol":"LAZ","date":"2026-08-13","iv_pct":47.0243685039281,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":39.143788860103626,"put_iv_pct":71.85902676399027},{"expiry":"2026-09-18","call_iv_pct":42.19782361308677,"put_iv_pct":47.76047409414155},{"expiry":"2026-11-20","call_iv_pct":41.98941699604743,"put_iv_pct":50.086685616827744},{"expiry":"2026-12-18","call_iv_pct":36.37533333333332,"put_iv_pct":46.782398753894086}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7e54d62f32fa74fc1f317c76df3bd084cb3ab135a5852d69a8dc2497650d0a5e","captured_at":"2026-10-24T18:07:04.546036+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"72e90cdc6d800c55073bcfaa6504c84b4e5ed7481aafadc89a0d234fdf864155"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"bf55cf6bcc4c2c26ee3674faf2b9ac70e8e8f6811740412ee3c906e99b3a8866"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8991eaa8b5ecd14d53392ebfc71dde799f4a5917ae5cfffb842734ae132b0187"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f12250e1b0ec639a66062d66b1f7d1d56f32f51d28f71f5e52c7559d32c23a90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7caf02d69d01a6892f70676875efe2acf007082bbdade5e617c641d05854966e"}]},{"symbol":"LAZ","date":"2026-08-14","iv_pct":43.34536970773894,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":50.0188,"put_iv_pct":59.29878873239437},{"expiry":"2026-09-18","call_iv_pct":40.68944562253863,"put_iv_pct":34.62514823079375},{"expiry":"2026-11-20","call_iv_pct":42.62460550458715,"put_iv_pct":37.60940321743643},{"expiry":"2026-12-18","call_iv_pct":40.720983606557375,"put_iv_pct":41.17578274760383}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"94f3ff389399f24093ab056cdedeb1b2c9fa37def7ab335e6cf4fb96560dc4c9","captured_at":"2026-10-24T18:07:02.677278+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"84d2f674acb3f65262fb9dfea8e4845082745979e27f1f01fc3181fe997032b4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"bf55cf6bcc4c2c26ee3674faf2b9ac70e8e8f6811740412ee3c906e99b3a8866"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8991eaa8b5ecd14d53392ebfc71dde799f4a5917ae5cfffb842734ae132b0187"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f12250e1b0ec639a66062d66b1f7d1d56f32f51d28f71f5e52c7559d32c23a90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7caf02d69d01a6892f70676875efe2acf007082bbdade5e617c641d05854966e"}]},{"symbol":"LAZ","date":"2026-08-17","iv_pct":47.25928369389252,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":78.90744215938302,"put_iv_pct":41.68914765389582},{"expiry":"2026-09-18","call_iv_pct":42.76200321027287,"put_iv_pct":36.31965069049553},{"expiry":"2026-11-20","call_iv_pct":46.93043478260869,"put_iv_pct":42.96198707592892},{"expiry":"2026-12-18","call_iv_pct":44.118916478555306,"put_iv_pct":44.3846875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5bd1ee50364c304ba7b7da952e7bcb17a0063fe27c5aacbb14135ccfb1fc2218","captured_at":"2026-10-24T18:06:57.694217+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"098084231a921cc9fc4d7d85e306ff5aee58ee2e3eb2c4d2d3ee333d374ba705"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"3616f67600d37490c040983410734be9713fb2eeb682144e718c1b2d1ac0d570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"e1c1a07e81fdc8c671962ee1f3b2a6b416a77799b4b9559c1e5c54b58ab6e42e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"46e12f0e0887fb3348ce5d595036c1d81a4b8d7a2d8571058b633a08500d2513"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f1e18f86d935a826b3492890c938ba887d93a02a3c08cb9e8abf3eb486eeac09"}]},{"symbol":"LAZ","date":"2026-08-18","iv_pct":48.031666029122285,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":64.87058852140079,"put_iv_pct":48.95246728971963},{"expiry":"2026-09-18","call_iv_pct":39.87231901118305,"put_iv_pct":47.563169164882225},{"expiry":"2026-11-20","call_iv_pct":40.69860674157304,"put_iv_pct":48.33459587020649},{"expiry":"2026-12-18","call_iv_pct":45.1500406504065,"put_iv_pct":48.81154098360656}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"115690a1ae57a83c027bb5aa32196debf9aa85d9bf30e433daa8b3d06c9bc589","captured_at":"2026-10-24T18:06:55.864737+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"9e3be6638e7e86e58cd368b55b59cbed83f8fa5bb3819cdc73ba1013f0e4f6ff"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"3616f67600d37490c040983410734be9713fb2eeb682144e718c1b2d1ac0d570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"e1c1a07e81fdc8c671962ee1f3b2a6b416a77799b4b9559c1e5c54b58ab6e42e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"46e12f0e0887fb3348ce5d595036c1d81a4b8d7a2d8571058b633a08500d2513"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f1e18f86d935a826b3492890c938ba887d93a02a3c08cb9e8abf3eb486eeac09"}]},{"symbol":"LAZ","date":"2026-08-19","iv_pct":53.35471554738204,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":57.02,"put_iv_pct":111.834554973822},{"expiry":"2026-09-18","call_iv_pct":35.97980334051724,"put_iv_pct":44.17863048280214},{"expiry":"2026-11-20","call_iv_pct":42.77152237354086,"put_iv_pct":47.19078932424758},{"expiry":"2026-12-18","call_iv_pct":40.05389447236181,"put_iv_pct":47.8085294117647}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2c84ce1c497f528cc49d3da1ad1c3d60ee980c7e5cec3272836a5b8685b74111","captured_at":"2026-10-24T18:06:54.036321+00:00","observed_at":"2026-08-19T15:59:00-04:00","session_close_at":"2026-08-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"09ba09f2511c25182ff2f1df98591c4c9ce85c42ee81874030b7700bfd562afd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"3616f67600d37490c040983410734be9713fb2eeb682144e718c1b2d1ac0d570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"e1c1a07e81fdc8c671962ee1f3b2a6b416a77799b4b9559c1e5c54b58ab6e42e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"46e12f0e0887fb3348ce5d595036c1d81a4b8d7a2d8571058b633a08500d2513"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f1e18f86d935a826b3492890c938ba887d93a02a3c08cb9e8abf3eb486eeac09"}]},{"symbol":"LAZ","date":"2026-08-20","iv_pct":65.51786052634156,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":172.82104458598727,"put_iv_pct":88.3489847715736},{"expiry":"2026-09-18","call_iv_pct":50.060263788968825,"put_iv_pct":39.59280060499118},{"expiry":"2026-10-16","call_iv_pct":43.4260153256705,"put_iv_pct":37.15118361153262},{"expiry":"2026-11-20","call_iv_pct":48.54981704129639,"put_iv_pct":44.192774480712174}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6a1b5c9f902fe1a8827ec544dc60c8f0864974dc9ca1b9835e67f37058d70994","captured_at":"2026-10-24T18:06:51.875965+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"8613aae50d49805157ac8e5ba9b9d8be6e721e65f0fd1892d023f5bb67033007"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"3616f67600d37490c040983410734be9713fb2eeb682144e718c1b2d1ac0d570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"e1c1a07e81fdc8c671962ee1f3b2a6b416a77799b4b9559c1e5c54b58ab6e42e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b543e31d656389bc74850ce53a500c16698390dc8fa1f0d56db7d9661cc10241"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"46e12f0e0887fb3348ce5d595036c1d81a4b8d7a2d8571058b633a08500d2513"}]},{"symbol":"LAZ","date":"2026-08-21","iv_pct":43.9085483882278,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":34.21385964912281,"put_iv_pct":45.48066390041494},{"expiry":"2026-10-16","call_iv_pct":37.26484896661367,"put_iv_pct":43.07488636363636},{"expiry":"2026-11-20","call_iv_pct":43.61188422917897,"put_iv_pct":53.672840314136124},{"expiry":"2026-12-18","call_iv_pct":44.93790368271955,"put_iv_pct":49.0115}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a336941429592fae3490961c876ca5622a8a72b3bc81b72adf45bee2a7a202f0","captured_at":"2026-10-24T18:06:48.938158+00:00","observed_at":"2026-08-21T15:59:00-04:00","session_close_at":"2026-08-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"42b48d4cb1e900aebf2b15c17e0d6aac8cedcc7a7dd3630a2ab68477c112577d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"e1c1a07e81fdc8c671962ee1f3b2a6b416a77799b4b9559c1e5c54b58ab6e42e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b543e31d656389bc74850ce53a500c16698390dc8fa1f0d56db7d9661cc10241"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"46e12f0e0887fb3348ce5d595036c1d81a4b8d7a2d8571058b633a08500d2513"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f1e18f86d935a826b3492890c938ba887d93a02a3c08cb9e8abf3eb486eeac09"}]},{"symbol":"LAZ","date":"2026-08-24","iv_pct":43.17013048869879,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":35.11977130977131,"put_iv_pct":47.30396466040862},{"expiry":"2026-10-16","call_iv_pct":36.364184615384616,"put_iv_pct":47.490044843049326},{"expiry":"2026-11-20","call_iv_pct":41.835531914893615,"put_iv_pct":46.56061338289963},{"expiry":"2026-12-18","call_iv_pct":41.855405405405406,"put_iv_pct":48.83152777777778}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f95aaf4ad88b489ad0e4b40af59d1a4a3375ab9079d355aa10b54033112c1682","captured_at":"2026-10-24T18:06:42.414903+00:00","observed_at":"2026-08-24T15:59:00-04:00","session_close_at":"2026-08-