{"schemaVersion":1,"symbol":"XPEV","days":90,"observations":[{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-19T19:55:59.927000+00:00","captured_at":"2026-10-20T03:56:04.081Z","last_trade_at":"2026-10-19T23:54:04.224820166Z","price":9.2346,"iv_pct":50.504464007269526,"implied_move_pct":11.984453776516723,"put_call_skew_pp":1.669182862785601,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"7c16ab597963ebb936761b7ea9e880a51e688992870442b8c83ce4f9433e684f"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:02.878000+00:00","captured_at":"2026-10-20T13:31:02.439Z","last_trade_at":"2026-10-20T13:30:59.025984841Z","price":9.55,"iv_pct":73.13998901922889,"implied_move_pct":17.741230690768468,"put_call_skew_pp":-16.05099543102967,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"551d2287f2ffa017efb2aaa7143839a468b190c9fabc7b36b2185922604081b5"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T13:31:14.412000+00:00","captured_at":"2026-10-20T13:38:43.866Z","last_trade_at":"2026-10-20T13:38:42.725976593Z","price":9.63,"iv_pct":70.98798303161841,"implied_move_pct":17.683536102180025,"put_call_skew_pp":-15.494104806305575,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"10b59ea74a23359426266c256c75832a2fc5f55ae0b64199b8e0ed9e97c599c5"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T13:37:31.847000+00:00","captured_at":"2026-10-20T13:46:30.196Z","last_trade_at":"2026-10-20T13:46:29.683234781Z","price":9.615,"iv_pct":70.68712646370024,"implied_move_pct":17.605024107287473,"put_call_skew_pp":-15.479930364245586,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"83b86d4f8b89d73e4e5f1a0d061b49ccc56bb657b49e525b65c99ca5871278b8"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T13:46:41.085000+00:00","captured_at":"2026-10-20T13:54:12.687Z","last_trade_at":"2026-10-20T13:54:05.706311038Z","price":9.575,"iv_pct":70.88409948820113,"implied_move_pct":17.4682502394603,"put_call_skew_pp":-15.392609285722948,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"359b27a6a5a4e0b5422db58c35fb411a9d2339ab67698321204e547275799b1c"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T13:56:13.925000+00:00","captured_at":"2026-10-20T14:02:23.384Z","last_trade_at":"2026-10-20T14:02:18.894255328Z","price":9.665,"iv_pct":62.51583476984415,"implied_move_pct":15.08241878785859,"put_call_skew_pp":-41.45919255730743,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"23be55d6736954123bdbcf031d8365ab7cda08fdd0956e29d45942ba0ba015d7"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T14:08:20.426000+00:00","captured_at":"2026-10-20T14:11:49.242Z","last_trade_at":"2026-10-20T14:11:41.256819011Z","price":9.705,"iv_pct":60.29437663720869,"implied_move_pct":14.558601322449801,"put_call_skew_pp":-33.95482072313067,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"e8504723581dfa0f12d5f53bc1b5a8ec3a811f7206b50a2963a1aed1dde84c85"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T14:19:38.084000+00:00","captured_at":"2026-10-20T14:22:57.923Z","last_trade_at":"2026-10-20T14:22:52.919568482Z","price":9.7571,"iv_pct":55.559140099282956,"implied_move_pct":13.15546234132992,"put_call_skew_pp":-28.10560596128735,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"d8bb8343483a0566e9890aeb30bf4441c23a8063e192cb41000e525cdb24f18b"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T14:30:08.420000+00:00","captured_at":"2026-10-20T14:31:40.606Z","last_trade_at":"2026-10-20T14:31:39.491274394Z","price":9.8371,"iv_pct":54.26000844108532,"implied_move_pct":12.847646173689526,"put_call_skew_pp":-121.9121369456801,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"062a3c1a0c09ceb30d9a94afebf616050563dd41bb4c846dd345dff46628a105"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T14:36:53.791000+00:00","captured_at":"2026-10-20T14:39:23.843Z","last_trade_at":"2026-10-20T14:39:21.964876789Z","price":9.85,"iv_pct":54.99994182365708,"implied_move_pct":13.247872578709515,"put_call_skew_pp":-121.06388004025877,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"f6b73a7e9311e667cadc1a1e104d82c0d861cdcaf85336b32cfa07dca1b501d3"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T14:45:45.227000+00:00","captured_at":"2026-10-20T14:47:08.404Z","last_trade_at":"2026-10-20T14:47:07.234849888Z","price":9.935,"iv_pct":65.14129399097544,"implied_move_pct":16.935390443392805,"put_call_skew_pp":-118.63872781862068,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"e1405ae9d4c5e4d8d6f0e012f2df5177e46815f26bd677641d3ae0e609c00723"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T14:48:24.867000+00:00","captured_at":"2026-10-20T14:54:53.775Z","last_trade_at":"2026-10-20T14:54:50.895867384Z","price":9.935,"iv_pct":55.93031164393233,"implied_move_pct":13.172694657952283,"put_call_skew_pp":-120.1258142667256,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"48bb13391ac1774dcb3fd3941102fb0222faddd8c1ce7278affcbc4ee671ee34"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T15:02:29.043000+00:00","captured_at":"2026-10-20T15:03:05.696Z","last_trade_at":"2026-10-20T15:03:01.266429816