{"schemaVersion":1,"symbol":"PEGA","days":90,"observations":[{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-19T19:57:22.089000+00:00","captured_at":"2026-10-20T03:53:59.126Z","last_trade_at":"2026-10-19T20:38:55.072512986Z","price":35.04,"iv_pct":75.52018581899449,"implied_move_pct":18.60527919180029,"put_call_skew_pp":-0.6319271234103474,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"bd3b2b8d570d5e7affd6a83cc7ef49ac8b17fd0b574d4b72d7cc12438a087248"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:32.414000+00:00","captured_at":"2026-10-20T13:36:38.742Z","last_trade_at":"2026-10-20T13:36:37.243965219Z","price":35.27,"iv_pct":78.42122661651626,"implied_move_pct":19.48314631276333,"put_call_skew_pp":2.630026845692901,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"0a31f4edf82613902805d413b7fce0e694f183f60bc64ec712ae3edde4881a3f"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T13:48:34.316000+00:00","captured_at":"2026-10-20T13:52:07.240Z","last_trade_at":"2026-10-20T13:52:06.983323988Z","price":35.73,"iv_pct":80.64286212770297,"implied_move_pct":20.037337896091124,"put_call_skew_pp":5.423824196445837,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"9b8f8a1449c351bdfae90e6896f891dc81ced1f331a412507223f01edded73fc"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T13:59:08.925000+00:00","captured_at":"2026-10-20T14:00:06.806Z","last_trade_at":"2026-10-20T14:00:03.824636863Z","price":35.985,"iv_pct":80.24579126269536,"implied_move_pct":20.101038550292298,"put_call_skew_pp":7.164784760019794,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"ccae55b78a55c75c666db98dd69328f66869e8a178fbbfa54270eed0019fc847"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T14:08:01.537000+00:00","captured_at":"2026-10-20T14:08:45.645Z","last_trade_at":"2026-10-20T14:08:41.725368789Z","price":35.455,"iv_pct":80.65076807634433,"implied_move_pct":19.65868597081574,"put_call_skew_pp":1.381275100745949,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"2daeb59d0f154fb7f85f928ed8781659241e7e92ab78330061964fad87fda90b"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T14:18:20.830000+00:00","captured_at":"2026-10-20T14:18:55.725Z","last_trade_at":"2026-10-20T14:18:55.264670096Z","price":34.855,"iv_pct":80.09434780582716,"implied_move_pct":19.225979439333454,"put_call_skew_pp":-5.306638211894777,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"ee3db5032cfff11727d0e9b2d2c9374cf05852a952383fb783ce24ff4068f58b"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T14:21:05.467000+00:00","captured_at":"2026-10-20T14:29:36.071Z","last_trade_at":"2026-10-20T14:29:35.719509622Z","price":35.01,"iv_pct":80.84995389764849,"implied_move_pct":19.731158150541177,"put_call_skew_pp":-0.8067631506320061,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"f14f3d95289eb6d4e3bfe0223cb7a7f9ae365c3ca5e1aa891061baa252f65193"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T14:35:44.737000+00:00","captured_at":"2026-10-20T14:37:18.399Z","last_trade_at":"2026-10-20T14:37:17.423711654Z","price":35.04,"iv_pct":81.24588481683759,"implied_move_pct":19.798311683585148,"put_call_skew_pp":-1.9099257801926228,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"bab2cef98cb78541f46c61927680612b8470bfe8cab0d5e13331c5c0ae48c746"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T14:36:55.485000+00:00","captured_at":"2026-10-20T14:45:02.933Z","last_trade_at":"2026-10-20T14:44:58.506350473Z","price":35.065,"iv_pct":80.78244450901357,"implied_move_pct":19.733296010173042,"put_call_skew_pp":-1.5341630831642972,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"afd5f76e3e745668b23597ea778cb1afa07caf26a392a70f3d1dbae5ddffc6cf"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T14:44:40.613000+00:00","captured_at":"2026-10-20T14:52:48.651Z","last_trade_at":"2026-10-20T14:52:45.666630199Z","price":35.195,"iv_pct":80.35589761988395,"implied_move_pct":19.80239865574039,"put_call_skew_pp":0.1743173131498743,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"cd92e9c28a74b39b6cf3bdefe5f759da2e620ba9f81270987ef4842a2d6890e3"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T14:54:09.190000+00:00","captured_at":"2026-10-20T15:00:40.367Z","last_trade_at":"2026-10-20T15:00:33.508998498Z","price":35.29,"iv_pct":80.21431647637007,"implied_move_pct":19.894576679012737,"put_call_skew_pp":1.3124359829630006,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"243b1a77b35e4eadd2e9e3047d6f329e01c4f72ae5b5e368c869a722e8da2ba1"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T15:05:04.548000+00:00","captured_at":"2026-10-20T15:08:49.529Z","last_trade_at":"2026-10-20T15:08:49.19927591Z","price":35.32,"iv_pct":78.91907030721056,"implied_move_pct":19.51940477372563,"put_call_skew_pp":-0.017386813186814898,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"f22f8187a5c11afc8ce9090433bb64f3075d17020a3ec480721eb69a0bdb81f6"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T15:10:34.629000+00:00","captured_at":"2026-10-20T15:15:58.501Z","last_trade_at":"2026-10-20T15:15:53.715278371Z","price":35.305,"iv_pct":78.40259344908237,"implied_move_pct":19.432690446071256,"put_call_skew_pp":0.18413194327040472,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"867e2a2b4b1f0c1a1569dbce06547af5ec2d7e7103c2424f91b85d63b00ad5a1"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T15:20:11.167000+00:00","captured_at":"2026-10-20T15:23:41.437Z","last_trade_at":"2026-10-20T15:23:38.343721135Z","price":35.11,"iv_pct":79.33479034852014,"implied_move_pct":19.431816259096717,"put_call_skew_pp":-2.0809409561592607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"d5733260d5c42c75ebc1dff60e6835c3f395eed36eb6d32d753300c1ac801caa"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T15:21:58.474000+00:00","captured_at":"2026-10-20T15:31:28.419Z","last_trade_at":"2026-10-20T15:31:09.397795598Z","price":35.105,"iv_pct":79.31546003283117,"implied_move_pct":19.380156687478618,"put_call_skew_pp":-2.4467683354728265,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"9363060982c4e80c226e2212f3de95a7f45153118e051f250cc41f9aeaf7873e"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T15:35:19.586000+00:00","captured_at":"2026-10-20T15:39:18.284Z","last_trade_at":"2026-10-20T15:39:13.48868616Z","price":35.04,"iv_pct":79.36431932277105,"implied_move_pct":19.31884973069432,"put_call_skew_pp":-2.79774131151701,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"3250793ba36df3ddfc2113c15e5ef8849ec25be30cdd890d4e1d96c3b3968abf"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T15:41:16.753000+00:00","captured_at":"2026-10-20T15:47:03.931Z","last_trade_at":"2026-10-20T15:47:03.088542264Z","price":35.13,"iv_pct":79.42401809227998,"implied_move_pct":19.45240019806532,"put_call_skew_pp":-1.442268828503146,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"818c2e8aecd3f2cb6a72c0cb2316cde14718e15ccf6f35bb8bd1ce53e805fdca"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T15:47:49.375000+00:00","captured_at":"2026-10-20T15:54:49.905Z","last_trade_at":"2026-10-20T15:54:44.368964585Z","price":35.25,"iv_pct":79.52259291980093,"implied_move_pct":19.632900056405997,"put_call_skew_pp":0.3592090555470939,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"573ef5a6d5b879eece96f4518de8142e238908dde4f839b6c9b2cda88b03f33c"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T16:00:38.487000+00:00","captured_at":"2026-10-20T16:02:46.532Z","last_trade_at":"2026-10-20T16:02:32.967765274Z","price":35.18,"iv_pct":79.82443890681101,"implied_move_pct":19.616089311727446,"put_call_skew_pp":-0.395293773241423,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"01fc6649c14cb7df72f03b2f43647d91a1bc7957b73395dc7a9a30e7ab1b7ee7"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T16:08:51.187000+00:00","captured_at":"2026-10-20T16:10:30.288Z","last_trade_at":"2026-10-20T16:10:26.563478596Z","price":35.23,"iv_pct":80.52034648365239,"implied_move_pct":19.84210762233344,"put_call_skew_pp":-0.24946462388337753,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"64a87926162128fa59dbcb05585506cd2eb995f0bc31025720e0f57fc052636e"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T16:12:27.226000+00:00","captured_at":"2026-10-20T16:18:17.493Z","last_trade_at":"2026-10-20T16:18:13.314350988Z","price":34.94,"iv_pct":79.95726176687343,"implied_move_pct":19.32832599216626,"put_call_skew_pp":-3.910435291060288,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"0b2efd96a2418102cd7a5e0c8cb4acc4ee14ced642a317fc0e295c531562d545"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T16:22:30.006000+00:00","captured_at":"2026-10-20T16:26:05.602Z","last_trade_at":"2026-10-20T16:25:42.575367444Z","price":34.94,"iv_pct":79.30735802868602,"implied_move_pct":19.28620457252144,"put_call_skew_pp":0.05972077202974768,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"942d1dfece074559c57904e373667979ca895d0a1879e54f0a1fb9a8907ce73c"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T16:26:30.633000+00:00","captured_at":"2026-10-20T16:33:51.236Z","last_trade_at":"2026-10-20T16:33:38.184363645Z","price":34.99,"iv_pct":78.2456529420174,"implied_move_pct":19.16210785088264,"put_call_skew_pp":0.24176223590430812,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"ca8dab1c50f19080f1ad840ffa0acec40b4d0370e9f553445f59601827f1f167"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T16:37:22.779000+00:00","captured_at":"2026-10-20T16:41:32.779Z","last_trade_at":"2026-10-20T16:41:31.62519535Z","price":35.085,"iv_pct":78.25418292424261,"implied_move_pct":19.28869869429855,"put_call_skew_pp":2.7421865210385366,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"0fed02fe673f1c628a25bc04417e8e2e0b6e7aff163a861969999f252d51e000"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T16:54:00.150000+00:00","captured_at":"2026-10-20T16:57:05.568Z","last_trade_at":"2026-10-20T16:56:59.414164788Z","price":35,"iv_pct":78.95436774575018,"implied_move_pct":19.29182979622004,"put_call_skew_pp":0.8783422429661569,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"f896caff7f7b28c6ae9baed89da98746ab482e167977b4eb2456fefd685fff9c"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T17:01:32.945000+00:00","captured_at":"2026-10-20T17:05:18.803Z","last_trade_at":"2026-10-20T17:05:17.608124586Z","price":35.09,"iv_pct":78.5049165058661,"implied_move_pct":19.288181060547373,"put_call_skew_pp":2.0542059296509207,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"2b1b65ab4581abd81763296225d8ccd2a627160bb0ab3ea9f8fbe1e9ee0585e5"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T17:07:29.485000+00:00","captured_at":"2026-10-20T17:13:05.995Z","last_trade_at":"2026-10-20T17:13:02.50737821Z","price":35.1902,"iv_pct":79.13739435363998,"implied_move_pct":19.341875878641694,"put_call_skew_pp":0.09117251420789341,