{"schemaVersion":1,"symbol":"UL","days":90,"observations":[{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T14:42:21.284000+00:00","captured_at":"2026-10-21T14:54:24.314Z","last_trade_at":"2026-10-21T14:54:16.296652519Z","price":64.635,"iv_pct":25.33526540594131,"implied_move_pct":5.867922791552732,"put_call_skew_pp":4.779386767272742,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"6b683fe082470471188c2125b5b14329bd989d8cf4ea22e53c811e7b8de5f14e"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T15:01:41.474000+00:00","captured_at":"2026-10-21T15:11:50.548Z","last_trade_at":"2026-10-21T15:11:38.604177792Z","price":64.615,"iv_pct":25.507467961612544,"implied_move_pct":5.920530759839997,"put_call_skew_pp":4.740308371725852,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"932eaf1c4d14e30d02090bb2c0d1c915e50d987f2b9bcd3c491f4bd890f39b59"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T15:10:37.978000+00:00","captured_at":"2026-10-21T15:23:59.228Z","last_trade_at":"2026-10-21T15:23:53.899794061Z","price":64.635,"iv_pct":25.34725092004015,"implied_move_pct":5.880855056508868,"put_call_skew_pp":4.914637999021826,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"9371e339f1ac5ff14673d7aaddf56ee77db7418ee90da3fc92b482498ed6b530"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T15:28:26.207000+00:00","captured_at":"2026-10-21T15:40:25.157Z","last_trade_at":"2026-10-21T15:40:18.344179675Z","price":64.545,"iv_pct":25.35392946903152,"implied_move_pct":5.892678998995908,"put_call_skew_pp":4.468660463703336,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"8afae70e50f1e461896c7cea7d6cdcb71acd429385acd0780364da205ad0f1bf"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T15:41:43.836000+00:00","captured_at":"2026-10-21T15:53:52.838Z","last_trade_at":"2026-10-21T15:53:49.92206837Z","price":64.575,"iv_pct":25.344737684737993,"implied_move_pct":5.8827832470202654,"put_call_skew_pp":4.959185163990131,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"312eea79ad24cf1ede5c68ec24519bb0ba6662c39eacff029866e6c043eece8d"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T15:50:10.571000+00:00","captured_at":"2026-10-21T16:04:32.767Z","last_trade_at":"2026-10-21T16:04:25.823860299Z","price":64.555,"iv_pct":25.35527212481547,"implied_move_pct":5.888642234714722,"put_call_skew_pp":5.132485300656694,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"a673d3b524270a76c41cb6d505ae595d810310f917983a8abb7be5ff40cbae39"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T16:02:29.020000+00:00","captured_at":"2026-10-21T16:14:50.655Z","last_trade_at":"2026-10-21T16:14:38.00481379Z","price":64.5601,"iv_pct":25.349186246555615,"implied_move_pct":5.8880970304840785,"put_call_skew_pp":5.169519997870004,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"0f0327fbc337948794e0be9f275741e6e2c96c39ebc6bffb09b1e1ae77b2c429"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T16:18:23.515000+00:00","captured_at":"2026-10-21T16:25:00.208Z","last_trade_at":"2026-10-21T16:24:58.173958468Z","price":64.635,"iv_pct":25.34725092004015,"implied_move_pct":5.880855056508868,"put_call_skew_pp":5.456433921154763,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"95ecf75964d7a783c5d237c3432a6e32bc5de57508324be461d0585b0f9ef10f"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T16:20:40.562000+00:00","captured_at":"2026-10-21T16:35:16.906Z","last_trade_at":"2026-10-21T16:35:14.992540776Z","price":64.6,"iv_pct":25.346810897435894,"implied_move_pct":5.885003426045466,"put_call_skew_pp":5.16624011842231,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"34bf909a9835e3ffbf1574a42c791919c8779209555caf44cdab141c3ba23168"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T16:40:00.630000+00:00","captured_at":"2026-10-21T16:45:35.677Z","last_trade_at":"2026-10-21T16:45:30.876535115Z","price":64.515,"iv_pct":25.526054748377504,"implied_move_pct":5.942564773923407,"put_call_skew_pp":4.803145794584706,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"6aa0d0e27df74182031ac8fd74bc10a17cce8d2b9dca2c9a5f422fa61796b80f"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T16:45:02.285000+00:00","captured_at":"2026-10-21T16:55:52.167Z","last_trade_at":"2026-10-21T16:55:43.519186434Z","price":64.545,"iv_pct":25.35392946903152,"implied_move_pct":5.892678998995908,"put_call_skew_pp":5.0499943255891635,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"b15478d1b7580a676b983a437faad18f2ffd5d591cc5c59824c81ea204b08090"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T17:01:55.847000+00:00","captured_at":"2026-10-21T17:10:40.261Z","last_trade_at":"2026-10-21T17:10:31.13413677Z","price":64.52,"iv_pct":25.528904575596506,"implied_move_pct":5.939979502435464,"put_call_skew_pp":4.844662409864039,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"3fc7e0a5a70758483d4e1f548eaa22d53d55d5d0509ee2cbaea9839bd1e86c6f"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T17:13:43.907000+00:00","captured_at":"2026-10-21T17:24:38.524Z","last_trade_at":"2026-10-21T17:24:24.047346089Z","price":64.47,"iv_pct":25.54863936638202,"implied_move_pct":5.963327621621274,"put_call_skew_pp":4.872384963984844,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"dca6d7b59eb94997ad142f10b29898710c9855c32a0e5cfde4b33bccd87f73f6"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T17:26:37.416000+00:00","captured_at":"2026-10-21T17:35:18.281Z","last_trade_at":"2026-10-21T17:35:16.836460246Z","price":64.415,"iv_pct":25.519334251439023,"implied_move_pct":5.9712887836993,"put_call_skew_pp":4.791672528111107,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"29eea1a60b1e1e7bb2dae73c691adea871fb7e334a4c849c33c922dae879043e"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T17:39:30.598000+00:00","captured_at":"2026-10-21T17:45:29.135Z","last_trade_at":"2026-10-21T17:45:23.942171925Z","price":64.51,"iv_pct":25.49630826610862,"implied_move_pct":5.938377436942342,"put_call_skew_pp":5.351203469232718,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"e89283875e3df4b98112e51559592667817b02dcecb1f3405eab9503b7454aab"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T17:41:46.033000+00:00","captured_at":"2026-10-21T17:56:44.151Z","last_trade_at":"2026-10-21T17:56:42.961574929Z","price":64.54,"iv_pct":24.832593235351673,"implied_move_pct":5.77592028318162,"put_call_skew_pp":5.135569250569249,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"1759d788b22aff15437b4374bc55ba70c6b6ad438107b76962c700a3ea7152c3"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T17:59:12.111000+00:00","captured_at":"2026-10-21T18:08:12.234Z","last_trade_at":"2026-10-21T18:08:04.638364908Z","price":64.495,"iv_pct":25.01282435009866,"implied_move_pct":5.839652069556621,"put_call_skew_pp":5.006810428577427,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"3d4ddecfdb59cfe272a8c1d58f60e112ddf6a11a5bf45b6781cb6bc28ba0cd2d"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T18:08:14.563000+00:00","captured_at":"2026-10-21T18:19:04.529Z","last_trade_at":"2026-10-21T18:18:54.876738879Z","price":64.435,"iv_pct":25.36414784967021,"implied_move_pct":5.938923692656804,"put_call_skew_pp":4.946117429120384,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"222ad1343351c232aa219dcd2c3015bc7d4da01d63cdcbc46fbdb5bcf44ee327"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T18:14:28.169000+00:00","captured_at":"2026-10-21T18:29:20.445Z","last_trade_at":"2026-10-21T18:29:18.849690047Z","price":64.44,"iv_pct":25.205953128993603,"implied_move_pct":5.896514304658268,"put_call_skew_pp":4.999449411738799,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"6add0f1deefca770a546bb63f02b3c31327820996b333982a45d2153650dcbd7"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T18:30:41.263000+00:00","captured_at":"2026-10-21T18:39:36.092Z","last_trade_at":"2026-10-21T18:39:35.64714451Z","price":64.44,"iv_pct":25.205953128993603,"implied_move_pct":5.896514304658268,"put_call_skew_pp":4.999449411738799,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"e3a0267e1e770182f63c74288d92408d95c0de9f3dfc82461bf0a96b40a196eb"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T18:42:59.263000+00:00","captured_at":"2026-10-21T18:49:53.271Z","last_trade_at":"2026-10-21T18:49:47.505216494Z","price":64.285,"iv_pct":25.494259665295804,"implied_move_pct":5.996945342539461,"put_call_skew_pp":4.773644144954151,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"e548d1007e73fc387003d308d977d2faa6f40dbf68eee9399bc4fd73023b7eff"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T18:51:01.269000+00:00","captured_at":"2026-10-21T19:02:07.005Z","last_trade_at":"2026-10-21T19:02:03.49796229Z","price":64.175,"iv_pct":25.777588282257934,"implied_move_pct":6.0958489489610415,"put_call_skew_pp":4.497764435742802,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"5055f001b660d61e0b68a31cedd15a08b64197787fd4dec2ad0ff51a33ac711d"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T18:59:38.955000+00:00","captured_at":"2026-10-21T19:13:23.943Z","last_trade_at":"2026-10-21T19:13:10.272396709Z","price":64.24,"iv_pct":25.534402542534128,"implied_move_pct":6.023853071810609,"put_call_skew_pp":4.581010628742516,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"c0b197b6a27ef036976f9b902096f28996bee928674efd7c6fef4e4103c0eced"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T19:10:08.511000+00:00","captured_at":"2026-10-21T19:23:47.279Z","last_trade_at":"2026-10-21T19:23:40.248384449Z","price":64.235,"iv_pct":25.565255370347735,"implied_move_pct":6.034806852805982,"put_call_skew_pp":4.541771401018188,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"a6997aca3507a4eda8e2a2a3ece712592ec8d955948d66f03d094ee9cf2c4fed"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T19:21:21.435000+00:00","captured_at":"2026-10-21T19:34:08.569Z","last_trade_at":"2026-10-21T19:34:00.814418433Z","price":64.28,"iv_pct":25.406763627971273,"implied_move_pct":5.975344943486991,"put_call_skew_pp":5.911298055783607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"bc630e2bec223b72634dd32ea10b50ffed53c58d3bdb1a1a5d56d0945f192e9c"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T19:32:04.441000+00:00","captured_at":"2026-10-21T19:44:36.676Z","last_trade_at":"2026-10-21T19:44:35.739847972Z","price":64.325,"iv_pct":25.43608265200934,"implied_move_pct":5.979423615304624,"put_call_skew_pp":5.283941348814186,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"28574fc6e38bf48eaa594723f3ed11fecbf6f2eef10f4cdf368db974855c32af"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T19:50:00.555000+00:00","captured_at":"2026-10-21T19:55:05.824Z","last_trade_at":"2026-10-21T19:55:02.30167705Z","price":64.395,"iv_pct":25.352788382848267,"implied_move_pct":5.949144796990035,"put_call_skew_pp":5.086582079738361,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"411863d7d86cc6600967713f8a60f532db755651a03ce65dcfc430dd4fea5564"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-21T19:59:03.198000+00:00","captured_at":"2026-10-21T20:06:33.501Z","last_trade_at":"2026-10-21T20:02:29.22287586Z","price":64.4,"iv_pct":21.892155280097274,"implied_move_pct":5.0809055005877815,"put_call_skew_pp":5.531263081408613,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"df3cc633c2c9ff7da76af08ae8889b28ddb7578f0da1baa6885ab87bf689e02b"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-22T19:59:05.448000+00:00","captured_at":"2026-10-22T20:35:15.798Z","last_trade_at":"2026-10-22T20:32:57.677951415Z","price":68,"iv_pct":26.138553670672803,"implied_move_pct":6.27680702706181,"put_call_skew_pp":13.313099586732799,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"30d07bd7ae1a103b3c76bda5f9c344d522719c2dd1ea6d3bcbba11d10392e3c5"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-23T19:57:25.789000+00:00","captured_at":"2026-10-23T20:56:35.895Z","last_trade_at":"2026-10-23T20:10:00.000939375Z","price":66.23,"iv_pct":25.410691527721795,"implied_move_pct":5.886349382978723,"put_call_skew_pp":5.975724080180495,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"c97f6bcefb47c06b648991fb56441502b885f70f3715cc64ee81f4907fbf3402"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-26T19:59:02.809000+00:00","captured_at":"2026-10-27T01:31:43.550Z","last_trade_at":"2026-10-26T23:00:00.001205269Z","price":65.61,"iv_pct":26.190116725893187,"implied_move_pct":5.767487585421374,"put_call_skew_pp":5.1097387248758706,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"782cb8f076d36ad2ac9661e91f8f3d595db4588b90e21