{"schemaVersion":1,"symbol":"VOO","days":90,"observations":[{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T14:48:17.230000+00:00","captured_at":"2026-10-21T14:54:31.606Z","last_trade_at":"2026-10-21T14:54:29.060706262Z","price":708.6199,"iv_pct":13.492629806112388,"implied_move_pct":3.0952928181867834,"put_call_skew_pp":4.493015873015875,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"33ad3c5c0720283e0e4f06c4831ee9011a8f9697df4a63fccf44eccf0050ceb1"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T15:10:03.406000+00:00","captured_at":"2026-10-21T15:12:05.216Z","last_trade_at":"2026-10-21T15:12:00.133826414Z","price":709.08,"iv_pct":13.41583565774595,"implied_move_pct":3.078774786102859,"put_call_skew_pp":4.6965169956486115,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"4a691eb4ec5247a829a4aec280277c7a20852a591a928905f06fa476a6ce0a8e"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T15:21:24.851000+00:00","captured_at":"2026-10-21T15:24:05.368Z","last_trade_at":"2026-10-21T15:23:55.984229426Z","price":709.06,"iv_pct":13.399595034595036,"implied_move_pct":3.0758390206109727,"put_call_skew_pp":4.57118464478027,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"f3257b1c8e32040a919752fd5a87932b45c3e3216821fc135e16e8c575c83549"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T15:37:00.897000+00:00","captured_at":"2026-10-21T15:40:29.505Z","last_trade_at":"2026-10-21T15:40:26.666392369Z","price":710.1,"iv_pct":13.125677349851872,"implied_move_pct":3.012002611088753,"put_call_skew_pp":5.003074534161491,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"103f91aa18abdb017febd4ea4a985a8e54bee8508d54bb5e77a83d6ef8c66be6"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T15:50:18.680000+00:00","captured_at":"2026-10-21T15:53:56.956Z","last_trade_at":"2026-10-21T15:53:52.346240403Z","price":710.25,"iv_pct":13.17966290500239,"implied_move_pct":3.0240504714847316,"put_call_skew_pp":5.003783382789316,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"372674ad9c747c7dd5bc331720819e80843f0eaf21bbf78f6b6612c6eb3bb3ed"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T16:00:05.389000+00:00","captured_at":"2026-10-21T16:04:37.802Z","last_trade_at":"2026-10-21T16:04:24.549246466Z","price":710.26,"iv_pct":13.178427523547553,"implied_move_pct":3.0239059497366667,"put_call_skew_pp":4.756856593284152,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"a421557f0a37e24ee02a0efa1341ba09e2bc0ad645bc584b1ec79f7ccdb29ce3"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T16:13:53.461000+00:00","captured_at":"2026-10-21T16:14:55.644Z","last_trade_at":"2026-10-21T16:14:53.713578642Z","price":710.145,"iv_pct":13.182971491228072,"implied_move_pct":3.0244442989960167,"put_call_skew_pp":4.549181932676893,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"9ba075cec29f9a328af5a404ca665302e6a36886363c8d501570ea7b7623c37a"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T16:14:32.124000+00:00","captured_at":"2026-10-21T16:25:06.034Z","last_trade_at":"2026-10-21T16:25:03.661390983Z","price":710.04,"iv_pct":13.551398611959433,"implied_move_pct":3.105059317124472,"put_call_skew_pp":4.45706444260257,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"655802eadfb01ab2067f3cdef098430395bc5bfa6a97fd6ecdfaabe36167ed98"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T16:28:02.818000+00:00","captured_at":"2026-10-21T16:35:22.428Z","last_trade_at":"2026-10-21T16:35:20.383729722Z","price":709.85,"iv_pct":13.610563613841606,"implied_move_pct":3.117215188078269,"put_call_skew_pp":4.302123842592591,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"90e000435ae63aadcc7d855f45a04a98fd44959af9fb9c11fd448c6f6eeedf8a"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T16:43:48.870000+00:00","captured_at":"2026-10-21T16:45:41.242Z","last_trade_at":"2026-10-21T16:45:39.360820931Z","price":710.4896,"iv_pct":13.458257472826086,"implied_move_pct":3.085214947633253,"put_call_skew_pp":4.49334856910899,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"da2f8ff2df3becff7d097313729c31b65debed836459b03b381aee88850ad5d7"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T16:51:49.453000+00:00","captured_at":"2026-10-21T16:55:57.668Z","last_trade_at":"2026-10-21T16:55:56.657829875Z","price":711.065,"iv_pct":13.34159928482814,"implied_move_pct":3.06286651122038,"put_call_skew_pp":5.008273981470242,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"e1b934ba835e117e5c31e041f79c0723c318b0d9d7e56039d4a4e4e793437641"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T17:08:00.562000+00:00","captured_at":"2026-10-21T17:10:46.055Z","last_trade_at":"2026-10-21T17:10:44.086783297Z","price":711.4,"iv_pct":13.22978608058608,"implied_move_pct":3.0384702917736375,"put_call_skew_pp":5.052003923605099,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"bf0a27ad15f5c1f36d7cd5a399f02faa5f85908a18bd233521f302028c0e158e"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T17:20:44.740000+00:00","captured_at":"2026-10-21T17:24:44.564Z","last_trade_at":"2026-10-21T17:24:40.059720714Z","price":711.505,"iv_pct":13.27032968012118,"implied_move_pct":3.0484151501429744,"put_call_skew_pp":5.08028611673563,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"43108176a9c7ee2576f9889489f764006d02b1a11582211a1fd071b9f822eb20"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T17:33:29.487000+00:00","captured_at":"2026-10-21T17:35:24.363Z","last_trade_at":"2026-10-21T17:35:19.714882483Z","price":711.16,"iv_pct":13.327940618755196,"implied_move_pct":3.058098182041246,"put_call_skew_pp":4.743270719009426,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"8389603bf25410f2b31cb6c7f5a8b5559a29b66cfef8c60d95b0d18b3fb9f03b"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T17:41:47.225000+00:00","captured_at":"2026-10-21T17:45:35.372Z","last_trade_at":"2026-10-21T17:45:32.725567995Z","price":711.5251,"iv_pct":13.221719010705058,"implied_move_pct":3.0363988741237056,"put_call_skew_pp":5.103499636772667,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"8033efdfd6eda61332af3d78d93e1fee9b882e9bdda66dd1776aac76c9d6602c"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T17:48:37.975000+00:00","captured_at":"2026-10-21T17:56:50.312Z","last_trade_at":"2026-10-21T17:56:49.005095964Z","price":711.53,"iv_pct":13.224349035976942,"implied_move_pct":3.0358086182106416,"put_call_skew_pp":5.092430659246188,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"5062de1afe8cc62b3f4ce90e86afc120790d5c389f1a19f981a0f40230fcd31f"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T18:02:14.106000+00:00","captured_at":"2026-10-21T18:08:17.607Z","last_trade_at":"2026-10-21T18:08:15.148348186Z","price":711.32,"iv_pct":13.284209438448874,"implied_move_pct":3.0482759037804086,"put_call_skew_pp":4.888920734437978,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"81f38d562f7db3c07d9225ee89a115a3810f241d35e4f4ddc2f71406705af961"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T18:16:30.167000+00:00","captured_at":"2026-10-21T18:19:09.144Z","last_trade_at":"2026-10-21T18:19:07.932905612Z","price":711.7,"iv_pct":13.093223254894207,"implied_move_pct":3.005137711295854,"put_call_skew_pp":5.255551372070147,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"22221c32bc2e22e6d1e3c47d3c4141d2f55a5882810b8f72ec5ed8a5d3db2945"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T18:20:35.785000+00:00","captured_at":"2026-10-21T18:29:25.890Z","last_trade_at":"2026-10-21T18:29:19.459226567Z","price":711.7093,"iv_pct":13.08531678295997,"implied_move_pct":3.004902788785515,"put_call_skew_pp":5.226279753369657,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"317cc359402c12775bf3f72654e5cc365aac979c1b65a18a0da1e32d47884e98"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T18:24:50.644000+00:00","captured_at":"2026-10-21T18:39:42.431Z","last_trade_at":"2026-10-21T18:39:30.21153688Z","price":711.63,"iv_pct":13.112816893158389,"implied_move_pct":3.0095660896830156,"put_call_skew_pp":5.150045302115388,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"c883ea5082ed4a80f246e97bb2a19f4f6de3180c2a4333f576af88255d807731"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T18:49:03.291000+00:00","captured_at":"2026-10-21T18:49:58.727Z","last_trade_at":"2026-10-21T18:49:53.059673709Z","price":710.785,"iv_pct":13.362502328206574,"implied_move_pct":3.062463876534102,"put_call_skew_pp":4.400173826428663,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"6509e8d898bb93c54a3eddd291adced2e148d8e44b6aedfd9c14a76612f63044"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T19:01:52.424000+00:00","captured_at":"2026-10-21T19:02:12.683Z","last_trade_at":"2026-10-21T19:02:11.022611726Z","price":708.795,"iv_pct":13.671586741616593,"implied_move_pct":3.121991147579668,"put_call_skew_pp":3.4283262991295165,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"1c21e15c1bb799adc11cee80337ef70cf2131af2aca5344aa3fb5436010790e6"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T19:07:35.304000+00:00","captured_at":"2026-10-21T19:13:29.581Z","last_trade_at":"2026-10-21T19:13:27.685915514Z","price":709.17,"iv_pct":13.828703335373316,"implied_move_pct":3.162980749932213,"put_call_skew_pp":3.9423403556571883,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"3b2fca54dfe9e84906b88ec82e3728e8a6a41665fab4e86995cdac9a91c32693"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T19:20:42.229000+00:00","captured_at":"2026-10-21T19:23:52.568Z","last_trade_at":"2026-10-21T19:23:46.113492763Z","price":709.69,"iv_pct":13.785294869065362,"implied_move_pct":3.1554891534277596,"put_call_skew_pp":4.3158252427184465,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"bffa8d0a693af54860d8c9fac6dbcc77fcbf870cf017f91bf8deaa031f123137"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T19:27:26.561000+00:00","captured_at":"2026-10-21T19:34:14.043Z","last_trade_at":"2026-10-21T19:34:10.312189807Z","price":710.505,"iv_pct":13.37080103359173,"implied_move_pct":3.068741660981082,"put_call_skew_pp":4.487255787336451,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"1bc9dcf964d7bd3b823fb4201f704213711aac07a69e0e5d2d7fd7f28b28b451"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T19:39:20.150000+00:00","captured_at":"2026-10-21T19:44:42.147Z","last_trade_at":"2026-10-21T19:44:34.697691391Z","price":710.58,"iv_pct":13.353557784145176,"implied_move_pct":3.066746959443357,"put_call_skew_pp":4.429234259993729,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"2f672a53da1a9a3bfae8dbb646be7c1d5fc20e26e9f942cb3ef38e8e0349dd6a"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T19:52:11.700000+00:00","captured_at":"2026-10-21T19:55:11.311Z","last_trade_at":"2026-10-21T19:55:10.863735761Z","price":711.075,"iv_pct":13.22368306010929,"implied_move_pct":3.030488164518088,"put_call_skew_pp":4.694429804710416,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"f94c2eefde6bea4fc7722c84d3ceb9edad245a900261fac4a222ad49d34fab39"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T20:03:22.581000+00:00","captured_at":"2026-10-21T20:06:39.137Z","last_trade_at":"2026-10-21T20:06:20.030395392Z","price":711.01,"iv_pct":13.106742688206102,"implied_move_pct":2.998469681144722,"put_call_skew_pp":4.559943325035618,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"7611330fdd6199ed6932699a333204528179b6066c94a973cdb4c3e513dc30b0"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-21T20:10:56.376000+00:00","captured_at":"2026-10-21T20:17:14.531Z","last_trade_at":"2026-10-21T20:15:00.073334806Z","price":710.72,"iv_pct":13.10652726772574,"implied_move_pct":2.998420926563251,"put_call_skew_pp":4.411782178217822,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"eb820c88c210e5edb9e11fc4d7d2d48628ff657c2f055c765e8e28c5e4bb33ab"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-22T20:10:40.550000+00:00","captured_at":"2026-10-22T21:22:18.930Z","last_trade_at":"2026-10-22T21:21:02.48314545Z","price":702.2,"iv_pct":15.210125284465207,"implied_move_pct":3.42419759823335,"put_call_skew_pp":6.133321706040906,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"d6e703d2468978ee3e8e19dd436d88c09adbe5de09c26b3f24b9b049bcb25e80"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-23T20:14:21.934000+00:00","captured_at":"2026-10-23T21:42:12.735Z","last_trade_at":"2026-10-23T21:39:35.107574918Z","price":699.71,"iv_pct":15.062065645169753,"implied_move_pct":3.3399791973878172,"put_call_skew_pp":6.4459374999999985,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"6e2370363960ee20686edb88eedfbf12d4b32bee44ac7de69dd585c62ed9cb89"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-26T15:02:08.559000+00:00","captured_at":"2026-10-26T15:07:33.229Z","last_trade_at":"2026-10-26T15:07:32.057994602Z","price":705.2055,"iv_pct":14.476147945205481,"implied_move_pct":3.031855972265269,"put_call_skew_pp":6.9810161042944765,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"9b3a5bcf9fceb8778fa9f6de57b40cd10208413079e0cb46a1c99962d1cc86fb"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-26T20:05:00.910000+00:00","captured_at":"2026-10-27T03:09:18.246Z","last_trade_at":"2026-10-27T00:00:00.113343801Z","price":703.41,"iv_pct":14.75371212121212,"implied_move_pct":3.0826023703577343,"put_call_skew_pp":5.029099718819041,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"