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"448a887ac66374498dbb6a49f99f0b75e43bac6fb453fa7128dc138e74a88e18"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T17:23:39.504000+00:00","captured_at":"2026-10-20T17:28:42.322Z","last_trade_at":"2026-10-20T17:28:26.313673074Z","price":35.465,"iv_pct":78.76925841524513,"implied_move_pct":19.500252503014277,"put_call_skew_pp":0.5196083888100667,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"a67a87bd1cc13793182d8ee0702e81a9934ad0e1dd668c3bf467660df787b1eb"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T17:35:53.234000+00:00","captured_at":"2026-10-20T17:36:31.533Z","last_trade_at":"2026-10-20T17:36:30.016010648Z","price":35.995,"iv_pct":82.1065797737216,"implied_move_pct":20.43177488094539,"put_call_skew_pp":-0.11353593334327838,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"06a62a2d433c7e8915eb4bddc3bd686d2c7518a26cc4e1390f49b33f65dc3ab5"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T17:43:08.212000+00:00","captured_at":"2026-10-20T17:44:22.324Z","last_trade_at":"2026-10-20T17:44:19.433767394Z","price":35.965,"iv_pct":81.46025838345152,"implied_move_pct":20.147760807806264,"put_call_skew_pp":0.33177404150009915,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"908c288c06bd81684e501ed6c2c5f2a40cacb64ca29fefeee1309d5e2b598411"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T17:45:13.488000+00:00","captured_at":"2026-10-20T17:52:10.453Z","last_trade_at":"2026-10-20T17:52:09.531366764Z","price":35.735,"iv_pct":82.23393840073352,"implied_move_pct":20.216690174827004,"put_call_skew_pp":-0.9156628572350334,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"6808c14efb0ae2842d9b2f683f487283c917a4ab48cab79789e404d5c7a11c2c"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T17:53:33.695000+00:00","captured_at":"2026-10-20T17:59:59.448Z","last_trade_at":"2026-10-20T17:59:47.212685337Z","price":35.865,"iv_pct":81.9975158227848,"implied_move_pct":20.281103645268473,"put_call_skew_pp":1.558420289217144,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"29c610716549cbb43d01c6e18a728c3e4627b90a28dc8e99ecbf24a5c1c98add"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T18:07:09.707000+00:00","captured_at":"2026-10-20T18:08:17.337Z","last_trade_at":"2026-10-20T18:07:57.889736748Z","price":35.86,"iv_pct":81.99638718038787,"implied_move_pct":20.272511825720848,"put_call_skew_pp":1.4705589474449887,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"dee86664230ccb901358d38ef5453663cec47d61e27eaf7deaf400571a9db6df"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T18:09:20.827000+00:00","captured_at":"2026-10-20T18:16:07.731Z","last_trade_at":"2026-10-20T18:16:05.130603731Z","price":35.96,"iv_pct":82.7824537906249,"implied_move_pct":20.43644087817003,"put_call_skew_pp":2.4097760263053547,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"d2bf3de7e603a215c923a735a6201404c1e9dd3e714471dcac38b2fb5a396af5"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T18:15:17.491000+00:00","captured_at":"2026-10-20T18:23:51.834Z","last_trade_at":"2026-10-20T18:23:45.364728053Z","price":35.685,"iv_pct":82.38063105466063,"implied_move_pct":20.144926432246024,"put_call_skew_pp":-1.0626750827961717,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"771584d134b9702769abaf6e3950f92fc2bbb1f29ec892b4df3336b0cf8de680"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T18:27:09.496000+00:00","captured_at":"2026-10-20T18:31:39.653Z","last_trade_at":"2026-10-20T18:31:38.005843897Z","price":35.92,"iv_pct":82.03111931161035,"implied_move_pct":20.252880599139882,"put_call_skew_pp":0.684944539856347,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"7a0eb24d6bf8fddb38ec1debf82d51edff1a594169614cf2670adc29ccfbe2c9"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T18:38:24.056000+00:00","captured_at":"2026-10-20T18:39:22.394Z","last_trade_at":"2026-10-20T18:39:19.601542728Z","price":36.01,"iv_pct":83.03699658443374,"implied_move_pct":20.567005440883275,"put_call_skew_pp":0.815829942434132,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"efcff841fbe7017eb2c04a9c679a37543415a7088f8bb4019c71a20fa8181e70"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T18:42:34.084000+00:00","captured_at":"2026-10-20T18:47:10.937Z","last_trade_at":"2026-10-20T18:47:08.415384307Z","price":35.895,"iv_pct":83.68613854671334,"implied_move_pct":20.477541995163683,"put_call_skew_pp":-3.209343461362757,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"267c19de7d3410d4156ced751e6f387c5ba3c8fc0e1437d1993b0130da73968d"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T18:53:25.744000+00:00","captured_at":"2026-10-20T18:54:59.280Z","last_trade_at":"2026-10-20T18:54:38.131246408Z","price":35.96,"iv_pct":83.9027315468269,"implied_move_pct":20.62464782162416,"put_call_skew_pp":-1.789402118839245,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"35b10a55b1e152c03b5116872bab1f2a3ee2733346b0275a213abdd313e342c8"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:00:25.381000+00:00","captured_at":"2026-10-20T19:02:53.154Z","last_trade_at":"2026-10-20T19:02:52.027942809Z","price":36.01,"iv_pct":82.59764960153649,"implied_move_pct":20.415413390854813,"put_call_skew_pp":1.1138686843143786,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"da61cc4164647e24c8d41832e325fd103f663602fec0894a97395fdd009cd2c1"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:10:22.503000+00:00","captured_at":"2026-10-20T19:12:38.276Z","last_trade_at":"2026-10-20T19:12:29.578216326Z","price":35.99,"iv_pct":82.17822666517505,"implied_move_pct":20.24685272872754,"put_call_skew_pp":-0.16262317932970172,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"1d05ada737b2653a8711af017ccdc44264d7f9586f56fa71f9cc3d55bd769e52"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:15:55.367000+00:00","captured_at":"2026-10-20T19:20:25.696Z","last_trade_at":"2026-10-20T19:20:22.812155639Z","price":35.975,"iv_pct":82.19783770636,"implied_move_pct":20.256037792187907,"put_call_skew_pp":-0.0703353856949529,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"d941d6ba5e89842b73c9141acf04947830239ac56cae9b638375dd912d3fd8a3"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:25:50.633000+00:00","captured_at":"2026-10-20T19:28:09.565Z","last_trade_at":"2026-10-20T19:28:03.942459492Z","price":35.91,"iv_pct":83.20952587872398,"implied_move_pct":20.298581935545617,"put_call_skew_pp":-0.805941815041622,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"b2db06c83bc9de1283ed8d26cb3373ea003377653e313f2894a61306f49656cf"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:33:15.990000+00:00","captured_at":"2026-10-20T19:36:01.946Z","last_trade_at":"2026-10-20T19:36:00.323524374Z","price":35.92,"iv_pct":83.57655255004104,"implied_move_pct":20.600490045070703,"put_call_skew_pp":3.2254578846192983,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"bd89885ca07c93830a5d2dfd439e799256b524a6732c12e527ecbb104d9f8cb5"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:42:56.050000+00:00","captured_at":"2026-10-20T19:43:50.545Z","last_trade_at":"2026-10-20T19:43:49.015388518Z","price":36.055,"iv_pct":85.19764000773345,"implied_move_pct":20.94831530268413,"put_call_skew_pp":3.5334001436664764,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"770ffe38a59f0944a152edec3ce9120b24f09dcaafc9522bc3e31d5aa5576f13"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:50:10.004000+00:00","captured_at":"2026-10-20T19:51:35.228Z","last_trade_at":"2026-10-20T19:51:27.77752346Z","price":36.2,"iv_pct":85.52507277555219,"implied_move_pct":21.06864320512708,"put_call_skew_pp":3.515386642668894,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"2b05333f248a87a3830c910f79227fbd130cd8509357985f6178badd881f814c"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:55:08.636000+00:00","captured_at":"2026-10-20T19:59:21.507Z","last_trade_at":"2026-10-20T19:59:20.965041832Z","price":36.17,"iv_pct":88.42371673905694,"implied_move_pct":21.651984471358297,"put_call_skew_pp":4.028549823192529,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"6bc7f7160baf91d8823014b10abdc55a408fd62ca28c06160f9cd2c0d222f170"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-20T19:56:53.445000+00:00","captured_at":"2026-10-20T20:07:22.472Z","last_trade_at":"2026-10-20T20:07:21.615762178Z","price":34.2,"iv_pct":91.47432196946471,"implied_move_pct":20.088331111978853,"put_call_skew_pp":-26.571593841167594,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"a7a44b2a609f5c505fbc9fd3b819f0363db6ac0e2f5367d1a5b57d58eb08e5e8"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:08.581000+00:00","captured_at":"2026-10-21T13:33:32.739Z","last_trade_at":"2026-10-21T13:33:31.733987701Z","price":34.94,"iv_pct":55.896811082982346,"implied_move_pct":13.378104886714551,"put_call_skew_pp":0.009832744528315285,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"4d6b887a3133ba3489f02c7caecf71b3d7b2499043491bfc1ec818f533a1ec6d"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T13:48:23.210000+00:00","captured_at":"2026-10-21T13:49:16.177Z","last_trade_at":"2026-10-21T13:49:15.684598404Z","price":35.11,"iv_pct":54.42843071735132,"implied_move_pct":13.328278988794185,"put_call_skew_pp":3.676797658389197,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"c61116a26cb0a55d466088ce6de36216d12bc843bba80384902f5aa6b77e0a99"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T13:52:37.143000+00:00","captured_at":"2026-10-21T13:57:12.572Z","last_trade_at":"2026-10-21T13:57:08.846147056Z","price":35.615,"iv_pct":53.14052148481597,"implied_move_pct":13.290377711804787,"put_call_skew_pp":3.527113204583643,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"bb733dba9747e02ee415e0d4ef58e9d020ad5027b3b7beed533328f6bbc58f8a"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T13:56:02.511000+00:00","captured_at":"2026-10-21T14:05:38.666Z","last_trade_at":"2026-10-21T14:05:38.207903906Z","price":34.58,"iv_pct":52.13247712015446,"implied_move_pct":12.02149801595219,"put_call_skew_pp":-4.86292844930184,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"30859cefd46edc3b38c257ddf85d9c829af80e860b56388327b4ac9d1a226014"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T14:09:58.184000+00:00","captured_at":"2026-10-21T14:13:42.833Z","last_trade_at":"2026-10-21T14:13:42.460267353Z","price":34.73,"iv_pct":53.41573104868462,"implied_move_pct":12.46647358823363,"put_call_skew_pp":-0.40683166878513477,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"94a370ef5840a335cfedfbcf0558b2dcd1a70df330ed6f0f8722eaa397bafb64"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T14:15:50.080000+00:00","captured_at":"2026-10-21T14:21:32.513Z","last_trade_at":"2026-10-21T14:21:26.21695015Z","price":34.74,"iv_pct":51.58279274818579,"implied_move_pct":12.116370643275074,"put_call_skew_pp":1