{"schemaVersion":1,"symbol":"RARE","days":90,"observations":[{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T14:45:38.340000+00:00","captured_at":"2026-10-21T14:54:01.606Z","last_trade_at":"2026-10-21T14:54:00.904056219Z","price":16.14,"iv_pct":87.35112951030928,"implied_move_pct":20.862545749817958,"put_call_skew_pp":-88.99788102954503,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"6498100ce9434441559558185dc86d5f43898504bba758350f0ca6b90b1b2807"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T15:06:21.059000+00:00","captured_at":"2026-10-21T15:21:06.098Z","last_trade_at":"2026-10-21T15:21:01.858364096Z","price":16.01,"iv_pct":94.977289181128,"implied_move_pct":22.21144492121925,"put_call_skew_pp":-83.12096290653727,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"b35d1e055b8374efdf784a4816b75fcaf081b3a2407336dfa4bcf405eebf9261"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T15:25:57.039000+00:00","captured_at":"2026-10-21T15:37:54.864Z","last_trade_at":"2026-10-21T15:37:18.956645454Z","price":16.02,"iv_pct":93.59626636944401,"implied_move_pct":21.721784674111607,"put_call_skew_pp":-67.92872993810842,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"7f2339be1cf6ebf13c6caab7d5936cfb9269353e2a1983a937dfc73b722d4e56"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T15:36:04.278000+00:00","captured_at":"2026-10-21T15:49:29.545Z","last_trade_at":"2026-10-21T15:49:15.463033886Z","price":15.98,"iv_pct":94.88242749008838,"implied_move_pct":22.00583270367944,"put_call_skew_pp":-64.12529680550179,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"b8702615fe7dfd34be296d955abd56758680cc6bd0816590f7bc0ef43fc2acbf"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T15:46:23.502000+00:00","captured_at":"2026-10-21T16:00:08.429Z","last_trade_at":"2026-10-21T16:00:06.44778007Z","price":15.95,"iv_pct":81.77878050239235,"implied_move_pct":19.592783680599226,"put_call_skew_pp":-61.164796301880074,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"b72216e32af89093c60207c6159e5f6a343be9ca962a28977bdff115e5a94fa9"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T15:56:04.851000+00:00","captured_at":"2026-10-21T16:10:45.406Z","last_trade_at":"2026-10-21T16:10:34.513096078Z","price":15.91,"iv_pct":80.61434858258359,"implied_move_pct":19.285709560685575,"put_call_skew_pp":61.820671043728225,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"161b91d5c244813e8b133333b08e94436974eaa0ab0b6d3a7bb0bca6181f9cd4"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T16:07:13.571000+00:00","captured_at":"2026-10-21T16:20:52.437Z","last_trade_at":"2026-10-21T16:20:51.495707123Z","price":15.885,"iv_pct":78.11246371851041,"implied_move_pct":18.58267907237156,"put_call_skew_pp":13.810289585159218,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"f61c98aa8e25963f0a89ab9b8afb7cee80c3eb702917671a0fb5f1fc1d6646cf"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T16:16:15.720000+00:00","captured_at":"2026-10-21T16:31:04.370Z","last_trade_at":"2026-10-21T16:31:03.378276116Z","price":15.9,"iv_pct":79.4861388888889,"implied_move_pct":18.98439319822968,"put_call_skew_pp":-2.0761159530584106,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"8928a732090d2f467bcc63a2f6156e09c2804d226e19bc6aad699be92f628a4c"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T16:31:16.363000+00:00","captured_at":"2026-10-21T16:41:21.439Z","last_trade_at":"2026-10-21T16:41:17.247603921Z","price":15.93,"iv_pct":77.93546527497753,"implied_move_pct":18.6381386804498,"put_call_skew_pp":-63.98389921335757,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"a68e2e81a45ba2c43dd46784d157fd26b72751f60e782dcf20b7f5e37550a6ea"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T16:39:43.050000+00:00","captured_at":"2026-10-21T16:51:37.983Z","last_trade_at":"2026-10-21T16:51:07.459059673Z","price":15.95,"iv_pct":78.4491579663533,"implied_move_pct":18.79410391516041,"put_call_skew_pp":-65.54894222836735,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"6ffa5c5d3f37bfa7db962da3b852f4f0a27457737742adc3489d83abe1c4de35"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T16:49:29.858000+00:00","captured_at":"2026-10-21T17:02:49.058Z","last_trade_at":"2026-10-21T17:01:55.256121983Z","price":15.95,"iv_pct":78.4491579663533,"implied_move_pct":18.79410391516041,"put_call_skew_pp":50.79257113053332,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"349a2806cb130e1e46d100091f4de57b5296ff5935a01116150ddeed582b338f"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T17:02:08.563000+00:00","captured_at":"2026-10-21T17:17:07.027Z","last_trade_at":"2026-10-21T17:15:51.441517625Z","price":15.975,"iv_pct":78.0711226706819,"implied_move_pct":18.678306158970493,"put_call_skew_pp":53.4630724955794,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"e3fc48af35ad113b4bb35d00aed93a57d42f238266aa62ce4ca509aa37893fe0"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T17:27:02.541000+00:00","captured_at":"2026-10-21T17:30:41.491Z","last_trade_at":"2026-10-21T17:30:21.97204562Z","price":15.965,"iv_pct":78.12046161244868,"implied_move_pct":18.70406012275778,"put_call_skew_pp":-67.8371821231371,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"e9f2e6ce258b60e00d1ac5038e98d4b10cf38577e84131554439a7982edb1e07"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T17:27:52.125000+00:00","captured_at":"2026-10-21T17:41:07.401Z","last_trade_at":"2026-10-21T17:40:38.549584995Z","price":15.995,"iv_pct":77.94364650974026,"implied_move_pct":18.623159428879966,"put_call_skew_pp":56.26077782151761,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"d2db69d9bb1ddf9d958f667e1b00f75277e1e42bdc8ffe03bc728b196706cdba"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T17:39:03.731000+00:00","captured_at":"2026-10-21T17:53:42.397Z","last_trade_at":"2026-10-21T17:53:40.565761022Z","price":16.015,"iv_pct":77.8098239538044,"implied_move_pct":18.56791938356725,"put_call_skew_pp":15.189497491724246,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"20dddfa2a9c6c3bd6740a57385472a074ac8f1ee7d2b8f2c1719b6794250901a"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T17:53:08.303000+00:00","captured_at":"2026-10-21T18:04:55.582Z","last_trade_at":"2026-10-21T18:04:55.11787579Z","price":15.94,"iv_pct":78.143363512618,"implied_move_pct":18.738680947049314,"put_call_skew_pp":-114.97740625198354,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"bb9abf4062daa2efd96e4029be723fb6407682b626ed45310d6bb19ed9fcf115"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T18:02:26.829000+00:00","captured_at":"2026-10-21T18:16:35.137Z","last_trade_at":"2026-10-21T18:16:28.588989579Z","price":15.95,"iv_pct":78.20309566091473,"implied_move_pct":18.74442850232996,"put_call_skew_pp":4.078856372357453,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"020307ddfb8b26b2672d7d9238604f6901a53f321a9c9131621583439ecefc4d"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T18:12:21.994000+00:00","captured_at":"2026-10-21T18:26:53.809Z","last_trade_at":"2026-10-21T18:26:29.206138964Z","price":15.945,"iv_pct":78.22044671726056,"implied_move_pct":18.756815011335764,"put_call_skew_pp":13.992483654329757,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"42fcaff7ee5e9cce2dcafc8b366c910e001d2d2d084cb1e6e9d463796c5368a9"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T18:27:02.542000+00:00","captured_at":"2026-10-21T18:37:11.961Z","last_trade_at":"2026-10-21T18:37:04.528477673Z","price":15.93,"iv_pct":73.11161319073085,"implied_move_pct":17.817339228106935,"put_call_skew_pp":-0.3034044911570444,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"3c836974e3e6d27f557dfcac577a095deef72d88eadce471e1c417e6a3e300b4"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T18:32:34.902000+00:00","captured_at":"2026-10-21T18:47:29.424Z","last_trade_at":"2026-10-21T18:47:27.814611112Z","price":15.935,"iv_pct":73.05730926408336,"implied_move_pct":17.84236054624795,"put_call_skew_pp":47.197813695131984,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"356dbbfbf5f6f04c62d8e1fbe085b9712231f03835a465b9793f892a71c888b4"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T18:48:05.559000+00:00","captured_at":"2026-10-21T18:58:03.263Z","last_trade_at":"2026-10-21T18:58:02.640156895Z","price":15.875,"iv_pct":69.8432688654629,"implied_move_pct":16.872067173630224,"put_call_skew_pp":-71.5339537620558,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"685a2d303634ac4083645d594c87d6daa28b4130ee0aeb950e3c4055e0c5f553"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T19:06:02.065000+00:00","captured_at":"2026-10-21T19:09:06.438Z","last_trade_at":"2026-10-21T19:08:54.152145716Z","price":15.86,"iv_pct":66.98264243898258,"implied_move_pct":16.04285475035251,"put_call_skew_pp":-71.72021271324314,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"84485d4fba9f762a29593da5fc925dbe6c067e7f0a2ea32d4ba82593c48abc91"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T19:06:27.736000+00:00","captured_at":"2026-10-21T19:19:40.641Z","last_trade_at":"2026-10-21T19:19:38.572004223Z","price":15.83,"iv_pct":62.991720526481764,"implied_move_pct":14.972196297137774,"put_call_skew_pp":-59.65982854628147,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"acde75f7d9cda82f616f6ce82527a66b139d6187274d88c24bc56b1d0242f3a4"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T19:21:01.620000+00:00","captured_at":"2026-10-21T19:29:59.734Z","last_trade_at":"2026-10-21T19:29:58.939936735Z","price":15.89,"iv_pct":66.47942942214245,"implied_move_pct":15.977435748576504,"put_call_skew_pp":-39.52868434563725,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"a3cd6feaab666aa1a4f0036c515f940034cacd8971386a7edf3b71005a8f0756"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T19:25:35.952000+00:00","captured_at":"2026-10-21T19:40:12.963Z","last_trade_at":"2026-10-21T19:40:10.415267658Z","price":15.95,"iv_pct":69.11718303180167,"implied_move_pct":16.84327892935738,"put_call_skew_pp":-46.676591234080725,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"9996f764fbaf9db8592842ddff3d87688944abde28a52c014b1c133f97a0f64b"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T19:37:14.538000+00:00","captured_at":"2026-10-21T19:50:29.806Z","last_trade_at":"2026-10-21T19:50:19.104561346Z","price":15.97,"iv_pct":69.69112248648483,"implied_move_pct":16.835884959690326,"put_call_skew_pp":-49.05885419003053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"2e9b9309bf7757d547a656c9db5dba380d5d084c96d881f20146ecb3a39c44a6"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-21T19:50:19.762000+00:00","captured_at":"2026-10-21T20:01:17.871Z","last_trade_at":"2026-10-21T20:00:05.846840542Z","price":15.92,"iv_pct":64.2490995059986,"implied_move_pct":15.111737675675485,"put_call_skew_pp":46.131082666291555,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"07cb84180d56097a7c8ac0d12a6b416bdd5c7ec53184b19eedf56633baf79aeb"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-22T17:15:42.008000+00:00","captured_at":"2026-10-22T17:27:25.056Z","last_trade_at":"2026-10-22T17:26:56.502726898Z","price":15.9001,"iv_pct":71.01458741342802,"implied_move_pct":16.751699765624476,"put_call_skew_pp":-14.824429097349157,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"63bae520232575571e8006171fa4468a05fb43e054d347feaac803ad632b1e09"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-22T19:50:15.958000+00:00","captured_at":"2026-10-23T01:39:56.345Z","last_trade_at":"2026-10-22T21:28:46.311157721Z","price":15.7701,"iv_pct":71.99787377963737,"implied_move_pct":16.737069392047342,"put_call_skew_pp":-10.704334321634512,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"f211a9210e38aa11a465399e22e51ea9f7691d9fa8adc81807588a408973af65"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-23T15:50:54.156000+00:00","captured_at":"2026-10-23T16:04:43.169Z","last_trade_at":"2026-10-23T16:04:18.334314029Z","price":15.67,"iv_pct":61.30927397631378,"implied_move_pct":13.405414118994535,"put_call_skew_pp":59.31421748794376,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"b71e83b59e80307ba536413206d768ca287d96e3617811c43fe1fdd83bb0eb98"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:09.293000+00:00","captured_at":"2026-10-24T02:03:45.914Z","last_trade_at":"2026-10-23T23:02:11.899032385Z","price":15.69,"iv_pct":58.43906667300346,"implied_move_pct":13.031020570239695,"put_call_skew_pp":-6.532266707196666,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"ebda304baf872eb5ded0f0bd85346f561778adeeca104f8c96b65e36c04e13f3"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-26T19:47:03.597000+00:00","captured_at":"2026-10-26T21:08:32.814Z","last_trade_at":"2026-10-26T20:25:04.630767161Z","price":15.8189,"iv_pct":89.66601369465363,"implied_move_pct":18.08054982935233,"put_call_skew_pp":-60.60915437958675,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"ce0e6ca653d0032461454204abf608a6af9781b9f828cceaeb41d3b5a35ff2c8"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:02.662000+00:00","captured_at":"2026-10-27T22:26:01.041Z","last_trade_at":"2026-10-27T21:42:03.410079656Z","price":16.9335,"iv_pct":84.87731627891819,"implied_move_pct":19.383714167692332,"put_call_skew_pp":-15.270907339415585,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"d2bd1605374de863b0dd6ce9957b83cdbc873cf4f57011929dcb8b7d8be11a1b"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-28T18:31:37.703000+00:00","captured_at":"2026-10-28T18:40:44.769Z","last_trade_at":"2026-10-28T18:40:30.278412806Z","price":17.25,"iv_pct":76.9850916466346,"implied_move_pct":16.63648794593088,"put_call_skew_pp":9.766969817469672,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"0d2b069c6559075e6eb977b99034aa0695200d10b2ad996eb3bc91d466a0f0b8"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-28T19:50:24.524000+00:00","captured_at":"2026-10-29T01:33:46.732Z","last_trade_at":"2026-10-28T23:56:16.331798718Z","price":17.1999,"iv_pct":73.81198099511,"implied_move_pct":15.978583750883832,"put_call_skew_pp":-32.456725890341744,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"ca3c214ba25aa2ea9921a6b8c138e30ce50b5fb95c3e45ffe078214987bec389"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:03.511000+00:00","captured_at":"2026-10-29T22:13:30.659Z","last_trade_at":"2026-10-29T21:48:17.951394266Z","price":16.74,"iv_pct":62.983276813641396,"implied_move_pct":12.359124041484144,"put_call_skew_pp":-4.130863231479176,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"52c447ebcc8176cf0e9ef89c9d7ed2ec0b49fc5c7d2446524dee04d08b2d5693"},{"symbol":"RARE","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:04.752000+00:00","captured_at":"2026-10-30T21:53:50.400Z","last_trade_at":"2026-10-30T21:13:45.319847201Z","price":16.1,"iv_pct":67.37857142857143,"implied_move_pct":12.519623233908947,"put_call_skew_pp":60.3566278443588,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/RARE","source_hash":"c7ebee488d6646c5f7de17c8cf091667e2cc2883783dc7821fa0f1279426d9a7"}],"dailyIv":[{"symbol":"RARE","date":"2026-08-10","iv_pct":129.0293165507806,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":69.06002274450341,"put_iv_pct":86.91517369152386},{"expiry":"2026-09-18","call_iv_pct":139.49562952243127,"put_iv_pct":129.02880478087647},{"expiry":"2026-10-16","call_iv_pct":161.97167664670658,"put_iv_pct":170.95463414634148},{"expiry":"2026-11-20","call_iv_pct":133.71365384615385,"put_iv_pct":141.0949370277078}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"05385d850cf326d7c3f0be50a0191522f3d23110edda34164104ea6162fbe3c7","captured_at":"2026-10-22T14:01:01.558387+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f161b0f229f947567206cdcdfb29119345cd399fb7fb362b959d235b91ef81c6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5098d709301ce0162ae0038919d6475e359c9ebcf2127c5abcbe5dfc3fdaf6da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3e11067c401c02b5d9b9b15e4ff00356d4142006e2012cefe9c48a271b03491"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"376d5bcf1400fcef077eb755e2dd2c15bc2b79f9606f855959a5458b942009fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b486c2f21e6aafc24fa158949e504d97b54e42c29fe6179142873f6bf0c57601"}]},{"symbol":"RARE","date":"2026-08-11","iv_pct":128.3790307942041,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":84.89998271690287,"put_iv_pct":88.33629943502825},{"expiry":"2026-09-18","call_iv_pct":130.3298,"put_iv_pct":136.36374805598757},{"expiry":"2026-10-16","call_iv_pct":153.0812258064516,"put_iv_pct":154.26943362831858},{"expiry":"2026-11-20","call_iv_pct":139.01492957746478,"put_iv_pct":140.7368271334792}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7e5f5f6bd49aad81af7ca010f5b86a448204157653bafad9eb0ee87c5736c471","captured_at":"2026-10-22T14:00:59.772250+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8544e9d7d0f532331871079d230b5b656d880e7531f9e93d8e9defd3751305f0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5098d709301ce0162ae0038919d6475e359c9ebcf2127c5abcbe5dfc3fdaf6da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3e11067c401c02b5d9b9b15e4ff00356d4142006e2012cefe9c48a271b03491"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"376d5bcf1400fcef077eb755e2dd2c15bc2b79f9606f855959a5458b942009fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b486c2f21e6aafc24fa158949e504d97b54e42c29fe6179142873f6bf0c57601"}]},{"symbol":"RARE","date":"2026-08-12","iv_pct":124.4512734348309,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":58.791107526881724,"put_iv_pct":54.034886483632526},{"expiry":"2026-09-18","call_iv_pct":139.6546505717916,"put_iv_pct":133.46266044340723},{"expiry":"2026-10-16","call_iv_pct":160.5323450134771,"put_iv_pct":170.69318082788672},{"expiry":"2026-11-20","call_iv_pct":138.09615,"put_iv_pct":140.34520661157026}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c8177ab5b36d33f2cddb85e7ac4a01c1fa4a525959c04e05e525e138ccd8b5cd","captured_at":"2026-10-22T14:00:57.846948+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c3bfc7f25f1afd0af629514da0144795993d910220b2f536b752663f95009c19"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5098d709301ce0162ae0038919d6475e359c9ebcf2127c5abcbe5dfc3fdaf6da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3e11067c401c02b5d9b9b15e4ff00356d4142006e2012cefe9c48a271b03491"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"376d5bcf1400fcef077eb755e2dd2c15bc2b79f9606f855959a5458b942009fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b486c2f21e6aafc24fa158949e504d97b54e42c29fe6179142873f6bf0c57601"}]},{"symbol":"RARE","date":"2026-08-13","iv_pct":138.03390116428233,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":122.84466066481994,"put_iv_pct":97.2418881895594},{"expiry":"2026-09-18","call_iv_pct":145.56367003367004,"put_iv_pct":132.06279489904355},{"expiry":"2026-10-16","call_iv_pct":165.27661710037177,"put_iv_pct":153.81955922865015},{"expiry":"2026-11-20","call_iv_pct":145.53402843601896,"put_iv_pct":141.92799076212472}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cd9554e19b3b860c06912f5acd6066993ae937709bb91710283380745f62e3a4","captured_at":"2026-10-22T14:00:55.954322+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a2756fbf0d004fb2a8c769badf7bc88651b7770bb7e4df985b7e842379a3832d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5098d709301ce0162ae0038919d6475e359c9ebcf2127c5abcbe5dfc3fdaf6da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3e11067c401c02b5d9b9b15e4ff00356d4142006e2012cefe9c48a271b03491"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"376d5bcf1400fcef077eb755e2dd2c15bc2b79f9606f855959a5458b942009fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b486c2f21e6aafc24fa158949e504d97b54e42c29fe6179142873f6bf0c57601"}]},{"symbol":"RARE","date":"2026-08-14","iv_pct":132.5617153916686,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":60.70320762990572,"put_iv_pct":90.64699604743083},{"expiry":"2026-09-18","call_iv_pct":167.01901960784312,"put_iv_pct":141.1669875},{"expiry":"2026-10-16","call_iv_pct":160.00370262390672,"put_iv_pct":166.7768897637795},{"expiry":"2026-11-20","call_iv_pct":135.66558365758758,"put_iv_pct":138.51133630289533}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"52666ae934a69d61535ee4a8ec8e3a0eb0be038bd1ec928d1495aa348af83629","captured_at":"2026-10-22T14:00:54.100677+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4e9ebab92650412acaba011b45359c84f5bd19ad09b714671f0e689356cfd967"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5098d709301ce0162ae0038919d6475e359c9ebcf2127c5abcbe5dfc3fdaf6da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3e11067c401c02b5d9b9b15e4ff00356d4142006e2012cefe9c48a271b03491"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"376d5bcf1400fcef077eb755e2dd2c15bc2b79f9606f855959a5458b942009fc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b486c2f21e6aafc24fa158949e504d97b54e42c29fe6179142873f6bf0c57601"}]},{"symbol":"RARE","date":"2026-08-17","iv_pct":130.64799404047739,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":82.28405213270142,"put_iv_pct":85.03133971291865},{"expiry":"2026-09-18","call_iv_pct":147.8784074605452,"put_iv_pct":143.47202816901407},{"expiry":"2026-10-16","call_iv_pct":156.03698305084745,"put_iv_pct":155.0810276679842},{"expiry":"2026-11-20","call_iv_pct":138.06471698113208,"put_iv_pct":137.33539714867615}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6e0af0183e649417dbbc37fefea4322e74a8bcf34b8099e6f74b3267ecc773c7","captured_at":"2026-10-22T14:00:41.923527+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2d722513b7afd82de1ffd03419f8dfcc59128f555d49e1906b20ea47000fe477"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7ba23a0c9b244c9463ade47dbcf800165654b65aff95fdce81c599da866b7385"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"5b077fb3b1d16d9c633afefb6c3dd97ed616af14334b9c973daad61278ef419b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"474d7103548e66d2e0dbfa58c6ea95df83e7e6963add11c550f73074e3ca777d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"589ec39c5c1ac5ab7493e1f31ea91c1a05fb8aa231344595bf5f5b482be30824"}]},{"symbol":"RARE","date":"2026-08-18","iv_pct":136.60278873829645,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":117.42756870512505,"put_iv_pct":126.59993627326025},{"expiry":"2026-09-18","call_iv_pct":134.33935275080907,"put_iv_pct":118.59375000000001},{"expiry":"2026-10-16","call_iv_pct":158.704,"put_iv_pct":151.1216216216216},{"expiry":"2026-11-20","call_iv_pct":149.72368055555557,"put_iv_pct":136.3124}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f78095617820243368ba24d14d073c5f623e5e00eef1ef1c30b724293b5bbc4","captured_at":"2026-10-22T14:00:39.760262+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ec54bacf0a442d52dbdb7bee21007329efb251c020bce105059c176fa7578e0d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7ba23a0c9b244c9463ade47dbcf800165654b65aff95fdce81c599da866b7385"