{"schemaVersion":1,"symbol":"SITM","days":90,"observations":[{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-22T15:40:39.676000+00:00","captured_at":"2026-10-22T15:48:43.647Z","last_trade_at":"2026-10-22T15:48:32.428492854Z","price":470.3,"iv_pct":105.29692162162164,"implied_move_pct":24.31299860353656,"put_call_skew_pp":-4.123310264040181,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"a2c5ea49346ec3b6e24a653f4af4039c0bd066685e1b4bdfebfec874f70d88e2"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:38.435000+00:00","captured_at":"2026-10-23T00:17:44.118Z","last_trade_at":"2026-10-22T23:53:36.593532731Z","price":458,"iv_pct":104.74717368234879,"implied_move_pct":24.153125681340043,"put_call_skew_pp":-7.313059703378055,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"9375c22ab4881935a6e6ceabfa49b20349ec37e1e2da0b1ed86e534b87ab3b1b"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-23T14:30:30.574000+00:00","captured_at":"2026-10-23T14:35:22.516Z","last_trade_at":"2026-10-23T14:35:07.208464136Z","price":459.45,"iv_pct":104.40328822220289,"implied_move_pct":23.98861786169887,"put_call_skew_pp":0.3637772675086026,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"184c8c96be9c4bab73b02160acfe242f05705475d56c75c324e0f33b3c8680c6"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-23T19:49:58.221000+00:00","captured_at":"2026-10-23T23:29:06.610Z","last_trade_at":"2026-10-23T22:48:47.02233959Z","price":460.55,"iv_pct":104.39719896671873,"implied_move_pct":23.62543111160586,"put_call_skew_pp":-0.631164281684371,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"5a93ef086f83813f4618f4ba052ac0da35a7dd7379ef7ad85dfda4d7e13b54f9"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-26T19:23:36.603000+00:00","captured_at":"2026-10-26T19:32:41.439Z","last_trade_at":"2026-10-26T19:32:39.80488563Z","price":466.79,"iv_pct":105.08768976897689,"implied_move_pct":22.4435027319866,"put_call_skew_pp":3.509463851647676,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"59f58b634bfbf07dd154e66303d63f32630c2dd65f38a63ceaa7bd3a0c01bf93"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:58.204000+00:00","captured_at":"2026-10-27T03:51:08.727Z","last_trade_at":"2026-10-26T23:44:45.875812803Z","price":470,"iv_pct":104.43872924187727,"implied_move_pct":22.626330747369227,"put_call_skew_pp":9.42563001816794,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"fec8272ee340b8e77719254d761c1d11892cda47a9b21699484339d39f030e5e"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:58.114000+00:00","captured_at":"2026-10-27T21:56:21.848Z","last_trade_at":"2026-10-27T21:14:28.371903942Z","price":490.94,"iv_pct":107.71565133695479,"implied_move_pct":22.85764876717108,"put_call_skew_pp":3.286018265164703,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"d3b331c29919002d6ef3a3ecd6c45b61202cf24e58d2408b5d6833098df2e0ba"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-28T16:38:19.202000+00:00","captured_at":"2026-10-28T16:52:42.347Z","last_trade_at":"2026-10-28T16:51:18.583297007Z","price":497.7,"iv_pct":108.65776619872048,"implied_move_pct":22.433236732394015,"put_call_skew_pp":-2.0945059288537404,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"d785be30bd1b6839a43ae5664aeb4ec56ee00b76a3bfc726a6b2f40a14176eef"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-28T19:49:59.519000+00:00","captured_at":"2026-10-29T00:16:52.513Z","last_trade_at":"2026-10-28T22:29:18.628937743Z","price":488.1,"iv_pct":109.67456614654,"implied_move_pct":21.629505431439217,"put_call_skew_pp":-11.787151567944253,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"d30027d2d2d0c3c066499fda3151c1669a1c06d16342a7c8b715744f9ef2301e"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-29T19:46:26.297000+00:00","captured_at":"2026-10-30T02:11:31.065Z","last_trade_at":"2026-10-29T23:05:29.786984888Z","price":462,"iv_pct":107.11257425742575,"implied_move_pct":19.87805923449488,"put_call_skew_pp":-33.375218002812936,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"2da3c4d36e3f1266af6591f50cd9899565d4842279f91322aaad907825615bdc"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:59.478000+00:00","captured_at":"2026-10-31T01:28:40.165Z","last_trade_at":"2026-10-30T23:37:44.970981473Z","price":452.42,"iv_pct":111.43297895902546,"implied_move_pct":22.65097264799126,"put_call_skew_pp":16.07513432835821,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"272fe70060a4358b1e3c5637d1931ff472b9c6a3fa099f8c1c9d9bec3d4eb3d6"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-11-02T20:54:59.435000+00:00","captured_at":"2026-11-03T04:25:36.750Z","last_trade_at":"2026-11-02T22:41:49.100345391Z","price":417.9,"iv_pct":117.68539342832219,"implied_move_pct":21.34360861202397,"put_call_skew_pp":2.794099921586213,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"ff53df41dd2a076fcdd9d58475b5c97dc4cf7e40364b5a58ac05c3154583306b"},{"symbol":"SITM","expiry":"2026-11-20","observed_at":"2026-11-06T19:38:29.061000+00:00","captured_at":"2026-11-06T19:50:03.413Z","last_trade_at":"2026-11-06T19:49:48.703392275Z","price":419.125,"iv_pct":102.32136589043617,"implied_move_pct":16.42685933264708,"put_call_skew_pp":12.071789473684213,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/SITM","source_hash":"7b061edd82f58810152fa4c39d991c339d246fa6607afc2a62b52c1135f5142a"}],"dailyIv":[{"symbol":"SITM","date":"2026-08-10","iv_pct":84.99890377844757,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":84.17400510204082,"put_iv_pct":78.75951807228915},{"expiry":"2026-09-18","call_iv_pct":82.70326315789474,"put_iv_pct":79.12014018691589},{"expiry":"2026-11-20","call_iv_pct":90.85434782608695,"put_iv_pct":88.97},{"expiry":"2026-12-18","call_iv_pct":88.61525,"put_iv_pct":86.79470588235294}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"32e281b92dd46012d4d8261516b9a526c21b11733876821afbb3bdec6dde552c","captured_at":"2026-10-24T23:13:19.792865+00:00","observed_at":"2026-08-10T15:59:00-04:00","session_close_at":"2026-08-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-10","end_date":"2026-08-10","strike_range":20,"format":"json"},"source_hash":"264c79f9bbb5099639b25d7219330109561a9205f688e58e625de557592fae6b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fbfae72019c64645c13aa1f0d3d3f36b7875f9caa3f2d2da2a0db9469753b92a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0aaec6701f01aed1ff532a218cfc7c0240a3670c108685f012fafc6f9dd463ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"18b81bf77854fe14cbf7e4c795e0c0915ed28f01f3294d6531cb9aa374a8600a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b0cb689510a19a65db278e98405b8a932d6fb31f5dc4195b4f9a468228b1dfd"}]},{"symbol":"SITM","date":"2026-08-11","iv_pct":82.66215493513043,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":80.95289156626507,"put_iv_pct":77.5136842105263},{"expiry":"2026-09-18","call_iv_pct":79.0320704845815,"put_iv_pct":77.40482608695652},{"expiry":"2026-11-20","call_iv_pct":88.2727966101695,"put_iv_pct":87.21027027027027},{"expiry":"2026-12-18","call_iv_pct":85.74203883495146,"put_iv_pct":85.16866141732284}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17a22752d99418ba3845a0d5c87f976ab8165ba7533575bd0a30808aa4cbd69b","captured_at":"2026-10-24T23:13:17.396735+00:00","observed_at":"2026-08-11T15:59:00-04:00","session_close_at":"2026-08-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-11","end_date":"2026-08-11","strike_range":20,"format":"json"},"source_hash":"0dd3735c7922c38487f0131f272971fb2010a7b88eeac5d72a7984c994cb99bb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fbfae72019c64645c13aa1f0d3d3f36b7875f9caa3f2d2da2a0db9469753b92a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0aaec6701f01aed1ff532a218cfc7c0240a3670c108685f012fafc6f9dd463ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"18b81bf77854fe14cbf7e4c795e0c0915ed28f01f3294d6531cb9aa374a8600a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b0cb689510a19a65db278e98405b8a932d6fb31f5dc4195b4f9a468228b1dfd"}]},{"symbol":"SITM","date":"2026-08-12","iv_pct":81.13841644388235,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":79.4583116883117,"put_iv_pct":71.26211538461538},{"expiry":"2026-09-18","call_iv_pct":77.39936802973978,"put_iv_pct":75.21884120171674},{"expiry":"2026-11-20","call_iv_pct":89.51544186046512,"put_iv_pct":86.28367441860465},{"expiry":"2026-12-18","call_iv_pct":85.86126213592232,"put_iv_pct":84.10831683168315}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8f71185b86e5c426c6187fae4fc9ae4ba27c0b98c9f8356285d173ddaaae50ed","captured_at":"2026-10-24T23:13:14.696034+00:00","observed_at":"2026-08-12T15:59:00-04:00","session_close_at":"2026-08-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-12","end_date":"2026-08-12","strike_range":20,"format":"json"},"source_hash":"a20c208fcf07208a15ccaea16d1fec3114eee6991c7cd84f6fee39aeb9bfac58"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fbfae72019c64645c13aa1f0d3d3f36b7875f9caa3f2d2da2a0db9469753b92a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0aaec6701f01aed1ff532a218cfc7c0240a3670c108685f012fafc6f9dd463ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"18b81bf77854fe14cbf7e4c795e0c0915ed28f01f3294d6531cb9aa374a8600a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b0cb689510a19a65db278e98405b8a932d6fb31f5dc4195b4f9a468228b1dfd"}]},{"symbol":"SITM","date":"2026-08-13","iv_pct":80.75801142937648,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":71.65642458100558,"put_iv_pct":74.57142857142857},{"expiry":"2026-09-18","call_iv_pct":75.63291479820627,"put_iv_pct":75.77417475728156},{"expiry":"2026-11-20","call_iv_pct":88.31350427350428,"put_iv_pct":88.39076923076924},{"expiry":"2026-12-18","call_iv_pct":85.98578431372549,"put_iv_pct":85.7390909090909}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6eb5a802349f9e6775b1389ad65174f1c912cb6332bf79379d739d3bc4212acd","captured_at":"2026-10-24T23:13:12.299800+00:00","observed_at":"2026-08-13T15:59:00-04:00","session_close_at":"2026-08-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-13","end_date":"2026-08-13","strike_range":20,"format":"json"},"source_hash":"c3b67e67742013b20156819a17aed0df1f731fa461db8b55260369f9b11b7a8c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fbfae72019c64645c13aa1f0d3d3f36b7875f9caa3f2d2da2a0db9469753b92a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0aaec6701f01aed1ff532a218cfc7c0240a3670c108685f012fafc6f9dd463ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"18b81bf77854fe14cbf7e4c795e0c0915ed28f01f3294d6531cb9aa374a8600a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b0cb689510a19a65db278e98405b8a932d6fb31f5dc4195b4f9a468228b1dfd"}]},{"symbol":"SITM","date":"2026-08-14","iv_pct":76.8825935832181,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":68.95,"put_iv_pct":69.2090909090909},{"expiry":"2026-09-18","call_iv_pct":72.65477876106195,"put_iv_pct":72.53},{"expiry":"2026-11-20","call_iv_pct":84.6798717948718,"put_iv_pct":83.28999999999999},{"expiry":"2026-12-18","call_iv_pct":82.16136363636363,"put_iv_pct":81.58564356435643}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a7aa9c6fe464791586b88d0f0e70ba7d199fd8454e7945ee68e3c7c49822682e","captured_at":"2026-10-24T23:13:10.598540+00:00","observed_at":"2026-08-14T15:59:00-04:00","session_close_at":"2026-08-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-14","end_date":"2026-08-14","strike_range":20,"format":"json"},"source_hash":"c1506e2c70cba91c48fc9c5aaf10f080a592632a0bec32fc2eace49e64aee3d7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fbfae72019c64645c13aa1f0d3d3f36b7875f9caa3f2d2da2a0db9469753b92a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0aaec6701f01aed1ff532a218cfc7c0240a3670c108685f012fafc6f9dd463ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"18b81bf77854fe14cbf7e4c795e0c0915ed28f01f3294d6531cb9aa374a8600a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b0cb689510a19a65db278e98405b8a932d6fb31f5dc4195b4f9a468228b1dfd"}]},{"symbol":"SITM","date":"2026-08-17","iv_pct":78.32837027979215,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":76.56976076555024,"put_iv_pct":80.94576411960132},{"expiry":"2026-09-18","call_iv_pct":72.27193277310924,"put_iv_pct":72.96569037656904},{"expiry":"2026-11-20","call_iv_pct":81.9880269058296,"put_iv_pct":81.97099137931035},{"expiry":"2026-12-18","call_iv_pct":80.25714285714287,"put_iv_pct":79.6576530612245}