.5130361146381,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"4901b64d1f80fad605cdc1990cf4478c81a6640f2f7ca5987e5504cea07e13ea"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T14:35:12.892000+00:00","captured_at":"2026-10-21T14:37:42.310Z","last_trade_at":"2026-10-21T14:37:39.932540081Z","price":34.65,"iv_pct":53.14503254168913,"implied_move_pct":12.413799723768596,"put_call_skew_pp":0.0006120866120840063,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"27000f1c24fb54bdd8cd290ad612ff33299a4c829afe0331ba5015d7aaa0a60a"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T14:43:03.936000+00:00","captured_at":"2026-10-21T14:45:52.873Z","last_trade_at":"2026-10-21T14:45:46.952902896Z","price":34.96,"iv_pct":51.52373052457535,"implied_move_pct":12.486760365980633,"put_call_skew_pp":3.7703871632965846,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"da426f86bf9c94cecd25296ac4504aea5dd42d209077d1ebba07c174ee5f525f"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T15:06:07.472000+00:00","captured_at":"2026-10-21T15:15:12.480Z","last_trade_at":"2026-10-21T15:15:06.46611398Z","price":34.75,"iv_pct":50.896205946649495,"implied_move_pct":12.003287443687153,"put_call_skew_pp":0.6543792652463742,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"66e990495169e963b128d6ac747a59c5dececb1d7ce651632d29c44d2a3aba85"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T15:24:45.454000+00:00","captured_at":"2026-10-21T15:25:52.689Z","last_trade_at":"2026-10-21T15:25:44.247214281Z","price":34.86,"iv_pct":50.66371759097257,"implied_move_pct":12.084406081719772,"put_call_skew_pp":1.6068846030297346,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"284bc2348ead5d13cac16f0e973dcc506f0fcf6ebe6e520f95aad66159cad312"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T15:35:06.048000+00:00","captured_at":"2026-10-21T15:42:07.450Z","last_trade_at":"2026-10-21T15:42:06.716899985Z","price":34.77,"iv_pct":51.79118518707848,"implied_move_pct":12.221482500798544,"put_call_skew_pp":-0.8448798462803664,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"9d6c7b940f90b72cf51e74e4c25944c20d718a6e17654c9691cdf64843bde2ed"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T15:48:02.249000+00:00","captured_at":"2026-10-21T15:54:59.421Z","last_trade_at":"2026-10-21T15:54:53.199950522Z","price":34.71,"iv_pct":51.194860620809045,"implied_move_pct":11.97789566041098,"put_call_skew_pp":-1.9324569357266896,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"a117811fddcad8f0fd8a45c30127e5e1126b6e045e7183bc5dbd6ca62fcb5048"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T15:54:37.862000+00:00","captured_at":"2026-10-21T16:05:39.540Z","last_trade_at":"2026-10-21T16:05:36.332816659Z","price":34.64,"iv_pct":51.200062225419074,"implied_move_pct":11.88584593033664,"put_call_skew_pp":-2.7604776769319495,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"72e8ceda728a8514fab6aaa89a2b48f88ece40b424483804fe9524ca45cd5a8e"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T16:05:09.091000+00:00","captured_at":"2026-10-21T16:15:56.809Z","last_trade_at":"2026-10-21T16:15:56.447256437Z","price":34.84,"iv_pct":50.89532760186327,"implied_move_pct":12.054706322255413,"put_call_skew_pp":-0.514251967029089,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"a0ffbc5bbc2d542c509f8ce646c172e0ddcb8b551018234146581b68528420c7"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T16:13:39.547000+00:00","captured_at":"2026-10-21T16:26:06.481Z","last_trade_at":"2026-10-21T16:26:03.211195329Z","price":34.91,"iv_pct":50.79232514402335,"implied_move_pct":12.13791834928255,"put_call_skew_pp":-1.597585600455409,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"0ce972b84f788ad4425e62dd1342bca0fb1144a1d8e0733927aac102dbbbc804"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T16:26:19.876000+00:00","captured_at":"2026-10-21T16:36:24.463Z","last_trade_at":"2026-10-21T16:36:21.3246051Z","price":34.85,"iv_pct":50.72777402602511,"implied_move_pct":12.033482734572711,"put_call_skew_pp":-4.5941897785870545,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"30d14795c29c8925bd606b4089bc8d8f14b23d4157564d5b9923931d1fb6de42"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T16:39:09.081000+00:00","captured_at":"2026-10-21T16:46:41.233Z","last_trade_at":"2026-10-21T16:46:19.944207508Z","price":34.81,"iv_pct":50.30354322171788,"implied_move_pct":11.909803085709138,"put_call_skew_pp":-2.5079263819698494,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"adb4f42b47830a7e1fd1cca5513f26aec600ec50b6ae11baaecc16674e4b5947"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T16:55:00.769000+00:00","captured_at":"2026-10-21T16:56:57.222Z","last_trade_at":"2026-10-21T16:56:43.11290393Z","price":34.615,"iv_pct":49.30389212496461,"implied_move_pct":11.415710355529423,"put_call_skew_pp":-0.887640884667118,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"0119437de3faeb7b3ec1d7e9ce12ef578ba3875764eb8b8ce917233ca3f0ab14"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T17:09:08.987000+00:00","captured_at":"2026-10-21T17:11:52.128Z","last_trade_at":"2026-10-21T17:11:45.548755857Z","price":34.75,"iv_pct":48.68959954396732,"implied_move_pct":11.483476733860336,"put_call_skew_pp":0.9193600457320095,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"c1298c49e2de233a2d77537e69c7b2d08f856191e1e299e269b4b1882e8feabb"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T17:12:18.152000+00:00","captured_at":"2026-10-21T17:25:42.544Z","last_trade_at":"2026-10-21T17:24:50.363451653Z","price":34.945,"iv_pct":50.60067096933032,"implied_move_pct":12.160254795515076,"put_call_skew_pp":-0.2797782327448983,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"1e6c23564b677af4af4fec0ce4f44a268b8b36124f0b24a9a6c4720efd578afd"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T17:22:58.350000+00:00","captured_at":"2026-10-21T17:36:22.541Z","last_trade_at":"2026-10-21T17:36:13.132032186Z","price":34.895,"iv_pct":49.670546535037666,"implied_move_pct":11.865937133447511,"put_call_skew_pp":-0.3745914802149197,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"be3c32cea11df5c3ee510fc9a18944b6cdace62825fbc3067fce4985d8417c36"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T17:39:09.655000+00:00","captured_at":"2026-10-21T17:46:33.509Z","last_trade_at":"2026-10-21T17:46:27.448407071Z","price":35,"iv_pct":48.92710884864765,"implied_move_pct":11.869001901856818,"put_call_skew_pp":0.953500315628103,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"05d5ab0cf9a99bd01dc2c664965b2294a099287d6efa51e4b91f66a1857059c8"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T17:48:00.084000+00:00","captured_at":"2026-10-21T17:57:48.045Z","last_trade_at":"2026-10-21T17:57:47.357978996Z","price":34.97,"iv_pct":49.16949077997612,"implied_move_pct":11.87913697068352,"put_call_skew_pp":0.7050661695460425,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"6ded03c8dd27a04fda9b34ef6476fb6a431538e36d739b959d74fc2acaccd1e9"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T17:58:44.901000+00:00","captured_at":"2026-10-21T18:09:14.843Z","last_trade_at":"2026-10-21T18:09:10.36174269Z","price":35.09,"iv_pct":49.23949411877192,"implied_move_pct":12.054850500493929,"put_call_skew_pp":1.2444929186337106,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"f2d401de04fec19704cd3ad88aff924d24b3f0cb7d2d80c5e2cabfe869832074"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T18:13:23.934000+00:00","captured_at":"2026-10-21T18:20:07.927Z","last_trade_at":"2026-10-21T18:19:48.970499905Z","price":35.17,"iv_pct":49.58790896620051,"implied_move_pct":12.277392227936973,"put_call_skew_pp":3.509613310027798,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"04d1d971a3f719820071c8c22d512c8223b0c326c5b10533972b4682ac4cd7e5"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T18:22:54.406000+00:00","captured_at":"2026-10-21T18:30:25.033Z","last_trade_at":"2026-10-21T18:30:22.613949023Z","price":35.05,"iv_pct":49.25790314251427,"implied_move_pct":11.979134991977327,"put_call_skew_pp":0.876753102279948,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"89beadd07d00c1d422be89edbd0b8e016af8535ef188c4aeff1b23a959ace732"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T18:37:02.245000+00:00","captured_at":"2026-10-21T18:40:40.142Z","last_trade_at":"2026-10-21T18:40:36.013869838Z","price":35.1,"iv_pct":49.061927496623504,"implied_move_pct":12.013288624872006,"put_call_skew_pp":1.423260388305303,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"c007bafda8e33ca1d67f67d6456877d2f28965af11bb88a146ef63a4efeef099"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T18:39:09.194000+00:00","captured_at":"2026-10-21T18:50:56.520Z","last_trade_at":"2026-10-21T18:50:55.837430234Z","price":35.17,"iv_pct":48.26022500738313,"implied_move_pct":11.962595975674915,"put_call_skew_pp":3.360929722820194,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"7d619ff2de4147bec3d84f64b1f5e72e8132591c0fd8b84b1e1b7d4201d9e8e6"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T18:49:12.302000+00:00","captured_at":"2026-10-21T19:03:28.580Z","last_trade_at":"2026-10-21T19:03:21.707267513Z","price":35.255,"iv_pct":48.78506078610793,"implied_move_pct":12.209264842672509,"put_call_skew_pp":3.143937520263834,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"11e8f211d14ce02f1d3c25e3dccaacc64a4ea6e3b977fe815d9d6b60e632cf27"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T19:07:18.876000+00:00","captured_at":"2026-10-21T19:14:23.360Z","last_trade_at":"2026-10-21T19:14:21.814496862Z","price":35.385,"iv_pct":49.52327476590531,"implied_move_pct":12.558471096717621,"put_call_skew_pp":3.1711097697481483,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"80087b05226202a40d027e8e301db01309b7116cc8837743d2a67cfcdc825294"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T19:11:03.232000+00:00","captured_at":"2026-10-21T19:24:46.982Z","last_trade_at":"2026-10-21T19:24:39.200368256Z","price":35.6,"iv_pct":50.25282319297034,"implied_move_pct":12.680830326942422,"put_call_skew_pp":2.822857887046565,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"c8334ac27e426881bcbe70381d60b84f765273849218bccd52200835d95c1dbf"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T19:29:09.228000+00:00","captured_at":"2026-10-21T19:35:08.792Z","last_trade_at":"2026-10-21T19:35:08.218930993Z","price":35.67,"iv_pct":51.01420664268473,"implied_move_pct":12.90590811428404,"put_call_skew_pp":0.10873202829744244,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"d721268d042bcef38d797da86c4c0b536d4a6668d44859859948ec9884249e45"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T19:37:29.003000+00:00","captured_at":"2026-10-21T19:45:36.303Z","last_trade_at":"2026-10-21T19:45:35.661132151Z","price":35.625,"iv_pct":50.89547547643043,"implied