939f7c3ea8dd6ee680f"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-27T14:38:27.725000+00:00","captured_at":"2026-10-27T14:49:28.923Z","last_trade_at":"2026-10-27T14:49:22.910735411Z","price":65.14,"iv_pct":26.726403459617863,"implied_move_pct":5.671256020954932,"put_call_skew_pp":5.568182315051626,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"1fbe35bc65684829b3c468d0dbeac66388bc506ff78e5583e824bfb0ba6e57df"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:09.944000+00:00","captured_at":"2026-10-27T23:48:40.686Z","last_trade_at":"2026-10-27T23:00:00.000929026Z","price":65.05,"iv_pct":27.04014111068192,"implied_move_pct":5.691895922202082,"put_call_skew_pp":1.9412179930795859,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"b8e938752302cad7a76b636bb2f0c848cce63412ec749fd8c1c94d7b22c18478"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:03.238000+00:00","captured_at":"2026-10-28T20:32:23.718Z","last_trade_at":"2026-10-28T20:10:00.000342142Z","price":63.94,"iv_pct":24.402526200237336,"implied_move_pct":5.143206397702398,"put_call_skew_pp":10.80758639380773,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"cdf3b710a456ad37a7e088be36ea66631f11c001d748ad7785eb6106e6cf6fbb"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:12.846000+00:00","captured_at":"2026-10-30T00:03:03.715Z","last_trade_at":"2026-10-29T23:00:00.000877214Z","price":64.18,"iv_pct":25.214263899882834,"implied_move_pct":5.255714084444286,"put_call_skew_pp":8.197321184062584,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"836a7604d37093c395fd5cdb663b1767a6284181b6c62424a4aec57411493193"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-10-30T19:49:05.474000+00:00","captured_at":"2026-10-30T23:02:17.250Z","last_trade_at":"2026-10-30T23:00:00.000367107Z","price":65.26,"iv_pct":23.745251650367177,"implied_move_pct":4.813235587412884,"put_call_skew_pp":6.1544615745291935,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"f40fcf81a428d703c618f3aaeda0f422c6904198a536aed1554e158b3c519f40"},{"symbol":"UL","expiry":"2026-11-20","observed_at":"2026-11-03T20:58:54.965000+00:00","captured_at":"2026-11-04T00:58:27.261Z","last_trade_at":"2026-11-04T00:00:00.000376302Z","price":64.81,"iv_pct":26.623336253350104,"implied_move_pct":4.682113956245323,"put_call_skew_pp":6.3203617099013565,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/UL","source_hash":"a356dd1ebe957be8664af0e1ce8a349e46b54b0abe5fb3bb66d6daab671b69e3"}],"dailyIv":[{"symbol":"UL","date":"2026-08-07","iv_pct":20.627469759578382,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":20.167484662576687,"put_iv_pct":30.801078717201165},{"expiry":"2026-08-21","call_iv_pct":19.455865746549563,"put_iv_pct":19.166062424969986},{"expiry":"2026-08-28","call_iv_pct":19.715187096774194,"put_iv_pct":18.362587412587413},{"expiry":"2026-09-04","call_iv_pct":17.958158682634732,"put_iv_pct":19.393333333333334}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d72ca036a70c6f0e5fd8a6265b46c0a0196578e6d90e0635ad1cc06cdccbae35","captured_at":"2026-10-22T05:57:27.450892+00:00","observed_at":"2026-08-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e9660f10fb5d4920fa4f2517b8934f356a852fe4c4ef141e9e7bb856be1e6099"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f4619d3b8961554ad7d272febd12f160a677c0a26b8ec61eea54c407eddd573"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1f55698f2be396cc0ac54af4f530a0712e04a5324e1368f287ea43cb02a1bd22"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cc30a4fa8c2721694670e062034484520a1b7dc3e673da17b5d8cb0c1b975fb5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9e8d5214d27a1943b2ebb8c18869a30c2df11f3f77e475bdb8f2c65466377467"}]},{"symbol":"UL","date":"2026-08-10","iv_pct":20.873118857210606,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":20.195447630193094,"put_iv_pct":24.26945246179966},{"expiry":"2026-08-21","call_iv_pct":20.292311161217587,"put_iv_pct":19.804092409240923},{"expiry":"2026-08-28","call_iv_pct":18.696418338108884,"put_iv_pct":23.925323336457357},{"expiry":"2026-09-04","call_iv_pct":19.62468085106383,"put_iv_pct":20.177224669603525}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5973a6f05a90506619a8b1946b91edec32af039fe2793af4aba9819c12c7a0eb","captured_at":"2026-10-22T05:57:11.370643+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"055e649af8efb08dada7618837422649d79aa3b6a283569f6e0fa4a2467e058c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ff775895195742a21ed804010e77f09fd52ad4514bfcca1947c5174697c76d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"4853da613e20f7d98fca1e7955208bb6e12045f403706939897929b51968402f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a44c73c09ed25a9399f8043535eeadb0787ec997d20bee7093feeabdcda1e04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bd7ad3d8d81b9e382914a5380b1578cbe8e4c55c0cc50462f2835b14cfe1c1b"}]},{"symbol":"UL","date":"2026-08-11","iv_pct":20.512934489991903,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":23.873103698332123,"put_iv_pct":20.267206790123456},{"expiry":"2026-08-21","call_iv_pct":18.906926188068756,"put_iv_pct":19.318422649140548},{"expiry":"2026-08-28","call_iv_pct":20.187636986301367,"put_iv_pct":20.209668508287294},{"expiry":"2026-09-04","call_iv_pct":20.608803986710964,"put_iv_pct":20.731707112970714}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f5964d2b75477930557ad3fe087e9489c925d99f05705ba142c9ab329c43cde","captured_at":"2026-10-22T05:57:09.071267+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f2f88a585f4fb6068150411564ca00e3228d4285cd53b38f50f2ab0c3afbb3de"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ff775895195742a21ed804010e77f09fd52ad4514bfcca1947c5174697c76d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"4853da613e20f7d98fca1e7955208bb6e12045f403706939897929b51968402f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a44c73c09ed25a9399f8043535eeadb0787ec997d20bee7093feeabdcda1e04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bd7ad3d8d81b9e382914a5380b1578cbe8e4c55c0cc50462f2835b14cfe1c1b"}]},{"symbol":"UL","date":"2026-08-12","iv_pct":20.703226713866336,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":24.548733944954126,"put_iv_pct":24.63703268348624},{"expiry":"2026-08-21","call_iv_pct":19.54323222277474,"put_iv_pct":18.350832943378567},{"expiry":"2026-08-28","call_iv_pct":16.799153531815527,"put_iv_pct":20.687122641509433},{"expiry":"2026-09-04","call_iv_pct":21.560661157024793,"put_iv_pct":19.49904458598726}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"492c3dbde2a5622b28041e42eae3c9f0ba988acb8cc7fc8d1f5cb6b56c4be890","captured_at":"2026-10-22T05:57:06.767098+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"88093a404308a4b1bbdc9b3873a556c3fb2e906f0fa9a87b0fac3aa5dfd3ebbf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ff775895195742a21ed804010e77f09fd52ad4514bfcca1947c5174697c76d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"4853da613e20f7d98fca1e7955208bb6e12045f403706939897929b51968402f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a44c73c09ed25a9399f8043535eeadb0787ec997d20bee7093feeabdcda1e04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bd7ad3d8d81b9e382914a5380b1578cbe8e4c55c0cc50462f2835b14cfe1c1b"}]},{"symbol":"UL","date":"2026-08-14","iv_pct":18.259773861065227,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":16.926832116788322,"put_iv_pct":17.289821029082773},{"expiry":"2026-08-28","call_iv_pct":19.296342412451363,"put_iv_pct":16.815310796074158},{"expiry":"2026-09-04","call_iv_pct":22.355593220338985,"put_iv_pct":17.62037201554692},{"expiry":"2026-09-11","call_iv_pct":19.49506297229219,"put_iv_pct":16.278856325947107}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eba65df61e1f9df3a72847cccab4693aadea4ce83bf612d0f8c2872eb80a438c","captured_at":"2026-10-22T05:56:57.645272+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f7ab16dee99d3d27e61e72d53d20be0039d39c0a026c94bfcb047d72f1012cd0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"4853da613e20f7d98fca1e7955208bb6e12045f403706939897929b51968402f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a44c73c09ed25a9399f8043535eeadb0787ec997d20bee7093feeabdcda1e04"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bd7ad3d8d81b9e382914a5380b1578cbe8e4c55c0cc50462f2835b14cfe1c1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2f51c9e6bd26a92bec0408c755f9ed754c18170889ad1f5b322a8ec4fe405f23"}]},{"symbol":"UL","date":"2026-08-17","iv_pct":19.573887399031644,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":21.551042687193842,"put_iv_pct":20.708700410396716},{"expiry":"2026-08-28","call_iv_pct":17.388777885548013,"put_iv_pct":18.830342801175316},{"expiry":"2026-09-04","call_iv_pct":20.55543337645537,"put_iv_pct":21.1746148409894},{"expiry":"2026-09-11","call_iv_pct":21.06121471343028,"put_iv_pct":15.320972477064219}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3ec6dfa28e91d726fb3c6fda765d4c5a2186f5861b9d699964c9b1cf67275061","captured_at":"2026-10-22T05:56:40.562549+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3f71b5b26c1430f7374c7fc4d5cf7c3ce771cc0b2b399d4102c5b0cfb67f13f0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"17843f0aea9ce75881e451fd8802ac21ce978633a3d76fd206d61224240759b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"976088ae8f2fad366d5218b05b22a550672a323c85821d1aae9c804c157ca22a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"acc2a6c60d60d6d9d224ba7dad52c62551644816bce890193be85d721130b25f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df47a0e67c2e9d7eacffd68f9df3a2ad7c8ab3252cd297113fec9c9e9f7c44b7"}]},{"symbol":"UL","date":"2026-08-18","iv_pct":21.832886426322407,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":22.18913043478261,"put_iv_pct":21.592434620174345},{"expiry":"2026-08-28","call_iv_pct":19.03942748091603,"put_iv_pct":27.569328165374678},{"expiry":"2026-09-04","call_iv_pct":24.457373153500324,"put_iv_pct":23.59550847457627},{"expiry":"2026-09-11","call_iv_pct":15.08724338282763,"put_iv_pct":21.132645698427382}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6556de865c78d49b74cf7b4df00bc0662887d4cf44d687a5ceb046de15cff753","captured_at":"2026-10-22T05:56:38.353713+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"dfa88874c8c003a4fbd09f3303966d1da9147381755e48d221f61312f484ea8a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"17843f0aea9ce75881e451fd8802ac21ce978633a3d76fd206d61224240759b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"976088ae8f2fad366d5218b05b22a550672a323c85821d1aae9c804c157ca22a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"acc2a6c60d60d6d9d224ba7dad52c62551644816bce890193be85d721130b25f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df47a0e67c2e9d7eacffd68f9df3a2ad7c8ab3252cd297113fec9c9e9f7c44b7"}]},{"symbol":"UL","date":"2026-08-19","iv_pct":20.46941454552478,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":23.93324059437243,"put_iv_pct":20.44653989133543},{"expiry":"2026-08-28","call_iv_pct":15.761786858974357,"put_iv_pct":20.56294810058855},{"expiry":"2026-09-04","call_iv_pct":20.16065306122449,"put_iv_pct":24.06248520710059},{"expiry":"2026-09-11","call_iv_pct":18.77,"put_iv_pct":20.05766265060241}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f8a02340c72f748790ddf84dd5d65c07d2dcc44fad0c8267f2218a5a1dd78cc7","captured_at":"2026-10-22T05:56:35.678401+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"da692729c64a2b51a1d0867cb1d59d687b480a266225cd7636d83d8d86c48fd1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"17843f0aea9ce75881e451fd8802ac21ce978633a3d76fd206d61224240759b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"976088ae8f2fad366d5218b05b22a550672a323c85821d1aae9c804c157ca22a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"acc2a6c60d60d6d9d224ba7dad52c62551644816bce890193be85d721130b25f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df47a0e67c2e9d7eacffd68f9df3a2ad7c8ab3252cd297113fec9c9e9f7c44b7"}]},{"symbol":"UL","date":"2026-08-21","iv_pct":20.721918194704706,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":20.732119791666666,"put_iv_pct":26.00301342941369},{"expiry":"2026-09-04","call_iv_pct":22.988425294482333,"put_iv_pct":19.167246452968996},{"expiry":"2026-09-11","call_iv_pct":19.634533120510774,"put_iv_pct":18.12666172106825},{"expiry":"2026-09-18","call_iv_pct":19.305276162790697,"put_iv_pct":19.81806958473625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6fee06f3d1ff58a30d6820f9fbd1629871093921e18f5d7ad3cf98d35892ea3