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"5b077fb3b1d16d9c633afefb6c3dd97ed616af14334b9c973daad61278ef419b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"474d7103548e66d2e0dbfa58c6ea95df83e7e6963add11c550f73074e3ca777d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"589ec39c5c1ac5ab7493e1f31ea91c1a05fb8aa231344595bf5f5b482be30824"}]},{"symbol":"RARE","date":"2026-08-20","iv_pct":152.94714463025142,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":296.3641382978723,"put_iv_pct":94.31140602582498},{"expiry":"2026-09-18","call_iv_pct":136.44277955271565,"put_iv_pct":125.34253369272237},{"expiry":"2026-10-16","call_iv_pct":158.33755244755247,"put_iv_pct":153.83546116504854},{"expiry":"2026-11-20","call_iv_pct":130.1858611111111,"put_iv_pct":128.7574247491639}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"268d2321b60926b5c39f62170a4ac01da700ef3d90e06eab0180448a88a54add","captured_at":"2026-10-22T14:00:36.047050+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ad4ef888fd0a65dd42e3c5acb40a0fbf8cf233eb5fa2ce1abc2dc6fd78f3c79d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7ba23a0c9b244c9463ade47dbcf800165654b65aff95fdce81c599da866b7385"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"5b077fb3b1d16d9c633afefb6c3dd97ed616af14334b9c973daad61278ef419b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"474d7103548e66d2e0dbfa58c6ea95df83e7e6963add11c550f73074e3ca777d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"589ec39c5c1ac5ab7493e1f31ea91c1a05fb8aa231344595bf5f5b482be30824"}]},{"symbol":"RARE","date":"2026-08-21","iv_pct":134.86076271419512,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":128.91679533213645,"put_iv_pct":135.459686888454},{"expiry":"2026-10-16","call_iv_pct":156.91563636363637,"put_iv_pct":151.54151291512915},{"expiry":"2026-11-20","call_iv_pct":129.30556962025315,"put_iv_pct":125.53534704370179},{"expiry":"2026-12-18","call_iv_pct":127.80721951219512,"put_iv_pct":123.40433403805497}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"41d79b24a90f79f0ca9968ab38004bcdf56f9c9ca65525e37d190725717ed685","captured_at":"2026-10-22T14:00:33.093867+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":"b657b048a937405256e9f325276d897162f18b0ce9e04a34e73e87f307ff678f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"5b077fb3b1d16d9c633afefb6c3dd97ed616af14334b9c973daad61278ef419b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"474d7103548e66d2e0dbfa58c6ea95df83e7e6963add11c550f73074e3ca777d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"589ec39c5c1ac5ab7493e1f31ea91c1a05fb8aa231344595bf5f5b482be30824"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"36c933478681442c7087703e9361e4ffb809adbc7a9fc7034d63bc58137b5acf"}]},{"symbol":"RARE","date":"2026-08-24","iv_pct":135.55719711690625,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":118.53078137988362,"put_iv_pct":108.88152494729444},{"expiry":"2026-10-16","call_iv_pct":158.75828,"put_iv_pct":159.70015449438202},{"expiry":"2026-11-20","call_iv_pct":141.98312775330396,"put_iv_pct":140.68103869653768},{"expiry":"2026-12-18","call_iv_pct":126.62671581769438,"put_iv_pct":129.29595384615388}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cdc2e08a8711a27aaf9e3ace2edb7a6b80f8e4a8f03df56fb2378840526b75fb","captured_at":"2026-10-22T14:00:20.559441+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":"2a8f6726bc57f9550f6016dd18eeed3af8de7442251537ca88d684d583b7d956"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"854fde80a01fe654bdfa3875cfceb84464434dfe9792ca2f83660fdf936a4957"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"9fd393f4c46ad27b8e518c0a7b527f141691eb9aa14b9165653b346f6d5214ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"997b9b2e30510ac62e22117799a45452d9c53776a78201f4a9cad3dd43834e1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"e7c8f119b584c943d046511f7883a63bfcf76dce1b77ba7ba61d7023e37d0b4f"}]},{"symbol":"RARE","date":"2026-08-25","iv_pct":136.42416733018644,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":101.40261261261261,"put_iv_pct":121.56473880597017},{"expiry":"2026-10-16","call_iv_pct":160.56870736086177,"put_iv_pct":171.234609375},{"expiry":"2026-11-20","call_iv_pct":135.71305882352942,"put_iv_pct":141.64464566929132},{"expiry":"2026-12-18","call_iv_pct":128.06935114503815,"put_iv_pct":131.19561484918793}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a444839285c646f610495f195bfd6884b82d3d6fe677a04f81a0e7fe1ceccdb5","captured_at":"2026-10-22T14:00:18.666539+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":"530b767fe6b097780b3090c7260bf5ef34dfe9f5a11126eb20772e0315f8987a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"854fde80a01fe654bdfa3875cfceb84464434dfe9792ca2f83660fdf936a4957"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"9fd393f4c46ad27b8e518c0a7b527f141691eb9aa14b9165653b346f6d5214ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"997b9b2e30510ac62e22117799a45452d9c53776a78201f4a9cad3dd43834e1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"e7c8f119b584c943d046511f7883a63bfcf76dce1b77ba7ba61d7023e37d0b4f"}]},{"symbol":"RARE","date":"2026-08-26","iv_pct":138.21225121033078,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":114.70954893617022,"put_iv_pct":97.36483523873571},{"expiry":"2026-10-16","call_iv_pct":182.68745454545453,"put_iv_pct":174.77683972911964},{"expiry":"2026-11-20","call_iv_pct":138.774,"put_iv_pct":142.236821192053},{"expiry":"2026-12-18","call_iv_pct":126.1017156862745,"put_iv_pct":129.0467943548387}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7beeefa77799d66bf7508e06de6a2bcfa59ccc1fe14fc730bec2f2ad6d0c733","captured_at":"2026-10-22T14:00:16.379021+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":"974ffe28e570e9700d9dfcdf66e913ab1a4137d1f23b7284b726166050ee1cef"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"854fde80a01fe654bdfa3875cfceb84464434dfe9792ca2f83660fdf936a4957"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"9fd393f4c46ad27b8e518c0a7b527f141691eb9aa14b9165653b346f6d5214ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"997b9b2e30510ac62e22117799a45452d9c53776a78201f4a9cad3dd43834e1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"e7c8f119b584c943d046511f7883a63bfcf76dce1b77ba7ba61d7023e37d0b4f"}]},{"symbol":"RARE","date":"2026-08-27","iv_pct":137.63886428975695,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":110.13638205499277,"put_iv_pct":104.75076446280991},{"expiry":"2026-10-16","call_iv_pct":161.3118910741301,"put_iv_pct":178.67729166666666},{"expiry":"2026-11-20","call_iv_pct":145.10576419213973,"put_iv_pct":140.9764049586777},{"expiry":"2026-12-18","call_iv_pct":130.32404814004377,"put_iv_pct":129.82836776859503}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"68f040d0d0e21680aad5ddb5cd02b4d5da7f399465f8a64898644282bb71c6d9","captured_at":"2026-10-22T14:00:14.558522+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":"0638a4e651431f6259864eba92eb2fd18cc2d4d6bc5b0a56aac9cd9d0558996a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"854fde80a01fe654bdfa3875cfceb84464434dfe9792ca2f83660fdf936a4957"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"9fd393f4c46ad27b8e518c0a7b527f141691eb9aa14b9165653b346f6d5214ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"997b9b2e30510ac62e22117799a45452d9c53776a78201f4a9cad3dd43834e1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"e7c8f119b584c943d046511f7883a63bfcf76dce1b77ba7ba61d7023e37d0b4f"}]},{"symbol":"RARE","date":"2026-08-28","iv_pct":144.77367754627258,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":130.765717884131,"put_iv_pct":117.3211311589174},{"expiry":"2026-10-16","call_iv_pct":178.5741211225997,"put_iv_pct":167.91870967741934},{"expiry":"2026-11-20","call_iv_pct":150.22237816764132,"put_iv_pct":145.86156950672645},{"expiry":"2026-12-18","call_iv_pct":136.21493506493505,"put_iv_pct":131.31085778781036}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2fde2d107cfacb7b2ed1f27397d12e12c3ce671726eb54b8ff127859f31e3d74","captured_at":"2026-10-22T14:00:12.844131+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":"8b6f64dd70e0d9c93d0106052ed5430837b6a61f7a246c759a57137b0193dc35"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"854fde80a01fe654bdfa3875cfceb84464434dfe9792ca2f83660fdf936a4957"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"9fd393f4c46ad27b8e518c0a7b527f141691eb9aa14b9165653b346f6d5214ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"997b9b2e30510ac62e22117799a45452d9c53776a78201f4a9cad3dd43834e1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"e7c8f119b584c943d046511f7883a63bfcf76dce1b77ba7ba61d7023e37d0b4f"}]},{"symbol":"RARE","date":"2026-08-31","iv_pct":150.75500470119877,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":151.31966608084358,"put_iv_pct":152.68579373104146},{"expiry":"2026-10-16","call_iv_pct":165.715935483871,"put_iv_pct":175.9183550913838},{"expiry":"2026-11-20","call_iv_pct":150.78224561403508,"put_iv_pct":149.10076458752513},{"expiry":"2026-12-18","call_iv_pct":130.47861035422343,"put_iv_pct":130.03866666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"57a9428d429997ae72eff526a506566d93d96294186b8cdc5de93a4d173d10e0","captured_at":"2026-10-22T14:00:02.560460+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":"54177e4928f72eb590713440ab51e82c6ea50dff5f5d4b35ed7f091f961830d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"0f67c5ba4efb3fcccccf34b53803dbaace8725ac8913200cbdb5222b15c7bff9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"0f37043543b7ff8e61cc0f35c9469edd51f76c4983cab70a472ac303ea9356eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"9f47b5d77db5e66b8208063d70949c6141762f8724a57e43c2759afac96c5c5f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"b26d1db602bf960d8997a76ba322fd50f39e096189a67f74e21b5a1bbe50d8ee"}]},{"symbol":"RARE","date":"2026-09-01","iv_pct":150.2371395420317,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":140.1432558139535,"put_iv_pct":152.6639600363306},{"expiry":"2026-10-16","call_iv_pct":168.52,"put_iv_pct":181.83934653465346},{"expiry":"2026-11-20","call_iv_pct":145.4609702457956,"put_iv_pct":148.43971698113208},{"expiry":"2026-12-18","call_iv_pct":130.59767494356657,"put_iv_pct":134.23219178082192}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c18cc77f8451bbfe70fe149204eee2913f056c24fa479568c3e2074378ad8f1d","captured_at":"2026-10-22T13:59:56.695854+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7a48f87013bc30db549883a5ecec3d5195d4777172f2550b865ab1288818aec2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"880ad891fd4eff56fd255f5232b41175825b0d33a7aca0e0944dba7863a0b82e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad2554f43692c13c98f5e368d3e73e9d48c0f38677a13af18f45a4beb565fd3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e7a1a03e387676f746fb98c542538668f1511d28a50cb73f8e27cdc917ed1fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e415f38157a65a776a48ed6c4995c41612f811e060427902e2f901b356829393"}]},{"symbol":"RARE","date":"2026-09-02","iv_pct":155.69164327757582,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":158.7493853427896,"put_iv_pct":158.8028338430173},{"expiry":"2026-10-16","call_iv_pct":177.5585917496444,"put_iv_pct":188.2696590909091},{"expiry":"2026-11-20","call_iv_pct":144.68011527377521,"put_iv_pct":149.15048780487805},{"expiry":"2026-12-18","call_iv_pct":132.4332564102564,"put_iv_pct":135.8888167053364}