_move_pct":12.768295660466352,"put_call_skew_pp":3.324580017945772,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"17fb1725ed7fc5d05103920c330626968caaf778b2c84a6797b142f323021fd4"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-21T19:47:12.260000+00:00","captured_at":"2026-10-21T19:56:05.381Z","last_trade_at":"2026-10-21T19:56:04.907227503Z","price":35.4925,"iv_pct":45.631378102353295,"implied_move_pct":11.126170491534433,"put_call_skew_pp":4.971594004658991,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"750f9edb68b915ab27cad0174725cefea818bc5187674ec9ab50ccbcb6a51b9b"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-22T14:47:15.625000+00:00","captured_at":"2026-10-22T14:52:36.540Z","last_trade_at":"2026-10-22T14:52:31.980832173Z","price":36.9,"iv_pct":50.19940473491678,"implied_move_pct":12.618848531487876,"put_call_skew_pp":3.070198707578453,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"718051b6445f80f8117fc3b1ba0a2b0878cb4fc6f9128cc70541e64ac90bcb7b"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:50.273000+00:00","captured_at":"2026-10-22T22:02:07.526Z","last_trade_at":"2026-10-22T20:00:02.140992815Z","price":36.65,"iv_pct":48.99591178283518,"implied_move_pct":12.319368695242519,"put_call_skew_pp":0.9438656556505776,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"154130dc6e68022dcac95c23459cc86ccc38bbe0c76f23c89b60d6704f952ff5"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:57.732000+00:00","captured_at":"2026-10-23T22:15:08.516Z","last_trade_at":"2026-10-23T20:00:01.011951589Z","price":36.42,"iv_pct":52.93168076058619,"implied_move_pct":13.235617064492683,"put_call_skew_pp":-1.2063932742420236,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"33cbf7fac3aa5656c36e092aaa61f3f3e39dab9333eb81b6141be8dd16353cf9"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-26T17:16:39.125000+00:00","captured_at":"2026-10-26T17:23:24.450Z","last_trade_at":"2026-10-26T17:23:18.928721982Z","price":36.205,"iv_pct":49.70139590914687,"implied_move_pct":11.38733578377154,"put_call_skew_pp":2.735878160177385,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"dc4f0cbfc3d359e064ce9c059600edf1809d3525ad74aa9c41319fd36ad0df87"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:59.712000+00:00","captured_at":"2026-10-27T03:35:40.724Z","last_trade_at":"2026-10-26T20:29:31.211652108Z","price":36.72,"iv_pct":51.704276361115944,"implied_move_pct":12.248381112566676,"put_call_skew_pp":1.1055372790558238,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"5caf54135a34fe8697e3097c70aa5f20fb79e1df96c7bacd3483a80cab306684"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-27T19:50:03.591000+00:00","captured_at":"2026-10-27T21:33:37.342Z","last_trade_at":"2026-10-27T20:17:38.233565285Z","price":34.85,"iv_pct":50.75522728134902,"implied_move_pct":10.487301739731514,"put_call_skew_pp":-3.89716666840193,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"c7dcbd8fd7ef5cda7d7ca27c87f6e8886f31e2e827265186faadd9d3cf42845a"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-28T15:10:13.820000+00:00","captured_at":"2026-10-28T15:17:04.968Z","last_trade_at":"2026-10-28T15:16:45.458098625Z","price":35.14,"iv_pct":50.324937903626434,"implied_move_pct":10.574107657087215,"put_call_skew_pp":4.330239654613155,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"eb20a907da3a9e54c2fd712150797933219c3bd85b7f27910546dc0822090373"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-28T19:54:59.447000+00:00","captured_at":"2026-10-28T23:33:03.069Z","last_trade_at":"2026-10-28T22:11:13.162589823Z","price":35,"iv_pct":50.44237940723505,"implied_move_pct":10.59318711728456,"put_call_skew_pp":0.03459386442078438,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"5f69261c54732d52f7104aca37db8a7a5cc7c8b6dcae202131be3ea76242c99d"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:13.349000+00:00","captured_at":"2026-10-30T01:44:57.372Z","last_trade_at":"2026-10-29T23:21:13.251464192Z","price":33.5001,"iv_pct":51.46143446294458,"implied_move_pct":11.073108010072353,"put_call_skew_pp":-11.51161354287722,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"aea773373eae5826dec9a6a4ad7ea2a9493887da0df963a3826987355605f0b0"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-30T15:15:29.588000+00:00","captured_at":"2026-10-30T15:26:51.002Z","last_trade_at":"2026-10-30T15:26:43.409952987Z","price":33.855,"iv_pct":54.57745681844018,"implied_move_pct":11.473962111609792,"put_call_skew_pp":-1.7743486998304858,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"478a9841544f651f954ab6ae69effe8fb42a43032b7a7a4a5c0b855194b5b424"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:13.835000+00:00","captured_at":"2026-10-31T00:45:26.480Z","last_trade_at":"2026-10-30T20:00:01.568491574Z","price":33.93,"iv_pct":49.98711544423716,"implied_move_pct":10.677563225258162,"put_call_skew_pp":-20.92826883775546,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"94f202fc76f0e1a22d0e0f0beb90f2139d86c5b7aebc858527cf1867609d71ee"},{"symbol":"PEGA","expiry":"2026-11-20","observed_at":"2026-11-02T20:54:59.828000+00:00","captured_at":"2026-11-03T03:23:33.275Z","last_trade_at":"2026-11-02T21:33:55.299158225Z","price":34.58,"iv_pct":47.76573083099389,"implied_move_pct":9.090048977582338,"put_call_skew_pp":7.1503313617734765,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/PEGA","source_hash":"047c8e8a36cd189395e97f4f7e78922e2da9e59a029e8131c0845bdbc83d45dd"}],"dailyIv":[{"symbol":"PEGA","date":"2026-08-06","iv_pct":59.865832256594715,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":64.11515378043572,"put_iv_pct":69.82158892491893},{"expiry":"2026-09-18","call_iv_pct":55.979510664993725,"put_iv_pct":55.70136007827789},{"expiry":"2026-12-18","call_iv_pct":57.90051157125456,"put_iv_pct":60.71970775095298},{"expiry":"2027-01-15","call_iv_pct":54.89185498489425,"put_iv_pct":59.796970297029695}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1133022f667b47b45180faa3aee22a2d9b83ad518ef257fd7fc8ed7e1d8b1a47","captured_at":"2026-10-22T13:57:48.271946+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":"fc9168877d1b2706fa1cee79e148decc0b48c9f5f8411af743dd8f2168a5b5d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"8ff3211027a4a6ea619e4efbe5549f4d4efe865676f4deb94a339d966ff0e1d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-09-18","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":"18c9045aa4477ea4e57bc15aa88c27b726160c745a9089a7811408c27c714ef9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","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":"31796424b1dffc5b155708a766bbe3a17cef31906ddcc86c5b43356370bd07cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","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":"515266da1d522aa797b85893dcf524310cfef70440174b6dd790780a967015d6"}]},{"symbol":"PEGA","date":"2026-08-21","iv_pct":54.243438965832205,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":49.44593,"put_iv_pct":46.23685728015377},{"expiry":"2026-10-16","call_iv_pct":52.713483912902184,"put_iv_pct":51.93277305205852},{"expiry":"2026-11-20","call_iv_pct":59.63505956112852,"put_iv_pct":61.45692956050573},{"expiry":"2026-12-18","call_iv_pct":56.926,"put_iv_pct":55.60047835990889}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"510629e5bbcdd0ef8bf86a357e19a6016e203ba2fb0d331fc4dc3ea888ee0c18","captured_at":"2026-10-22T13:57:20.265175+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":"aedec3e5ad2e383539b9760dffc89c0f5f0972e346f668296f1c42c322f386ba"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"c5f9743e055322aef124f25283f49234bd29a87e0580bc53097555338a3ad7b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f98889a9998f5f076d874b652ae2ca0dc71a33cd493df1e103c5c0a74db1e0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3a3a4b80fa2c14c9c64876ef408b5e5c44bc8ba023f62e1b0c9458905fbea126"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7e175b1264a4d561edd30cf8c8b464dae5d23c0c594d36466ebf0b3478ea28ae"}]},{"symbol":"PEGA","date":"2026-08-24","iv_pct":54.023283505011136,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.5864290805417,"put_iv_pct":43.95630260277304},{"expiry":"2026-10-16","call_iv_pct":47.64474671669793,"put_iv_pct":54.75780743565301},{"expiry":"2026-11-20","call_iv_pct":60.817632344386276,"put_iv_pct":62.433493150684924},{"expiry":"2026-12-18","call_iv_pct":57.524056939501776,"put_iv_pct":56.4657997698504}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dfa1601165f2979381c0ba8c2ed70f8940cdb0b2d5c18052c21e79bbbdda65e0","captured_at":"2026-10-22T13:57:14.546023+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":"3d09f5994da4a9e0eea4fb3c6f9ec2da5023e21e4233b14da1c12b930faa5c45"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"b64b1d50173753b90c2c81a289c84ad0e299188f0aaa0f48e7811ca02f8b60c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba9e94e480359faa3f1fd68e41650460b7ffb2fa1b20744de11087556460987f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7a76a57abaca9a9c87696f387bdb16c4a759b682e4a6e5368cd3934d1e15daf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97f48934fb3c6f339d6bf7a11aa644fce5ab509e44ce3a8f6e8fe3106adda613"}]},{"symbol":"PEGA","date":"2026-08-25","iv_pct":52.885464541384906,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.65879931389365,"put_iv_pct":46.62606906014178},{"expiry":"2026-10-16","call_iv_pct":47.85471749489448,"put_iv_pct":48.78423195347246},{"expiry":"2026-11-20","call_iv_pct":58.48799999999999,"put_iv_pct":58.47190156599553},{"expiry":"2026-12-18","call_iv_pct":57.14175257731958,"put_iv_pct":57.0582443653618}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"85654d948bbd7373f683ccc0b922509ab062fa988cc9bc3f3c3d7bd5f17d4f55","captured_at":"2026-10-22T13:57:12.745554+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":"fb6df1daa23d65bd4cfe2a0b0f6d51f3afc28ef385dff281a3ec88a187c30a97"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"b64b1d50173753b90c2c81a289c84ad0e299188f0aaa0f48e7811ca02f8b60c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba9e94e480359faa3f1fd68e41650460b7ffb2fa1b20744de11087556460987f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7a76a57abaca9a9c87696f387bdb16c4a759b682e4a6e5368cd3934d1e15daf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97f48934fb3c6f339d6bf7a11aa644fce5ab509e44ce3a8f6e8fe3106adda613"}]},{"symbol":"PEGA","date":"2026-08-26","iv_pct":52.39403739803982,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":49.06882149046794,"put_iv_pct":44.88321014181349},{"expiry":"2026-10-16","call_iv_pct":49.896321760055,"put_iv_pct":46.3093471810089},{"expiry":"2026-11-20","call_iv_pct":57.07628901734104,"put_iv_pct":57.32727272727273},{"expiry":"2026-12-18","call_iv_pct":57.58192396313364,"put_iv_pct":57.0091129032258}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