884d4359844788fbcea21637e43dc30d2b3e12eba3c40d13ab390f5362054e72"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-27T20:01:33.998000+00:00","captured_at":"2026-10-27T21:17:31.641Z","last_trade_at":"2026-10-27T21:13:28.246435055Z","price":707.42,"iv_pct":14.277978745182196,"implied_move_pct":2.9197442630696537,"put_call_skew_pp":6.118537070164976,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"3029d52dfb66ff1bcb6e695f9babbfd2990cf051590da2391483f5e55e7d3806"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:03.260000+00:00","captured_at":"2026-10-28T22:40:36.346Z","last_trade_at":"2026-10-28T22:38:19.248176747Z","price":706.5,"iv_pct":14.14576295048397,"implied_move_pct":2.814337205618751,"put_call_skew_pp":1.3161989795918372,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"d8807018f87b2cc3f530a9db6c508a24e1038f264a17d89eb49f45137791506b"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-29T20:00:50.009000+00:00","captured_at":"2026-10-30T01:17:43.798Z","last_trade_at":"2026-10-30T00:00:00.161490006Z","price":707.32,"iv_pct":13.496766650842892,"implied_move_pct":2.6615778854793803,"put_call_skew_pp":5.920107423785857,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"0592d07aaec427494d700143ff1c61466fc45d24fd6539bc50c7b308f79f5685"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-10-30T19:50:09.990000+00:00","captured_at":"2026-10-31T00:02:10.678Z","last_trade_at":"2026-10-31T00:00:00.100272762Z","price":694.81,"iv_pct":15.774083348539502,"implied_move_pct":3.0193739747833614,"put_call_skew_pp":6.6295312324698905,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"e9b58cc2b916c80d8df722fa855805c7336e237dd54077bf56e16887a9ebe7e0"},{"symbol":"VOO","expiry":"2026-11-20","observed_at":"2026-11-03T20:50:00.709000+00:00","captured_at":"2026-11-04T09:30:48.122Z","last_trade_at":"2026-11-04T01:00:00.127413771Z","price":693.54,"iv_pct":18.046024899029856,"implied_move_pct":3.0542318349560955,"put_call_skew_pp":9.222478409956821,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/VOO","source_hash":"a667d7425c80408cda947e2c879b670ded78e3258c27255ccd252b27218e2c47"}],"dailyIv":[{"symbol":"VOO","date":"2026-08-10","iv_pct":12.160995514108507,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":12.491428571428571,"put_iv_pct":11.73804328223625},{"expiry":"2026-08-21","call_iv_pct":11.206520547945207,"put_iv_pct":11.13429539295393},{"expiry":"2026-08-28","call_iv_pct":12.76551724137931,"put_iv_pct":12.258923679060665},{"expiry":"2026-09-04","call_iv_pct":12.974299754299757,"put_iv_pct":12.718935643564357}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"36d0a14667711814ffb86688f6088c65819a9aed86125c4dad8b90da27801e33","captured_at":"2026-10-22T01:54:21.763228+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":"0802f189a3d63a722896381b14be9b57b5394bc42fe907f50bc75c3a13b54075"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a0139a610aef4f0568cf538b8a91386972f0c7afa5f3b01a1213f26fed959e55"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"31d97ff1994137d73312d6de9dcf44636f6635dac19af28481439edb71ace343"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1852c09530149a92a045ea81d09b7a8abf22f03a509a1f2116b4115fcebd88fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"57615aff9e8b406932445d75f09e91dcd5b9130999460e903a612a9735e267fb"}]},{"symbol":"VOO","date":"2026-08-11","iv_pct":12.108754549760205,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":12.67468628969791,"put_iv_pct":12.47360759493671},{"expiry":"2026-08-21","call_iv_pct":10.995953307392996,"put_iv_pct":10.754314720812182},{"expiry":"2026-08-28","call_iv_pct":12.569921104536489,"put_iv_pct":11.534159292035397},{"expiry":"2026-09-04","call_iv_pct":13.753428571428572,"put_iv_pct":12.113965517241379}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"392f5c9ccacd25c67441c9bddd8d716db3e24a1bc3531ead937862a5f6c3d52f","captured_at":"2026-10-22T01:54:19.153751+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":"2461207873599b3424c8197ddcf06fc617b251639d975eb2b945e70efbb7e517"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a0139a610aef4f0568cf538b8a91386972f0c7afa5f3b01a1213f26fed959e55"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"31d97ff1994137d73312d6de9dcf44636f6635dac19af28481439edb71ace343"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1852c09530149a92a045ea81d09b7a8abf22f03a509a1f2116b4115fcebd88fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"57615aff9e8b406932445d75f09e91dcd5b9130999460e903a612a9735e267fb"}]},{"symbol":"VOO","date":"2026-08-12","iv_pct":11.073498781694752,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":12.503157894736841,"put_iv_pct":9.687837837837838},{"expiry":"2026-08-21","call_iv_pct":10.86409144196952,"put_iv_pct":9.154793650793652},{"expiry":"2026-08-28","call_iv_pct":11.91115992970123,"put_iv_pct":10.7643961352657},{"expiry":"2026-09-04","call_iv_pct":12.257284768211921,"put_iv_pct":11.445268595041322}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78c8927261efc990a48af09e8a279fb7bf4fd2cf8747be3e75f21ce7b55277b8","captured_at":"2026-10-22T01:54:16.565102+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":"f0ecd8abc5c2a01f9ab8c010bf4b8d07b5dcdd16ba88661faa3ba2865ce6ac32"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a0139a610aef4f0568cf538b8a91386972f0c7afa5f3b01a1213f26fed959e55"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"31d97ff1994137d73312d6de9dcf44636f6635dac19af28481439edb71ace343"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1852c09530149a92a045ea81d09b7a8abf22f03a509a1f2116b4115fcebd88fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"57615aff9e8b406932445d75f09e91dcd5b9130999460e903a612a9735e267fb"}]},{"symbol":"VOO","date":"2026-08-13","iv_pct":10.888350426323605,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":10.755094794898312,"put_iv_pct":10.847277295568752},{"expiry":"2026-08-21","call_iv_pct":9.805436702649656,"put_iv_pct":9.97971816283925},{"expiry":"2026-08-28","call_iv_pct":10.919580645161291,"put_iv_pct":11.040728155339806},{"expiry":"2026-09-04","call_iv_pct":11.795866388308978,"put_iv_pct":11.963101265822786}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"19e0c40c8eb758d22a12047149f88e9593400e3f251561dbfc2121cde63cd750","captured_at":"2026-10-22T01:54:13.157423+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8274abc2a28c507bd1492fc9be79a728c92c8995506b899adb468fbb7540983e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a0139a610aef4f0568cf538b8a91386972f0c7afa5f3b01a1213f26fed959e55"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"31d97ff1994137d73312d6de9dcf44636f6635dac19af28481439edb71ace343"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1852c09530149a92a045ea81d09b7a8abf22f03a509a1f2116b4115fcebd88fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"57615aff9e8b406932445d75f09e91dcd5b9130999460e903a612a9735e267fb"}]},{"symbol":"VOO","date":"2026-08-14","iv_pct":10.615809967796205,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":8.013674121405751,"put_iv_pct":8.351793388429753},{"expiry":"2026-08-28","call_iv_pct":11.938678629690049,"put_iv_pct":10.880176565008027},{"expiry":"2026-09-04","call_iv_pct":11.148620689655173,"put_iv_pct":11.285606936416185},{"expiry":"2026-09-11","call_iv_pct":12.387929411764704,"put_iv_pct":10.92}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ca82f304ddbd02322acd82ede1ddae85b2c970e450149392bf2f66cf7892a117","captured_at":"2026-10-22T01:53:53.159294+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":"242a610f5885d9a5267896a1b852d2ce01ee676da5ec1e2367f09c55934e782b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"31d97ff1994137d73312d6de9dcf44636f6635dac19af28481439edb71ace343"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1852c09530149a92a045ea81d09b7a8abf22f03a509a1f2116b4115fcebd88fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"57615aff9e8b406932445d75f09e91dcd5b9130999460e903a612a9735e267fb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b09f790e57f9a10c5f196dd00c9a06d74b5e17db10c947d960b297e3ef8d081c"}]},{"symbol":"VOO","date":"2026-08-17","iv_pct":11.246502028630083,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":11.07586319218241,"put_iv_pct":9.602857142857141},{"expiry":"2026-08-28","call_iv_pct":11.40287323943662,"put_iv_pct":10.329582806573958},{"expiry":"2026-09-04","call_iv_pct":12.664137931034483,"put_iv_pct":11.135026929982047},{"expiry":"2026-09-11","call_iv_pct":12.842807424593966,"put_iv_pct":10.918867562380038}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d2542fe54dc003ba9d27c2f014318ccbed6efc245271b2717079c51f86cf35c5","captured_at":"2026-10-22T01:53:19.969512+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":"6173f31bfec73077d7a0eb2ad82e1de500f1a09ebd9f74ae153a8506b6f6ba08"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"9adbcce3ae5697005bb4b0938238acc4643b4890d1a0ee62ddc89fd75b214dff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1979709d9d7bea241dd11ba986f28727ee99f2d272702cb160d141303fc353b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"821bf0a711974b9965c17c45f1efab1d3f90911ea1428cb284ca627ac54edd05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1b5b49e6f78a253c99f1f514ecfc001811980403a4306173240a36405efa5518"}]},{"symbol":"VOO","date":"2026-08-18","iv_pct":11.75284361912504,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":11.34773826458037,"put_iv_pct":9.940369942196531},{"expiry":"2026-08-28","call_iv_pct":12.458500727802038,"put_iv_pct":11.33320580474934},{"expiry":"2026-09-04","call_iv_pct":12.781493123772103,"put_iv_pct":11.771272727272727},{"expiry":"2026-09-11","call_iv_pct":12.554255319148938,"put_iv_pct":11.83591304347826}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4a3ba4fb8871718b35471d618c63b67acc997ced05e83bb49e9408369b48966c","captured_at":"2026-10-22T01:53:17.270609+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":"5a59e1ce7a38a2e262770df9ffcad209d02eea17f389714d0c856b334218ed46"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"9adbcce3ae5697005bb4b0938238acc4643b4890d1a0ee62ddc89fd75b214dff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1979709d9d7bea241dd11ba986f28727ee99f2d272702cb160d141303fc353b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"821bf0a711974b9965c17c45f1efab1d3f90911ea1428cb284ca627ac54edd05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1b5b49e6f78a253c99f1f514ecfc001811980403a4306173240a36405efa5518"}]},{"symbol":"VOO","date":"2026-08-19","iv_pct":11.344052136641,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":11.893614457831326,"put_iv_pct":10.726301758366422},{"expiry":"2026-08-28","call_iv_pct":12.074442877291961,"put_iv_pct":11.079746987951808},{"expiry":"2026-09-04","call_iv_pct":12.290018867924529,"put_iv_pct":10.406923076923077},{"expiry":"2026-09-11","call_iv_pct":11.572597137014315,"put_iv_pct":10.708771929824561}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bab84048ab9d31f2003461b43b2fd2bcafb373164de9974d875edcc26c77cd21","captured_at":"2026-10-22T01:53:14.753700+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":"a3978b728be253d1d36be89469be8826427c421406bc08e016aa78d1911c812a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"9adbcce3ae5697005bb4b0938238acc4643b4890d1a0ee62ddc89fd75b214dff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1979709d9d7bea241dd11ba986f28727ee99f2d272702cb160d141303fc353b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"821bf0a711974b9965c17c45f1efab1d3f90911ea1428cb284ca627ac54edd05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1b5b49e6f78a253c99f1f514ecfc001811980403a4306173240a36405efa5518"}]},{"symbol":"VOO","date":"2026-08-20","iv_pct":13.13338361780762,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":16.563343160377357,"put_iv_pct":13.132425588627274},{"expiry":"2026-08-28","call_iv_pct":13.413403954802257,"put_iv_pct":11.707407407407407},{"expiry":"2026-09-04","call_iv_pct":13.35820662768031,"put_iv_pct":11.842156521739131},{"expiry":"2026-09-11","call_iv_pct":12.992450331125829,"put_iv_pct":12.057675350701402}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"afcf7ff838c82cfaeabd48eeb638c93c2991bd0dac8ead237d7b252c8fd41ffc","captured_at":"2026-10-22T01:53:12.263230+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e21b34dd38b46ffc3341cacc282314832169a2036f82a38af353879508dd621d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"9adbcce3ae5697005bb4b0938238acc4643b4890d1a0ee62ddc89fd75b214dff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1979709d9d7bea241dd11ba986f28727ee99f2d272702cb160d141303fc353b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"821bf0a711974b9965c17c45f1efab1d3f90911ea1428cb284ca627ac54edd05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1b5b49e6f78a253c99f1f514ecfc001811980403a4306173240a36405efa5518"}]},{"symbol":"VOO","date":"2026-08-21","iv_pct":11.764926722958391,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":11.313488372093023,"put_iv_pct":11.275925925925925},{"expiry":"2026-09-04","call_iv_pct":12.06622112211221,"put_iv_pct":10.951024096385542},{"expiry":"2026-09-11","call_iv_pct":12.014632206759442,"put_iv_pct":11.573912213740458},{"expiry":"2026-09-18","call_iv_pct":12.53687651331719,"put_iv_pct":12.387333333333332}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"eb