{"schemaVersion":1,"symbol":"MRNA","days":90,"observations":[{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-19T19:59:41.383000+00:00","captured_at":"2026-10-20T03:53:22.527Z","last_trade_at":"2026-10-19T23:59:14.740420554Z","price":227.5,"iv_pct":111.73216087300479,"implied_move_pct":27.542596373951948,"put_call_skew_pp":1.6706694439062364,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"674803c5c054dd1ddd490957978a80ede9faa39d64c7cf745c09b370146908c3"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:20.266000+00:00","captured_at":"2026-10-20T13:36:02.037Z","last_trade_at":"2026-10-20T13:36:00.456813856Z","price":225.98,"iv_pct":110.88288699127907,"implied_move_pct":26.79143248532147,"put_call_skew_pp":5.755708901945167,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"45d1ba38202a43016c234cd06b2c0109c1b3516f6643d93f0ba5fa5da8d42a28"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:20.287000+00:00","captured_at":"2026-10-20T13:43:48.055Z","last_trade_at":"2026-10-20T13:43:46.816679574Z","price":224.09,"iv_pct":108.51172924901186,"implied_move_pct":26.11329933960399,"put_call_skew_pp":1.365176637670884,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"47bfbf129b68ab601c0939cec40fa10dda1cf5397d9450255679ad4215d53e92"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T13:51:19.177000+00:00","captured_at":"2026-10-20T13:51:30.472Z","last_trade_at":"2026-10-20T13:51:24.635368137Z","price":222.57,"iv_pct":106.49739664606344,"implied_move_pct":25.615960077600658,"put_call_skew_pp":1.8217142857142932,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"7b79334cab032fa6c8ce6f62c1940f1fa2fbd34f4fd35254b29eae0d124db54f"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T13:55:57.168000+00:00","captured_at":"2026-10-20T13:59:29.648Z","last_trade_at":"2026-10-20T13:59:28.014169656Z","price":222.825,"iv_pct":108.83474721463107,"implied_move_pct":26.228874542529056,"put_call_skew_pp":1.7233355347158197,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"55d74501e998aa3d190fdf90dce91dea6abbae639750bdb5f5454cc6e4a75ceb"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T14:12:52.619000+00:00","captured_at":"2026-10-20T14:18:19.164Z","last_trade_at":"2026-10-20T14:18:15.343043313Z","price":226.2,"iv_pct":109.48725222146277,"implied_move_pct":26.357003427103255,"put_call_skew_pp":3.1156064618644175,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"0b655e9781141d84490b5f5d6afeadc744930eff21cefbc4f12f8fadf83d226b"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T14:18:41.429000+00:00","captured_at":"2026-10-20T14:28:58.503Z","last_trade_at":"2026-10-20T14:28:55.818227965Z","price":225.21,"iv_pct":110.43670110887098,"implied_move_pct":26.611897779814104,"put_call_skew_pp":1.2978592375366693,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"a9acf39d7f53c2053708f5cd59d830626572b6d6de2eb0c1f845d3509d979000"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T14:34:17.428000+00:00","captured_at":"2026-10-20T14:36:41.573Z","last_trade_at":"2026-10-20T14:36:39.231815158Z","price":223.21,"iv_pct":110.2803028972783,"implied_move_pct":26.540787721842428,"put_call_skew_pp":0.8590667130757623,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"a02aab939e4998bda0fe5c58a692363f4060a0178480169750a6fe8491837157"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T14:42:05.842000+00:00","captured_at":"2026-10-20T14:44:26.024Z","last_trade_at":"2026-10-20T14:44:21.456214342Z","price":224.79,"iv_pct":109.2879030420417,"implied_move_pct":26.322449710548018,"put_call_skew_pp":2.443148688046648,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"c13646721532fae4a6dea5c23fbeffcf3e4b5dce68b373b03500a7ef45a55e16"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T14:49:27.466000+00:00","captured_at":"2026-10-20T14:52:11.934Z","last_trade_at":"2026-10-20T14:52:11.17514656Z","price":228.295,"iv_pct":111.29305373564947,"implied_move_pct":26.807985631581843,"put_call_skew_pp":1.9347785943093943,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"3c4615096453f7ee4e300f036ba4654699dbf8abaff283141b24e7c91977fc94"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T14:49:36.388000+00:00","captured_at":"2026-10-20T14:59:56.172Z","last_trade_at":"2026-10-20T14:59:53.301864501Z","price":229.5589,"iv_pct":112.04448818897639,"implied_move_pct":27.036805674180965,"put_call_skew_pp":1.4268998123827537,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"652749f47be2f686ecf33cdcacaacc6e6638c235d38a21f3ec9dd08132407372"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T15:07:36.495000+00:00","captured_at":"2026-10-20T15:08:12.369Z","last_trade_at":"2026-10-20T15:08:10.905136621Z","price":230.99,"iv_pct":112.25825301204817,"implied_move_pct":27.092123718248985,"put_call_skew_pp":-0.852736050955416,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"c9e1106dad3d9c19f9f6334beefbcf2409de80d0c48fead7eac7b294c28b7a13"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T15:14:06.649000+00:00","captured_at":"2026-10-20T15:14:41.269Z","last_trade_at":"2026-10-20T15:14:40.975764455Z","price":230.885,"iv_pct":111.74774031496062,"implied_move_pct":26.91092661428236,"put_call_skew_pp":0.6047695170833922,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"6ce35128efb7617743e28d03d6b834f53824e5a78f0fd2bd9921fef89e5d0002"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T15:14:15.283000+00:00","captured_at":"2026-10-20T15:23:04.778Z","last_trade_at":"2026-10-20T15:23:03.728006725Z","price":233.65,"iv_pct":111.9085020242915,"implied_move_pct":26.995202866670535,"put_call_skew_pp":1.8787314269694377,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"a8175bf5de1dadb5a4449d077584204a4205e5d7b17ccba7146d1db93b0bb23e"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T15:26:47.268000+00:00","captured_at":"2026-10-20T15:30:51.099Z","last_trade_at":"2026-10-20T15:30:49.883219938Z","price":233.9,"iv_pct":112.11667281572417,"implied_move_pct":27.037819066213366,"put_call_skew_pp":1.6108796252927382,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"8b5d1bf3ba4c637f5877424340fc15bb702a9bf9cc629a0cabff47f303021d1b"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T15:34:50.057000+00:00","captured_at":"2026-10-20T15:38:41.472Z","last_trade_at":"2026-10-20T15:38:39.413036931Z","price":232.31,"iv_pct":111.74507003395587,"implied_move_pct":26.934561014463217,"put_call_skew_pp":2.851182215743453,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"0124eac1897c248b4586d4ef89f96c6c57ef0a1200efa02e2fe44d643e67921f"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T15:43:13.445000+00:00","captured_at":"2026-10-20T15:46:27.103Z","last_trade_at":"2026-10-20T15:46:21.738413837Z","price":232.94,"iv_pct":111.89542153846155,"implied_move_pct":26.993745500657152,"put_call_skew_pp":2.5479069767441853,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"30991dc2b63ad3a9b06694abcdef65b23420f2aa3667525a242cc08a3dbf9d80"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T15:47:09.997000+00:00","captured_at":"2026-10-20T15:54:13.203Z","last_trade_at":"2026-10-20T15:54:11.062939175Z","price":233.35,"iv_pct":112.3314314516129,"implied_move_pct":27.082267741244287,"put_call_skew_pp":2.331290697674415,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"56c4fb7d037c34c99e8321efdead0d81dd0be97c3fbe9e3851316e70081901e7"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T16:07:39.080000+00:00","captured_at":"2026-10-20T16:09:53.533Z","last_trade_at":"2026-10-20T16:09:51.415969926Z","price":234.72,"iv_pct":111.06196050618387,"implied_move_pct":26.796876473456894,"put_call_skew_pp":2.500234823121783,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"ddfcc94209b6351f26b1b34ed26d65e0d76b4143aa1dd6f223629b56831b9ddb"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T16:08:53.191000+00:00","captured_at":"2026-10-20T16:17:40.631Z","last_trade_at":"2026-10-20T16:17:40.057870762Z","price":234.09,"iv_pct":110.83303999999998,"implied_move_pct":26.70878721859114,"put_call_skew_pp":2.007916666666687,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"04187e9a1d41b08aaea5c5e04787fc5507e3a4aed7ca67d00df9e4c035b3a394"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T16:15:59.678000+00:00","captured_at":"2026-10-20T16:25:28.541Z","last_trade_at":"2026-10-20T16:25:18.970114194Z","price":234.37,"iv_pct":110.75593003984064,"implied_move_pct":26.691435733364706,"put_call_skew_pp":2.482441827866544,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"efdb8763e4baa04af4aacca8dc82d7e95e265ad4407875e2f57224b9f6c38e26"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T16:29:03.179000+00:00","captured_at":"2026-10-20T16:33:12.847Z","last_trade_at":"2026-10-20T16:33:10.985102254Z","price":235.68,"iv_pct":111.36192843373493,"implied_move_pct":26.84655935350363,"put_call_skew_pp":2.36639503736078,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"694683315eee6aebd22799b27183d65a74b4baef199ac9ed2584d1d3c26661aa"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T16:38:19.783000+00:00","captured_at":"2026-10-20T16:40:55.780Z","last_trade_at":"2026-10-20T16:40:55.067545535Z","price":237.34,"iv_pct":111.24595746825237,"implied_move_pct":26.801733856090653,"put_call_skew_pp":1.9345773668275612,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"e309e62b4c26abcb8abb450160ca306b9abb28a43d1220a68877df953131c335"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T16:39:41.559000+00:00","captured_at":"2026-10-20T16:48:42.918Z","last_trade_at":"2026-10-20T16:48:42.310048087Z","price":239.19,"iv_pct":112.09154041356607,"implied_move_pct":27.039989109191882,"put_call_skew_pp":1.1557726494782594,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"21d8d53b63b64d96bff5391f5ecd11eacfdde94e00f430b7301fface55fbd737"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T16:54:43.811000+00:00","captured_at":"2026-10-20T16:56:28.823Z","last_trade_at":"2026-10-20T16:56:24.683986653Z","price":238.675,"iv_pct":111.34546474849505,"implied_move_pct":26.84839214797856,"put_call_skew_pp":1.9251061996931274,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"68be9219351a5e2277aae4aa07c0fde52674c1aca5c07f56eb5a64ad62b955c1"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T16:58:31.353000+00:00","captured_at":"2026-10-20T17:04:41.822Z","last_trade_at":"2026-10-20T17:04:38.770651356Z","price":238.915,"iv_pct":111.27650351288057,"implied_move_pct":26.830312461361807,"put_call_skew_pp":1.9987491856677586,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"8b462045a2577ac58957af363da0e2f0e530bb3bc6a61f084b311f0babceb3c4"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T17:04:35.596000+00:00","captured_at":"2026-10-20T17:12:29.056Z","last_trade_at":"2026-10-20T17:12:27.401292935Z","price":240.0401,"iv_pct":110.83886133603241,"implied_move_pct":26.69948632924688,"put_call_skew_pp":1.8831842385516495,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"5559c7227e3621443655f6bbfc56b5ad9bf7b0572297d0c1b5bc052901045e5b"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T17:17:14.103000+00:00","captured_at":"2026-10-20T17:20:21.417Z","last_trade_at":"2026-10-20T17:20:20.992717512Z","price":240.79,"iv_pct":111.63657786885244,"implied_move_pct":26.892268550447675,"put_call_skew_pp":0.8321141542260602,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"4311635b22f520ec6aaf13dd01388cbe0eb8c192f9f8a665b415ed0b56120ccc"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T17:29:51.573000+00:00","captured_at":"2026-10-20T17:35:54.621Z","last_trade_at":"2026-10-20T17:35:52.893188196Z","price":239.9,"iv_pct":110.18932653061225,"implied_move_pct":26.533759814888857,"put_call_skew_pp":0.111839372748479,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"b5982a6749c1c77f076a7e690b79576fde2c81498ba0e07d9d1c8315dc051c15"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T17:44:08.184000+00:00","captured_at":"2026-10-20T17:51:33.499Z","last_trade_at":"2026-10-20T17:51:32.943477644Z","price":241.545,"iv_pct":111.36304402095564,"implied_move_pct":26.83789785160914,"put_call_skew_pp":-1.049968152866243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"e7d69a30e3edbb9dec5ca1d00bcf4c0148e1771963cb178b6f5e353316c53c31"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T17:54:19.647000+00:00","captured_at":"2026-10-20T17:59:22.382Z","last_trade_at":"2026-10-20T17:59:22.133705361Z","price":241.4223,"iv_pct":111.31884453781512,"implied_move_pct":26.81221754117476,"put_call_skew_pp":-1.5155952380952353,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"10363f947012a3eb76ec6da3036c74b7b2d9796d3cd0b75e023fa1d66f056cc2"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T18:03:36.584000+00:00","captured_at":"2026-10-20T18:07:40.272Z","last_trade_at":"2026-10-20T18:07:38.608520493Z","price":241.1,"iv_pct":110.69432137337903,"implied_move_pct":26.69020105753399,"put_call_skew_pp":-0.9641935483871045,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"490db641754ace53b1cc6af0866616ceae13ee79ee6e75c322f06ba7c35a440b"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T18:13:51.399000+00:00","captured_at":"2026-10-20T18:15:30.842Z","last_trade_at":"2026-10-20T18:15:28.603202588Z","price":239.55,"iv_pct":110.56964076097957,"implied_move_pct":26.615915010651037,"put_call_skew_pp":-1.8131785356596763,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"4561893cf94f4c5472f327a3a015838fa6910e724b91de11c9ca5e88323af1f1"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T18:15:26.732000+00:00","captured_at":"2026-10-20T18:23:14.846Z","last_trade_at":"2026-10-20T18:23:10.83453052Z","price":239.775,"iv_pct":110.55755305581063,"implied_move_pct":26.65593728643157,"put_call_skew_pp":-2.078300438596492,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"b3c6974400bea06d137c799dc2139acab32be9c26d90b14326c7a0146dbd633d"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T18:29:13.875000+00:00","captured_at":"2026-10-20T18:31:02.583Z","last_trade_at":"2026-10-20T18:31:01.579405113Z","price":238.08,"iv_pct":110.06897540983607,"implied_move_pct":26.509721212321523,"put_call_skew_pp":-2.285015360983089,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"1a5127da8fdc88b5a3274f5d403997d0af1d24f65d14d2b9055a0d2ed18cb8a3"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T18:32:10.611000+00:00","captured_at":"2026-10-20T18:38:46.707Z","last_trade_at":"2026-10-20T18:38:46.428449828Z","price":240.436,"iv_pct":110.71438901486519,"implied_move_pct":26.682769827696752,"put_call_skew_pp":-2.5356584699453677,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"7fd2868a73f284651595a9d7a79309fc98f6ce6407c55ed9c7977b7263a0925f"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T18:39:00.821000+00:00","captured_at":"2026-10-20T18:46:33.691Z","last_trade_at":"2026-10-20T18:46:33.032900248Z","price":241.02,"iv_pct":110.86649814471244,"implied_move_pct":26.693438708001814,"put_call_skew_pp":-2.8463333333333507,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"b499b122c8bb62be451aea5a9e96d44550b28751d6fd03c0909f6a6618af21af"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T18:46:11.524000+00:00","captured_at":"2026-10-20T18:54:22.246Z","last_trade_at":"2026-10-20T18:54:19.480301341Z","price":241.61,"iv_pct":110.65856395696355,"implied_move_pct":26.645140379145637,"put_call_skew_pp":-2.3351723669923885,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"189869480860ff3c4cf33f2365b63f7f7d8614a30131ddec1734afbb11967228"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T18:58:30.700000+00:00","captured_at":"2026-10-20T19:02:16.233Z","last_trade_at":"2026-10-20T19:02:13.589818263Z","price":242.0887,"iv_pct":110.9807740585774,"implied_move_pct":26.73988336269183,"put_call_skew_pp":-2.6164646464646335,