Z","price":9.94,"iv_pct":55.472863099968684,"implied_move_pct":13.061910376353977,"put_call_skew_pp":-120.03788560527778,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"ce2ad48222ed3c6f90ada6e9ad1d59f60af21d43ff68a93dbc398a1b95b70f6b"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T15:13:50.750000+00:00","captured_at":"2026-10-20T15:18:04.438Z","last_trade_at":"2026-10-20T15:18:03.59465632Z","price":9.905,"iv_pct":58.19519411556158,"implied_move_pct":14.464247419381346,"put_call_skew_pp":-121.90697735148778,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"16772124b08af579cabb8eaa8e39a38ff4c7af079ec8b2ff4222b1c6ada6d931"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T15:23:55.681000+00:00","captured_at":"2026-10-20T15:25:46.771Z","last_trade_at":"2026-10-20T15:25:42.965580257Z","price":9.9,"iv_pct":55.86972199057729,"implied_move_pct":13.222468869503878,"put_call_skew_pp":-121.35457452204794,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"d4f2201e38b1625aa930f161587f1ccc67c9821f0590e912ffdd6dccb17c3444"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T15:23:59.388000+00:00","captured_at":"2026-10-20T15:33:36.962Z","last_trade_at":"2026-10-20T15:33:33.347174833Z","price":9.85,"iv_pct":54.41443328767124,"implied_move_pct":12.768991338880777,"put_call_skew_pp":-124.49179491069289,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"d2fe76c50aedb2c18b77af93aa24460cdf10e29b594069571d06633c39868185"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T15:38:08.428000+00:00","captured_at":"2026-10-20T15:41:23.443Z","last_trade_at":"2026-10-20T15:41:14.112233418Z","price":9.835,"iv_pct":56.75684933060676,"implied_move_pct":13.383919309303899,"put_call_skew_pp":-123.3156811719632,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"5fabdb73b5ae968791e4b2136866d6ff05697a7464f24f7078119d1bb18cec35"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T15:41:34.643000+00:00","captured_at":"2026-10-20T15:49:10.437Z","last_trade_at":"2026-10-20T15:49:09.322044669Z","price":9.875,"iv_pct":56.76080634548557,"implied_move_pct":13.404822010995817,"put_call_skew_pp":-120.6468843640674,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"97ec7550325b8693b2984b8831d22e5a5a5fd6935015c399f43941e4ecfbc0f1"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T15:55:09.416000+00:00","captured_at":"2026-10-20T15:56:55.335Z","last_trade_at":"2026-10-20T15:56:54.015482987Z","price":9.895,"iv_pct":56.328633000548436,"implied_move_pct":13.33693715150023,"put_call_skew_pp":-119.30347306535668,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"d4358f74c0dcc87dd2f35146d3e021c94ab115e02058716fe09516f89511d9d8"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T15:59:33.263000+00:00","captured_at":"2026-10-20T16:04:51.843Z","last_trade_at":"2026-10-20T16:04:38.132431124Z","price":9.875,"iv_pct":56.261213315409655,"implied_move_pct":13.263540112449915,"put_call_skew_pp":-121.77032409609336,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"b3c7d9d2597bd2a5f4b2945fe7bd930236880ff12b23ba9e19898f840a6377a4"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T16:11:04.627000+00:00","captured_at":"2026-10-20T16:12:35.801Z","last_trade_at":"2026-10-20T16:12:34.243073172Z","price":9.895,"iv_pct":56.31915380403243,"implied_move_pct":13.348464283365931,"put_call_skew_pp":-120.39595913746328,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"2e2c2c91cc60461dece7e671f62a46920b039fa831bb1d381f36726836864f84"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T16:17:23.552000+00:00","captured_at":"2026-10-20T16:20:22.859Z","last_trade_at":"2026-10-20T16:20:20.463942444Z","price":9.885,"iv_pct":56.03756303284256,"implied_move_pct":13.256889926690082,"put_call_skew_pp":-121.11102846363553,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"c137d51107c9b4cb397f75f290416fe05e837cb5b3fafc3871a74bb9f0a83d13"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T16:35:01.941000+00:00","captured_at":"2026-10-20T16:35:55.212Z","last_trade_at":"2026-10-20T16:35:49.66461784Z","price":9.92,"iv_pct":56.06682793566865,"implied_move_pct":13.370679596593982,"put_call_skew_pp":-118.65011713452364,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"f84a012f3df4e1c6e617d6dfed57f6ea1d6b4248c1d407fa9581d2416d56255c"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T16:37:32.030000+00:00","captured_at":"2026-10-20T16:43:38.533Z","last_trade_at":"2026-10-20T16:43:35.245233106Z","price":9.91,"iv_pct":55.79672598365383,"implied_move_pct":13.229511962126198,"put_call_skew_pp":-119.37978016762538,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"65f71844f1653ec84e6e956b3682580bf87a51f1625fd30e90ea44cc50d9e26c"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T16:41:50.120000+00:00","captured_at":"2026-10-20T16:51:28.157Z","last_trade_at":"2026-10-20T16:51:23.027914867Z","price":9.91,"iv_pct":56.20592622120684,"implied_move_pct":13.325174105695432,"put_call_skew_pp":-119.41054968744369,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"7b71047bef4816b4cd3a18e4787d8b81ded17e43972afca