6378c7c1477356c44cafdcf6aa0c5242ab6c031f83e61f67db89614a491c17","captured_at":"2026-10-22T01:53:01.457289+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":"4a8ee74ffdf79aed7505af27cb94b55d60ee61f63b4915de6fb926d553421963"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1979709d9d7bea241dd11ba986f28727ee99f2d272702cb160d141303fc353b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"821bf0a711974b9965c17c45f1efab1d3f90911ea1428cb284ca627ac54edd05"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1b5b49e6f78a253c99f1f514ecfc001811980403a4306173240a36405efa5518"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"191c6afa7ceb2ef52eb3761ccfc96fd8be9690e796a6dbfe543a073df6aeb01c"}]},{"symbol":"VOO","date":"2026-08-24","iv_pct":12.7468767424001,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":13.41,"put_iv_pct":13.34},{"expiry":"2026-09-04","call_iv_pct":12.850403100775193,"put_iv_pct":12.327132667617688},{"expiry":"2026-09-11","call_iv_pct":12.081653992395438,"put_iv_pct":12.252110266159697},{"expiry":"2026-09-18","call_iv_pct":13.003855421686747,"put_iv_pct":12.709858490566036}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"683c13ada51c44a57ed6dff7c0ddb2ca4bbcb9d1eef5b71b505c24cd36ce6f33","captured_at":"2026-10-22T01:52:23.670623+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":"d85ff8fe24550582a50c4aa4f23348f34d3278fb953c34ea4c6b6d7932178955"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"70141e42bdef5ab57803a5ccd8930e667cdc2fcd0805c5bf5a0174b9d12c3570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0b7d42a3e8d80ef392f5d9521a4628a9a4606ff76cc2e33d32f9d3d1ca8edd53"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bc9814b988b12727d25a1a2e7f175339498f8188d0898d9c961309e1043822e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0f35c060ee69a30ff00dd617d7d84bf031acf1e2a1d093f8e773051d1e215b9"}]},{"symbol":"VOO","date":"2026-08-25","iv_pct":12.61589095565672,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":12.548588235294117,"put_iv_pct":14.343130929791274},{"expiry":"2026-09-04","call_iv_pct":11.20181568088033,"put_iv_pct":12.344864479315264},{"expiry":"2026-09-11","call_iv_pct":11.800925925925926,"put_iv_pct":12.723889980353636},{"expiry":"2026-09-18","call_iv_pct":12.70261744966443,"put_iv_pct":13.261294964028778}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d761c01e17faad6cfeb9000e432b011d8b6727e40cc70aeb1b50703d49e73515","captured_at":"2026-10-22T01:52:20.769895+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":"e58dcc106ee00e11bab11e324912bbb2afa6207ea6494b09a3ff55ee0cf0a277"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"70141e42bdef5ab57803a5ccd8930e667cdc2fcd0805c5bf5a0174b9d12c3570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0b7d42a3e8d80ef392f5d9521a4628a9a4606ff76cc2e33d32f9d3d1ca8edd53"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bc9814b988b12727d25a1a2e7f175339498f8188d0898d9c961309e1043822e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0f35c060ee69a30ff00dd617d7d84bf031acf1e2a1d093f8e773051d1e215b9"}]},{"symbol":"VOO","date":"2026-08-26","iv_pct":12.884310314630033,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":16.3550623885918,"put_iv_pct":12.934615384615384},{"expiry":"2026-09-04","call_iv_pct":12.180513219284604,"put_iv_pct":11.773225806451613},{"expiry":"2026-09-11","call_iv_pct":12.515215759849907,"put_iv_pct":11.95222596964587},{"expiry":"2026-09-18","call_iv_pct":13.054302325581396,"put_iv_pct":12.309321663019695}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c399de8f84bc5816499c6f31c6e947482bf44c4c1f6eb03d2529aa2132622d6c","captured_at":"2026-10-22T01:52:17.674762+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":"4f1a0dd020be941dec654948dd1b81494ec97d93944f2d26865b6bf4c3fbe8f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"70141e42bdef5ab57803a5ccd8930e667cdc2fcd0805c5bf5a0174b9d12c3570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0b7d42a3e8d80ef392f5d9521a4628a9a4606ff76cc2e33d32f9d3d1ca8edd53"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bc9814b988b12727d25a1a2e7f175339498f8188d0898d9c961309e1043822e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0f35c060ee69a30ff00dd617d7d84bf031acf1e2a1d093f8e773051d1e215b9"}]},{"symbol":"VOO","date":"2026-08-27","iv_pct":11.8106995078233,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":14.208332480818415,"put_iv_pct":14.949699248120302},{"expiry":"2026-09-04","call_iv_pct":10.620353591160221,"put_iv_pct":10.802903225806451},{"expiry":"2026-09-11","call_iv_pct":10.110153846153846,"put_iv_pct":10.655709677419354},{"expiry":"2026-09-18","call_iv_pct":11.311653386454184,"put_iv_pct":11.82679060665362}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc0c29f69eb7d8ff1925c9d61fe7cab8fed0c6db2d649628f4bc782d3bfb91f2","captured_at":"2026-10-22T01:52:14.151786+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"536549373b02f4e14641c7f05ff90479afe06a6715a3e5df2114a06e070d2d6c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"70141e42bdef5ab57803a5ccd8930e667cdc2fcd0805c5bf5a0174b9d12c3570"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0b7d42a3e8d80ef392f5d9521a4628a9a4606ff76cc2e33d32f9d3d1ca8edd53"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bc9814b988b12727d25a1a2e7f175339498f8188d0898d9c961309e1043822e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0f35c060ee69a30ff00dd617d7d84bf031acf1e2a1d093f8e773051d1e215b9"}]},{"symbol":"VOO","date":"2026-08-28","iv_pct":10.940819806453728,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":9.849246704331449,"put_iv_pct":10.719075712881022},{"expiry":"2026-09-11","call_iv_pct":10.12017094017094,"put_iv_pct":10.328093883357042},{"expiry":"2026-09-18","call_iv_pct":11.654892787524368,"put_iv_pct":11.56817097415507},{"expiry":"2026-09-25","call_iv_pct":11.504943566591422,"put_iv_pct":11.78196388261851}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d796c0b2e48a671a43639b5183754704aa6d538d970bc77c92fa620a93468c19","captured_at":"2026-10-22T01:52:05.562375+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":"4c5cf624f83d042992db9530cc4d9318293abc91e4143455a6f94cd4cc6cc4e0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0b7d42a3e8d80ef392f5d9521a4628a9a4606ff76cc2e33d32f9d3d1ca8edd53"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bc9814b988b12727d25a1a2e7f175339498f8188d0898d9c961309e1043822e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0f35c060ee69a30ff00dd617d7d84bf031acf1e2a1d093f8e773051d1e215b9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"bf83feea9451797718d0c5b70d070d86494b23d177cb0d9be1bf9f26c9a01962"}]},{"symbol":"VOO","date":"2026-08-31","iv_pct":11.729757372329999,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":11.502758620689656,"put_iv_pct":11.979019607843137},{"expiry":"2026-09-11","call_iv_pct":11.145242718446601,"put_iv_pct":11.366190476190477},{"expiry":"2026-09-18","call_iv_pct":11.580502793296088,"put_iv_pct":11.948068181818181},{"expiry":"2026-09-25","call_iv_pct":11.881612903225806,"put_iv_pct":12.434663677130045}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e90b8caa21ea7b7050ac1395c45781f9030ff6ed12e7f8a4a6b46b13c4ac089","captured_at":"2026-10-22T01:51:26.160298+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":"6289cb223360309f5b6be4e9cfb8eec415f5ee917910e3fb093bdb644ab7e512"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"30abe106452f9c656e7d6ae4bf17827988f8031eb12a5f8415398558acc48bba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"6ff97eb4587f7a28b465d4adb96f7ef69e103f285f6a27c6341caf2b0ea761d4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f13f56b36c1a288515a68004fbf8140a3056ab34b28a60ea9a2db914df99ae8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"43e747d9f015a1f1c97b0dfe280a11d55ffe089e138c896a1324e0d11b3d996d"}]},{"symbol":"VOO","date":"2026-09-01","iv_pct":12.98772679562218,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":13.703851162790698,"put_iv_pct":14.135205240174672},{"expiry":"2026-09-11","call_iv_pct":12.271033519553072,"put_iv_pct":12.02170305676856},{"expiry":"2026-09-18","call_iv_pct":13.15576171875,"put_iv_pct":12.528167938931297},{"expiry":"2026-09-25","call_iv_pct":13.036800947867299,"put_iv_pct":13.049290780141842}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c271bbfe64519e86df6d2030887f3b8eccd1926f61e8e1f27fc6879e6b677f44","captured_at":"2026-10-22T01:51:09.555370+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":"e10bb38c4a23fe87af4fe6b24bfe7940e8367680098f9442ce6f89c04c05d746"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a2e82c26793691dca05516da6f5e9c19f86bea8a495c2e06d7172324ac00bd34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"5433ace7ea8630b658bdac146aad774b76a75aa1d99cb83b185f30b076afe7fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"61e555fdaa05a4ddf0d93326ce8d318ea4ae8b42c53fadcd6a08b3546bab48cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"c048f84774a3fb6b968bb627ad8a143af87c6a4db591f12bdfb1b3c78bdbd8ab"}]},{"symbol":"VOO","date":"2026-09-02","iv_pct":12.063371334891958,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":13.41576113861386,"put_iv_pct":11.877423580786028},{"expiry":"2026-09-11","call_iv_pct":12.250986486486488,"put_iv_pct":10.327835051546392},{"expiry":"2026-09-18","call_iv_pct":12.456654135338345,"put_iv_pct":11.470656303972365},{"expiry":"2026-09-25","call_iv_pct":12.756162046908317,"put_iv_pct":11.95149193548387}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bca8c35afbfbf809aae024fe8df75253ce6e5865c14e08d60ceecba8729da507","captured_at":"2026-10-22T01:51:06.857197+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":"cf39dd68b779a2ad24a71e9511f95e0d230ca89ee2bc49a654af403cda2c4b85"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a2e82c26793691dca05516da6f5e9c19f86bea8a495c2e06d7172324ac00bd34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"5433ace7ea8630b658bdac146aad774b76a75aa1d99cb83b185f30b076afe7fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"61e555fdaa05a4ddf0d93326ce8d318ea4ae8b42c53fadcd6a08b3546bab48cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"c048f84774a3fb6b968bb627ad8a143af87c6a4db591f12bdfb1b3c78bdbd8ab"}]},{"symbol":"VOO","date":"2026-09-03","iv_pct":11.133101527238388,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":12.978665780141846,"put_iv_pct":10.541723874904653},{"expiry":"2026-09-11","call_iv_pct":10.313243243243244,"put_iv_pct":10.602047781569967},{"expiry":"2026-09-18","call_iv_pct":11.509145728643217,"put_iv_pct":10.399787234042554},{"expiry":"2026-09-25","call_iv_pct":11.197708779443255,"put_iv_pct":11.522489795918368}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"29998cdb06507f6c498d95de070e0a1f79eca57ca6165fd169dd8d048b512ea6","captured_at":"2026-10-22T01:51:03.875902+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":"d509c47303b20ffbb58f156825bd550f0354cb878c8b86d0af15566a576118f8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a2e82c26793691dca05516da6f5e9c19f86bea8a495c2e06d7172324ac00bd34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"5433ace7ea8630b658bdac146aad774b76a75aa1d99cb83b185f30b076afe7fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"61e555fdaa05a4ddf0d93326ce8d318ea4ae8b42c53fadcd6a08b3546bab48cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"c048f84774a3fb6b968bb627ad8a143af87c6a4db591f12bdfb1b3c78bdbd8ab"}]},{"symbol":"VOO","date":"2026-09-04","iv_pct":10.616779808194284,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":9.12373831775701,"put_iv_pct":8.968795900939368},{"expiry":"2026-09-18","call_iv_pct":10.867610350076104,"put_iv_pct":10.176051136363636},{"expiry":"2026-09-25","call_iv_pct":11.250328185328186,"put_iv_pct":10.823179396092362},{"expiry":"2026-10-02","call_iv_pct":11.26296,"put_iv_pct":12.461575178997613}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6b53c42fed882bef0496050924d8e4cbc7d7744b8dc30fab854f73fed54ba31a","captured_at":"2026-10-22T01:50:57.458025+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":"4631d55ea8dcf6bdd3c1a1ee3263feef8a467763757ce8db7e427edc595c7d63"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"5433ace7ea8630b658bdac146aad774b76a75aa1d99cb83b185f30b076afe7fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"61e555fdaa05a4ddf0d93326ce8d318ea4ae8b42c53fadcd6a08b3546bab48cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"c048f84774a3fb6b968bb627ad8a143af87c6a4db591f12bdfb1b3c78bdbd8ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"53f85a59eaf8fa3de0401e9957d0cbaf68305ff14103d67db52cd7964ed412f2"}]},{"symbol":"VOO","date":"2026-09-08","iv_pct":12.807845912283968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":14.551397949673811,"put_iv_pct":12.344742268041237},{"expiry":"2026-09-18","call_iv_pct":13.649588138385504,"put_iv_pct":11.574745762711864},{"expiry":"2026-09-25","call_iv_pct":13.029210019267822,"put_iv_pct":11.782574257425743},{"expiry":"2026-10-02","call_iv_pct":12.59081264108352,"put_iv_pct":12.939696261682244}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b96e9688013601aab678ca142aa5aa233eb9d3d461c8ec559db1e4f2c5a5ef24","captured_at":"2026-10-22T01:50:24.767233+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":"2fcc54d4a7294cde7c8776bea31be7309f16b5336b52ad3489afdcfac9f6918e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