c","captured_at":"2026-10-22T05:56:17.259565+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c1bf154956d9452ea239f31a7124da9c5f415c9867a8df37e987d007e206a66d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"976088ae8f2fad366d5218b05b22a550672a323c85821d1aae9c804c157ca22a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"acc2a6c60d60d6d9d224ba7dad52c62551644816bce890193be85d721130b25f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df47a0e67c2e9d7eacffd68f9df3a2ad7c8ab3252cd297113fec9c9e9f7c44b7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"d26d665b7f054e7111445605fb997286a4b26a548801079dc472ffd5a0b3c82d"}]},{"symbol":"UL","date":"2026-08-24","iv_pct":21.58146983927643,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":23.08513665943601,"put_iv_pct":36.68018379281538},{"expiry":"2026-09-04","call_iv_pct":20.582231496939343,"put_iv_pct":15.02724945770065},{"expiry":"2026-09-11","call_iv_pct":19.11774647887324,"put_iv_pct":17.955},{"expiry":"2026-09-18","call_iv_pct":19.74939240506329,"put_iv_pct":20.454818423383525}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0e5505ffa621cbd516a56fe5dd1c63f4f9dcd08c03de4dc3c0f52f94ef1d42d0","captured_at":"2026-10-22T05:56:01.155573+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"90f84cc8f73588a22744a19670c2203fd93d9539a8760ef51b08196194d00d62"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"870163204d99ca87e0e580bc2066c0d33c01f7b7670569e2198302e587c89822"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e404bd1e7074bdb596e14b294f85327bc643af384cfe427fa873091030550435"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17dbd9e688ee602a3fa82a2c2fb4ea5770eac29ff612da4b02fd4613860e0da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"c47828b674d2c8640f77b0376118c20a6e3879f4ce2a7836f040a84772633e6d"}]},{"symbol":"UL","date":"2026-08-25","iv_pct":23.421132063691843,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":49.75066109119871,"put_iv_pct":28.099078242229368},{"expiry":"2026-09-04","call_iv_pct":16.710933333333333,"put_iv_pct":19.699958653278205},{"expiry":"2026-09-11","call_iv_pct":16.615021148036256,"put_iv_pct":17.50109545163357},{"expiry":"2026-09-18","call_iv_pct":19.72390728476821,"put_iv_pct":19.268401305057097}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0d7881c15ba37f3f75dd3738cedd523bd17de861ecfe2c019fa2f8dfcbbe9eb9","captured_at":"2026-10-22T05:55:58.977429+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"adf2ee47f951a90abc0e855a5c8a5b200bdd525963db3a381a9c8fb1a473eda6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"870163204d99ca87e0e580bc2066c0d33c01f7b7670569e2198302e587c89822"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e404bd1e7074bdb596e14b294f85327bc643af384cfe427fa873091030550435"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17dbd9e688ee602a3fa82a2c2fb4ea5770eac29ff612da4b02fd4613860e0da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"c47828b674d2c8640f77b0376118c20a6e3879f4ce2a7836f040a84772633e6d"}]},{"symbol":"UL","date":"2026-08-26","iv_pct":21.392573720618202,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":31.787168674698798,"put_iv_pct":20.97035714285714},{"expiry":"2026-09-04","call_iv_pct":20.349921602787454,"put_iv_pct":18.821699801192842},{"expiry":"2026-09-11","call_iv_pct":22.232629455279085,"put_iv_pct":18.610013736263735},{"expiry":"2026-09-18","call_iv_pct":19.265376,"put_iv_pct":19.103423351866557}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"98695ed02c66e05c63cf029f771315f246f6483a2495bc0e395bcdf782892fde","captured_at":"2026-10-22T05:55:56.859574+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3d05bbc0ea8aa5985375ec479f19ebe4da093cddad39942901874399e7c66fb4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"870163204d99ca87e0e580bc2066c0d33c01f7b7670569e2198302e587c89822"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e404bd1e7074bdb596e14b294f85327bc643af384cfe427fa873091030550435"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17dbd9e688ee602a3fa82a2c2fb4ea5770eac29ff612da4b02fd4613860e0da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"c47828b674d2c8640f77b0376118c20a6e3879f4ce2a7836f040a84772633e6d"}]},{"symbol":"UL","date":"2026-08-28","iv_pct":19.45952450554374,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":19.758325581395347,"put_iv_pct":16.294326479227863},{"expiry":"2026-09-11","call_iv_pct":18.9291492776886,"put_iv_pct":24.62011673151751},{"expiry":"2026-09-18","call_iv_pct":19.192602118003027,"put_iv_pct":18.756923076923076},{"expiry":"2026-09-25","call_iv_pct":17.385661870503597,"put_iv_pct":20.73909090909091}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f2f52c363af015117a27650d3e0df93d380d633704944b7192c253c09b8b8055","captured_at":"2026-10-22T05:55:48.517995+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0d074678e8a9cff94a5cb6573a63b5a6acbb2f8d26875ada4b5984108ebd155c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e404bd1e7074bdb596e14b294f85327bc643af384cfe427fa873091030550435"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17dbd9e688ee602a3fa82a2c2fb4ea5770eac29ff612da4b02fd4613860e0da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"c47828b674d2c8640f77b0376118c20a6e3879f4ce2a7836f040a84772633e6d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0c2b8eac145d4be70a9293c4edc25aae5d7b64d568e78843d4d5014de378d8d9"}]},{"symbol":"UL","date":"2026-08-31","iv_pct":20.144263475418878,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":21.577672706681767,"put_iv_pct":26.690659947984397},{"expiry":"2026-09-11","call_iv_pct":14.056220532319392,"put_iv_pct":19.39190305206463},{"expiry":"2026-09-18","call_iv_pct":19.93998534798535,"put_iv_pct":19.59784727272727},{"expiry":"2026-09-25","call_iv_pct":20.000306748466258,"put_iv_pct":19.89951219512195}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ed73e6ec62002cfde1b74eecf547510b69b79ccaefd36e489305458377670963","captured_at":"2026-10-22T05:55:32.516579+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"de12157c6a65ebc915c8dc69447a93d815d9f3c88cf308e6201846e417b0ba3b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"49300c095310e3107f84a6d95ed99ecd0ccbe25a2894b34d5371fd408ba6d772"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"195bc5073a87d0da8c5bbd020bb82aa37b6d91937856a390416e198d42bde462"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"d97081652570ec3d11abd5cd2c9f0c058b796887c2978bba719b35f42731f8d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5283894221cac161c127c01e36aa20ee9fad1cd61cb3f2eb698bca56a16af92a"}]},{"symbol":"UL","date":"2026-09-01","iv_pct":20.871251947516942,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":18.09876700916412,"put_iv_pct":35.51565447800742},{"expiry":"2026-09-11","call_iv_pct":19.261892697466468,"put_iv_pct":12.45969540229885},{"expiry":"2026-09-18","call_iv_pct":20.392865329512894,"put_iv_pct":19.679509329647544},{"expiry":"2026-09-25","call_iv_pct":22.994951737451736,"put_iv_pct":18.566679596586503}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5f653139c9ba8da332ab8f9668d0a4d934c46ef76c35cee6b3824df23e9aedb8","captured_at":"2026-10-22T05:55:23.003483+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b6537d04059a3711ca9512131fd4a8bdc044d95ea76f6e9310a6dd9169581144"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"509c4bcae78f67dae55c8be736645704b5c05dbe248d1733331225cb9dc354ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"418f6fb50e4a0e0f5c36d956b29c1b21a499b34a1d2f926889a912692d4d90ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"14c42fea5a762f26f2b7d14757e1c7ea5f38fd60213ea18adc93998652cfc9a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79dce6eb19952c4ed2badc3a2f53b83c626bc131f6d44b27176e3d0f96f89ee9"}]},{"symbol":"UL","date":"2026-09-02","iv_pct":24.06006141094228,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":40.20326626111371,"put_iv_pct":38.44512072892938},{"expiry":"2026-09-11","call_iv_pct":14.231748251748252,"put_iv_pct":20.488974641675856},{"expiry":"2026-09-18","call_iv_pct":19.465179661016947,"put_iv_pct":19.825404109589044},{"expiry":"2026-09-25","call_iv_pct":19.22650717703349,"put_iv_pct":20.594290456431537}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"895840b93711fcc5c4e02f2734dce70306fc9c343c42caf05738661eb76e4583","captured_at":"2026-10-22T05:55:20.705978+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"235705197c960e46c71ff92297f69406e1f4914994442fe12e70e86fbc83ba06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"509c4bcae78f67dae55c8be736645704b5c05dbe248d1733331225cb9dc354ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"418f6fb50e4a0e0f5c36d956b29c1b21a499b34a1d2f926889a912692d4d90ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"14c42fea5a762f26f2b7d14757e1c7ea5f38fd60213ea18adc93998652cfc9a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79dce6eb19952c4ed2badc3a2f53b83c626bc131f6d44b27176e3d0f96f89ee9"}]},{"symbol":"UL","date":"2026-09-03","iv_pct":28.453443423249997,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":57.99592686459087,"put_iv_pct":58.51347270615563},{"expiry":"2026-09-11","call_iv_pct":18.59816783216783,"put_iv_pct":16.910754985754988},{"expiry":"2026-09-18","call_iv_pct":20.14098944591029,"put_iv_pct":19.49517799352751},{"expiry":"2026-09-25","call_iv_pct":17.735137681159422,"put_iv_pct":18.23791987673344}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b6d63575a3a887cf70c7db0d91ede97359a066e67beb21fad4a1eac7db14f92","captured_at":"2026-10-22T05:55:18.253389+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"770123cebf0c3a675c0b40bbeb749046e0d03b476690a58ab5c11464f9ff6c05"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"509c4bcae78f67dae55c8be736645704b5c05dbe248d1733331225cb9dc354ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"418f6fb50e4a0e0f5c36d956b29c1b21a499b34a1d2f926889a912692d4d90ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"14c42fea5a762f26f2b7d14757e1c7ea5f38fd60213ea18adc93998652cfc9a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79dce6eb19952c4ed2badc3a2f53b83c626bc131f6d44b27176e3d0f96f89ee9"}]},{"symbol":"UL","date":"2026-09-04","iv_pct":19.36223810543415,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":21.818529411764708,"put_iv_pct":17.997901234567905},{"expiry":"2026-09-18","call_iv_pct":19.66882719900187,"put_iv_pct":19.206785714285715},{"expiry":"2026-09-25","call_iv_pct":19.030344827586205,"put_iv_pct":18.20972837741244},{"expiry":"2026-10-02","call_iv_pct":19.291051236749116,"put_iv_pct":19.674736842105265}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2efca08abe875ae255a36c3ce6c9db6fafd002ab5b8ba465ca4e5f80c1ff6f53","captured_at":"2026-10-22T05:55:14.316918+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4659bf75151a14c754e5f91fd734e1a1f718b8915caef29399664cbdd80289f8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"418f6fb50e4a0e0f5c36d956b29c1b21a499b34a1d2f926889a912692d4d90ef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"14c42fea5a762f26f2b7d14757e1c7ea5f38fd60213ea18adc93998652cfc9a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79dce6eb19952c4ed2badc3a2f53b83c626bc131f6d44b27176e3d0f96f89ee9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"118d42a52300b501a1cef74934429d80a9274e3f2ffd47d190cc4588e6e423ae"}]},{"symbol":"UL","date":"2026-09-08","iv_pct":21.532730384263218,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":23.081515957446808,"put_iv_pct":23.41808981001727},{"expiry":"2026-09-18","call_iv_pct":21.963025309005296,"put_iv_pct":21.309948600799544},{"expiry":"2026-09-25","call_iv_pct":20.161438848920866,"put_iv_pct":21.602474452554745},{"expiry":"2026-10-02","call_iv_pct":17.791695178849146,"put_iv_pct":22.933654916512058}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bc74ad94fdf01c1d57cde863a1554df57d87f252c1c9a617e47637e2fd9b8f47","captured_at":"2026-10-22T05:54:56.056450+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"29fb14abbecbf612069865de42f023ef59bd8c9a38fa240fb53997a8207a7ecc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3b1a91f926d395c02531bfda4106617b8a0e67499aafe4be259ab4686c0d0f25"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"37c51fdf42d1da8d6942fd27e15d486ea159f416e7b062ea8a5a843658ce033a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"132ec6c0883afe1d43974f22edb8a7ae6d4362a36599a949b931de1cde2bdd2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ae20cc435518761465e664f194d17de7bf551c4b9dd3adc5ab4fc6ddb2a11f4"}]},{"symbol":"UL","date":"2026-09-09","iv_pct":25.070193552251812,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":41.538947368421056,"put_iv_pct":39.11856748042376},{"expiry":"2026-09-18","call_iv_pct":21.122100926879504,"put_iv_pct":20.494544544544542},{"expiry":"2026-09-25","call_iv_pct":20.423808322824716,"put_iv_pct":18.73589808917197},{"expiry":"2026-10-02","call_iv_pct":18.739511472982976,"put_iv_pct":20.38817021276596}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1d53338a3e75c2145c832b820255f5ffafa6b9aac4efbc30f183640d5d83b317","captured_at":"2026-10-22T05:54:53.967088+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6746369c9d1b164405a404ae5731538d4d4391960a12867616df0fe733a35877"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3b1a91f926d395c02531bfda4106617b8a0e67499aafe4be259ab4686c0d0f25"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"37c51fdf42d1da8d6942fd27e15d486ea159f416e7b062ea8a5a843658ce033a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"132ec6c0883afe1d43974f22edb8a7ae6d4362a36599a949b931de1cde2bdd2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ae20cc435518761465e664f194d17de7bf551c4b9dd3adc5ab4fc6ddb2a11f4"}]},{"symbol":"UL","date":"2026-09-10","iv_pct":29.161547867828716,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":37.79611827618748,"put_iv_pct":77.29973800412128},{"expiry":"2026-09-18","call_iv_pct":22.192851985559567,"put_iv_pct":21.25422944362383},{"expiry":"2026-09-25","call_iv_pct":17.236908602150535,"put_iv_pct":17.118985507246375},{"expiry":"2026-10-02","call_iv_pct":22.653297959183675,"put_iv_pct":17.74025316455696}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d2e8d9cb43a10ef34bea06ebe5db5b8b4b2afc874f7457ee873c7ad5e651b5ac","captured_at":"2026-10-22T05:54:51.748237+00:00","observed_at":"2026-09-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"9ee3d31a1fc487b37ce19018cd34b908f442e3a4b253133658fbd3717b5ec2f3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3b1a91f926d395c02531bfda4106617b8a0e67499aafe4be259ab4686c0d0f25"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"37c51fdf42d1da8d6942fd27e15d486ea159f416e7b062ea8a5a843658ce033a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"132ec6c0883afe1d43974f22edb8a7ae6d4362a36599a949b931de1cde2bdd2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ae20cc435518761465e664f194d17de7bf551c4b9dd3adc5ab4fc6ddb2a11f4"}]},{"symbol":"UL","date":"2026-09-11","iv_pct":20.177548991762134,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":18.79748355263158,"put_iv_pct":19.69847993168232},{"expiry":"2026-09-25","call_iv_pct":20.41078602620087,"put_iv_pct":22.72510006455778},{"expiry":"2026-10-02","call_iv_pct":18.343295454545455,"put_iv_pct":20.785951742627347},{"expiry":"2026-10-09","call_iv_pct":19.824117647058824,"put_iv_pct":20.8351775147929}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"af7dc0b6e3a58f0d989e190453cc6a1deee1c3a99a9f5352444343a25213d562","captured_at":"2026-10-22T05:54:47.274894+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"eddadac1bfa55ca66afd225559bb764c0270c45f5d8ff7c8bc29c4c3d6f59e27"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"37c51fdf42d1da8d6942fd27e15d486ea159f416e7b062ea8a5a843658ce033a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"132ec6c0883afe1d43974f22edb8a7ae6d4362a36599a949b931de1cde2bdd2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ae20cc435518761465e664f194d17de7bf551c4b9dd3adc5ab4fc6ddb2a11f4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df51223386e12a50239900946c7453a05aed6a6549830dc96bd686341829db42"}]},{"symbol":"UL","date":"2026-09-14","iv_pct":21.032546190228768,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.803102493074793,"put_iv_pct":24.567338947368423},{"expiry":"2026-09-25","call_iv_pct":19.149920544835414,"put_iv_pct":21.18360818350899},{"expiry":"2026-10-02","call_iv_pct":18.668805653710248,"put_iv_pct":18.03046511627907},{"expiry":"2026-10-09","call_iv_pct":20.311010544815467,"put_iv_pct":19.54611803823774}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"448edfebe24197d5df6bb5277cf4db376390a217749fca6cf998abfb3cb76d07","captured_at":"2026-10-22T05:54:45.163470+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a76ee2ce1a4d7f606b96cebe5efc9f453860b813a62b24aef5a3d6e7016fba6f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"37c51fdf42d1da8d6942fd27e15d486ea159f416e7b062ea8a5a843658ce033a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"132ec6c0883afe1d43974f22edb8a7ae6d4362a36599a949b931de1cde2bdd2f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ae20cc435518761465e664f194d17de7bf551c4b9dd3adc5ab4fc6ddb2a11f4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df51223386e12a50239900946c7453a05aed6a6549830dc96bd686341829db42"}]},{"symbol":"UL","date":"2026-09-15","iv_pct":23.346754238281008,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.486267071320185,"put_iv_pct":25.004985163204747},{"expiry":"2026-09-25","call_iv_pct":25.280427913100723,"put_iv_pct":23.442811559301624},{"expiry":"2026-10-02","call_iv_pct":22.6,"put_iv_pct":23.100610193826274},{"expiry":"2026-10-09","call_iv_pct":21.5134375,"put_iv_pct":20.345494505494504}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0664eee24f8b7f23534266df60e4536ec7797b1a7da5ff38c7ee052f67cf97e4","captured_at":"2026-10-22T05:54:28.761564+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8a98cff0926a16dad9502a9c63df7f0a7da84e43467cb725251aa1734c361a68"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"562e654505c5c51d1d44d3c86c39275c69a45754aaa549007bc49fd69a227366"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc005678316aa25f515bc7dff824f9d64d1338c01d8a2923171fbf9111ea7dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17b632ca0ad88be503b6c271e73da255a2932689a384697264562b9555b3030"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c7041ba54ca35416aa09809209595dcfd5c291d0358203656c6c49e39870d0a"}]},{"symbol":"UL","date":"2026-09-16","iv_pct":23.520895307103576,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.12603290676417,"put_iv_pct":25.34236858379716},{"expiry":"2026-09-25","call_iv_pct":26.09954830614806,"put_iv_pct":24.96567551266586},{"expiry":"2026-10-02","call_iv_pct":20.944751037344396,"put_iv_pct":20.914638472032742},{"expiry":"2026-10-09","call_iv_pct":23.822954545454543,"put_iv_pct":19.951193092621665}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c1b14e9762f50ba0123d28b87cbfefbcbbe32f301af66ef9ed68bd76bb598c7b","captured_at":"2026-10-22T05:54:26.574044+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e7ef8c8ac057520a04284b5e0e30d9860bed4238e31f39d7a4972697d2349e87"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"562e654505c5c51d1d44d3c86c39275c69a45754aaa549007bc49fd69a227366"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc005678316aa25f515bc7dff824f9d64d1338c01d8a2923171fbf9111ea7dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17b632ca0ad88be503b6c271e73da255a2932689a384697264562b9555b3030"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c7041ba54ca35416aa09809209595dcfd5c291d0358203656c6c49e39870d0a"}]},{"symbol":"UL","date":"2026-09-17","iv_pct":21.860590171030488,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.619928057553956,"put_iv_pct":19.186471524021634},{"expiry":"2026-09-25","call_iv_pct":23.37981366459627,"put_iv_pct":22.69330058061635},{"expiry":"2026-10-02","call_iv_pct":21.994427531436134,"put_iv_pct":31.181638795986625},{"expiry":"2026-10-09","call_iv_pct":18.125876288659793,"put_iv_pct":15.703264925373134}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f1b56ec5213d711f7923432b8048069f2e945ab73f13b74555f595e267981afd","captured_at":"2026-10-22T05:54:24.452451+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a7b4c9bdf211ab37164bb437d2d19fdefeb3d62ae140ed80e95eb27592664cb5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"562e654505c5c51d1d44d3c86c39275c69a45754aaa549007bc49fd69a227366"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc005678316aa25f515bc7dff824f9d64d1338c01d8a2923171fbf9111ea7dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17b632ca0ad88be503b6c271e73da255a2932689a384697264562b9555b3030"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c7041ba54ca35416aa09809209595dcfd5c291d0358203656c6c49e39870d0a"}]},{"symbol":"UL","date":"2026-09-18","iv_pct":21.354176397573887,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":27.82844751940601,"put_iv_pct":27.13345238095237},{"expiry":"2026-10-02","call_iv_pct":21.98446362515413,"put_iv_pct":18.694578754578757},{"expiry":"2026-10-09","call_iv_pct":19.57880658436214,"put_iv_pct":16.45},{"expiry":"2026-10-16","call_iv_pct":19.61455016660496,"put_iv_pct":19.54911214953271}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3ff9e000f881c92418d42c6f976f799558609060d6eb4671cc30c5572a7133d2","captured_at":"2026-10-22T05:54:19.070839+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0dc82f6ef218b349f66953696b8872d5711aab7d31d6a4fd430c29e97d182a70"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc005678316aa25f515bc7dff824f9d64d1338c01d8a2923171fbf9111ea7dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17b632ca0ad88be503b6c271e73da255a2932689a384697264562b9555b3030"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c7041ba54ca35416aa09809209595dcfd5c291d0358203656c6c49e39870d0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"1019bb872c03186c80a92734a6651aa29500289ea9c31b2d72b9e7d27c4fdab6"}]},{"symbol":"UL","date":"2026-09-21","iv_pct":21.434210936055955,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":25.83749127568825,"put_iv_pct":18.596009566108645},{"expiry":"2026-10-02","call_iv_pct":29.292537634408607,"put_iv_pct":22.616673819742488},{"expiry":"2026-10-09","call_iv_pct":18.41237722419929,"put_iv_pct":18.055377544320418},{"expiry":"2026-10-16","call_iv_pct":19.755463414634146,"put_iv_pct":18.907757009345794}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"13cbddf7c05acc0d8c1639f75db5c07490f6552c6a41ff1147633b45931e9378","captured_at":"2026-10-22T05:54:09.379048+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5d6134d3d068e3cdc2d96e0824b776d4fdc9268f3701bbf273a8e05502db7050"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dc005678316aa25f515bc7dff824f9d64d1338c01d8a2923171fbf9111ea7dc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c17b632ca0ad88be503b6c271e73da255a2932689a384697264562b9555b3030"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c7041ba54ca35416aa09809209595dcfd5c291d0358203656c6c49e39870d0a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"1019bb872c03186c80a92734a6651aa29500289ea9c31b2d72b9e7d27c4fdab6"}]},{"symbol":"UL","date":"2026-09-22","iv_pct":21.179107298957376,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":28.461781853914182,"put_iv_pct":22.643271889400925},{"expiry":"2026-10-02","call_iv_pct":20.587027522935777,"put_iv_pct":19.690162954915806},{"expiry":"2026-10-09","call_iv_pct":20.439144876325088,"put_iv_pct":19.578284600389864},{"expiry":"2026-10-16","call_iv_pct":19.17372274143302,"put_iv_pct":18.859461952344354}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5be87682e12ff36dcb6d5829f739481b248353b10cbdde4239e350749337cf43","captured_at":"2026-10-22T05:53:56.878989+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4ac18b13bf913d0da7d661704cf906be73a4ab2f6f722230b84f8168b2751420"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"89a980191b12f3862519a0ddaea410dd9dfd940e648cd9893c43742bd416fc5a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2df17f51b746ace2c2fa105c21c1e664c9c998d174b7d4bd2702f95fe7d0d44"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d94a696f5a19501e8bffcb230891fde04aa306a502d630c7d99094a944e7ef1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"de8c66fd08cbd42ad43e342d749def2237d0276d2179a23c155184ecc636cb0b"}]},{"symbol":"UL","date":"2026-09-23","iv_pct":24.466342909853868,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":43.68797159617166,"put_iv_pct":41.83256712199717},{"expiry":"2026-10-02","call_iv_pct":20.925835913312692,"put_iv_pct":19.451418516513264},{"expiry":"2026-10-09","call_iv_pct":16.074484304932735,"put_iv_pct":14.993098330241187},{"expiry":"2026-10-16","call_iv_pct":19.611292307692306,"put_iv_pct":19.154075187969923}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ddece728f4d4221d8abf9b1f62d8f2c66eba14aac3b3254a113dd8f2408d40e3","captured_at":"2026-10-22T05:53:54.358393+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"12729e8e2ce7601bd7f00aa810f3315891620560a93b50c597179fca855bb911"