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"43ac45c9262bc5ecc3e08abd1d21f556d434a852848d4a34d1d5cce8591a7076"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T19:15:50.167000+00:00","captured_at":"2026-10-20T19:19:49.503Z","last_trade_at":"2026-10-20T19:19:49.304393986Z","price":240.15,"iv_pct":111.02318930041153,"implied_move_pct":26.7446871768245,"put_call_skew_pp":-3.0812837465564735,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"41b7a8dce97db76284a3d388e2cfb452c3dc6e66000201256e9dc8a62cb36aed"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T19:23:21.085000+00:00","captured_at":"2026-10-20T19:27:32.509Z","last_trade_at":"2026-10-20T19:27:31.375598353Z","price":241.19,"iv_pct":109.9756287485006,"implied_move_pct":26.485791658432333,"put_call_skew_pp":-1.008228305008263,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"038a3f36c51ea953066615e22f09aa542a4d8a7fb07838a2b5ba5223bf844827"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T19:33:57.729000+00:00","captured_at":"2026-10-20T19:43:13.283Z","last_trade_at":"2026-10-20T19:43:12.509247087Z","price":241.567,"iv_pct":110.60596147140865,"implied_move_pct":26.614527273025296,"put_call_skew_pp":-0.2681223197876337,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"67b70fd771beb9eb484f05a095f7dfb255884bcea792ffae92830baced5b72a6"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T19:50:14.304000+00:00","captured_at":"2026-10-20T19:50:58.441Z","last_trade_at":"2026-10-20T19:50:58.104327384Z","price":242.62,"iv_pct":111.23209893543775,"implied_move_pct":26.804075546398963,"put_call_skew_pp":0.06419706551985538,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"4cf7cd27a259f8e73b36bbbd42c48d60c43cc4bb1f6ee7a8979c1da47523c758"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-20T19:50:37.536000+00:00","captured_at":"2026-10-20T19:58:44.331Z","last_trade_at":"2026-10-20T19:58:44.002343538Z","price":241.2,"iv_pct":110.83012244897958,"implied_move_pct":26.699241885809048,"put_call_skew_pp":-0.12240909090910357,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"e0f55dfee2ce8de72fef41d463fc6c20d2d9a44335e044211a9f522777f788ae"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:00.605000+00:00","captured_at":"2026-10-21T13:32:55.675Z","last_trade_at":"2026-10-21T13:32:54.045144004Z","price":245.6365,"iv_pct":111.92673577235772,"implied_move_pct":26.630652878760518,"put_call_skew_pp":6.1062028985507055,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"73e40b417f20c5522017cd7a041f50228b5bba438ad2619644a681985d0f4fa8"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T13:35:07.020000+00:00","captured_at":"2026-10-21T13:48:39.310Z","last_trade_at":"2026-10-21T13:48:38.357393458Z","price":247.39,"iv_pct":112.9402140106635,"implied_move_pct":27.014722429311643,"put_call_skew_pp":8.44156250000001,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"11f2035a8c61003f41ed6df1b17819a34d616dd848a8021b4092e9fc140dc398"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T13:45:19.351000+00:00","captured_at":"2026-10-21T13:56:35.396Z","last_trade_at":"2026-10-21T13:56:35.142727128Z","price":244.61,"iv_pct":112.9674794271049,"implied_move_pct":26.507603610978286,"put_call_skew_pp":-1.4374457553956832,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"c183e7ed13fa0550ad40efa52c58239ee50e3a26a5eb64f38ca1c21827f0283b"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T14:01:02.257000+00:00","captured_at":"2026-10-21T14:04:43.577Z","last_trade_at":"2026-10-21T14:04:43.126107102Z","price":242.935,"iv_pct":113.0212399691358,"implied_move_pct":26.559944632008374,"put_call_skew_pp":-2.4578979591836747,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"6f2578afa0db9ec8ec81f620899ab39ff2183f57aea55476bd5fef3b6e47bcc7"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T14:12:48.081000+00:00","captured_at":"2026-10-21T14:13:05.792Z","last_trade_at":"2026-10-21T14:13:03.956533884Z","price":244.55,"iv_pct":112.41467316966612,"implied_move_pct":26.738348776770437,"put_call_skew_pp":-0.3475085910653153,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"05af86b883929d765888d5c2b070b88c021c2333abe3eb66c19a21a7805f7000"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T14:18:36.130000+00:00","captured_at":"2026-10-21T14:20:55.451Z","last_trade_at":"2026-10-21T14:20:54.84230694Z","price":245.795,"iv_pct":112.4838235988851,"implied_move_pct":26.73079682857029,"put_call_skew_pp":1.7804623282760002,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"1fb0c072a179e8fc29fdced40163a10128660921035fec8b5d556a4744eaad75"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T14:36:34.168000+00:00","captured_at":"2026-10-21T14:37:05.125Z","last_trade_at":"2026-10-21T14:37:04.844688012Z","price":247,"iv_pct":112.07833706606945,"implied_move_pct":26.692941275144968,"put_call_skew_pp":2.5208907367064493,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"c1eff3dd6ff0454ad503e106f404af757d349f02414245e901cc04e4f913c26a"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T14:44:59.082000+00:00","captured_at":"2026-10-21T14:45:15.764Z","last_trade_at":"2026-10-21T14:45:14.161871426Z","price":246.775,"iv_pct":112.81499221587961,"implied_move_pct":26.768002264675307,"put_call_skew_pp":1.3959259595317963,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"e25d0253c47a4cdfefd81b305737af3b8cce6950db71083e11bd3f0636774d06"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T14:55:35.625000+00:00","captured_at":"2026-10-21T14:55:43.285Z","last_trade_at":"2026-10-21T14:55:42.809392082Z","price":246.575,"iv_pct":112.94468360995849,"implied_move_pct":26.787491748994412,"put_call_skew_pp":1.1259285714285694,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"65bbdedfb54de339a47f0f5ef4fda03b06559874c35fa5068aac40fd6f7ad939"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T15:14:03.699000+00:00","captured_at":"2026-10-21T15:14:36.089Z","last_trade_at":"2026-10-21T15:14:32.363103381Z","price":248.051,"iv_pct":112.3543163265306,"implied_move_pct":26.649801820982777,"put_call_skew_pp":1.0709316297173643,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"e6ed9cbab9cdacb120cc773d51f82a80d54dd84010563cff6e12c6165c686fb3"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T15:24:51.938000+00:00","captured_at":"2026-10-21T15:25:17.519Z","last_trade_at":"2026-10-21T15:25:16.354391115Z","price":248.54,"iv_pct":112.46457983193277,"implied_move_pct":26.711626148809884,"put_call_skew_pp":2.124125659275955,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"1baac2364583ce58edf34a7241c64714f5bd1ed17fa7b8d77961315b98bfb4a6"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T15:40:55.154000+00:00","captured_at":"2026-10-21T15:48:06.458Z","last_trade_at":"2026-10-21T15:48:05.702313378Z","price":246.805,"iv_pct":112.45928022564988,"implied_move_pct":26.61852422646696,"put_call_skew_pp":1.5429663381067327,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"f6d5a3a2ecb0ac9307dc7282e40d2b652258157043088f2bb39d56a0572f2d10"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T15:58:09.624000+00:00","captured_at":"2026-10-21T15:58:59.531Z","last_trade_at":"2026-10-21T15:58:57.655615546Z","price":244.7725,"iv_pct":111.65061430169838,"implied_move_pct":26.353316514506265,"put_call_skew_pp":-0.5802054502874299,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"b3b2e5352dc84ef15a9b9141198299c5ed6e381171c8e9748ccb85628d1dca8c"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T15:59:49.035000+00:00","captured_at":"2026-10-21T16:09:37.564Z","last_trade_at":"2026-10-21T16:09:36.037233087Z","price":246.4,"iv_pct":112.31091074092046,"implied_move_pct":26.85732739673485,"put_call_skew_pp":2.79954545454546,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"c87c11c997ba526102044f3c43122e151dc919b0158236312f2b324b88d9c990"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T16:11:34.397000+00:00","captured_at":"2026-10-21T16:19:46.600Z","last_trade_at":"2026-10-21T16:19:46.190628283Z","price":247.285,"iv_pct":109.68723652837386,"implied_move_pct":26.031740053614172,"put_call_skew_pp":2.4481443244942946,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"b591195eb69cec5dd9770069edfbbb1f29695ad7dd8a8e85043e35591f56b057"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T16:26:16.207000+00:00","captured_at":"2026-10-21T16:29:59.687Z","last_trade_at":"2026-10-21T16:29:59.027116837Z","price":248.17,"iv_pct":110.89526265683247,"implied_move_pct":26.355375148144795,"put_call_skew_pp":2.8631340779193604,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"26e935a1997d24327f93d2d7dbeb2ee2c78b91a20028e638e39314f5294273c9"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T16:37:53.865000+00:00","captured_at":"2026-10-21T16:40:17.756Z","last_trade_at":"2026-10-21T16:40:13.043316555Z","price":247.99,"iv_pct":111.6906761334028,"implied_move_pct":26.53264765651744,"put_call_skew_pp":2.0646599834642343,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"735ffcc4964863227ff14e2663df12e529eb7ea27ba4213a6928ad012f63506a"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T16:49:58.644000+00:00","captured_at":"2026-10-21T16:50:34.765Z","last_trade_at":"2026-10-21T16:50:32.777668827Z","price":248.67,"iv_pct":111.99553571428571,"implied_move_pct":26.659792279802495,"put_call_skew_pp":2.625030674846607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"317eb2c7d858f5d57c5d42a5b283758b5e0ae2a00c1f4aa924bd33b59ebc92fc"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T16:52:41.715000+00:00","captured_at":"2026-10-21T17:00:56.455Z","last_trade_at":"2026-10-21T17:00:50.248125158Z","price":248.66,"iv_pct":111.84693842542433,"implied_move_pct":26.534112211866095,"put_call_skew_pp":1.8583917210723833,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"7f3a77e9bcf7f7e28c84e48909136b3af1e307efd1938ffe18b8c68c4adef568"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T17:14:41.311000+00:00","captured_at":"2026-10-21T17:16:06.805Z","last_trade_at":"2026-10-21T17:16:05.948435377Z","price":249.44,"iv_pct":111.55923711231077,"implied_move_pct":26.482624349422352,"put_call_skew_pp":1.9681868933259627,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"df8203b10ede7db42996b61742c3b48c6e1e42d7e382a2d596efe824258f7d2d"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T17:36:37.247000+00:00","captured_at":"2026-10-21T17:40:06.744Z","last_trade_at":"2026-10-21T17:39:59.271727726Z","price":246.79,"iv_pct":111.1418099621897,"implied_move_pct":26.26661563806915,"put_call_skew_pp":1.6329488357843092,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"17386b55cde58f006918ed9fb1ab2ce1d51629857f077479492979739ae38c09"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T17:41:56.809000+00:00","captured_at":"2026-10-21T17:52:41.330Z","last_trade_at":"2026-10-21T17:52:38.356177712Z","price":249.61,"iv_pct":110.23523913043478,"implied_move_pct":26.16459938373427,"put_call_skew_pp":2.371113132496694,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"834c2b188a71924e84117ae590e27b5fe9e89a95df2a755adcc649398616bacf"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T18:02:10.654000+00:00","captured_at":"2026-10-21T18:03:45.189Z","last_trade_at":"2026-10-21T18:03:43.145820868Z","price":249.32,"iv_pct":110.14257716293368,"implied_move_pct":26.109071835691722,"put_call_skew_pp":0.6967208829509186,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"2b6c1f0def9ec8ee1c8484b9e7be0ff9457ba8bc2a8f9d6e1679d1b9e94bffd3"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T18:13:54.695000+00:00","captured_at":"2026-10-21T18:15:16.634Z","last_trade_at":"2026-10-21T18:15:12.298850598Z","price":249.08,"iv_pct":110.14120000000001,"implied_move_pct":26.07395214388951,"put_call_skew_pp":1.6858123003195002,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"416af8de2b05acf2e804ed248fe8a4fe2f49641335db5f61e7d29437d2fd7282"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T18:21:58.476000+00:00","captured_at":"2026-10-21T18:25:54.194Z","last_trade_at":"2026-10-21T18:25:52.116895527Z","price":251.95,"iv_pct":109.88547550717468,"implied_move_pct":26.018327702014343,"put_call_skew_pp":0.7023052464228963,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"415a69f99759dd30d5944f4322df515926a80c567659b062275f7404951c883d"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T18:28:54.351000+00:00","captured_at":"2026-10-21T18:36:12.550Z","last_trade_at":"2026-10-21T18:36:11.715387348Z","price":251.17,"iv_pct":110.30564240286462,"implied_move_pct":26.037847858394365,"put_call_skew_pp":0.08382716049382122,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"5ef475471cbb9e128667917e8ef2ffe69b77667ad3b7e31fd560012108af8ba8"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T18:43:37.908000+00:00","captured_at":"2026-10-21T18:46:29.718Z","last_trade_at":"2026-10-21T18:46:25.343321029Z","price":251.63,"iv_pct":110.32364583333334,"implied_move_pct":26.1173103744538,"put_call_skew_pp":1.4341691122523814,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"c61e54b50ec0a6651770d7ea2588f1793eec2404233a6661909a21c07a67a783"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T19:01:28.286000+00:00","captured_at":"2026-10-21T19:01:49.903Z","last_trade_at":"2026-10-21T19:01:48.207964673Z","price":252.6,"iv_pct":110.81872625657509,"implied_move_pct":26.20637176404551,"put_call_skew_pp":1.8232469097809956,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"36f0b789783a5f4d157c2737bcc8b8bd07d87711e56ffc3543ef6f058a5ab134"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T19:11:31.210000+00:00","captured_at":"2026-10-21T19:13:15.608Z","last_trade_at":"2026-10-21T19:13:13.757506133Z","price":252.48,"iv_pct":111.426652360515,"implied_move_pct":26.426178489640286,"put_call_skew_pp":2.0378037630228496,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"74c4d620b9368ce86c786e636fd0e9d472caaf56b45454d6ec1050207e5224d1"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T19:13:26.858000+00:00","captured_at":"2026-10-21T19:23:39.539Z","last_trade_at":"2026-10-21T19:23:38.049562101Z","price":252.785,"iv_pct":110.82689111365369,"implied_move_pct":26.307468364584807,"put_call_skew_pp":2.3855769230769264,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"5af0009f2a7062b98b33dee9bcea02b80194e33e5983acacfb72643259d8a66f"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T19:40:40.130000+00:00","captured_at":"2026-10-21T19:43:48.027Z","last_trade_at":"2026-10-21T19:43:46.053819807Z","price":251.59,"iv_pct":110.66918367346939,"implied_move_pct":26.000554838573613,"put_call_skew_pp":0.0866596985367174,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"b7b9b89dd28ec7f9e0f0ae1cd33e97537c999e4ce4e76941215e7408c7e019da"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T19:52:05.909000+00:00","captured_at":"2026-10-21T19:54:26.923Z","last_trade_at":"2026-10-21T19:54:26.479205961Z","price":252.64,"iv_pct":110.79253025413473,"implied_move_pct":26.168864535562946,"put_call_skew_pp":1.3007836472209489,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"2f61cce85782f7123cd4913679752a18b050a9737dd7263dd382b50a98f84f53"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-21T19:57:24.442000+00:00","captured_at":"2026-10-21T20:05:55.579Z","last_trade_at":"2026-10-21T20:05:54.833699076Z","price":245.98,"iv_pct":110.63634564116236,"implied_move_pct":26.065548983669128,"put_call_skew_pp":-2.1031140552995486,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"b1e1aace7d385bc807dcae7b90d6dac9589243250a0d26bba53b5829d1835f8b"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:45.823000+00:00","captured_at":"2026-10-22T20:34:39.909Z","last_trade_at":"2026-10-22T20:34:36.28798644Z","price":198.4473,"iv_pct":93.81939780109944,"implied_move_pct":20.92133