"28fb4fd3284e736d5bcd57dced392596737c568f954d0c701f2122c388e4b27f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"e624d7b401fabb4502ca648de5e3f8fffddd0473f3a9671258839e8665a4af81"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0157682fcc9a72b56e5efdd5200a60148e9e1ddcab97634bfc11b845168e3de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1ae55a5375b1887a06a65d81d6fbd4bb031c8c7c654f592c4e95238f2b671cec"}]},{"symbol":"VOO","date":"2026-09-09","iv_pct":13.595644013988164,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":15.813806030969847,"put_iv_pct":13.8351924375422},{"expiry":"2026-09-18","call_iv_pct":13.868861538461537,"put_iv_pct":13.595802098950523},{"expiry":"2026-09-25","call_iv_pct":12.540078277886495,"put_iv_pct":12.742779922779924},{"expiry":"2026-10-02","call_iv_pct":12.490742358078602,"put_iv_pct":13.87788944723618}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ef48e749327d044b5ec86d12485077922f274093c5bb9c1b7f300ab2558c347a","captured_at":"2026-10-22T01:50:21.861588+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":"f5d7f8d940e7446cf3715470fb51a5c5fffe52ff73080b2fc0f707908ba2a155"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"28fb4fd3284e736d5bcd57dced392596737c568f954d0c701f2122c388e4b27f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"e624d7b401fabb4502ca648de5e3f8fffddd0473f3a9671258839e8665a4af81"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0157682fcc9a72b56e5efdd5200a60148e9e1ddcab97634bfc11b845168e3de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1ae55a5375b1887a06a65d81d6fbd4bb031c8c7c654f592c4e95238f2b671cec"}]},{"symbol":"VOO","date":"2026-09-10","iv_pct":15.89765723958128,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":20.92701444622793,"put_iv_pct":18.120141743444364},{"expiry":"2026-09-18","call_iv_pct":15.727580919931855,"put_iv_pct":14.660310077519378},{"expiry":"2026-09-25","call_iv_pct":15.186192560175055,"put_iv_pct":13.785812133072406},{"expiry":"2026-10-02","call_iv_pct":13.59525462962963,"put_iv_pct":15.178951406649615}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"08f3c1483d5459864776d16ffb1dc30d2969e32c916886b8d2c79fce0b53bd5d","captured_at":"2026-10-22T01:50:18.855241+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":"23c3aa8d6ac3b57ad5bf0dbbdc39c7c69d21e36a3cd0859d6b8ae2439e4d55f6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"28fb4fd3284e736d5bcd57dced392596737c568f954d0c701f2122c388e4b27f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"e624d7b401fabb4502ca648de5e3f8fffddd0473f3a9671258839e8665a4af81"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0157682fcc9a72b56e5efdd5200a60148e9e1ddcab97634bfc11b845168e3de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1ae55a5375b1887a06a65d81d6fbd4bb031c8c7c654f592c4e95238f2b671cec"}]},{"symbol":"VOO","date":"2026-09-11","iv_pct":12.314728404451271,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":12.323376623376623,"put_iv_pct":11.871140642303434},{"expiry":"2026-09-25","call_iv_pct":12.40754716981132,"put_iv_pct":12.090348837209303},{"expiry":"2026-10-02","call_iv_pct":11.48511811023622,"put_iv_pct":13.644128440366973},{"expiry":"2026-10-09","call_iv_pct":11.433899371069183,"put_iv_pct":13.262268041237116}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ad44a9c8a9bcf1e2205d409be60bc6c9b863278bd9f93e30443ccddadb0451f","captured_at":"2026-10-22T01:50:11.971875+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":"9ebafd8a66195bcbba2e5b52e6b3bb33fec14d00bac7057a09f5c4af3da00693"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"e624d7b401fabb4502ca648de5e3f8fffddd0473f3a9671258839e8665a4af81"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0157682fcc9a72b56e5efdd5200a60148e9e1ddcab97634bfc11b845168e3de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1ae55a5375b1887a06a65d81d6fbd4bb031c8c7c654f592c4e95238f2b671cec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"c70f5ec62a40dcffe2db652e7721a8f1babb9eb91cade19ed127255500452651"}]},{"symbol":"VOO","date":"2026-09-14","iv_pct":13.86335552931943,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":16.768900584795322,"put_iv_pct":15.222511627906975},{"expiry":"2026-09-25","call_iv_pct":13.616294498381876,"put_iv_pct":12.758850226928894},{"expiry":"2026-10-02","call_iv_pct":12.73980198019802,"put_iv_pct":13.757610993657504},{"expiry":"2026-10-09","call_iv_pct":11.823973799126637,"put_iv_pct":14.21890052356021}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bafc24e7872623d6ef9f993226f42678d3267712c2fcbe6c8394063b9ac2d17b","captured_at":"2026-10-22T01:50:09.460290+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":"4f7e912ef2887d35cb21f3abdddb5685768dccb44a451760904a6a4c0e391cca"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"e624d7b401fabb4502ca648de5e3f8fffddd0473f3a9671258839e8665a4af81"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b0157682fcc9a72b56e5efdd5200a60148e9e1ddcab97634bfc11b845168e3de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"1ae55a5375b1887a06a65d81d6fbd4bb031c8c7c654f592c4e95238f2b671cec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"c70f5ec62a40dcffe2db652e7721a8f1babb9eb91cade19ed127255500452651"}]},{"symbol":"VOO","date":"2026-09-15","iv_pct":14.92969681262232,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":18.207387283236994,"put_iv_pct":17.063510292524377},{"expiry":"2026-09-25","call_iv_pct":14.080133555926544,"put_iv_pct":14.994876325088338},{"expiry":"2026-10-02","call_iv_pct":12.34226480836237,"put_iv_pct":14.9778125},{"expiry":"2026-10-09","call_iv_pct":12.32851931330472,"put_iv_pct":15.443070422535211}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c86a10952abb68baca9cc18b858153f21d295b479735fb66e5dbc9e0827f4017","captured_at":"2026-10-22T01:49:28.753160+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":"440b18b40d7a772e348165d7ba72be81e45552900a24f43a49f500b700aa7ee0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b2d000a13a26bec340b4f24270dbab894b84ad1d3ccdd9d7c0260f4d3db443e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0acc999c51a98a7658a83a90fda5a6af84a4676f937204e95de9323c0f657f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"441b5fa465f303ad0433f9b17ce31ce4e37035330c95cf576ffd53fb2bf494ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"26bc067cb8ee96e42e5cf50485621bb37d19e77655c542eda0dd4fb26b783114"}]},{"symbol":"VOO","date":"2026-09-16","iv_pct":15.430244219853453,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":17.991823104693143,"put_iv_pct":19.580244399185336},{"expiry":"2026-09-25","call_iv_pct":13.69932735426009,"put_iv_pct":15.291863560732114},{"expiry":"2026-10-02","call_iv_pct":12.374545454545455,"put_iv_pct":16.417184466019417},{"expiry":"2026-10-09","call_iv_pct":12.747699115044247,"put_iv_pct":15.339266304347825}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"76013541ad9492703b24751e0b6db7d3598a7d6a61bc0308df0bfe7587c3bdff","captured_at":"2026-10-22T01:49:25.375637+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":"f2d0f75936752399831f8081ed6299ff30a4833e35b78a56f1f37b87f78939fd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b2d000a13a26bec340b4f24270dbab894b84ad1d3ccdd9d7c0260f4d3db443e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0acc999c51a98a7658a83a90fda5a6af84a4676f937204e95de9323c0f657f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"441b5fa465f303ad0433f9b17ce31ce4e37035330c95cf576ffd53fb2bf494ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"26bc067cb8ee96e42e5cf50485621bb37d19e77655c542eda0dd4fb26b783114"}]},{"symbol":"VOO","date":"2026-09-17","iv_pct":12.504401122519242,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":15.163954802259887,"put_iv_pct":12.991751576904415},{"expiry":"2026-09-25","call_iv_pct":12.178326530612244,"put_iv_pct":11.124560770156439},{"expiry":"2026-10-02","call_iv_pct":10.403292682926828,"put_iv_pct":14.2879584120983},{"expiry":"2026-10-09","call_iv_pct":10.522125693160813,"put_iv_pct":13.36323851203501}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"efcaa1a7ddf5fa4cd2dc92b6c72a9bd4b7e737e4431b10c0fd11fd925e243a81","captured_at":"2026-10-22T01:49:21.676655+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":"ded985e14e83bd8a8d1419d5dcd84de21c20dfc6fd4862d1f1efeea0c759d72e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b2d000a13a26bec340b4f24270dbab894b84ad1d3ccdd9d7c0260f4d3db443e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0acc999c51a98a7658a83a90fda5a6af84a4676f937204e95de9323c0f657f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"441b5fa465f303ad0433f9b17ce31ce4e37035330c95cf576ffd53fb2bf494ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"26bc067cb8ee96e42e5cf50485621bb37d19e77655c542eda0dd4fb26b783114"}]},{"symbol":"VOO","date":"2026-09-18","iv_pct":11.015380848797735,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":10.213700787401574,"put_iv_pct":10.27393442622951},{"expiry":"2026-10-02","call_iv_pct":9.20366498740554,"put_iv_pct":12.37414762741652},{"expiry":"2026-10-09","call_iv_pct":9.814782608695651,"put_iv_pct":12.46470338983051},{"expiry":"2026-10-16","call_iv_pct":10.64608269858542,"put_iv_pct":13.132030264817152}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f5f42f141cbe76976a963e162df4fe958fe1b117a0cf12be6171be2ba26b36b","captured_at":"2026-10-22T01:49:05.675714+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":"2f7a53354f44321bb399a2323e8bece360bb6dae66df1028c181e4545b09de4e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0acc999c51a98a7658a83a90fda5a6af84a4676f937204e95de9323c0f657f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"441b5fa465f303ad0433f9b17ce31ce4e37035330c95cf576ffd53fb2bf494ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"26bc067cb8ee96e42e5cf50485621bb37d19e77655c542eda0dd4fb26b783114"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a4568a6e875e3475baa2f6400646418bd940e4949531f5063823615a52059bd8"}]},{"symbol":"VOO","date":"2026-09-21","iv_pct":11.178907843342557,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":10.933582709891937,"put_iv_pct":10.59423501577287},{"expiry":"2026-10-02","call_iv_pct":8.865723756906077,"put_iv_pct":12.022642642642642},{"expiry":"2026-10-09","call_iv_pct":10.086363636363636,"put_iv_pct":13.035621301775146},{"expiry":"2026-10-16","call_iv_pct":10.892591170825336,"put_iv_pct":13.000502512562814}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"86e75282211ab3f9cc2d394ded0d3b101d70a340db0c9f84cf4895f3dce3980e","captured_at":"2026-10-22T01:49:02.978722+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":"2626d1adcbd2211a801d68a16603aedd030e05d805d5d16cc425f534ab937142"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0acc999c51a98a7658a83a90fda5a6af84a4676f937204e95de9323c0f657f35"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"441b5fa465f303ad0433f9b17ce31ce4e37035330c95cf576ffd53fb2bf494ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"26bc067cb8ee96e42e5cf50485621bb37d19e77655c542eda0dd4fb26b783114"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a4568a6e875e3475baa2f6400646418bd940e4949531f5063823615a52059bd8"}]},{"symbol":"VOO","date":"2026-09-22","iv_pct":10.763471011221878,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":11.474664634146341,"put_iv_pct":9.011168526130358},{"expiry":"2026-10-02","call_iv_pct":9.814109589041097,"put_iv_pct":11.767615062761507},{"expiry":"2026-10-09","call_iv_pct":9.669243085880641,"put_iv_pct":12.171092896174864},{"expiry":"2026-10-16","call_iv_pct":10.786034816247582,"put_iv_pct":11.413839479392625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f1adaeb2878a01742d7a13a5882a710deb6bf7e1bc1aab412a90f0a01b447b5f","captured_at":"2026-10-22T01:48:29.273472+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":"0e19ea02b1eddbfcaf07e97f414d37a3fcc1eea43b21cbec58facebaaeeb25f9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"df33712fa354bdea0c4063a17114c89db5e5f89b5a3b7235917c44ffef708345"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"209e3fb77b1ce29dcb979cc0cf5e650165a5fe54bad6de16a4925def952195b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"270b29d88fd113a54a27bbd8973ffb470a4790b8cd417ee3aa18b3374e710b6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0311c47586436eee90b2514f9bc3aa22c4c5b44e68f353454afb824bd2463360"}]},{"symbol":"VOO","date":"2026-09-23","iv_pct":11.765128057813278,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":12.132893982808023,"put_iv_pct":11.577764857881135},{"expiry":"2026-10-02","call_iv_pct":9.640767590618337,"put_iv_pct":13.668835820895522},{"expiry":"2026-10-09","call_iv_pct":9.880388059701492,"put_iv_pct":13.290843373493978},{"expiry":"2026-10-16","call_iv_pct":10.848471953578336,"put_iv_pct":13.081058823529412}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"060eda4393e0b9c8b135273355f9fa3d2340792e3e2a1011e3e090571bd71d2c","captured_at":"2026-10-22T01:48:26.967422+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":"76dac695447961ca32d575f5e3f9da5d4e2bd4a6927d907fd3e04b6ad8d694e1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"df33712fa354bdea0c4063a17114c89db5e5f89b5a3b7235917c44ffef708345"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"209e3fb77b1ce29dcb979cc0cf5e650165a5fe54bad6de16a4925def952195b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"270b29d88fd