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"89a980191b12f3862519a0ddaea410dd9dfd940e648cd9893c43742bd416fc5a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2df17f51b746ace2c2fa105c21c1e664c9c998d174b7d4bd2702f95fe7d0d44"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d94a696f5a19501e8bffcb230891fde04aa306a502d630c7d99094a944e7ef1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"de8c66fd08cbd42ad43e342d749def2237d0276d2179a23c155184ecc636cb0b"}]},{"symbol":"UL","date":"2026-09-24","iv_pct":26.649187031412275,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":46.10874497681607,"put_iv_pct":37.65952203136669},{"expiry":"2026-10-02","call_iv_pct":19.840677966101698,"put_iv_pct":25.90343952215032},{"expiry":"2026-10-09","call_iv_pct":19.968313021167415,"put_iv_pct":24.77976237623762},{"expiry":"2026-10-16","call_iv_pct":19.76140672782875,"put_iv_pct":19.17162962962963}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d0471a0ddbf845f3c60d573c8083731c4089630d998a9aa835b68f29c705672a","captured_at":"2026-10-22T05:53:51.860848+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7ed412ffe0a91a873f39fdab5195322c0b9fd3a874510aee5340ca06ddb138d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"89a980191b12f3862519a0ddaea410dd9dfd940e648cd9893c43742bd416fc5a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2df17f51b746ace2c2fa105c21c1e664c9c998d174b7d4bd2702f95fe7d0d44"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d94a696f5a19501e8bffcb230891fde04aa306a502d630c7d99094a944e7ef1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"de8c66fd08cbd42ad43e342d749def2237d0276d2179a23c155184ecc636cb0b"}]},{"symbol":"UL","date":"2026-09-25","iv_pct":20.350180634288595,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":16.02630225080386,"put_iv_pct":24.243648},{"expiry":"2026-10-09","call_iv_pct":19.59884900990099,"put_iv_pct":22.209691358024692},{"expiry":"2026-10-16","call_iv_pct":18.70918309859155,"put_iv_pct":18.71734837799718},{"expiry":"2026-10-23","call_iv_pct":21.310387736699727,"put_iv_pct":21.98603524229075}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"28480b70b84a91dfdcf1b9a396f5e12a472a7a5da5edfaf18bb720cff5b84d29","captured_at":"2026-10-22T05:53:48.367045+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3064b0472978941e786bef5dc238bc5359f7f29c102c617ba3fcda8f5f83b05b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2df17f51b746ace2c2fa105c21c1e664c9c998d174b7d4bd2702f95fe7d0d44"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d94a696f5a19501e8bffcb230891fde04aa306a502d630c7d99094a944e7ef1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"de8c66fd08cbd42ad43e342d749def2237d0276d2179a23c155184ecc636cb0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4304a9b468d0da204e6e7012187643d025d610194fda5bb5c1891710a888608"}]},{"symbol":"UL","date":"2026-09-28","iv_pct":24.285221919238495,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":23.859161162483485,"put_iv_pct":43.45638436482085},{"expiry":"2026-10-09","call_iv_pct":24.535219023779725,"put_iv_pct":20.840276992651212},{"expiry":"2026-10-16","call_iv_pct":24.46626470588235,"put_iv_pct":16.13921052631579},{"expiry":"2026-10-23","call_iv_pct":20.172275803722503,"put_iv_pct":20.81298277425204}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"99f5fc27fad7b586be6f1604aebe799ec61c57870f7a15990d80e53a80c58c41","captured_at":"2026-10-22T05:53:46.236878+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ee44f8694a27c4aa6daa902f63963ebb90cc5fc4c602361f36e25ebaff781a29"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2df17f51b746ace2c2fa105c21c1e664c9c998d174b7d4bd2702f95fe7d0d44"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d94a696f5a19501e8bffcb230891fde04aa306a502d630c7d99094a944e7ef1a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"de8c66fd08cbd42ad43e342d749def2237d0276d2179a23c155184ecc636cb0b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4304a9b468d0da204e6e7012187643d025d610194fda5bb5c1891710a888608"}]},{"symbol":"UL","date":"2026-09-29","iv_pct":24.482394040878283,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":40.278172458172456,"put_iv_pct":29.258004187020237},{"expiry":"2026-10-09","call_iv_pct":23.197213426219125,"put_iv_pct":21.401815303430077},{"expiry":"2026-10-16","call_iv_pct":20.986128133704735,"put_iv_pct":20.19025641025641},{"expiry":"2026-10-23","call_iv_pct":19.073333333333334,"put_iv_pct":21.474229074889866}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"61cda6b14c4a49647d75f5b33cb9f39a61cf093e85fce0ea14fc50032fa1be9d","captured_at":"2026-10-22T05:53:31.857173+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6e5cdcbd1fa56b83867aef9e86b5854b693650d5a61ddc31aab597ed02cd001a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71926b42018ad1a4227c642fe82ba647a327aeb64fff04da066f85ba1e899af6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb6746a5170c011ed6c33e99486481b3c436c27d768361a5681f88bc712664fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"8434c8a5b2060298348e1a5e50aa57a6c9bfa863e1949937cd9ba93a5b249df3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bcc1b0c57ed87c5f5b9dc0eb019fc0182518e4a76c1f0ac306c1c4fac9edebe8"}]},{"symbol":"UL","date":"2026-09-30","iv_pct":24.843311156099023,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":37.87435696821516,"put_iv_pct":37.0659232769831},{"expiry":"2026-10-09","call_iv_pct":24.379018161180475,"put_iv_pct":20.66430244941427},{"expiry":"2026-10-16","call_iv_pct":19.97586776859504,"put_iv_pct":19.822196261682244},{"expiry":"2026-10-23","call_iv_pct":21.250406719717066,"put_iv_pct":17.714417643004822}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"09a13cff1e34314d6e271c48021ec1a1b2b67bc5b45c469d57bf5634c69a0b44","captured_at":"2026-10-22T05:53:29.810198+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"49769b5209d859dd7e14d5debe4161e1d8e819820608fc618883f3cc7626a296"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71926b42018ad1a4227c642fe82ba647a327aeb64fff04da066f85ba1e899af6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb6746a5170c011ed6c33e99486481b3c436c27d768361a5681f88bc712664fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"8434c8a5b2060298348e1a5e50aa57a6c9bfa863e1949937cd9ba93a5b249df3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bcc1b0c57ed87c5f5b9dc0eb019fc0182518e4a76c1f0ac306c1c4fac9edebe8"}]},{"symbol":"UL","date":"2026-10-01","iv_pct":26.43928750482246,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":47.508557640750674,"put_iv_pct":29.320108917631043},{"expiry":"2026-10-09","call_iv_pct":24.20867663981588,"put_iv_pct":25.009861932938854},{"expiry":"2026-10-16","call_iv_pct":21.127442455242967,"put_iv_pct":21.229434447300772},{"expiry":"2026-10-23","call_iv_pct":22.687805724197744,"put_iv_pct":20.422412280701753}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f814ed3e72230cc8a41be00a7d9913bdd54d17e807bb939402898347d85f8827","captured_at":"2026-10-22T05:53:22.544095+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"747945ab45556427a191180022ff550f6af4b309dbf23941c446ab8333afc111"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-02","start_date":"2026-10-01","end_date":"2026-10-01","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a063db785ff6b57245adc140b8bce779e2153e521ded469eb2b28896a62f9137"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"64a0022be62e8c5890999f1d72a013d2031f77d1c4c6b6e3af3b9bd1a99a8c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"715bd9fd8582bb0ae0424de9843f85d204460af9908a7075778c2505f5740e36"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92be2c4335b949f1c4a7090578d37bda8406dce5c09998f721668de377bc975a"}]},{"symbol":"UL","date":"2026-10-02","iv_pct":21.36219886647714,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":31.755881578947363,"put_iv_pct":16.84652279635258},{"expiry":"2026-10-16","call_iv_pct":20.48673100120627,"put_iv_pct":19.488408304498268},{"expiry":"2026-10-23","call_iv_pct":18.521906976744187,"put_iv_pct":20.095322697606964},{"expiry":"2026-10-30","call_iv_pct":22.133412698412698,"put_iv_pct":21.569404878048783}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"409beef5bb9bd6b3010536153adf0179641566ae9bf60a65f131a0fdb3bf708c","captured_at":"2026-10-22T05:53:18.869861+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0a469e4c23c1c2470ab01c95485509badcf6ad4963fa1916a3be191f8d66bd9b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"64a0022be62e8c5890999f1d72a013d2031f77d1c4c6b6e3af3b9bd1a99a8c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"715bd9fd8582bb0ae0424de9843f85d204460af9908a7075778c2505f5740e36"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92be2c4335b949f1c4a7090578d37bda8406dce5c09998f721668de377bc975a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5c15be16465265f84d98ebc73d427ed8042b8b97c200e79e2588a3f60e3a7586"}]},{"symbol":"UL","date":"2026-10-05","iv_pct":21.609036637776533,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":17.826469696969696,"put_iv_pct":26.983515125692374},{"expiry":"2026-10-16","call_iv_pct":20.844469696969696,"put_iv_pct":20.435853926414058},{"expiry":"2026-10-23","call_iv_pct":21.604955621301773,"put_iv_pct":20.209748953974895},{"expiry":"2026-10-30","call_iv_pct":22.997280080889787,"put_iv_pct":21.97}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d293cc847b054505eebadda73d538d911eee885d418815637a14fb1150ca8118","captured_at":"2026-10-22T05:53:16.464635+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1e3609085c65ac088909c38af1e542487e75b9657249662fb4633d50658fddb3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"64a0022be62e8c5890999f1d72a013d2031f77d1c4c6b6e3af3b9bd1a99a8c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"715bd9fd8582bb0ae0424de9843f85d204460af9908a7075778c2505f5740e36"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92be2c4335b949f1c4a7090578d37bda8406dce5c09998f721668de377bc975a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5c15be16465265f84d98ebc73d427ed8042b8b97c200e79e2588a3f60e3a7586"}]},{"symbol":"UL","date":"2026-10-06","iv_pct":21.924435288486464,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":27.314722427831235,"put_iv_pct":21.652123015873016},{"expiry":"2026-10-16","call_iv_pct":20.70974741676234,"put_iv_pct":19.39215838509317},{"expiry":"2026-10-23","call_iv_pct":21.03048034934498,"put_iv_pct":22.27356687898089},{"expiry":"2026-10-30","call_iv_pct":21.880681081081082,"put_iv_pct":21.142002752924984}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7fa196fe4b73401d146ea331f4382c9c619e804255fe043c16774e66e855887c","captured_at":"2026-10-22T05:53:14.458124+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8ccbfc21f1488ff78d3453505091281856898c83683656aa9c993af226f8bcb1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"64a0022be62e8c5890999f1d72a013d2031f77d1c4c6b6e3af3b9bd1a99a8c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"715bd9fd8582bb0ae0424de9843f85d204460af9908a7075778c2505f5740e36"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92be2c4335b949f1c4a7090578d37bda8406dce5c09998f721668de377bc975a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5c15be16465265f84d98ebc73d427ed8042b8b97c200e79e2588a3f60e3a7586"}]},{"symbol":"UL","date":"2026-10-07","iv_pct":23.675357103622737,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":35.97984220907298,"put_iv_pct":35.05},{"expiry":"2026-10-16","call_iv_pct":20.061450103950104,"put_iv_pct":19.233102933863748},{"expiry":"2026-10-23","call_iv_pct":18.526562499999997,"put_iv_pct":20.116666666666667},{"expiry":"2026-10-30","call_iv_pct":20.261127819548868,"put_iv_pct":20.174104595879555}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1310e6c74dda03cb77057155e6e1fe4d1789dd245e77f1db069ab528e172a005","captured_at":"2026-10-22T05:53:12.559718+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e0083912a29f5f606ededdb25d5ad67ae90ced6bc038cf30654518ba3f36782d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"64a0022be62e8c5890999f1d72a013d2031f77d1c4c6b6e3af3b9bd1a99a8c54"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"715bd9fd8582bb0ae0424de9843f85d204460af9908a7075778c2505f5740e36"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92be2c4335b949f1c4a7090578d37bda8406dce5c09998f721668de377bc975a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5c15be16465265f84d98ebc73d427ed8042b8b97c200e79e2588a3f60e3a7586"}]},{"symbol":"UL","date":"2026-10-08","iv_pct":28.327912504509474,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":45.16