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"21faa64afb5292ac23e66fdc343bdef8af9c9dae11a15616009d18b9d562b874","captured_at":"2026-10-22T13:59:54.779003+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"96147ab6f41aa46e7019a08ad0a476ea97cef9a5a6b54663103b0bc020335225"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"880ad891fd4eff56fd255f5232b41175825b0d33a7aca0e0944dba7863a0b82e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad2554f43692c13c98f5e368d3e73e9d48c0f38677a13af18f45a4beb565fd3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e7a1a03e387676f746fb98c542538668f1511d28a50cb73f8e27cdc917ed1fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e415f38157a65a776a48ed6c4995c41612f811e060427902e2f901b356829393"}]},{"symbol":"RARE","date":"2026-09-03","iv_pct":67.77851354493222,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":69.72686438393099,"put_iv_pct":67.27788788788789},{"expiry":"2026-10-16","call_iv_pct":65.445752396832,"put_iv_pct":63.51294685990337},{"expiry":"2026-11-20","call_iv_pct":67.32836304700163,"put_iv_pct":63.89255343082115},{"expiry":"2026-12-18","call_iv_pct":73.48966192170818,"put_iv_pct":71.55407843137255}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d4d693c92c816d8f29f14d7e83af7d8f50ba1787f398f8ed701cbc6c0d1f4c59","captured_at":"2026-10-22T13:59:52.865143+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"48e767dba9d3c81ff8d4eb243644f0f7888bb6707036bafeb7eb40f440676739"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"880ad891fd4eff56fd255f5232b41175825b0d33a7aca0e0944dba7863a0b82e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad2554f43692c13c98f5e368d3e73e9d48c0f38677a13af18f45a4beb565fd3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e7a1a03e387676f746fb98c542538668f1511d28a50cb73f8e27cdc917ed1fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e415f38157a65a776a48ed6c4995c41612f811e060427902e2f901b356829393"}]},{"symbol":"RARE","date":"2026-09-04","iv_pct":62.5807292567041,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":62.96902037617556,"put_iv_pct":56.24491343414421},{"expiry":"2026-10-16","call_iv_pct":63.923133504965065,"put_iv_pct":58.3272084006462},{"expiry":"2026-11-20","call_iv_pct":70.84525512887953,"put_iv_pct":56.69855965292842},{"expiry":"2026-12-18","call_iv_pct":70.38105662580269,"put_iv_pct":61.256686930091185}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"02242a04eb3c04708808889591a041c10d4a72a80806d11f13d87320facb3088","captured_at":"2026-10-22T13:59:50.995061+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"eee6f9f74854acfad37ab8e97c2965314f4571c4524894808d4a3470661bd8bc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"880ad891fd4eff56fd255f5232b41175825b0d33a7aca0e0944dba7863a0b82e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad2554f43692c13c98f5e368d3e73e9d48c0f38677a13af18f45a4beb565fd3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-20","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e7a1a03e387676f746fb98c542538668f1511d28a50cb73f8e27cdc917ed1fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-12-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e415f38157a65a776a48ed6c4995c41612f811e060427902e2f901b356829393"}]},{"symbol":"RARE","date":"2026-09-08","iv_pct":65.87639372937997,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":75.12639049986191,"put_iv_pct":69.49932620586773},{"expiry":"2026-10-16","call_iv_pct":65.74301707026598,"put_iv_pct":55.71596750369277},{"expiry":"2026-11-20","call_iv_pct":65.48536121673003,"put_iv_pct":60.87868285847735},{"expiry":"2026-12-18","call_iv_pct":69.03761624484991,"put_iv_pct":65.52478823529412}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"16456f14850a475a9a81aecb56bb1a408070cf24f84bf229464f5c5ab4cc398c","captured_at":"2026-10-22T13:59:41.456119+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"239fda0ee23c88042654a63675cd6be015fb2fd8161cd1a3ee63ed5bcbd6a7cd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"d63c61ee986fb7f4eae9593f6bbb3197992b5a04bc448fa9eaf1fb34e1138633"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"8a992415fd8e00694c9c0de743e54bb5c160bb40e96371b4438683cbf5dac55d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"5d7e946d56362364aff1d7bafb018069786059e11188021ea89cbaad6921641a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"6b71affaf1a258e260355c362e26cb4f49f95e25880be0abc12dbd4b099cc16d"}]},{"symbol":"RARE","date":"2026-09-15","iv_pct":105.58861386369894,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":277.74711012094207,"put_iv_pct":132.13746344435418},{"expiry":"2026-10-16","call_iv_pct":75.97653858572812,"put_iv_pct":74.1081203733505},{"expiry":"2026-11-20","call_iv_pct":71.15470165044435,"put_iv_pct":69.25588491717524},{"expiry":"2026-12-18","call_iv_pct":74.76099418297197,"put_iv_pct":69.56809763462506}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f5e9efa64335312b28a8b57f945472e5bbf692b3a8ef9d533f2d17370cb76573","captured_at":"2026-10-22T13:59:23.436473+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"34d81d125cad6592e7658e63fa11375ecb3efdfcb6f2016614b454a42febfb86"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4b0016b432599eb4c66b98ed1048ffa399397263836ceaa1ede55d7efebb8ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"f3a8d8e169fa5eb4e8e391ae31ec152256fdfbd470554cffd89d864067f4d0f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"d4c5f009a4bb747836c79b43d587d88e808ff02aed76a33633d8259ddec5dbdc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"8ac50e8739b55ca82fc7aa1f3e279f8ac91cce0df2797339a542a5777f4e8a6b"}]},{"symbol":"RARE","date":"2026-09-18","iv_pct":66.85094073012951,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":60.75985181400102,"put_iv_pct":63.39821186881832},{"expiry":"2026-11-20","call_iv_pct":68.17933271115258,"put_iv_pct":58.736074380165284},{"expiry":"2026-12-18","call_iv_pct":78.08028985507246,"put_iv_pct":70.38371490280778},{"expiry":"2027-01-15","call_iv_pct":79.81075187969925,"put_iv_pct":55.45929842931937}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a01bc7cda7a1536ff5ec0e110982f952ed6e26c81b0476ec39ac25bdbbf5dac5","captured_at":"2026-10-22T13:58:58.877280+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":"d96c1abe1b366c44f1d078cfa12fa34cd49f141b00703409bceadf955a07fc4b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"f3a8d8e169fa5eb4e8e391ae31ec152256fdfbd470554cffd89d864067f4d0f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"d4c5f009a4bb747836c79b43d587d88e808ff02aed76a33633d8259ddec5dbdc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"8ac50e8739b55ca82fc7aa1f3e279f8ac91cce0df2797339a542a5777f4e8a6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"596c737ddbdcea2db5fd7e4f506300a57327da4ce3c0a19cbe5b51fe8d184e09"}]},{"symbol":"RARE","date":"2026-09-21","iv_pct":64.65066493829106,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":57.85462476796606,"put_iv_pct":51.76799904489015},{"expiry":"2026-11-20","call_iv_pct":59.01644749754662,"put_iv_pct":67.71141941000427},{"expiry":"2026-12-18","call_iv_pct":72.94991967871486,"put_iv_pct":68.8074838330394},{"expiry":"2027-01-15","call_iv_pct":72.02195394277739,"put_iv_pct":67.0754713313897}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"522fb3e4cc8bc52c1c2172df1a32082c5477a3bfa308cfda621b7a3dbcadc07c","captured_at":"2026-10-22T13:58:57.003862+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":"3a9fff198d92be3afc7173e81f2d4e3dd49929f6ccad4c49ddd8a19364d9b0e2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"f3a8d8e169fa5eb4e8e391ae31ec152256fdfbd470554cffd89d864067f4d0f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"d4c5f009a4bb747836c79b43d587d88e808ff02aed76a33633d8259ddec5dbdc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"8ac50e8739b55ca82fc7aa1f3e279f8ac91cce0df2797339a542a5777f4e8a6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"596c737ddbdcea2db5fd7e4f506300a57327da4ce3c0a19cbe5b51fe8d184e09"}]},{"symbol":"RARE","date":"2026-09-22","iv_pct":62.116731311551966,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":53.42597014925373,"put_iv_pct":49.08411777583187},{"expiry":"2026-11-20","call_iv_pct":62.2682657751776,"put_iv_pct":60.17869158878505},{"expiry":"2026-12-18","call_iv_pct":65.40125360230547,"put_iv_pct":69.00430868167203},{"expiry":"2027-01-15","call_iv_pct":67.58453703703704,"put_iv_pct":69.98670588235294}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2e41a08dc1cff1b95a9723c8f20d799adc2716e23a420257ecb64b524cb0f055","captured_at":"2026-10-22T13:58:46.359048+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":"8cefe941bf9c60cecc748c534a51daaf896bbfbc942306826f59c423d0409bc5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"993b2f165d17e051094c63b27a58ebe2368744312d5252d96669f3787745c4bb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"fa65cbfc0f7a7e1cf3c909a8dea1bbd7035c64e7c4217826eb90a0253c7c1b0d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"7ec6c8c28a73c8c401b38ca7ffe46336bcd492cf2bec61f96cc6279511dbb954"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"bde34b01ff4621ed62d8ebd6938673571132ed2c50bde50300a6b1beb6d5fd8b"}]},{"symbol":"RARE","date":"2026-09-23","iv_pct":63.666646279367676,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":65.67005782435854,"put_iv_pct":53.57440340909091},{"expiry":"2026-11-20","call_iv_pct":55.19057591623036,"put_iv_pct":58.15660944206008},{"expiry":"2026-12-18","call_iv_pct":71.84765113974233,"put_iv_pct":68.4945091514143},{"expiry":"2027-01-15","call_iv_pct":73.8713,"put_iv_pct":62.5280633520449}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"404154da58554059b1f2b2f7535f1189ca97b5dff747d322e18abe92c647d2d4","captured_at":"2026-10-22T13:58:44.457861+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":"c53891be6c3ef25ff70e4ad0ad07ce00c5758bc2853e440ed55c8e6c4812c915"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"993b2f165d17e051094c63b27a58ebe2368744312d5252d96669f3787745c4bb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"fa65cbfc0f7a7e1cf3c909a8dea1bbd7035c64e7c4217826eb90a0253c7c1b0d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"7ec6c8c28a73c8c401b38ca7ffe46336bcd492cf2bec61f96cc6279511dbb954"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"bde34b01ff4621ed62d8ebd6938673571132ed2c50bde50300a6b1beb6d5fd8b"}]},{"symbol":"RARE","date":"2026-09-24","iv_pct":87.04233617310918,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":97.99498567335245,"put_iv_pct":153.07777096114518},{"expiry":"2026-10-09","call_iv_pct":49.081947483588614,"put_iv_pct":126.19814814814814},{"expiry":"2026-10-16","call_iv_pct":64.10490019960078,"put_iv_pct":98.93875241779494},{"expiry":"2026-10-23","call_iv_pct":56.31163548163549,"put_iv_pct":50.63054901960784}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ca6d1bfc865342609342f7117b55652c2e1515884e3ffc99d5ea5b812399590b","captured_at":"2026-10-22T13:58:35.961634+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":"eb0ea27fdbabd2eed4fa755544c1cf06b0b4ae833fcbe0f03a99b737352cd565"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76390ca9a35681bcb8b94da05a20e0d250dddb0c2abf50ebfa8936f8153e77a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee110da990823d4ce2a51ef8c6a76d54f8957378e21b0116a83a4a09f2aa7245"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"993b2f165d17e051094c63b27a58ebe2368744312d5252d96669f3787745c4bb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bfe0b78dd