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"58a825b7a4425c514f15f07c10a5cc7c4d2c65a0f0b45c3cb7caa3d5e41c06b9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"c2a45cfe73de7aa729f080db86ccaf79d36eec1ef280d9437d071237b16dfbad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b6782c4e4e39f19986debe18c1073c51b8917afb592589fce5c1ab9ab5882116"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"744d3779909e3474fde13049cbf0ad76839fc85ff43915347d0995743f00803e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f6811f4b7c7bcb096bc8345bb548d1475403bdbe77e2df6d35b932c10d93b0d1"}]},{"symbol":"LAZ","date":"2026-08-25","iv_pct":43.51629501436449,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.245384615384616,"put_iv_pct":35.8942801838858},{"expiry":"2026-10-16","call_iv_pct":43.305616641901935,"put_iv_pct":40.67142857142857},{"expiry":"2026-11-20","call_iv_pct":49.44227373068433,"put_iv_pct":46.32615905245347},{"expiry":"2026-12-18","call_iv_pct":46.81226277372262,"put_iv_pct":47.43295454545455}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"144608f1d6873a0483ad928a16b9bbb896af93bbd47d6fb29088ab76499b6f83","captured_at":"2026-10-24T18:06:40.412728+00:00","observed_at":"2026-08-25T15:59:00-04:00","session_close_at":"2026-08-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"21bedb9cba2d88488125b997dce8150247ed51c44d7ccebc268202f0c43b77e9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"c2a45cfe73de7aa729f080db86ccaf79d36eec1ef280d9437d071237b16dfbad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b6782c4e4e39f19986debe18c1073c51b8917afb592589fce5c1ab9ab5882116"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"744d3779909e3474fde13049cbf0ad76839fc85ff43915347d0995743f00803e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f6811f4b7c7bcb096bc8345bb548d1475403bdbe77e2df6d35b932c10d93b0d1"}]},{"symbol":"LAZ","date":"2026-08-26","iv_pct":43.69312475256026,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":44.090505305709954,"put_iv_pct":35.278121012554024},{"expiry":"2026-10-16","call_iv_pct":43.20238805970149,"put_iv_pct":38.30959097320169},{"expiry":"2026-11-20","call_iv_pct":48.34376974019358,"put_iv_pct":47.62913801949718},{"expiry":"2026-12-18","call_iv_pct":45.83480916030534,"put_iv_pct":46.856675749318796}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d052bac0fd25c983745bc3e1c8dc6818616ae3bb63ee173523a046983207c3d7","captured_at":"2026-10-24T18:06:38.309265+00:00","observed_at":"2026-08-26T15:59:00-04:00","session_close_at":"2026-08-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"2acb8aaea5f0f1cecd02216e74197d82be35b7e776fac81f138666a34277c8bc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"c2a45cfe73de7aa729f080db86ccaf79d36eec1ef280d9437d071237b16dfbad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b6782c4e4e39f19986debe18c1073c51b8917afb592589fce5c1ab9ab5882116"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"744d3779909e3474fde13049cbf0ad76839fc85ff43915347d0995743f00803e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f6811f4b7c7bcb096bc8345bb548d1475403bdbe77e2df6d35b932c10d93b0d1"}]},{"symbol":"LAZ","date":"2026-08-27","iv_pct":44.1684328075991,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.84326718966313,"put_iv_pct":40.26523368810736},{"expiry":"2026-10-16","call_iv_pct":47.82986301369863,"put_iv_pct":42.525132013201315},{"expiry":"2026-11-20","call_iv_pct":41.90402247191011,"put_iv_pct":47.73683257918552},{"expiry":"2026-12-18","call_iv_pct":45.70629489603024,"put_iv_pct":48.53681660899654}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fda82805f8a75905c15c5198f2cca62c719c7da75323aac84e7c765ffbfd53f0","captured_at":"2026-10-24T18:06:36.630311+00:00","observed_at":"2026-08-27T15:59:00-04:00","session_close_at":"2026-08-27T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"49a0cf38e7f8ee0e9e4ed5f2d6bb9c6e831e082a71d29c503e45684a39708473"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"c2a45cfe73de7aa729f080db86ccaf79d36eec1ef280d9437d071237b16dfbad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b6782c4e4e39f19986debe18c1073c51b8917afb592589fce5c1ab9ab5882116"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"744d3779909e3474fde13049cbf0ad76839fc85ff43915347d0995743f00803e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f6811f4b7c7bcb096bc8345bb548d1475403bdbe77e2df6d35b932c10d93b0d1"}]},{"symbol":"LAZ","date":"2026-08-28","iv_pct":42.21690880238257,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.82486040301043,"put_iv_pct":43.11717445328032},{"expiry":"2026-10-16","call_iv_pct":42.00933216168717,"put_iv_pct":43.11186379928316},{"expiry":"2026-11-20","call_iv_pct":39.53019222367846,"put_iv_pct":43.27425373134328},{"expiry":"2026-12-18","call_iv_pct":41.730174291939,"put_iv_pct":46.13741935483871}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"613242cbb027130d6e5c3550bd88586135ed551656d94b17ebdda391876af59f","captured_at":"2026-10-24T18:06:34.648936+00:00","observed_at":"2026-08-28T15:59:00-04:00","session_close_at":"2026-08-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"5ab65683d1fa01e5f244e9c0f605da725bd13e1b39f0aac56dfbde46398df423"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"c2a45cfe73de7aa729f080db86ccaf79d36eec1ef280d9437d071237b16dfbad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b6782c4e4e39f19986debe18c1073c51b8917afb592589fce5c1ab9ab5882116"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"744d3779909e3474fde13049cbf0ad76839fc85ff43915347d0995743f00803e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"f6811f4b7c7bcb096bc8345bb548d1475403bdbe77e2df6d35b932c10d93b0d1"}]},{"symbol":"LAZ","date":"2026-09-03","iv_pct":45.763673918310346,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":50.381927026436536,"put_iv_pct":42.48271345325564},{"expiry":"2026-10-16","call_iv_pct":43.51088073394496,"put_iv_pct":46.80061930783243},{"expiry":"2026-11-20","call_iv_pct":44.02910447761194,"put_iv_pct":50.030664395229984},{"expiry":"2026-12-18","call_iv_pct":40.149667519181584,"put_iv_pct":48.723814432989684}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf2843227fb2c7b5812a60634ee8f53047d9bd76a43b7797c0bb9a2734428858","captured_at":"2026-10-24T18:06:20.441732+00:00","observed_at":"2026-09-03T15:59:00-04:00","session_close_at":"2026-09-03T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"7494447736daf2816d77855df1c95737b6da968767703ab34df2508a9885f5da"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"02e6a2da0ac8b2755a544ced5511848124042d2ee419c22dfeb2611d97413bd7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8a196535781bf3931de2ff18fd8a55749d48e35e1a87c41f5c0d9940131228bd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d11f35d6a0947b51fed839faccdc6f19e8b00cea67c8be6731803fd5c8cc694d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"dfb0b2d477c6243b72a982d15a9537dab90f4cff0c4f0513c62c47832f71306b"}]},{"symbol":"LAZ","date":"2026-09-04","iv_pct":42.982584858118116,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":42.23654641909813,"put_iv_pct":35.358338954468806},{"expiry":"2026-10-16","call_iv_pct":35.84252100840336,"put_iv_pct":53.110550847457624},{"expiry":"2026-11-20","call_iv_pct":38.641243243243245,"put_iv_pct":49.64300376141859},{"expiry":"2026-12-18","call_iv_pct":40.31325153374233,"put_iv_pct":48.71522309711286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7aa7748d964acf9a8e5aa0bf9657ab8c026d27477dce6287e882a2ce62e1759d","captured_at":"2026-10-24T18:05:39.460350+00:00","observed_at":"2026-09-04T15:59:00-04:00","session_close_at":"2026-09-04T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"181873f942b742d9c52df924630eea5bd0dbcffae379ed3b59371c747945786f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"02e6a2da0ac8b2755a544ced5511848124042d2ee419c22dfeb2611d97413bd7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8a196535781bf3931de2ff18fd8a55749d48e35e1a87c41f5c0d9940131228bd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d11f35d6a0947b51fed839faccdc6f19e8b00cea67c8be6731803fd5c8cc694d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"dfb0b2d477c6243b72a982d15a9537dab90f4cff0c4f0513c62c47832f71306b"}]},{"symbol":"LAZ","date":"2026-09-10","iv_pct":46.442817522407964,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":54.51789946140037,"put_iv_pct":47.88905882352941},{"expiry":"2026-10-16","call_iv_pct":48.13265306122448,"put_iv_pct":37.20783529411765},{"expiry":"2026-11-20","call_iv_pct":48.6716295264624,"put_iv_pct":42.79653011061041},{"expiry":"2026-12-18","call_iv_pct":46.581791044776125,"put_iv_pct":45.74514285714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6420780610adde2c73e0ba3a70ff510631e3503cb87d0271f92bed40862e68e3","captured_at":"2026-10-24T18:05:29.812762+00:00","observed_at":"2026-09-10T15:59:00-04:00","session_close_at":"2026-09-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"b4d962cf7f5c50fade81432af54627b43fbf640f50e1a1eef63ab1df874aeeae"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"192a2d20163e78c4795875424c3f8b86d1a9d9b932d2d7b6ed6d0378d66586f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10e3e