53f6eabc6a9b0657f"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T16:48:18.013000+00:00","captured_at":"2026-10-20T16:59:10.887Z","last_trade_at":"2026-10-20T16:59:03.625294398Z","price":9.9,"iv_pct":55.96001762025173,"implied_move_pct":13.249559086674365,"put_call_skew_pp":-120.13342059998642,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"c240654e136219fb5bb56686f145aa1e5c61ca77f51fac1bc7c24a9baf1f375d"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T17:03:47.625000+00:00","captured_at":"2026-10-20T17:07:24.458Z","last_trade_at":"2026-10-20T17:07:11.125597962Z","price":9.885,"iv_pct":55.636139028475704,"implied_move_pct":13.128830856453655,"put_call_skew_pp":-121.21825640015686,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"308f709937903467c5305144fe46f9e8033e9eaf166221eaee0bd9227a968757"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T17:09:55.634000+00:00","captured_at":"2026-10-20T17:23:04.143Z","last_trade_at":"2026-10-20T17:22:56.484890947Z","price":9.895,"iv_pct":56.50943474264706,"implied_move_pct":13.373302334080995,"put_call_skew_pp":-120.55525008417997,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"ae9820163e952bebb8becec98e099f969e8fb62c2ed53fa06ccd57a469d7a9de"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T17:16:55.052000+00:00","captured_at":"2026-10-20T17:30:48.137Z","last_trade_at":"2026-10-20T17:30:33.528982697Z","price":9.9,"iv_pct":55.11207370917654,"implied_move_pct":12.978254798589727,"put_call_skew_pp":-115.94884558256808,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"6fceb2909109d6c3b77515cd370c6cb685b9d98e9ca0b1d3305c8df1b9a1e8a3"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T17:33:59.887000+00:00","captured_at":"2026-10-20T17:38:37.158Z","last_trade_at":"2026-10-20T17:38:20.945204168Z","price":9.88,"iv_pct":57.37233634242705,"implied_move_pct":13.989145044751345,"put_call_skew_pp":-121.07339577175517,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"9e1f06406b3506d4b855b2414d2c017ff0f0e5308f04e15ee15662a0a5db4a43"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T17:39:25.073000+00:00","captured_at":"2026-10-20T17:54:16.716Z","last_trade_at":"2026-10-20T17:54:15.704890718Z","price":9.905,"iv_pct":54.354638460204605,"implied_move_pct":12.776684554945295,"put_call_skew_pp":-115.10019252979843,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"ccd0a938909fa2abed56e26cdcc9f7a9ab32888c009bc900f8638dfa4aedb8a1"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T17:47:56.655000+00:00","captured_at":"2026-10-20T18:02:20.264Z","last_trade_at":"2026-10-20T18:02:15.960761523Z","price":9.905,"iv_pct":54.10804024069701,"implied_move_pct":12.743737994907377,"put_call_skew_pp":3.132186555244998,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"bbd50eadc86d43786f84ecda49de6216da2307677bda81a3d8914466f1434110"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T18:09:36.593000+00:00","captured_at":"2026-10-20T18:10:23.644Z","last_trade_at":"2026-10-20T18:10:21.165713557Z","price":9.905,"iv_pct":54.51652891320673,"implied_move_pct":12.836165219623977,"put_call_skew_pp":-119.49661931839461,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"f9a29e42868150b0b4b2522300991bbb19be1be2455c1021f79bacdfe21ee532"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T18:13:54.730000+00:00","captured_at":"2026-10-20T18:25:57.464Z","last_trade_at":"2026-10-20T18:25:55.773103296Z","price":9.875,"iv_pct":56.563788263344094,"implied_move_pct":13.687191394051384,"put_call_skew_pp":-121.50809429528793,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"251e97bd6ab3b513cf0641bf4b3d822abc1d849d563a389f7b7c7e28817c8361"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T18:19:56.624000+00:00","captured_at":"2026-10-20T18:33:45.464Z","last_trade_at":"2026-10-20T18:33:43.975672364Z","price":9.88,"iv_pct":57.47391854705559,"implied_move_pct":14.054334854960526,"put_call_skew_pp":-117.3332887285182,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"2981c4239ff6bbea19ddbd51019ecb478d94d49741e3ce9f3dcd2d6a00c73b87"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T18:30:00.246000+00:00","captured_at":"2026-10-20T18:41:28.271Z","last_trade_at":"2026-10-20T18:41:14.37441533Z","price":9.88,"iv_pct":58.57493748543916,"implied_move_pct":14.422507065448581,"put_call_skew_pp":-117.34781552763943,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"0dbaff75447cc818310c0f05e369f8f5ff13251be208847801ca9032c058bfb5"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T18:34:37.933000+00:00","captured_at":"2026-10-20T18:49:16.569Z","last_trade_at":"2026-10-20T18:49:13.584869162Z","price":9.895,"iv_pct":55.05041546586278,"implied_move_pct":12.935351074634335,"put_call_skew_pp":-120.20989873703263,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"7d9d731c0125366bc407d8188d94111e93db689e83804b9a37404070f3505d94"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T18:44:09.856000+00:00","captured_at":"2026-10-20T18:57:05.835Z","last_trade_at":"2026-10-20T18:56:56.057675364Z","price":9.892,"iv_pct":54.630608138256086,"implied_move_pct":12.845469801269264,"put_call_skew_pp":-120.42475511838634,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"87f6ff45000c52d771957dc1b91b82eb68e8ee894ba46c6477445db36a7aad6d"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T18:50:26.390000+00:00","captured_at":"2026-10-20T19:05:08.517Z","last_trade_at":"2026-10-20T19:05:04.464595313Z","price":9.885,"iv_pct":57.384920927802455,"implied_move_pct":14.087410376692656,"put_call_skew_pp":-120.91095541443764,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"d58af4ed072a86211aaed4141b7de09b85d12fc2d43f11a69ff67f01f9ced4d7"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T19:03:32.374000+00:00","captured_at":"2026-10-20T19:14:43.524Z","last_trade_at":"2026-10-20T19:14:40.522719302Z","price":9.87,"iv_pct":56.87113105965902,"implied_move_pct":13.812380557637905,"put_call_skew_pp":-121.93534468620977,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"9417391c8e51283a58e8e141dedf2a9d3dbd59b906807d767f3521a2cee9854e"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T19:20:14.201000+00:00","captured_at":"2026-10-20T19:22:31.088Z","last_trade_at":"2026-10-20T19:22:18.900919115Z","price":9.855,"iv_pct":55.8491667481328,"implied_move_pct":13.316998146768311,"put_call_skew_pp":-122.95834978489634,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"021cadc9ec7d98f10be2c69bf27083c935bd2a579391981cbb4279608a0932eb"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T19:26:32.071000+00:00","captured_at":"2026-10-20T19:30:15.104Z","last_trade_at":"2026-10-20T19:30:13.468092862Z","price":9.865,"iv_pct":56.79918528187643,"implied_move_pct":13.69439676696337,"put_call_skew_pp":-122.30384179568506,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"9c3f0d8d7774f65bdf03bc38a14e354261f8a283ed042d850c7112cd84176a40"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T19:26:33.707000+00:00","captured_at":"2026-10-20T19:38:08.022Z","last_trade_at":"2026-10-20T19:38:07.525127201Z","price":9.9058,"iv_pct":55.41104988067628,"implied_move_pct":13.07508742708911,"put_call_skew_pp":-120.6572310151905,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"60b931eb98f555480419ea02d744417f4a34b8fef25510a7b6d5caaa0b4befb4"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T19:34:12.435000+00:00","captured_at":"2026-10-20T19:45:56.975Z","last_trade_at":"2026-10-20T19:45:53.046660031Z","price":9.89,"iv_pct":56.01569536581119,"implied_move_pct":13.162150383689719,"put_call_skew_pp":-122.28391849672924,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"afa0ed43c4c20fa4167462e715000262ef81425d525417ec8212f5297c575c06"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T19:50:14.431000+00:00","captured_at":"2026-10-20T19:53:41.067Z","last_trade_at":"2026-10-20T19:53:38.484653714Z","price":9.925,"iv_pct":55.49489486013505,"implied_move_pct":13.148631270285719,"put_call_skew_pp":-117.67355979871166,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"ddce25b32b291cfd98f05f776685168a57c8d34539af979806eca3fb44d1dc03"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-20T19:55:09.062000+00:00","captured_at":"2026-10-20T20:01:40.263Z","last_trade_at":"2026-10-20T20:01:03.234866399Z","price":9.9,"iv_pct":51.17464676568302,"implied_move_pct":11.899265163743046,"put_call_skew_pp":-119.14309613701334,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"8d083c5ecef3d7672060b8fd2d6b859191691017d16a8c0bd2cfdfdb9bbf073c"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:19.591000+00:00","captured_at":"2026-10-21T13:35:39.045Z","last_trade_at":"2026-10-21T13:35:38.464135511Z","price":9.41,"iv_pct":53.45307391817378,"implied_move_pct":12.282856400752475,"put_call_skew_pp":-6.675628759398499,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"7c9657b3676f5aa087e9eecd0c040f7ff792ddb26da571c57d0ab73756b7f07e"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T13:39:13.388000+00:00","captured_at":"2026-10-21T13:51:22.476Z","last_trade_at":"2026-10-21T13:51:21.163224641Z","price":9.388,"iv_pct":53.45383513483498,"implied_move_pct":12.186154379382575,"put_call_skew_pp":-6.14604945101711,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"987593fbb93baafd0a0ec3e3257699f7b8a9645ae753e806853d46f4613776d9"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T13:53:25.438000+00:00","captured_at":"2026-10-21T13:59:34.535Z","last_trade_at":"2026-10-21T13:59:31.976583995Z","price":9.3905,"iv_pct":53.32825310591802,"implied_move_pct":12.182283532606105,"put_call_skew_pp":-1.6233817455029942,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"ee2dc0411cd15aeb2d364268a9379980209124df3c1f7cc8f8dfb67825c072d8"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T13:53:25.439000+00:00","captured_at":"2026-10-21T14:07:44.986Z","last_trade_at":"2026-10-21T14:07:41.64205115Z","price":9.395,"iv_pct":53.46664993337813,"implied_move_pct":12.21639432570006,"put_call_skew_pp":-3.2398116855821724,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"14d862fcfaf2d8ae50cda7065180e7c7ae1398410c3ca21fa64530d613d88cb5"