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cc05d9822edc8ff702ac9fa5fb6c8098c7f97c419a243ed7206da3551f5c28ac","captured_at":"2026-10-24T23:12:44.902692+00:00","observed_at":"2026-08-17T15:59:00-04:00","session_close_at":"2026-08-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-17","end_date":"2026-08-17","strike_range":20,"format":"json"},"source_hash":"22654fe93946a81b31058f027c43cf0e379882400561cff72da67b1a486dd172"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0c15df06e8b3455c72664a8b43799f8d66d2d797f31cc7bc6736e1ba84a53170"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e0eb6e755c3b65634775cedb4fc23c2d56f7ca0461a1152a2fbe5ae83dfcb18e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5358010ddec94d28c4be15219bc1aa58428e68fa7c143f3a20835ea3b3590a21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e10b9df3a6d04258933de9fa795413f781691839760967e8a67ecb5531d623c2"}]},{"symbol":"SITM","date":"2026-08-18","iv_pct":82.69260207196615,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":90.21563025210084,"put_iv_pct":84.73376315789474},{"expiry":"2026-09-18","call_iv_pct":77.997265625,"put_iv_pct":76.06019455252918},{"expiry":"2026-11-20","call_iv_pct":85.43571428571428,"put_iv_pct":84.02952},{"expiry":"2026-12-18","call_iv_pct":81.98285714285714,"put_iv_pct":81.08587155963303}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"87518c2587c02cec2b482bb78eea76daed6f3746d7e124ddbb7dd249e704cbcc","captured_at":"2026-10-24T23:12:42.696655+00:00","observed_at":"2026-08-18T15:59:00-04:00","session_close_at":"2026-08-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-18","end_date":"2026-08-18","strike_range":20,"format":"json"},"source_hash":"7e6fb27f84ff11bd4e62745d8b4e83e573653b907c9e1335863b7b8eeb053f75"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0c15df06e8b3455c72664a8b43799f8d66d2d797f31cc7bc6736e1ba84a53170"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e0eb6e755c3b65634775cedb4fc23c2d56f7ca0461a1152a2fbe5ae83dfcb18e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5358010ddec94d28c4be15219bc1aa58428e68fa7c143f3a20835ea3b3590a21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e10b9df3a6d04258933de9fa795413f781691839760967e8a67ecb5531d623c2"}]},{"symbol":"SITM","date":"2026-08-19","iv_pct":81.35604321510445,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":92.19034627492131,"put_iv_pct":81.90666666666667},{"expiry":"2026-09-18","call_iv_pct":76.48827338129497,"put_iv_pct":72.89422442244225},{"expiry":"2026-11-20","call_iv_pct":84.07787769784173,"put_iv_pct":82.34598006644518},{"expiry":"2026-12-18","call_iv_pct":81.52268907563025,"put_iv_pct":79.42228813559322}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bf8d20419732c78ae4d04dfee1e1657d73ee4d0bf9fddb251519bc8e54bb5bbb","captured_at":"2026-10-24T23:12:40.396357+00:00","observed_at":"2026-08-19T15:59:00-04:00","session_close_at":"2026-08-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-19","end_date":"2026-08-19","strike_range":20,"format":"json"},"source_hash":"9ff6177bd996959824100a8fde7c4f9e67abdba4b2207a57c2d97e182d43e3fa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0c15df06e8b3455c72664a8b43799f8d66d2d797f31cc7bc6736e1ba84a53170"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e0eb6e755c3b65634775cedb4fc23c2d56f7ca0461a1152a2fbe5ae83dfcb18e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5358010ddec94d28c4be15219bc1aa58428e68fa7c143f3a20835ea3b3590a21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e10b9df3a6d04258933de9fa795413f781691839760967e8a67ecb5531d623c2"}]},{"symbol":"SITM","date":"2026-08-20","iv_pct":78.55611575678675,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":87.115,"put_iv_pct":83.66402398401065},{"expiry":"2026-09-18","call_iv_pct":73.0887,"put_iv_pct":73.34659442724458},{"expiry":"2026-10-16","call_iv_pct":73.68840182648401,"put_iv_pct":72.70666666666666},{"expiry":"2026-11-20","call_iv_pct":82.58866666666667,"put_iv_pct":82.25087248322149}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5a71bfd7cd1ea6711e4f8bad85a5d74ad391479ee5c3027eaeb46694c50d5bb8","captured_at":"2026-10-24T23:12:38.497687+00:00","observed_at":"2026-08-20T15:59:00-04:00","session_close_at":"2026-08-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-20","end_date":"2026-08-20","strike_range":20,"format":"json"},"source_hash":"cdb6b5d1e6e52bf97eed61312ee524fbd3e2e5bfd9959e424003fae696f6c347"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"0c15df06e8b3455c72664a8b43799f8d66d2d797f31cc7bc6736e1ba84a53170"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e0eb6e755c3b65634775cedb4fc23c2d56f7ca0461a1152a2fbe5ae83dfcb18e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"6bff66bd2bb0fd90bc5657d1bd24d43003c8bb2160ddc19a0d0da37b12eb0253"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5358010ddec94d28c4be15219bc1aa58428e68fa7c143f3a20835ea3b3590a21"}]},{"symbol":"SITM","date":"2026-08-21","iv_pct":76.74899990895099,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":70.90405572755417,"put_iv_pct":73.80756493506493},{"expiry":"2026-10-16","call_iv_pct":72.82817757009346,"put_iv_pct":72.94382608695652},{"expiry":"2026-11-20","call_iv_pct":82.0417525773196,"put_iv_pct":82.28138047138047},{"expiry":"2026-12-18","call_iv_pct":79.87048780487804,"put_iv_pct":79.31475409836067}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e33cfbaedc12eb1c41d77dbdbe3cc5c021c7441f8658050c7f7863b34eaab1a5","captured_at":"2026-10-24T23:12:29.905523+00:00","observed_at":"2026-08-21T15:59:00-04:00","session_close_at":"2026-08-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-21","end_date":"2026-08-21","strike_range":20,"format":"json"},"source_hash":"757c8ec8de69caed019c337e66dfcf4c72d40f6b4a60dc89035ecfa838ff14b5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e0eb6e755c3b65634775cedb4fc23c2d56f7ca0461a1152a2fbe5ae83dfcb18e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"6bff66bd2bb0fd90bc5657d1bd24d43003c8bb2160ddc19a0d0da37b12eb0253"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5358010ddec94d28c4be15219bc1aa58428e68fa7c143f3a20835ea3b3590a21"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"e10b9df3a6d04258933de9fa795413f781691839760967e8a67ecb5531d623c2"}]},{"symbol":"SITM","date":"2026-08-24","iv_pct":77.59433779597273,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":74.38597633136095,"put_iv_pct":73.58930107526882},{"expiry":"2026-10-16","call_iv_pct":73.52101321585903,"put_iv_pct":73.32097457627118},{"expiry":"2026-11-20","call_iv_pct":82.71043613707165,"put_iv_pct":82.4320766773163},{"expiry":"2026-12-18","call_iv_pct":80.78676258992806,"put_iv_pct":80.00816176470589}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"538f7d5a70aeb689ea64a919f2d645865d198c8f901529e78bd0f9659956bd7c","captured_at":"2026-10-24T23:11:47.109896+00:00","observed_at":"2026-08-24T15:59:00-04:00","session_close_at":"2026-08-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-24","end_date":"2026-08-24","strike_range":20,"format":"json"},"source_hash":"dc4b9ce11508c1b2a887100016ee7079127c7cd01efd0291c59028d54b80c5a3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"f00943fac3c1adf3f92f2d3013932d14692d78e000859843c373f111531e80d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1239ccbdb4c264225cea2996a971ef88cf3b3a9999eac3296cf548b8fdb81b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"db25cbdbbb6a3d8b1a357b44f5385da4016601043f66025b8ce23bd0fda89a76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"809b600642bb0464d5c8c4191dbf2f6d0c6239a5ef0252563c7b6f2a646eabcd"}]},{"symbol":"SITM","date":"2026-08-25","iv_pct":76.89037548070546,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":73.57118644067798,"put_iv_pct":71.64864788732395},{"expiry":"2026-10-16","call_iv_pct":73.62646808510638,"put_iv_pct":72.33608695652174},{"expiry":"2026-11-20","call_iv_pct":83.00907284768212,"put_iv_pct":81.71283132530121},{"expiry":"2026-12-18","call_iv_pct":80.0930303030303,"put_iv_pct":79.12568}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7a8cacc2b0165bcbbe0613f0fdbd262ea478b7f1456d4c963da6d7ce1a12c344","captured_at":"2026-10-24T23:11:45.296011+00:00","observed_at":"2026-08-25T15:59:00-04:00","session_close_at":"2026-08-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-25","end_date":"2026-08-25","strike_range":20,"format":"json"},"source_hash":"8ca950cfba732e2afbfc99a4fa82c799c1457b51b4fb6d7187276f697564a12f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"f00943fac3c1adf3f92f2d3013932d14692d78e000859843c373f111531e80d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1239ccbdb4c264225cea2996a971ef88cf3b3a9999eac3296cf548b8fdb81b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"db25cbdbbb6a3d8b1a357b44f5385da4016601043f66025b8ce23bd0fda89a76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"809b600642bb0464d5c8c4191dbf2f6d0c6239a5ef0252563c7b6f2a646eabcd"}]},{"symbol":"SITM","date":"2026-08-26","iv_pct":76.34366641905387,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":72.74359331476323,"put_iv_pct":74.00011235955056},{"expiry":"2026-10-16","call_iv_pct":71.78873469387754,"put_iv_pct":71.79844537815126},{"expiry":"2026-11-20","call_iv_pct":81.54006493506493,"put_iv_pct":81.11929032258064},{"expiry":"2026-12-18","call_iv_pct":78.89391304347826,"put_iv_pct":78.86517730496453}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f961f1b4790a36925522ca1d16cda0f1ed42b0983b91f011a348fdd0daf01e42","captured_at":"2026-10-24T23:11:43.493912+00:00","observed_at":"2026-08-26T15:59:00-04:00","session_close_at":"2026-08-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-26","end_date":"2026-08-26","strike_range":20,"format":"json"},"source_hash":"6405a633929d15fdfd23e0b830956ab07e57086d7497762aaffbce8980cb0c28"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"f00943fac3c1adf3f92f2d3013932d14692d78e000859843c373f111531e80d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1239ccbdb4c264225cea2996a971ef88cf3b3a9999eac3296cf548b8fdb81b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"db25cbdbbb6a3d8b1a357b44f5385da4016601043f66025b8ce23bd0fda89a76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"809b600642bb0464d5c8c4191dbf2f6d0c6239a5ef0252563c7b6f2a646eabcd"}]},{"symbol":"SITM","date":"2026-08-27","iv_pct":74.81934135893584,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":69.80196286472147,"put_iv_pct":71.00534059945505},{"expiry":"2026-10-16","call_iv_pct":71.37655601659752,"put_iv_pct":71.3494262295082},{"expiry":"2026-11-20","call_iv_pct":81.0487619047619,"put_iv_pct":81.01369774919614},{"expiry":"2026-12-18","call_iv_pct":77.2422463768116,"put_iv_pct":75.71673913043479}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7700323ca7152713bc2bb45b60fe705451551b53ba35b90c4a79bcf1aafd257a","captured_at":"2026-10-24T23:11:41.590456+00:00","observed_at":"2026-08-27T15:59:00-04:00","session_close_at":"2026-08-27T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-27","end_date":"2026-08-27","strike_range":20,"format":"json"},"source_hash":"5ef77e5549fc2ac12641624ffab4a5011a32796914e02cca2e2933418b018dd6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"f00943fac3c1adf3f92f2d3013932d14692d78e000859843c373f111531e80d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1239ccbdb4c264225cea2996a971ef88cf3b3a9999eac3296cf548b8fdb81b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"db25cbdbbb6a3d8b1a357b44f5385da4016601043f66025b8ce23bd0fda89a76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"809b600642bb0464d5c8c4191dbf2f6d0c6239a5ef0252563c7b6f2a646eabcd"}]},{"symbol":"SITM","date":"2026-08-28","iv_pct":73.14883302864554,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":69.02952267303102,"put_iv_pct":65.69223194748359},{"expiry":"2026-10-16","call_iv_pct":69.6286524822695,"put_iv_pct":67.35136200716846},{"expiry":"2026-11-20","call_iv_pct":80.69088235294117,"put_iv_pct":79.56093484419263},{"expiry":"2026-12-18","call_iv_pct":77.33207792207793,"put_iv_pct":75.905}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8efff1054c21713e7dca80c5dd3927c9f09301774e6befb83a8e5e3079fa7625","captured_at":"2026-10-24T23:11:39.293694+00:00","observed_at":"2026-08-28T15:59:00-04:00","session_close_at":"2026-08-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-28","end_date":"2026-08-28","strike_range":20,"format":"json"},"source_hash":"849feebebe1e8a12548d99bdc16a2486c8beabaead41e8a9a3f453c7ca0ef7ff"