2bb7ef4ec249a7b2e5545537a05bb088d47c52ec7239e858547ba0c987c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"54577003c2b5fe7f84f712dedc45f7213ddacd6ffa1e990d2a4d2527670ce59d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"c100369a2482bd2366ad9bb8cfcd9c9e2fa4014195e0e2f417d4e0691fbcbc55"}]},{"symbol":"LAZ","date":"2026-09-11","iv_pct":47.708084443926694,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":66.72785942492013,"put_iv_pct":57.89572557471264},{"expiry":"2026-10-16","call_iv_pct":45.792500000000004,"put_iv_pct":41.10307493540052},{"expiry":"2026-11-20","call_iv_pct":41.92765801972963,"put_iv_pct":42.24006581494386},{"expiry":"2026-12-18","call_iv_pct":42.846006884681586,"put_iv_pct":43.13178489702517}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5dc6041bb8e18fad192be228cf1b42119a9290410ca2bd519755c45fbceca08d","captured_at":"2026-10-24T18:05:27.618279+00:00","observed_at":"2026-09-11T15:59:00-04:00","session_close_at":"2026-09-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"4f98fa2a62aa7d90b73af2c482ecf0baf57d1cbb780d2167956b31b0a0afb2c6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"192a2d20163e78c4795875424c3f8b86d1a9d9b932d2d7b6ed6d0378d66586f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10e3e2bb7ef4ec249a7b2e5545537a05bb088d47c52ec7239e858547ba0c987c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"54577003c2b5fe7f84f712dedc45f7213ddacd6ffa1e990d2a4d2527670ce59d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"c100369a2482bd2366ad9bb8cfcd9c9e2fa4014195e0e2f417d4e0691fbcbc55"}]},{"symbol":"LAZ","date":"2026-09-18","iv_pct":50.594253611180264,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":57.583164179104486,"put_iv_pct":47.6348949211909},{"expiry":"2026-11-20","call_iv_pct":56.67468271334791,"put_iv_pct":48.57473684210527},{"expiry":"2026-12-18","call_iv_pct":45.71207982261641,"put_iv_pct":51.668389292196004},{"expiry":"2027-03-19","call_iv_pct":47.07888111888112,"put_iv_pct":49.8272}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2b2fa2ecbff34ed9a69baada3fc3cbe45cfa09673240745779f258a070a42f90","captured_at":"2026-10-24T18:05:12.286242+00:00","observed_at":"2026-09-18T15:59:00-04:00","session_close_at":"2026-09-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"8ff5e7254ed39a01e8a8ab5b92bd368f3f4e49787453794f2ed05fe974305a76"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"c281e087665292117baf0d1075a9693c89bfb9a95388f59905aca76ffc8de805"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0a3ea5db0e43472755fd5ca7d2307614594cf488d19859382a7befe347c02cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"255e631a7d0df80624c72a1c948bc38c5811d4738621eb5fa1731086d56d0707"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"770946bbfc8b98cf731843063bd262de59aaf01bac65f8c0328c0ec5a0afa6d5"}]},{"symbol":"LAZ","date":"2026-09-21","iv_pct":49.10299552495665,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":50.72150124069479,"put_iv_pct":43.00794979079499},{"expiry":"2026-11-20","call_iv_pct":48.845283018867924,"put_iv_pct":54.20336909871244},{"expiry":"2026-12-18","call_iv_pct":48.74409972299169,"put_iv_pct":50.06114510894761},{"expiry":"2027-03-19","call_iv_pct":45.765091743119264,"put_iv_pct":51.47552447552447}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"70bc9473bb402b5fbd92dec1ebec5d8298988ee4bcfde21f6034b6b50f47ee06","captured_at":"2026-10-24T18:05:10.756797+00:00","observed_at":"2026-09-21T15:59:00-04:00","session_close_at":"2026-09-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"881dc5d208bed2864785f313a3daf31570ddf821939ed4ab5e09a0fb21c6b757"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"c281e087665292117baf0d1075a9693c89bfb9a95388f59905aca76ffc8de805"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d0a3ea5db0e43472755fd5ca7d2307614594cf488d19859382a7befe347c02cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"255e631a7d0df80624c72a1c948bc38c5811d4738621eb5fa1731086d56d0707"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"770946bbfc8b98cf731843063bd262de59aaf01bac65f8c0328c0ec5a0afa6d5"}]},{"symbol":"LAZ","date":"2026-09-22","iv_pct":52.080852206098314,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.98929437706725,"put_iv_pct":56.85442417331813},{"expiry":"2026-11-20","call_iv_pct":60.943134796238255,"put_iv_pct":53.47744186046511},{"expiry":"2026-12-18","call_iv_pct":47.01144620811288,"put_iv_pct":52.02399518072289},{"expiry":"2027-03-19","call_iv_pct":44.8138877755511,"put_iv_pct":52.53319327731092}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4e8ad68f6e1c2fc838095335b44758ee807ebba7329e730513445cd0c50e2e81","captured_at":"2026-10-24T18:05:04.242080+00:00","observed_at":"2026-09-22T15:59:00-04:00","session_close_at":"2026-09-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"56c8f8010656f205697eb9a34060afe9005435c6bdc157ef6bf46a0b657ecaff"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"4690afb52f407add7ba4adf94e385de30828a409232e9029f7dfb496c93e0bbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47cf67aec70bc238f47e1981093376570ba9cd948a6df3c32a81de71b401527f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"cf92e3cc2f4109fa249d65f9c97c2c9879e6fcce1ac8e54ae7af59f8cf08cc89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f211df8e9a363b52c299a902d75e0d15b726bb33c69f863fd3b6dfee93d57e5b"}]},{"symbol":"LAZ","date":"2026-09-23","iv_pct":50.80532373543359,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.51112079701121,"put_iv_pct":52.647659574468086},{"expiry":"2026-11-20","call_iv_pct":46.569310344827585,"put_iv_pct":61.638729582577135},{"expiry":"2026-12-18","call_iv_pct":43.04721058870012,"put_iv_pct":51.10191631003329},{"expiry":"2027-03-19","call_iv_pct":49.70333333333333,"put_iv_pct":53.22330935251799}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"39524d9f91842ee55b259f76c00b24fe34b8e6472b68dfaa522a872ebe2c3610","captured_at":"2026-10-24T18:05:02.487809+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"87bd04d1af03328cb57ddaa7bb7a0fd7ade8c1e479ef5240433d6f5c8e78a76c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"4690afb52f407add7ba4adf94e385de30828a409232e9029f7dfb496c93e0bbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47cf67aec70bc238f47e1981093376570ba9cd948a6df3c32a81de71b401527f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"cf92e3cc2f4109fa249d65f9c97c2c9879e6fcce1ac8e54ae7af59f8cf08cc89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f211df8e9a363b52c299a902d75e0d15b726bb33c69f863fd3b6dfee93d57e5b"}]},{"symbol":"LAZ","date":"2026-09-24","iv_pct":52.81349425911013,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":61.55490647482015,"put_iv_pct":43.82211518324607},{"expiry":"2026-11-20","call_iv_pct":57.48048672566372,"put_iv_pct":55.65102003642988},{"expiry":"2026-12-18","call_iv_pct":50.552209462563155,"put_iv_pct":54.70067141403866},{"expiry":"2027-03-19","call_iv_pct":44.6290447761194,"put_iv_pct":54.11750000000001}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e91e9b3a833a7d622dbcbe1a3394df4e8b032e95c27f0a64471e43d65b76105c","captured_at":"2026-10-24T18:05:00.672652+00:00","observed_at":"2026-09-24T15:59:00-04:00","session_close_at":"2026-09-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"838675c4b2342de10fd9c06762b27a9f61ae7906704632c41ce1189edb50b968"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"4690afb52f407add7ba4adf94e385de30828a409232e9029f7dfb496c93e0bbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47cf67aec70bc238f47e1981093376570ba9cd948a6df3c32a81de71b401527f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"cf92e3cc2f4109fa249d65f9c97c2c9879e6fcce1ac8e54ae7af59f8cf08cc89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f211df8e9a363b52c299a902d75e0d15b726bb33c69f863fd3b6dfee93d57e5b"}]},{"symbol":"LAZ","date":"2026-09-25","iv_pct":50.7476635692507,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":54.70783683559951,"put_iv_pct":48.04421658986175},{"expiry":"2026-11-20","call_iv_pct":46.808233387358186,"put_iv_pct":50.131715210355985},{"expiry":"2026-12-18","call_iv_pct":55.300174064403826,"put_iv_pct":46.58605995717345},{"expiry":"2027-03-19","call_iv_pct":50.11939172749391,"put_iv_pct":54.28368078175896}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e5999b8f880dd2281ca0818279b8b7b1b7857a7d35b016770343af630ccd026","captured_at":"2026-10-24T18:04:58.874927+00:00","observed_at":"2026-09-25T15:59:00-04:00","session_close_at":"2026-09-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"0047bc3387b436b5e623bb50bd7fa9865c019391ea60e956c3de1805f9e55512"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"4690afb52f407add7ba4adf94e385de30828a409232e9029f7dfb496c93e0bbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47cf67aec70bc238f47e1981093376570ba9cd948a6df3c32a81de71b401527f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"cf92e3cc2f4109fa249d65f9c97c2c9879e6fcce1ac8e54ae7af59f8cf08cc89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f211df8e9a363b52c299a902d75e0d15b726bb33c69f863fd3b6dfee93d57e5b"}]},{"symbol":"LAZ","date":"2026-09-28","iv_pct":53.6170049394244,