499479346,"put_call_skew_pp":-10.814466346271146,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"dd40cc0a3c2f5f4d7955cf0f487213d9fff3adf7fe57ea8261a00423c8e493a2"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-23T19:50:41.121000+00:00","captured_at":"2026-10-23T20:56:01.711Z","last_trade_at":"2026-10-23T20:55:09.845940339Z","price":200.45,"iv_pct":92.64404690265486,"implied_move_pct":21.144998973548457,"put_call_skew_pp":2.9087991098833643,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"57f73038d695ca5792b30e44e47616b78d3e785213090c32db7dd8d923dd04e8"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:42.426000+00:00","captured_at":"2026-10-27T01:31:09.359Z","last_trade_at":"2026-10-26T23:59:31.894240128Z","price":195.99,"iv_pct":86.38092933947772,"implied_move_pct":17.950040888947825,"put_call_skew_pp":-10.020421856167127,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"816aa27bdc1cdd51da5bca60f045829a5c173a1b1d6defad75f7912dbf260e04"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-27T14:48:09.713000+00:00","captured_at":"2026-10-27T14:48:54.979Z","last_trade_at":"2026-10-27T14:48:54.726268335Z","price":195.62,"iv_pct":89.05128137718344,"implied_move_pct":18.610957842728087,"put_call_skew_pp":3.951894920889698,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"5246e61bb3e737aa03fe0a6655a0539b7685f3f66950b9ef38a7659aa297bd62"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-27T19:50:00.871000+00:00","captured_at":"2026-10-27T23:35:45.460Z","last_trade_at":"2026-10-27T23:35:29.728486959Z","price":205.95,"iv_pct":91.19027272727273,"implied_move_pct":18.726375915086045,"put_call_skew_pp":-2.343693147362047,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"1223b002072afdf4645bf444579147353e99564ccb91dabc1315069af165104f"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-28T19:58:35.116000+00:00","captured_at":"2026-10-28T20:31:31.552Z","last_trade_at":"2026-10-28T20:31:31.331557056Z","price":211.92,"iv_pct":88.22049447217428,"implied_move_pct":17.666235108087886,"put_call_skew_pp":-7.706121849094904,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"f4b90005fd3fab23cedcbb72d564200904b5d1f2c10d7bfe98bcffd0c726e0b7"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-29T19:50:30.931000+00:00","captured_at":"2026-10-30T00:02:18.726Z","last_trade_at":"2026-10-29T23:59:54.338951851Z","price":220.2238,"iv_pct":86.55196668477726,"implied_move_pct":16.87231133932603,"put_call_skew_pp":-6.582281501747989,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"dfd148a140a53531d2434afe7477ecdcbeefc56568b2d1efac4eac65fa1706e5"},{"symbol":"MRNA","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:00.338000+00:00","captured_at":"2026-10-30T23:01:34.334Z","last_trade_at":"2026-10-30T22:56:52.293482503Z","price":221.3,"iv_pct":88.37895121951219,"implied_move_pct":17.14249501283987,"put_call_skew_pp":0.4660644260496616,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MRNA","source_hash":"dc088a61aa06ca049b515d7a7c22a41749bfc44c0d3ef138e806eb93d2eaa268"}],"dailyIv":[{"symbol":"MRNA","date":"2026-08-05","iv_pct":82.47440884408468,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":91.64690544412608,"put_iv_pct":86.89119318181818},{"expiry":"2026-08-14","call_iv_pct":79.66764388489209,"put_iv_pct":89.46595419847327},{"expiry":"2026-08-21","call_iv_pct":74.95692307692308,"put_iv_pct":83.84161467889908},{"expiry":"2026-08-28","call_iv_pct":75.59232558139534,"put_iv_pct":77.73271070615034}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"785b242e5e29f6af8f5c0aa8ae0d091454b31574994f0e93c95b8779ba3ce86e","captured_at":"2026-10-22T03:41:52.816991+00:00","observed_at":"2026-08-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0e4effc73edfb4144404c45c93ac00b3c1cc773f50dcebc1e9cfc23ef907cd8d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ab44e02dbffe964d377e463701f2f500c6b469ca842eae90ed6aec0a9e26ddd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e8994ead27a0c9ee13f4b9717343521eb2662592f093ef29df828f67e025e2e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"738e562bb0b79b79326b8ab439addf5da481388d6b70ce924021efb851b53e4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ac707a5a20ddabff4fe022925b5167847c96ca67294e13eae8ad5757527f6f0"}]},{"symbol":"MRNA","date":"2026-08-06","iv_pct":69.78814018845846,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":81.52273351648351,"put_iv_pct":65.47842864502834},{"expiry":"2026-08-14","call_iv_pct":73.75536656891497,"put_iv_pct":68.61333333333334},{"expiry":"2026-08-21","call_iv_pct":68.3257536764706,"put_iv_pct":62.779141414141414},{"expiry":"2026-08-28","call_iv_pct":69.04223502304147,"put_iv_pct":68.78812933025404}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff874e68360acf0833ef720fa27f4b536b8550d7c578d778ca979c2d318517a5","captured_at":"2026-10-22T03:41:50.516773+00:00","observed_at":"2026-08-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"84d76a8591b8c263e9898be66d67b631c2b9c014228dc1456eda4c6a6a3632fd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ab44e02dbffe964d377e463701f2f500c6b469ca842eae90ed6aec0a9e26ddd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e8994ead27a0c9ee13f4b9717343521eb2662592f093ef29df828f67e025e2e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"738e562bb0b79b79326b8ab439addf5da481388d6b70ce924021efb851b53e4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ac707a5a20ddabff4fe022925b5167847c96ca67294e13eae8ad5757527f6f0"}]},{"symbol":"MRNA","date":"2026-08-07","iv_pct":70.81638755187828,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":65.51307076101469,"put_iv_pct":78.32295454545455},{"expiry":"2026-08-21","call_iv_pct":66.02469667318982,"put_iv_pct":72.25044198895027},{"expiry":"2026-08-28","call_iv_pct":65.80112903225806,"put_iv_pct":71.71493119266054},{"expiry":"2026-09-04","call_iv_pct":75.58387622149837,"put_iv_pct":71.32}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8d3fe8781fbc81ef5fa49215193089529c343adc9f8453aee009a0a0c8308ddf","captured_at":"2026-10-22T03:41:43.546641+00:00","observed_at":"2026-08-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"9ecfa94997496c765c2581f733a8ab48ad77254699fe1efa474759475d099086"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e8994ead27a0c9ee13f4b9717343521eb2662592f093ef29df828f67e025e2e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"738e562bb0b79b79326b8ab439addf5da481388d6b70ce924021efb851b53e4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ac707a5a20ddabff4fe022925b5167847c96ca67294e13eae8ad5757527f6f0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"86522bc199efc2cd869f372c1dd90a26ed2411af5ec2eac82fdc9dc7d37f335e"}]},{"symbol":"MRNA","date":"2026-08-10","iv_pct":74.85874798907008,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":72.89261077844311,"put_iv_pct":77.99538555691555},{"expiry":"2026-08-21","call_iv_pct":72.84956349206348,"put_iv_pct":75.47092592592593},{"expiry":"2026-08-28","call_iv_pct":70.50204938271605,"put_iv_pct":78.21833810888252},{"expiry":"2026-09-04","call_iv_pct":72.25792507204612,"put_iv_pct":78.68318559556788}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b5fde3327254bd266798c452ffd9c4b8d57a9ce9cfdbec8efa72e0cc32e44284","captured_at":"2026-10-22T03:41:07.007616+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1d8b49b47ce2c53cae8c342a60956c75ef3c9a72e45cef3e40cc81f3de930073"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33d6f6644f3f8365e287b3bd42546e39c56cf0a446afd1d7f5e896a37e3854a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"dafbff528e6fb2bd6ad2d66f1a072c5448025a5c0d1642b9f29af82983fb078f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e424562f84057a40700042978b1d62f6fd6403c1f221f4f92492c73cf0f66ab2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88bd7ee3bc840d2583276c52f4e78f7179a0d2ff4b5ecfeb33a1988975e90fd7"}]},{"symbol":"MRNA","date":"2026-08-11","iv_pct":71.70492656394453,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":75.6548643006263,"put_iv_pct":86.74896305125148},{"expiry":"2026-08-21","call_iv_pct":75.9990243902439,"put_iv_pct":62.07214953271028},{"expiry":"2026-08-28","call_iv_pct":69.41081632653061,"put_iv_pct":67.13140845070423},{"expiry":"2026-09-04","call_iv_pct":69.68294117647058,"put_iv_pct":66.93924528301886}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6970fe46e37df4b15579aa63e96f235764a7b954723bb3f2198f2024ce2bc711","captured_at":"2026-10-22T03:41:05.020814+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b1d9a4cc2bed91272d1d674561fbe17445e952166fcdd184dba19809f4db94f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33d6f6644f3f8365e287b3bd42546e39c56cf0a446afd1d7f5e896a37e3854a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"dafbff528e6fb2bd6ad2d66f1a072c5448025a5c0d1642b9f29af82983fb078f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e424562f84057a40700042978b1d62f6fd6403c1f221f4f92492c73cf0f66ab2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88bd7ee3bc840d2583276c52f4e78f7179a0d2ff4b5ecfeb33a1988975e90fd7"}]},{"symbol":"MRNA","date":"2026-08-12","iv_pct":68.76350904005554,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":72.95352506162696,"put_iv_pct":69.33794723825227},{"expiry":"2026-08-21","call_iv_pct":70.08645762711863,"put_iv_pct":67.19429048414023},{"expiry":"2026-08-28","call_iv_pct":67.74441037735849,"put_iv_pct":66.49046511627907},{"expiry":"2026-09-04","call_iv_pct":66.89963076923077,"put_iv_pct":69.40134564643799}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71e4bd25b763f540a9ee9d0f1861506aeefa7ab8923f89ce136102763e3c2881","captured_at":"2026-10-22T03:41:03.011209+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"62ff33a4e18982650c78691ea938f0181a0e4e4b539c6c5a8c7b39c90bb41be0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33d6f6644f3f8365e287b3bd42546e39c56cf0a446afd1d7f5e896a37e3854a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"dafbff528e6fb2bd6ad2d66f1a072c5448025a5c0d1642b9f29af82983fb078f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e424562f84057a40700042978b1d62f6fd6403c1f221f4f92492c73cf0f66ab2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88bd7ee3bc840d2583276c52f4e78f7179a0d2ff4b5ecfeb33a1988975e90fd7"}]},{"symbol":"MRNA","date":"2026-08-13","iv_pct":67.51248454664754,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":72.5933568677792,"put_iv_pct":97.52425867507885},{"expiry":"2026-08-21","call_iv_pct":54.279376657824926,"put_iv_pct":59.23280453257791},{"expiry":"2026-08-28","call_iv_pct":59.18825053995681,"put_iv_pct":66.173704496788},{"expiry":"2026-09-04","call_iv_pct":61.7531746031746,"put_iv_pct":69.35495}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1575404d4c22edaef9c75fdd0de9b43996aae82aef7e5249b407af79d3949fd0","captured_at":"2026-10-22T03:41:00.831108+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"d8c9d958b2c8fa4f7a813b27cc50fb95f454e45cdfa0e98361f7f610ffb568b3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33d6f6644f3f8365e287b3bd42546e39c56cf0a446afd1d7f5e896a37e3854a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"dafbff528e6fb2bd6ad2d66f1a072c5448025a5c0d1642b9f29af82983fb078f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e424562f84057a40700042978b1d62f6fd6403c1f221f4f92492c73cf0f66ab2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88bd7ee3bc840d2583276c52f4e78f7179a0d2ff4b5ecfeb33a1988975e90fd7"}]},{"symbol":"MRNA","date":"2026-08-14","iv_pct":65.08331437861435,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":61.690246575342464,"put_iv_pct":67.38887978142077},{"expiry":"2026-08-28","call_iv_pct":64.97150712830957,"put_iv_pct":65.0512840466926},{"expiry":"2026-09-04","call_iv_pct":63.33576112412178,"put_iv_pct":64.09841860465116},{"expiry":"2026-09-11","call_iv_pct":67.30590163934426,"put_iv_pct":66.82451612903225}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3c28b58cf03a83c84b630599dc2bb6ca82d9b1c1f918f447ecbb229b14700c90","captured_at":"2026-10-22T03:40:53.551184+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7fedb6ac026f660623f970e43a4054e0ed7c9177f1bc83dfb283ca12d49cecd4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"dafbff528e6fb2bd6ad2d66f1a072c5448025a5c0d1642b9f29af82983fb078f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e424562f84057a40700042978b1d62f6fd6403c1f221f4f92492c73cf0f66ab2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"88bd7ee3bc840d2583276c52f4e78f7179a0d2ff4b5ecfeb33a1988975e90fd7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8dee630f05a9bb91b197d0fe075145029960ff935fddeab9f1f4808ad9b3c9ea"}]},{"symbol":"MRNA","date":"2026-08-17","iv_pct":68.4685680529489,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":73.45925925925926,"put_iv_pct":66.66401129943503},{"expiry":"2026-08-28","call_iv_pct":68.54470019342361,"put_iv_pct":66.29686567164178},{"expiry":"2026-09-04","call_iv_pct":70.89609907120743,"put_iv_pct":66.15742990654205},{"expiry":"2026-09-11","call_iv_pct":69.86775,"put_iv_pct":65.86242902208203}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"325657feed14ca475a88bf0b1ed5a6077b204fc209345f88d69ca9da34185ec9","captured_at":"2026-10-22T03:40:06.423203+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"65c16a3abd0319c26345ea7ddb4fe69cc1b6ef812625369e67b750668f067f48"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"1c04ddd94324a386d1b17e15367a874d27900b78e92da7e64cdffe9cce120036"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e56e58e9855b70a54366cad9590f07f08104e3da67c4ca508c557d09563fab89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2bf452a8e69a7ed890b8a74a0dfe64831b6d43dedad790adda886ee70bfee13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"044475500ed17b4d8b6ff83dbbe23fd91770285b0f8893321b8e44f52cfefb9b"}]},{"symbol":"MRNA","date":"2026-08-18","iv_pct":68.43587240188157,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":79.3523704520397,"put_iv_pct":74.8260737527115},{"expiry":"2026-08-28","call_iv_pct":67.9136935166994,"put_iv_pct":55.95785714285715},{"expiry":"2026-09-04","call_iv_pct":66.35718137254902,"put_iv_pct":69.0105945945946},{"expiry":"2026-09-11","call_iv_pct":67.32014256619145,"put_iv_pct":66.74906581740976}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4248ec047bd29ad7614fe45846333a6839298232c9023a35e3fa8626d259810d","captured_at":"2026-10-22T03:40:04.118254+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"23d6f865829c8192951b5c50b0c79b6a5588c6bb1d05e2a69feafb00e074995c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"1c04ddd94324a386d1b17e15367a874d27900b78e92da7e64cdffe9cce120036"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e56e58e9855b70a54366cad9590f07f08104e3da67c4ca508c557d09563fab89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2bf452a8e69a7ed890b8a74a0dfe64831b6d43dedad790adda886ee70bfee13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"044475500ed17b4d8b6ff83dbbe23fd91770285b0f8893321b8e44f52cfefb9b"}]},{"symbol":"MRNA","date":"2026-08-19","iv_pct":194.0203523917566,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":263.36758853288364,"put_iv_pct":283.6050386100386},{"expiry":"2026-08-28","call_iv_pct":197.22128,"put_iv_pct":200.45618528610353},{"expiry":"2026-09-04","call_iv_pct":165.87444444444446,"put_iv_pct":168.47063492063492},{"expiry":"2026-09-11","call_iv_pct":135.20437689969606,"put_iv_pct":137.96327044025156}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"30179c724f082b3eeda6c3d4404ddd46abee75740321490abc3f63a3f79aedfd","captured_at":"2026-10-22T03:40:01.723059+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2e4e0ffd7ffbbde313f0ee6b9fce485273778db798507bdc52362e44fa8f481b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"1c04ddd94324a386d1b17e15367a874d27900b78e92da7e64cdffe9cce120036"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e56e58e9855b70a54366cad9590f07f08104e3da67c4ca508c557d09563fab89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2bf452a8e69a7ed890b8a74a0dfe64831b6d43dedad790adda886ee70bfee13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"044475500ed17b4d8b6ff83dbbe23fd91770285b0f8893321b8e44f52cfefb9b"}]},{"symbol":"MRNA","date":"2026-08-20","iv_pct":146.95326984162728,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":216.54899224806204,"put_iv_pct":211.2387272727273},{"expiry":"2026-08-28","call_iv_pct":138.317875,"put_iv_pct":133.942},{"expiry":"2026-09-04","call_iv_pct":124.76367521367521,"put_iv_pct":123.2923076923077},{"expiry":"2026-09-11","call_iv_pct":112.46134099616857,"put_iv_pct":115.06124031007752}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"813be39c5f0a433d5edaf555d31139a68a505f41578108003dc52c43e806ddfe","captured_at":"2026-10-22T03:39:53.018963+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7c50dfc8e41058b46f5e3d2f8e0edc24710423e83f8cde2349610b0d3caf38fa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"1c04ddd94324a386d1b17e15367a874d27900b78e92da7e64cdffe9cce120036"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e56e58e9855b70a54366cad9590f07f08104e3da67c4ca508c557d09563fab89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2bf452a8e69a7ed890b8a74a0dfe64831b6d43dedad790adda886ee70bfee13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"044475500ed17b4d8b6ff83dbbe23fd91770285b0f8893321b8e44f52cfefb9b"}]},{"symbol":"MRNA","date":"2026-08-21","iv_pct":110.43565522344826,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":125.3774850299401,"put_iv_pct":128.05461077844313},{"expiry":"2026-09-04","call_iv_pct":112.19831460674156,"put_iv_pct":113.30660550458715},{"expiry":"2026-09-11","call_iv_pct":104.95532075471698,"put_iv_pct":102.7978014184397},{"expiry":"2026-09-18","call_iv_pct":99.20991631799163,"put_iv_pct":97.58518737672584}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"462de2f9ab7aca1d28fb4f95e38dc32c86b59baabe39705048bc9714e9e7da23","captured_at":"2026-10-22T03:39:37.215021+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4cb2d4720030454625dc16dccf3c123be40389e24479b6defd0c10e371411185"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e56e58e9855b70a54366cad9590f07f08104e3da67c4ca508c557d09563fab89"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2bf452a8e69a7ed890b8a74a0dfe64831b6d43dedad790adda886ee70bfee13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"044475500ed17b4d8b6ff83dbbe23fd91770285b0f8893321b8e44f52cfefb9b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"6c4ac830d62505ffe95118e37d640ee669e3697c705fe644bcfc40432ce888c6"}]},{"symbol":"MRNA","date":"2026-08-24","iv_pct":105.4635890270435,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":126.6336405529954,"put_iv_pct":125.11758893280633},{"expiry":"2026-09-04","call_iv_pct":106.6518536585366,"put_iv_pct":104.962},{"expiry":"2026-09-11","call_iv_pct":100.30101010101009,"put_iv_pct":94.890796460177},{"expiry":"2026-09-18","call_iv_pct":94.00742857142859,"put_iv_pct":91.14439393939394}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d3123c91f7c0d3ebd1f9ad5c8731417bc653a07f15fe66de0d45558985ca31a6","captured_at":"2026-10-22T03:38:48.031036+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0e7c098685d527f4ea796ba72b41e0c5f5d1dbcd3da459d96360dc99db56cbae"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbdeed0f9d7f7266ef910d0352c286ed1874c0bdc67c0efa5d12e682aeeb45a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df2be1406bcf960fa2a0099745875e7c6666e5aedac47e49fbdc2787f87f78ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6331b9784b1ee131b81ff1fb1e8efe53fcda3b61d6e6dc7f81093990ea8a8cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"e30b590a1b620cd35c250fba881cf0c68655d77fab884a9f43b141895c929161"}]},{"symbol":"MRNA","date":"2026-08-25","iv_pct":109.65350766296359,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":137.6356626506024,"put_iv_pct":137.55809322033898},{"expiry":"2026-09-04","call_iv_pct":107.64808864265927,"put_iv_pct":110.37549707602341},{"expiry":"2026-09-11","call_iv_pct":99.9192546583851,"put_iv_pct":98.7170138888889},{"expiry":"2026-09-18","call_iv_pct":92.56752808988765,"put_iv_pct":92.80692307692307}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1d5d4168647c72d2b8be0ad06d600fe82366bd7b914a0414a5934e7bdc098510","captured_at":"2026-10-22T03:38:45.826665+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c57b6383b1daae54da5bf172a766ee2e7095127cad09fddb94be8b6b7c5c4cbd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbdeed0f9d7f7266ef910d0352c286ed1874c0bdc67c0efa5d12e682aeeb45a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df2be1406bcf960fa2a0099745875e7c6666e5aedac47e49fbdc2787f87f78ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6331b9784b1ee131b81ff1fb1e8efe53fcda3b61d6e6dc7f81093990ea8a8cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"e30b590a1b620cd35c250fba881cf0c68655d77fab884a9f43b141895c929161"}]},{"symbol":"MRNA","date":"2026-08-26","iv_pct":89.52089947151273,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":109.4612030075188,"put_iv_pct":108.25143391521198},{"expiry":"2026-09-04","call_iv_pct":85.58409999999999,"put_iv_pct":90.8617494600432},{"expiry":"2026-09-11","call_iv_pct":82.11472295514513,"put_iv_pct":81.34886597938144},{"expiry":"2026-09-18","call_iv_pct":79.68419452887538,"put_iv_pct":78.86092592592591}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"95aad285b41788a04fa3b2bca6ed8f20b21572a9ea34339758ec67acba089641","captured_at":"2026-10-22T03:38:43.515741+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c71518d4b0cb236d99d6d8a8578afd83fcb74fc355b06051404e555b3c05c930"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbdeed0f9d7f7266ef910d0352c286ed1874c0bdc67c0efa5d12e682aeeb45a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df2be1406bcf960fa2a0099745875e7c6666e5aedac47e49fbdc2787f87f78ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6331b9784b1ee131b81ff1fb1e8efe53fcda3b61d6e6dc7f81093990ea8a8cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"e30b590a1b620cd35c250fba881cf0c68655d77fab884a9f43b141895c929161"}]},{"symbol":"MRNA","date":"2026-08-27","iv_pct":81.09126245211952,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":99.89357142857142,"put_iv_pct":91.76990506329115},{"expiry":"2026-09-04","call_iv_pct":84.52502074688798,"put_iv_pct":75.433515625},{"expiry":"2026-09-11","call_iv_pct":79.43335570469799,"put_iv_pct":72.30122994652407},{"expiry":"2026-09-18","call_iv_pct":76.27561290322579,"put_iv_pct":69.09788819875776}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f6d14132b80deff9c99fc9c1914845fdb20e77c5a10374788e06c1c0249b8d37","captured_at":"2026-10-22T03:38:40.715614+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"201ddec71181451797db182c1f024637a5add123ed8f52d7f14d83c8ce6cd18b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbdeed0f9d7f7266ef910d0352c286ed1874c0bdc67c0efa5d12e682aeeb45a7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df2be1406bcf960fa2a0099745875e7c6666e5aedac47e49fbdc2787f87f78ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6331b9784b1ee131b81ff1fb1e8efe53fcda3b61d6e6dc7f81093990ea8a8cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"e30b590a1b620cd35c250fba881cf0c68655d77fab884a9f43b141895c929161"}]},{"symbol":"MRNA","date":"2026-08-28","iv_pct":72.49797715852193,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":71.54743243243243,"put_iv_pct":73.68841328413284},{"expiry":"2026-09-11","call_iv_pct":73.22264705882353,"put_iv_pct":70.94133333333333},{"expiry":"2026-09-18","call_iv_pct":70.61455621301775,"put_iv_pct":72.20931506849315},{"expiry":"2026-09-25","call_iv_pct":73.3672972972973,"put_iv_pct":74.39282258064516}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8a9e4d62f334ae51af0daf7cf681e808d690abac99244804bb6a53d3eac91a7f","captured_at":"2026-10-22T03:38:28.622277+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"772f9d572b95f897f9de8af95beabf8ab0c84b5138df718b088adc91268d62bb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df2be1406bcf960fa2a0099745875e7c6666e5aedac47e49fbdc2787f87f78ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6331b9784b1ee131b81ff1fb1e8efe53fcda3b61d6e6dc7f81093990ea8a8cfc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"e30b590a1b620cd35c250fba881cf0c68655d77fab884a9f43b141895c929161"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"983b1d668079816bb15631ad61849afb6dda1b66bd252b6d80396f5a0c8fff22"}]},{"symbol":"MRNA","date":"2026-08-31","iv_pct":81.7974181044286,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":91.05634408602151,"put_iv_pct":94.59073313782991},{"expiry":"2026-09-11","call_iv_pct":79.11714285714287,"put_iv_pct":78.96590243902438},{"expiry":"2026-09-18","call_iv_pct":76.86,"put_iv_pct":80.43598639455783},{"expiry":"2026-09-25","call_iv_pct":75.95301369863013,"put_iv_pct":77.40022222222223}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b32ec851bdeb7cd83cecab1f81ff5a29d32b15d3dcd017fdee4b798706636df2","captured_at":"2026-10-22T03:37:34.111110+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7980f2e907a72bb814b3c808f8dca3caae7602080ced2182da325d34bd20f78c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"44cd2e96aa3b0ef58609cba8ce5c16fbc85646b83e658e966c65f5f9b9b53b90"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"178eaa283e2b9620eeb9df294789760ff5e6196f6189e2db45309710177404a1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-18","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a92b7940b3da21402fe3f7f52521c1949a0fd8a2dfd46975e0634cdfbc61da45"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0c729bbc7db5c3e2e2761955597fc330080b330b700ca7d67529a8827f78c9cc"}]},{"symbol":"MRNA","date":"2026-09-01","iv_pct":87.44185554717951,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":101.06154711673699,"put_iv_pct":103.98353448275861},{"expiry":"2026-09-11","call_iv_pct":82.86291836734694,"put_iv_pct":83.69289738430584},{"expiry":"2026-09-18","call_iv_pct":78.26289926289927,"put_iv_pct":84.66884393063584},{"expiry":"2026-09-25","call_iv_pct":81.41321428571429,"put_iv_pct":83.58898954703832}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9c2b83d1ef626d69ab0b05f4d9532dc149cb1e9daf74e980df094739a15c77d4","captured_at":"2026-10-22T03:37:19.607283+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"96b6810c7a0039ed75c3d28cf06e50c62b10d7502bb051252c37edb68f2d4c3e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"66b6e4d9f60e1d08bc40359448d06eae0f2f51fda3d7fa424f24a749f484cd5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f29e7d457b2f5ca1c6a1a4ebd61c0fa69455cbf8490d9e0b1efeaea5dfb07759"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"7a696545b924d959f1b24fc758c5e2df0db98402e549b996c51b06aec1531076"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b62e978a61922dd35ea4bbb711a89a656b8b8f9ae9c3a3981e7dda4bd733697b"}]},{"symbol":"MRNA","date":"2026-09-02","iv_pct":80.67097182486165,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":91.02389282103135,"put_iv_pct":86.86150197628459},{"expiry":"2026-09-11","call_iv_pct":79.58508604206502,"put_iv_pct":76.6378021978022},{"expiry":"2026-09-18","call_iv_pct":79.1260794044665,"put_iv_pct":74.62794666666666},{"expiry":"2026-09-25","call_iv_pct":80.40728096676737,"put_iv_pct":77.09818452380952}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e12ec56d659eab9fc35bf2f2113de7f5b1d7cbbc5eb3c602dcdfb331cb7c5e33","captured_at":"2026-10-22T03:37:17.314790+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"eabc7a68da82c35f2628e95b31c7c6ab470c36f6a73b315a88931c3db30a89a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"66b6e4d9f60e1d08bc40359448d06eae0f2f51fda3d7fa424f24a749f484cd5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f29e7d457b2f5ca1c6a1a4ebd61c0fa69455cbf8490d9e0b1efeaea5dfb07759"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"7a696545b924d959f1b24fc758c5e2df0db98402e549b996c51b06aec1531076"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b62e978a61922dd35ea4bbb711a89a656b8b8f9ae9c3a3981e7dda4bd733697b"}]},{"symbol":"MRNA","date":"2026-09-03","iv_pct":78.61648324902026,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":89.65249110320285,"put_iv_pct":98.93936781609194},{"expiry":"2026-09-11","call_iv_pct":71.20414285714286,"put_iv_pct":71.88416666666667},{"expiry":"2026-09-18","call_iv_pct":73.02569037656905,"put_iv_pct":76.1626835443038},{"expiry":"2026-09-25","call_iv_pct":71.20478494623657,"put_iv_pct":76.85853868194843}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"163bd5bfd89773a5d6d33c32071d5a6de05b73b6b5fec443c68171ec8660a348","captured_at":"2026-10-22T03:37:14.520276+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5158e5e409966e7a5ba6c343bdc45f1c828b34168cd8d05915f7bd68fe5e1cd0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"66b6e4d9f60e1d08bc40359448d06eae0f2f51fda3d7fa424f24a749f484cd5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f29e7d457b2f5ca1c6a1a4ebd61c0fa69455cbf8490d9e0b1efeaea5dfb07759"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"7a696545b924d959f1b24fc758c5e2df0db98402e549b996c51b06aec1531076"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b62e978a61922dd35ea4bbb711a89a656b8b8f9ae9c3a3981e7dda4bd733697b"}]},{"symbol":"MRNA","date":"2026-09-04","iv_pct":70.14024862341584,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":63.072870090634446,"put_iv_pct":68.84307936507936},{"expiry":"2026-09-18","call_iv_pct":70.12532994923858,"put_iv_pct":71.92579545454545},{"expiry":"2026-09-25","call_iv_pct":69.33889655172413,"put_iv_pct":72.8760248447205},{"expiry":"2026-10-02","call_iv_pct":72.08913907284769,"put_iv_pct":72.85085365853658}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bcf0170be81b08018b6376c7d875ae120aebaa1dfc12c7dcd3b2d4cf79ac3e9b","captured_at":"2026-10-22T03:37:07.630622+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4075ec1f5e2cb9b4972dd2f2cca4b0fb8704226cfd7ae8b437df2ce1f4b1f4b0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f29e7d457b2f5ca1c6a1a4ebd61c0fa69455cbf8490d9e0b1efeaea5dfb07759"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"7a696545b924d959f1b24fc758c5e2df0db98402e549b996c51b06aec1531076"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b62e978a61922dd35ea4bbb711a89a656b8b8f9ae9c3a3981e7dda4bd733697b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e84ff8164aa8ee464c908dccb37dd41cfd1156f3a2092dc62c2af70f3584723b"}]},{"symbol":"MRNA","date":"2026-09-08","iv_pct":74.38045452222563,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":76.00923076923077,"put_iv_pct":77.62308457711443},{"expiry":"2026-09-18","call_iv_pct":74.57830188679246,"put_iv_pct":69.78571428571428},{"expiry":"2026-09-25","call_iv_pct":77.86240963855423,"put_iv_pct":72.63782122905027},{"expiry":"2026-10-02","call_iv_pct":74.70333333333333,"put_iv_pct":71.84374045801528}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e528bd3a61ef88fbe7ff1756523ba26001acfffb53da65bed18fbd18182fafb3","captured_at":"2026-10-22T03:36:35.617053+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"41179808c59339e37f99154191b7f41d3536a5b9a76cdf148e868e60c16efc9f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b620c5ac810e9c88bbe0eb6e5cf6b89f05cc39808e33099c46c04bad578622fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"46e40dc5f787429d7b4dc9bda1ec770a703be562024795f60614843e29e20d31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0c82119e3e9abf8e77593fced5c19dec3c0aad32da3c319348840ee9a859bf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f22a271185063c248385babaff0055721b6ccc7851259