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"f00943fac3c1adf3f92f2d3013932d14692d78e000859843c373f111531e80d8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1239ccbdb4c264225cea2996a971ef88cf3b3a9999eac3296cf548b8fdb81b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"db25cbdbbb6a3d8b1a357b44f5385da4016601043f66025b8ce23bd0fda89a76"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"809b600642bb0464d5c8c4191dbf2f6d0c6239a5ef0252563c7b6f2a646eabcd"}]},{"symbol":"SITM","date":"2026-08-31","iv_pct":66.70190024291327,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":61.00519038076153,"put_iv_pct":62.51559845559845},{"expiry":"2026-10-16","call_iv_pct":61.00354838709677,"put_iv_pct":61.955128205128204},{"expiry":"2026-11-20","call_iv_pct":73.17952879581152,"put_iv_pct":73.36428571428571},{"expiry":"2026-12-18","call_iv_pct":70.42058479532164,"put_iv_pct":70.17133720930234}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"47a3d2f23118251792c1c655537d2a80778b1953a9c9cde13b3226aa5b408363","captured_at":"2026-10-24T23:11:09.800486+00:00","observed_at":"2026-08-31T15:59:00-04:00","session_close_at":"2026-08-31T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-08-31","end_date":"2026-08-31","strike_range":20,"format":"json"},"source_hash":"0ed6a8273b19068732d93d091dd106902f75be675fb90711af4573f04435719c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"a353b49109ab54b0338b56038e9485cb48a61efc6c5ac02146254cf3250280cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"c1490b513c0e5e0f861111b422ab82dc69d64fd8c5d46479b731016f7f88b3bd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"349262ac91c4ac523392d6a8a4c8387dc31ed6615144f104f99261657de423f6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"bc144ecc5968c00945dc58b6acb690a0bb827d27dbe49a4a8eab6964a85dcc76"}]},{"symbol":"SITM","date":"2026-09-01","iv_pct":70.95977158881803,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":69.06536687631026,"put_iv_pct":66.85399999999998},{"expiry":"2026-10-16","call_iv_pct":66.29601328903655,"put_iv_pct":64.42948051948052},{"expiry":"2026-11-20","call_iv_pct":77.63483870967742,"put_iv_pct":75.56267379679144},{"expiry":"2026-12-18","call_iv_pct":74.77521472392638,"put_iv_pct":73.06058479532163}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3745214f29e077e252782fb33628286e30a10d39c9477cd657f2f50985fa187b","captured_at":"2026-10-24T23:10:59.958089+00:00","observed_at":"2026-09-01T15:59:00-04:00","session_close_at":"2026-09-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-01","end_date":"2026-09-01","strike_range":20,"format":"json"},"source_hash":"7b93348a9a1798abe4d3a272396a25ac520553d43790444dc625acce88919e5c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"869bcaf62ad03ea2c21144995d8c269b667afc57c4b4e6348941a77fd3dfeb2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9b107c6350ebdd02e67ddf644eee45c0d56cea7a39002ca9f230eaa2bceb22a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ed0835f9b839131103e385463d6bb38cb5d1e7aa664f8d2f6eeda4c0aeda8cb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1457f4b23b8ae27d8e35b72c2eb07684b79075a5be87cd9ce19a9d909b09cfab"}]},{"symbol":"SITM","date":"2026-09-02","iv_pct":69.89216128077685,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":65.70035643564356,"put_iv_pct":63.419449715370014},{"expiry":"2026-10-16","call_iv_pct":65.47161073825504,"put_iv_pct":63.78980327868852},{"expiry":"2026-11-20","call_iv_pct":77.3884065934066,"put_iv_pct":76.39724928366762},{"expiry":"2026-12-18","call_iv_pct":73.79562130177516,"put_iv_pct":73.17479289940829}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"01f513dbded473cfc40e37d60b1774487773adce9bb6fc76c3c3a453f1b35b0b","captured_at":"2026-10-24T23:10:57.813844+00:00","observed_at":"2026-09-02T15:59:00-04:00","session_close_at":"2026-09-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-02","end_date":"2026-09-02","strike_range":20,"format":"json"},"source_hash":"78b3fa454d5eb7b39a360e1b15e20833fc461d447b3b60ae75865625eeb2c1c1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"869bcaf62ad03ea2c21144995d8c269b667afc57c4b4e6348941a77fd3dfeb2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9b107c6350ebdd02e67ddf644eee45c0d56cea7a39002ca9f230eaa2bceb22a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ed0835f9b839131103e385463d6bb38cb5d1e7aa664f8d2f6eeda4c0aeda8cb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1457f4b23b8ae27d8e35b72c2eb07684b79075a5be87cd9ce19a9d909b09cfab"}]},{"symbol":"SITM","date":"2026-09-03","iv_pct":70.93304213371661,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":67.32212598425197,"put_iv_pct":62.94775735294118},{"expiry":"2026-10-16","call_iv_pct":67.71023255813952,"put_iv_pct":64.88533762057878},{"expiry":"2026-11-20","call_iv_pct":77.41495575221239,"put_iv_pct":77.20267045454545},{"expiry":"2026-12-18","call_iv_pct":76.04374100719424,"put_iv_pct":73.93751633986928}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"25e74daaa247e6041f2b2b2a78169eaf8dab71b360d883731de8c485cf0a9f0f","captured_at":"2026-10-24T23:10:55.507547+00:00","observed_at":"2026-09-03T15:59:00-04:00","session_close_at":"2026-09-03T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-03","end_date":"2026-09-03","strike_range":20,"format":"json"},"source_hash":"0cd27a76c6796a3ef6125e034b49cab5ab5997db99854be040091990765da98e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"869bcaf62ad03ea2c21144995d8c269b667afc57c4b4e6348941a77fd3dfeb2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9b107c6350ebdd02e67ddf644eee45c0d56cea7a39002ca9f230eaa2bceb22a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ed0835f9b839131103e385463d6bb38cb5d1e7aa664f8d2f6eeda4c0aeda8cb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1457f4b23b8ae27d8e35b72c2eb07684b79075a5be87cd9ce19a9d909b09cfab"}]},{"symbol":"SITM","date":"2026-09-04","iv_pct":72.55260399579024,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":68.00764948453607,"put_iv_pct":67.11636178861788},{"expiry":"2026-10-16","call_iv_pct":67.38549815498155,"put_iv_pct":66.29566037735849},{"expiry":"2026-11-20","call_iv_pct":80.58882352941177,"put_iv_pct":79.1736075949367},{"expiry":"2026-12-18","call_iv_pct":76.2890909090909,"put_iv_pct":75.56414012738854}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"665354d12ba24e4c51866ba82f2cc6ebc79b72fc70c52d3c6b73c15b10422a39","captured_at":"2026-10-24T23:10:53.698260+00:00","observed_at":"2026-09-04T15:59:00-04:00","session_close_at":"2026-09-04T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-04","end_date":"2026-09-04","strike_range":20,"format":"json"},"source_hash":"b3427c950ef914cb7c926f824101d63680a3fcd6b744892610f9c68fbfa76426"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"869bcaf62ad03ea2c21144995d8c269b667afc57c4b4e6348941a77fd3dfeb2d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9b107c6350ebdd02e67ddf644eee45c0d56cea7a39002ca9f230eaa2bceb22a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ed0835f9b839131103e385463d6bb38cb5d1e7aa664f8d2f6eeda4c0aeda8cb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1457f4b23b8ae27d8e35b72c2eb07684b79075a5be87cd9ce19a9d909b09cfab"}]},{"symbol":"SITM","date":"2026-09-08","iv_pct":75.80627040718583,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":78.18469306930693,"put_iv_pct":71.18362776025236},{"expiry":"2026-10-16","call_iv_pct":72.8925,"put_iv_pct":67.23266233766233},{"expiry":"2026-11-20","call_iv_pct":82.10106824925816,"put_iv_pct":80.48502793296089},{"expiry":"2026-12-18","call_iv_pct":77.81506666666667,"put_iv_pct":76.5555172413793}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"62b1aac9febd1095b84011e282aa4a698650a46d6538958a94ad58190fafb3db","captured_at":"2026-10-24T23:10:31.703324+00:00","observed_at":"2026-09-08T15:59:00-04:00","session_close_at":"2026-09-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"9f7bc9834669ae994b969911e6ca37080e2b3f426ce90d034be1430be417f7ae"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5fd7ef11f29d439a25f6da0dbf4ec9019477848981578dc13bb66a9659c6ad5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"6ddc6c3dcdfb9a6de07b74bf5035d4e62443f3e35b448d36340a4bc33dcd53d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"39b7cd73231c60c31e4d6d82a424581cef205ca7ae6f98c27a96ecd778aeb207"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"3d280d4348cecb8358bef0d73dfb25f58b16d61c15c7b0800b8ec62cb4c8f64a"}]},{"symbol":"SITM","date":"2026-09-09","iv_pct":74.90448590034661,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":76.5228443649374,"put_iv_pct":64.36987804878048},{"expiry":"2026-10-16","call_iv_pct":72.34571428571428,"put_iv_pct":65.97462025316456},{"expiry":"2026-11-20","call_iv_pct":83.575875,"put_iv_pct":80.1081976744186},{"expiry":"2026-12-18","call_iv_pct":79.72309090909091,"put_iv_pct":76.61566666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5d7b453b29c070e77657954170124f9c002dffd2024ebe58f5493228d2b30e4d","captured_at":"2026-10-24T23:10:29.507990+00:00","observed_at":"2026-09-09T15:59:00-04:00","session_close_at":"2026-09-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-09","end_date":"2026-09-09","strike_range":20,"format":"json"},"source_hash":"846e7cdd15d08616f356708c7f953e6556ba3e90fc00d1405cb555423eb9a114"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5fd7ef11f29d439a25f6da0dbf4ec9019477848981578dc13bb66a9659c6ad5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"6ddc6c3dcdfb9a6de07b74bf5035d4e62443f3e35b448d36340a4bc33dcd53d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"39b7cd73231c60c31e4d6d82a424581cef205ca7ae6f98c27a96ecd778aeb207"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"3d280d4348cecb8358bef0d73dfb25f58b16d61c15c7b0800b8ec62cb4c8f64a"}]},{"symbol":"SITM","date":"2026-09-10","iv_pct":74.21186556582006,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":76.34636363636363,"put_iv_pct":69.02871794871795},{"expiry":"2026-10-16","call_iv_pct":70.37200716845878,"put_iv_pct":63.86779141104294},{"expiry":"2026-11-20","call_iv_pct":82.98582857142858,"put_iv_pct":78.24568807339449},{"expiry":"2026-12-18","call_iv_pct":78.08441379310345,"put_iv_pct":74.76411392405062}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c37c7c09fc3a6a9343c8b8428bf0e96a98cb25da4b3b7145ba588abc75e2e35c","captured_at":"2026-10-24T23:10:27.513030+00:00","observed_at":"2026-09-10T15:59:00-04:00","session_close_at":"2026-09-10T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-10","end_date":"2026-09-10","strike_range":20,"format":"json"},"source_hash":"2d6f2356335c3eb368baaf18f7818a41db48b8d39da7f0b26d12d463cde4b029"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5fd7ef11f29d439a25f6da0dbf4ec9019477848981578dc13bb66a9659c6ad5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"6ddc6c3dcdfb9a6de07b74bf5035d4e62443f3e35b448d36340a4bc33dcd53d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"39b7cd73231c60c31e4d6d82a424581cef205ca7ae6f98c27a96ecd778aeb207"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"3d280d4348cecb8358bef0d73dfb25f58b16d61c15c7b0800b8ec62cb4c8f64a"}]},{"symbol":"SITM","date":"2026-09-11","iv_pct":73.13783693766891,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":72.76984152139461,"put_iv_pct":66.55673529411766},{"expiry":"2026-10-16","call_iv_pct":67.25303754266211,"put_iv_pct":66.72085714285714},{"expiry":"2026-11-20","call_iv_pct":80.036312849162,"put_iv_pct":79.39290519877676},{"expiry":"2026-12-18","call_iv_pct":76.38529761904762,"put_iv_pct":75.98770833333333}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b4a234700d4d2eb0a7f99ddb9a3377789ba34ef284795281e791846005bbc01d","captured_at":"2026-10-24T23:10:25.406189+00:00","observed_at":"2026-09-11T15:59:00-04:00","session_close_at":"2026-09-11T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-11","end_date":"2026-09-11","strike_range":20,"format":"json"},"source_hash":"c653e6c8d308446a6a74d4fb7ddda968e61b2467301e7d8955ee316c8204fb5e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5fd7ef11f29d439a25f6da0dbf4ec9019477848981578dc13bb66a9659c6ad5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"6ddc6c3dcdfb9a6de07b74bf5035d4e62443f3e35b448d36340a4bc33dcd53d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"39b7cd73231c60c31e4d6d82a424581cef205ca7ae6f98c27a96ecd778aeb207"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"3d280d4348cecb8358bef0d73dfb25f58b16d61c15c7b0800b8ec62cb4c8f64a"}]},{