113a54a27bbd8973ffb470a4790b8cd417ee3aa18b3374e710b6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0311c47586436eee90b2514f9bc3aa22c4c5b44e68f353454afb824bd2463360"}]},{"symbol":"VOO","date":"2026-09-24","iv_pct":12.066402086434444,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":14.238064159292035,"put_iv_pct":10.463719635627529},{"expiry":"2026-10-02","call_iv_pct":10.520796555435954,"put_iv_pct":13.36813295615276},{"expiry":"2026-10-09","call_iv_pct":10.015657142857142,"put_iv_pct":13.535202312138727},{"expiry":"2026-10-16","call_iv_pct":10.812684310018904,"put_iv_pct":13.576959619952495}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78205faa5617593f16828bb77acfe09d48726f6524bb842e24c355fb7a32ab92","captured_at":"2026-10-22T01:48:24.361988+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":"77fa3daa7f8168c4ccc3880ea17269cf4c319c2221b36d4a5e08c4018c3bc0d0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"df33712fa354bdea0c4063a17114c89db5e5f89b5a3b7235917c44ffef708345"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"209e3fb77b1ce29dcb979cc0cf5e650165a5fe54bad6de16a4925def952195b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"270b29d88fd113a54a27bbd8973ffb470a4790b8cd417ee3aa18b3374e710b6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0311c47586436eee90b2514f9bc3aa22c4c5b44e68f353454afb824bd2463360"}]},{"symbol":"VOO","date":"2026-09-25","iv_pct":11.450399131355553,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":9.125273542600896,"put_iv_pct":14.002109589041096},{"expiry":"2026-10-09","call_iv_pct":9.681352405721718,"put_iv_pct":12.191151202749142},{"expiry":"2026-10-16","call_iv_pct":10.41045138888889,"put_iv_pct":12.860357142857143},{"expiry":"2026-10-23","call_iv_pct":10.287510373443984,"put_iv_pct":13.04498740554156}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"242d2b0c665e152afd17baac14736b5412e73e8e4e6261764dcfb51d780c3396","captured_at":"2026-10-22T01:48:17.971658+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":"b7fc6a6534dea5d8c83d49eaa07ff34c649413cb6736af747adc1143b82f37cd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"209e3fb77b1ce29dcb979cc0cf5e650165a5fe54bad6de16a4925def952195b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"270b29d88fd113a54a27bbd8973ffb470a4790b8cd417ee3aa18b3374e710b6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0311c47586436eee90b2514f9bc3aa22c4c5b44e68f353454afb824bd2463360"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"fbcc3844796f9a1133c7a7c5c9a56b7a525df4cb7dd75192981aed6dbd6eaee0"}]},{"symbol":"VOO","date":"2026-09-28","iv_pct":12.939271310201653,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":13.557058823529411,"put_iv_pct":12.905269343780606},{"expiry":"2026-10-09","call_iv_pct":12.074654088050316,"put_iv_pct":13.104622950819673},{"expiry":"2026-10-16","call_iv_pct":13.410687622789782,"put_iv_pct":12.790576540755469},{"expiry":"2026-10-23","call_iv_pct":13.37089108910891,"put_iv_pct":12.300410022779044}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8e2f6ad9474eec485af51c7a38e9ece519b51aa700d9b57071f81f7dd624588f","captured_at":"2026-10-22T01:48:15.351489+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":"07d32a56a1951254d0926ac017b6a6d83ca3c82eed17a6234008be4bdcdc65f8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"209e3fb77b1ce29dcb979cc0cf5e650165a5fe54bad6de16a4925def952195b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"270b29d88fd113a54a27bbd8973ffb470a4790b8cd417ee3aa18b3374e710b6b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0311c47586436eee90b2514f9bc3aa22c4c5b44e68f353454afb824bd2463360"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"fbcc3844796f9a1133c7a7c5c9a56b7a525df4cb7dd75192981aed6dbd6eaee0"}]},{"symbol":"VOO","date":"2026-09-29","iv_pct":13.080762206784257,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":14.082005277044853,"put_iv_pct":12.977834394904459},{"expiry":"2026-10-09","call_iv_pct":13.060390977443609,"put_iv_pct":12.24779917469051},{"expiry":"2026-10-16","call_iv_pct":13.382489795918367,"put_iv_pct":12.988514851485148},{"expiry":"2026-10-23","call_iv_pct":13.12875299760192,"put_iv_pct":12.778310185185186}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"398c91de1c9bec476e1b1e9426ed039d3e1331bf5bcec600afcd5ce9279aeecd","captured_at":"2026-10-22T01:47:31.173458+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":"870421d1c18464596d593f8aa8b99882b395bfad03ab82a6cfe20750ead8c501"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4123fbe4e5f8181a8f1dee9d2d8e79580012a083d9f7559ebe13ea01313a61cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"3bb21fc9300199b599bd9c552043f925938355ba89ef89443a80f16725efc413"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0137ff67819179bdbf6a7b9c1405dfab2b7b86f284e610ef86393ed957f5017d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0ac67c83fdca664564ecbb916cddbb52042433b573d467fd180be4a5eeb5a216"}]},{"symbol":"VOO","date":"2026-09-30","iv_pct":13.82023328348912,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":17.94546234509056,"put_iv_pct":14.79035294117647},{"expiry":"2026-10-09","call_iv_pct":13.609435364041605,"put_iv_pct":12.22125},{"expiry":"2026-10-16","call_iv_pct":13.85342741935484,"put_iv_pct":12.287765957446808},{"expiry":"2026-10-23","call_iv_pct":13.576346153846153,"put_iv_pct":12.277826086956521}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5016da6dba31914c54e3e076948b8a169c07adb1785fa30e4fd3f9697a4b4474","captured_at":"2026-10-22T01:47:29.030169+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":"30c0593d556e109a9f58aa104953ec175a4a7f1ad1c3383135f3c59e91106ecc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4123fbe4e5f8181a8f1dee9d2d8e79580012a083d9f7559ebe13ea01313a61cb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"3bb21fc9300199b599bd9c552043f925938355ba89ef89443a80f16725efc413"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0137ff67819179bdbf6a7b9c1405dfab2b7b86f284e610ef86393ed957f5017d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0ac67c83fdca664564ecbb916cddbb52042433b573d467fd180be4a5eeb5a216"}]},{"symbol":"VOO","date":"2026-10-01","iv_pct":13.642586797793955,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":18.432572016460906,"put_iv_pct":14.02573726541555},{"expiry":"2026-10-09","call_iv_pct":13.94628368794326,"put_iv_pct":11.488590308370043},{"expiry":"2026-10-16","call_iv_pct":13.598368932038834,"put_iv_pct":11.900775862068965},{"expiry":"2026-10-23","call_iv_pct":12.936473214285716,"put_iv_pct":12.811893095768372}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9991e6061cebf89c667d9f2a8143e0488993f7d4fede00404e4a7f2f68eb7dc7","captured_at":"2026-10-22T01:47:15.358298+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":"305f00a07d1fc84f9f0f4d3a687c3b895e0dfdd9f18240222800ba26517ce4ea"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"bb0f9a40843e474c7f0e7d8f6aa471a1535bf78d86cbda3dcbfcb8c55057c46d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"3348d2220f3327781d2b1fe03c3b6bc8ac7f5b7ccac345af06d19ef3adf3cd51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0aa48ee36b96c94f4df23469a429d4125f967c4106fb17fe227f1bc74c117980"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"832359f461b61ffa95788f2a51b355d6adc3488063f701b62ce569c42b7ac4c9"}]},{"symbol":"VOO","date":"2026-10-02","iv_pct":11.262065571105115,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":10.117507477567298,"put_iv_pct":10.030181634712413},{"expiry":"2026-10-16","call_iv_pct":11.126687022900764,"put_iv_pct":11.222296650717704},{"expiry":"2026-10-23","call_iv_pct":11.19948275862069,"put_iv_pct":11.465675146771037},{"expiry":"2026-10-30","call_iv_pct":12.227142857142857,"put_iv_pct":12.707551020408165}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c4f3d92312570d3bf2d057af8eb57d2f0c41efcd17895e9a4f2e0a907e7f332d","captured_at":"2026-10-22T01:47:11.759484+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":"e0076864f2ba1e27bf655300227ba531972d3a98ebe1a750f5d50e5a76fd19fb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"3348d2220f3327781d2b1fe03c3b6bc8ac7f5b7ccac345af06d19ef3adf3cd51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0aa48ee36b96c94f4df23469a429d4125f967c4106fb17fe227f1bc74c117980"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"832359f461b61ffa95788f2a51b355d6adc3488063f701b62ce569c42b7ac4c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"ef35017e9ff010a2b473a4e7931dea1a00c6a3bca510041fc660c677abb9d880"}]},{"symbol":"VOO","date":"2026-10-05","iv_pct":11.749879250794606,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":12.067544453852667,"put_iv_pct":10.743170731707316},{"expiry":"2026-10-16","call_iv_pct":11.295872093023256,"put_iv_pct":10.704285714285716},{"expiry":"2026-10-23","call_iv_pct":12.008916827852998,"put_iv_pct":11.602307692307692},{"expiry":"2026-10-30","call_iv_pct":13.007219512195123,"put_iv_pct":12.569716981132077}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b923744d05f10b08a2483b66769343f1573b2b6908d4fe474bef70607fa9ccf","captured_at":"2026-10-22T01:47:09.275662+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":"0a3f95e27f2cd1a5ef9193a99464d0a87e0acc6ca0e84b2cac571cd9c506df50"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"3348d2220f3327781d2b1fe03c3b6bc8ac7f5b7ccac345af06d19ef3adf3cd51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0aa48ee36b96c94f4df23469a429d4125f967c4106fb17fe227f1bc74c117980"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"832359f461b61ffa95788f2a51b355d6adc3488063f701b62ce569c42b7ac4c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"ef35017e9ff010a2b473a4e7931dea1a00c6a3bca510041fc660c677abb9d880"}]},{"symbol":"VOO","date":"2026-10-06","iv_pct":11.428177408987015,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":12.011482649842272,"put_iv_pct":10.130983277591973},{"expiry":"2026-10-16","call_iv_pct":11.151373333333334,"put_iv_pct":10.357602040816328},{"expiry":"2026-10-23","call_iv_pct":12.070087260034903,"put_iv_pct":11.2697461928934},{"expiry":"2026-10-30","call_iv_pct":12.463566739606126,"put_iv_pct":11.970577777777779}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"80de8ee1d46bf94dffed94cbbfa06a53c1d45e297b5371487c8cf06384999003","captured_at":"2026-10-22T01:47:06.862524+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":"a160fdde45dc516de30aaf7af47ffebc7e91f7de7c4b574766d00909fb13baa3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"3348d2220f3327781d2b1fe03c3b6bc8ac7f5b7ccac345af06d19ef3adf3cd51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0aa48ee36b96c94f4df23469a429d4125f967c4106fb17fe227f1bc74c117980"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"832359f461b61ffa95788f2a51b355d6adc3488063f701b62ce569c42b7ac4c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"ef35017e9ff010a2b473a4e7931dea1a00c6a3bca510041fc660c677abb9d880"}]},{"symbol":"VOO","date":"2026-10-07","iv_pct":11.123017843297594,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":11.325977961432507,"put_iv_pct":9.746830769230769},{"expiry":"2026-10-16","call_iv_pct":10.956481257557437,"put_iv_pct":10.69416563658838},{"expiry":"2026-10-23","call_iv_pct":10.9,"put_iv_pct":10.93567190226876},{"expiry":"2026-10-30","call_iv_pct":11.614853556485356,"put_iv_pct":12.810161662817551}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4f553e6f035540bfa6b2d1fb608f436d61dc1c80186864545a2615ed906c1948","captured_at":"2026-10-22T01:46:52.164724+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":"22be28537c5a1223ef3414879da3fabac02e07908f9e1b8e991e524ddc113ddd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"3348d2220f3327781d2b1fe03c3b6bc8ac7f5b7ccac345af06d19ef3adf3cd51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"0aa48ee36b96c94f4df23469a429d4125f967c4106fb17fe227f1bc74c117980"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"832359f461b61ffa95788f2a51b355d6adc3488063f701b62ce569c42b7ac4c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"ef35017e9ff010a2b473a4e7931dea1a00c6a3bca510041fc660c677abb9d880"}]},{"symbol":"VOO","date":"2026-10-08","iv_pct":11.96664483382395,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":13.273409090909091,"put_iv_pct":13.737709251101322},{"expiry":"2026-10-16","call_iv_pct":10.00254004576659,"put_iv_pct":11.99078624078624},{"expiry":"2026-10-23","call_iv_pct":10.711086614173228,"put_iv_pct":11.98569536423841},{"expiry":"2026-10-30","call_iv_pct":11.664545454545454,"put_iv_pct":12.367386609071275}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"01d2f449c61f7691644ddb8b4898ca49e0e5596e5cd5b3f4ddbca135fce58029","captured_at":"2026-10-22T01:46:13.352158+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":"a705996efdb228d76d84b0ce47471decb56a419b03d087a3e49ba12b81893666"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"fc9f8ce1826b1798f9e97208b3c9a9cef03bff8ca2f29b77ebc09cb10057dd1d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"450d115feeae878c352418f53fe389494004ad1fb4eb73fa8a78433527ec0e68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"beb47e2055f52aec28d140d1898f43eb599d9a13fafb777462f584847c95a51c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f3d1261623c75f178be02439147829ef58fe886742a26b237c91c58fe8958367"}]},{"symbol":"VOO","date":"2026-10-09","iv_pct":10.57472620862662