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":65.94670628183361,"put_iv_pct":56.44723247232473},{"expiry":"2026-11-20","call_iv_pct":48.790446927374305,"put_iv_pct":54.54658823529412},{"expiry":"2026-12-18","call_iv_pct":48.338669172932335,"put_iv_pct":54.102961574507965},{"expiry":"2027-03-19","call_iv_pct":47.5179706601467,"put_iv_pct":53.24546419098143}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"afe9baf13aefb7dec79880928e5013a080510e397955894b58ac6b34e8bd91fb","captured_at":"2026-10-24T18:04:57.053216+00:00","observed_at":"2026-09-28T15:59:00-04:00","session_close_at":"2026-09-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"6f6dc7598d821297abc48bd062fcdda35f5a6ff9bbd1753cb5d4ca79bc0fb09a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"4690afb52f407add7ba4adf94e385de30828a409232e9029f7dfb496c93e0bbf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47cf67aec70bc238f47e1981093376570ba9cd948a6df3c32a81de71b401527f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"cf92e3cc2f4109fa249d65f9c97c2c9879e6fcce1ac8e54ae7af59f8cf08cc89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f211df8e9a363b52c299a902d75e0d15b726bb33c69f863fd3b6dfee93d57e5b"}]},{"symbol":"LAZ","date":"2026-09-29","iv_pct":54.872579532601165,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":73.64773134328358,"put_iv_pct":55.65887230514096},{"expiry":"2026-11-20","call_iv_pct":56.51782894736843,"put_iv_pct":55.38784313725489},{"expiry":"2026-12-18","call_iv_pct":47.420674157303374,"put_iv_pct":49.27619972260749},{"expiry":"2027-03-19","call_iv_pct":45.766938775510205,"put_iv_pct":55.30454787234043}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1f526b935118f9f9cd412bd2d7d0d3fe1013eb0b2e68a1ff4482e529a6bc1319","captured_at":"2026-10-24T18:04:50.958261+00:00","observed_at":"2026-09-29T15:59:00-04:00","session_close_at":"2026-09-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"86126124c04800cd6f913be26e517daa6e2a438952dd203b97975547b632ced3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"64244fcbb29a6c254aab337553c65d29255f053a6c6f66d68fb86a877e45e1d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26541e6cde789508cef667e0131ae5ca818d02b238dda4ce9f7b846050005a23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"fa4c59df97fd8c7e76459e48b805332aae92ff3677a22d65df2c028db2681f9b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a75099cbe408138121b572c852c9b932d72be693d37109763ce3c000dda8fb25"}]},{"symbol":"LAZ","date":"2026-09-30","iv_pct":54.965559776691244,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":69.45602209944751,"put_iv_pct":64.03878640776699},{"expiry":"2026-11-20","call_iv_pct":48.268494208494204,"put_iv_pct":57.519071618037145},{"expiry":"2026-12-18","call_iv_pct":43.393904688701,"put_iv_pct":54.798610000000004},{"expiry":"2027-03-19","call_iv_pct":48.99679849340867,"put_iv_pct":53.25279069767441}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0aa0266abb6a1ddc9c893da12f08a9db86a893971be22a1e63a6a79e9e7a9aaf","captured_at":"2026-10-24T18:04:49.184591+00:00","observed_at":"2026-09-30T15:59:00-04:00","session_close_at":"2026-09-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"efb5e07ff1ba83abb800cf9b7e7fa847a7b12f5fec67574366aeb4a8abd3d123"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"64244fcbb29a6c254aab337553c65d29255f053a6c6f66d68fb86a877e45e1d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26541e6cde789508cef667e0131ae5ca818d02b238dda4ce9f7b846050005a23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"fa4c59df97fd8c7e76459e48b805332aae92ff3677a22d65df2c028db2681f9b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a75099cbe408138121b572c852c9b932d72be693d37109763ce3c000dda8fb25"}]},{"symbol":"LAZ","date":"2026-10-01","iv_pct":52.23403503503272,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":64.67446341463415,"put_iv_pct":63.074540162980206},{"expiry":"2026-11-20","call_iv_pct":42.33287671232876,"put_iv_pct":53.32063157894736},{"expiry":"2026-12-18","call_iv_pct":40.6421199143469,"put_iv_pct":51.852230014025245},{"expiry":"2027-03-19","call_iv_pct":45.717580645161284,"put_iv_pct":56.25783783783783}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8f842780c62e48f89c361126dd7f5a19b30e4a9c6ff1435b965ab0982bb1874b","captured_at":"2026-10-24T18:04:45.973624+00:00","observed_at":"2026-10-01T15:59:00-04:00","session_close_at":"2026-10-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"2516bee70938663e7dbe320702d4bbfd8a40fd8dd29f0ec35bbaa41f144d321c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"9108ee1f8af7b395c69506f1749fc9595b4bd4289bd232ad5dd8485387981cc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b2d0a29a87b3e8c35ef385d11f4d8ec3387fc3bf601221d01cb0dc1566235d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"60c63c296bacb979fd3af0567e5496a074eaee4f1d21672f841f49b4f33e14df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c6b79e4d85a6ba4333d7f9d9f847a5f31ef0e67aa287b1ccf6d1c788f50b71c9"}]},{"symbol":"LAZ","date":"2026-10-02","iv_pct":49.922948677262326,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":68.89805434782609,"put_iv_pct":39.25099236641221},{"expiry":"2026-11-20","call_iv_pct":41.77905080213904,"put_iv_pct":50.55052631578947},{"expiry":"2026-12-18","call_iv_pct":48.58308103294746,"put_iv_pct":47.815},{"expiry":"2027-03-19","call_iv_pct":48.52326530612244,"put_iv_pct":53.98361924686193}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"de90eadee1c70ec7cf62cd63b821314a2c4b219121716e07f4bf5291ef5e4c6b","captured_at":"2026-10-24T18:04:43.454819+00:00","observed_at":"2026-10-02T15:59:00-04:00","session_close_at":"2026-10-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"d8ea651656c582a6a229e56204a3c13f46a85999b0cb0460bd17274f9d3b47f3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"9108ee1f8af7b395c69506f1749fc9595b4bd4289bd232ad5dd8485387981cc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b2d0a29a87b3e8c35ef385d11f4d8ec3387fc3bf601221d01cb0dc1566235d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"60c63c296bacb979fd3af0567e5496a074eaee4f1d21672f841f49b4f33e14df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c6b79e4d85a6ba4333d7f9d9f847a5f31ef0e67aa287b1ccf6d1c788f50b71c9"}]},{"symbol":"LAZ","date":"2026-10-05","iv_pct":53.484108976484364,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":67.51114864864864,"put_iv_pct":57.48551504102096},{"expiry":"2026-11-20","call_iv_pct":56.40662049861497,"put_iv_pct":41.94954666666666},{"expiry":"2026-12-18","call_iv_pct":49.97270134228188,"put_iv_pct":49.58036385445821},{"expiry":"2027-03-19","call_iv_pct":52.794297188755024,"put_iv_pct":52.17267857142856}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bbbe1c445835b135fb2420e1726521e85648cc3e58c2abf9d9073241f991425c","captured_at":"2026-10-24T18:04:41.138138+00:00","observed_at":"2026-10-05T15:59:00-04:00","session_close_at":"2026-10-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"c61d8413bc71637b2932cda84e1ed3cc0c8a0b9107c7d58d100a4279d29ec06a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"9108ee1f8af7b395c69506f1749fc9595b4bd4289bd232ad5dd8485387981cc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b2d0a29a87b3e8c35ef385d11f4d8ec3387fc3bf601221d01cb0dc1566235d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"60c63c296bacb979fd3af0567e5496a074eaee4f1d21672f841f49b4f33e14df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c6b79e4d85a6ba4333d7f9d9f847a5f31ef0e67aa287b1ccf6d1c788f50b71c9"}]},{"symbol":"LAZ","date":"2026-10-06","iv_pct":53.573692903327824,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":55.73139712108382,"put_iv_pct":70.12931451612903},{"expiry":"2026-11-20","call_iv_pct":46.18284649776453,"put_iv_pct":57.45616470588235},{"expiry":"2026-12-18","call_iv_pct":46.21643998361327,"put_iv_pct":50.90971304347826},{"expiry":"2027-03-19","call_iv_pct":47.134112903225805,"put_iv_pct":54.82955445544554}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ec4f1367142967da4dd6179435316c40d559313661feeaa64f150d41459dd86c","captured_at":"2026-10-24T18:04:39.323968+00:00","observed_at":"2026-10-06T15:59:00-04:00","session_close_at":"2026-10-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"c3b1830bf2e1581fa25fe2a18f633aa685f108576dbdc7715bc1d73499284ed2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"9108ee1f8af7b395c69506f1749fc9595b4bd4289bd232ad5dd8485387981cc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b2d0a29a87b3e8c35ef385d11f4d8ec3387fc3bf601221d01cb0dc1566235d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"60c63c296bacb979fd3af0567e5496a074eaee4f1d21672f841f49b4f33e14df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c6b79e4d85a6ba4333d7f9d9f847a5f31ef0e67aa287b1ccf6d1c788f50b71c9"}]},{"symbol":"LAZ","date":"2026-10-07","iv_pct":49.566057755651485,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.98054464851172,"put_iv_pct":66.22089770354907},{"expiry":"2026-11-20","call_iv_pct":43.902927927927934,"put_iv_pct":57.9925641025641},{"expiry":"2026-12-18","call_iv_pct":40.086363636363636,"put_iv_pct":54.076637574644},{"expiry":"2027-03