"symbol":"SITM","date":"2026-09-14","iv_pct":76.95409043013771,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":89.91814044213264,"put_iv_pct":70.72},{"expiry":"2026-10-16","call_iv_pct":70.78487106017192,"put_iv_pct":64.86674351585015},{"expiry":"2026-11-20","call_iv_pct":83.38979729729729,"put_iv_pct":80.51305825242719},{"expiry":"2026-12-18","call_iv_pct":79.39006211180124,"put_iv_pct":76.05005076142132}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"75eac4be50b9900d0e4fee6bb5609a081ba5f56596ceeeeff06f8920261d3b6f","captured_at":"2026-10-24T23:10:23.099176+00:00","observed_at":"2026-09-14T15:59:00-04:00","session_close_at":"2026-09-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"7b9dcf485d30c4100592eb4f7baae5e97d5df9ae5bd46c4937656560b5b555fa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5fd7ef11f29d439a25f6da0dbf4ec9019477848981578dc13bb66a9659c6ad5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"6ddc6c3dcdfb9a6de07b74bf5035d4e62443f3e35b448d36340a4bc33dcd53d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"39b7cd73231c60c31e4d6d82a424581cef205ca7ae6f98c27a96ecd778aeb207"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"3d280d4348cecb8358bef0d73dfb25f58b16d61c15c7b0800b8ec62cb4c8f64a"}]},{"symbol":"SITM","date":"2026-09-15","iv_pct":76.518999438372,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":69.70651619234543,"put_iv_pct":90.3463615819209},{"expiry":"2026-10-16","call_iv_pct":66.45571428571428,"put_iv_pct":70.19250712250712},{"expiry":"2026-11-20","call_iv_pct":79.99919811320754,"put_iv_pct":82.88336898395721},{"expiry":"2026-12-18","call_iv_pct":75.75127659574467,"put_iv_pct":76.81705263157895}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6b2eac4ba5700cbb8789f7d9e9fb9e80281111fa843f2c78339803670ffb7ce9","captured_at":"2026-10-24T23:09:57.588475+00:00","observed_at":"2026-09-15T15:59:00-04:00","session_close_at":"2026-09-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-15","end_date":"2026-09-15","strike_range":20,"format":"json"},"source_hash":"4b890808ca2eb5fe0df727ff29612cf68d6f4d80afefd2a85a9f568d78053145"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"05f37acaea65f767766ea356b8685fa548b65ece7f6d531a72befe205990ed9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9dc90202a0ded56ada2091bbe414c164b337252532c8305a6358909768402058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"782fb393a6b38414ebbbfdf40c818423af6c3f8207542dded60d27c12eedd344"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9f48a07e7d12196565db134ec71088c865ed2734327411331489cfda3102b7f8"}]},{"symbol":"SITM","date":"2026-09-16","iv_pct":77.17654685107746,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":83.92663573085846,"put_iv_pct":87.94752930568079},{"expiry":"2026-10-16","call_iv_pct":69.08091160220995,"put_iv_pct":67.38827089337175},{"expiry":"2026-11-20","call_iv_pct":79.43522388059702,"put_iv_pct":79.56384236453201},{"expiry":"2026-12-18","call_iv_pct":75.188612716763,"put_iv_pct":74.88134831460674}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c1c53d3c9d7982fedcb108e319f81eda5108fe26f0ce3a7e9c8fc77ea34da16c","captured_at":"2026-10-24T23:09:55.798475+00:00","observed_at":"2026-09-16T15:59:00-04:00","session_close_at":"2026-09-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-16","end_date":"2026-09-16","strike_range":20,"format":"json"},"source_hash":"3715850efb8600b7bef0f1d4cb10701bb6aeab54819b02d1106bf095d626c6d0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"05f37acaea65f767766ea356b8685fa548b65ece7f6d531a72befe205990ed9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9dc90202a0ded56ada2091bbe414c164b337252532c8305a6358909768402058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"782fb393a6b38414ebbbfdf40c818423af6c3f8207542dded60d27c12eedd344"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9f48a07e7d12196565db134ec71088c865ed2734327411331489cfda3102b7f8"}]},{"symbol":"SITM","date":"2026-09-17","iv_pct":74.5346881661832,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":57.6682099907493,"put_iv_pct":105.66342933690555},{"expiry":"2026-10-16","call_iv_pct":59.90157248157249,"put_iv_pct":66.09420289855072},{"expiry":"2026-11-20","call_iv_pct":77.02907692307693,"put_iv_pct":80.72527918781725},{"expiry":"2026-12-18","call_iv_pct":73.59378048780488,"put_iv_pct":75.60195402298851}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b84767491264e2a84c8fb90109716b585884fb87acf0bc25a304ad57576eb09f","captured_at":"2026-10-24T23:09:53.712200+00:00","observed_at":"2026-09-17T15:59:00-04:00","session_close_at":"2026-09-17T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-17","end_date":"2026-09-17","strike_range":20,"format":"json"},"source_hash":"ddfcb1e16937aba2171118eba05fa5ef640b1684481c6c09fa2636bce53e2773"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"05f37acaea65f767766ea356b8685fa548b65ece7f6d531a72befe205990ed9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9dc90202a0ded56ada2091bbe414c164b337252532c8305a6358909768402058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"782fb393a6b38414ebbbfdf40c818423af6c3f8207542dded60d27c12eedd344"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9f48a07e7d12196565db134ec71088c865ed2734327411331489cfda3102b7f8"}]},{"symbol":"SITM","date":"2026-09-18","iv_pct":74.53149653143507,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":64.79237196765499,"put_iv_pct":67.02011363636365},{"expiry":"2026-11-20","call_iv_pct":79.90645161290323,"put_iv_pct":79.32425196850393},{"expiry":"2026-12-18","call_iv_pct":76.17272727272727,"put_iv_pct":75.09545454545454},{"expiry":"2027-02-19","call_iv_pct":77.69626016260163,"put_iv_pct":76.24434108527132}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cc7818d9b6f2b6b4a6eb3dbefc403bc1ebf2e981d85f9afc7cddb9ee7358bf2c","captured_at":"2026-10-24T23:09:48.200564+00:00","observed_at":"2026-09-18T15:59:00-04:00","session_close_at":"2026-09-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"e53222ede31a0ecabe7335b3704cacf952f730fd1aa6cc8d826419f6b987da7c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9dc90202a0ded56ada2091bbe414c164b337252532c8305a6358909768402058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"782fb393a6b38414ebbbfdf40c818423af6c3f8207542dded60d27c12eedd344"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9f48a07e7d12196565db134ec71088c865ed2734327411331489cfda3102b7f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33f0926d9e2522609b274667ad7ec2bcb1f84c49bebb56a0329456664d7ea07f"}]},{"symbol":"SITM","date":"2026-09-21","iv_pct":75.71768710679538,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":70.04423822714682,"put_iv_pct":68.4237037037037},{"expiry":"2026-11-20","call_iv_pct":81.38675675675677,"put_iv_pct":80.27181818181819},{"expiry":"2026-12-18","call_iv_pct":76.61518518518518,"put_iv_pct":75.57777108433734},{"expiry":"2027-02-19","call_iv_pct":77.73454545454545,"put_iv_pct":75.68747826086957}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9b780224fa45a53f686b6aaa2ea48df5c1c0d8633b2e4c382f5192cc090b77b6","captured_at":"2026-10-24T23:09:12.688262+00:00","observed_at":"2026-09-21T15:59:00-04:00","session_close_at":"2026-09-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"3954d273fdcbb18313d9d4a175c51470f922cde97e333473f6fbefb2cab78805"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9dc90202a0ded56ada2091bbe414c164b337252532c8305a6358909768402058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"782fb393a6b38414ebbbfdf40c818423af6c3f8207542dded60d27c12eedd344"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9f48a07e7d12196565db134ec71088c865ed2734327411331489cfda3102b7f8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33f0926d9e2522609b274667ad7ec2bcb1f84c49bebb56a0329456664d7ea07f"}]},{"symbol":"SITM","date":"2026-09-22","iv_pct":75.8835980054569,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":68.65886363636365,"put_iv_pct":71.73949404761905},{"expiry":"2026-11-20","call_iv_pct":78.81196850393701,"put_iv_pct":81.37726760563379},{"expiry":"2026-12-18","call_iv_pct":74.8411214953271,"put_iv_pct":76.79493506493506},{"expiry":"2027-02-19","call_iv_pct":76.90454545454546,"put_iv_pct":77.94058823529411}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d3e04fc5aeabcc1e3e346adf8195d6a01887217b6b9c36e6ff5f0a8287bedb66","captured_at":"2026-10-24T23:08:44.890342+00:00","observed_at":"2026-09-22T15:59:00-04:00","session_close_at":"2026-09-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"97905a40f4a9731ca4d50765ab0de11dfc89a739aab536c8a1d602b90598c0d8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"62c5eb8cecee141c8d799e428f00abdd9ae04fc3a46a9b6c0f7c97017ea86bff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fe76586ff00173ff79ae1f1e91cb139d923ff9903963297129ea79c5775d1a11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9e5a136e29d0d3d3c22087ab584cd8a0b2a395f655d61e75dfbed128ea8ba84f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ece807ea1a42d2d7b987064c16827d4f7017e0624716114105d5d331a0d31a61"}]},{"symbol":"SITM","date":"2026-09-23","iv_pct":75.02835380831036,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":70.4507614213198,"put_iv_pct":67.17064587973273},{"expiry":"2026-11-20","call_iv_pct":79.39049504950495,"put_iv_pct":80.46278350515463},{"expiry":"2026-12-18","call_iv_pct":75.34949044585987,"put_iv_pct":74.48555555555555},{"expiry":"2027-02-19","call_iv_pct":76.39214285714286,"put_iv_pct":76.52495575221239}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b18a1a23441f6e8ae239aa91e2e45a4992fa9466774fed717ff54b641548b1e1","captured_at":"2026-10-24T23:08:42.812971+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"b7d13c9348a33280cf816db91aec5df625c5c116a98b2b0fb06ddbfb13e864cb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"62c5eb8cecee141c8d799e428f00abdd9ae04fc3a46a9b6c0f7c97017ea86bff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fe76586ff00173ff79ae1f1e91cb139d923ff9903963297129ea79c5775d1a11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9e5a136e29d0d3d3c22087ab584cd8a0b2a395f655d61e75dfbed128ea8ba84f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ece807ea1a42d2d7b987064c16827d4f7017e0624716114105d5d331a0d31a61"}]},{"symbol":"SITM","date":"2026-09-24","iv_pct":76.93325035047437,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":72.31894736842105,"put_iv_pct":74.02737313432836},{"expiry":"2026-11-20","call_iv_pct":77.65700000000001,"put_iv_pct":84.07687150837988},{"expiry":"2026-12-18","call_iv_pct":77.2469696969697,"put_iv_pct":77.35534161490683},{"expiry":"2027-02-19","call_iv_pct":75.80555555555556,"put_iv_pct":76.97794392523365}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d1d2bcd29898610d0498b48c746a06aa4b39ab34e239e3134de25ce1a46ab08d","captured_at":"2026-10-24T23:08:40.313490+00:00","observed_at":"2026-09-24T15:59:00-04:00","session_close_at":"2026-09-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"9354f810b9ce8d8c6a481d1b4089de2b24f68aaf91bb4cecf31cf3e52a7f0162"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"62c5eb8cecee141c8d799e428f00abdd9ae04fc3a46a9b6c0f7c97017ea86bff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fe76586ff00173ff79ae1f1e91cb139d923ff9903963297129ea79c5775d1a11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9e5a136e29d0d3d3c22087ab584cd8a0b2a395f655d61e75dfbed128ea8ba84f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ece807ea1a42d2d7b987064c16827d4f7017e0624716114105d5d331a0d31a61"}]},{"symbol":"SITM","date":"2026-09-25","iv_pct":75.49988204322736,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":70.79712365591398,"put_iv_pct":69.09826815642458},{"expiry":"2026-11-20","call_iv_pct":80.53780748663102,"put_iv_pct":79.78245508982036},{"expiry":"2026-12-18","call_iv_pct":76.3609589041096,"put_iv_pct":75.12573248407644},{"expiry":"2027-02-19","call_iv_pct":76.72990384615385,"put_iv_pct":75.56680672268908}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa606982b88bae942876123c0c69f3c5df47157feb7877644497f5dc50eebce4","captured_at":"2026-10-24T23:08:38.010979+00:00","observed_at":"2026-09-25T15:59:00-04:00","session_close_at":"2026-09-25T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-25","end_date":"2026-09-25","strike_range":20,"format":"json"},"source_hash":"fa226ab850dbbe209e9ddbf98f99c0876ddc7af155f3601d66a5876a47c71c8f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"62c5eb8cecee141c