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T14:10:24.294000+00:00","captured_at":"2026-10-21T14:15:49.322Z","last_trade_at":"2026-10-21T14:15:43.885025855Z","price":9.365,"iv_pct":53.98730756709379,"implied_move_pct":12.26694062937693,"put_call_skew_pp":-3.519942010309274,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"625658e007df9adfeab4310913237a447ccc0cf1f2ccc867a9b0225d2f83ed5d"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T14:17:36.606000+00:00","captured_at":"2026-10-21T14:23:40.048Z","last_trade_at":"2026-10-21T14:23:30.98734508Z","price":9.325,"iv_pct":55.62089732180283,"implied_move_pct":12.643579076628834,"put_call_skew_pp":-1.3374221270023412,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"700ed7e74b929b7405f1f6b95eb2ab1c502270930b42b9f5bcbe8053502b1e75"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T14:32:39.577000+00:00","captured_at":"2026-10-21T14:39:48.801Z","last_trade_at":"2026-10-21T14:39:46.575584211Z","price":9.285,"iv_pct":55.95489275713553,"implied_move_pct":12.679189108353144,"put_call_skew_pp":-4.018777243164995,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"cfcdd779d76150343ef1cebb6f97f0330fa2fc83dd96ce886d50556e9ac7d6c1"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T14:41:35.615000+00:00","captured_at":"2026-10-21T14:48:03.387Z","last_trade_at":"2026-10-21T14:47:56.772413503Z","price":9.28,"iv_pct":56.157929713351386,"implied_move_pct":12.730799001491835,"put_call_skew_pp":-4.3536232734525555,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"664280170a1ecf6bba1626185db3640fed370d82e639874bdddbfc13550675f3"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T14:51:58.452000+00:00","captured_at":"2026-10-21T14:58:07.018Z","last_trade_at":"2026-10-21T14:58:03.748378962Z","price":9.265,"iv_pct":54.24141537520304,"implied_move_pct":12.625494307608928,"put_call_skew_pp":-5.361327214176958,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"1a5905d11079e5b9364e3c6016e689912f823b5a30faebdf6f00ccbd04e5ca9b"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T15:04:42.802000+00:00","captured_at":"2026-10-21T15:17:01.612Z","last_trade_at":"2026-10-21T15:16:52.586130823Z","price":9.2892,"iv_pct":54.9945035035035,"implied_move_pct":12.868130154871748,"put_call_skew_pp":-3.5957991913404874,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"7fcb1ab662c3c062019b66f4fb29e24d9355c8db7a45574873a0548a98e9d67e"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T15:19:29.822000+00:00","captured_at":"2026-10-21T15:27:58.572Z","last_trade_at":"2026-10-21T15:27:50.688035364Z","price":9.305,"iv_pct":54.73326436540938,"implied_move_pct":12.810405514920628,"put_call_skew_pp":-2.307879573803173,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"8ec926a4950914272c2852a243d66f4f21b772fa2d72e643d3ebcf5ddc5f182a"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T15:37:15.391000+00:00","captured_at":"2026-10-21T15:43:53.615Z","last_trade_at":"2026-10-21T15:43:49.726251826Z","price":9.325,"iv_pct":52.870930974645724,"implied_move_pct":12.30817116720585,"put_call_skew_pp":-1.8053490252347038,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"1652a8ac99e2929c7f735c2ab820b5e9bb120c2514bbd4177a8ef1ee42e58268"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T15:46:36.494000+00:00","captured_at":"2026-10-21T15:56:30.935Z","last_trade_at":"2026-10-21T15:56:25.990363994Z","price":9.3105,"iv_pct":53.11443325506983,"implied_move_pct":12.337600808280007,"put_call_skew_pp":-3.5455213683299402,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"985b95e7bf788fcef0d903a5e5ac58c3c9cc02a40a882d74569b3770fad1b5a4"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T16:00:09.270000+00:00","captured_at":"2026-10-21T16:07:07.832Z","last_trade_at":"2026-10-21T16:06:57.966508698Z","price":9.325,"iv_pct":53.16805919903309,"implied_move_pct":12.353907661889671,"put_call_skew_pp":-2.7384316322405566,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"b0416b5f69f45b5528b29ebcd9366132a8a5c94eba33fe8c5adbae8fa3f99ec2"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T16:02:31.169000+00:00","captured_at":"2026-10-21T16:17:23.308Z","last_trade_at":"2026-10-21T16:17:21.857320755Z","price":9.36,"iv_pct":52.85233287168326,"implied_move_pct":12.27725002503658,"put_call_skew_pp":-1.8611718879212535,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"571848b70ce0ce4448f3ddc668f5b613dc4bad29b378751847328b88efcfa7bb"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T16:14:08.838000+00:00","captured_at":"2026-10-21T16:27:35.376Z","last_trade_at":"2026-10-21T16:27:32.035666476Z","price":9.3599,"iv_pct":53.76451837579852,"implied_move_pct":12.446848923315443,"put_call_skew_pp":-1.318935133759147,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"3ff06a60fe1d1fcd26dad482e25a47feaea77c79c722712d8ea4ed8ba93a09ac"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T16:34:52.062000+00:00","captured_at":"2026-10-21T16:37:53.154Z","last_trade_at":"2026-10-21T16:37:42.174275458Z","price":9.34,"iv_pct":53.7551917801558,"implied_move_pct":12.42259497532476,"