effa125dd3d47edfd5"}]},{"symbol":"MRNA","date":"2026-09-09","iv_pct":70.98674702176878,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":74.60294339622642,"put_iv_pct":74.23101123595505},{"expiry":"2026-09-18","call_iv_pct":68.08535055350553,"put_iv_pct":67.51300724637682},{"expiry":"2026-09-25","call_iv_pct":75.76109826589595,"put_iv_pct":68.23479166666665},{"expiry":"2026-10-02","call_iv_pct":72.90410714285714,"put_iv_pct":66.56166666666665}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1f0d873c6306a84f30b6612e649cb75ecaf321cea6586e5c2a5994bb2fdd6c69","captured_at":"2026-10-22T03:36:33.228203+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7c3dd4dd3dbd6592ede2fd372fd881490c9a971e487704528898422a0f43cf5d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b620c5ac810e9c88bbe0eb6e5cf6b89f05cc39808e33099c46c04bad578622fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"46e40dc5f787429d7b4dc9bda1ec770a703be562024795f60614843e29e20d31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0c82119e3e9abf8e77593fced5c19dec3c0aad32da3c319348840ee9a859bf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f22a271185063c248385babaff0055721b6ccc7851259effa125dd3d47edfd5"}]},{"symbol":"MRNA","date":"2026-09-10","iv_pct":67.3788297077207,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":74.52919999999999,"put_iv_pct":71.67195372750642},{"expiry":"2026-09-18","call_iv_pct":66.61604810996563,"put_iv_pct":66.10933333333334},{"expiry":"2026-09-25","call_iv_pct":61.904465648854966,"put_iv_pct":67.14473684210526},{"expiry":"2026-10-02","call_iv_pct":64.3825,"put_iv_pct":66.67240000000001}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c888de9396fa7af7c4468aaac56801fef36c8ed745dcd799b23968ab9b361189","captured_at":"2026-10-22T03:36:31.107533+00:00","observed_at":"2026-09-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c956c801f3ead7b750fac8f49c4143c1550aed03007ca54d25603068dd90ffdb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b620c5ac810e9c88bbe0eb6e5cf6b89f05cc39808e33099c46c04bad578622fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"46e40dc5f787429d7b4dc9bda1ec770a703be562024795f60614843e29e20d31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0c82119e3e9abf8e77593fced5c19dec3c0aad32da3c319348840ee9a859bf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f22a271185063c248385babaff0055721b6ccc7851259effa125dd3d47edfd5"}]},{"symbol":"MRNA","date":"2026-09-11","iv_pct":69.545100564212,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":66.09,"put_iv_pct":66.12139072847683},{"expiry":"2026-09-25","call_iv_pct":77.10420382165604,"put_iv_pct":68.00313725490196},{"expiry":"2026-10-02","call_iv_pct":73.17260869565217,"put_iv_pct":67.60553846153847},{"expiry":"2026-10-09","call_iv_pct":72.55494117647059,"put_iv_pct":65.708984375}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9e25345ee84fd2fefffed83b41063e410e523a2c2591ed7e462bfef022125898","captured_at":"2026-10-22T03:36:20.013689+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"302fda102b9dadfe5982fec31643a27fef37c6ffeabdf957234dd725deefae86"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"46e40dc5f787429d7b4dc9bda1ec770a703be562024795f60614843e29e20d31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0c82119e3e9abf8e77593fced5c19dec3c0aad32da3c319348840ee9a859bf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f22a271185063c248385babaff0055721b6ccc7851259effa125dd3d47edfd5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"61dd1b315c23e9c9d8fa773489720d89b44aaf8502e15b4df68dd557ad98eec5"}]},{"symbol":"MRNA","date":"2026-09-14","iv_pct":77.78787626364871,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":84.95283828382838,"put_iv_pct":83.95470588235294},{"expiry":"2026-09-25","call_iv_pct":79.3643396226415,"put_iv_pct":79.58128342245989},{"expiry":"2026-10-02","call_iv_pct":72.8736416184971,"put_iv_pct":77.42660130718954},{"expiry":"2026-10-09","call_iv_pct":71.48579831932773,"put_iv_pct":72.66380165289256}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bd88480eae13e44023d9711990d282076dae7d85dafa67d65c8d832c9c2b7d6c","captured_at":"2026-10-22T03:36:17.710126+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6e0c97c1698e629f30c9285263a3d87e6ec4d4d6a08e372eb53ccd6f18db990b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"46e40dc5f787429d7b4dc9bda1ec770a703be562024795f60614843e29e20d31"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a0c82119e3e9abf8e77593fced5c19dec3c0aad32da3c319348840ee9a859bf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f22a271185063c248385babaff0055721b6ccc7851259effa125dd3d47edfd5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"61dd1b315c23e9c9d8fa773489720d89b44aaf8502e15b4df68dd557ad98eec5"}]},{"symbol":"MRNA","date":"2026-09-15","iv_pct":75.79538519319937,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":79.60423913043478,"put_iv_pct":86.41375342465753},{"expiry":"2026-09-25","call_iv_pct":73.58178723404257,"put_iv_pct":78.45855932203389},{"expiry":"2026-10-02","call_iv_pct":71.74586206896552,"put_iv_pct":75.61337662337662},{"expiry":"2026-10-09","call_iv_pct":68.2499481865285,"put_iv_pct":72.69555555555556}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a5271a77aea33e1108c6de2209f55539cf9faa567882fe00096981092c5a54b3","captured_at":"2026-10-22T03:35:33.519204+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"9ebc1d8335709bcfd5264f3bc5eebc57e8d6596d433c342b18112530a6fe550f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"877761ae5fd2dc42c4c182774cd184003925a4c2c263270086393beedb1b3d20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"609621af3ff7679bdb63e0da2b8ac106deee4f8dd55e4789b23132a5d618e024"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"240d77dabb61b93fcb6a9a5e15d881ef3b13b8033d2db581754d8c2cbfa9f8d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"338e399d28d9e1bd9f49dacbcee1f9c0e8a2a3bb81f88d442aa08e37d0da4c3a"}]},{"symbol":"MRNA","date":"2026-09-16","iv_pct":76.57976902777042,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":88.89748201438849,"put_iv_pct":87.26198113207548},{"expiry":"2026-09-25","call_iv_pct":75.60160337552743,"put_iv_pct":74.41132158590308},{"expiry":"2026-10-02","call_iv_pct":73.75638743455497,"put_iv_pct":70.76830508474576},{"expiry":"2026-10-09","call_iv_pct":70.51829787234041,"put_iv_pct":71.42277372262772}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c6f15db91504c9caf46cb75510570bbcdbf6c0596247c30d2e32eaed012a794a","captured_at":"2026-10-22T03:35:30.718160+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"bb48ac95c1f9102bee5f8c94e821a817adcf11a324e172a16717b428e02498a9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"877761ae5fd2dc42c4c182774cd184003925a4c2c263270086393beedb1b3d20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"609621af3ff7679bdb63e0da2b8ac106deee4f8dd55e4789b23132a5d618e024"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"240d77dabb61b93fcb6a9a5e15d881ef3b13b8033d2db581754d8c2cbfa9f8d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"338e399d28d9e1bd9f49dacbcee1f9c0e8a2a3bb81f88d442aa08e37d0da4c3a"}]},{"symbol":"MRNA","date":"2026-09-17","iv_pct":78.96943764983574,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":86.758,"put_iv_pct":88.79337171052632},{"expiry":"2026-09-25","call_iv_pct":76.71038674033149,"put_iv_pct":77.69981481481481},{"expiry":"2026-10-02","call_iv_pct":74.48668235294119,"put_iv_pct":75.47323943661972},{"expiry":"2026-10-09","call_iv_pct":76.43091168091168,"put_iv_pct":75.40309446254072}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b3e815dc6610a360d40124289c97df77b19bc0583546880284192b26b5cc68cb","captured_at":"2026-10-22T03:35:16.230093+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e2fec11b81ec9b200e51d1c582483953305aa45f8ecb44694169f39e23c9756f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"877761ae5fd2dc42c4c182774cd184003925a4c2c263270086393beedb1b3d20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"609621af3ff7679bdb63e0da2b8ac106deee4f8dd55e4789b23132a5d618e024"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"240d77dabb61b93fcb6a9a5e15d881ef3b13b8033d2db581754d8c2cbfa9f8d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"338e399d28d9e1bd9f49dacbcee1f9c0e8a2a3bb81f88d442aa08e37d0da4c3a"}]},{"symbol":"MRNA","date":"2026-09-18","iv_pct":63.2022917323129,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":62.573743315508025,"put_iv_pct":61.985119047619044},{"expiry":"2026-10-02","call_iv_pct":62.24837067209775,"put_iv_pct":64.99865030674846},{"expiry":"2026-10-09","call_iv_pct":62.07749999999999,"put_iv_pct":61.558790697674425},{"expiry":"2026-10-16","call_iv_pct":65.2736455331412,"put_iv_pct":64.90251428571429}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb5a946d7bab11926fa9d6fc9606c1da50e2ccf8d66bacc1e2cf4e8d129adf6a","captured_at":"2026-10-22T03:35:07.318570+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3daef44c02de77a166ce3ba6e540ff81037d04566dcf5e8b29a9d441daec09ac"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"609621af3ff7679bdb63e0da2b8ac106deee4f8dd55e4789b23132a5d618e024"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"240d77dabb61b93fcb6a9a5e15d881ef3b13b8033d2db581754d8c2cbfa9f8d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"338e399d28d9e1bd9f49dacbcee1f9c0e8a2a3bb81f88d442aa08e37d0da4c3a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"740c3893348401043abc88f82390320a50d12bb36cc06c9b5475d29144abbf19"}]},{"symbol":"MRNA","date":"2026-09-21","iv_pct":80.49184584185284,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":85.82691823899371,"put_iv_pct":84.42615506329113},{"expiry":"2026-10-02","call_iv_pct":77.60851851851852,"put_iv_pct":82.6303816793893},{"expiry":"2026-10-09","call_iv_pct":78.83814814814815,"put_iv_pct":80.23924050632912},{"expiry":"2026-10-16","call_iv_pct":78.018,"put_iv_pct":76.34740458015268}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4f22cf47eb92ff1294d5fb59aad1e65f4f11c946b92d2a383f46a03b9efd2805","captured_at":"2026-10-22T03:35:04.708938+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c0e626abcbaab4e2db2bbd6c3c3be73b852c77adf65e3b9760abbb5350851e49"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"609621af3ff7679bdb63e0da2b8ac106deee4f8dd55e4789b23132a5d618e024"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"240d77dabb61b93fcb6a9a5e15d881ef3b13b8033d2db581754d8c2cbfa9f8d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"338e399d28d9e1bd9f49dacbcee1f9c0e8a2a3bb81f88d442aa08e37d0da4c3a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"740c3893348401043abc88f82390320a50d12bb36cc06c9b5475d29144abbf19"}]},{"symbol":"MRNA","date":"2026-09-22","iv_pct":78.29694716065157,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":82.40348189415042,"put_iv_pct":82.33647540983607},{"expiry":"2026-10-02","call_iv_pct":78.0086214953271,"put_iv_pct":77.72625},{"expiry":"2026-10-09","call_iv_pct":77.84361464968153,"put_iv_pct":74.91920382165605},{"expiry":"2026-10-16","call_iv_pct":76.90110074626865,"put_iv_pct":76.23682926829268}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"94a8b3c962260c120cef98c1e0f4f7a3a4e6134f01c1cdec4ac122a6b19d7dca","captured_at":"2026-10-22T03:34:31.411162+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f67dd3e21874c62291ac5b22d579e4a3ddab710dcd68227a5c9a069db0fe4f50"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4159d52927f22d02b71f00b7b6519f31de7e198dafeb3eb303bdc09abdbae46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3438112808081c4df6471546773e26cdf66dd335d889dcda14a745245fc3b78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"292de75cb91defb6631ca65ca21b28cd05e72e4f9a7f32d1aeedd054e98e3727"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"98280987e2a827fa303484fae52e431dd6488ee3d1217a28f25f5985838163a4"}]},{"symbol":"MRNA","date":"2026-09-23","iv_pct":78.47429045384187,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":85.21653272101034,"put_iv_pct":82.59099552572707},{"expiry":"2026-10-02","call_iv_pct":79.83324503311259,"put_iv_pct":78.44129032258064},{"expiry":"2026-10-09","call_iv_pct":76.2193063583815,"put_iv_pct":73.71538461538462},{"expiry":"2026-10-16","call_iv_pct":75.61100189035916,"put_iv_pct":76.1665671641791}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"865d55c13288657525faeac5f6edb6ae7a1582eab45a087980815c9416896bf8","captured_at":"2026-10-22T03:34:29.214146+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5f58d177b7538cb668e6a592d42ffbdf832daf68a68debc3805bdba92d8036a0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4159d52927f22d02b71f00b7b6519f31de7e198dafeb3eb303bdc09abdbae46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3438112808081c4df6471546773e26cdf66dd335d889dcda14a745245fc3b78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"292de75cb91defb6631ca65ca21b28cd05e72e4f9a7f32d1aeedd054e98e3727"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"98280987e2a827fa303484fae52e431dd6488ee3d1217a28f25f5985838163a4"}]},{"symbol":"MRNA","date":"2026-09-24","iv_pct":84.50567186278187,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":92.55559241706162,"put_iv_pct":92.31548757170171},{"expiry":"2026-10-02","call_iv_pct":83.08905109489051,"put_iv_pct":82.79134615384616},{"expiry":"2026-10-09","call_iv_pct":80.12167286245354,"put_iv_pct":80.95683385579939},{"expiry":"2026-10-16","call_iv_pct":82.22,"put_iv_pct":81.99539094650206}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2c83c328222c0d855b9b6ffc2d9b9c42aec99a2c27096c7763923a79163cd75b","captured_at":"2026-10-22T03:34:26.729824+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"acce0926b5bd8a5a1ae3b628b2255b0dce6f56981b6b2b0271b9cae5927bebff"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c4159d52927f22d02b71f00b7b6519f31de7e198dafeb3eb303bdc09abdbae46"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3438112808081c4df6471546773e26cdf66dd335d889dcda14a745245fc3b78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"292de75cb91defb6631ca65ca21b28cd05e72e4f9a7f32d1aeedd054e98e3727"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"98280987e2a827fa303484fae52e431dd6488ee3d1217a28f25f5985838163a4"}]},{"symbol":"MRNA","date":"2026-09-25","iv_pct":79.23838309824319,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":77.4430155210643,"put_iv_pct":78.48162561576355},{"expiry":"2026-10-09","call_iv_pct":79.9043396226415,"put_iv_pct":81.19980952380953},{"expiry":"2026-10-16","call_iv_pct":79.2743493150685,"put_iv_pct":78.04627906976745},{"expiry":"2026-10-23","call_iv_pct":80.19627272727273,"put_iv_pct":79.36137339055794}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"651632381e45333d038b0572dc23466ca2e7f0fd3c83ceb95dbb28a8520334a0","captured_at":"2026-10-22T03:34:18.515473+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"d741b43ed62e1642010726cb2e88995c52c50b9244f8581bb1558aa638703849"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3438112808081c4df6471546773e26cdf66dd335d889dcda14a745245fc3b78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"292de75cb91defb6631ca65ca21b28cd05e72e4f9a7f32d1aeedd054e98e3727"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"98280987e2a827fa303484fae52e431dd6488ee3d1217a28f25f5985838163a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"411b118df330f81c4730a5f40d34705a7cc6d9b559d9e18b6282b215edce6d26"}]},{"symbol":"MRNA","date":"2026-09-28","iv_pct":81.66143930625991,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":89.50595505617977,"put_iv_pct":89.51317073170732},{"expiry":"2026-10-09","call_iv_pct":78.14419689119171,"put_iv_pct":80.61593495934959},{"expiry":"2026-10-16","call_iv_pct":77.70507142857143,"put_iv_pct":77.48432624113477},{"expiry":"2026-10-23","call_iv