bddb7dcf0877aadb9a2c4fcb26c317e5eeb4b7d86250f6043bb75ab00b5f9bbf","captured_at":"2026-10-22T13:57:11.026664+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":"df944f27172ec1065ec56422bcea02f8d5454f085520ffdafe861b3441082a18"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"b64b1d50173753b90c2c81a289c84ad0e299188f0aaa0f48e7811ca02f8b60c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba9e94e480359faa3f1fd68e41650460b7ffb2fa1b20744de11087556460987f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7a76a57abaca9a9c87696f387bdb16c4a759b682e4a6e5368cd3934d1e15daf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97f48934fb3c6f339d6bf7a11aa644fce5ab509e44ce3a8f6e8fe3106adda613"}]},{"symbol":"PEGA","date":"2026-08-27","iv_pct":53.35175175950509,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.901935483870965,"put_iv_pct":48.85018312101911},{"expiry":"2026-10-16","call_iv_pct":48.812945652173916,"put_iv_pct":49.326171958615774},{"expiry":"2026-11-20","call_iv_pct":58.84295010845987,"put_iv_pct":58.621798107255515},{"expiry":"2026-12-18","call_iv_pct":55.61135458167331,"put_iv_pct":57.84667506297229}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"622487bba95e304b9c6a88887e11f7e84a622a139790f598b348590cd6cb315a","captured_at":"2026-10-22T13:57:08.849225+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":"91cbbaccc9c17f1882e98b969f9169fa450cc93fb420cb21c9c3679e91267f43"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"b64b1d50173753b90c2c81a289c84ad0e299188f0aaa0f48e7811ca02f8b60c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba9e94e480359faa3f1fd68e41650460b7ffb2fa1b20744de11087556460987f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7a76a57abaca9a9c87696f387bdb16c4a759b682e4a6e5368cd3934d1e15daf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97f48934fb3c6f339d6bf7a11aa644fce5ab509e44ce3a8f6e8fe3106adda613"}]},{"symbol":"PEGA","date":"2026-08-28","iv_pct":52.467842959942274,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":45.99025840384176,"put_iv_pct":45.46171348966798},{"expiry":"2026-10-16","call_iv_pct":48.36798376184033,"put_iv_pct":49.37878205128205},{"expiry":"2026-11-20","call_iv_pct":58.73705501618123,"put_iv_pct":58.08179757511861},{"expiry":"2026-12-18","call_iv_pct":56.49418952618455,"put_iv_pct":57.23096385542169}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e5b3d35d8db2ee56b5083294967f5ee49c8effb0a78d36129c1396c61ed77234","captured_at":"2026-10-22T13:57:07.086880+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":"1f9e7180097d47d3104ee00525c1d76b6ebd24b400e30df60489edf3471dadbe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"b64b1d50173753b90c2c81a289c84ad0e299188f0aaa0f48e7811ca02f8b60c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba9e94e480359faa3f1fd68e41650460b7ffb2fa1b20744de11087556460987f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7a76a57abaca9a9c87696f387bdb16c4a759b682e4a6e5368cd3934d1e15daf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97f48934fb3c6f339d6bf7a11aa644fce5ab509e44ce3a8f6e8fe3106adda613"}]},{"symbol":"PEGA","date":"2026-08-31","iv_pct":53.01593079364186,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":47.08314763821224,"put_iv_pct":49.009830134568716},{"expiry":"2026-10-16","call_iv_pct":47.700082209799405,"put_iv_pct":49.82034435731333},{"expiry":"2026-11-20","call_iv_pct":57.33786851566512,"put_iv_pct":58.91302742616033},{"expiry":"2026-12-18","call_iv_pct":56.08493133583021,"put_iv_pct":58.17821473158552}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6f41b84ad79f1236ea2e7feedcbc0ab1859932c4de5c0fdb1713bc78deb79100","captured_at":"2026-10-22T13:56:57.065867+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":"0bd2eb0597f54133e39ecdc271bf78a159a9acab6942a1ab52efeb997d72052c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"6f2635c520e2d5f380f58becec60d2dc50949432e7f8db74175b231d466e643e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-10-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e599b248239df9429ebb699a2d6b839e910873eefac6df9beb05b7076487c8e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","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":"0cf1ad7c4693e66db18cde609c2e9c9a6c074b4dee9be795728925db0f36a545"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","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":"2ffe8d146967960254d9e14190e41806272a23697c615a34fc3e3716768f3d01"}]},{"symbol":"PEGA","date":"2026-09-09","iv_pct":55.51255575942034,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":56.17959343959345,"put_iv_pct":44.27747036569987},{"expiry":"2026-10-16","call_iv_pct":52.700314136125655,"put_iv_pct":52.77008666047662},{"expiry":"2026-11-20","call_iv_pct":63.454696356275306,"put_iv_pct":60.6085527638191},{"expiry":"2026-12-18","call_iv_pct":57.59764512595839,"put_iv_pct":56.512087227414334}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5c185768bf698d20fe1db92dfeeb1c1d24ce465d9d9a25035a12d7bcd5ef2b08","captured_at":"2026-10-22T13:56:42.010742+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":"c109a6af155b006cb58222157f63fe1a0d096119227c1e4f993a46b8686df41b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"6c51d00f236270983dc02b80383025f74a83da0896b848fdccb0e0c81587575a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d794f547b2e0b63aa4e986a6c2585f3736e8e1140ec7247349f87cd6b15afbc0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e865639a159b750c3cb5264a995d5b067e3cde70dae7a4508eb09af1ab437e4e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9dc29b29ab75fac427ff53ef7bef29b105852471ea83bf3dacd97b46db20f4a7"}]},{"symbol":"PEGA","date":"2026-09-18","iv_pct":57.20753477962279,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":49.87492488569563,"put_iv_pct":49.47859380097879},{"expiry":"2026-11-20","call_iv_pct":65.99684945680289,"put_iv_pct":62.75777891504606},{"expiry":"2026-12-18","call_iv_pct":58.74966101694915,"put_iv_pct":58.293655462184866},{"expiry":"2027-01-15","call_iv_pct":56.0991042047532,"put_iv_pct":56.409710494571776}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"691d388157b137d76b7f08c34c4056a9b7ba9af9f856a8d56ca7ec137c078d82","captured_at":"2026-10-22T13:56:24.488373+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":"75b5acfa564ccad4ff76248c5038589ac1838184e6b4254a703a115cc506aad4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"850cd80b9fb82c5f4b112515dc01c8abcd1778632f6eb2a4d6c2154378135d52"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fd27d96e9da08cca3941fc1df594b97ad09a6009431d8fa824257e4dfd956b80"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7d618fdd7bc61d8b0412c816379a671abd5246c7845118c24f48b2ebecdd5d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"41ba776fcc27672dc8bed2acb4cf83b05ad0d6691a076c2ee4f7b71947bacf48"}]},{"symbol":"PEGA","date":"2026-09-21","iv_pct":56.264380746723745,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.647833007539795,"put_iv_pct":51.73534150612959},{"expiry":"2026-11-20","call_iv_pct":58.821708889912486,"put_iv_pct":63.276772591857},{"expiry":"2026-12-18","call_iv_pct":58.12831813576494,"put_iv_pct":58.551212121212124},{"expiry":"2027-01-15","call_iv_pct":54.92406019307212,"put_iv_pct":56.02979952830188}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d5ff7fd54299b2ecd745ec3b8fd86551e1d8ad67a7fa61ad34412de861b68e36","captured_at":"2026-10-22T13:56:22.379474+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":"fcd70aed33577e203dcaff773b2d88729a56c6a0663d638f6e7d22c9c401b3f4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"850cd80b9fb82c5f4b112515dc01c8abcd1778632f6eb2a4d6c2154378135d52"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fd27d96e9da08cca3941fc1df594b97ad09a6009431d8fa824257e4dfd956b80"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b7d618fdd7bc61d8b0412c816379a671abd5246c7845118c24f48b2ebecdd5d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"41ba776fcc27672dc8bed2acb4cf83b05ad0d6691a076c2ee4f7b71947bacf48"}]},{"symbol":"PEGA","date":"2026-09-22","iv_pct":57.160162858979064,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":49.26084033613446,"put_iv_pct":50.92674843126069},{"expiry":"2026-11-20","call_iv_pct":62.010512295081966,"put_iv_pct":64.50581716036771},{"expiry":"2026-12-18","call_iv_pct":57.599194699286436,"put_iv_pct":59.16074921956296},{"expiry":"2027-01-15","call_iv_pct":55.7343062200957,"put_iv_pct":58.0831345100426}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"51a83099827f03a90e560a0533f031ac2d5677b95b1ccb821a1f4bc3dc38a377","captured_at":"2026-10-22T13:56:16.729808+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":"aabc2acf5bb93804e1884185cfacbc351851734d4cafe444e86140ac6b9778d8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"fe01a864ef8e1fcf11b3448e20aa089a822f2fdc718d16b991d0c6b52f3a1686"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85ade1257e2f52e9a1b3fb9ce8e34ec39de4aa0998748a792641125dc9c1587"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0ef80bf81a719132876e231fc55ed549f45af1e72375278a5cf0b3c57579514b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1d462de1d205e192ce9f39669e5c8c52ce5fee459fda6e3978b23c10e3be363"}]},{"symbol":"PEGA","date":"2026-09-23","iv_pct":58.21603304480993,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":51.73198329853863,"put_iv_pct":52.34004043545878},{"expiry":"2026-11-20","call_iv_pct":63.48881067961165,"put_iv_pct":65.34443324937027},{"expiry":"2026-12-18","call_iv_pct":59.97560381355932,"put_iv_pct":58.45556012332991},{"expiry":"2027-01-15","call_iv_pct":57.10081334113517,"put_iv_pct":57.29101941747573}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"693ae58150d63a98a805e4bfd922c6bcb9a36c58d319b3b7de07ae646786677f","captured_at":"2026-10-22T13:56:14.154285+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":"e485ee363c278ae92188a5c0e779575cd46944980cd5ac4db44580c15d26349c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"fe01a864ef8e1fcf11b3448e20aa089a822f2fdc718d16b991d0c6b52f3a1686"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85ade1257e2f52e9a1b3fb9ce8e34ec39de4aa0998748a792641125dc9c1587"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0ef80bf81a719132876e231fc55ed549f45af1e72375278a5cf0b3c57579514b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1d462de1d205e192ce9f39669e5c8c52ce5fee459fda6e3978b23c10e3be363"}]},{"symbol":"PEGA","date":"2026-09-24","iv_pct":57.89022215077071,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.88334209897203,"put_iv_pct":53.01887518142235},{"expiry":"2026-11-20","call_iv_pct":64.9549023535303,"put_iv_pct":61.42751633986928},{"expiry":"2026-12-18","call_iv_pct":60.53542541436464,"put_iv_pct":59.302514177693766},{"expiry":"2027-01-15","call_iv_pct":56.53623134328358,"put_iv_pct":58.462970297029706}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