0677ed6891eed69aa3536b010c6c3ae68e9315c9c647611ef6ebe7"}]},{"symbol":"RARE","date":"2026-09-25","iv_pct":67.98200316512803,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":59.57735612535613,"put_iv_pct":79.06467312348668},{"expiry":"2026-10-09","call_iv_pct":87.5272987616099,"put_iv_pct":56.03838010204082},{"expiry":"2026-10-16","call_iv_pct":53.99625514403292,"put_iv_pct":62.86706401766005},{"expiry":"2026-10-23","call_iv_pct":70.85653594771242,"put_iv_pct":73.92846209912535}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c68078053c4fd75887d62444f92e198b030e012033ffe5992c135eb15a95ba06","captured_at":"2026-10-22T13:58:34.261890+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":"8a319677b07cb5e96374899d3ef31a2b54d06258beec012cbf91e4d42ad8074c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76390ca9a35681bcb8b94da05a20e0d250dddb0c2abf50ebfa8936f8153e77a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee110da990823d4ce2a51ef8c6a76d54f8957378e21b0116a83a4a09f2aa7245"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"993b2f165d17e051094c63b27a58ebe2368744312d5252d96669f3787745c4bb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bfe0b78dd0677ed6891eed69aa3536b010c6c3ae68e9315c9c647611ef6ebe7"}]},{"symbol":"RARE","date":"2026-09-28","iv_pct":75.8518801148954,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":68.08734265734266,"put_iv_pct":121.88835913312694},{"expiry":"2026-10-09","call_iv_pct":70.994,"put_iv_pct":61.20104055087988},{"expiry":"2026-10-16","call_iv_pct":70.15861720067454,"put_iv_pct":83.38374712643677},{"expiry":"2026-10-23","call_iv_pct":49.908368241597664,"put_iv_pct":81.19356600910471}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"91684e8f30dd04a431343855d785d63d652a2686958edbfc8eb6a1a75279798c","captured_at":"2026-10-22T13:58:32.295503+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":"da0419cc3c21cc86a81cdc373ba4627213bef96520aa35d41cc719ed07a24ff0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76390ca9a35681bcb8b94da05a20e0d250dddb0c2abf50ebfa8936f8153e77a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee110da990823d4ce2a51ef8c6a76d54f8957378e21b0116a83a4a09f2aa7245"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"993b2f165d17e051094c63b27a58ebe2368744312d5252d96669f3787745c4bb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bfe0b78dd0677ed6891eed69aa3536b010c6c3ae68e9315c9c647611ef6ebe7"}]},{"symbol":"RARE","date":"2026-09-29","iv_pct":82.26884501981134,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":75.06300448430493,"put_iv_pct":206.43767833981843},{"expiry":"2026-10-09","call_iv_pct":56.17637554585153,"put_iv_pct":57.81797173144876},{"expiry":"2026-10-16","call_iv_pct":66.1711232187762,"put_iv_pct":79.58070796460177},{"expiry":"2026-10-23","call_iv_pct":64.55584041857423,"put_iv_pct":52.34805845511483}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6177b20e774f1b1b3c3291879f5562d7101c70e6690f32c92cf4885fd6d7025b","captured_at":"2026-10-22T13:58:21.173001+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7af77e31f24d987977575d6717aff2a3b623078c3aea9e20e63cd8e239167e72"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0949b1d6937e3e812be5e7789c2708109f2a2c6dd6d0bec8227c70174f1b5242"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62ed90aa0ae72dfc322162fff52bd823e55c92a3138056e08aad95431b331109"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"067965a45729129646b5f901de4674c540b82a0bd41e6d3f07ef748ae188b079"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a14f13ae014f5c441bab71bd99fef084a3928f9c37274192d305c1a7be93e3c8"}]},{"symbol":"RARE","date":"2026-09-30","iv_pct":85.99887522088397,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":166.68750230414742,"put_iv_pct":135.67752577319584},{"expiry":"2026-10-09","call_iv_pct":70.34875,"put_iv_pct":71.1164946889226},{"expiry":"2026-10-16","call_iv_pct":61.95660777385159,"put_iv_pct":52.48460809646856},{"expiry":"2026-10-23","call_iv_pct":75.53535060975608,"put_iv_pct":54.184162520729686}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6f0c44cac5f42862922ffffee2e836ebc03aa9464ec10813029fe02e5475fab0","captured_at":"2026-10-22T13:58:19.106665+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"55d4d644ed51e3bfa56d95bc4ddd440437738544bf31f225a4c3068a8ae0f1a0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0949b1d6937e3e812be5e7789c2708109f2a2c6dd6d0bec8227c70174f1b5242"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62ed90aa0ae72dfc322162fff52bd823e55c92a3138056e08aad95431b331109"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"067965a45729129646b5f901de4674c540b82a0bd41e6d3f07ef748ae188b079"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a14f13ae014f5c441bab71bd99fef084a3928f9c37274192d305c1a7be93e3c8"}]},{"symbol":"RARE","date":"2026-10-01","iv_pct":139.0780588214956,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":406.7623170731706,"put_iv_pct":264.66223880597016},{"expiry":"2026-10-09","call_iv_pct":63.00027139874739,"put_iv_pct":67.1611343283582},{"expiry":"2026-10-16","call_iv_pct":69.35714839961204,"put_iv_pct":52.01138314785374},{"expiry":"2026-10-23","call_iv_pct":99.93609053497943,"put_iv_pct":89.73388688327316}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"80485deefeba8bf479103a9d707ea62ee60ae013d039fc7f6072ff3cb3721bf3","captured_at":"2026-10-22T13:58:08.862804+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":"4fb384f68a2d7bb1dbe7ac96ec45b254f7d346e30c47baa97db885abe8cf641c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-02","start_date":"2026-10-01","end_date":"2026-10-01","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e51d92e1d2d9e8094bb71d4b7e40355d57d731266f18c830cbad680bc2d2ac20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e330bc8f90924d5b5eebc4d345a57fdfe3a37cdaea0cb5fcc42e15f41018f277"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"3e6ee2e66eef00e65992b28141e0cc6a50c29c06940883f87c6b5083d13c3843"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10ae5e1327901beffa3b01d3b51b98849f1bb6db51b6ff9ee7112cd62fc39906"}]},{"symbol":"RARE","date":"2026-10-02","iv_pct":90.89051668306028,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":127.8775788795879,"put_iv_pct":69.87314199395769},{"expiry":"2026-10-16","call_iv_pct":107.08776243093922,"put_iv_pct":108.16770981507824},{"expiry":"2026-10-23","call_iv_pct":84.55049925112333,"put_iv_pct":51.37907906976744},{"expiry":"2026-10-30","call_iv_pct":95.0932100108814,"put_iv_pct":83.09515201314709}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"11111ca8a38ed2641c3ef19e21d7d2dc7728f9e960aed7f424ee5f5f398c01d3","captured_at":"2026-10-22T13:58:06.163601+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":"d02f056a94423365153100479af958633f70be377c4fceec2de7f36fc7b328f0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e330bc8f90924d5b5eebc4d345a57fdfe3a37cdaea0cb5fcc42e15f41018f277"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"3e6ee2e66eef00e65992b28141e0cc6a50c29c06940883f87c6b5083d13c3843"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10ae5e1327901beffa3b01d3b51b98849f1bb6db51b6ff9ee7112cd62fc39906"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5e7897a02fc8a84dadf5f4a9fad8b0601a08303654e5602c3f12ff073ab0d4bb"}]},{"symbol":"RARE","date":"2026-10-05","iv_pct":78.72695566427201,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":89.94775318206973,"put_iv_pct":70.58864673485445},{"expiry":"2026-10-16","call_iv_pct":95.45147564469913,"put_iv_pct":69.94695161290322},{"expiry":"2026-10-23","call_iv_pct":57.34258302583025,"put_iv_pct":48.04},{"expiry":"2026-10-30","call_iv_pct":104.17904340836013,"put_iv_pct":94.31919170545916}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"85f56880941741377a895ff19740988bd9695fe9c07d15a92b5c35298cd01d30","captured_at":"2026-10-22T13:58:03.974308+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":"611f2c8e475b4b9e6767b250f386011a54a51179066cd27e99514bbac4643e18"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e330bc8f90924d5b5eebc4d345a57fdfe3a37cdaea0cb5fcc42e15f41018f277"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"3e6ee2e66eef00e65992b28141e0cc6a50c29c06940883f87c6b5083d13c3843"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10ae5e1327901beffa3b01d3b51b98849f1bb6db51b6ff9ee7112cd62fc39906"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5e7897a02fc8a84dadf5f4a9fad8b0601a08303654e5602c3f12ff073ab0d4bb"}]},{"symbol":"RARE","date":"2026-10-06","iv_pct":72.43541844347713,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":73.17340813464234,"put_iv_pct":98.56179314565485},{"expiry":"2026-10-16","call_iv_pct":58.52944562899787,"put_iv_pct":102.60119440914868},{"expiry":"2026-10-23","call_iv_pct":49.34164206642067,"put_iv_pct":54.54952561669829},{"expiry":"2026-10-30","call_iv_pct":78.63619379354022,"put_iv_pct":64.09014475271411}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9501031407d280a90514b55e9b219038aa202d44dcde86ab781f8e4c1d1b238f","captured_at":"2026-10-22T13:58:01.768506+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":"2a94110705e515cce5cf024d419dce996bcd7796d43bedfe5dc0df7aa2567c2f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e330bc8f90924d5b5eebc4d345a57fdfe3a37cdaea0cb5fcc42e15f41018f277"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"3e6ee2e66eef00e65992b28141e0cc6a50c29c06940883f87c6b5083d13c3843"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10ae5e1327901beffa3b01d3b51b98849f1bb6db51b6ff9ee7112cd62fc39906"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5e7897a02fc8a84dadf5f4a9fad8b0601a08303654e5602c3f12ff073ab0d4bb"}]},{"symbol":"RARE","date":"2026-10-07","iv_pct":70.18940133708618,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":76.81487339449541,"put_iv_pct":92.63729035938393},{"expiry":"2026-10-16","call_iv_pct":47.65,"put_iv_pct":63.958776371308026},{"expiry":"2026-10-23","call_iv_pct":59.09769047619048,"put_iv_pct":68.92538732394365},{"expiry":"2026-10-30","call_iv_pct":72.12465745538285,"put_iv_pct":80.30653531598513}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b26949b27fb79329908851338f37c49fb37fcd6b252ce757a9938fdd3c7c91e","captured_at":"2026-10-22T13:57:59.689273+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":"61ad7419851b44202328064afecdfbd8fbe0cd2608faf527e57853b6d00747f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e330bc8f90924d5b5eebc4d345a57fdfe3a37cdaea0cb5fcc42e15f41018f277"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"3e6ee2e66eef00e65992b28141e0cc6a50c29c06940883f87c6b5083d13c3843"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10ae5e1327901beffa3b01d3b51b98849f1bb6db51b6ff9ee7112cd62fc39906"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5e7897a02fc8a84dadf5f4a9fad8b0601a08303654e5602c3f12ff073ab0d4bb"}]},{"symbol":"RARE","date":"2026-10-08","iv_pct":121.59191627108603,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":231.05274120829574,"put_iv_pct":281.7201553829079},{"expiry":"2026-10-16","call_iv_pct":58.21756002595717,"put_iv_pct":147.60346153846154},{"expiry":"2026-10-23","call_iv_pct":53.647275565964094,"put_iv_pct":57.55071491615181},{"expiry":"2026-10-30","call_iv_pct":52.73290255341324,"put_iv_pct":90.21051897753681}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"411d6e6ad1e8a79904df67a386041b0d6f13a68d30f6e8cabdec549e7586a88e","captured_at":"2026-10-22T13:57:43.953514+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1b659176ee255