-19","call_iv_pct":40.49155136268344,"put_iv_pct":53.77697508896797}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"18e8d68ae03bdb9edf152376bd826a63c17013dd9b8b13971b81d5c3944354f1","captured_at":"2026-10-24T18:04:37.641811+00:00","observed_at":"2026-10-07T15:59:00-04:00","session_close_at":"2026-10-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"cc0df88635c6f21462245b6de1b73ca81805e46827aee37f525e5b15260e2625"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"9108ee1f8af7b395c69506f1749fc9595b4bd4289bd232ad5dd8485387981cc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b2d0a29a87b3e8c35ef385d11f4d8ec3387fc3bf601221d01cb0dc1566235d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"60c63c296bacb979fd3af0567e5496a074eaee4f1d21672f841f49b4f33e14df"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c6b79e4d85a6ba4333d7f9d9f847a5f31ef0e67aa287b1ccf6d1c788f50b71c9"}]},{"symbol":"LAZ","date":"2026-10-08","iv_pct":50.659885839290254,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":52.93551480959097,"put_iv_pct":47.16427609427609},{"expiry":"2026-11-20","call_iv_pct":46.234898648648645,"put_iv_pct":66.31294685990336},{"expiry":"2026-12-18","call_iv_pct":41.059504249291784,"put_iv_pct":55.06266218164344},{"expiry":"2027-03-19","call_iv_pct":41.3788,"put_iv_pct":55.13048387096774}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9695e9c8ef7d14e4d1167f70287efc354abbb9507dc4a9fd26b0cf28803c2f81","captured_at":"2026-10-24T18:04:29.724740+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"2e2490f884092108e0bd87b43225c161cfbb48fa8980349517bb5598d0bc58c6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"84c5c07d937d0a432735a65a441da7f169cf290b54dd8397164630aa8c7680d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"63168aab0a17bf4c4fe164c17bd5e79bb89077ad468e336fac17a20cd6004204"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"41cfcccdf3d57be5a0bdbd7af0413a3ca5015aceb6c4b31726cd39a8a6f60096"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0fd3c548e466ca3b96dcf07d743337a740df62e3924841549294362e0108341"}]},{"symbol":"LAZ","date":"2026-10-09","iv_pct":55.17100884821761,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":53.3231455399061,"put_iv_pct":89.45774509803921},{"expiry":"2026-11-20","call_iv_pct":40.84761904761904,"put_iv_pct":58.87104166666667},{"expiry":"2026-12-18","call_iv_pct":41.046278906797475,"put_iv_pct":57.26539767216294},{"expiry":"2027-03-19","call_iv_pct":46.12852867830424,"put_iv_pct":54.42831417624521}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf4acc43dc3bb782e653be441964f558998a65007147b16c6c128d1f73085253","captured_at":"2026-10-24T18:04:27.876494+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"bc8e1659af1c7c933ce6a228570a8fd31e352e28dcf7b09de59c0115574f3302"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"84c5c07d937d0a432735a65a441da7f169cf290b54dd8397164630aa8c7680d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"63168aab0a17bf4c4fe164c17bd5e79bb89077ad468e336fac17a20cd6004204"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"41cfcccdf3d57be5a0bdbd7af0413a3ca5015aceb6c4b31726cd39a8a6f60096"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0fd3c548e466ca3b96dcf07d743337a740df62e3924841549294362e0108341"}]},{"symbol":"LAZ","date":"2026-10-12","iv_pct":58.62480600419079,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":55.00088499763369,"put_iv_pct":113.66846799580273},{"expiry":"2026-11-20","call_iv_pct":41.53279393173199,"put_iv_pct":60.97783613445378},{"expiry":"2026-12-18","call_iv_pct":40.948479999999996,"put_iv_pct":56.76374768089054},{"expiry":"2027-03-19","call_iv_pct":42.89874651810585,"put_iv_pct":57.20749077490774}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fab3bcf6b34d483687f6b2441e872f30f1cbe4acadf0fbc0b5287ae740a6b7ba","captured_at":"2026-10-24T18:04:25.680557+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"badc3e07b7d3fc501ebf5999aedd0c39bed4ce146f82203288eea9fbbf103a2c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"84c5c07d937d0a432735a65a441da7f169cf290b54dd8397164630aa8c7680d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"63168aab0a17bf4c4fe164c17bd5e79bb89077ad468e336fac17a20cd6004204"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"41cfcccdf3d57be5a0bdbd7af0413a3ca5015aceb6c4b31726cd39a8a6f60096"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0fd3c548e466ca3b96dcf07d743337a740df62e3924841549294362e0108341"}]},{"symbol":"LAZ","date":"2026-10-13","iv_pct":63.497099297719025,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":101.07290829694324,"put_iv_pct":109.90249788314988},{"expiry":"2026-11-20","call_iv_pct":56.80505208333333,"put_iv_pct":52.0961119515885},{"expiry":"2026-12-18","call_iv_pct":44.298343949044586,"put_iv_pct":48.4377598152425},{"expiry":"2027-03-19","call_iv_pct":45.068157099697885,"put_iv_pct":50.29596330275229}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"48a5401ade119de0d5c5c8bb974c6d309cee565b2b264ee90d973c31d2270b1d","captured_at":"2026-10-24T18:04:23.687810+00:00","observed_at":"2026-10-13T15:59:00-04:00","session_close_at":"2026-10-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"c5262785e077b94844b14c7e95ea1a9d4008453250e2868a7b13a915318e233c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"84c5c07d937d0a432735a65a441da7f169cf290b54dd8397164630aa8c7680d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"63168aab0a17bf4c4fe164c17bd5e79bb89077ad468e336fac17a20cd6004204"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"41cfcccdf3d57be5a0bdbd7af0413a3ca5015aceb6c4b31726cd39a8a6f60096"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0fd3c548e466ca3b96dcf07d743337a740df62e3924841549294362e0108341"}]},{"symbol":"LAZ","date":"2026-10-14","iv_pct":58.01783575383274,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":92.19905245346868,"put_iv_pct":66.83787955894826},{"expiry":"2026-11-20","call_iv_pct":45.629101123595504,"put_iv_pct":58.643175182481755},{"expiry":"2026-12-18","call_iv_pct":46.42206628689799,"put_iv_pct":55.647137622149835},{"expiry":"2027-03-19","call_iv_pct":44.746818181818185,"put_iv_pct":54.01745562130177}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c5c2607915189bae5862eeb3be5ce48f7fa843b5454030b9f183716c063e5134","captured_at":"2026-10-24T18:04:21.803194+00:00","observed_at":"2026-10-14T15:59:00-04:00","session_close_at":"2026-10-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"622d0c6423821050ade09e1b551ac9437304fa9e3380aeea0644b9b850b70161"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"84c5c07d937d0a432735a65a441da7f169cf290b54dd8397164630aa8c7680d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"63168aab0a17bf4c4fe164c17bd5e79bb89077ad468e336fac17a20cd6004204"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"41cfcccdf3d57be5a0bdbd7af0413a3ca5015aceb6c4b31726cd39a8a6f60096"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f0fd3c548e466ca3b96dcf07d743337a740df62e3924841549294362e0108341"}]},{"symbol":"LAZ","date":"2026-10-15","iv_pct":66.13846111303178,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":63.39889380530972,"put_iv_pct":152.77657954033347},{"expiry":"2026-11-20","call_iv_pct":43.43350665054413,"put_iv_pct":65.01733059548255},{"expiry":"2026-12-18","call_iv_pct":44.5089588377724,"put_iv_pct":60.697725321888406},{"expiry":"2027-03-19","call_iv_pct":41.633172413793105,"put_iv_pct":57.64152173913043}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0afe6b65eb74b35fbb97832782bbbd79b70c0650b8dc73373a98789efa50ca59","captured_at":"2026-10-24T18:04:14.917613+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"3029a0781a708c5debc94ee3c13ed22b9517c456ff01291159c1d0901397dd75"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"a209f713f2e70add7a515cbd54ab14f22965bfec517fee1befcbfe1de7e30218"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f35e5dca6cf3ae1693eda4f6a340bf25bec11a53dd7ca0e9d89b2964e7f5cfa6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d80cb36ace76a33899133b6d71481190008f5a16b52fe0b178d36fdd7af4c21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fee55df9c53e6e87815c0f76d1f4109938fdb960e6e9edc79ee7b13e85937f1"}]},{"symbol":"LAZ","date":"2026-10-16","iv_pct":51.09559569563879,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":53.48611280487805,"put_iv_pct":56.1928164556962},{"expiry":"2026-12-18","call_iv_pct":49.185442307692306,"put_iv_pct":51.553019693654264},{"expiry":"2027-03-19","call_iv_pct":49.63303116147309,"put_iv_pct":54.026932668329174},{"expiry":"2027-06-17","call_iv_pct":43.250092592592594,"put_iv_pct":51.437317880794694}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7af2e42a6f361d8cda48d6a4b8ddf700c8aa8408b5945ff49297e3b760310291","captured_at":"2026-10-24T18:04:12.459099+00:00","observed_at":"2026-10-16T15:59:00-04:00","session_close_at":"2026-10-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"75df16475e35e64139c22b8c3021ea8719878af72330f96bc0b9e04a07251c05"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f35e5dca6cf3ae1693eda4f6a340bf25bec11a53dd7ca0e9d89b2964e7f5cfa6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