"80d7d3b8d7f677a8451e7ab5a0f68cf5b4c6f4098d2b5b8863958c50feae1b25","captured_at":"2026-10-22T13:56:12.308067+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":"f070341f74abf0720521fce0472b345d5615241cd44fe402cb53c81a45900d93"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"fe01a864ef8e1fcf11b3448e20aa089a822f2fdc718d16b991d0c6b52f3a1686"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85ade1257e2f52e9a1b3fb9ce8e34ec39de4aa0998748a792641125dc9c1587"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0ef80bf81a719132876e231fc55ed549f45af1e72375278a5cf0b3c57579514b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1d462de1d205e192ce9f39669e5c8c52ce5fee459fda6e3978b23c10e3be363"}]},{"symbol":"PEGA","date":"2026-09-25","iv_pct":57.116011218384735,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":51.601290473955885,"put_iv_pct":49.804043642841236},{"expiry":"2026-11-20","call_iv_pct":62.75722196585141,"put_iv_pct":61.76882352941176},{"expiry":"2026-12-18","call_iv_pct":62.616817702845104,"put_iv_pct":56.231584984358705},{"expiry":"2027-01-15","call_iv_pct":56.59557142857143,"put_iv_pct":55.55273601924233}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f5d5ceb3d63234f0091d6d6eb529595cbdd29c1c4dcc40212466d1615ee2656","captured_at":"2026-10-22T13:56:10.422819+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":"43e1cf69b7e6a59d0957888d8d742b9e2d6a8807f7d97fc87b95a7f0d23e786a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"fe01a864ef8e1fcf11b3448e20aa089a822f2fdc718d16b991d0c6b52f3a1686"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85ade1257e2f52e9a1b3fb9ce8e34ec39de4aa0998748a792641125dc9c1587"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0ef80bf81a719132876e231fc55ed549f45af1e72375278a5cf0b3c57579514b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1d462de1d205e192ce9f39669e5c8c52ce5fee459fda6e3978b23c10e3be363"}]},{"symbol":"PEGA","date":"2026-09-28","iv_pct":59.45134723498457,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":53.42545534924845,"put_iv_pct":55.03398280802293},{"expiry":"2026-11-20","call_iv_pct":65.61904761904762,"put_iv_pct":64.69288870008496},{"expiry":"2026-12-18","call_iv_pct":61.17,"put_iv_pct":60.42410852713178},{"expiry":"2027-01-15","call_iv_pct":57.289517241379315,"put_iv_pct":57.955777634961436}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e68375865ced0ac438c048dff8f76fcc5c766678a805e847d0d4bd7a3b9b231c","captured_at":"2026-10-22T13:56:08.510741+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":"ad4ffc37f6f2eb6365d1682f0507c453c82cef3d5cb831c4e5b4ca1a9c17b9a2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"fe01a864ef8e1fcf11b3448e20aa089a822f2fdc718d16b991d0c6b52f3a1686"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a85ade1257e2f52e9a1b3fb9ce8e34ec39de4aa0998748a792641125dc9c1587"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0ef80bf81a719132876e231fc55ed549f45af1e72375278a5cf0b3c57579514b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1d462de1d205e192ce9f39669e5c8c52ce5fee459fda6e3978b23c10e3be363"}]},{"symbol":"PEGA","date":"2026-10-01","iv_pct":59.028110836852306,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":54.20518433707351,"put_iv_pct":51.02245269286754},{"expiry":"2026-11-20","call_iv_pct":66.02,"put_iv_pct":65.6731234256927},{"expiry":"2026-12-18","call_iv_pct":59.86055894308942,"put_iv_pct":59.99310274669379},{"expiry":"2027-01-15","call_iv_pct":57.97957033549146,"put_iv_pct":57.47089421390999}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2ea855e3047c520e8219c95a59d2769e62d69e64c917aa43e1b1db42e010c16d","captured_at":"2026-10-22T13:55:44.379572+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":"8e486f8061087255f1d965ccb7cb68572d83cd654864178c0a4c30e4e5a2202c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"f7dac910f9cb7e08e2cd422abc37d37ccc82a377e2de4862f934806581d2e7b6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edd0c6a0cd88a62d1bd6017f3881fad2bd42c5b5d9ff3467a282d18222b77765"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b1ab4d70cbc124a01bd982563cbeedd65d0cda745ecfbe25a59a055c3e6d9fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e4ae04595ac798b2f30de88f6965d44a27cdc5a7828e01226135d2509cf8cb5"}]},{"symbol":"PEGA","date":"2026-10-02","iv_pct":58.37995699708918,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":53.43055772320404,"put_iv_pct":52.748148875791316},{"expiry":"2026-11-20","call_iv_pct":66.33786814244466,"put_iv_pct":59.95176373399421},{"expiry":"2026-12-18","call_iv_pct":60.11853285328532,"put_iv_pct":59.301256890848954},{"expiry":"2027-01-15","call_iv_pct":57.53897555296857,"put_iv_pct":57.61255220417634}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"55343f418d1de97e2bad7f5065d33ef8dde6636707b7820c30809618587fc591","captured_at":"2026-10-22T13:55:42.434928+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":"1cf9752f44afbe3848a11e3065212c00ed47d62c4038ffed29b5866a536e8cdc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"f7dac910f9cb7e08e2cd422abc37d37ccc82a377e2de4862f934806581d2e7b6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edd0c6a0cd88a62d1bd6017f3881fad2bd42c5b5d9ff3467a282d18222b77765"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b1ab4d70cbc124a01bd982563cbeedd65d0cda745ecfbe25a59a055c3e6d9fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e4ae04595ac798b2f30de88f6965d44a27cdc5a7828e01226135d2509cf8cb5"}]},{"symbol":"PEGA","date":"2026-10-05","iv_pct":58.991505224140674,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":52.22787723785166,"put_iv_pct":45.72122484689414},{"expiry":"2026-11-20","call_iv_pct":66.67724227925184,"put_iv_pct":70.22139784946236},{"expiry":"2026-12-18","call_iv_pct":61.23908173562058,"put_iv_pct":61.261500000000005},{"expiry":"2027-01-15","call_iv_pct":56.68721349621874,"put_iv_pct":57.896504347826095}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f3d2ec7f516cafbdf029a8334cb951973e228765b792c64d19727417d3779ad0","captured_at":"2026-10-22T13:55:40.339768+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":"298b5e3dcbd103c733227a83e400c1d87788042cac7770dc35d1bbfc9ed17538"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"f7dac910f9cb7e08e2cd422abc37d37ccc82a377e2de4862f934806581d2e7b6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edd0c6a0cd88a62d1bd6017f3881fad2bd42c5b5d9ff3467a282d18222b77765"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b1ab4d70cbc124a01bd982563cbeedd65d0cda745ecfbe25a59a055c3e6d9fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e4ae04595ac798b2f30de88f6965d44a27cdc5a7828e01226135d2509cf8cb5"}]},{"symbol":"PEGA","date":"2026-10-06","iv_pct":58.779814133727385,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.216289140572954,"put_iv_pct":52.521476463834674},{"expiry":"2026-11-20","call_iv_pct":66.3088943161634,"put_iv_pct":66.90905759162304},{"expiry":"2026-12-18","call_iv_pct":61.58357552581262,"put_iv_pct":60.83535849056604},{"expiry":"2027-01-15","call_iv_pct":56.009294377067256,"put_iv_pct":59.85456716417911}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7ce94d185b0673b69a9293c108f1e5b911923bbfd73554450860de205872beb4","captured_at":"2026-10-22T13:55:38.233270+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":"56216e0ec03303d31d2e45150982ef8b3fe702fec3a111ca8b1de7d176889af2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"f7dac910f9cb7e08e2cd422abc37d37ccc82a377e2de4862f934806581d2e7b6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edd0c6a0cd88a62d1bd6017f3881fad2bd42c5b5d9ff3467a282d18222b77765"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b1ab4d70cbc124a01bd982563cbeedd65d0cda745ecfbe25a59a055c3e6d9fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e4ae04595ac798b2f30de88f6965d44a27cdc5a7828e01226135d2509cf8cb5"}]},{"symbol":"PEGA","date":"2026-10-07","iv_pct":59.38990823179032,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":59.51917147934252,"put_iv_pct":47.74547653504238},{"expiry":"2026-11-20","call_iv_pct":65.98938641686183,"put_iv_pct":64.38102040816327},{"expiry":"2026-12-18","call_iv_pct":62.63484095427435,"put_iv_pct":59.59797335870599},{"expiry":"2027-01-15","call_iv_pct":58.25588100686498,"put_iv_pct":56.995515695067255}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7e06c7221db1f71a525f807e95f4dd4ab4908966de42f631906f50b9436a904f","captured_at":"2026-10-22T13:55:36.488262+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":"3dcf19fa414dd53a7849d8b5f0a9a9f297a03beb89c41c56e9c87733794cb656"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"f7dac910f9cb7e08e2cd422abc37d37ccc82a377e2de4862f934806581d2e7b6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edd0c6a0cd88a62d1bd6017f3881fad2bd42c5b5d9ff3467a282d18222b77765"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b1ab4d70cbc124a01bd982563cbeedd65d0cda745ecfbe25a59a055c3e6d9fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e4ae04595ac798b2f30de88f6965d44a27cdc5a7828e01226135d2509cf8cb5"}]},{"symbol":"PEGA","date":"2026-10-16","iv_pct":64.82264449662289,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":73.12751558752997,"put_iv_pct":75.24219755323969},{"expiry":"2026-12-18","call_iv_pct":63.18191650853889,"put_iv_pct":62.517662213740465},{"expiry":"2027-01-15","call_iv_pct":61.10165914221219,"put_iv_pct":60.45586944288126},{"expiry":"2027-03-19","call_iv_pct":61.05475618904727,"put_iv_pct":61.899579335793355}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ba8b2f10f8c3c34a378825d5c48ee86c6787f968dbf04354e05c37b56bfd8e9c","captured_at":"2026-10-22T13:55:15.567604+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":"5bafa01611f840621919d3b6a95d3415fef60893eca012c58103651a79cd0872"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","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":"0c5957b19cdf784b8cc07116befba3f4722a35473471a1ea9e1a7c1163ab81e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","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":"c64b0a4b9740972992de4a7a010b08b99e3dc26d396e008125b68e08eb98b056"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","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":"47ae1ab8fdb0e089b25359bc585de69f81e21fc4c2a3be959d03935f7bdc7590"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","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":"ea7e3ccb9e5cfd0915948180e9e383fe6b58b0dff76a74fce3ef4daf4776b4d0"}]},{"symbol":"PEGA","date":"2026-10-19","iv_pct":64.3384875303245,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":74.82990645879734,"put_iv_pct":76.15058323207776},{"expiry":"2026-12-18","call_iv_pct":66.06757,"put_iv_pct":60.46497846683893},{"expiry":"2027-01-15","call_iv_pct":59.10097030752917,"put_iv_pct":59.869377013963486},{"expiry":"2027-03-19","call_iv_pct":59.443026874115986,"put_iv_pct":58.78