put_call_skew_pp":-1.9634284170718663,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"6145082cde0a2bdb1335abb0c11b018bab3652f7cee58e5e09639193efe7c4e0"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T16:41:03.119000+00:00","captured_at":"2026-10-21T16:48:13.463Z","last_trade_at":"2026-10-21T16:48:06.379455349Z","price":9.375,"iv_pct":53.790026715339536,"implied_move_pct":12.498444657774186,"put_call_skew_pp":-1.1572822345622957,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"1cbfcdad7c5703dc945b8bd5460ad296e71a12384b0da96c0959336b4c53a746"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T16:57:01.832000+00:00","captured_at":"2026-10-21T16:58:25.756Z","last_trade_at":"2026-10-21T16:58:21.50316948Z","price":9.37,"iv_pct":54.22748794544518,"implied_move_pct":12.604883727799551,"put_call_skew_pp":-1.3320960668590898,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"c73530d00e5da97f51cae891fb53a9602cde21bc142d8ea7a901549d021b310b"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T17:01:07.259000+00:00","captured_at":"2026-10-21T17:13:40.879Z","last_trade_at":"2026-10-21T17:13:40.518064697Z","price":9.3605,"iv_pct":54.93821942351956,"implied_move_pct":12.651898603941339,"put_call_skew_pp":-1.8830729471090435,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"7d4fac40136862c91dcc9147fb048eec761d7808ebec7d5e14cb93d2bfe7a765"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T17:18:03.935000+00:00","captured_at":"2026-10-21T17:27:21.606Z","last_trade_at":"2026-10-21T17:26:53.248369412Z","price":9.375,"iv_pct":54.72961939181936,"implied_move_pct":12.642621248398608,"put_call_skew_pp":-1.0968865565673669,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"cc440b43c29646b70d4bec06af97b4ad1f52958360bdfc41a8210cc6ca62eeca"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T17:25:09.214000+00:00","captured_at":"2026-10-21T17:37:48.034Z","last_trade_at":"2026-10-21T17:37:29.900638614Z","price":9.3674,"iv_pct":54.71996264975865,"implied_move_pct":12.611835577298969,"put_call_skew_pp":-1.536011389924985,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"4d454ad4a4071920aadafbd8144628ebd7a7c3ba21e9c2beba8b3b347efdda32"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T17:47:16.262000+00:00","captured_at":"2026-10-21T17:48:30.066Z","last_trade_at":"2026-10-21T17:48:19.565094288Z","price":9.385,"iv_pct":54.54348833571798,"implied_move_pct":12.622747506772155,"put_call_skew_pp":-0.5297097307647713,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"ef4f061d5175140ce13f32484b95ae572fbd3d46a2edd4ccbc9f2e3e00f543b2"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T18:01:07.342000+00:00","captured_at":"2026-10-21T18:10:48.553Z","last_trade_at":"2026-10-21T18:10:46.846259884Z","price":9.39,"iv_pct":54.53848918564781,"implied_move_pct":12.636002928352308,"put_call_skew_pp":-0.508606354487906,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"290798be36700ecd1741c6b9fc92655d78e51c10457b0b32c1c54e691431fbf1"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T18:08:17.662000+00:00","captured_at":"2026-10-21T18:21:28.598Z","last_trade_at":"2026-10-21T18:21:06.483655349Z","price":9.385,"iv_pct":54.5270023108557,"implied_move_pct":12.616595280815268,"put_call_skew_pp":-1.5365294705980914,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"560f4f5fa535e3c855f5e0f7ba7b647dbc411afad4a1f4daa3becef1d3cd9a12"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T18:17:05.793000+00:00","captured_at":"2026-10-21T18:31:44.469Z","last_trade_at":"2026-10-21T18:31:31.779493641Z","price":9.385,"iv_pct":54.5270023108557,"implied_move_pct":12.616595280815268,"put_call_skew_pp":-1.5365294705980914,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"981129832cd838944a5ce228b0d3de4eb7d2d978ee4ab3ffbb89c35fd400c1ea"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T18:31:07.391000+00:00","captured_at":"2026-10-21T18:42:00.902Z","last_trade_at":"2026-10-21T18:41:50.791522843Z","price":9.39,"iv_pct":54.53848918564781,"implied_move_pct":12.636002928352308,"put_call_skew_pp":-1.2528597706327305,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"734732ceb024b5dbd4d9554583fad97c9b5a41d9f258ad878330f69dd925edfb"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T18:44:52.282000+00:00","captured_at":"2026-10-21T18:52:16.581Z","last_trade_at":"2026-10-21T18:52:07.621384634Z","price":9.36,"iv_pct":54.479154009020014,"implied_move_pct":12.517308216717844,"put_call_skew_pp":-2.9425287213716844,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"f4f69ed52c1df71ea54d37925c263972043abd9505f78026755ec7faf21ab3ed"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T19:00:00.239000+00:00","captured_at":"2026-10-21T19:04:49.950Z","last_trade_at":"2026-10-21T19:04:44.118024021Z","price":9.2961,"iv_pct":54.642724625974125,"implied_move_pct":12.56201294994275,"put_call_skew_pp":-3.711201439077383,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"0ef6ce1fd8fe528aa6005a1839dbabbb9d6bd43545dfb549b8cbb428de9cb358"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T19:09:12