8d799e428f00abdd9ae04fc3a46a9b6c0f7c97017ea86bff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fe76586ff00173ff79ae1f1e91cb139d923ff9903963297129ea79c5775d1a11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9e5a136e29d0d3d3c22087ab584cd8a0b2a395f655d61e75dfbed128ea8ba84f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ece807ea1a42d2d7b987064c16827d4f7017e0624716114105d5d331a0d31a61"}]},{"symbol":"SITM","date":"2026-09-28","iv_pct":74.96484197642786,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":66.16247311827956,"put_iv_pct":69.72172588832487},{"expiry":"2026-11-20","call_iv_pct":78.61373684210527,"put_iv_pct":81.87977900552485},{"expiry":"2026-12-18","call_iv_pct":74.6914367816092,"put_iv_pct":75.96159763313611},{"expiry":"2027-02-19","call_iv_pct":75.86905797101448,"put_iv_pct":76.81892857142857}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7c66543a0acb710eb0b66f0e6bd3f7c2c4b2c5b06016d39717fe4b4baaca2dc0","captured_at":"2026-10-24T23:08:35.499342+00:00","observed_at":"2026-09-28T15:59:00-04:00","session_close_at":"2026-09-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"70315ff93b014ec0ca5ee8b951b1897aa7f07d164531882af9e89b2da48a757d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"62c5eb8cecee141c8d799e428f00abdd9ae04fc3a46a9b6c0f7c97017ea86bff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fe76586ff00173ff79ae1f1e91cb139d923ff9903963297129ea79c5775d1a11"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"9e5a136e29d0d3d3c22087ab584cd8a0b2a395f655d61e75dfbed128ea8ba84f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ece807ea1a42d2d7b987064c16827d4f7017e0624716114105d5d331a0d31a61"}]},{"symbol":"SITM","date":"2026-09-29","iv_pct":76.44384752220053,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":71.05156962025316,"put_iv_pct":73.91289215686274},{"expiry":"2026-11-20","call_iv_pct":80.00429319371727,"put_iv_pct":80.79048648648649},{"expiry":"2026-12-18","call_iv_pct":74.89662420382166,"put_iv_pct":75.90280487804878},{"expiry":"2027-02-19","call_iv_pct":77.40565573770492,"put_iv_pct":77.58645390070922}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc91d66fa81fc401296014d90b488b71a709168501d1172040c9eb42187ba309","captured_at":"2026-10-24T23:08:11.192054+00:00","observed_at":"2026-09-29T15:59:00-04:00","session_close_at":"2026-09-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"9b8dc2830043e594d40a20daf2dede5e785a5f705507ca0c9c9dd6a0176ac9a9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"b48e7a4378dbacb067c904984d4ebc90580298a840cad70680dd1988155ae0a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4fa0de5273fe521f0214090459b3fdb6c1cd3ef4accc017f6d0376493cf8c03e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ef7a1e90df648eecc3b5392858ce7d7a4b6dc84e5158d2960e87db1d2bc42c9b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4e3fd5b2e22fc944891d86449b00364fb86a578282058d0d927ec2e6ffa1b2e"}]},{"symbol":"SITM","date":"2026-09-30","iv_pct":76.41300921255689,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":71.03576642335766,"put_iv_pct":71.24621890547263},{"expiry":"2026-11-20","call_iv_pct":80.23502645502646,"put_iv_pct":81.71112676056337},{"expiry":"2026-12-18","call_iv_pct":75.6633152173913,"put_iv_pct":77.44585365853658},{"expiry":"2027-02-19","call_iv_pct":76.68466101694915,"put_iv_pct":77.2821052631579}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"234849d19afd47cffb1b6c2a5e5fad2d4433ec5961483581198ca8f9d42399a1","captured_at":"2026-10-24T23:08:09.100078+00:00","observed_at":"2026-09-30T15:59:00-04:00","session_close_at":"2026-09-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"b2eda386cbfae720eee6a74b986463f3f6aa158adee0685e5059a118c4b2d4a0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"b48e7a4378dbacb067c904984d4ebc90580298a840cad70680dd1988155ae0a9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4fa0de5273fe521f0214090459b3fdb6c1cd3ef4accc017f6d0376493cf8c03e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ef7a1e90df648eecc3b5392858ce7d7a4b6dc84e5158d2960e87db1d2bc42c9b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4e3fd5b2e22fc944891d86449b00364fb86a578282058d0d927ec2e6ffa1b2e"}]},{"symbol":"SITM","date":"2026-10-01","iv_pct":76.45907179393106,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":67.73576555023924,"put_iv_pct":68.90977168949772},{"expiry":"2026-11-20","call_iv_pct":81.66,"put_iv_pct":83.59215189873417},{"expiry":"2026-12-18","call_iv_pct":77.18238993710692,"put_iv_pct":78.39209302325581},{"expiry":"2027-02-19","call_iv_pct":76.89858407079646,"put_iv_pct":77.30181818181818}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc42e47b3d4a9cdea571158036b21a33b4caf07451b75a14b0c3aeb567f19430","captured_at":"2026-10-24T23:08:00.435633+00:00","observed_at":"2026-10-01T15:59:00-04:00","session_close_at":"2026-10-01T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-01","end_date":"2026-10-01","strike_range":20,"format":"json"},"source_hash":"ebfd24234a471e5f9aaa1bd4958259bc4d94b425a36cf5317948836af46ecab5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5c748aa783103ba05bced457cddcb98bf9db8eba8a633dcf70476c7065c36bdb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9d6f667f1ea7b56bbd239fa832a0e25beb0abeccabc752217cb14201c5f0a00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a7c1feb7a61793d007d968c50737b1be727b09570a0865044fbca3b5848d0a7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99f540cec138410f45f7a252fe4b04974f1da99ad4ea46d241912591ce755dd"}]},{"symbol":"SITM","date":"2026-10-02","iv_pct":77.63458434498077,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":71.88041237113401,"put_iv_pct":72.13291139240506},{"expiry":"2026-11-20","call_iv_pct":83.9206134969325,"put_iv_pct":83.94509202453987},{"expiry":"2026-12-18","call_iv_pct":77.42153846153845,"put_iv_pct":78.16985915492958},{"expiry":"2027-02-19","call_iv_pct":76.82271844660194,"put_iv_pct":76.7835294117647}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"158421117140d1fc585357fcc7464df0bc87e7fae86defc996b5bd7bc37fd628","captured_at":"2026-10-24T23:07:58.211612+00:00","observed_at":"2026-10-02T15:59:00-04:00","session_close_at":"2026-10-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"bad630a5c4e41835c486e82e2f40854c22d19d2406a9816c74aa99363e2a1647"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5c748aa783103ba05bced457cddcb98bf9db8eba8a633dcf70476c7065c36bdb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9d6f667f1ea7b56bbd239fa832a0e25beb0abeccabc752217cb14201c5f0a00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a7c1feb7a61793d007d968c50737b1be727b09570a0865044fbca3b5848d0a7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99f540cec138410f45f7a252fe4b04974f1da99ad4ea46d241912591ce755dd"}]},{"symbol":"SITM","date":"2026-10-05","iv_pct":76.72070568405988,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":70.3779646017699,"put_iv_pct":70.57957207207207},{"expiry":"2026-11-20","call_iv_pct":82.3997382198953,"put_iv_pct":83.22778947368421},{"expiry":"2026-12-18","call_iv_pct":76.86324324324325,"put_iv_pct":77.17562913907285},{"expiry":"2027-02-19","call_iv_pct":76.45654205607477,"put_iv_pct":76.68516666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"88fea673c308e61dbd098d3c627ba57030f7f8507af44ff940a290ac000bfe9f","captured_at":"2026-10-24T23:07:55.712466+00:00","observed_at":"2026-10-05T15:59:00-04:00","session_close_at":"2026-10-05T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-05","end_date":"2026-10-05","strike_range":20,"format":"json"},"source_hash":"08dd2196b50e332d2445e350f189e1bc0ff133c0861ea43dc1bacf82bcb6139c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5c748aa783103ba05bced457cddcb98bf9db8eba8a633dcf70476c7065c36bdb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9d6f667f1ea7b56bbd239fa832a0e25beb0abeccabc752217cb14201c5f0a00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a7c1feb7a61793d007d968c50737b1be727b09570a0865044fbca3b5848d0a7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99f540cec138410f45f7a252fe4b04974f1da99ad4ea46d241912591ce755dd"}]},{"symbol":"SITM","date":"2026-10-06","iv_pct":75.68519565756614,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":63.09573033707865,"put_iv_pct":74.10527472527473},{"expiry":"2026-11-20","call_iv_pct":80.42820512820512,"put_iv_pct":83.73263157894738},{"expiry":"2026-12-18","call_iv_pct":74.55000000000001,"put_iv_pct":76.88352941176471},{"expiry":"2027-02-19","call_iv_pct":75.38876288659793,"put_iv_pct":77.29743119266055}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"22b9efcabd151f25562efc1a77b2a2078eed4659bf5a8fdc243da8e25c37f9e6","captured_at":"2026-10-24T23:07:53.412123+00:00","observed_at":"2026-10-06T15:59:00-04:00","session_close_at":"2026-10-06T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-06","end_date":"2026-10-06","strike_range":20,"format":"json"},"source_hash":"8e02efc86822ad2130b7a10b577c4b3f7f24ab17a4a93e5ab1761e7f791a321c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5c748aa783103ba05bced457cddcb98bf9db8eba8a633dcf70476c7065c36bdb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9d6f667f1ea7b56bbd239fa832a0e25beb0abeccabc752217cb14201c5f0a00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a7c1feb7a61793d007d968c50737b1be727b09570a0865044fbca3b5848d0a7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99f540cec138410f45f7a252fe4b04974f1da99ad4ea46d241912591ce755dd"}]},{"symbol":"SITM","date":"2026-10-07","iv_pct":75.26807300437557,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":67.75286885245902,"put_iv_pct":61.355820895522385},{"expiry":"2026-11-20","call_iv_pct":85.54892215568862,"put_iv_pct":81.78446153846154},{"expiry":"2026-12-18","call_iv_pct":76.83805555555556,"put_iv_pct":75.76060606060607},{"expiry":"2027-02-19","call_iv_pct":77.2943076923077,"put_iv_pct":75.80954128440366}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4c93812361206b9ea5c0f817ebff8b1c272bfd1c8c21d035fff18f8038de274e","captured_at":"2026-10-24T23:07:51.295833+00:00","observed_at":"2026-10-07T15:59:00-04:00","session_close_at":"2026-10-07T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-07","end_date":"2026-10-07","strike_range":20,"format":"json"},"source_hash":"ca4e08862c368e2e552e4f543b6315b596bf2556754c9e0675f9de73e4485971"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"5c748aa783103ba05bced457cddcb98bf9db8eba8a633dcf70476c7065c36bdb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9d6f667f1ea7b56bbd239fa832a0e25beb0abeccabc752217cb14201c5f0a00"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a7c1feb7a61793d007d968c50737b1be727b09570a0865044fbca3b5848d0a7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99f540cec138410f45f7a252fe4b04974f1da99ad4ea46d241912591ce755dd"}]},{"symbol":"SITM","date":"2026-10-08","iv_pct":76.51608714518814,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":62.68840361445783,"put_iv_pct":75.93472172351885},{"expiry":"2026-11-20","call_iv_pct":81.53689655172414,"put_iv_pct":86.3578217821782},{"expiry":"2026-12-18","call_iv_pct":75.76663461538462,"put_iv_pct":78.56604938271605},{"expiry":"2027-02-19","call_iv_pct":75.458,"put_iv_pct":75.82016949152542}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9dd932d637f9cbfc2f5e8f2a2d79bf8dcd1248f662451fcaa561c1a09e9a94ab","captured_at":"2026-10-24T23:07:27.788841+00:00","observed_at":"2026-10-08T15:59:00-04:00","session_close_at":"2026-10-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-08","end_date":"2026-10-08","strike_range":20,"format":"json"},"source_hash":"3f89f07a3eada175d8a771079b1c1a49adebb54a9e33a1f76ab652feca4a803e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1dd659673ca59e50ec7480d2377b98a4c5e3f9da84420b4e037f4fe6813c6dce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c7f111bdcbe50f335b0d247b62a44e222f5b7f888423c52e9671b5563a1c09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3066077593280c774e1f14549b1c0c7074b89f6b0ae879c6369e50e37c1c697d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c65b9fb62fc45d7f0abe64fdda23188975dd360e4cab9a81b2c136340e030559"}]},{"symbol":"SITM","date":"2026-10-09","iv_pct":76.54027163333015,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":64.57069832402235,"put_iv_pct":71.63185758513933},{"expiry":"2026-11-20","call_iv_pct":83.44156862745098,"put_iv_pct":86.45413145539906},{"expiry":"2026-12-18","call_iv_pct":77.59306451612903,"put_iv_pct":77.59360