148788927335}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"20d3513f10b83e2ba0a2821743bfe8562cca0e65dcd792a9f1710f17896a5668","captured_at":"2026-10-21T18:33:57.153147+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":"ec2247035deca81260bd19444288a7426057cec15be8c8a87be07fbe4d835221"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","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":"997845a281b68c4092b5e4ba29979f37c385979d23cdf106d546b7d4016b8b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","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":"5c11a37524322325f25a5825bc64df77a39c64edcd8a1793f47e52ed690f7e45"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","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":"c1b4e07d2c19612586c6f873849b35def5c23028a791c7efa2707f68b818c89d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","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":"d45ec222db535ce492178b1f160d9f200afdf481008375b50e2f8be911e89391"}]},{"symbol":"PEGA","date":"2026-10-20","iv_pct":71.59918517129486,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":89.0895,"put_iv_pct":87.71596321393997},{"expiry":"2026-12-18","call_iv_pct":69.73488697524219,"put_iv_pct":68.69933265925177},{"expiry":"2027-01-15","call_iv_pct":66.81015094339622,"put_iv_pct":63.58657694558221},{"expiry":"2027-03-19","call_iv_pct":63.04472369417109,"put_iv_pct":64.11234693877552}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9fc9e95e08a2e64f3732d63be4a010359572492baaa1493f2c2d4c32f9733c7c","captured_at":"2026-10-21T18:33:56.640856+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":"7ce7800b9d8ac0ec7e8e90428728bbaa7874264364b98d31cb249a19a6025591"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","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":"997845a281b68c4092b5e4ba29979f37c385979d23cdf106d546b7d4016b8b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","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":"5c11a37524322325f25a5825bc64df77a39c64edcd8a1793f47e52ed690f7e45"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","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":"c1b4e07d2c19612586c6f873849b35def5c23028a791c7efa2707f68b818c89d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","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":"d45ec222db535ce492178b1f160d9f200afdf481008375b50e2f8be911e89391"}]},{"symbol":"PEGA","date":"2026-10-21","iv_pct":51.342346059048126,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.39805309734513,"put_iv_pct":49.63785968758563},{"expiry":"2026-12-18","call_iv_pct":51.8491932059448,"put_iv_pct":48.62954209748892},{"expiry":"2027-01-15","call_iv_pct":50.03466753585397,"put_iv_pct":48.24169724770642},{"expiry":"2027-03-19","call_iv_pct":57.47815321477429,"put_iv_pct":55.46960238568589}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bb0f4d21f6a451370279cba92ace5b02ec6309f447dfdf6b35f1e88a22fee034","captured_at":"2026-10-21T23:49:01.188695+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":"PEGA","date":"2026-10-21","format":"json"},"source_hash":"6200ea20cc3642aaab14b91e145535d909f9961c7d45b8b80d21c0aa678b67c0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0788e512374e4ea63fd178c3d32ed889d8c000a3a8705269dde9160bdc1f2a91"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5bd329fb88b144e0bd1546f93710069158b3edd304a8d5e09fcb97f3599b063d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b8bb1bf31cc7e8d9e77dd1a1a3c428047bd0f1399eb23885c973474d5196893e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8d87d6fd18fce06260775b89cef42af9bc33e3f4f856bc7cca409479b7f9c562"}]},{"symbol":"PEGA","date":"2026-10-22","iv_pct":51.192687634147205,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.36214285714286,"put_iv_pct":48.45914634146341},{"expiry":"2026-12-18","call_iv_pct":51.57647619047619,"put_iv_pct":51.114491201224176},{"expiry":"2027-01-15","call_iv_pct":50.50560221504383,"put_iv_pct":49.04100583744948},{"expiry":"2027-03-19","call_iv_pct":54.4190243902439,"put_iv_pct":55.06361204013378}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9d0b9141b471eddcbdc787eee9bc5244bbebe0468ab9d1fa40f35f1002471f28","captured_at":"2026-10-22T22:15:38.273584+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":"PEGA","date":"2026-10-22","format":"json"},"source_hash":"6200ea20cc3642aaab14b91e145535d909f9961c7d45b8b80d21c0aa678b67c0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-11-20","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":"03d46e598cc64aa48a7032af78f6ba02b4f77cb8586a08806348cdd1ba821287"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","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":"6b090c9cfe4833ba2b5eeb64a3c4e60b78d747b72a59f3ca07aa911045a5c950"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","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":"1f0debe05a9f2a080bdf7e20dccaf9dedbe9b52c0755c6ef54df71e53686d3c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","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":"2b8ae5a86f4eae86d57b29793ce35c4d49856211c825b1437636373e31523857"}]},{"symbol":"PEGA","date":"2026-10-23","iv_pct":52.489812335894584,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.07472199397425,"put_iv_pct":57.04641221374046},{"expiry":"2026-12-18","call_iv_pct":51.54822663723325,"put_iv_pct":53.04771105308964},{"expiry":"2027-01-15","call_iv_pct":48.44903512672299,"put_iv_pct":52.22353310778154},{"expiry":"2027-03-19","call_iv_pct":52.92960922485587,"put_iv_pct":55.59924932975871}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d922494c89f5719fa5791a7540e755101ace8b4cc8a4d3bddc116e63dccec348","captured_at":"2026-10-23T22:21:52.361124+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":"PEGA","date":"2026-10-23","format":"json"},"source_hash":"5dd3831d29d191f738d76f61a9561f3f31cb445f586aff3d14cc0312d13bf269"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"59d1c3fbc32db4cbdb0cf5d9a8671f32dd18b2b6c6f77fd42d7a23a50e216e1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a6db61f7daf9a38a55084a6b4e1b31c4f9aaa5f71ce56d4959f48a478b9fb93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"22751fd7bdee46e56b1fe574172fbdf7cb6833ded507ab8eb33ea28da00e9497"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a6a98cc2c88bae75d27e3bd224293886c6eb321c1fc6dba4534ada5cd7996fb"}]},{"symbol":"PEGA","date":"2026-10-26","iv_pct":51.8406004736864,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":49.30017188301693,"put_iv_pct":54.078024553571424},{"expiry":"2026-12-18","call_iv_pct":48.625291005291004,"put_iv_pct":53.13140350877193},{"expiry":"2027-01-15","call_iv_pct":49.019653979238754,"put_iv_pct":49.26871943085816},{"expiry":"2027-03-19","call_iv_pct":55.57252336448598,"put_iv_pct":55.72901606425703}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"208f350276a580021cb44be333e5ccbfebccede6473a92a3405de331e3afe423","captured_at":"2026-11-01T01:54:12.913876+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":"PEGA","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"d88721ae0a2d37133c9fa4bcf949aef0d8701ed6a97baa5413f98c1c7279c4e8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"17bbc9a7e8449d0c7339ebaab1be6bc0b41ac49135004b68991d3372185064ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"554f27da796c6c9ee38b03897210804f8ad1a3ed29807114d5edc6eb6424f72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18d98e85edae0d996b38dcf0694b07fa654de8098661bc8cd2db3ec0459a8197"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e0fda45b8e8ebf36ca16c4cf78a93248f99c2d94e340b408f2da29b08a21dc36"}]},{"symbol":"PEGA","date":"2026-10-27","iv_pct":51.95981591016682,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.98155108523028,"put_iv_pct":50.47638041958042},{"expiry":"2026-12-18","call_iv_pct":49.8404,"put_iv_pct":54.11917682926829},{"expiry":"2027-01-15","call_iv_pct":50.06437554585153,"put_iv_pct":50.34178055822907},{"expiry":"2027-03-19","call_iv_pct":55.091278772378516,"put_iv_pct":54.763584070796455}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c67431ca6b6e967a480f53bb58b22996074df374c90958b6feb656b81870d39","captured_at":"2026-11-01T01:54:09.958418+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":"PEGA","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"fdd78a867b46c8af4c4fd0acb6e25be30afbc1b1918a2d584ffca451e758c051"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"17bbc9a7e8449d0c7339ebaab1be6bc0b41ac49135004b68991d3372185064ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"554f27da796c6c9ee38b03897210804f8ad1a3ed29807114d5edc6eb6424f72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18d98e85edae0d996b38dcf0694b07fa654de8098661bc8cd2db3ec0459a8197"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e0fda45b8e8ebf36ca16c4cf78a93248f99c2d94e340b408f2da29b08a21dc36"}]},{"symbol":"PEGA","date":"2026-10-28","iv_pct":52.24726101182429,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.367340996168586,"put_iv_pct":53.36523230433426},{"expiry":"2026-12-18","call_iv_pct":50.28990502035279,"put_iv_pct":53.51746686303388},{"expiry":"2027-01-15","call_iv_pct":50.32884257206208,"put_iv_pct":51.079405405405396},{"expiry":"2027-03-19","call_iv_pct":54.95784753363229,"put_iv_pct":56.072047399605005}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ea65edbd5b8c8664388505d496d7ae16a34c012981d2356b39a68fdd69b2199f","captured_at":"2026-11-01T01:54:08.526665+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":"PEGA","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"13198c81047ea536e5a800bcae82b8a61c3142a049954b3f516ee726433a01f1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"17bbc9a7e8449d0c7339ebaab1be6bc0b41ac49135004b68991d3372185064ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"554f27da796c6c9ee38b03897210804f8ad1a3ed29807114d5edc6eb6424f72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18d98e85edae0d996b38dcf0694b07fa654de8098661bc8cd2db3ec0459a8197"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e0fda45b8e8ebf36ca16c4cf78a93248f99c2d94e340b408f2da29b08a21dc36"}]},{"symbol":"PEGA","date":"2026-10-29","iv_pct":52.09062237845555,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.666655783582094,"put_iv_pct":51.446094357976655},{"expiry":"2026-12-18","call_iv_pct":49.833308128544424,"put_iv_pct":53.821656314699794},{"expiry":"2027-01-15","call_iv_pct":50.21386999569523,"put_iv_pct":52.15331074540174},{"expiry":"2027-03-19","call_iv_pct":53.74903456495828,"put_iv_pct":56.84104913678619}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"32eb6874b4b8f93ab2fd642c1acebca6c7c32d30b68d083ee1f695ff9db22861","captured_at":"2026-11-01T01:54:07.236026+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":"PEGA","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"4133ba2d4d1a3587a6ca4f843c1236579769338e48e080806a45acc02def6198"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"17bbc9a7e8449d0c7339ebaab1be6bc0b41ac49135004b68991d3372185064ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"554f27da796c6c9ee38b03897210804f8ad1a3ed29807114d5edc6eb6424f72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18d98e85edae0d996b38dcf0694b07fa654de8098661bc8cd2db3ec0459a8197"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e0fda45b8e8ebf36ca16c4cf78a93248f99c2d94e340b408f2da29b08a21dc36"}]},{"symbol":"PEGA","date":"2026-10-30","iv_pct":51.93011572981997,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.80501637043967,"put_iv_pct":50.90821170436},{"expiry":"2026-12-18","call_iv_pct":46.07020262216925,"put_iv_pct":51.938265171503964},{"expiry":"2027-01-15","call_iv_pct":48.26565760142666,"put_iv_pct":55.12654895666132},{"expiry":"2027-03-19","call_iv_pct":56.85263361236317,"put_iv_pct":57.474389799635695}],"source":"ThetaData