.926000+00:00","captured_at":"2026-10-21T19:15:44.616Z","last_trade_at":"2026-10-21T19:15:40.940905773Z","price":9.295,"iv_pct":54.42621836772269,"implied_move_pct":12.52255123633489,"put_call_skew_pp":-4.480928843141651,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"85ea42da237fae87ba348f9f9c6a73b885d313399271d6a7679c59262bbff381"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T19:13:30.605000+00:00","captured_at":"2026-10-21T19:26:06.894Z","last_trade_at":"2026-10-21T19:26:05.835980461Z","price":9.335,"iv_pct":54.44071421501917,"implied_move_pct":12.562644791719734,"put_call_skew_pp":-2.153377044215621,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"585d21dee43e38173ab0cd10689fc8777dee4d4c88647ef4d3028e3bc7aa6828"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T19:30:43.002000+00:00","captured_at":"2026-10-21T19:36:30.715Z","last_trade_at":"2026-10-21T19:36:30.161219631Z","price":9.3299,"iv_pct":54.43914169121879,"implied_move_pct":12.556420316960242,"put_call_skew_pp":-2.4477170849804164,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"58b40e0ba7c7e7779d0fdc3e20212db7d578f14d663bf69642e82d879959775d"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T19:41:57.281000+00:00","captured_at":"2026-10-21T19:46:47.665Z","last_trade_at":"2026-10-21T19:46:46.754009325Z","price":9.335,"iv_pct":54.44071421501917,"implied_move_pct":12.562644791719734,"put_call_skew_pp":-2.153377044215621,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"6a5eb6b026810991dba0fc89fe004d5d4fc3abde1b59b7877270430d7db8b4a0"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-21T19:49:58.724000+00:00","captured_at":"2026-10-21T19:57:20.273Z","last_trade_at":"2026-10-21T19:57:19.899588418Z","price":9.355,"iv_pct":51.446157279031766,"implied_move_pct":11.63307757025731,"put_call_skew_pp":-4.376813781788346,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"5e80ed2ab85ba59e0913a282fd1a3fca896d511090e876109a187c6c8f13e1ec"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-22T19:58:18.048000+00:00","captured_at":"2026-10-22T21:19:11.975Z","last_trade_at":"2026-10-22T21:18:12.888102783Z","price":9.1092,"iv_pct":52.477207295991256,"implied_move_pct":12.129284967348658,"put_call_skew_pp":-1.0032760124331963,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"2f1cc358e7123e03c7d9f0f1cdb776ecd3a638ad47527fa143da827e2901d304"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-23T19:50:11.607000+00:00","captured_at":"2026-10-23T21:30:33.755Z","last_trade_at":"2026-10-23T21:21:14.962974963Z","price":9.2269,"iv_pct":54.92560967477276,"implied_move_pct":12.2695326441999,"put_call_skew_pp":13.789708357954456,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"47d87b195687624ed54213794e167d5b61e35e02f0eb169d8a7f7689a4778cdf"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-26T14:21:24.013000+00:00","captured_at":"2026-10-26T14:32:20.431Z","last_trade_at":"2026-10-26T14:32:17.378638945Z","price":9.1414,"iv_pct":53.62368240523241,"implied_move_pct":11.531128948785582,"put_call_skew_pp":-6.505349441047814,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"0c50da11f71b4c024301e65697e15b23b4b0e46d67ad0e1b9b9f291b8bb7a981"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:11.761000+00:00","captured_at":"2026-10-27T03:06:33.748Z","last_trade_at":"2026-10-26T23:55:19.739258437Z","price":9.14,"iv_pct":53.984806964842015,"implied_move_pct":11.384185721978927,"put_call_skew_pp":-3.2596200832326394,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"fa4a195eec5300e672932d2787c526711206690e27d0e9e38675f509fe90df67"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-27T19:34:31.077000+00:00","captured_at":"2026-10-27T19:41:01.886Z","last_trade_at":"2026-10-27T19:40:53.519912577Z","price":9.26,"iv_pct":54.374784876140815,"implied_move_pct":11.337368108334905,"put_call_skew_pp":-1.992207458762374,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"91d67e04a883941dd9a1ad7ac2a36e690d237564bb87c05ebdfd2ec966aaedf3"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-27T19:59:45.770000+00:00","captured_at":"2026-10-28T01:18:39.925Z","last_trade_at":"2026-10-27T23:57:45.111415879Z","price":9.28,"iv_pct":54.78348753614044,"implied_move_pct":11.469994583308738,"put_call_skew_pp":3.113991516514225,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"d596b4fa49843223631579a1a49df7b3a54559b32ae9ec94ab7c0628920ff277"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:04.683000+00:00","captured_at":"2026-10-28T22:14:46.907Z","last_trade_at":"2026-10-28T21:46:19.115528709Z","price":9.26,"iv_pct":55.12632220889802,"implied_move_pct":11.19204877963182,"put_call_skew_pp":-3.6268821684057873,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"f16e752fc6f33e67c5581223f57c55358dd42955fbdf4769da7138ea61951606"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:01.903000+00:00","captured_at":"2026-10-30T00:50:03.912Z","last_trade_at":"2026-10-29T23:56:41.42265376Z","price":9.09,"iv_pct":54.52330714625164,"implied_move_pct":10.919996894545104,"put_call_skew_pp":-47.22926700525127,