004239854634,"put_iv_pct":61.42169934640525},{"expiry":"2026-10-16","call_iv_pct":20.009474237644582,"put_iv_pct":18.89520072992701},{"expiry":"2026-10-23","call_iv_pct":19.690518053375197,"put_iv_pct":15.694347826086954},{"expiry":"2026-10-30","call_iv_pct":22.209409499358152,"put_iv_pct":23.542607944732296}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0373a90ab7566ac6cca50d831777429f6d7cfb6e31953efb2366448ef1dc422f","captured_at":"2026-10-22T05:52:56.421817+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"45255233cc915753743b6296de16731a234516069bea3e0f6747c871395e477b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c411d4a28fb0e55c91cc66f9d084336ecbce090d59d64b7313660960c6d598db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"8e44c5494883a55d6f539fcabf8213e3cdec74250c7011fa1f12c1aedd88f655"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"511b63d962299ff4ad951a54c60d8600b9ccd32cca9eb6a46bc6fe77ab8f0cfa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"55d9bb1d84fc590b13f524d19a532f9c692e79a2b608ed0343d4f65e622c4c41"}]},{"symbol":"UL","date":"2026-10-09","iv_pct":21.435754488070426,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":16.811731190650107,"put_iv_pct":17.793107692307693},{"expiry":"2026-10-23","call_iv_pct":24.859818863210496,"put_iv_pct":22.20629329403095},{"expiry":"2026-10-30","call_iv_pct":22.18008481764207,"put_iv_pct":22.374434499593164},{"expiry":"2026-11-20","call_iv_pct":20.401692307692308,"put_iv_pct":24.85887323943662}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d59cd80a00e69ce595959bf33dd1d0334fcb9ee9c5c0ca8514d1d53a2450fe52","captured_at":"2026-10-22T05:52:53.768202+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2e3e21bab9dc75d6324a542ad3c1c167f2a651c93a9ad3acbe3a8a984c80e23e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"8e44c5494883a55d6f539fcabf8213e3cdec74250c7011fa1f12c1aedd88f655"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"511b63d962299ff4ad951a54c60d8600b9ccd32cca9eb6a46bc6fe77ab8f0cfa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"55d9bb1d84fc590b13f524d19a532f9c692e79a2b608ed0343d4f65e622c4c41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"e68afd0eeb885c5588e9726b17810dc717a5d464f91ddc076343ca7b3fae1348"}]},{"symbol":"UL","date":"2026-10-12","iv_pct":22.855160176298845,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":20.186177062374245,"put_iv_pct":29.56088235294118},{"expiry":"2026-10-23","call_iv_pct":20.123892688058916,"put_iv_pct":25.977818586533107},{"expiry":"2026-10-30","call_iv_pct":20.127983673469384,"put_iv_pct":20.547604259094943},{"expiry":"2026-11-20","call_iv_pct":20.690350723366944,"put_iv_pct":25.626572064552033}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"507719307987ba4c1ec55f65302bca6ddacff65e36f6b12c5b9859edae4d907c","captured_at":"2026-10-22T05:52:51.658974+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e2684f86aad155dd90445a8bc33f88156b774a11f0f45658a2a7e9d8714bee4b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"8e44c5494883a55d6f539fcabf8213e3cdec74250c7011fa1f12c1aedd88f655"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"511b63d962299ff4ad951a54c60d8600b9ccd32cca9eb6a46bc6fe77ab8f0cfa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"55d9bb1d84fc590b13f524d19a532f9c692e79a2b608ed0343d4f65e622c4c41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"e68afd0eeb885c5588e9726b17810dc717a5d464f91ddc076343ca7b3fae1348"}]},{"symbol":"UL","date":"2026-10-13","iv_pct":23.259871958328223,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":22.048753180661578,"put_iv_pct":22.779225484072455},{"expiry":"2026-10-23","call_iv_pct":19.494795613160516,"put_iv_pct":27.165350172215845},{"expiry":"2026-10-30","call_iv_pct":23.647630057803468,"put_iv_pct":23.892654275092937},{"expiry":"2026-11-20","call_iv_pct":21.29766937669377,"put_iv_pct":25.75289750692521}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9c10511498859cb57e4bbd16d99e8e7e6c6ae17a250d4d482c219533e9fe9cf6","captured_at":"2026-10-22T05:52:49.259480+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"512e6de9160a939fa311c4b4cfabae364467c85cf828838c50c035db2797caa1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"8e44c5494883a55d6f539fcabf8213e3cdec74250c7011fa1f12c1aedd88f655"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"511b63d962299ff4ad951a54c60d8600b9ccd32cca9eb6a46bc6fe77ab8f0cfa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"55d9bb1d84fc590b13f524d19a532f9c692e79a2b608ed0343d4f65e622c4c41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"e68afd0eeb885c5588e9726b17810dc717a5d464f91ddc076343ca7b3fae1348"}]},{"symbol":"UL","date":"2026-10-14","iv_pct":25.975427403367952,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.447588871715613,"put_iv_pct":25.988554292929294},{"expiry":"2026-10-23","call_iv_pct":18.445935550935552,"put_iv_pct":28.287912932138287},{"expiry":"2026-10-30","call_iv_pct":25.639789244186044,"put_iv_pct":38.01604395604395},{"expiry":"2026-11-20","call_iv_pct":21.221108179419527,"put_iv_pct":25.756486199575367}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"88402b6edb0147bc4d1188eb977a402499722ef82ab73f3949494f6156ab6d8b","captured_at":"2026-10-22T05:52:47.375045+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ccdcf45297080c401ca93a0dc06ef3e75a4e66a487daedaf34883703913ecd93"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"8e44c5494883a55d6f539fcabf8213e3cdec74250c7011fa1f12c1aedd88f655"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"511b63d962299ff4ad951a54c60d8600b9ccd32cca9eb6a46bc6fe77ab8f0cfa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"55d9bb1d84fc590b13f524d19a532f9c692e79a2b608ed0343d4f65e622c4c41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"e68afd0eeb885c5588e9726b17810dc717a5d464f91ddc076343ca7b3fae1348"}]},{"symbol":"UL","date":"2026-10-15","iv_pct":22.1989391371239,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.759571948998175,"put_iv_pct":23.497100371747212},{"expiry":"2026-10-23","call_iv_pct":22.23913043478261,"put_iv_pct":14.274286720676294},{"expiry":"2026-10-30","call_iv_pct":19.389659020458772,"put_iv_pct":26.51578149920255},{"expiry":"2026-11-20","call_iv_pct":21.160561272217027,"put_iv_pct":25.755421828908553}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f058f30115f4fd84806695d494ddb088e992b2d3d85af787b25e09623dc6fdd0","captured_at":"2026-10-22T05:52:33.219604+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f26c044834ecea90697e85ebdb8ef7f3d2cc05e6483e1adc2c07a7d0585b454e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"c92b6532611de47713e975476555db1fdd17a8d50dedd54e12b338c57af27dec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0dde1f6e829f3a53ac19ac413aec6a7912f5f80c8fed12da4550942cfe08ed47"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce135c2d325c8edeeab38068b240bcd0d684c3a46464e84885b87074419f79ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"23bbdf96f30ff9803e02e219bfc220f77bdc193cb7cf1d4bd5437538006f715f"}]},{"symbol":"UL","date":"2026-10-16","iv_pct":25.999207432681168,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":29.761615828524317,"put_iv_pct":36.44552881925014},{"expiry":"2026-10-30","call_iv_pct":24.942545620437954,"put_iv_pct":25.433662551440328},{"expiry":"2026-11-20","call_iv_pct":21.121395759717316,"put_iv_pct":26.28824427480916},{"expiry":"2026-12-18","call_iv_pct":19.370010869565217,"put_iv_pct":24.630655737704917}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d7c8013a1a560178abb7f7d20528d9bc6096f54950175d7b55c8078133d639ac","captured_at":"2026-10-22T05:52:30.231130+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2da62d64f73be14047c1f42efdbb2bb7eb852e90264a26c60c216c0fae9fe79f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0dde1f6e829f3a53ac19ac413aec6a7912f5f80c8fed12da4550942cfe08ed47"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce135c2d325c8edeeab38068b240bcd0d684c3a46464e84885b87074419f79ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"23bbdf96f30ff9803e02e219bfc220f77bdc193cb7cf1d4bd5437538006f715f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78772f40130d345094ec9b3d50f27a435d5b645cd98edd6587af7f1812aa4c63"}]},{"symbol":"UL","date":"2026-10-19","iv_pct":28.551118245602865,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":39.69470799640611,"put_iv_pct":51.446578332034285},{"expiry":"2026-10-30","call_iv_pct":24.595873015873014,"put_iv_pct":19.079082001031463},{"expiry":"2026-11-20","call_iv_pct":21.932219818260492,"put_iv_pct":26.748316993464055},{"expiry":"2026-12-18","call_iv_pct":20.072763375620518,"put_iv_pct":24.839404432132962}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"08346a60f72642c2f74bce99e7cb0bba09e80538669332945620b70d3bd488f3","captured_at":"2026-10-21T19:04:30.886306+00:00","observed_at":"2026-10-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"db8a9038d5f353e4cb818e60d34dd3e962ccd866f4e2c03b5f0a264c73bb8b00"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ca8abc7f9a45a42cbb7c0bf3baf2637f9f6432482cfc2580a0ab32fc768c6ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c3f9d7a5cd71a5d2489589cd801124ad3af3c522c4507343120301592b597416"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-11-20","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ece55c4f554d871992e6225b7e0202a0eb90d39c0e5d17f84f85965c8fd69b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-12-18","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"116d6d8b0e61a21927f07276f3320aa0fb4d71d96b772c7fbc57ef04dcb360be"}]},{"symbol":"UL","date":"2026-10-20","iv_pct":25.342950312284668,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":27.298707916287533,"put_iv_pct":20.066361631753033},{"expiry":"2026-10-30","call_iv_pct":36.06887290167866,"put_iv_pct":25.098162839248435},{"expiry":"2026-11-20","call_iv_pct":22.040000000000003,"put_iv_pct":26.906799129014697},{"expiry":"2026-12-18","call_iv_pct":20.219878721058436,"put_iv_pct":25.044819359236538}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f23c85c88e99c9e51b0f3084bfbc371477a8520bc00040684240644892448cfa","captured_at":"2026-10-21T19:04:30.126422+00:00","observed_at":"2026-10-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"19812ed6266291ba7471e02f261d9a46d1a77b853b6e5ea3fe88d1c71f2a8695"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ca8abc7f9a45a42cbb7c0bf3baf2637f9f6432482cfc2580a0ab32fc768c6ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c3f9d7a5cd71a5d2489589cd801124ad3af3c522c4507343120301592b597416"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-11-20","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ece55c4f554d871992e6225b7e0202a0eb90d39c0e5d17f84f85965c8fd69b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-12-18","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"116d6d8b0e61a21927f07276f3320aa0fb4d71d96b772c7fbc57ef04dcb360be"}]},{"symbol":"UL","date":"2026-10-21","iv_pct":26.406064408577027,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":33.977070226773954,"put_iv_pct":30.04779656674353},{"expiry":"2026-10-30","call_iv_pct":27.635913978494624,"put_iv_pct":22.692109510086457},{"expiry":"2026-11-20","call_iv_pct":23.17105310531053,"put_iv_pct":27.728636127017182},{"expiry":"2026-12-18","call_iv_pct":20.599999999999998,"put_iv_pct":25.395935754189946}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8bff1ee70ad1f505dcf935d47cd87bee388e245b0f0e0eb588caf480303d6c0e","captured_at":"2026-10-22T00:17:37.956189+00:00","observed_at":"2026-10-21T15:59:00-04:00","session_close_at":"2026-10-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"UL","date":"2026-10-21","format":"json"},"source_hash":"f4ff58bb22c1fcabfbafbb90a97891122f4757ec0b5fd2397f505a9afb6f1ba0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d777e6c6ee45ac89bdd42b93cbb982bd8af9bad9639659cb3b6c1f68b7518a30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"89f9da6043494436c576a23cc84454bda44d421fef575622bfe48f22c68f1b02"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"37820980971f39e09a8bd3befbd6e4b812eeb36ce34ea469609b3237a86cc3c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ba91a336efb2872f7dcfaeb661fddfd965379d833a332a56f2ea4ccac81ff0e1"}]},{"symbol":"UL","date":"2026-10-22","iv_pct":29.563268964096814,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":47.719328859060404,"put_iv_pct":35.73891853932585},{"expiry":"2026-10-30","call_iv_pct":27.0815561066336,"put_iv_pct":30.462962962962965},{"expiry":"2026-11-20","call_iv_pct":22.340587455830388,"put_iv