historical first-order Greeks","provider_symbol":"PEGA","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c192450eacf898e6a9329d1cab0d601b8d96ba67a8ebedf9f67a3f0c3f16fa15","captured_at":"2026-11-01T01:54:05.763179+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":"PEGA","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"40b4d4fbf72c8a09e1b7b9de483e3b1e3d60b2f44999bcb3877f4858d3adc0fc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","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":"17bbc9a7e8449d0c7339ebaab1be6bc0b41ac49135004b68991d3372185064ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"554f27da796c6c9ee38b03897210804f8ad1a3ed29807114d5edc6eb6424f72f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18d98e85edae0d996b38dcf0694b07fa654de8098661bc8cd2db3ec0459a8197"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"PEGA","expiration":"2027-03-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e0fda45b8e8ebf36ca16c4cf78a93248f99c2d94e340b408f2da29b08a21dc36"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/PEGA","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":"2026-08-06","observed_at":"2026-08-06T15:59:00-04:00","iv_pct":59.865832256594715,"put_call_skew_pp":3.288149012400307,"implied_move_pct":26.711343862636923,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1133022f667b47b45180faa3aee22a2d9b83ad518ef257fd7fc8ed7e1d8b1a47","expiries":["2026-08-21","2026-09-18","2026-12-18","2027-01-15"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":54.2434389658322,"put_call_skew_pp":-0.8733588053509482,"implied_move_pct":24.017389126155106,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"510629e5bbcdd0ef8bf86a357e19a6016e203ba2fb0d331fc4dc3ea888ee0c18","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":54.02328350501113,"put_call_skew_pp":0.7601344694584213,"implied_move_pct":23.494486867089556,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dfa1601165f2979381c0ba8c2ed70f8940cdb0b2d5c18052c21e79bbbdda65e0","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":52.885464541384906,"put_call_skew_pp":-0.30070561028403375,"implied_move_pct":22.75630611164605,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"85654d948bbd7373f683ccc0b922509ab062fa988cc9bc3f3c3d7bd5f17d4f55","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":52.39403739803981,"put_call_skew_pp":-2.023603319419175,"implied_move_pct":22.382163934309233,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bddb7dcf0877aadb9a2c4fcb26c317e5eeb4b7d86250f6043bb75ab00b5f9bbf","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":53.3517517595051,"put_call_skew_pp":0.6189106059211564,"implied_move_pct":22.509291693585176,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"622487bba95e304b9c6a88887e11f7e84a622a139790f598b348590cd6cb315a","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":52.467842959942274,"put_call_skew_pp":0.14094256586061604,"implied_move_pct":22.09093139694515,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e5b3d35d8db2ee56b5083294967f5ee49c8effb0a78d36129c1396c61ed77234","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":53.01593079364186,"put_call_skew_pp":1.9288467375302307,"implied_move_pct":21.63815929003395,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6f41b84ad79f1236ea2e7feedcbc0ab1859932c4de5c0fdb1713bc78deb79100","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":55.51255575942034,"put_call_skew_pp":-3.941013010135718,"implied_move_pct":20.515978965970227,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5c185768bf698d20fe1db92dfeeb1c1d24ce465d9d9a25035a12d7bcd5ef2b08","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":57.20753477962279,"put_call_skew_pp":-0.9452002228548437,"implied_move_pct":25.452822312644084,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"691d388157b137d76b7f08c34c4056a9b7ba9af9f856a8d56ca7ec137c078d82","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":56.264380746723745,"put_call_skew_pp":2.26780138030281,"implied_move_pct":24.443688322541465,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d5ff7fd54299b2ecd745ec3b8fd86551e1d8ad67a7fa61ad34412de861b68e36","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":57.160162858979064,"put_call_skew_pp":2.017898942658853,"implied_move_pct":24.672479299080102,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"51a83099827f03a90e560a0533f031ac2d5677b95b1ccb821a1f4bc3dc38a377","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":58.21603304480993,"put_call_skew_pp":0.28346052319747983,"implied_move_pct":24.85368544542756,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"693ae58150d63a98a805e4bfd922c6bcb9a36c58d319b3b7de07ae646786677f","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":57.890222150770704,"put_call_skew_pp":0.3254936964661397,"implied_move_pct":24.58883835789795,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"80d7d3b8d7f677a8451e7ab5a0f68cf5b4c6f4098d2b5b8863958c50feae1b25","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":57.11601121838473,"put_call_skew_pp":-2.5534283488424485,"implied_move_pct":24.02147980204498,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f5d5ceb3d63234f0091d6d6eb529595cbdd29c1c4dcc40212466d1615ee2656","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":59.45134723498457,"put_call_skew_pp":0.15068436513142913,"implied_move_pct":24.24181736029396,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e68375865ced0ac438c048dff8f76fcc5c766678a805e847d0d4bd7a3b9b231c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":59.028110836852306,"put_call_skew_pp":-0.9764351341225925,"implied_move_pct":23.453858059832907,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2ea855e3047c520e8219c95a59d2769e62d69e64c917aa43e1b1db42e010c16d","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":58.37995699708918,"put_call_skew_pp":-1.9530531417729442,"implied_move_pct":22.95192341884406,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"55343f418d1de97e2bad7f5065d33ef8dde6636707b7820c30809618587fc591","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":58.991505224140674,"put_call_skew_pp":-0.4326969261900544,"implied_move_pct":22.658989044106246,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f3d2ec7f516cafbdf029a8334cb951973e228765b792c64d19727417d3779ad0","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":58.779814133727385,"put_call_skew_pp":2.5006015876466545,"implied_move_pct":22.34421678256354,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7ce94d185b0673b69a9293c108f1e5b911923bbfd73554450860de205872beb4","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":59.389908231790315,"put_call_skew_pp":-4.4198234650911985,"implied_move_pct":22.082676373005356,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7e06c7221db1f71a525f807e95f4dd4ab4908966de42f631906f50b9436a904f","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":64.82264449662289,"put_call_skew_pp":0.4123652795816124,"implied_move_pct":29.83073729080481,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ba8b2f10f8c3c34a378825d5c48ee86c6787f968dbf04354e05c37b56bfd8e9c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":64.33848753032451,"put_call_skew_pp":-1.0437617595722415,"implied_move_pct":28.798080030873557,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"20d3513f10b83e2ba0a2821743bfe8562cca0e65dcd792a9f1710f17896a5668","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":71.59918517129486,"put_call_skew_pp":-1.1412604638150103,"implied_move_pct":31.53435259555498,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9fc9e95e08a2e64f3732d63be4a010359572492baaa1493f2c2d4c32f9733c7c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":51.342346059048126,"put_call_skew_pp":-1.6953414088628307,"implied_move_pct":23.531270849552477,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bb0f4d21f6a451370279cba92ace5b02ec6309f447dfdf6b35f1e88a22fee034","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":51.192687634147205,"put_call_skew_pp":-0.5462475581589814,"implied_move_pct":23.23057413748458,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9d0b9141b471eddcbdc787eee9bc5244bbebe0468ab9d1fa40f35f1002471f28","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":52.489812335894584,"put_call_skew_pp":3.9788281803960004,"implied_move_pct":23.433427579822148,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d922494c89f5719fa5791a7540e755101ace8b4cc8a4d3bddc116e63dccec348","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":51.8406004736864,"put_call_skew_pp":2.422380831356472,"implied_move_pct":22.74744284198478,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"208f350276a580021cb44be333e5ccbfebccede6473a92a3405de331e3afe423","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":51.959815910166824,"put_call_skew_pp":0.9308291186034765,"implied_move_pct":22.62011002696376,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0c67431ca6b6e967a480f53bb58b22996074df374c90958b6feb656b81870d39","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":52.24726101182429,"put_call_skew_pp":2.5225539625407016,"implied_move_pct":22.588707284780437,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ea65edbd5b8c8664388505d496d7ae16a34c012981d2356b39a68fdd69b2199f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":52.09062237845555,"put_call_skew_pp":2.949810520521087,"implied_move_pct":22.367331135220063,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"32eb6874b4b8f93ab2fd642c1acebca6c7c32d30b68d083ee1f695ff9db22861","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":51.93011572981997,"put_call_skew_pp":3.863476356440559,"implied_move_pct":22.257531848485442,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c192450eacf898e6a9329d1cab0d601b8d96ba67a8ebedf9f67a3f0c3f16fa15","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]}]}