824742268},{"expiry":"2027-02-19","call_iv_pct":75.66290322580646,"put_iv_pct":75.37434108527133}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6a8a58efd50202d7427223b8eb99ab266838b3b76efc42e3198c4561911c44d4","captured_at":"2026-10-24T23:07:25.300039+00:00","observed_at":"2026-10-09T15:59:00-04:00","session_close_at":"2026-10-09T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-09","end_date":"2026-10-09","strike_range":20,"format":"json"},"source_hash":"713dcba2e7499e829777e5ab78c0c5b070be8e7ae30cc07cd4f2cb1b87cdaa1f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1dd659673ca59e50ec7480d2377b98a4c5e3f9da84420b4e037f4fe6813c6dce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c7f111bdcbe50f335b0d247b62a44e222f5b7f888423c52e9671b5563a1c09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3066077593280c774e1f14549b1c0c7074b89f6b0ae879c6369e50e37c1c697d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c65b9fb62fc45d7f0abe64fdda23188975dd360e4cab9a81b2c136340e030559"}]},{"symbol":"SITM","date":"2026-10-12","iv_pct":78.4183559327339,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":77.17697993664203,"put_iv_pct":75.51556227327691},{"expiry":"2026-11-20","call_iv_pct":83.865,"put_iv_pct":86.92486956521739},{"expiry":"2026-12-18","call_iv_pct":75.64376404494382,"put_iv_pct":76.25},{"expiry":"2027-02-19","call_iv_pct":75.83067164179104,"put_iv_pct":76.14}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d896f34a4d474876f30b7bc176af22c3df50fb4b98ba9c1b7e8b8070880bf76b","captured_at":"2026-10-24T23:07:22.890796+00:00","observed_at":"2026-10-12T15:59:00-04:00","session_close_at":"2026-10-12T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-12","end_date":"2026-10-12","strike_range":20,"format":"json"},"source_hash":"8fab7fd317ba89c918936b5c6379db4905fdcb2e1ec93c09853b14a5a6a6d198"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1dd659673ca59e50ec7480d2377b98a4c5e3f9da84420b4e037f4fe6813c6dce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c7f111bdcbe50f335b0d247b62a44e222f5b7f888423c52e9671b5563a1c09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3066077593280c774e1f14549b1c0c7074b89f6b0ae879c6369e50e37c1c697d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c65b9fb62fc45d7f0abe64fdda23188975dd360e4cab9a81b2c136340e030559"}]},{"symbol":"SITM","date":"2026-10-13","iv_pct":81.5230114517942,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":80.1846923076923,"put_iv_pct":84.45985729967069},{"expiry":"2026-11-20","call_iv_pct":88.57253112033196,"put_iv_pct":90.50905172413793},{"expiry":"2026-12-18","call_iv_pct":76.61347222222223,"put_iv_pct":79.60094527363184},{"expiry":"2027-02-19","call_iv_pct":75.24354166666666,"put_iv_pct":77}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d61fc4b9b87f5179b19602c2608889ef374454297aa18f46e4d990bd385c2b13","captured_at":"2026-10-24T23:07:20.793351+00:00","observed_at":"2026-10-13T15:59:00-04:00","session_close_at":"2026-10-13T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-13","end_date":"2026-10-13","strike_range":20,"format":"json"},"source_hash":"3e44a4742a06d593efa990ecc921e24e418a579c84bec3d8734aaf7050b3e7cc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1dd659673ca59e50ec7480d2377b98a4c5e3f9da84420b4e037f4fe6813c6dce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c7f111bdcbe50f335b0d247b62a44e222f5b7f888423c52e9671b5563a1c09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3066077593280c774e1f14549b1c0c7074b89f6b0ae879c6369e50e37c1c697d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c65b9fb62fc45d7f0abe64fdda23188975dd360e4cab9a81b2c136340e030559"}]},{"symbol":"SITM","date":"2026-10-14","iv_pct":93.81406283299239,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":114.55740740740741,"put_iv_pct":106.94427987742594},{"expiry":"2026-11-20","call_iv_pct":97.71617529880479,"put_iv_pct":95.43945606694561},{"expiry":"2026-12-18","call_iv_pct":87.18804020100502,"put_iv_pct":85.75547368421053},{"expiry":"2027-02-19","call_iv_pct":82.17456953642385,"put_iv_pct":80.73710059171597}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb162b22d5b69dfcaff5cc892f504ecffdb425b91fa924c34999ff4e3de1e365","captured_at":"2026-10-24T23:07:18.911084+00:00","observed_at":"2026-10-14T15:59:00-04:00","session_close_at":"2026-10-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-14","end_date":"2026-10-14","strike_range":20,"format":"json"},"source_hash":"2e858be6ed2f1e1b02c810f42a6872575b4973911b9527a03be2e18bc1699409"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"1dd659673ca59e50ec7480d2377b98a4c5e3f9da84420b4e037f4fe6813c6dce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c7f111bdcbe50f335b0d247b62a44e222f5b7f888423c52e9671b5563a1c09e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3066077593280c774e1f14549b1c0c7074b89f6b0ae879c6369e50e37c1c697d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c65b9fb62fc45d7f0abe64fdda23188975dd360e4cab9a81b2c136340e030559"}]},{"symbol":"SITM","date":"2026-10-15","iv_pct":90.22607150833393,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":80.25945574162678,"put_iv_pct":116.44217547000895},{"expiry":"2026-11-20","call_iv_pct":89.90171641791045,"put_iv_pct":101.44859649122806},{"expiry":"2026-12-18","call_iv_pct":81.78400862068965,"put_iv_pct":88.95935135135136},{"expiry":"2027-02-19","call_iv_pct":79.68660130718955,"put_iv_pct":83.32666666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a4deb558890eba6a21a165bd66db75c56018795dcb44cdeef8a23a3c1dd439d4","captured_at":"2026-10-24T23:06:54.397657+00:00","observed_at":"2026-10-15T15:59:00-04:00","session_close_at":"2026-10-15T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-15","end_date":"2026-10-15","strike_range":20,"format":"json"},"source_hash":"cfc2402aedb602416632d3cc0d7132878ad9215c24a258c3608ffd850ac2d72e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"fa2884d9e71cda83f0b3dac2661c7349ae25b53579ef9ddd1889d145bb5b6906"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4358b8913a84967a9ce0701ffdda65c279514500e3e82ab797314543f7cdee38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6c03ea8d38aa0f7ea5ab7962172f1900434a1620449c01d1722d43af20b7ab08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad11bf43732ff2e0b2806cfe257d72bb57238c5ced7d772621929fa7b6773989"}]},{"symbol":"SITM","date":"2026-10-16","iv_pct":87.11814947185981,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":97.1908108108108,"put_iv_pct":99.99},{"expiry":"2026-12-18","call_iv_pct":87.18333333333332,"put_iv_pct":87.64155963302753},{"expiry":"2027-02-19","call_iv_pct":82.14012578616354,"put_iv_pct":82.51871287128714},{"expiry":"2027-05-21","call_iv_pct":80.38056074766355,"put_iv_pct":79.90009259259259}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f126bcd182d13319d730e6c3e3eadd1e6040514473d01e88f91b784d531a9da8","captured_at":"2026-10-24T23:06:51.011417+00:00","observed_at":"2026-10-16T15:59:00-04:00","session_close_at":"2026-10-16T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-16","end_date":"2026-10-16","strike_range":20,"format":"json"},"source_hash":"f34a780efb5a67a73325d62495bffeea949116b4dcafbc0443ede1b4aacbdc29"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4358b8913a84967a9ce0701ffdda65c279514500e3e82ab797314543f7cdee38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6c03ea8d38aa0f7ea5ab7962172f1900434a1620449c01d1722d43af20b7ab08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad11bf43732ff2e0b2806cfe257d72bb57238c5ced7d772621929fa7b6773989"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"41e45a87d19f89c3dcb137e925887dc7ffbe3853ae84cdcef0f7d35eb4ed6c3b"}]},{"symbol":"SITM","date":"2026-10-19","iv_pct":86.21120902877689,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":103.50156950672644,"put_iv_pct":91.03755244755246},{"expiry":"2026-12-18","call_iv_pct":90.8238679245283,"put_iv_pct":81.14291666666666},{"expiry":"2027-02-19","call_iv_pct":84.49121387283238,"put_iv_pct":79.85407643312101},{"expiry":"2027-05-21","call_iv_pct":80.8996875,"put_iv_pct":77.93878787878789}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5fb18933bdba59056267e1579459e0fc2537ff23f0971b4e461719fb99a4885b","captured_at":"2026-10-24T23:06:48.835627+00:00","observed_at":"2026-10-19T15:59:00-04:00","session_close_at":"2026-10-19T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-19","end_date":"2026-10-19","strike_range":20,"format":"json"},"source_hash":"607a076f299adc7ec09d104efb7e9d3c1ec361439ed2a14f9782c83ba2ec93e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4358b8913a84967a9ce0701ffdda65c279514500e3e82ab797314543f7cdee38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6c03ea8d38aa0f7ea5ab7962172f1900434a1620449c01d1722d43af20b7ab08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad11bf43732ff2e0b2806cfe257d72bb57238c5ced7d772621929fa7b6773989"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"41e45a87d19f89c3dcb137e925887dc7ffbe3853ae84cdcef0f7d35eb4ed6c3b"}]},{"symbol":"SITM","date":"2026-10-20","iv_pct":87.35927869601772,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":99.45874551971326,"put_iv_pct":100.609009009009},{"expiry":"2026-12-18","call_iv_pct":86.23805405405405,"put_iv_pct":86.6211382113821},{"expiry":"2027-02-19","call_iv_pct":82.80907284768212,"put_iv_pct":82.5131137724551},{"expiry":"2027-05-21","call_iv_pct":80.945,"put_iv_pct":79.68009615384615}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"59f82cfc332a68f946985387fbdb08f8bb3faae63fa12c83c40aadda2a745b36","captured_at":"2026-10-24T23:06:09.293069+00:00","observed_at":"2026-10-20T15:59:00-04:00","session_close_at":"2026-10-20T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-20","end_date":"2026-10-20","strike_range":20,"format":"json"},"source_hash":"4e8021b44187e78fda7352c96401e600f8a709cf7ac6bda3c3b80d07e3653732"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4358b8913a84967a9ce0701ffdda65c279514500e3e82ab797314543f7cdee38"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6c03ea8d38aa0f7ea5ab7962172f1900434a1620449c01d1722d43af20b7ab08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ad11bf43732ff2e0b2806cfe257d72bb57238c5ced7d772621929fa7b6773989"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","start_date":"2026-10-15","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"41e45a87d19f89c3dcb137e925887dc7ffbe3853ae84cdcef0f7d35eb4ed6c3b"}]},{"symbol":"SITM","date":"2026-10-21","iv_pct":86.72979151076683,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":98.91213483146068,"put_iv_pct":93.07687499999999},{"expiry":"2026-12-18","call_iv_pct":88.72389423076923,"put_iv_pct":87.19593607305937},{"expiry":"2027-02-19","call_iv_pct":84.02392045454545,"put_iv_pct":81.66968152866242},{"expiry":"2027-05-21","call_iv_pct":80.67922330097088,"put_iv_pct":79.55666666666666}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2559ce0fa682a305babab5439ef60bac1849cf0676e48534735ab891ed0b1eec","captured_at":"2026-10-23T14:40:40.106215+00:00","observed_at":"2026-10-21T15:59:00-04:00","session_close_at":"2026-10-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-21","end_date":"2026-10-21","strike_range":20,"format":"json"},"source_hash":"78a8cca64ff9fddf78ea11ef77b74b188f94eb6384221b8beb00a92125d9132c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e39882b5fd47be98977454199156a19859c7cac47523c2c034db4c0c666376d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4452c89c27c023ef9c2af32cf664d93ed8885f54cbd56e5ca8456b3bedbb96cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8cc01e8af873098f387882a5a9b5377272166468489e35712c7349f905c8ad6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"affb05f984e5077f74df7689c78edcdc53d452ad476043f403d364aeaeefa8de"}]},{"symbol":"SITM","date":"2026-10-22","iv_pct":89.10326967088815,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":102.77611320754718,"put_iv_pct":106.86333333333333},{"expiry":"2026-12-18","call_iv_pct":85.77793248945149,"put_iv_pct":88.89473684210526},{"expiry":"2027-02-19","call_iv_pct":82.44215277777778,"put_iv_pct":83.57424836601307},{"expiry":"2027-05-21","call_iv_pct":81.87816666666666,"put_iv_pct":80.61947368421053}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a4bf006f749071f9dafa2d25e3f96e569656d86bb15cf2a8023c5d3ffdbc9bb6","captured_at":"2026-10-23T14:40:38.589814+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/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-