f7ab3f7ff0fbfaf5585f25cf98428e074c8aec2a37aff28a6ea"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce3599d4fee84ffde4f796cdaab99a034a0c701af365ff11e2cfd2cc82d92f0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4bb200ce53d3f84d4498f20063e7963ef75ced2059992bba0e5e1059f8069693"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc64a62d4cbaf43133bedb890f3c84ce4cd3889f656602e0712411ccdac1a638"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26a2770d8f6c7066aa297fffaf9c8b8edb4bc03eb371e0c40efda688e399b3cf"}]},{"symbol":"RARE","date":"2026-10-09","iv_pct":62.343963981938366,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":51.742261370916076,"put_iv_pct":83.71817337461302},{"expiry":"2026-10-23","call_iv_pct":54.64700179533214,"put_iv_pct":51.56067103109656},{"expiry":"2026-10-30","call_iv_pct":55.571670050761426,"put_iv_pct":74.54807042253522},{"expiry":"2026-11-06","call_iv_pct":55.93,"put_iv_pct":71.03386381025248}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4c3e424415e4a4c15294b8f50a1d2b8be06d2ddb5b3d9d464a349ea0026d1196","captured_at":"2026-10-22T13:57:40.258661+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"75131974ee23fc25d5903a32f010de35e3079e403db8c74093401f10722afe45"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4bb200ce53d3f84d4498f20063e7963ef75ced2059992bba0e5e1059f8069693"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc64a62d4cbaf43133bedb890f3c84ce4cd3889f656602e0712411ccdac1a638"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26a2770d8f6c7066aa297fffaf9c8b8edb4bc03eb371e0c40efda688e399b3cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f63892cbe7cf47b0e8d76dbafd0ab77fa0cfcd4c3ca63dcaac058257769762aa"}]},{"symbol":"RARE","date":"2026-10-12","iv_pct":70.17615277396376,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":64.8105787150564,"put_iv_pct":90.18897285399852},{"expiry":"2026-10-23","call_iv_pct":71.60142743854084,"put_iv_pct":60.30188834154352},{"expiry":"2026-10-30","call_iv_pct":50.42181041844578,"put_iv_pct":79.63881897386254},{"expiry":"2026-11-06","call_iv_pct":64.36261569416499,"put_iv_pct":80.08310975609756}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d8100ea374fe26eee5cd91e29bb38a4e3d5fb961579e04a163ac92aaf9cfe11f","captured_at":"2026-10-22T13:57:38.367378+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3d2631c678ee87aaa503c6b2c84fac4d52cb7ea54a99400209387beb605be44b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4bb200ce53d3f84d4498f20063e7963ef75ced2059992bba0e5e1059f8069693"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc64a62d4cbaf43133bedb890f3c84ce4cd3889f656602e0712411ccdac1a638"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26a2770d8f6c7066aa297fffaf9c8b8edb4bc03eb371e0c40efda688e399b3cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f63892cbe7cf47b0e8d76dbafd0ab77fa0cfcd4c3ca63dcaac058257769762aa"}]},{"symbol":"RARE","date":"2026-10-13","iv_pct":68.04717051236861,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":60.44031358885017,"put_iv_pct":77.98773955773952},{"expiry":"2026-10-23","call_iv_pct":52.96701219512195,"put_iv_pct":67.70106259097524},{"expiry":"2026-10-30","call_iv_pct":65.81132275132276,"put_iv_pct":75.49628242074928},{"expiry":"2026-11-06","call_iv_pct":75.07227652733118,"put_iv_pct":68.90135446685879}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f644b22c70ce21753b22a16414a54d8500f1f401da0d875ed13b2c3475cd2873","captured_at":"2026-10-22T13:57:36.264630+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8f5140919dcd9f696dc1bc1b2080f834cc478330f2e2805cf2057a5c56f352f7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4bb200ce53d3f84d4498f20063e7963ef75ced2059992bba0e5e1059f8069693"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc64a62d4cbaf43133bedb890f3c84ce4cd3889f656602e0712411ccdac1a638"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26a2770d8f6c7066aa297fffaf9c8b8edb4bc03eb371e0c40efda688e399b3cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f63892cbe7cf47b0e8d76dbafd0ab77fa0cfcd4c3ca63dcaac058257769762aa"}]},{"symbol":"RARE","date":"2026-10-14","iv_pct":78.44560127675042,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":75.22527956989248,"put_iv_pct":102.52652731326646},{"expiry":"2026-10-23","call_iv_pct":68.05585081585082,"put_iv_pct":77.85711297071128},{"expiry":"2026-10-30","call_iv_pct":67.2614782608696,"put_iv_pct":54.65160194174757},{"expiry":"2026-11-06","call_iv_pct":89.333031026253,"put_iv_pct":92.65392831541219}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"33cf294bc646806db891fd67e2985bbf431f6a92bc3d5c00106b3f116789ff46","captured_at":"2026-10-22T13:57:34.152661+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"696f8ac614585940187d32fa3556e65a732763dd3a4e67a3e18885c66cdaf96b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4bb200ce53d3f84d4498f20063e7963ef75ced2059992bba0e5e1059f8069693"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fc64a62d4cbaf43133bedb890f3c84ce4cd3889f656602e0712411ccdac1a638"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"26a2770d8f6c7066aa297fffaf9c8b8edb4bc03eb371e0c40efda688e399b3cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f63892cbe7cf47b0e8d76dbafd0ab77fa0cfcd4c3ca63dcaac058257769762aa"}]},{"symbol":"RARE","date":"2026-10-15","iv_pct":130.1055841342802,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":335.4984690444145,"put_iv_pct":314.4217098445596},{"expiry":"2026-10-23","call_iv_pct":49.34423806785509,"put_iv_pct":81.4336879432624},{"expiry":"2026-10-30","call_iv_pct":56.7136387434555,"put_iv_pct":44.378816530995614},{"expiry":"2026-11-06","call_iv_pct":87.21845614035088,"put_iv_pct":71.83565675934803}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"164294fe8c2bdd9550680a4b307d1c2c6f83f40043d2d6b8655f432789142dad","captured_at":"2026-10-22T13:57:19.386936+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e7b44231ea3d3481d303fdd57dabcd661a596f08de98cb35331a26f4c307dfc7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-16","start_date":"2026-10-15","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"38b861c7118b14ea0e606f770145765f0d7de789019ff2d536887a654e6d832b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"63c2b8b3594cf12c1e3ef3c1daf0c1068941cf5de5941249fe8dbd6e75f75d51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ae5831ebcb256b44ffff6ba1dee0fc97fb7907c19d8f92dd77f2bfd5ef463c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f151d47af3ff18107c0c1614924afea8e14916c22092106b5b536747e637040a"}]},{"symbol":"RARE","date":"2026-10-16","iv_pct":82.70728937065131,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":56.05521126760563,"put_iv_pct":72.51441550575409},{"expiry":"2026-10-30","call_iv_pct":135.4853196099675,"put_iv_pct":54.95434268833087},{"expiry":"2026-11-06","call_iv_pct":118.25640179071071,"put_iv_pct":96.20769296013572},{"expiry":"2026-11-13","call_iv_pct":60.34990712074304,"put_iv_pct":67.83502402196294}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3af28d09c3b571e879a21f197caf8f1dacaeb6a7b933b5705d5d07f628a49316","captured_at":"2026-10-22T13:57:16.038802+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":"790d4a29c88152198e6c2c60eb35f0352492ca5a16f8fa0e59a672e66eaf810b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"63c2b8b3594cf12c1e3ef3c1daf0c1068941cf5de5941249fe8dbd6e75f75d51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5ae5831ebcb256b44ffff6ba1dee0fc97fb7907c19d8f92dd77f2bfd5ef463c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f151d47af3ff18107c0c1614924afea8e14916c22092106b5b536747e637040a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"06d7c85df2cd420afce0cd47dfcfe4717254b6eda5e3c5e87c91cd4913fbd231"}]},{"symbol":"RARE","date":"2026-10-19","iv_pct":95.73427110953283,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":122.56823717948717,"put_iv_pct":106.03608588957056},{"expiry":"2026-10-30","call_iv_pct":97.56136690647477,"put_iv_pct":132.91817420435513},{"expiry":"2026-11-06","call_iv_pct":53.73192592592593,"put_iv_pct":100.93532281205167},{"expiry":"2026-11-13","call_iv_pct":70.3139268292683,"put_iv_pct":81.80912912912913}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d68e2a2faf01d60705216eb7a5d706dd7a2b1b034479afcbdfe3a6ef7af246d6","captured_at":"2026-10-21T18:39:00.200000+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":"b6074cf907a2d436a7a8267c22157d473aaeaf8f4693af42e073610b2f2d6130"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a75a99847c100d97d0aedc149be99369815a63020f51100990bb7cb2d5a19fe6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c0b10256b6d28511d173baa9944097695202bf017cf36a4115acec4478a654d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cd1abcd533d15b326f4d2c969aeb89d17a8062884b32bf3b7dfd0bbf3ccceca8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3b2e34f69d67d546b5b88b51f608a2fc75e53d52fd46c6cfd537bf8c2e892e7f"}]},{"symbol":"RARE","date":"2026-10-20","iv_pct":71.82918574722376,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":76.94481751824817,"put_iv_pct":84.45251798561152},{"expiry":"2026-10-30","call_iv_pct":59.946600476568705,"put_iv_pct":72.1311652173913},{"expiry":"2026-11-06","call_iv_pct":65.56673940949936,"put_iv_pct":96.71574285714286},{"expiry":"2026-11-13","call_iv_pct":61.065902513328254,"put_iv_pct":57.809999999999995}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4954abb7224ea8d6070ca9474ad47ad66e45f27ee702d12197e7dae940ea37e6","captured_at":"2026-10-21T18:38:59.685161+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":"ce63872e12b6f4b87ce431cf168495d53116bc86bb45232d446b7190cbc19688"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a75a99847c100d97d0aedc149be99369815a63020f51100990bb7cb2d5a19fe6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c0b10256b6d28511d173baa9944097695202bf017cf36a4115acec4478a654d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cd1abcd533d15b326f4d2c969aeb89d17a8062884b32bf3b7dfd0bbf3ccceca8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3b2e34f69d67d546b5b88b51f608a2fc75e53d52fd46c6cfd537bf8c2e892e7f"}]},{"symbol":"RARE","date":"2026-10-21","iv_pct":63.496570038809345,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":61.05904129093498,"put_iv_pct":69.5155175879397},{"expiry":"2026-10-30","call_iv_pct":40.65387755102041,"put_iv_pct":47.53167025089605},{"expiry":"2026-11-06","call_iv_pct":66.66445897740785,"put_iv_pct":102.74085991678226},{"expiry":"2026-11-13","call_iv_pct":63.70727272727274,"put_iv_pct":56.09986200822079}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"92df987c4fe39cc766e30061165352e718c66cf35f846e0e2ecff4f293aab7d4","captured_at":"2026-10-21T23:53:38.759248+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":"RARE","date":"2026-10-21","format":"json"},"source_hash":"f1eeb0f5e4e22121137d3d2c885770480c8c99a900cd7f492b8efda3db16ffcd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c311111ad2d796540a16e406127ff352cabc18d26cacee4f7eeff2e9e7e05331"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d50938727050081d89baf35d119e9c9726f129f1385c8044ed473bb4bd4688e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"59feabc8c6de8fdb0ac2e445e0f71834e8559f222895683038e3cf0bdebcd477"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b9b8d2ed43cda3f166868a97890ef3af2582734f68b4b20c620c71f06f41f92"}]},{"symbol":"RARE","date":"2026-10-22","iv_pct":83.21057420132541,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":99.4088874921433,"put_iv_pct":120.03