,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":9.383179680150517,"put_iv_pct":8.903887399463807},{"expiry":"2026-10-23","call_iv_pct":9.580252100840337,"put_iv_pct":10.016088193456616},{"expiry":"2026-10-30","call_iv_pct":11.172334630350193,"put_iv_pct":11.371600790513833},{"expiry":"2026-11-06","call_iv_pct":11.544932432432432,"put_iv_pct":12.625534441805225}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"82b218a58b1704cef8e591a35b8e051b5970d56222892ea139f05b1d336dee98","captured_at":"2026-10-22T01:46:08.471711+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":"46c380daf18f0c962d88c544783b2d81e0b90e870386f72c9d77bcae66e6cb52"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"450d115feeae878c352418f53fe389494004ad1fb4eb73fa8a78433527ec0e68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"beb47e2055f52aec28d140d1898f43eb599d9a13fafb777462f584847c95a51c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f3d1261623c75f178be02439147829ef58fe886742a26b237c91c58fe8958367"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76e383388ebd3315282cfc389dbfd7aaa0f6bf3bef5aca7479c3ca4f955bffe7"}]},{"symbol":"VOO","date":"2026-10-12","iv_pct":11.039691760197769,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":10.89945945945946,"put_iv_pct":9.910674846625767},{"expiry":"2026-10-23","call_iv_pct":10.14919540229885,"put_iv_pct":10.241898734177216},{"expiry":"2026-10-30","call_iv_pct":11.575714285714286,"put_iv_pct":11.42667910447761},{"expiry":"2026-11-06","call_iv_pct":12.132311320754717,"put_iv_pct":11.981600928074245}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"46e5cbe7593f06c343560dcc381aadd9f4b683186c0650c0df88977dd24aefdf","captured_at":"2026-10-22T01:46:05.771563+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":"5116e6adf3d9de7b3ae3184c4e435ee31c46801c2f193dcf25ef6fb403891651"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"450d115feeae878c352418f53fe389494004ad1fb4eb73fa8a78433527ec0e68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"beb47e2055f52aec28d140d1898f43eb599d9a13fafb777462f584847c95a51c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f3d1261623c75f178be02439147829ef58fe886742a26b237c91c58fe8958367"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76e383388ebd3315282cfc389dbfd7aaa0f6bf3bef5aca7479c3ca4f955bffe7"}]},{"symbol":"VOO","date":"2026-10-13","iv_pct":11.673410208878442,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":11.956503340757237,"put_iv_pct":11.525162337662337},{"expiry":"2026-10-23","call_iv_pct":10.6951728553137,"put_iv_pct":11.38565445026178},{"expiry":"2026-10-30","call_iv_pct":11.751882998171846,"put_iv_pct":11.4855},{"expiry":"2026-11-06","call_iv_pct":12.435931034482758,"put_iv_pct":12.15147465437788}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b053a7fc21aa730a1ca14ed641700cb8bc113bfcf59b7246e176f8ded946b86d","captured_at":"2026-10-22T01:46:02.662815+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":"f3a1a3e2c9d10678e6aca2557e63bd1dc1e1a8a300a81e4c7190a106cb84ce63"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"450d115feeae878c352418f53fe389494004ad1fb4eb73fa8a78433527ec0e68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"beb47e2055f52aec28d140d1898f43eb599d9a13fafb777462f584847c95a51c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f3d1261623c75f178be02439147829ef58fe886742a26b237c91c58fe8958367"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76e383388ebd3315282cfc389dbfd7aaa0f6bf3bef5aca7479c3ca4f955bffe7"}]},{"symbol":"VOO","date":"2026-10-14","iv_pct":13.441397147551207,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":15.72858108108108,"put_iv_pct":13.218977099236639},{"expiry":"2026-10-23","call_iv_pct":12.595948855989231,"put_iv_pct":12.313615084525358},{"expiry":"2026-10-30","call_iv_pct":13.685968688845401,"put_iv_pct":13.307627118644067},{"expiry":"2026-11-06","call_iv_pct":13.502709832134292,"put_iv_pct":13.177749419953596}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e0cf94be7e7a94647a583eadad8682338f2742a2f5aea7131c3d26a533f09c23","captured_at":"2026-10-22T01:45:59.967125+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":"99cab2f0a503980e35eee11c7bb618c08b66fdec3033d12f2aa998c2144063b4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"450d115feeae878c352418f53fe389494004ad1fb4eb73fa8a78433527ec0e68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"beb47e2055f52aec28d140d1898f43eb599d9a13fafb777462f584847c95a51c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f3d1261623c75f178be02439147829ef58fe886742a26b237c91c58fe8958367"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"76e383388ebd3315282cfc389dbfd7aaa0f6bf3bef5aca7479c3ca4f955bffe7"}]},{"symbol":"VOO","date":"2026-10-15","iv_pct":12.211798227673246,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":12.851813186813189,"put_iv_pct":12.41449513381995},{"expiry":"2026-10-23","call_iv_pct":9.817042716319824,"put_iv_pct":12.264361445783132},{"expiry":"2026-10-30","call_iv_pct":12.48314946619217,"put_iv_pct":12.98866037735849},{"expiry":"2026-11-06","call_iv_pct":12.113829787234042,"put_iv_pct":12.761033707865169}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"23ed2e10a331bf652838aca64a6565dc404cd9f8b0b4f1da563cc17275e2128c","captured_at":"2026-10-22T01:45:23.071718+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":"443ac80bb128ff92fdeeaf146bbedeedb7bc58b94c9fd669080737834b75080f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"913b13c68cf7745aaa0be1208d13445c41ca64964563fc60e5dcbe4d4e1b29ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"37fb66f00e3bf6113152d33dca19ee4076478a9af6364e9668607cfeda21ed92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"6f2388c2e05ea1fd7e5f8979543acc42ecbaecba0fa006b7bcf60afbe45ff751"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a9fa60ee97ca40cb75b861529b0ec725088f48ed68f52de1f447c4685857f176"}]},{"symbol":"VOO","date":"2026-10-16","iv_pct":14.797653516072653,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":13.277447595561037,"put_iv_pct":16.06960698689956},{"expiry":"2026-10-30","call_iv_pct":14.306583493282151,"put_iv_pct":15.785793814432992},{"expiry":"2026-11-06","call_iv_pct":14.195827338129497,"put_iv_pct":15.498307291666666},{"expiry":"2026-11-13","call_iv_pct":14.107396121883658,"put_iv_pct":15.140265486725662}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78dbf0da3f9950ec47453faef77a84a08c9760337a84d69b09db9f4f56c624e8","captured_at":"2026-10-22T01:45:16.755278+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":"38dfc843668de0689509c169fe5d92a0e28eb92abf7c3df0970066dec8532278"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"37fb66f00e3bf6113152d33dca19ee4076478a9af6364e9668607cfeda21ed92"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"6f2388c2e05ea1fd7e5f8979543acc42ecbaecba0fa006b7bcf60afbe45ff751"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a9fa60ee97ca40cb75b861529b0ec725088f48ed68f52de1f447c4685857f176"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ac87bec204f5a84eeb657d3002a0b0d17c2d905f8698d1d71f76cd75fbcb769"}]},{"symbol":"VOO","date":"2026-10-19","iv_pct":14.444297863536594,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":15.989976635514019,"put_iv_pct":14.526672914714151},{"expiry":"2026-10-30","call_iv_pct":15.141711409395972,"put_iv_pct":13.251267828843108},{"expiry":"2026-11-06","call_iv_pct":15.118,"put_iv_pct":12.871106639839033},{"expiry":"2026-11-13","call_iv_pct":14.977127071823205,"put_iv_pct":13.678520408163267}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0cd20f25f5f2957efa0dbd327dfd8fd625fdca5488deb509e6085b387f8b1bd6","captured_at":"2026-10-21T19:09:36.166800+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":"f1a5a57370b2da5ea234cfb1f421e21c9afdae5f3f7f28085e7024ddcd05a3f4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"07e0f761e3b5d0da7ee3f2791c64f3b6fd4f5c7392081da1d63c4a2677678df7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"18777ad9e26e97f52ce7ac8300978bbc945090c28b9e5a80e18dbd99c18b557f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7d480ea6a865eadbcddeb87324775c1b07d293a81de42bab3065b2e7963753ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b07c5b373a3e9191d1dd1065c1e7e841c642a186ba0f55800cf7a3fe723401c"}]},{"symbol":"VOO","date":"2026-10-20","iv_pct":13.803824863873354,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":13.858227848101265,"put_iv_pct":13.080633019674936},{"expiry":"2026-10-30","call_iv_pct":14.605151515151515,"put_iv_pct":13.68184210526316},{"expiry":"2026-11-06","call_iv_pct":13.866694560669455,"put_iv_pct":13.66259574468085},{"expiry":"2026-11-13","call_iv_pct":14.114267676767678,"put_iv_pct":13.561186440677966}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"503ea76e8920c3a171bf78af557a1bade310159add6bbf637c9b068bf13f7cb0","captured_at":"2026-10-21T19:09:35.396736+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":"baf75efa1a4d429d912f59e24e9db27377070584c40ac3c5325ffd94043b98de"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"07e0f761e3b5d0da7ee3f2791c64f3b6fd4f5c7392081da1d63c4a2677678df7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"18777ad9e26e97f52ce7ac8300978bbc945090c28b9e5a80e18dbd99c18b557f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7d480ea6a865eadbcddeb87324775c1b07d293a81de42bab3065b2e7963753ee"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5b07c5b373a3e9191d1dd1065c1e7e841c642a186ba0f55800cf7a3fe723401c"}]},{"symbol":"VOO","date":"2026-10-21","iv_pct":13.2051457044516,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":12.582340145023071,"put_iv_pct":12.681581395348838},{"expiry":"2026-10-30","call_iv_pct":13.156255572065378,"put_iv_pct":14.264510433386837},{"expiry":"2026-11-06","call_iv_pct":13.138406374501994,"put_iv_pct":13.362479338842975},{"expiry":"2026-11-13","call_iv_pct":13.322882096069868,"put_iv_pct":13.132710280373832}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2f3f90b2577d047fb33ab5c8351684174cb8982586c6c35a67a260f5b34f83f4","captured_at":"2026-10-22T00:22:42.672609+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":"VOO","date":"2026-10-21","format":"json"},"source_hash":"c1fc7c22e476993c71fa25deb5ceee51e6f6ad4f2ffbae887e67a6055acb38fe"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"ba1329e3ac6f28a08cc3b1a7a098b9bcad5c8210240b3711061374a2077e79ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"b259bbd3ccc0438cb70c2695f461c0b1ad7cddd09e961270c4452d4c4d001ba4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"83eefa475ab0b1edafbbd33ff3af116e5dce5bbe187b12128ba71163fcbca363"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fd68ab0ee7c3b52ba682890a68aafeb62cc66e8037f5a74ea3564d7862d67ead"}]},{"symbol":"VOO","date":"2026-10-22","iv_pct":16.398860553962226,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":16.480625869262866,"put_iv_pct":19.99901509705248},{"expiry":"2026-10-30","call_iv_pct":15.34887804878049,"put_iv_pct":17.08374558303887},{"expiry":"2026-11-06","call_iv_pct":15.294341252699784,"put_iv_pct":16.29355140186916},{"expiry":"2026-11-13","call_iv_pct":14.93758354755784,"put_iv_pct":15.753143631436314}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a13229b457e6109a32f44e1040361a2f82e63e5f780c2055adbbbbda31f43de7","captured_at":"2026-10-22T21:14:05.669530+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":"VOO","date":"2026-10-22","format":"json"},"source_hash":"d28d9e6e99dbbf9bf5487ab513eb55c9a0c80a4feb99a6a0be6b60dc5f943825"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"6439475ac8891592fd7f84d9ffdf125b5b5991c15e4267cd27bdd8c52886f33b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"a3935c3e6d4f919e563a0d0b31adda28bf38b0d239d8f2b8118c0e64cab6847f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fad637ddcecd9bfe32097e27fd140e15f91f227d42ac6bb348277a69367f2750"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"576757fa4decb1ba7dad8c69a45b6ff118e16b90935c0cb433f5e4bf683be57b"}]},{"symbol":"VOO","date":"2026-10-23","iv_pct":15.857200806120103,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":17.061122448979592,"put_iv_pct":16.63829268292683},{"expiry":"2026-11-06","call_iv_pct":15.647685589519652,"put_iv_pct":16.215404814004376},{"expiry":"2026-11-13","call_iv_pct":15.610155844155843,"put_iv_pct":15.2310447761194},{"expiry":"2026-11-20","call_iv_pct":15.345747800586512,"put_iv_pct":15.108152492668623}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"54f99d784fa876d3ec08817030d81cc02131ae5966083bab1041b52062e30119","captured_at":"2026-10-23T21:20:32.425580+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":"VOO","date":"2026-10-23","format":"json"},"source_hash":"780f2dd04f611e9808161c2572ec94b2ce3d340b4a6650aa63f381b39fe14822"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"3478054c4203eeed10b0704029997faf53afd7f6c1c4a58dfaf4ff78a5e653fd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"95d1df868a3f4e9db9406b533c5db419adf04037408eb73f20ffbd9c69ae29cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8af46007b12198a81f717ced30e2c1cff8670f0fe8b0263abb0866c99c650cef"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"46f8d99b8fc7f4a105ff6befe72e3e50424f52d7bc0a180398e48f0eebe7be04"}]},{"symbol":"VOO","date":"2026-10-26","iv_pct":15.356827251582878,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":17.162