d80cb36ace76a33899133b6d71481190008f5a16b52fe0b178d36fdd7af4c21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fee55df9c53e6e87815c0f76d1f4109938fdb960e6e9edc79ee7b13e85937f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-06-17","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f553176ed152a1973bf54fd75cf94ce27b7a4cf12bf7800fb812d912f37df7f3"}]},{"symbol":"LAZ","date":"2026-10-19","iv_pct":51.591266757523286,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":55.11072202166064,"put_iv_pct":54.59504908835905},{"expiry":"2026-12-18","call_iv_pct":52.341452991453,"put_iv_pct":48.950973451327435},{"expiry":"2027-03-19","call_iv_pct":50.42491183879093,"put_iv_pct":53.36250659630607},{"expiry":"2027-06-17","call_iv_pct":45.755,"put_iv_pct":52.189518072289154}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e2ca4fa45f33a3bed887000d51bc8a79d941fa8e8fa8e0b0e0e82695d4e39491","captured_at":"2026-10-24T18:04:10.376698+00:00","observed_at":"2026-10-19T15:59:00-04:00","session_close_at":"2026-10-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"7039fb6d0d42af800cb75f0f100bfdbeff80ed4e6a62c31529da6cc7bd1eba85"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f35e5dca6cf3ae1693eda4f6a340bf25bec11a53dd7ca0e9d89b2964e7f5cfa6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d80cb36ace76a33899133b6d71481190008f5a16b52fe0b178d36fdd7af4c21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fee55df9c53e6e87815c0f76d1f4109938fdb960e6e9edc79ee7b13e85937f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-06-17","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f553176ed152a1973bf54fd75cf94ce27b7a4cf12bf7800fb812d912f37df7f3"}]},{"symbol":"LAZ","date":"2026-10-20","iv_pct":52.94589297883461,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.72550776583035,"put_iv_pct":61.48745519713261},{"expiry":"2026-12-18","call_iv_pct":49.13813909774436,"put_iv_pct":61.310801033591744},{"expiry":"2027-03-19","call_iv_pct":45.42977635782747,"put_iv_pct":57.30858369098713},{"expiry":"2027-06-17","call_iv_pct":43.97304347826087,"put_iv_pct":56.19383720930232}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"34138c7d61e27776ade3e9341f498e63249a82708228f5f3ae8e8f4a7fc1c952","captured_at":"2026-10-22T16:39:45.622601+00:00","observed_at":"2026-10-20T15:59:00-04:00","session_close_at":"2026-10-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"bd79570fc2adab9f62109e557ca532a7af32bbe26b4bdfe08c0cb446f704b9f0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe23aabefea640fde3b8a7fe4b33e23d2584dfcddc3a71ee7919e5bbb878365c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8584db492b3bfde818c7c577ee5b67e8db4ab40d6a30da5485e2984a3b6adb9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b239aa320f2be90b3f908ddf2ba0bbf3fc4a258df18f8cdc5f1ccd4b037aa29"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-06-17","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":"52bebd500dc5d1d1fcdfe8e8d18bb87b5e5c6ddfd0bd6cf9d16a03d9df47b4b8"}]},{"symbol":"LAZ","date":"2026-10-21","iv_pct":48.80618999646755,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.300234278668306,"put_iv_pct":57.16110027855152},{"expiry":"2026-12-18","call_iv_pct":33.76542699724517,"put_iv_pct":56.620733752620545},{"expiry":"2027-03-19","call_iv_pct":44.15850828729282,"put_iv_pct":54.22852517985611},{"expiry":"2027-06-17","call_iv_pct":43.7112543554007,"put_iv_pct":53.50373684210526}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1c214c1faf69d5b4512f7aa3784c0f9cd343dcb920b7ea4f8201d37e616aab54","captured_at":"2026-10-22T16:39:43.315773+00:00","observed_at":"2026-10-21T15:59:00-04:00","session_close_at":"2026-10-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"LAZ","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"6b68252dd4f7cb41aa1ab052eb2fd5267d770444eb3414643ad02045499952ab"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe23aabefea640fde3b8a7fe4b33e23d2584dfcddc3a71ee7919e5bbb878365c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8584db492b3bfde818c7c577ee5b67e8db4ab40d6a30da5485e2984a3b6adb9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6b239aa320f2be90b3f908ddf2ba0bbf3fc4a258df18f8cdc5f1ccd4b037aa29"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-06-17","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":"52bebd500dc5d1d1fcdfe8e8d18bb87b5e5c6ddfd0bd6cf9d16a03d9df47b4b8"}]},{"symbol":"LAZ","date":"2026-10-22","iv_pct":51.4095966020953,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.58816326530612,"put_iv_pct":68.92869565217391},{"expiry":"2026-12-18","call_iv_pct":37.043580952380964,"put_iv_pct":62.90801007556674},{"expiry":"2027-03-19","call_iv_pct":42.93452991452992,"put_iv_pct":60.75306513409963},{"expiry":"2027-06-17","call_iv_pct":39.55216494845361,"put_iv_pct":56.56856287425149}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4885f18d229ab81f9cf89191e00a27658c963cd3bb6ca80f9d6cd9ddffa0c2bc","captured_at":"2026-10-23T03:51:49.920091+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":"LAZ","date":"2026-10-22","format":"json"},"source_hash":"56dbf2b5fbb5a5310425cda086fd9e774f09c3686213e54243d763df8c327578"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-11-20","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3055ab9dc996d17512bc18b451b1310d06759e6f3454367265acb5ca9dd86cec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"54e4a257ff8bcc329248d0d91772fbfc0d1d5b8a041ee370c844492f1b20c026"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e0edc533a7990338be2188a62fe6044c49b70ea16897ff1f69ee9a1cf557b2e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-06-17","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3031d3505b6a138f97c9d00e93c19533fce6bb646439061e7f0a4c59f2e38779"}]},{"symbol":"LAZ","date":"2026-10-23","iv_pct":49.01853899142964,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.55561872909699,"put_iv_pct":57.309464285714284},{"expiry":"2026-12-18","call_iv_pct":44.28,"put_iv_pct":49.57922755741127},{"expiry":"2027-03-19","call_iv_pct":43.55879765395895,"put_iv_pct":55.362439862542956},{"expiry":"2027-06-17","call_iv_pct":44.17123674911661,"put_iv_pct":54.33152709359605}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d52f4614be8aabc4519b0aa1a79c467a276b0d9d080c7c6a8c35f630e5e61f18","captured_at":"2026-10-24T03:19:21.498644+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":"LAZ","date":"2026-10-23","format":"json"},"source_hash":"3ea3358027457aa495228059abb3811e9f9dc9f6bf53ea475da8184e4a4c1508"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"90d98d10f2818bb8994cb439cd2ea4784e44f4132032f8b44fe102fb0594904c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"968694e78920e6287465020cd246ceb0f7f013f43625bda77a15f9144856c8f2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2a6bbc07521a8b844a74f0bdccb683d1349bf4c75be184345c846923ff80b06f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-06-17","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":"272e551d9bb3cd4116593081adf72976d489ae2ed4e3d6979e58ff2763e2696f"}]},{"symbol":"LAZ","date":"2026-10-26","iv_pct":50.2708572262331,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.25215498938429,"put_iv_pct":61.19612215909092},{"expiry":"2026-12-18","call_iv_pct":49.254885993485345,"put_iv_pct":54.35051063829788},{"expiry":"2027-01-15","call_iv_pct":44.03918542775276,"put_iv_pct":47.72959982214317},{"expiry":"2027-03-19","call_iv_pct":44.24724050632911,"put_iv_pct":55.0971582733813}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c2fdd8b76c7eba98bb12c2e2d3bf5a402ff30f8887cbbbfb271a9e8b75c688d8","captured_at":"2026-10-28T20:05:43.149325+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":"LAZ","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"64a5041753450d62a1277c41eb9570cb01d5e59639b240ee1b792fe679f2c2ff"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"833e852142384572f4056b4be42522d9ba1cba951a9b42693f497a23898b2ea7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c44d430c29534bc48b0ac1b491861529e8c9cc3346f4277d0f170f001cb143e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bfe328fa154761ced40aa9271f3d818a8ced73f2b6b83cdb4ece1e3b7860f4cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fd12fc36220a560c997202dc68f7693f30799fa1e24de9c9a24f0500a76a485"}]},{"symbol":"LAZ","date":"2026-10-27","iv_pct":49.60187747931203,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.4320325203252,"put_iv_pct":64.31828665568369},{"expiry":"2026-12-18","call_iv_pct":46.2800323101777,"put_iv_pct":53.06762711864407},{"expiry":"2027-01-15","call_iv_pct":44.431501677852346,"put_iv_pct":48.74320183486238},{"expiry":"2027-03-19","call_iv_pct":44.08113082039912,"put_iv_pct":52.46120689655173}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"087e14d958b4827484735c04ca7d009417902dfedbb004841d2bd603f470294b","captured_at":"2026-10-28T20:05:41.843480+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":"LAZ","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"c8700099af595d1423ca9f3d37fe6a0cd42e43f4be4bfc2be77d7361c7b50165"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"833e