183442525311},{"expiry":"2026-10-30","call_iv_pct":66.3594476744186,"put_iv_pct":63.294768211920484},{"expiry":"2026-11-06","call_iv_pct":93.05666666666667,"put_iv_pct":104.04930446194226},{"expiry":"2026-11-13","call_iv_pct":57.89991440798858,"put_iv_pct":61.583770270270264}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"07c158197c767fde904c297b58d9c100e1a189d61bddccff18fd6b348078e33c","captured_at":"2026-10-22T22:20:17.593460+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":"RARE","date":"2026-10-22","format":"json"},"source_hash":"126d5d92b1b439d63ece32cab9aee077168dd97de35d9488bc9a52827c078692"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-23","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ce4888d295ffcf1e6d38792c4963760e69eab39552fa40496abd7e6a38a691f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33f9cfe5baadc1a45cb0c57c87a4466d5ab2b8c892f3c1a6b7bee20afb79676c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5f21099b543eef15679558122841ca376a001e038398bd007c85a0cb8bf6e301"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e39bb477798712d2c3be969e4908a62ce665c43c266e1bf625dac2b969c2bfe9"}]},{"symbol":"RARE","date":"2026-10-23","iv_pct":74.28363621201547,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":53.087379227053134,"put_iv_pct":49.91666666666667},{"expiry":"2026-11-06","call_iv_pct":129.0641257367387,"put_iv_pct":115.02769811320756},{"expiry":"2026-11-13","call_iv_pct":67.09443448275861,"put_iv_pct":59.899935064935065},{"expiry":"2026-11-20","call_iv_pct":63.635610494450056,"put_iv_pct":56.5432399103139}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8ad6def127ec8ed243a75eb2655a8754f35c40788d7f8b1ed6eb18bb6fb7c217","captured_at":"2026-10-23T22:24:31.201487+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":"RARE","date":"2026-10-23","format":"json"},"source_hash":"08f6ae3b7e41e8d7e8631e0ca021697ed34eecb011a41d657c8b869608d8e71a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"295e91f0ab8f624211cd193573684f552c3476dcf4e3ab07f5dcf6ee5fdb5802"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91f4d6ceb4be4600358b992146f9066dcdb7d4296d749a8c6307ec3cf319d8d9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4f59d5bd7a3c9faa4551725ab1f2c92c5fc92723350d0aa395d7a9bec3d219c2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"26c3d487dea6e6b10ad7a172ae9e73ca7d10a71427105f6c9b594a0b8903c395"}]},{"symbol":"RARE","date":"2026-10-26","iv_pct":82.17043900153598,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":52.2933629707113,"put_iv_pct":90.25329955668144},{"expiry":"2026-11-06","call_iv_pct":93.60343260188088,"put_iv_pct":114.53},{"expiry":"2026-11-13","call_iv_pct":62.0954051054384,"put_iv_pct":72.80969309462915},{"expiry":"2026-11-20","call_iv_pct":99.33528037383178,"put_iv_pct":72.44303830911493}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6cdf7bff1a4c6340f600de14e11e634527aaa2d890b986e047870778df4677f7","captured_at":"2026-11-01T02:01:51.861199+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":"RARE","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"5865f9356542fc86bbd7a9f97a302bd3d5f7205a171c6d9910018146de70ed76"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0cf14f2629acbfa0d9fe992ceddb05b313aa58817f35bfb0157e97c1c3755a17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2babdcc753bb290a62b11879814296f7936ce2345efcfc2dd2de60dfb6ad9347"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe16aa94c9d3daef36f12499e862bc4c71b925984e37d7c1e3d534818badceb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"f1efa8d316506e81e9b372c775666ddd2830b37469cda57ec305eb8419edb43f"}]},{"symbol":"RARE","date":"2026-10-27","iv_pct":85.34328118673695,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":47.349085324232085,"put_iv_pct":183.01511930585684},{"expiry":"2026-11-06","call_iv_pct":68.3487106017192,"put_iv_pct":93.79829268292683},{"expiry":"2026-11-13","call_iv_pct":66.23064220183487,"put_iv_pct":59.75870614035088},{"expiry":"2026-11-20","call_iv_pct":63.787558746736295,"put_iv_pct":100.45813449023862}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"18dece142ae1a8c71ebf732710d82a642b9d1ef7c692918ca426c0e24078f065","captured_at":"2026-11-01T02:01:50.375066+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":"RARE","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"dbeff199de0e233a164d1db8e247c14b5c782ca43036870db47c97980c760ce1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0cf14f2629acbfa0d9fe992ceddb05b313aa58817f35bfb0157e97c1c3755a17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2babdcc753bb290a62b11879814296f7936ce2345efcfc2dd2de60dfb6ad9347"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe16aa94c9d3daef36f12499e862bc4c71b925984e37d7c1e3d534818badceb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"f1efa8d316506e81e9b372c775666ddd2830b37469cda57ec305eb8419edb43f"}]},{"symbol":"RARE","date":"2026-10-28","iv_pct":113.23294694066112,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":203.53727272727275,"put_iv_pct":216.1469565217391},{"expiry":"2026-11-06","call_iv_pct":87.66726290516206,"put_iv_pct":99.06791282481142},{"expiry":"2026-11-13","call_iv_pct":62.353124300111986,"put_iv_pct":89.90599406528187},{"expiry":"2026-11-20","call_iv_pct":62.75411126187246,"put_iv_pct":84.43094091903723}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6517fb62e375feb77ead2b593951447f24f0d05c527c7a82da988ac64452283f","captured_at":"2026-11-01T02:01:48.883223+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":"RARE","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"fbd5255041b80c4bb6910ee152a8e441b0c6decdd9c1cf6c472a59923afe6f20"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0cf14f2629acbfa0d9fe992ceddb05b313aa58817f35bfb0157e97c1c3755a17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2babdcc753bb290a62b11879814296f7936ce2345efcfc2dd2de60dfb6ad9347"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe16aa94c9d3daef36f12499e862bc4c71b925984e37d7c1e3d534818badceb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"f1efa8d316506e81e9b372c775666ddd2830b37469cda57ec305eb8419edb43f"}]},{"symbol":"RARE","date":"2026-10-29","iv_pct":81.96288593239221,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":112.28101449275363,"put_iv_pct":149.97269387755102},{"expiry":"2026-11-06","call_iv_pct":71.7911111111111,"put_iv_pct":61.756473317865435},{"expiry":"2026-11-13","call_iv_pct":66.66786285714285,"put_iv_pct":67.99096551724138},{"expiry":"2026-11-20","call_iv_pct":63.76606666666667,"put_iv_pct":61.47689961880559}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2faeb945eec9cab08922eb851228c1aa4950c38e7d12dc1368058a645cb6eeca","captured_at":"2026-11-01T02:01:47.321899+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":"RARE","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"6304b0d9c4e53fd4619a078fe9af0b78e78559eb6bc0a14fb6430749175e266c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0cf14f2629acbfa0d9fe992ceddb05b313aa58817f35bfb0157e97c1c3755a17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2babdcc753bb290a62b11879814296f7936ce2345efcfc2dd2de60dfb6ad9347"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe16aa94c9d3daef36f12499e862bc4c71b925984e37d7c1e3d534818badceb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"f1efa8d316506e81e9b372c775666ddd2830b37469cda57ec305eb8419edb43f"}]},{"symbol":"RARE","date":"2026-10-30","iv_pct":72.99725591719253,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":93.665702247191,"put_iv_pct":101.83009126466756},{"expiry":"2026-11-13","call_iv_pct":64.99354535974973,"put_iv_pct":57.09338116591929},{"expiry":"2026-11-20","call_iv_pct":79.2021978021978,"put_iv_pct":55.82576819407008},{"expiry":"2026-11-27","call_iv_pct":68.8975,"put_iv_pct":62.4698613037448}],"source":"ThetaData historical first-order Greeks","provider_symbol":"RARE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4651e30fbaa128864f43d1c202e34c8d7b25473c26e1a70eb4d46970b93a484f","captured_at":"2026-11-01T02:01:43.652907+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":"RARE","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"5bfe660e6b5c39d0e24dfe4204b31f62f69f53f344ec982edeefb47a1705f8bc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2babdcc753bb290a62b11879814296f7936ce2345efcfc2dd2de60dfb6ad9347"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe16aa94c9d3daef36f12499e862bc4c71b925984e37d7c1e3d534818badceb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","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":"f1efa8d316506e81e9b372c775666ddd2830b37469cda57ec305eb8419edb43f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"RARE","expiration":"2026-11-27","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dc6c4ce0b5fa23c5615695154484d9c2fb34f7bbb65e6e053f5022254b669cad"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/RARE","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":129.0293165507806,"put_call_skew_pp":5.9381417216636265,"implied_move_pct":50.328269621595965,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"05385d850cf326d7c3f0be50a0191522f3d23110edda34164104ea6162fbe3c7","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":128.3790307942041,"put_call_skew_pp":3.095092537998589,"implied_move_pct":49.055697868787526,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7e5f5f6bd49aad81af7ca010f5b86a448204157653bafad9eb0ee87c5736c471","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":124.45127343483088,"put_call_skew_pp":0.3654203135865828,"implied_move_pct":48.75741740786505,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c8177ab5b36d33f2cddb85e7ac4a01c1fa4a525959c04e05e525e138ccd8b5cd","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":138.03390116428233,"put_call_skew_pp":-13.541685788875718,"implied_move_pct":50.37040497091495,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cd9554e19b3b860c06912f5acd6066993ae937709bb91710283380745f62e3a4","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":132.5617153916686,"put_call_skew_pp":3.427674023715639,"implied_move_pct":49.26114986624194,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"52666ae934a69d61535ee4a8ec8e3a0eb0be038bd1ec928d1495aa348af83629","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":130.64799404047739,"put_call_skew_pp":-0.8360917316582714,"implied_move_pct":46.28711938311642,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6e0af0183e649417dbbc37fefea4322e74a8bcf34b8099e6f74b3267ecc773c7","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":136.60278873829645,"put_call_skew_pp":-6.891723529151953,"implied_move_pct":45.67912626721928,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f78095617820243368ba24d14d073c5f623e5e00eef1ef1c30b724293b5bbc4","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":152.94714463025142,"put_call_skew_pp":-54.770876444122926,"implied_move_pct":43.43575041798357,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"268d2321b60926b5c39f62170a4ac01da700ef3d90e06eab0180448a88a54add","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":134.86076271419512,"put_call_skew_pp":-1.7510849857202935,"implied_move_pct":58.07135633914409,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"41d79b24a90f79f0ca9968ab38004bcdf56f9c9ca65525e37d190725717ed685","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":135.55719711690625,"put_call_skew_pp":-1.8350582416284844,"implied_move_pct":57.97205525021964,