22","end_date":"2026-10-22","strike_range":20,"format":"json"},"source_hash":"c4a349ac709035ce2bbf0180fba522740c7db8f8e0544e1e8c970bfcfa40e984"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-11-20","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e39882b5fd47be98977454199156a19859c7cac47523c2c034db4c0c666376d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4452c89c27c023ef9c2af32cf664d93ed8885f54cbd56e5ca8456b3bedbb96cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8cc01e8af873098f387882a5a9b5377272166468489e35712c7349f905c8ad6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","start_date":"2026-10-21","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"affb05f984e5077f74df7689c78edcdc53d452ad476043f403d364aeaeefa8de"}]},{"symbol":"SITM","date":"2026-10-23","iv_pct":89.62343334128275,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":106.6297192982456,"put_iv_pct":102.24791044776119},{"expiry":"2026-12-18","call_iv_pct":89.94773279352226,"put_iv_pct":87.5991836734694},{"expiry":"2027-02-19","call_iv_pct":84.61911949685535,"put_iv_pct":82.9025},{"expiry":"2027-05-21","call_iv_pct":82.00255102040815,"put_iv_pct":81.03875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1356770d022c18f889cab2a57f6aff2c758f38fffd6f2892d7023233ac6440af","captured_at":"2026-10-24T07:05:54.232683+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/history/greeks/eod","query":{"symbol":"SITM","expiration":"*","start_date":"2026-10-23","end_date":"2026-10-23","strike_range":20,"format":"json"},"source_hash":"e2d1425db7eada16418ef81b1299ea93cd2d986720ef76ac9019463217e7f30b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"b1594ef794dd65c89f0c6eb3e214e81f8ff836b053b2e2fa3d09c97f91c28c9f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"878f599832061144d070b93c9b328a27126651de6f13383a12a461f3415a89e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0a52b3513da8555f997ccb4f96bbc282fc1ed584bc4ca50cc464399c1ebad007"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","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":"1f0a979c7e7f17f0cf5dae6ad9bdbaf6a711978775cb16d78a3b3e8da6e201bc"}]},{"symbol":"SITM","date":"2026-10-26","iv_pct":89.83840698644349,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":106.80022653721683,"put_iv_pct":104.55264705882352},{"expiry":"2026-12-18","call_iv_pct":87.5952887537994,"put_iv_pct":89.84842639593909},{"expiry":"2027-02-19","call_iv_pct":84.5567590027701,"put_iv_pct":84.31556603773586},{"expiry":"2027-05-21","call_iv_pct":80.7465,"put_iv_pct":80.29184210526316}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bdd135159ce8aa92ed4c9409da98a2cdaa7f47a7abcdb181334d3aa86bbfe1ad","captured_at":"2026-11-01T02:15:16.555659+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":"SITM","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"f872410c40339064e39e180e1b64388195725ed5bda042ff94fd3985d0002a02"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ca8e8fd4af555a21701ed3da89c2429c276cd609c7753d5bfb42699920439100"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"aaa1f7dda3481297118cef2d04e4ce5b7ba82e6fb8802154bc17a7a9e17d77a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f47680d6715f6915b71431808d41977d9758773403991cddae0d949bffca3cf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","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":"59e0ae2448936a80e56ac1c14a2250cac3da3c3339820440c407ec976b8052d5"}]},{"symbol":"SITM","date":"2026-10-27","iv_pct":90.02806776533296,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":103.3947619047619,"put_iv_pct":111.74625},{"expiry":"2026-12-18","call_iv_pct":86.76043668122271,"put_iv_pct":90.81881355932204},{"expiry":"2027-02-19","call_iv_pct":82.61092537313432,"put_iv_pct":84.74553505535056},{"expiry":"2027-05-21","call_iv_pct":79.63571428571429,"put_iv_pct":80.51210526315789}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3116d72c8eef568b74d4450ab5426406fe9c21219a17034529c7e5c9eabbca89","captured_at":"2026-11-01T02:15:15.235649+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":"SITM","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"b8a40aa07e4ba858ec175ee105dbd2ffc8c55cde853b696f717ecc0ea5620138"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ca8e8fd4af555a21701ed3da89c2429c276cd609c7753d5bfb42699920439100"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"aaa1f7dda3481297118cef2d04e4ce5b7ba82e6fb8802154bc17a7a9e17d77a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f47680d6715f6915b71431808d41977d9758773403991cddae0d949bffca3cf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","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":"59e0ae2448936a80e56ac1c14a2250cac3da3c3339820440c407ec976b8052d5"}]},{"symbol":"SITM","date":"2026-10-28","iv_pct":90.30705480562293,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":108.2980608365019,"put_iv_pct":108.09473309608542},{"expiry":"2026-12-18","call_iv_pct":90.1395945945946,"put_iv_pct":90.44672131147541},{"expiry":"2027-02-19","call_iv_pct":82.47337579617835,"put_iv_pct":83.01535211267606},{"expiry":"2027-05-21","call_iv_pct":80.14972972972973,"put_iv_pct":79.83887096774194}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"98cea19fcd2d4664b875c711332dd2e0ce4cfb6f02d474fc81be6de0153d04a1","captured_at":"2026-11-01T02:15:13.802976+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":"SITM","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"e2c434afc36bb61fba7f91c5a0202c6854f9f86ddb89de0dd47e595ae1759456"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ca8e8fd4af555a21701ed3da89c2429c276cd609c7753d5bfb42699920439100"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"aaa1f7dda3481297118cef2d04e4ce5b7ba82e6fb8802154bc17a7a9e17d77a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f47680d6715f6915b71431808d41977d9758773403991cddae0d949bffca3cf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","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":"59e0ae2448936a80e56ac1c14a2250cac3da3c3339820440c407ec976b8052d5"}]},{"symbol":"SITM","date":"2026-10-29","iv_pct":88.6185904903361,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":104.38103678929767,"put_iv_pct":109.5079661016949},{"expiry":"2026-12-18","call_iv_pct":86.20425925925926,"put_iv_pct":87.46906103286385},{"expiry":"2027-02-19","call_iv_pct":80.68265060240964,"put_iv_pct":81.29289308176101},{"expiry":"2027-05-21","call_iv_pct":79.44826446280992,"put_iv_pct":79.9625925925926}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"26334f7119de87ede50ba31c7be32f3bd521934dca2f4b77047dc94bf9375d8f","captured_at":"2026-11-01T02:15:12.303175+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":"SITM","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"e2b4cda804de478e98a53a511927d9e8557dfde8a7a4fc4a4d487adf931b9586"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ca8e8fd4af555a21701ed3da89c2429c276cd609c7753d5bfb42699920439100"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"aaa1f7dda3481297118cef2d04e4ce5b7ba82e6fb8802154bc17a7a9e17d77a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f47680d6715f6915b71431808d41977d9758773403991cddae0d949bffca3cf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","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":"59e0ae2448936a80e56ac1c14a2250cac3da3c3339820440c407ec976b8052d5"}]},{"symbol":"SITM","date":"2026-10-30","iv_pct":91.57492761604314,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":110.02204379562043,"put_iv_pct":116.40280000000001},{"expiry":"2026-12-18","call_iv_pct":83.5802356902357,"put_iv_pct":93.40690298507462},{"expiry":"2027-02-19","call_iv_pct":81.27194444444444,"put_iv_pct":85.81334285714286},{"expiry":"2027-05-21","call_iv_pct":80.13115942028986,"put_iv_pct":81.9709917355372}],"source":"ThetaData historical first-order Greeks","provider_symbol":"SITM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"be48f3aff8be762cbc810480c929049013a22862f9aec56e2ffc2a20d7e9caac","captured_at":"2026-11-01T02:15:10.716649+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":"SITM","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"6ac9fe2c9417e460af9c79f8a0cd2cf56c029cf78e06d467fbd2850f51f35437"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","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":"ca8e8fd4af555a21701ed3da89c2429c276cd609c7753d5bfb42699920439100"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"aaa1f7dda3481297118cef2d04e4ce5b7ba82e6fb8802154bc17a7a9e17d77a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f47680d6715f6915b71431808d41977d9758773403991cddae0d949bffca3cf8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"SITM","expiration":"2027-05-21","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":"59e0ae2448936a80e56ac1c14a2250cac3da3c3339820440c407ec976b8052d5"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/SITM","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":84.99890377844757,"put_call_skew_pp":-3.1756254861161324,"implied_move_pct":35.103799543667705,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"32e281b92dd46012d4d8261516b9a526c21b11733876821afbb3bdec6dde552c","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":82.66215493513043,"put_call_skew_pp":-1.6755888777228947,"implied_move_pct":33.81608252753356,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17a22752d99418ba3845a0d5c87f976ab8165ba7533575bd0a30808aa4cbd69b","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":81.13841644388236,"put_call_skew_pp":-3.840358969454744,"implied_move_pct":33.10490480128459,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8f71185b86e5c426c6187fae4fc9ae4ba27c0b98c9f8356285d173ddaaae50ed","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":80.75801142937648,"put_call_skew_pp":0.7217088755321619,"implied_move_pct":32.80393904269473,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6eb5a802349f9e6775b1389ad65174f1c912cb6332bf79379d739d3bc4212acd","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":76.8825935832181,"put_call_skew_pp":-0.45781992971251384,"implied_move_pct":30.906313935894758,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a7aa9c6fe464791586b88d0f0e70ba7d199fd8454e7945ee68e3c7c49822682e","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":78.32837027979215,"put_call_skew_pp":1.113308908768314,"implied_move_pct":29.486378135452693,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cc05d9822edc8ff702ac9fa5fb6c8098c7f97c419a243ed7206da3551f5c28ac","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":82.69260207196616,"put_call_skew_pp":-2.430529508903824,"implied_move_pct":30.1189904012489,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"87518c2587c02cec2b482bb78eea76daed6f3746d7e124ddbb7dd249e704cbcc","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":81.35604321510445,"put_call_skew_pp":-4.427506784635238,"implied_move_pct":29.038385629107125,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bf8d20419732c78ae4d04dfee1e1657d73ee4d0bf9fddb251519bc8e54bb5bbb","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":78.55611575678677,"put_call_skew_pp":-1.1281527330018228,"implied_move_pct":23.844924719012297,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5a71bfd7cd1ea6711e4f8bad85a5d74ad391479ee5c3027eaeb46694c50d5bb8","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":76.74899990895099,"put_call_skew_pp":0.6757629779793319,"implied_move_pct":33.75352835857171,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e33cfbaedc12eb1c41d77dbdbe3cc5c021c7441f8658050c7f7863b34eaab1a5","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":77.59433779597273,"put_call_skew_pp":-0.5134185451643738,"implied_move_pct":33.290732436372394,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"538f7d5a70aeb689ea64a919f2d645865d198c8f901529e78bd0f9659956bd7c","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":76.89037548070547,"put_call_skew_pp":-1.3691278768374708,"implied_move_pct":32.75403642626688,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7a8cacc2b0165bcbbe0613f0fdbd262ea478b7f1456d4c963da6d7ce1a12c344","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":76.34366641905387,"put_call_skew_pp":0.20417984451575322,"implied_move_pct":32.19278177948974,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f961f1b4790a36925522ca1d16cda0f1ed42b0983b91f011a348fdd0daf01e42","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