852142384572f4056b4be42522d9ba1cba951a9b42693f497a23898b2ea7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c44d430c29534bc48b0ac1b491861529e8c9cc3346f4277d0f170f001cb143e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bfe328fa154761ced40aa9271f3d818a8ced73f2b6b83cdb4ece1e3b7860f4cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fd12fc36220a560c997202dc68f7693f30799fa1e24de9c9a24f0500a76a485"}]},{"symbol":"LAZ","date":"2026-10-28","iv_pct":50.532645722876765,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":60.789639639639645,"put_iv_pct":49.70559854897219},{"expiry":"2026-12-18","call_iv_pct":39.13025862068966,"put_iv_pct":52.41908289241623},{"expiry":"2027-01-15","call_iv_pct":43.24381505204163,"put_iv_pct":52.234603886397615},{"expiry":"2027-03-19","call_iv_pct":48.57160714285714,"put_iv_pct":58.166560000000004}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b4e2de6ec0cc1a9a96cd42a997f6f73925e99f9308137e9329081a0c714072dd","captured_at":"2026-10-29T19:53:09.568520+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":"LAZ","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"f5e56c5d3d023c835695b903cecb8340cb3794f23350247aeeb387b5d0f55e2a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"de2d487791deea60b6a1e4b5c11f941b292e5fb9dfc90d07ffb878f9a8ad8e6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"913c50ef65a306dbc5d3f4919cee3d5609185831cb7c7674a38df8a1e4343cd1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3cc861378e9d01739ecc5e98312c1bfa81a7ac769bc00bb1effcb0d5cf0bdc3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b6cb7109a5af7175d3979d2f1f524b5ab7c14db64ce65da5a9d2aeccce1d88cd"}]},{"symbol":"LAZ","date":"2026-10-29","iv_pct":48.38253013115968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.6533117583603,"put_iv_pct":70.59111709286677},{"expiry":"2026-12-18","call_iv_pct":38.36914122137404,"put_iv_pct":51.78208232445522},{"expiry":"2027-01-15","call_iv_pct":40.96517298187809,"put_iv_pct":46.82829106945975},{"expiry":"2027-03-19","call_iv_pct":41.59595854922279,"put_iv_pct":54.27516605166052}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"20f7adafc7162f8f6c9d4ff55fa6157ec633a2fac195431dda86419e16675a84","captured_at":"2026-10-30T20:08:47.106081+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":"LAZ","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"27dd9c30e5f4190ff8414442a5fdbf3da019e738220d6cd9239c568d7cf066c3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"455b2a4bbad86199edde0ff2232b4a3805dcfa6691dcc5a6d2391af7bc134d9d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f29d98da94030501d06de4208011eb2cba9f5d3a92d9f7a9194efd55c187bf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-01-15","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bfa2fd67a8495217598c27a9c542e9a7166991cf4ad00b6412be8c9075beafb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3392ff7430aaa6c5322bdcfce45fc4b4d7a48c8e4bec996a1c10ca7d32dd39e9"}]},{"symbol":"LAZ","date":"2026-10-30","iv_pct":50.010675581225996,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.787364016736404,"put_iv_pct":66.62556074766354},{"expiry":"2026-12-18","call_iv_pct":44.27741794310722,"put_iv_pct":47.60851598173516},{"expiry":"2027-01-15","call_iv_pct":50.1946331333641,"put_iv_pct":49.944790243902446},{"expiry":"2027-03-19","call_iv_pct":45.31803167420815,"put_iv_pct":51.329090909090915}],"source":"ThetaData historical first-order Greeks","provider_symbol":"LAZ","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb98a2df0abe3e0dec01063e50fae4c0d41b974aca761d64cae370b64c3bba93","captured_at":"2026-11-01T01:15:38.084659+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":"LAZ","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"7f970c05ed8db7b6d65e81adaa554bb109e119494adae2f509eebd9435c472c5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","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":"17c0edb572ab5279a0495b5469a0ed2bdfeb2c1fdcc21980fdb3f53884e45ac7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2026-12-18","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":"0867d33fe33d635195a7b6c065ec2cda89f0923a18124eee04535b60e1f807de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-01-15","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":"ec6a0a8f899c8909de09027800a25de1a5c9e8ed520ea5791b98c428afdf0576"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"LAZ","expiration":"2027-03-19","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":"0f388ca947251e8e22c3935e10821650fc892982200d1a9dc831cdef830ef607"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/LAZ","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":42.0583520563483,"put_call_skew_pp":-1.6598980553652005,"implied_move_pct":16.99894497491549,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5c4e62e713488f366b63ef0b8ffcd6a17113577c754d0e970929916835cb15c2","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":50.09479352272487,"put_call_skew_pp":0.2899173155564849,"implied_move_pct":18.784899828944795,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f3d533e8a2c47b6cb074860b01cac620c9d929db567548493517b8fa0a840fb","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":41.76929283635843,"put_call_skew_pp":0.6504621938177646,"implied_move_pct":16.87277968825988,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e59a1605086ad78442c134517b6d1d3687adc0a4d5434ac373f39b2a5e5c44b0","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":47.0243685039281,"put_call_skew_pp":14.195555606570627,"implied_move_pct":17.705287114280864,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7e54d62f32fa74fc1f317c76df3bd084cb3ab135a5852d69a8dc2497650d0a5e","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":43.34536970773894,"put_call_skew_pp":-0.3361779513636929,"implied_move_pct":16.01364023185665,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"94f3ff389399f24093ab056cdedeb1b2c9fa37def7ab335e6cf4fb96560dc4c9","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":47.25928369389252,"put_call_skew_pp":-11.840830927624907,"implied_move_pct":16.653977908998222,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5bd1ee50364c304ba7b7da952e7bcb17a0063fe27c5aacbb14135ccfb1fc2218","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":48.03166602912229,"put_call_skew_pp":0.7675545959628813,"implied_move_pct":16.907451132400464,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"115690a1ae57a83c027bb5aa32196debf9aa85d9bf30e433daa8b3d06c9bc589","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":53.35471554738204,"put_call_skew_pp":18.79682100155413,"implied_move_pct":16.429192185547517,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2c84ce1c497f528cc49d3da1ad1c3d60ee980c7e5cec3272836a5b8685b74111","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":65.51786052634156,"put_call_skew_pp":-26.39284931827835,"implied_move_pct":14.6630629030379,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6a1b5c9f902fe1a8827ec544dc60c8f0864974dc9ca1b9835e67f37058d70994","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":43.9085483882278,"put_call_skew_pp":7.802848512638107,"implied_move_pct":19.463497883018803,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a336941429592fae3490961c876ca5622a8a72b3bc81b72adf45bee2a7a202f0","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":43.17013048869879,"put_call_skew_pp":8.7528143546701,"implied_move_pct":18.500261588165678,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f95aaf4ad88b489ad0e4b40af59d1a4a3375ab9079d355aa10b54033112c1682","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":43.51629501436449,"put_call_skew_pp":-1.8701788521177782,"implied_move_pct":18.789141247182226,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"144608f1d6873a0483ad928a16b9bbb896af93bbd47d6fb29088ab76499b6f83","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":43.69312475256026,"put_call_skew_pp":-3.3494866278346684,"implied_move_pct":18.59115379070452,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d052bac0fd25c983745bc3e1c8dc6818616ae3bb63ee173523a046983207c3d7","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":44.1684328075991,"put_call_skew_pp":1.195141829547154,"implied_move_pct":18.563572429016407,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fda82805f8a75905c15c5198f2cca62c719c7da75323aac84e7c765ffbfd53f0","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":42.21690880238256,"put_call_skew_pp":3.386538064607601,"implied_move_pct":17.3990160953334,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"613242cbb027130d6e5c3550bd88586135ed551656d94b17ebdda391876af59f","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":45.763673918310346,"put_call_skew_pp":2.49155795803318,"implied_move_pct":17.64379499480539,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf2843227fb2c7b5812a60634ee8f53047d9bd76a43b7797c0bb9a2734428858","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":42.982584858118116,"put_call_skew_pp":7.448388613992702,"implied_move_pct":16.703129032180133,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