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cdc2e08a8711a27aaf9e3ace2edb7a6b80f8e4a8f03df56fb2378840526b75fb","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":136.42416733018644,"put_call_skew_pp":9.971469689351864,"implied_move_pct":57.89904509303376,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a444839285c646f610495f195bfd6884b82d3d6fe677a04f81a0e7fe1ceccdb5","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":138.21225121033078,"put_call_skew_pp":-4.711857163288052,"implied_move_pct":58.21167575440578,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7beeefa77799d66bf7508e06de6a2bcfa59ccc1fe14fc730bec2f2ad6d0c733","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":137.63886428975695,"put_call_skew_pp":1.8386858488607345,"implied_move_pct":57.655045166214435,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"68f040d0d0e21680aad5ddb5cd02b4d5da7f399465f8a64898644282bb71c6d9","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":144.77367754627258,"put_call_skew_pp":-8.341221027108382,"implied_move_pct":59.56623352016047,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2fde2d107cfacb7b2ed1f27397d12e12c3ce671726eb54b8ff127859f31e3d74","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":150.75500470119877,"put_call_skew_pp":2.3617806359109963,"implied_move_pct":59.033060755827464,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"57a9428d429997ae72eff526a506566d93d96294186b8cdc5de93a4d173d10e0","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":150.2371395420317,"put_call_skew_pp":8.113328582405593,"implied_move_pct":58.46264321426423,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c18cc77f8451bbfe70fe149204eee2913f056c24fa479568c3e2074378ad8f1d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":155.6916432775758,"put_call_skew_pp":4.672612166918817,"implied_move_pct":59.41449219189576,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"21faa64afb5292ac23e66fdc343bdef8af9c9dae11a15616009d18b9d562b874","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":67.77851354493221,"put_call_skew_pp":-2.438293784871961,"implied_move_pct":26.348541424104504,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d4d693c92c816d8f29f14d7e83af7d8f50ba1787f398f8ed701cbc6c0d1f4c59","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":62.5807292567041,"put_call_skew_pp":-8.897774304503207,"implied_move_pct":24.24198448108724,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"02242a04eb3c04708808889591a041c10d4a72a80806d11f13d87320facb3088","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":65.87639372937997,"put_call_skew_pp":-5.943405057093965,"implied_move_pct":23.794950716495066,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"16456f14850a475a9a81aecb56bb1a408070cf24f84bf229464f5c5ab4cc398c","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":105.58861386369894,"put_call_skew_pp":-38.64244454264538,"implied_move_pct":26.722112386737813,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f5e9efa64335312b28a8b57f945472e5bbf692b3a8ef9d533f2d17370cb76573","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":66.85094073012951,"put_call_skew_pp":-9.71323166970364,"implied_move_pct":29.8002339589837,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a01bc7cda7a1536ff5ec0e110982f952ed6e26c81b0476ec39ac25bdbbf5dac5","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":64.65066493829106,"put_call_skew_pp":-1.620143066920349,"implied_move_pct":28.5016024777051,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"522fb3e4cc8bc52c1c2172df1a32082c5477a3bfa308cfda621b7a3dbcadc07c","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":62.11673131155197,"put_call_skew_pp":-0.10655065878298942,"implied_move_pct":27.285033559278673,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2e41a08dc1cff1b95a9723c8f20d799adc2716e23a420257ecb64b524cb0f055","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":63.66664627936768,"put_call_skew_pp":-5.956499881430256,"implied_move_pct":27.424102390412916,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"404154da58554059b1f2b2f7535f1189ca97b5dff747d322e18abe92c647d2d4","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":87.04233617310918,"put_call_skew_pp":40.33793792712969,"implied_move_pct":17.85338389912249,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ca6d1bfc865342609342f7117b55652c2e1515884e3ffc99d5ea5b812399590b","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":67.98200316512802,"put_call_skew_pp":-0.014716659099615725,"implied_move_pct":14.426192358293491,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c68078053c4fd75887d62444f92e198b030e012033ffe5992c135eb15a95ba06","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":75.8518801148954,"put_call_skew_pp":22.129596179983366,"implied_move_pct":13.900831003305221,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"91684e8f30dd04a431343855d785d63d652a2686958edbfc8eb6a1a75279798c","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":82.26884501981134,"put_call_skew_pp":33.554518205869215,"implied_move_pct":13.223148948053058,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6177b20e774f1b1b3c3291879f5562d7101c70e6690f32c92cf4885fd6d7025b","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":85.99887522088397,"put_call_skew_pp":-15.266354902109597,"implied_move_pct":12.635590808077342,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6f0c44cac5f42862922ffffee2e836ebc03aa9464ec10813029fe02e5475fab0","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":139.0780588214956,"put_call_skew_pp":-41.371796060263556,"implied_move_pct":15.692541757513323,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"80485deefeba8bf479103a9d707ea62ee60ae013d039fc7f6072ff3cb3721bf3","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":90.89051668306028,"put_call_skew_pp":-25.52349192014535,"implied_move_pct":18.931016495025773,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"11111ca8a38ed2641c3ef19e21d7d2dc7728f9e960aed7f424ee5f5f398c01d3","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":78.72695566427201,"put_call_skew_pp":-16.006516301935605,"implied_move_pct":15.10364923763128,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"85f56880941741377a895ff19740988bd9695fe9c07d15a92b5c35298cd01d30","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":72.43541844347712,"put_call_skew_pp":15.030492075153706,"implied_move_pct":12.653115116454853,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9501031407d280a90514b55e9b219038aa202d44dcde86ab781f8e4c1d1b238f","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":70.1894013370862,"put_call_skew_pp":12.535192011137998,"implied_move_pct":11.888085022429632,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b26949b27fb79329908851338f37c49fb37fcd6b252ce757a9938fdd3c7c91e","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":121.59191627108603,"put_call_skew_pp":45.358592865356954,"implied_move_pct":14.363426421377081,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"411d6e6ad1e8a79904df67a386041b0d6f13a68d30f6e8cabdec549e7586a88e","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":62.34396398193837,"put_call_skew_pp":15.742461355371907,"implied_move_pct":13.237441800695091,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4c3e424415e4a4c15294b8f50a1d2b8be06d2ddb5b3d9d464a349ea0026d1196","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":70.17615277396376,"put_call_skew_pp":14.754089414823532,"implied_move_pct":13.221754469566266,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d8100ea374fe26eee5cd91e29bb38a4e3d5fb961579e04a163ac92aaf9cfe11f","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":68.04717051236861,"put_call_skew_pp":8.948878493424193,"implied_move_pct":12.48789302934049,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f644b22c70ce21753b22a16414a54d8500f1f401da0d875ed13b2c3475cd2873","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":78.44560127675042,"put_call_skew_pp":6.953382717067903,"implied_move_pct":13.40519734006984,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"33cf294bc646806db891fd67e2985bbf431f6a92bc3d5c00106b3f116789ff46","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":130.1055841342802,"put_call_skew_pp":-4.176232729477583,"implied_move_pct":14.110441677280804,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"164294fe8c2bdd9550680a4b307d1c2c6f83f40043d2d6b8655f432789142dad","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":82.70728937065131,"put_call_skew_pp":-19.658841153210815,"implied_move_pct":17.749849343858745,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3af28d09c3b571e879a21f197caf8f1dacaeb6a7b933b5705d5d07f628a49316","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":95.73427110953284,"put_call_skew_pp":19.38081379848758,"implied_move_pct":17.256845338513944,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d68e2a2faf01d60705216eb7a5d706dd7a2b1b034479afcbdfe3a6ef7af246d6","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":71.82918574722376,"put_call_skew_pp":11.896341535625293,"implied_move_pct":12.745544972478445,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4954abb7224ea8d6070ca9474ad47ad66e45f27ee702d12197e7dae940ea37e6","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":63.49657003880934,"put_call_skew_pp":10.950814804300705,"implied_move_pct":11.128193379515134,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"92df987c4fe39cc766e30061165352e718c66cf35f846e0e2ecff4f293aab7d4","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":83.21057420132541,"put_call_skew_pp":8.05869028204224,"implied_move_pct":12.492302015781998,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"07c158197c767fde904c297b58d9c100e1a189d61bddccff18fd6b348078e33c","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":74.28363621201547,"put_call_skew_pp":-7.873502546469327,"implied_move_pct":15.721667650141008,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8ad6def127ec8ed243a75eb2655a8754f35c40788d7f8b1ed6eb18bb6fb7c217","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":82.17043900153598,"put_call_skew_pp":10.67713747714079,"implied_move_pct":15.740767396616867,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6cdf7bff1a4c6340f600de14e11e634527aaa2d890b986e047870778df4677f7","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":85.34328118673696,"put_call_skew_pp":47.82856393621268,"implied_move_pct":14.623775526288568,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"18dece142ae1a8c71ebf732710d82a642b9d1ef7c692918ca426c0e24078f065","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":113.23294694066111,"put_call_skew_pp":18.31000828411259,"implied_move_pct":16.146285769911454,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6517fb62e375feb77ead2b593951447f24f0d05c527c7a82da988ac64452283f","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":81.96288593239221,"put_call_skew_pp":6.672744300947295,"implied_move_pct":11.439152747674608,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2faeb945eec9cab08922eb851228c1aa4950c38e7d12dc1368058a645cb6eeca","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":72.99725591719253,"put_call_skew_pp":-7.3849608701842,"implied_move_pct":14.964455538284739,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4651e30fbaa128864f43d1c202e34c8d7b25473c26e1a70eb4d46970b93a484f","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}