613636363634,"put_iv_pct":16.285674698795184},{"expiry":"2026-11-06","call_iv_pct":15.770984251968503,"put_iv_pct":14.56047358834244},{"expiry":"2026-11-13","call_iv_pct":14.999541284403673,"put_iv_pct":14.570066225165565},{"expiry":"2026-11-20","call_iv_pct":14.936434540389973,"put_iv_pct":14.568829787234042}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c395609753eb06111e601d4f1b125c8cf9d0adbe94e8838439b292c36010c11","captured_at":"2026-11-01T02:53:52.223336+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":"VOO","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"c57b7020e9b1cbd3bfbd0fc69cdb4440a5bee7ba5d251558128d27ebb5554587"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bfd0b30d2cb5e845c625a187488d095537f490d8bc02a5c2d66383fb3f60058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1d18d9f65c3430160b8a8153c2eb6ef7ae95c0b1414972fc676dc70421c54dc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"22085c26a3fbd6bc11fec5c5551dcbba00b69eaec45300bdc56a846d7ba3d399"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f77c93d4f1f97aa27a7385c154ee3eaef0d2fc19045b862977879706d8a80461"}]},{"symbol":"VOO","date":"2026-10-27","iv_pct":14.641701412267276,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":16.967978723404258,"put_iv_pct":14.274260051325921},{"expiry":"2026-11-06","call_iv_pct":14.841145833333332,"put_iv_pct":14.166231155778894},{"expiry":"2026-11-13","call_iv_pct":14.376300448430493,"put_iv_pct":14.147024070021882},{"expiry":"2026-11-20","call_iv_pct":14.353103448275862,"put_iv_pct":14.007567567567566}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"237b81ab8ee3b8d905b22669d67c8180d171562603fdc4384c3c1b8c7ac72858","captured_at":"2026-11-01T02:53:50.774038+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":"VOO","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"2ded212a4288d28a19de2e919691f60e7461a32c6a3b027dd98f913ed04ccf23"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bfd0b30d2cb5e845c625a187488d095537f490d8bc02a5c2d66383fb3f60058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1d18d9f65c3430160b8a8153c2eb6ef7ae95c0b1414972fc676dc70421c54dc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"22085c26a3fbd6bc11fec5c5551dcbba00b69eaec45300bdc56a846d7ba3d399"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f77c93d4f1f97aa27a7385c154ee3eaef0d2fc19045b862977879706d8a80461"}]},{"symbol":"VOO","date":"2026-10-28","iv_pct":14.186119534546112,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":16.021947463768115,"put_iv_pct":15.478125484120836},{"expiry":"2026-11-06","call_iv_pct":13.561034482758618,"put_iv_pct":14.528180404354588},{"expiry":"2026-11-13","call_iv_pct":13.190526315789475,"put_iv_pct":13.484800796812749},{"expiry":"2026-11-20","call_iv_pct":13.687156862745098,"put_iv_pct":13.537184466019417}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3434e69cdb43fb96b803cbe27d52cc7b12e20b6e5833a3f4ba35cb414e85d37a","captured_at":"2026-11-01T02:53:48.758231+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":"VOO","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"99a0d22088c9f523a7ef0287bdb5f48cd9ae39439d16bd0a5a1e09faf242a59f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bfd0b30d2cb5e845c625a187488d095537f490d8bc02a5c2d66383fb3f60058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1d18d9f65c3430160b8a8153c2eb6ef7ae95c0b1414972fc676dc70421c54dc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"22085c26a3fbd6bc11fec5c5551dcbba00b69eaec45300bdc56a846d7ba3d399"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f77c93d4f1f97aa27a7385c154ee3eaef0d2fc19045b862977879706d8a80461"}]},{"symbol":"VOO","date":"2026-10-29","iv_pct":13.468095892222541,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":14.57157894736842,"put_iv_pct":13.554313842482102},{"expiry":"2026-11-06","call_iv_pct":13.079196891191708,"put_iv_pct":14.074198895027623},{"expiry":"2026-11-13","call_iv_pct":12.214258289703315,"put_iv_pct":13.725697445972497},{"expiry":"2026-11-20","call_iv_pct":12.648476821192054,"put_iv_pct":13.877046004842613}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"24be970513b6851ba3b920eee6a055a15a421f5097f886553e807257fd273bd4","captured_at":"2026-11-01T02:53:47.416470+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":"VOO","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"a75d0f5bde82f492e88c93bb084acff50721840586e77b7cd2cc5458cbdd580b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"4bfd0b30d2cb5e845c625a187488d095537f490d8bc02a5c2d66383fb3f60058"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1d18d9f65c3430160b8a8153c2eb6ef7ae95c0b1414972fc676dc70421c54dc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"22085c26a3fbd6bc11fec5c5551dcbba00b69eaec45300bdc56a846d7ba3d399"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f77c93d4f1f97aa27a7385c154ee3eaef0d2fc19045b862977879706d8a80461"}]},{"symbol":"VOO","date":"2026-10-30","iv_pct":16.671116646173264,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":17.965897858319604,"put_iv_pct":18.575931034482757},{"expiry":"2026-11-13","call_iv_pct":16.71255605381166,"put_iv_pct":16.99944572748268},{"expiry":"2026-11-20","call_iv_pct":15.997089947089949,"put_iv_pct":15.55953846153846},{"expiry":"2026-11-27","call_iv_pct":15.561090909090911,"put_iv_pct":15.997383177570097}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4c5047011b345c7f4d5347b70e9f39fdab7dfe2b8e4a28e9e1cafc3d71a22cb4","captured_at":"2026-11-01T02:53:40.736282+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":"VOO","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"f648be1c432a39bd1b5ebc309c3583f0710e55c0ca5db6b7c8dc79189ed8e18f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1d18d9f65c3430160b8a8153c2eb6ef7ae95c0b1414972fc676dc70421c54dc3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"22085c26a3fbd6bc11fec5c5551dcbba00b69eaec45300bdc56a846d7ba3d399"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","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":"f77c93d4f1f97aa27a7385c154ee3eaef0d2fc19045b862977879706d8a80461"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-27","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8988e04fd77179f2576d1300e3721d84ddc958e241fbafa0411d4df886bb3084"}]},{"symbol":"VOO","date":"2026-11-03","iv_pct":19.316192797925783,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":23.249750367107193,"put_iv_pct":23.674170403587443},{"expiry":"2026-11-13","call_iv_pct":19.40619153674833,"put_iv_pct":18.786943231441047},{"expiry":"2026-11-20","call_iv_pct":18.55126984126984,"put_iv_pct":17.725555555555555},{"expiry":"2026-11-27","call_iv_pct":16.42643067846608,"put_iv_pct":16.709230769230768}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b447884bab09c8cba2e08dbdfe79a1971605f1b44ecc251a9d99fb3d62ee48ce","captured_at":"2026-11-04T03:22:32.724558+00:00","observed_at":"2026-11-03T15:59:00-05:00","session_close_at":"2026-11-03T16:00:00-05:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"VOO","date":"2026-11-03","format":"json"},"source_hash":"5f6d4b2f8f6ca4bf1249c4dbad1e057674af52796f530fe8c97bf1a3648afd49"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-06","start_date":"2026-11-03","end_date":"2026-11-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a27e580c438f190fd0ed055e9e4e9a382488256b02eb72e730f3e34fc59b8b82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-11-03","end_date":"2026-11-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a848d72caffb50e8412a570fec41b27e7af19a497f8f6008494adde846e0ac8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-20","start_date":"2026-11-03","end_date":"2026-11-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"edcb0dd9ba7ed96bc5d34c3e8b6c5582fbe212f43f5df050cc2d9560a67d0234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-27","start_date":"2026-11-03","end_date":"2026-11-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8e758c597863eb74727aa43d09ed3bcafeb7db32ef7efd20afd9d0be69daee81"}]},{"symbol":"VOO","date":"2026-11-06","iv_pct":21.36736099710882,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-13","call_iv_pct":24.498805620608902,"put_iv_pct":23.486444444444444},{"expiry":"2026-11-20","call_iv_pct":21.921280931586608,"put_iv_pct":21.883531976744187},{"expiry":"2026-11-27","call_iv_pct":20.037611202635915,"put_iv_pct":19.564726688102894},{"expiry":"2026-12-04","call_iv_pct":20.050397727272724,"put_iv_pct":19.49608938547486}],"source":"ThetaData historical first-order Greeks","provider_symbol":"VOO","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1927bade3f8cf2b1f38a0837d8b8392b56d22934cf4fc878debb47e756417ea5","captured_at":"2026-11-06T23:33:45.399535+00:00","observed_at":"2026-11-06T15:59:00-05:00","session_close_at":"2026-11-06T16:00:00-05:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/list/contracts/quote","query":{"symbol":"VOO","date":"2026-11-06","format":"json"},"source_hash":"9de2b82574f0b3e7c5f358bcdb056051416162569ffcf1982f9323b4ec23ffa5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-13","start_date":"2026-11-06","end_date":"2026-11-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c042101d6a34b060c82bd08b438bef9ebd4533e567ba47e2467ac173f584961a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-20","start_date":"2026-11-06","end_date":"2026-11-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8a09c26ef4da25de8e32f9e7256c95f3beb98b6e144d740360d57f2773a7e3ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-11-27","start_date":"2026-11-06","end_date":"2026-11-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3ed5ce39276ed897e8385a2e662c95cce4c2210eb88b4b25e8591e3e90c0c6c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"VOO","expiration":"2026-12-04","start_date":"2026-11-06","end_date":"2026-11-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f392f7b1c38fcfa99bec0f3ee54c87ddffd4948b09613e0e5c80ddb942d5ba9"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/VOO","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":12.160995514108505,"put_call_skew_pp":-0.3968920293094107,"implied_move_pct":2.3362285684858013,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"36d0a14667711814ffb86688f6088c65819a9aed86125c4dad8b90da27801e33","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":12.108754549760205,"put_call_skew_pp":-0.7794855370075746,"implied_move_pct":2.213626277674336,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"392f5c9ccacd25c67441c9bddd8d716db3e24a1bc3531ead937862a5f6c3d52f","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":11.073498781694752,"put_call_skew_pp":-1.62084945392025,"implied_move_pct":1.9347965188395557,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78c8927261efc990a48af09e8a279fb7bf4fd2cf8747be3e75f21ce7b55277b8","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":10.888350426323605,"put_call_skew_pp":0.13871158713808907,"implied_move_pct":1.7924703343927324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"19e0c40c8eb758d22a12047149f88e9593400e3f251561dbfc2121cde63cd750","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":10.615809967796205,"put_call_skew_pp":-0.5128314906654281,"implied_move_pct":2.320720085430946,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ca82f304ddbd02322acd82ede1ddae85b2c970e450149392bf2f66cf7892a117","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":11.246502028630081,"put_call_skew_pp":-1.4998368363635737,"implied_move_pct":2.1794159554691985,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d2542fe54dc003ba9d27c2f014318ccbed6efc245271b2717079c51f86cf35c5","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":11.752843619125041,"put_call_skew_pp":-1.0653064794016474,"implied_move_pct":2.176885578462449,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4a3ba4fb8871718b35471d618c63b67acc997ced05e83bb49e9408369b48966c","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":11.344052136641,"put_call_skew_pp":-1.227232396749066,"implied_move_pct":1.956264483166581,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bab84048ab9d31f2003461b43b2fd2bcafb373164de9974d875edcc26c77cd21","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":13.13338361780762,"put_call_skew_pp":-1.8969348013776348,"implied_move_pct":2.0657980705636314,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"afcf7ff838c82cfaeabd48eeb638c93c2991bd0dac8ead237d7b252c8fd41ffc","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":11.764926722958391,"put_call_skew_pp":-0.4357556612241522,"implied_move_pct":2.52381504779006,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"eb6378c7c1477356c44cafdcf6aa0c5242ab6c031f83e61f67db89614a491c17","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":12.7468767424001,"put_call_skew_pp":-0.17920277262848927,"implied_move_pct":2.412239623531869,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"683c13ada51c44a57ed6dff7c0ddb2ca4bbcb9d1eef5b71b505c24cd36ce6f33","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":12.61589095565672,"put_call_skew_pp":1.1048082654310374,"implied_move_pct":2.2849709188708998,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d761c01e17faad6cfeb9000e432b011d8b6727e40cc70aeb1b50703d49e73515","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":12.884310314630033,"put_call_skew_pp":-1.2839262173937867,"implied_move_pct":