_pct":27.88772192513369},{"expiry":"2026-12-18","call_iv_pct":19.977509881422925,"put_iv_pct":25.29756598240469}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8589e8bac7a10e5b96be0103d477d0baa46a7bc0204834f42552e0f722ea7618","captured_at":"2026-10-22T21:29:36.652839+00:00","observed_at":"2026-10-22T15:59:00-04:00","session_close_at":"2026-10-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"UL","date":"2026-10-22","format":"json"},"source_hash":"5ea721bc09a47f18dd17dd98cf888b57c2b365ef655d9cd9bc1f1e8fce4028ba"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-23","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cbc1265c97f5ff8e6535c8ce2054aec22ef3d33b3673f401d4770ad36fb549c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47151ab703641e71cc2ae5986c0e7e312bb503926b30a18e83845125f0fcd7cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-11-20","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a2fdef84b5f306eafd277034de00a69741b3d22b8ac61310ba0bb4e19cffe51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b4922698fcd25e6c4dea01684f3c39da96dc23046860d8a5712b7c9ae550b08a"}]},{"symbol":"UL","date":"2026-10-23","iv_pct":25.43958544040074,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":32.19136462093863,"put_iv_pct":30.828835164835166},{"expiry":"2026-11-20","call_iv_pct":22.303632567849686,"put_iv_pct":28.404113624408208},{"expiry":"2026-12-18","call_iv_pct":20.428492706645056,"put_iv_pct":25.778197164078325},{"expiry":"2027-01-15","call_iv_pct":19.598386683738795,"put_iv_pct":23.983660990712075}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eaafc205d6d34583220098bc7caaca79eb77a6b37b7dc439e701923c8fcb2b54","captured_at":"2026-10-23T21:36:13.074223+00:00","observed_at":"2026-10-23T15:59:00-04:00","session_close_at":"2026-10-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"UL","date":"2026-10-23","format":"json"},"source_hash":"447d21891aac2424839a3c8fb49fb0b1c37c861a8bfac43ee037df202785550e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5e83d9486db4aa189453e3cfc756e9a15f1524a7d60a0b9501d4f115ca22756f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"a5038f8e66af20ff2c183a206c6d19c3460bf717dca388dabd34fb37f563631b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"054854997adfa92aaece915d3a442ed0a9b9003d92d9fc3fe60a2ad1e88bf44e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8faea164bec7d349a7fb511f98f389716f1834db7251cd092a32f2f2eb90cbff"}]},{"symbol":"UL","date":"2026-10-26","iv_pct":26.815141698169867,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":41.185346534653455,"put_iv_pct":30.312621890547263},{"expiry":"2026-11-20","call_iv_pct":23.217832393231266,"put_iv_pct":29.07839461418954},{"expiry":"2026-12-18","call_iv_pct":20.717662061636556,"put_iv_pct":25.83674603174603},{"expiry":"2027-01-15","call_iv_pct":20.101787072243347,"put_iv_pct":24.070742987111448}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bfe11464556353f713bf1bd4ac02f2780e63f09e96156f53021864e4a2dc0978","captured_at":"2026-11-01T02:45:17.344421+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":"UL","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"8f16243763f19babf691aa004d09326e6d9db7e0ac09dcfe4c4a873c368def95"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79dca60bb9220b53a60c94d542ddd3f88f890c7dafd72cb657a15264c2b5f83a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"15bd35b891f6f6eb4a4429083c8c7fa47256dd66bc53d1a61627e20a6ae7e117"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"9d37e512198a942834571bfa88637f2fb31049b778de7e1a312525ad3f2b3d73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c3355d542bb33262a8eb1aed95e8ee1fbc73e9c861797631674e447fd8af69e"}]},{"symbol":"UL","date":"2026-10-27","iv_pct":30.616490324584596,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":47.39114522821577,"put_iv_pct":44.858875},{"expiry":"2026-11-20","call_iv_pct":22.727150743099788,"put_iv_pct":31.22076923076923},{"expiry":"2026-12-18","call_iv_pct":21.206022284122565,"put_iv_pct":27.24659689399055},{"expiry":"2027-01-15","call_iv_pct":25.345390781563125,"put_iv_pct":24.935972434915772}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5c8400e86e291dadf765b84add4d790d524dc479bfe480ebbe204de609ee4551","captured_at":"2026-11-01T02:45:16.009814+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":"UL","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"5800b2f118715b4639d0377457a675a97041b6bc38716690a84c9da5bb3e5187"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79dca60bb9220b53a60c94d542ddd3f88f890c7dafd72cb657a15264c2b5f83a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"15bd35b891f6f6eb4a4429083c8c7fa47256dd66bc53d1a61627e20a6ae7e117"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"9d37e512198a942834571bfa88637f2fb31049b778de7e1a312525ad3f2b3d73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c3355d542bb33262a8eb1aed95e8ee1fbc73e9c861797631674e447fd8af69e"}]},{"symbol":"UL","date":"2026-10-28","iv_pct":27.1006453293262,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":29.14647552447553,"put_iv_pct":55.31867678958785},{"expiry":"2026-11-20","call_iv_pct":20.594612456747406,"put_iv_pct":26.54065264061829},{"expiry":"2026-12-18","call_iv_pct":18.95285714285714,"put_iv_pct":24.430435038212813},{"expiry":"2027-01-15","call_iv_pct":18.863653179190752,"put_iv_pct":22.95779986291981}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3b10bd12a9df4e55870d32adb7c217b17ca4be17eb0cd2eddefc224679b878af","captured_at":"2026-11-01T02:45:14.367794+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":"UL","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"beada99db5c2831b365941b26896039cd6d857a07f4216b21b69bc3b94a4a042"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79dca60bb9220b53a60c94d542ddd3f88f890c7dafd72cb657a15264c2b5f83a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"15bd35b891f6f6eb4a4429083c8c7fa47256dd66bc53d1a61627e20a6ae7e117"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"9d37e512198a942834571bfa88637f2fb31049b778de7e1a312525ad3f2b3d73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c3355d542bb33262a8eb1aed95e8ee1fbc73e9c861797631674e447fd8af69e"}]},{"symbol":"UL","date":"2026-10-29","iv_pct":26.094397945190153,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":44.00775530179445,"put_iv_pct":35.52206327835746},{"expiry":"2026-11-20","call_iv_pct":19.24534008225245,"put_iv_pct":26.730424448217317},{"expiry":"2026-12-18","call_iv_pct":18.221211193703542,"put_iv_pct":23.971804511278197},{"expiry":"2027-01-15","call_iv_pct":18.120482796892343,"put_iv_pct":22.93610194902549}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c6a377b94ddc9a268ff19123a2692081291182db9a325d1dcc4f5f86796b9fff","captured_at":"2026-11-01T02:45:13.140373+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":"UL","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"189dbc9bb5ffda98e92f37b706e8de4783be27252b0089ac761a639074136ddd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79dca60bb9220b53a60c94d542ddd3f88f890c7dafd72cb657a15264c2b5f83a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"15bd35b891f6f6eb4a4429083c8c7fa47256dd66bc53d1a61627e20a6ae7e117"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"9d37e512198a942834571bfa88637f2fb31049b778de7e1a312525ad3f2b3d73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c3355d542bb33262a8eb1aed95e8ee1fbc73e9c861797631674e447fd8af69e"}]},{"symbol":"UL","date":"2026-10-30","iv_pct":22.551474080670246,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.852942366026287,"put_iv_pct":27.878963986186484},{"expiry":"2026-12-18","call_iv_pct":18.44206993006993,"put_iv_pct":24.924505978602895},{"expiry":"2027-01-15","call_iv_pct":18.439417142857142,"put_iv_pct":23.645},{"expiry":"2027-02-19","call_iv_pct":21.62119066773934,"put_iv_pct":25.607702573879887}],"source":"ThetaData historical first-order Greeks","provider_symbol":"UL","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"581e9ba37f45363f42dba3fcc81494bef123377bf6fa1f22b16635e4d57dbd47","captured_at":"2026-11-01T02:45:11.032892+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":"UL","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"e24a934aa9ba3d1c345e126313b3169bdd9bd9a5e8f7b93af52fadb62eb46269"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"15bd35b891f6f6eb4a4429083c8c7fa47256dd66bc53d1a61627e20a6ae7e117"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"9d37e512198a942834571bfa88637f2fb31049b778de7e1a312525ad3f2b3d73"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c3355d542bb33262a8eb1aed95e8ee1fbc73e9c861797631674e447fd8af69e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"UL","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":"8bb3b80a38658acf27102f6890a7bb1f4f208b48ceb815fc03945c742246c844"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/UL","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":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":20.627469759578382,"put_call_skew_pp":2.6065914248891806,"implied_move_pct":4.261174304713774,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d72ca036a70c6f0e5fd8a6265b46c0a0196578e6d90e0635ad1cc06cdccbae35","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":20.873118857210606,"put_call_skew_pp":2.3418087241295176,"implied_move_pct":3.935799921321614,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5973a6f05a90506619a8b1946b91edec32af039fe2793af4aba9819c12c7a0eb","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":20.512934489991906,"put_call_skew_pp":-0.7623664497227995,"implied_move_pct":3.704710908522264,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f5964d2b75477930557ad3fe087e9489c925d99f05705ba142c9ab329c43cde","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":20.703226713866336,"put_call_skew_pp":0.1805629994480782,"implied_move_pct":3.4671630796537216,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"492c3dbde2a5622b28041e42eae3c9f0ba988acb8cc7fc8d1f5cb6b56c4be890","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":18.259773861065227,"put_call_skew_pp":-2.5173676388049753,"implied_move_pct":3.9121497427170686,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eba65df61e1f9df3a72847cccab4693aadea4ce83bf612d0f8c2872eb80a438c","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":19.573887399031644,"put_call_skew_pp":-1.1304595332504643,"implied_move_pct":3.686267549052026,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3ec6dfa28e91d726fb3c6fda765d4c5a2186f5861b9d699964c9b1cf67275061","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":21.83288642632241,"put_call_skew_pp":3.279185626631521,"implied_move_pct":3.916417187435121,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6556de865c78d49b74cf7b4df00bc0662887d4cf44d687a5ceb046de15cff753","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":20.46941454552478,"put_call_skew_pp":1.625988833763926,"implied_move_pct":3.4981539795700916,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f8a02340c72f748790ddf84dd5d65c07d2dcc44fad0c8267f2218a5a1dd78cc7","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":20.721918194704706,"put_call_skew_pp":0.11365920468417912,"implied_move_pct":4.326229801444644,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6fee06f3d1ff58a30d6820f9fbd1629871093921e18f5d7ad3cf98d35892ea3c","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":21.58146983927643,"put_call_skew_pp":1.8956861583969165,"implied_move_pct":3.8977896932274234,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0e5505ffa621cbd516a56fe5dd1c63f4f9dcd08c03de4dc3c0f52f94ef1d42d0","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":23.421132063691843,"put_call_skew_pp":-4.5579973012845665,"implied_move_pct":3.8044336804641326,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0d7881c15ba37f3f75dd3738cedd523bd17de861ecfe2c019fa2f8dfcbbe9eb9","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":21.3925737206182,"put_call_skew_pp":-4.032400425146266,"implied_move_pct":3.5286720275852583,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"98695ed02c66e05c63cf029f771315f246f6483a2495bc0e395bcdf782892fde","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":19.45952450554374,"put_call_skew_pp":1.286179587292196,"implied_move_pct":4.146561577269133,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f2f52c363af015117a27650d3e0df93d380d633704944b7192c253c09b8b8055","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":20.144263475418878,"put_call_skew_pp":2.5014342831113