7aa7748d964acf9a8e5aa0bf9657ab8c026d27477dce6287e882a2ce62e1759d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":46.442817522407964,"put_call_skew_pp":-6.06635150211576,"implied_move_pct":16.29292192270367,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6420780610adde2c73e0ba3a70ff510631e3503cb87d0271f92bed40862e68e3","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":47.708084443926694,"put_call_skew_pp":-3.230843276812287,"implied_move_pct":15.691708643106818,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5dc6041bb8e18fad192be228cf1b42119a9290410ca2bd519755c45fbceca08d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":50.594253611180264,"put_call_skew_pp":-2.3358966946144406,"implied_move_pct":23.732014513339728,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2b2fa2ecbff34ed9a69baada3fc3cbe45cfa09673240745779f258a070a42f90","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":49.102995524956654,"put_call_skew_pp":1.1680031870764616,"implied_move_pct":22.857455577823202,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"70bc9473bb402b5fbd92dec1ebec5d8298988ee4bcfde21f6034b6b50f47ee06","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":52.080852206098314,"put_call_skew_pp":3.282822833711892,"implied_move_pct":23.676305319008506,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4e8ad68f6e1c2fc838095335b44758ee807ebba7329e730513445cd0c50e2e81","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":50.805323735433596,"put_call_skew_pp":7.695159938931059,"implied_move_pct":23.229983192679736,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"39524d9f91842ee55b259f76c00b24fe34b8e6472b68dfaa522a872ebe2c3610","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":52.81349425911013,"put_call_skew_pp":-1.4813352013629526,"implied_move_pct":23.734321849516803,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e91e9b3a833a7d622dbcbe1a3394df4e8b032e95c27f0a64471e43d65b76105c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":50.74766356925069,"put_call_skew_pp":-1.9724908689263234,"implied_move_pct":22.965387805630414,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e5999b8f880dd2281ca0818279b8b7b1b7857a7d35b016770343af630ccd026","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":53.6170049394244,"put_call_skew_pp":1.9371133577053214,"implied_move_pct":22.99041467114025,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"afe9baf13aefb7dec79880928e5013a080510e397955894b58ac6b34e8bd91fb","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":54.872579532601165,"put_call_skew_pp":-1.9314275465304558,"implied_move_pct":23.066410560076264,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1f526b935118f9f9cd412bd2d7d0d3fe1013eb0b2e68a1ff4482e529a6bc1319","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":54.965559776691244,"put_call_skew_pp":4.873509808356795,"implied_move_pct":22.861736021651986,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0aa0266abb6a1ddc9c893da12f08a9db86a893971be22a1e63a6a79e9e7a9aaf","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":52.23403503503272,"put_call_skew_pp":7.784549726829889,"implied_move_pct":21.67352151723155,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8f842780c62e48f89c361126dd7f5a19b30e4a9c6ff1435b965ab0982bb1874b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":49.922948677262326,"put_call_skew_pp":-4.045828389992856,"implied_move_pct":21.096538849078595,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"de90eadee1c70ec7cf62cd63b821314a2c4b219121716e07f4bf5291ef5e4c6b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":53.484108976484364,"put_call_skew_pp":-6.37416588618153,"implied_move_pct":21.494659797634398,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bbbe1c445835b135fb2420e1726521e85648cc3e58c2abf9d9073241f991425c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":53.573692903327824,"put_call_skew_pp":9.51498755381194,"implied_move_pct":21.11852748713671,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ec4f1367142967da4dd6179435316c40d559313661feeaa64f150d41459dd86c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":49.566057755651485,"put_call_skew_pp":16.90142172355961,"implied_move_pct":19.60233213996662,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"18e8d68ae03bdb9edf152376bd826a63c17013dd9b8b13971b81d5c3944354f1","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":50.659885839290254,"put_call_skew_pp":10.515412824814806,"implied_move_pct":20.010534089977853,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9695e9c8ef7d14e4d1167f70287efc354abbb9507dc4a9fd26b0cf28803c2f81","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":55.17100884821761,"put_call_skew_pp":19.66923161012179,"implied_move_pct":20.422709375296,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf4acc43dc3bb782e653be441964f558998a65007147b16c6c128d1f73085253","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":58.62480600419078,"put_call_skew_pp":27.05915928464582,"implied_move_pct":19.854799276599927,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fab3bcf6b34d483687f6b2441e872f30f1cbe4acadf0fbc0b5287ae740a6b7ba","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":63.497099297719025,"put_call_skew_pp":3.3719678809285316,"implied_move_pct":19.523783686550722,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"48a5401ade119de0d5c5c8bb974c6d309cee565b2b264ee90d973c31d2270b1d","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":58.01783575383274,"put_call_skew_pp":1.5371524847753157,"implied_move_pct":19.069977695853986,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c5c2607915189bae5862eeb3be5ce48f7fa843b5454030b9f183716c063e5134","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":66.13846111303177,"put_call_skew_pp":35.789656372353875,"implied_move_pct":19.258637838740267,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0afe6b65eb74b35fbb97832782bbbd79b70c0650b8dc73373a98789efa50ca59","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-03-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":51.09559569563879,"put_call_skew_pp":4.413851957959574,"implied_move_pct":27.561309485788126,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7af2e42a6f361d8cda48d6a4b8ddf700c8aa8408b5945ff49297e3b760310291","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":51.591266757523286,"put_call_skew_pp":1.3664900890942828,"implied_move_pct":27.47732394475988,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e2ca4fa45f33a3bed887000d51bc8a79d941fa8e8fa8e0b0e0e82695d4e39491","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":52.94589297883461,"put_call_skew_pp":12.258552607837688,"implied_move_pct":27.941764988953125,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"34138c7d61e27776ade3e9341f498e63249a82708228f5f3ae8e8f4a7fc1c952","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":48.80618999646755,"put_call_skew_pp":13.144668033631614,"implied_move_pct":25.929347462770597,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1c214c1faf69d5b4512f7aa3784c0f9cd343dcb920b7ea4f8201d37e616aab54","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":51.40959660209529,"put_call_skew_pp":21.759973663855288,"implied_move_pct":26.8126772065973,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4885f18d229ab81f9cf89191e00a27658c963cd3bb6ca80f9d6cd9ddffa0c2bc","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":49.01853899142964,"put_call_skew_pp":10.254251416773004,"implied_move_pct":25.84759152528659,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d52f4614be8aabc4519b0aa1a79c467a276b0d9d080c7c6a8c35f630e5e61f18","expiries":["2026-11-20","2026-12-18","2027-03-19","2027-06-17"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":50.27085722623309,"put_call_skew_pp":8.644980993990439,"implied_move_pct":21.646321185808482,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c2fdd8b76c7eba98bb12c2e2d3bf5a402ff30f8887cbbbfb271a9e8b75c688d8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":49.60187747931203,"put_call_skew_pp":10.091406294246875,"implied_move_pct":21.139945726554465,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"087e14d958b4827484735c04ca7d009417902dfedbb004841d2bd603f470294b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":50.532645722876765,"put_call_skew_pp":5.19763121813949,"implied_move_pct":21.611790387079523,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b4e2de6ec0cc1a9a96cd42a997f6f73925e99f9308137e9329081a0c714072dd","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":48.38253013115969,"put_call_skew_pp":14.973268006901753,"implied_move_pct":20.160661663456658,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"20f7adafc7162f8f6c9d4ff55fa6157ec633a2fac195431dda86419e16675a84","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":50.01067558122599,"put_call_skew_pp":7.732627778744048,"implied_move_pct":20.772972294836833,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb98a2df0abe3e0dec01063e50fae4c0d41b974aca761d64cae370b64c3bba93","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]}]}