2.176649218799432,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c399de8f84bc5816499c6f31c6e947482bf44c4c1f6eb03d2529aa2132622d6c","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":11.810699507823301,"put_call_skew_pp":0.4961523633532656,"implied_move_pct":1.822899182146674,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc0c29f69eb7d8ff1925c9d61fe7cab8fed0c6db2d649628f4bc782d3bfb91f2","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":10.940819806453728,"put_call_skew_pp":0.31701261359836597,"implied_move_pct":2.3583507722481007,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d796c0b2e48a671a43639b5183754704aa6d538d970bc77c92fa620a93468c19","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":11.729757372329997,"put_call_skew_pp":0.4044562268309222,"implied_move_pct":2.2436093626984985,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e90b8caa21ea7b7050ac1395c45781f9030ff6ed12e7f8a4a6b46b13c4ac089","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":12.98772679562218,"put_call_skew_pp":-0.10827008323617449,"implied_move_pct":2.3463068217363245,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c271bbfe64519e86df6d2030887f3b8eccd1926f61e8e1f27fc6879e6b677f44","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":12.06337133489196,"put_call_skew_pp":-1.3130392338895884,"implied_move_pct":2.0779973454908087,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bca8c35afbfbf809aae024fe8df75253ce6e5865c14e08d60ceecba8729da507","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":11.133101527238388,"put_call_skew_pp":-0.7331787112590051,"implied_move_pct":1.7927534667769485,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"29998cdb06507f6c498d95de070e0a1f79eca57ca6165fd169dd8d048b512ea6","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":10.616779808194284,"put_call_skew_pp":-0.018758810192080144,"implied_move_pct":2.3107697096140605,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6b53c42fed882bef0496050924d8e4cbc7d7744b8dc30fab854f73fed54ba31a","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":12.807845912283968,"put_call_skew_pp":-1.2948125496373923,"implied_move_pct":2.313571676457654,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b96e9688013601aab678ca142aa5aa233eb9d3d461c8ec559db1e4f2c5a5ef24","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":13.595644013988164,"put_call_skew_pp":-0.16545607472191337,"implied_move_pct":2.301720702112569,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ef48e749327d044b5ec86d12485077922f274093c5bb9c1b7f300ab2558c347a","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":15.897657239581282,"put_call_skew_pp":-0.9227067988196764,"implied_move_pct":2.4341880755754906,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"08f3c1483d5459864776d16ffb1dc30d2969e32c916886b8d2c79fce0b53bd5d","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":12.31472840445127,"put_call_skew_pp":0.8044861716558702,"implied_move_pct":2.6261125916809984,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ad44a9c8a9bcf1e2205d409be60bc6c9b863278bd9f93e30443ccddadb0451f","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":13.863355529319431,"put_call_skew_pp":0.25222562738793197,"implied_move_pct":2.577586472663399,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bafc24e7872623d6ef9f993226f42678d3267712c2fcbe6c8394063b9ac2d17b","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":14.929696812622318,"put_call_skew_pp":1.3802411448293244,"implied_move_pct":2.6275406264402585,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c86a10952abb68baca9cc18b858153f21d295b479735fb66e5dbc9e0827f4017","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":15.430244219853453,"put_call_skew_pp":2.4537909254354386,"implied_move_pct":2.5506597527533232,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"76013541ad9492703b24751e0b6db7d3598a7d6a61bc0308df0bfe7587c3bdff","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":12.504401122519242,"put_call_skew_pp":0.8749523905585979,"implied_move_pct":1.973465474884231,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"efcaa1a7ddf5fa4cd2dc92b6c72a9bd4b7e737e4431b10c0fd11fd925e243a81","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":11.015380848797736,"put_call_skew_pp":2.091646156551376,"implied_move_pct":2.3733162349711066,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f5f42f141cbe76976a963e162df4fe958fe1b117a0cf12be6171be2ba26b36b","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":11.178907843342557,"put_call_skew_pp":1.9686850496916217,"implied_move_pct":2.157719144004184,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"86e75282211ab3f9cc2d394ded0d3b101d70a340db0c9f84cf4895f3dce3980e","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":10.763471011221878,"put_call_skew_pp":0.6549159597859231,"implied_move_pct":1.9787589630520408,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f1adaeb2878a01742d7a13a5882a710deb6bf7e1bc1aab412a90f0a01b447b5f","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":11.765128057813278,"put_call_skew_pp":2.278995322273466,"implied_move_pct":2.033510109565772,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"060eda4393e0b9c8b135273355f9fa3d2340792e3e2a1011e3e090571bd71d2c","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":12.066402086434444,"put_call_skew_pp":1.3392030890668685,"implied_move_pct":1.94829883326838,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78205faa5617593f16828bb77acfe09d48726f6524bb842e24c355fb7a32ab92","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":11.450399131355553,"put_call_skew_pp":3.148504407383364,"implied_move_pct":2.440498153546282,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"242d2b0c665e152afd17baac14736b5412e73e8e4e6261764dcfb51d780c3396","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":12.939271310201653,"put_call_skew_pp":-0.32810319133590715,"implied_move_pct":2.4589490197285424,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8e2f6ad9474eec485af51c7a38e9ece519b51aa700d9b57071f81f7dd624588f","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":13.080762206784257,"put_call_skew_pp":-0.6652951104358618,"implied_move_pct":2.371274287709799,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"398c91de1c9bec476e1b1e9426ed039d3e1331bf5bcec600afcd5ce9279aeecd","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":13.82023328348912,"put_call_skew_pp":-1.8518690741883401,"implied_move_pct":2.304530282482004,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5016da6dba31914c54e3e076948b8a169c07adb1785fa30e4fd3f9697a4b4474","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":13.642586797793953,"put_call_skew_pp":-2.1716753297764466,"implied_move_pct":2.1186657987942707,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9991e6061cebf89c667d9f2a8143e0488993f7d4fede00404e4a7f2f68eb7dc7","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":11.262065571105115,"put_call_skew_pp":0.18872108409442756,"implied_move_pct":2.437894231322037,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c4f3d92312570d3bf2d057af8eb57d2f0c41efcd17895e9a4f2e0a907e7f332d","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":11.749879250794606,"put_call_skew_pp":-0.690017941872811,"implied_move_pct":2.2672609032451687,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8b923744d05f10b08a2483b66769343f1573b2b6908d4fe474bef70607fa9ccf","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":11.428177408987015,"put_call_skew_pp":-0.9919001734342885,"implied_move_pct":2.1080497943740397,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"80de8ee1d46bf94dffed94cbbfa06a53c1d45e297b5371487c8cf06384999003","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":11.123017843297594,"put_call_skew_pp":-0.15262070114245985,"implied_move_pct":1.9571599925084797,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4f553e6f035540bfa6b2d1fb608f436d61dc1c80186864545a2615ed906c1948","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":11.966644833823949,"put_call_skew_pp":1.107499064950721,"implied_move_pct":1.8957265600045246,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"01d2f449c61f7691644ddb8b4898ca49e0e5596e5cd5b3f4ddbca135fce58029","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":10.57472620862662,"put_call_skew_pp":0.30910299536650054,"implied_move_pct":2.3082497985628545,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"82b218a58b1704cef8e591a35b8e051b5970d56222892ea139f05b1d336dee98","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":11.039691760197769,"put_call_skew_pp":-0.2989567137181184,"implied_move_pct":2.141446732362373,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"46e5cbe7593f06c343560dcc381aadd9f4b683186c0650c0df88977dd24aefdf","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":11.673410208878442,"put_call_skew_pp":-0.07292469660588585,"implied_move_pct":2.137196658977919,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b053a7fc21aa730a1ca14ed641700cb8bc113bfcf59b7246e176f8ded946b86d","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":13.441397147551209,"put_call_skew_pp":-0.873809933922586,"implied_move_pct":2.299635158818819,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e0cf94be7e7a94647a583eadad8682338f2742a2f5aea7131c3d26a533f09c23","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":12.211798227673246,"put_call_skew_pp":0.7906788770668789,"implied_move_pct":1.9820988825917683,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"23ed2e10a331bf652838aca64a6565dc404cd9f8b0b4f1da563cc17275e2128c","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":14.797653516072653,"put_call_skew_pp":1.6516797577171336,"implied_move_pct":3.146532832376125,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78dbf0da3f9950ec47453faef77a84a08c9760337a84d69b09db9f4f56c624e8","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":14.444297863536594,"put_call_skew_pp":-1.724811831293409,"implied_move_pct":2.7289053296927026,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0cd20f25f5f2957efa0dbd327dfd8fd625fdca5488deb509e6085b387f8b1bd6","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":13.803824863873352,"put_call_skew_pp":-0.6145210725982504,"implied_move_pct":2.519413429370575,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"503ea76e8920c3a171bf78af557a1bade310159add6bbf637c9b068bf13f7cb0","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":13.205145704451601,"put_call_skew_pp":0.31034931507304275,"implied_move_pct":2.2948925551244748,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2f3f90b2577d047fb33ab5c8351684174cb8982586c6c35a67a260f5b34f83f4","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":16.398860553962223,"put_call_skew_pp":1.7670067487739614,"implied_move_pct":2.580280847885768,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a13229b457e6109a32f44e1040361a2f82e63e5f780c2055adbbbbda31f43de7","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":15.857200806120103,"put_call_skew_pp":-0.11795422938059197,"implied_move_pct":3.3413106762833706,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"54f99d784fa876d3ec08817030d81cc02131ae5966083bab1041b52062e30119","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":15.356827251582878,"put_call_skew_pp":-0.7211323533971381,"implied_move_pct":2.880947602827844,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0c395609753eb06111e601d4f1b125c8cf9d0adbe94e8838439b292c36010c11","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":14.641701412267274,"put_call_skew_pp":-0.9858614021874206,"implied_move_pct":2.6318266337185703,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"237b81ab8ee3b8d905b22669d67c8180d171562603fdc4384c3c1b8c7ac72858","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":14.186119534546112,"put_call_skew_pp":0.141906506561571,"implied_move_pct":2.3943689226121005,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3434e69cdb43fb96b803cbe27d52cc7b12e20b6e5833a3f4ba35cb414e85d37a","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":13.468095892222543,"put_call_skew_pp":0.6794363097173344,"implied_move_pct":2.157129113999649,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"24be970513b6851ba3b920eee6a055a15a421f5097f886553e807257fd273bd4","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":16.671116646173264,"put_call_skew_pp":0.22391590819046758,"implied_move_pct":3.4954171805794587,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4c5047011b345c7f4d5347b70e9f39fdab7dfe2b8e4a28e9e1cafc3d71a22cb4","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]},{"date":"2026-11-03","observed_at":"2026-11-03T15:59:00-05:00","iv_pct":19.31619279792578,"put_call_skew_pp":-0.18443561594415758,"implied_move_pct":3.3615599299504946,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b447884bab09c8cba2e08dbdfe79a1971605f1b44ecc251a9d99fb3d62ee48ce","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]},{"date":"2026-11-06","observed_at":"2026-11-06T15:59:00-05:00","iv_pct":21.36736099710882,"put_call_skew_pp":-0.5193257468344408,"implied_move_pct":4.458049876091698,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1927bade3f8cf2b1f38a0837d8b8392b56d22934cf4fc878debb47e756417ea5","expiries":["2026-11-13","2026-11-20","2026-11-27","2026-12-04"]}]}