705,"implied_move_pct":3.7589606165266187,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ed73e6ec62002cfde1b74eecf547510b69b79ccaefd36e489305458377670963","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":20.87125194751694,"put_call_skew_pp":1.3682655082362745,"implied_move_pct":3.6758440422762098,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5f653139c9ba8da332ab8f9668d0a4d934c46ef76c35cee6b3824df23e9aedb8","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":24.060061410942275,"put_call_skew_pp":1.5567721464283544,"implied_move_pct":3.685761962049398,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"895840b93711fcc5c4e02f2734dce70306fc9c343c42caf05738661eb76e4583","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":28.45344342325,"put_call_skew_pp":-0.32822406541421145,"implied_move_pct":3.5265559576799994,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b6d63575a3a887cf70c7db0d91ede97359a066e67beb21fad4a1eac7db14f92","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":19.362238105434155,"put_call_skew_pp":-1.1799001266826439,"implied_move_pct":4.105160074661989,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2efca08abe875ae255a36c3ce6c9db6fafd002ab5b8ba465ca4e5f80c1ff6f53","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":21.532730384263218,"put_call_skew_pp":1.5666231214153754,"implied_move_pct":3.8529815889668293,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bc74ad94fdf01c1d57cde863a1554df57d87f252c1c9a617e47637e2fd9b8f47","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":25.070193552251812,"put_call_skew_pp":-0.7717969410505034,"implied_move_pct":3.814490159456849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1d53338a3e75c2145c832b820255f5ffafa6b9aac4efbc30f183640d5d83b317","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":29.16154786782871,"put_call_skew_pp":8.383507324116799,"implied_move_pct":3.6660170497643185,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d2e8d9cb43a10ef34bea06ebe5db5b8b4b2afc874f7457ee873c7ad5e651b5ac","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":20.177548991762134,"put_call_skew_pp":1.6672566433059046,"implied_move_pct":4.301804186207237,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"af7dc0b6e3a58f0d989e190453cc6a1deee1c3a99a9f5352444343a25213d562","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":21.03254619022877,"put_call_skew_pp":-0.401327237760424,"implied_move_pct":3.868737845652306,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"448edfebe24197d5df6bb5277cf4db376390a217749fca6cf998abfb3cb76d07","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":23.346754238281004,"put_call_skew_pp":-0.7465577656484399,"implied_move_pct":4.153414335241598,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0664eee24f8b7f23534266df60e4536ec7797b1a7da5ff38c7ee052f67cf97e4","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":23.520895307103576,"put_call_skew_pp":-1.4548527836484348,"implied_move_pct":3.9462725919802386,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c1b14e9762f50ba0123d28b87cbfefbcbbe32f301af66ef9ed68bd76bb598c7b","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":21.860590171030488,"put_call_skew_pp":0.6611575709378972,"implied_move_pct":3.5106034643246833,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f1b56ec5213d711f7923432b8048069f2e945ab73f13b74555f595e267981afd","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":21.354176397573887,"put_call_skew_pp":-1.794781152615851,"implied_move_pct":4.381925755678682,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3ff9e000f881c92418d42c6f976f799558609060d6eb4671cc30c5572a7133d2","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":21.434210936055955,"put_call_skew_pp":-3.7805129023532373,"implied_move_pct":3.983632813607725,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"13cbddf7c05acc0d8c1639f75db5c07490f6552c6a41ff1147633b45931e9378","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":21.17910729895738,"put_call_skew_pp":-1.97262389938928,"implied_move_pct":3.7098320946668695,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5be87682e12ff36dcb6d5829f739481b248353b10cbdde4239e350749337cf43","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":24.46634290985387,"put_call_skew_pp":-1.2171062413469609,"implied_move_pct":3.6120800419626264,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ddece728f4d4221d8abf9b1f62d8f2c66eba14aac3b3254a113dd8f2408d40e3","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":26.649187031412275,"put_call_skew_pp":0.45880271686758345,"implied_move_pct":3.722054819869714,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d0471a0ddbf845f3c60d573c8083731c4089630d998a9aa835b68f29c705672a","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":20.350180634288595,"put_call_skew_pp":2.878000220579124,"implied_move_pct":4.34025351905938,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"28480b70b84a91dfdcf1b9a396f5e12a472a7a5da5edfaf18bb720cff5b84d29","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":24.285221919238495,"put_call_skew_pp":2.0539834905429553,"implied_move_pct":4.331978164212988,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"99f5fc27fad7b586be6f1604aebe799ec61c57870f7a15990d80e53a80c58c41","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":24.482394040878283,"put_call_skew_pp":-2.8026355939582652,"implied_move_pct":4.119839316366078,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"61cda6b14c4a49647d75f5b33cb9f39a61cf093e85fce0ea14fc50032fa1be9d","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":24.843311156099023,"put_call_skew_pp":-2.0532024966558273,"implied_move_pct":3.8404367479513937,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"09a13cff1e34314d6e271c48021ec1a1b2b67bc5b45c469d57bf5634c69a0b44","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":26.43928750482246,"put_call_skew_pp":-4.887666220358711,"implied_move_pct":3.8085157386690427,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f814ed3e72230cc8a41be00a7d9913bdd54d17e807bb939402898347d85f8827","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":21.362198866477137,"put_call_skew_pp":-3.724568394700981,"implied_move_pct":4.489329518991235,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"409beef5bb9bd6b3010536153adf0179641566ae9bf60a65f131a0fdb3bf708c","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":21.609036637776533,"put_call_skew_pp":1.5814857274875935,"implied_move_pct":4.112523827257884,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d293cc847b054505eebadda73d538d911eee885d418815637a14fb1150ca8118","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":21.92443528848646,"put_call_skew_pp":-1.6189450605368947,"implied_move_pct":3.930489261978005,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7fa196fe4b73401d146ea331f4382c9c619e804255fe043c16774e66e855887c","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":23.67535710362274,"put_call_skew_pp":-0.06377710904049483,"implied_move_pct":3.707375557205827,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1310e6c74dda03cb77057155e6e1fe4d1789dd245e77f1db069ab528e172a005","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":28.327912504509474,"put_call_skew_pp":3.1211029145568094,"implied_move_pct":3.7167498493555686,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0373a90ab7566ac6cca50d831777429f6d7cfb6e31953efb2366448ef1dc422f","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":21.435754488070426,"put_call_skew_pp":0.7448453865433615,"implied_move_pct":5.004558223289452,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d59cd80a00e69ce595959bf33dd1d0334fcb9ee9c5c0ca8514d1d53a2450fe52","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-20"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":22.855160176298842,"put_call_skew_pp":5.146118278962942,"implied_move_pct":4.671380037309838,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"507719307987ba4c1ec55f65302bca6ddacff65e36f6b12c5b9859edae4d907c","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-20"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":23.259871958328223,"put_call_skew_pp":3.27531980249678,"implied_move_pct":4.6519694138222585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9c10511498859cb57e4bbd16d99e8e7e6c6ae17a250d4d482c219533e9fe9cf6","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-20"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":25.975427403367956,"put_call_skew_pp":7.073643883607541,"implied_move_pct":4.917885320438058,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"88402b6edb0147bc4d1188eb977a402499722ef82ab73f3949494f6156ab6d8b","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-20"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":22.1989391371239,"put_call_skew_pp":0.6234169360195061,"implied_move_pct":3.9950987777438822,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f058f30115f4fd84806695d494ddb088e992b2d3d85af787b25e09623dc6fdd0","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-20"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":25.999207432681168,"put_call_skew_pp":4.400630826239934,"implied_move_pct":6.497272951741472,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d7c8013a1a560178abb7f7d20528d9bc6096f54950175d7b55c8078133d639ac","expiries":["2026-10-23","2026-10-30","2026-11-20","2026-12-18"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":28.551118245602865,"put_call_skew_pp":3.9544543881256597,"implied_move_pct":6.2161665095437275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"08346a60f72642c2f74bce99e7cb0bba09e80538669332945620b70d3bd488f3","expiries":["2026-10-23","2026-10-30","2026-11-20","2026-12-18"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":25.342950312284668,"put_call_skew_pp":-2.1278291449429823,"implied_move_pct":5.85821461261057,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f23c85c88e99c9e51b0f3084bfbc371477a8520bc00040684240644892448cfa","expiries":["2026-10-23","2026-10-30","2026-11-20","2026-12-18"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":26.406064408577024,"put_call_skew_pp":0.12011016186450174,"implied_move_pct":5.6942934809456975,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8bff1ee70ad1f505dcf935d47cd87bee388e245b0f0e0eb588caf480303d6c0e","expiries":["2026-10-23","2026-10-30","2026-11-20","2026-12-18"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":29.563268964096814,"put_call_skew_pp":0.5670467767199705,"implied_move_pct":5.61523892407007,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8589e8bac7a10e5b96be0103d477d0baa46a7bc0204834f42552e0f722ea7618","expiries":["2026-10-23","2026-10-30","2026-11-20","2026-12-18"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":25.439585440400744,"put_call_skew_pp":3.6182325912154027,"implied_move_pct":7.719634124705709,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eaafc205d6d34583220098bc7caaca79eb77a6b37b7dc439e701923c8fcb2b54","expiries":["2026-10-30","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":26.815141698169867,"put_call_skew_pp":1.0189693654574148,"implied_move_pct":7.46245822159433,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bfe11464556353f713bf1bd4ac02f2780e63f09e96156f53021864e4a2dc0978","expiries":["2026-10-30","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":30.6164903245846,"put_call_skew_pp":2.898126130668574,"implied_move_pct":8.000402342596589,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5c8400e86e291dadf765b84add4d790d524dc479bfe480ebbe204de609ee4551","expiries":["2026-10-30","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":27.1006453293262,"put_call_skew_pp":10.422491507016986,"implied_move_pct":6.7174190768579365,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3b10bd12a9df4e55870d32adb7c217b17ca4be17eb0cd2eddefc224679b878af","expiries":["2026-10-30","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":26.094397945190156,"put_call_skew_pp":2.391401203058919,"implied_move_pct":6.253604764773364,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c6a377b94ddc9a268ff19123a2692081291182db9a325d1dcc4f5f86796b9fff","expiries":["2026-10-30","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":22.551474080670246,"put_call_skew_pp":5.92513810799414,"implied_move_pct":9.100626000156375,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"581e9ba37f45363f42dba3fcc81494bef123377bf6fa1f22b16635e4d57dbd47","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}