":74.81934135893584,"put_call_skew_pp":-0.09608086357457779,"implied_move_pct":31.327895132064057,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7700323ca7152713bc2bb45b60fe705451551b53ba35b90c4a79bcf1aafd257a","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":73.14883302864554,"put_call_skew_pp":-2.042901657868736,"implied_move_pct":30.522657020259352,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8efff1054c21713e7dca80c5dd3927c9f09301774e6befb83a8e5e3079fa7625","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":66.70190024291327,"put_call_skew_pp":0.5993743063308088,"implied_move_pct":27.108772931536933,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"47a3d2f23118251792c1c655537d2a80778b1953a9c9cde13b3226aa5b408363","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":70.95977158881803,"put_call_skew_pp":-1.9661736218392605,"implied_move_pct":28.411785477088408,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3745214f29e077e252782fb33628286e30a10d39c9477cd657f2f50985fa187b","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":69.89216128077685,"put_call_skew_pp":-1.393674972986478,"implied_move_pct":27.869670924429975,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"01f513dbded473cfc40e37d60b1774487773adce9bb6fc76c3c3a453f1b35b0b","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":70.9330421337166,"put_call_skew_pp":-2.3794433834658584,"implied_move_pct":28.01791142429616,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"25e74daaa247e6041f2b2b2a78169eaf8dab71b360d883731de8c485cf0a9f0f","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":72.55260399579024,"put_call_skew_pp":-1.0303230474296718,"implied_move_pct":28.319856761931945,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"665354d12ba24e4c51866ba82f2cc6ebc79b72fc70c52d3c6b73c15b10422a39","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":75.80627040718583,"put_call_skew_pp":-3.8841231782442165,"implied_move_pct":27.97184728872115,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"62b1aac9febd1095b84011e282aa4a698650a46d6538958a94ad58190fafb3db","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":74.90448590034661,"put_call_skew_pp":-6.274790479178069,"implied_move_pct":27.577228548657224,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5d7b453b29c070e77657954170124f9c002dffd2024ebe58f5493228d2b30e4d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":74.21186556582006,"put_call_skew_pp":-5.470575453037114,"implied_move_pct":26.79017206943923,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c37c7c09fc3a6a9343c8b8428bf0e96a98cb25da4b3b7145ba588abc75e2e35c","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":73.13783693766891,"put_call_skew_pp":-1.946570890795364,"implied_move_pct":26.185261167661828,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b4a234700d4d2eb0a7f99ddb9a3377789ba34ef284795281e791846005bbc01d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":76.95409043013771,"put_call_skew_pp":-7.833254595426112,"implied_move_pct":25.8043595024306,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"75eac4be50b9900d0e4fee6bb5609a081ba5f56596ceeeeff06f8920261d3b6f","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":76.518999438372,"put_call_skew_pp":7.081646283238065,"implied_move_pct":25.11910951664892,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6b2eac4ba5700cbb8789f7d9e9fb9e80281111fa843f2c78339803670ffb7ce9","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":77.17654685107746,"put_call_skew_pp":0.537401736940712,"implied_move_pct":24.32861188652022,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c1c53d3c9d7982fedcb108e319f81eda5108fe26f0ce3a7e9c8fc77ea34da16c","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":74.5346881661832,"put_call_skew_pp":14.973056390764611,"implied_move_pct":23.120287325051393,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b84767491264e2a84c8fb90109716b585884fb87acf0bc25a304ad57576eb09f","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":74.53149653143507,"put_call_skew_pp":-0.22091244507342012,"implied_move_pct":34.76110992630249,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cc7818d9b6f2b6b4a6eb3dbefc403bc1ebf2e981d85f9afc7cddb9ee7358bf2c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":75.71768710679538,"put_call_skew_pp":-1.4549885982263575,"implied_move_pct":34.38711922314014,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9b780224fa45a53f686b6aaa2ea48df5c1c0d8633b2e4c382f5192cc090b77b6","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":75.8835980054569,"put_call_skew_pp":2.1589464658271993,"implied_move_pct":34.201045777042715,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d3e04fc5aeabcc1e3e346adf8195d6a01887217b6b9c36e6ff5f0a8287bedb66","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":75.02835380831036,"put_call_skew_pp":-0.7347372702930421,"implied_move_pct":33.5760897623868,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b18a1a23441f6e8ae239aa91e2e45a4992fa9466774fed717ff54b641548b1e1","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":76.93325035047437,"put_call_skew_pp":2.3522643904756,"implied_move_pct":33.9555985908592,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d1d2bcd29898610d0498b48c746a06aa4b39ab34e239e3134de25ce1a46ab08d","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":75.49988204322736,"put_call_skew_pp":-1.2131328599494964,"implied_move_pct":33.19795810611801,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa606982b88bae942876123c0c69f3c5df47157feb7877644497f5dc50eebce4","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":74.96484197642786,"put_call_skew_pp":2.2613315963514715,"implied_move_pct":32.26491626485544,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7c66543a0acb710eb0b66f0e6bd3f7c2c4b2c5b06016d39717fe4b4baaca2dc0","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":76.44384752220053,"put_call_skew_pp":1.208623666652553,"implied_move_pct":32.43750318553129,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc91d66fa81fc401296014d90b488b71a709168501d1172040c9eb42187ba309","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":76.41300921255689,"put_call_skew_pp":1.0166338687514802,"implied_move_pct":32.18769332496595,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"234849d19afd47cffb1b6c2a5e5fad2d4433ec5961483581198ca8f9d42399a1","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":76.45907179393106,"put_call_skew_pp":1.1797738087908165,"implied_move_pct":32.06679360887305,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc42e47b3d4a9cdea571158036b21a33b4caf07451b75a14b0c3aeb567f19430","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":77.63458434498077,"put_call_skew_pp":0.24652730185808025,"implied_move_pct":32.027230055443866,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"158421117140d1fc585357fcc7464df0bc87e7fae86defc996b5bd7bc37fd628","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":76.72070568405988,"put_call_skew_pp":0.39266730762814817,"implied_move_pct":30.795662144697094,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"88fea673c308e61dbd098d3c627ba57030f7f8507af44ff940a290ac000bfe9f","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":75.68519565756614,"put_call_skew_pp":4.639042139191414,"implied_move_pct":30.149051676151533,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"22b9efcabd151f25562efc1a77b2a2078eed4659bf5a8fdc243da8e25c37f9e6","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":75.26807300437557,"put_call_skew_pp":-3.180931119254307,"implied_move_pct":29.89715071391667,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4c93812361206b9ea5c0f817ebff8b1c272bfd1c8c21d035fff18f8038de274e","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":76.51608714518815,"put_call_skew_pp":5.30720689959298,"implied_move_pct":29.724530367640334,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9dd932d637f9cbfc2f5e8f2a2d79bf8dcd1248f662451fcaa561c1a09e9a94ab","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":76.54027163333015,"put_call_skew_pp":2.446425919955896,"implied_move_pct":29.443240338504477,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6a8a58efd50202d7427223b8eb99ab266838b3b76efc42e3198c4561911c44d4","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":78.4183559327339,"put_call_skew_pp":0.5785040537793549,"implied_move_pct":28.438377368813182,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d896f34a4d474876f30b7bc176af22c3df50fb4b98ba9c1b7e8b8070880bf76b","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":81.52301145179419,"put_call_skew_pp":2.7389042451318275,"implied_move_pct":28.695736192934163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d61fc4b9b87f5179b19602c2608889ef374454297aa18f46e4d990bd385c2b13","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":93.81406283299239,"put_call_skew_pp":-3.189970555835753,"implied_move_pct":30.908204393932447,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb162b22d5b69dfcaff5cc892f504ecffdb425b91fa924c34999ff4e3de1e365","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":90.22607150833394,"put_call_skew_pp":14.636251972959652,"implied_move_pct":29.745265196731793,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a4deb558890eba6a21a165bd66db75c56018795dcb44cdeef8a23a3c1dd439d4","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-02-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":87.1181494718598,"put_call_skew_pp":0.7888836047340071,"implied_move_pct":44.23733132450332,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f126bcd182d13319d730e6c3e3eadd1e6040514473d01e88f91b784d531a9da8","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":86.21120902877689,"put_call_skew_pp":-7.435751344489773,"implied_move_pct":43.02911432154767,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5fb18933bdba59056267e1579459e0fc2537ff23f0971b4e461719fb99a4885b","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":87.35927869601772,"put_call_skew_pp":-0.006878818689266097,"implied_move_pct":43.24602308210119,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"59f82cfc332a68f946985387fbdb08f8bb3faae63fa12c83c40aadda2a745b36","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":86.72979151076683,"put_call_skew_pp":-2.710003387339448,"implied_move_pct":42.821252485071234,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2559ce0fa682a305babab5439ef60bac1849cf0676e48534735ab891ed0b1eec","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":89.10326967088815,"put_call_skew_pp":1.7693567710547704,"implied_move_pct":43.34249456327583,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a4bf006f749071f9dafa2d25e3f96e569656d86bb15cf2a8023c5d3ffdbc9bb6","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":89.62343334128275,"put_call_skew_pp":-2.352694621950196,"implied_move_pct":43.32501948158853,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1356770d022c18f889cab2a57f6aff2c758f38fffd6f2892d7023233ac6440af","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":89.83840698644349,"put_call_skew_pp":-0.17257317400617112,"implied_move_pct":42.41110031769033,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bdd135159ce8aa92ed4c9409da98a2cdaa7f47a7abcdb181334d3aa86bbfe1ad","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":90.02806776533296,"put_call_skew_pp":3.8552164082493157,"implied_move_pct":42.04118144659196,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3116d72c8eef568b74d4450ab5426406fe9c21219a17034529c7e5c9eabbca89","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":90.30705480562293,"put_call_skew_pp":0.08372913274356364,"implied_move_pct":41.76181176862043,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"98cea19fcd2d4664b875c711332dd2e0ce4cfb6f02d474fc81be6de0153d04a1","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":88.6185904903361,"put_call_skew_pp":1.87907542378397,"implied_move_pct":40.74736044523157,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"26334f7119de87ede50ba31c7be32f3bd521934dca2f4b77047dc94bf9375d8f","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":91.57492761604314,"put_call_skew_pp":5.647163556791064,"implied_move_pct":41.56122379950306,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"be48f3aff8be762cbc810480c929049013a22862f9aec56e2ffc2a20d7e9caac","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}