_pct":79.47640495867769,"put_iv_pct":80.84645418326694}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5f79f49f1f1299996cb320a5b5259e9a309ccdbbad825a256fff05627d52dfbb","captured_at":"2026-10-22T03:34:16.213789+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"478e1c70b4023e258093a89d539f9449f6356e4a9d4adea27cd85cb31c52b4e2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e3438112808081c4df6471546773e26cdf66dd335d889dcda14a745245fc3b78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"292de75cb91defb6631ca65ca21b28cd05e72e4f9a7f32d1aeedd054e98e3727"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"98280987e2a827fa303484fae52e431dd6488ee3d1217a28f25f5985838163a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"411b118df330f81c4730a5f40d34705a7cc6d9b559d9e18b6282b215edce6d26"}]},{"symbol":"MRNA","date":"2026-09-29","iv_pct":83.97566923060234,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":90.23570000000001,"put_iv_pct":93.59194736842106},{"expiry":"2026-10-09","call_iv_pct":84.26776902887138,"put_iv_pct":83.98858757062148},{"expiry":"2026-10-16","call_iv_pct":80.36488721804511,"put_iv_pct":80.7486013986014},{"expiry":"2026-10-23","call_iv_pct":79.63305439330543,"put_iv_pct":78.97480686695279}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f9752b19d1989e1b193130b3dcf06cb8440976a0336705c43197d15590318e42","captured_at":"2026-10-22T03:33:39.023812+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5602bc8878e2ffea74ccfe1b97e5933e0617c6add8d42c2ec786e95c7f276ee6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"67a2b32268c1dd60d213f1872e9f897db7a1f946b445c7bbfdf29dbe1e54a406"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18904772118c62444a71bd21017b02ac1e9681fe2446b89e23d0086b1330b379"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"b2df5c7a8f00f65a28bc8368ec6031a44aa5801cf8a6dabf63171a955a57ca23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"448e7375298d482a474077ae1a9296f64fa485753357b83e82b42680da1e6b6f"}]},{"symbol":"MRNA","date":"2026-09-30","iv_pct":82.79810468376898,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":91.9225,"put_iv_pct":92.58236241610739},{"expiry":"2026-10-09","call_iv_pct":79.905,"put_iv_pct":83.0793112244898},{"expiry":"2026-10-16","call_iv_pct":77.97841423948219,"put_iv_pct":78.03784053156147},{"expiry":"2026-10-23","call_iv_pct":78.35672131147541,"put_iv_pct":80.52268774703558}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"394bf700de7392701f67568a032c72e850456460153308defc2b601302126bc6","captured_at":"2026-10-22T03:33:36.683114+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"deefcb47caf2c61719ffae27c29559605d290c744744e8c2aa0f67402b7803aa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"67a2b32268c1dd60d213f1872e9f897db7a1f946b445c7bbfdf29dbe1e54a406"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18904772118c62444a71bd21017b02ac1e9681fe2446b89e23d0086b1330b379"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"b2df5c7a8f00f65a28bc8368ec6031a44aa5801cf8a6dabf63171a955a57ca23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"448e7375298d482a474077ae1a9296f64fa485753357b83e82b42680da1e6b6f"}]},{"symbol":"MRNA","date":"2026-10-01","iv_pct":81.07373410133785,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":91.7511111111111,"put_iv_pct":90.03581687612208},{"expiry":"2026-10-09","call_iv_pct":79.65842794759826,"put_iv_pct":76.1203680981595},{"expiry":"2026-10-16","call_iv_pct":74.728202247191,"put_iv_pct":75.5268695652174},{"expiry":"2026-10-23","call_iv_pct":80.24077821011673,"put_iv_pct":80.52829875518673}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1f8f8f72aa7bb3ebcb4df85a813d6e43ba67a50389df2970d5ec81c0634924c2","captured_at":"2026-10-22T03:33:22.232009+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"cfef86e27a4ad56486f18b77a088299c8e00191caedc7443f26fcdce60301b67"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-02","start_date":"2026-10-01","end_date":"2026-10-01","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e291e85f1ab53227d323bdb08e1804bae730d17f441c65b396660fb64e8fa0d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30340488e824b9b8bbef7705417b8846cefe1e893782a290c6896b4a8f406cd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"ad0dd29306bf425885230ca7ab3ceaaf42213ec6483201d1743536a0e55b6061"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d0bc3ebafa1b234eef069c17e6025b9ba8610a0c1a487866d304e7fb221b402"}]},{"symbol":"MRNA","date":"2026-10-02","iv_pct":82.50719404612403,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":75.45693711967544,"put_iv_pct":75.66018181818181},{"expiry":"2026-10-16","call_iv_pct":75.3725,"put_iv_pct":74.99544159544159},{"expiry":"2026-10-23","call_iv_pct":76.81461538461538,"put_iv_pct":79.93082089552239},{"expiry":"2026-10-30","call_iv_pct":98.97,"put_iv_pct":102.85705555555555}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1fe6910196cd3009535a6617973c26e063673891864f11e7842000f54bee2681","captured_at":"2026-10-22T03:33:18.611590+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e7b1f6885324873f850a465b4bb04b19fced48481a6ddf97fbf82692784714ee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30340488e824b9b8bbef7705417b8846cefe1e893782a290c6896b4a8f406cd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"ad0dd29306bf425885230ca7ab3ceaaf42213ec6483201d1743536a0e55b6061"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d0bc3ebafa1b234eef069c17e6025b9ba8610a0c1a487866d304e7fb221b402"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"494ec56263d3eabe56637bd521882586a9cb428af63e1ded48675c3ef787b64a"}]},{"symbol":"MRNA","date":"2026-10-05","iv_pct":89.93822099977208,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":92.13001976284585,"put_iv_pct":92.26784860557768},{"expiry":"2026-10-16","call_iv_pct":80.36938053097344,"put_iv_pct":79.41127167630057},{"expiry":"2026-10-23","call_iv_pct":82.7604435483871,"put_iv_pct":82.71714285714285},{"expiry":"2026-10-30","call_iv_pct":104.57000000000001,"put_iv_pct":105.27966101694915}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8d9fa59d8ab984e5756318ac8d409d4cd242b30b39c6ef6ff870fc0ef2a07865","captured_at":"2026-10-22T03:33:16.108115+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5e49e5dfb537cd4de06738589c18d24656a681509dbaa031c317faccb99d10f0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30340488e824b9b8bbef7705417b8846cefe1e893782a290c6896b4a8f406cd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"ad0dd29306bf425885230ca7ab3ceaaf42213ec6483201d1743536a0e55b6061"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d0bc3ebafa1b234eef069c17e6025b9ba8610a0c1a487866d304e7fb221b402"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"494ec56263d3eabe56637bd521882586a9cb428af63e1ded48675c3ef787b64a"}]},{"symbol":"MRNA","date":"2026-10-06","iv_pct":90.4309794311501,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":93.81350081037277,"put_iv_pct":92.93789137380192},{"expiry":"2026-10-16","call_iv_pct":82.79246753246753,"put_iv_pct":82.27744186046512},{"expiry":"2026-10-23","call_iv_pct":80.61500000000001,"put_iv_pct":80.7385667752443},{"expiry":"2026-10-30","call_iv_pct":104.50340425531914,"put_iv_pct":105.76956284153007}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d13eaedd01efa80ed764bf7a329323c56e44cb98ee9dccb3ffcd02accdc3a8ff","captured_at":"2026-10-22T03:33:13.206420+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8561d11865c49a0ea4001da7cd01b9c84df3fc5370aaedcf328e5b379ded10a7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30340488e824b9b8bbef7705417b8846cefe1e893782a290c6896b4a8f406cd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"ad0dd29306bf425885230ca7ab3ceaaf42213ec6483201d1743536a0e55b6061"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d0bc3ebafa1b234eef069c17e6025b9ba8610a0c1a487866d304e7fb221b402"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"494ec56263d3eabe56637bd521882586a9cb428af63e1ded48675c3ef787b64a"}]},{"symbol":"MRNA","date":"2026-10-07","iv_pct":88.60694445852066,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":87.65513513513513,"put_iv_pct":93.3668200270636},{"expiry":"2026-10-16","call_iv_pct":77.77346534653465,"put_iv_pct":80.77035294117647},{"expiry":"2026-10-23","call_iv_pct":77.18726726726727,"put_iv_pct":80.46901960784314},{"expiry":"2026-10-30","call_iv_pct":105.52834196891192,"put_iv_pct":106.10515337423311}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b4cc47b9785f566405f15e6a3213709c9090cba996fb2eb62cc231ba7f30f030","captured_at":"2026-10-22T03:32:58.419729+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"970620f9cf310e69b436880d35e26713f4fe8b8deda3fb6b1b6abc23b3333e66"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30340488e824b9b8bbef7705417b8846cefe1e893782a290c6896b4a8f406cd8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"ad0dd29306bf425885230ca7ab3ceaaf42213ec6483201d1743536a0e55b6061"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d0bc3ebafa1b234eef069c17e6025b9ba8610a0c1a487866d304e7fb221b402"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"494ec56263d3eabe56637bd521882586a9cb428af63e1ded48675c3ef787b64a"}]},{"symbol":"MRNA","date":"2026-10-08","iv_pct":93.58960815978064,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":101.05636363636363,"put_iv_pct":101.2263326446281},{"expiry":"2026-10-16","call_iv_pct":82.53538461538461,"put_iv_pct":82.9957627118644},{"expiry":"2026-10-23","call_iv_pct":82.53872549019607,"put_iv_pct":79.98779220779221},{"expiry":"2026-10-30","call_iv_pct":110.44756906077349,"put_iv_pct":107.9289349112426}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"650029a6a7b2d4fb490accf886f0eda36df0b96552d38d7da8ab37a675e64680","captured_at":"2026-10-22T03:32:19.532027+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"652bc85db4f80b0e7178a63cbbb5b6595e214184b5f9194062f468eafb4d1847"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"86207894728d2ff86630ecd2fd1279d0f74d5af1885e3bcad793e56078b1085a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"91e49cc2442f87584b58648e530fa276fff6695d411afa2fb7fe4d3383a3e15b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd34eb925ee4b9b59da3cb30eff51f9385d91466d762389b6cd545ca6bbdbef6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8830f7f0e67b02ad9d40b5feb44ef64beca6dff373eaa46b6d0384f5027b40b0"}]},{"symbol":"MRNA","date":"2026-10-09","iv_pct":102.12295676268693,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":89.39904494382021,"put_iv_pct":91.84355555555555},{"expiry":"2026-10-23","call_iv_pct":84.139625,"put_iv_pct":86.12352941176471},{"expiry":"2026-10-30","call_iv_pct":117.32672955974843,"put_iv_pct":120.28802721088437},{"expiry":"2026-11-06","call_iv_pct":113.72712765957446,"put_iv_pct":114.1360147601476}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f6430c69f8be4f56ff8b5992aefa0785c6305e0fbe9ea3fac6ac66b63e6d1668","captured_at":"2026-10-22T03:32:16.013104+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"37e3c2ccb9d2df16e89ca1a285208f219e06183c6a7ab501bf08ab71ec786a1a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"91e49cc2442f87584b58648e530fa276fff6695d411afa2fb7fe4d3383a3e15b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd34eb925ee4b9b59da3cb30eff51f9385d91466d762389b6cd545ca6bbdbef6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8830f7f0e67b02ad9d40b5feb44ef64beca6dff373eaa46b6d0384f5027b40b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f11859d8b3523008068e7cf91b09bf77062e0fccb9d56777a086338d75dc1006"}]},{"symbol":"MRNA","date":"2026-10-12","iv_pct":100.12633276890853,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":90.18752535496958,"put_iv_pct":89.46366197183099},{"expiry":"2026-10-23","call_iv_pct":83.57767441860466,"put_iv_pct":79.27003355704699},{"expiry":"2026-10-30","call_iv_pct":119.18017543859649,"put_iv_pct":117.9830409356725},{"expiry":"2026-11-06","call_iv_pct":111.51065573770494,"put_iv_pct":109.83789473684209}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4e06a42715f6aaf07a832f29b8c41fbc6bbcd5b19553bef76e777916b4ac738d","captured_at":"2026-10-22T03:32:13.820824+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c024b98735f89ccffc7a185cad4af4e9a577789f64b9dcf30593a5f4b2b8ab6d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"91e49cc2442f87584b58648e530fa276fff6695d411afa2fb7fe4d3383a3e15b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd34eb925ee4b9b59da3cb30eff51f9385d91466d762389b6cd545ca6bbdbef6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8830f7f0e67b02ad9d40b5feb44ef64beca6dff373eaa46b6d0384f5027b40b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f11859d8b3523008068e7cf91b09bf77062e0fccb9d56777a086338d75dc1006"}]},{"symbol":"MRNA","date":"2026-10-13","iv_pct":103.19319765267053,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":93.60637426900585,"put_iv_pct":91.35904159132006},{"expiry":"2026-10-23","call_iv_pct":87.05878504672897,"put_iv_pct":84.94},{"expiry":"2026-10-30","call_iv_pct":121.23038461538462,"put_iv_pct":120.77262857142857},{"expiry":"2026-11-06","call_iv_pct":113.32512903225806,"put_iv_pct":113.25323809523809}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"65b16c231b2224f656b25afd06fbef9b80254b97bdabe5bc39d0bc7ec4837e51","captured_at":"2026-10-22T03:32:11.621523+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4be006d55e54f501fdbc9ad3ef54b9f23fc38220d02bf8fb4155ce1a7d8a82af"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"91e49cc2442f87584b58648e530fa276fff6695d411afa2fb7fe4d3383a3e15b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd34eb925ee4b9b59da3cb30eff51f9385d91466d762389b6cd545ca6bbdbef6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8830f7f0e67b02ad9d40b5feb44ef64beca6dff373eaa46b6d0384f5027b40b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f11859d8b3523008068e7cf91b09bf77062e0fccb9d56777a086338d75dc1006"}]},{"symbol":"MRNA","date":"2026-10-14","iv_pct":108.57236507138468,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":100.5375041876047,"put_iv_pct":100.10006677796326},{"expiry":"2026-10-23","call_iv_pct":88.78006289308176,"put_iv_pct":88.5070996978852},{"expiry":"2026-10-30","call_iv_pct":128.15324999999999,"put_iv_pct":125.19654545454546},{"expiry":"2026-11-06","call_iv_pct":119.37972027972027,"put_iv_pct":117.92467128027681}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"880415eaba36c86750739a112e50e6be781bd0181a6404171f04d7ce19dfb5d8","captured_at":"2026-10-22T03:32:09.109471+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c4780ec1843d2be5921d9556347fd177d9e7717f738efa4d11ff0eb65c8065c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"91e49cc2442f87584b58648e530fa276fff6695d411afa2fb7fe4d3383a3e15b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bd34eb925ee4b9b59da3cb30eff51f9385d91466d762389b6cd545ca6bbdbef6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8830f7f0e67b02ad9d40b5feb44ef64beca6dff373eaa46b6d0384f5027b40b0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f11859d8b3523008068e7cf91b09bf77062e0fccb9d56777a086338d75dc1006"}]},{"symbol":"MRNA","date":"2026-10-15","iv_pct":112.30709502811368,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":106.81823529411764,"put_iv_pct":108.9784181568088},{"expiry":"2026-10-23","call_iv_pct":89.03603715170279,"put_iv_pct":88.05711538461539},{"expiry":"2026-10-30","call_iv_pct":131.5434210526316,"put_iv_pct":130.5935294117647},{"expiry":"2026-11-06","call_iv_pct":121.74899253731344,"put_iv_pct":121.68101123595505}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a9b22659a1a35cb807cf501787bc4864d81d535052b1e0e6b53805b089808ee0","captured_at":"2026-10-22T03:31:33.224755+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"aea6527a3ead0d19634680ce5d5da5180d86a3e7e96ae0141b9de3321e377c12"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"a11ec0740332b69722193c5807cc8aad9076bebbb0f5dcc76fdc51b4b903fe71"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"66e796e0c485e8081a5f85ddb6f2ca1a23f59185f5c710ddb76ca3f8aac9b97a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"20e16a772a244dcdc60cd1d55f7aeeb15aefdc70789381042cec8a050dcbc04b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ef305a9d3ac35e6623570a930712eecd3e0b1b796edb56a509e47cc59173ff6"}]},{"symbol":"MRNA","date":"2026-10-16","iv_pct":117.62475045002948,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":93.39156424581006,"put_iv_pct":93.58972067039106},{"expiry":"2026-10-30","call_iv_pct":138.87177215189874,"put_iv_pct":137.37837209302327},{"expiry":"2026-11-06","call_iv_pct":125.4695205479452,"put_iv_pct":122.71111464968152},{"expiry":"2026-11-13","call_iv_pct":116.00636029411764,"put_iv_pct":113.5795789473684}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"67b5c8bb4cc605168f4a365b09d5d94c291cb6bd6d48a11454c579f84cc3bb0d","captured_at":"2026-10-22T03:31:29.525429+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"84f5ce627a08b7bba345ce69ad1cea4ffcf4d4c2358b0d9807823744bdd64ca5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"66e796e0c485e8081a5f85ddb6f2ca1a23f59185f5c710ddb76ca3f8aac9b97a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"20e16a772a244dcdc60cd1d55f7aeeb15aefdc70789381042cec8a050dcbc04b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ef305a9d3ac35e6623570a930712eecd3e0b1b796edb56a509e47cc59173ff6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"72a5313a0963337e9c88cb8cb4ab4f762f935c029e8a8c5fc591545bba3b564c"}]},{"symbol":"MRNA","date":"2026-10-19","iv_pct":131.66211600483598,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":117.00772972972973,"put_iv_pct":110.00065445026179},{"expiry":"2026-10-30","call_iv_pct":158.54909677419354,"put_iv_pct":155.12},{"expiry":"2026-11-06","call_iv_pct":135.4910447761194,"put_iv_pct":132.4815714285714},{"expiry":"2026-11-13","call_iv_pct":123.14060377358491,"put_iv_pct":121.50622710622712}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2aa595d20fe594f3e032a58363d6f635c3c48dac4a35a1febd780aae38c5c23b","captured_at":"2026-10-21T18:21:06.776213+00:00","observed_at":"2026-10-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"1d42c7cc09e84b71d66608cc6e6ef1fd35865c44bee0218f25533d6a09beef81"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a22d172512bbf1ac681332bef467023f47752c49248ad9e9acc27b497387857"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"369e22c210fec24d650793631cd0b5e296453bafb81c1db35a2223521d50705d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"074471561962994a799f2cd9306f32e63921238088636e43a5e52f9b184a9cf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0946c37699879a9cfc13852a0c38403e1b207ad98f30480ccd3995ad2c9d6941"}]},{"symbol":"MRNA","date":"2026-10-20","iv_pct":131.2169187654797,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":114.9365316455696,"put_iv_pct":114.62119592875317},{"expiry":"2026-10-30","call_iv_pct":154.16263157894736,"put_iv_pct":155.41833333333332},{"expiry":"2026-11-06","call_iv_pct":134.26778546712802,"put_iv_pct":134.7396336996337},{"expiry":"2026-11-13","call_iv_pct":120.01955719557196,"put_iv_pct":121.5696812749004}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"23f9ee6daddf521c4bac3759e56a70f6e79e5a667ca223109dab705dbd16d4b9","captured_at":"2026-10-21T18:21:06.232477+00:00","observed_at":"2026-10-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8711ddc90c2174dcb33b11e4dda66eef2926bbbc932665ad59fe515f15b149da"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a22d172512bbf1ac681332bef467023f47752c49248ad9e9acc27b497387857"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"369e22c210fec24d650793631cd0b5e296453bafb81c1db35a2223521d50705d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"074471561962994a799f2cd9306f32e63921238088636e43a5e52f9b184a9cf9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0946c37699879a9cfc13852a0c38403e1b207ad98f30480ccd3995ad2c9d6941"}]},{"symbol":"MRNA","date":"2026-10-21","iv_pct":133.89090106799114,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":114.27811594202899,"put_iv_pct":109.452},{"expiry":"2026-10-30","call_iv_pct":167.6244755244755,"put_iv_pct":160.73622641509434},{"expiry":"2026-11-06","call_iv_pct":139.38250000000002,"put_iv_pct":135.2091143911439},{"expiry":"2026-11-13","call_iv_pct":124.10519999999998,"put_iv_pct":120.33957627118643}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fa6e3d50b501ccadb79181ff797397ed9892fe3b667efe523eead6a97c761fa6","captured_at":"2026-10-21T23:35:53.348118+00:00","observed_at":"2026-10-21T15:59:00-04:00","session_close_at":"2026-10-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"MRNA","date":"2026-10-21","format":"json"},"source_hash":"08ae061c69128e18260bd26d1c8ded58ce078de6ae8c4e7cbcee607e94fc91c3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f4ea448310d2707d77536468b1b753bbb5c526dfdc505bbc6fe913813422735f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8e0413576d5a794f6ad730a7f3913dae1b2e50feda568f5d8c3703d27f0852e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2417e0bd3962239ded165fd83cc7f8d3aaf0fa9068494b75a0d088546c8f7ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6bbb1f07d22606f17a830bea940fc240ea283e19a841d576cc81c0c5b3b2b32f"}]},{"symbol":"MRNA","date":"2026-10-22","iv_pct":116.16177406284356,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":144.66179810725552,"put_iv_pct":147.56463258785942},{"expiry":"2026-10-30","call_iv_pct":109.93127090301003,"put_iv_pct":113.48664429530201},{"expiry":"2026-11-06","call_iv_pct":108.38405286343612,"put_iv_pct":107.2011059907834},{"expiry":"2026-11-13","call_iv_pct":98.4678,"put_iv_pct":99.59688775510203}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"376ccd7229449b263f33ebf882604334ca2d54e5846a318b28afe5fbbd8db992","captured_at":"2026-10-22T21:26:23.461587+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":"MRNA","date":"2026-10-22","format":"json"},"source_hash":"4f95fb03b80c51afa41698dc5e6eca8bbc7b8bf2947863844614ceb1304ab47b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-23","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0fd5066b9679fccbd3b3d2c6dbc1b23d229da6dfc0570866ae757d865e60f51d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e5dcc432de108bda14aa03cc83876a29a9d68c18bccbc7ca3c0046c895aea019"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d0bd174dba9c9f823237f4764d964323a162a9c543a16f25e4d1f46dece7f51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d739ae210b8ea927a591da42203fb6d12e46733c1e2aba01e7f35549be3eb991"}]},{"symbol":"MRNA","date":"2026-10-23","iv_pct":102.15161095768002,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":107.43419642857141,"put_iv_pct":111.83609677419355},{"expiry":"2026-11-06","call_iv_pct":105.41506912442395,"put_iv_pct":105.51175732217573},{"expiry":"2026-11-13","call_iv_pct":99.79771144278608,"put_iv_pct":99.34837837837838},{"expiry":"2026-11-20","call_iv_pct":92.36365079365079,"put_iv_pct":95.50602739726027}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8c808c3a7c53805ab5a56cbb15a5043602251c8e2506568a934455a1ac8990e9","captured_at":"2026-10-23T21:34:15.735207+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":"MRNA","date":"2026-10-23","format":"json"},"source_hash":"605fc24b57e01b8e2abfb9353dde44d356c517ebecc054665744134a94d07869"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7005764fbbe91a6f459bd2573fe30c8f2c05e48ba5e032fc991598f6addb0c7d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"aca68823fba364854533ec11bb2e07378e41235dc670b74025799d132496e7b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c27dc144a87ff6541a08d81adc7008129f4aacba9b52f68174538d7dfcb87f6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"9efcf468b2dc570e50768903cef30c2a2d075d5c8233bb157c0650d07bf960a6"}]},{"symbol":"MRNA","date":"2026-10-26","iv_pct":93.13079705465205,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":96.95754098360656,"put_iv_pct":96.65836400817996},{"expiry":"2026-11-06","call_iv_pct":97.24013605442177,"put_iv_pct":98.36270903010033},{"expiry":"2026-11-13","call_iv_pct":89.9096062992126,"put_iv_pct":94.03897196261683},{"expiry":"2026-11-20","call_iv_pct":86.12096774193549,"put_iv_pct":85.75808035714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"20f76d8567a661f621087acf743d126126172bb521565c878173b3700afabaa1","captured_at":"2026-11-01T01:32:12.375497+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":"MRNA","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"82aba7f2c3efdcc8232e206207c25e4a37c1b38a5a237c6600e5b0ba02316a61"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"27b60cc088122adcb2ce699f553af97224ee7a3201508e5e06b224451c4a126d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"43a3a7ab20fd9b486e75b0a29067d098862230ecff311320f7c463cca8e53919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"613ba3c6057fda37092d88d232ab73ccc9ae28c26f96aab81ff2313afdf7c46d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"c9dd6f89355e27342f1f9ae8b8c258bfa21749643a717d235ac18f5948d0d6c7"}]},{"symbol":"MRNA","date":"2026-10-27","iv_pct":99.72169429620162,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":106.42886639676115,"put_iv_pct":112.68789699570816},{"expiry":"2026-11-06","call_iv_pct":100.41592592592592,"put_iv_pct":104.12384905660377},{"expiry":"2026-11-13","call_iv_pct":93.8740425531915,"put_iv_pct":97.6342372881356},{"expiry":"2026-11-20","call_iv_pct":88.71776699029125,"put_iv_pct":93.8909691629956}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"39c8913f1aae6add9b8e9054092aecdcbcbcd66bb585510483f42b1bdbb87d09","captured_at":"2026-11-01T01:32:10.502238+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":"MRNA","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"acaf9252722a97492755686ca7a3e2f40b92c5c9827ec9efe7f9d50e03339b5e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"27b60cc088122adcb2ce699f553af97224ee7a3201508e5e06b224451c4a126d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"43a3a7ab20fd9b486e75b0a29067d098862230ecff311320f7c463cca8e53919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"613ba3c6057fda37092d88d232ab73ccc9ae28c26f96aab81ff2313afdf7c46d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"c9dd6f89355e27342f1f9ae8b8c258bfa21749643a717d235ac18f5948d0d6c7"}]},{"symbol":"MRNA","date":"2026-10-28","iv_pct":96.0293399067601,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":102.7354991816694,"put_iv_pct":102.52411092985317},{"expiry":"2026-11-06","call_iv_pct":97.22450331125827,"put_iv_pct":96.55679611650486},{"expiry":"2026-11-13","call_iv_pct":97.52136363636365,"put_iv_pct":95.895},{"expiry":"2026-11-20","call_iv_pct":87.78019607843137,"put_iv_pct":87.99725000000001}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"56ae786e941c48ede572789bab3840ac813d719448a95e967748fcbbfdd927fd","captured_at":"2026-11-01T01:32:08.983578+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":"MRNA","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"fa21dc2a38079659f4ef755a6205b671a5bb32554dae37477ed07d1eaaee6baa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"27b60cc088122adcb2ce699f553af97224ee7a3201508e5e06b224451c4a126d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"43a3a7ab20fd9b486e75b0a29067d098862230ecff311320f7c463cca8e53919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"613ba3c6057fda37092d88d232ab73ccc9ae28c26f96aab81ff2313afdf7c46d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"c9dd6f89355e27342f1f9ae8b8c258bfa21749643a717d235ac18f5948d0d6c7"}]},{"symbol":"MRNA","date":"2026-10-29","iv_pct":93.30506491062906,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":94.30456886898097,"put_iv_pct":95.19373333333333},{"expiry":"2026-11-06","call_iv_pct":95.12120805369128,"put_iv_pct":97.53778481012658},{"expiry":"2026-11-13","call_iv_pct":95.18316455696203,"put_iv_pct":93.67631147540983},{"expiry":"2026-11-20","call_iv_pct":86.7999481865285,"put_iv_pct":88.6238}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"92b41d56615b601aa8c22f1d2639bccccbee87b51ec83a77af16434ac2ee6926","captured_at":"2026-11-01T01:32:07.130038+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":"MRNA","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"ab6fbe31d86575f0951455ffa77b88295c0ba06a2b03d6cc03525d02e02845e2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"27b60cc088122adcb2ce699f553af97224ee7a3201508e5e06b224451c4a126d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"43a3a7ab20fd9b486e75b0a29067d098862230ecff311320f7c463cca8e53919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"613ba3c6057fda37092d88d232ab73ccc9ae28c26f96aab81ff2313afdf7c46d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"c9dd6f89355e27342f1f9ae8b8c258bfa21749643a717d235ac18f5948d0d6c7"}]},{"symbol":"MRNA","date":"2026-10-30","iv_pct":92.16790828298065,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":97.27416918429003,"put_iv_pct":97.85132530120481},{"expiry":"2026-11-13","call_iv_pct":95.34198473282443,"put_iv_pct":96.8986320754717},{"expiry":"2026-11-20","call_iv_pct":88.50082125603865,"put_iv_pct":88.90487804878049},{"expiry":"2026-11-27","call_iv_pct":84.49807197943446,"put_iv_pct":88.07338368580061}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MRNA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e02501fb2bd10b5db73215280b0fed92cf02abacff3a5957b047fcde5ed67c13","captured_at":"2026-11-01T01:32:02.012819+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":"MRNA","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"9a64162a3ed955053d04f4b1a3abd0a3147e2fc5cb4cfe9d1466609404cf47b8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"43a3a7ab20fd9b486e75b0a29067d098862230ecff311320f7c463cca8e53919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"613ba3c6057fda37092d88d232ab73ccc9ae28c26f96aab81ff2313afdf7c46d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","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":"c9dd6f89355e27342f1f9ae8b8c258bfa21749643a717d235ac18f5948d0d6c7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MRNA","expiration":"2026-11-27","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6f249861a94a6e12ee869ac306f24c7f7e43ea349a4bb6b9ec28d0553faf9422"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MRNA","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":"2026-08-05","observed_at":"2026-08-05T15:59:00-04:00","iv_pct":82.47440884408468,"put_call_skew_pp":4.016918694501072,"implied_move_pct":13.934053660902308,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"785b242e5e29f6af8f5c0aa8ae0d091454b31574994f0e93c95b8779ba3ce86e","expiries":["2026-08-07","2026-08-14","2026-08-21","2026-08-28"]},{"date":"2026-08-06","observed_at":"2026-08-06T15:59:00-04:00","iv_pct":69.78814018845846,"put_call_skew_pp":-6.746764015538352,"implied_move_pct":11.144651903369184,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff874e68360acf0833ef720fa27f4b536b8550d7c578d778ca979c2d318517a5","expiries":["2026-08-07","2026-08-14","2026-08-21","2026-08-28"]},{"date":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":70.81638755187828,"put_call_skew_pp":5.171388759776104,"implied_move_pct":15.078949560340853,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8d3fe8781fbc81ef5fa49215193089529c343adc9f8453aee009a0a0c8308ddf","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":74.85874798907008,"put_call_skew_pp":5.4664216155057765,"implied_move_pct":14.254313052882782,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b5fde3327254bd266798c452ffd9c4b8d57a9ce9cfdbec8efa72e0cc32e44284","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":71.70492656394453,"put_call_skew_pp":-1.9639699690466372,"implied_move_pct":12.755388491675987,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6970fe46e37df4b15579aa63e96f235764a7b954723bb3f2198f2024ce2bc711","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":68.76350904005554,"put_call_skew_pp":-1.314993837556326,"implied_move_pct":11.79713388376507,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71e4bd25b763f540a9ee9d0f1861506aeefa7ab8923f89ce136102763e3c2881","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":67.51248454664753,"put_call_skew_pp":11.117889758927308,"implied_move_pct":10.410313742703233,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1575404d4c22edaef9c75fdd0de9b43996aae82aef7e5249b407af79d3949fd0","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":65.08331437861435,"put_call_skew_pp":1.514920523669673,"implied_move_pct":13.877368259071169,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3c28b58cf03a83c84b630599dc2bb6ca82d9b1c1f918f447ecbb229b14700c90","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":68.4685680529489,"put_call_skew_pp":-4.4467681560473515,"implied_move_pct":12.99991922359568,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"325657feed14ca475a88bf0b1ed5a6077b204fc209345f88d69ca9da34185ec9","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":68.43587240188157,"put_call_skew_pp":-3.5999491499766414,"implied_move_pct":12.255040290252005,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4248ec047bd29ad7614fe45846333a6839298232c9023a35e3fa8626d259810d","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":194.0203523917566,"put_call_skew_pp":7.206859845001112,"implied_move_pct":30.17823855456958,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"30179c724f082b3eeda6c3d4404ddd46abee75740321490abc3f63a3f79aedfd","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":146.95326984162728,"put_call_skew_pp":-2.139402045698322,"implied_move_pct":21.09819100850154,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"813be39c5f0a433d5edaf555d31139a68a505f41578108003dc52c43e806ddfe","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":110.43565522344826,"put_call_skew_pp":0.0007920922013902043,"implied_move_pct":22.942102523993775,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"462de2f9ab7aca1d28fb4f95e38dc32c86b59baabe39705048bc9714e9e7da23","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":105.4635890270435,"put_call_skew_pp":-2.869788387898353,"implied_move_pct":19.355046208576084,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d3123c91f7c0d3ebd1f9ad5c8731417bc653a07f15fe66de0d45558985ca31a6","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":109.65350766296359,"put_call_skew_pp":0.4217483051599835,"implied_move_pct":18.923438653843743,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1d5d4168647c72d2b8be0ad06d600fe82366bd7b914a0414a5934e7bdc098510","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":89.52089947151273,"put_call_skew_pp":0.6196886972558069,"implied_move_pct":14.725675670817434,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"95aad285b41788a04fa3b2bca6ed8f20b21572a9ea34339758ec67acba089641","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":81.09126245211952,"put_call_skew_pp":-7.881255487452549,"implied_move_pct":12.516160009805699,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f6d14132b80deff9c99fc9c1914845fdb20e77c5a10374788e06c1c0249b8d37","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":72.49797715852193,"put_call_skew_pp":0.6199878162583694,"implied_move_pct":15.436010910243535,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8a9e4d62f334ae51af0daf7cf681e808d690abac99244804bb6a53d3eac91a7f","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":81.7974181044286,"put_call_skew_pp":2.10158588795996,"implied_move_pct":15.23762539664261,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b32ec851bdeb7cd83cecab1f81ff5a29d32b15d3dcd017fdee4b798706636df2","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":87.44185554717953,"put_call_skew_pp":3.0834215780102845,"implied_move_pct":15.448614691125002,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9c2b83d1ef626d69ab0b05f4d9532dc149cb1e9daf74e980df094739a15c77d4","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":80.67097182486165,"put_call_skew_pp":-3.729225967441817,"implied_move_pct":13.673840086600615,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e12ec56d659eab9fc35bf2f2113de7f5b1d7cbbc5eb3c602dcdfb331cb7c5e33","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":78.61648324902026,"put_call_skew_pp":4.689411856464883,"implied_move_pct":12.201998136599045,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"163bd5bfd89773a5d6d33c32071d5a6de05b73b6b5fec443c68171ec8660a348","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":70.14024862341586,"put_call_skew_pp":2.9673794146092654,"implied_move_pct":15.037952579510243,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bcf0170be81b08018b6376c7d875ae120aebaa1dfc12c7dcd3b2d4cf79ac3e9b","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":74.38045452222563,"put_call_skew_pp":-2.8157287695041333,"implied_move_pct":13.48060025360432,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e528bd3a61ef88fbe7ff1756523ba26001acfffb53da65bed18fbd18182fafb3","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":70.98674702176878,"put_call_skew_pp":-3.70325563570497,"implied_move_pct":12.179280390866722,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1f0d873c6306a84f30b6612e649cb75ecaf321cea6586e5c2a5994bb2fdd6c69","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":67.3788297077207,"put_call_skew_pp":1.0415525360311122,"implied_move_pct":10.701091826881953,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c888de9396fa7af7c4468aaac56801fef36c8ed745dcd799b23968ab9b361189","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":69.545100564212,"put_call_skew_pp":-5.370675718465389,"implied_move_pct":14.84373996841531,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9e25345ee84fd2fefffed83b41063e410e523a2c2591ed7e462bfef022125898","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":77.78787626364871,"put_call_skew_pp":1.2374436051500552,"implied_move_pct":14.542253877137313,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bd88480eae13e44023d9711990d282076dae7d85dafa67d65c8d832c9c2b7d6c","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":75.79538519319937,"put_call_skew_pp":4.99985207641306,"implied_move_pct":13.515492117687556,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a5271a77aea33e1108c6de2209f55539cf9faa567882fe00096981092c5a54b3","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":76.57976902777042,"put_call_skew_pp":-1.2273472928648133,"implied_move_pct":12.806350827555022,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c6f15db91504c9caf46cb75510570bbcdbf6c0596247c30d2e32eaed012a794a","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":78.96943764983574,"put_call_skew_pp":0.7458849125793066,"implied_move_pct":12.461376581747125,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b3e815dc6610a360d40124289c97df77b19bc0583546880284192b26b5cc68cb","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":63.2022917323129,"put_call_skew_pp":0.31795370425231084,"implied_move_pct":13.480529257916647,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb5a946d7bab11926fa9d6fc9606c1da50e2ccf8d66bacc1e2cf4e8d129adf6a","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":80.49184584185284,"put_call_skew_pp":0.8378992308754647,"implied_move_pct":15.165553970649896,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4f22cf47eb92ff1294d5fb59aad1e65f4f11c946b92d2a383f46a03b9efd2805","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":78.29694716065157,"put_call_skew_pp":-0.9845150714107263,"implied_move_pct":14.113819021426128,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"94a8b3c962260c120cef98c1e0f4f7a3a4e6134f01c1cdec4ac122a6b19d7dca","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":78.47429045384187,"put_call_skew_pp":-1.4914620937480407,"implied_move_pct":13.341287426088932,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"865d55c13288657525faeac5f6edb6ae7a1582eab45a087980815c9416896bf8","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":84.50567186278187,"put_call_skew_pp":0.018185538360913966,"implied_move_pct":13.396011137599551,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2c83c328222c0d855b9b6ffc2d9b9c42aec99a2c27096c7763923a79163cd75b","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":79.23838309824319,"put_call_skew_pp":0.06777760346286144,"implied_move_pct":16.87835686979352,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"651632381e45333d038b0572dc23466ca2e7f0fd3c83ceb95dbb28a8520334a0","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":81.66143930625991,"put_call_skew_pp":0.9070644452095031,"implied_move_pct":15.33508206323885,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5f79f49f1f1299996cb320a5b5259e9a309ccdbbad825a256fff05627d52dfbb","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":83.97566923060234,"put_call_skew_pp":0.7006331410936966,"implied_move_pct":14.989502075903863,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f9752b19d1989e1b193130b3dcf06cb8440976a0336705c43197d15590318e42","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":82.79810468376898,"put_call_skew_pp":1.5148915920591577,"implied_move_pct":13.970020994137862,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"394bf700de7392701f67568a032c72e850456460153308defc2b601302126bc6","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":81.07373410133785,"put_call_skew_pp":-1.0417915553328463,"implied_move_pct":12.809065099539719,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1f8f8f72aa7bb3ebcb4df85a813d6e43ba67a50389df2970d5ec81c0634924c2","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":82.50719404612403,"put_call_skew_pp":1.707361840102628,"implied_move_pct":17.978100351370315,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1fe6910196cd3009535a6617973c26e063673891864f11e7842000f54bee2681","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":89.93822099977208,"put_call_skew_pp":-0.03847992155903768,"implied_move_pct":17.33273418629826,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8d9fa59d8ab984e5756318ac8d409d4cd242b30b39c6ef6ff870fc0ef2a07865","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":90.4309794311501,"put_call_skew_pp":-0.00022743677951098107,"implied_move_pct":16.618649522350808,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d13eaedd01efa80ed764bf7a329323c56e44cb98ee9dccb3ffcd02accdc3a8ff","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":88.60694445852066,"put_call_skew_pp":3.141784058116837,"implied_move_pct":15.548341621562578,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b4cc47b9785f566405f15e6a3213709c9090cba996fb2eb62cc231ba7f30f030","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":93.58960815978065,"put_call_skew_pp":-1.1098050817976208,"implied_move_pct":15.20166371779538,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"650029a6a7b2d4fb490accf886f0eda36df0b96552d38d7da8ab37a675e64680","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":102.12295676268691,"put_call_skew_pp":1.9496499438022816,"implied_move_pct":22.311256382347946,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f6430c69f8be4f56ff8b5992aefa0785c6305e0fbe9ea3fac6ac66b63e6d1668","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":100.12633276890853,"put_call_skew_pp":-1.9753499371207752,"implied_move_pct":19.70244252418898,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4e06a42715f6aaf07a832f29b8c41fbc6bbcd5b19553bef76e777916b4ac738d","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":103.19319765267053,"put_call_skew_pp":-1.2239411763476973,"implied_move_pct":19.439093353697903,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"65b16c231b2224f656b25afd06fbef9b80254b97bdabe5bc39d0bc7ec4837e51","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":108.57236507138467,"put_call_skew_pp":-1.2805385374339977,"implied_move_pct":19.40634316511751,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"880415eaba36c86750739a112e50e6be781bd0181a6404171f04d7ce19dfb5d8","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":112.30709502811368,"put_call_skew_pp":0.040847038344619335,"implied_move_pct":18.79581316152118,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a9b22659a1a35cb807cf501787bc4864d81d535052b1e0e6b53805b089808ee0","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":117.62475045002948,"put_call_skew_pp":-1.6201077198268408,"implied_move_pct":25.38064452609528,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"67b5c8bb4cc605168f4a365b09d5d94c291cb6bd6d48a11454c579f84cc3bb0d","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":131.66211600483598,"put_call_skew_pp":-3.7700055171418114,"implied_move_pct":25.21048945593639,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2aa595d20fe594f3e032a58363d6f635c3c48dac4a35a1febd780aae38c5c23b","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":131.2169187654797,"put_call_skew_pp":0.7405845873509165,"implied_move_pct":23.999100616752933,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"23f9ee6daddf521c4bac3759e56a70f6e79e5a667ca223109dab705dbd16d4b9","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":133.89090106799114,"put_call_skew_pp":-4.913343597269957,"implied_move_pct":23.36396878250563,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fa6e3d50b501ccadb79181ff797397ed9892fe3b667efe523eead6a97c761fa6","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":116.16177406284355,"put_call_skew_pp":1.6010871888362992,"implied_move_pct":17.58175114341155,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"376ccd7229449b263f33ebf882604334ca2d54e5846a318b28afe5fbbd8db992","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":102.15161095768,"put_call_skew_pp":1.7979080206439235,"implied_move_pct":21.427301385970807,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8c808c3a7c53805ab5a56cbb15a5043602251c8e2506568a934455a1ac8990e9","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":93.13079705465205,"put_call_skew_pp":1.1474685697158904,"implied_move_pct":17.501203060804148,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"20f76d8567a661f621087acf743d126126172bb521565c878173b3700afabaa1","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":99.72169429620162,"put_call_skew_pp":4.725087659318326,"implied_move_pct":17.728436671925504,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"39c8913f1aae6add9b8e9054092aecdcbcbcd66bb585510483f42b1bdbb87d09","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":96.02933990676009,"put_call_skew_pp":-0.5721012903411662,"implied_move_pct":16.274804177645862,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"56ae786e941c48ede572789bab3840ac813d719448a95e967748fcbbfdd927fd","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":93.30506491062906,"put_call_skew_pp":0.9056849881767448,"implied_move_pct":14.969248641217515,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"92b41d56615b601aa8c22f1d2639bccccbee87b51ec83a77af16434ac2ee6926","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":92.16790828298065,"put_call_skew_pp":1.5282929896675093,"implied_move_pct":19.37110581891933,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e02501fb2bd10b5db73215280b0fed92cf02abacff3a5957b047fcde5ed67c13","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}