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"b39fb42afc6c601ad6b3fe1cb9276ab2bca527aa32a8e9b973f583afb6a9641f"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-10-30T19:59:25.473000+00:00","captured_at":"2026-10-30T23:33:59.380Z","last_trade_at":"2026-10-30T23:27:28.787730245Z","price":9.03,"iv_pct":58.39470242970243,"implied_move_pct":11.357495369123276,"put_call_skew_pp":6.898706573335412,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"4dd153065a0a1ede72465b3a71276000c06877bfd8e803eec0d8d35a0521fe3c"},{"symbol":"XPEV","expiry":"2026-11-20","observed_at":"2026-11-03T20:50:01.483000+00:00","captured_at":"2026-11-04T03:59:51.832Z","last_trade_at":"2026-11-04T00:56:50.553594543Z","price":9.67,"iv_pct":64.95593708975778,"implied_move_pct":11.488347533297564,"put_call_skew_pp":-14.198446218451721,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/XPEV","source_hash":"36be41770295d9566912089a6af3c904be8e88472f52b5af2865b4fff1b98888"}],"dailyIv":[{"symbol":"XPEV","date":"2026-08-07","iv_pct":65.67532887984748,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":44.24884848484849,"put_iv_pct":130.95900266666663},{"expiry":"2026-08-21","call_iv_pct":50.657379807692315,"put_iv_pct":51.547411461687055},{"expiry":"2026-08-28","call_iv_pct":59.91501751313485,"put_iv_pct":63.5289609151573},{"expiry":"2026-09-04","call_iv_pct":62.66370249728557,"put_iv_pct":61.88230769230769}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c3fd42327059b71fee11af74aa267ea7aade6b6b5697e3805de12e49fed9ce4","captured_at":"2026-10-21T19:28:29.692262+00:00","observed_at":"2026-08-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"d3406731eb717705769558e9dbd98c4e01ed6383f5ca4b8b913421013e07f90d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97890a96bf7f2ee2c4fc9c9b3d888741d7b04b78c557009b64abffbd578478cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"}]},{"symbol":"XPEV","date":"2026-08-10","iv_pct":58.62561097505462,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":54.37,"put_iv_pct":45.465843373493975},{"expiry":"2026-08-21","call_iv_pct":56.938069046225856,"put_iv_pct":61.846749792186195},{"expiry":"2026-08-28","call_iv_pct":64.51095755182627,"put_iv_pct":62.24151057401812},{"expiry":"2026-09-04","call_iv_pct":62.712,"put_iv_pct":60.91975746268656}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e5677e7045fd11758f07ec37693db519f59256f7c7d3a492bda2a10625c32b92","captured_at":"2026-10-21T19:28:27.699758+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"07cb23fa45ac1d0b3c3262479d844d35090f6881ee706ddb387d0d92058e0f41"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97890a96bf7f2ee2c4fc9c9b3d888741d7b04b78c557009b64abffbd578478cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"}]},{"symbol":"XPEV","date":"2026-08-11","iv_pct":54.96788303730965,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":57.1674182444062,"put_iv_pct":50.44970713676429},{"expiry":"2026-08-21","call_iv_pct":48.999941176470585,"put_iv_pct":52.40681363636364},{"expiry":"2026-08-28","call_iv_pct":61.00087378640777,"put_iv_pct":50.63572746628815},{"expiry":"2026-09-04","call_iv_pct":60.75755491881566,"put_iv_pct":58.32502793296089}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c6932d0707a94e5a170ba552ac40ac0fca063f95b5cdcc87b76b755613422b06","captured_at":"2026-10-21T19:28:26.236304+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"9c35fbbfac3c0bde9394ba71254700770c402eedc46d3421dc498206c8bb93ce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97890a96bf7f2ee2c4fc9c9b3d888741d7b04b78c557009b64abffbd578478cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"}]},{"symbol":"XPEV","date":"2026-08-12","iv_pct":54.54708213488317,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":57.453977389516965,"put_iv_pct":42.745025155967},{"expiry":"2026-08-21","call_iv_pct":47.74025927581583,"put_iv_pct":41.71439952437574},{"expiry":"2026-08-28","call_iv_pct":63.32802982731555,"put_iv_pct":64.11562798092211},{"expiry":"2026-09-04","call_iv_pct":58.99088652482269,"put_iv_pct":60.28845140032949}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d0997f9ad9c8233de3dc94f1b43df3620010b97b1e2eff8abd14ef6875a55e78","captured_at":"2026-10-21T19:28:24.956047+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":"60447d4c0921f31d650f0aa0bfe84a1967eb4c3a9009c6cb9f01fbe228ceaefd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97890a96bf7f2ee2c4fc9c9b3d888741d7b04b78c557009b64abffbd578478cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"}]},{"symbol":"XPEV","date":"2026-08-14","iv_pct":52.79196649623961,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":50.095093439363815,"put_iv_pct":44.16899925595238},{"expiry":"2026-08-28","call_iv_pct":62.88723913043478,"put_iv_pct":49.884690058479535},{"expiry":"2026-09-04","call_iv_pct":56.80089068825911,"put_iv_pct":52.223392857142855},{"expiry":"2026-09-11","call_iv_pct":58.10943127962086,"put_iv_pct":48.16599526066351}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6f2641d56a30125a817a2fc2b61d0744ea770d1ec070a2a213103287beb7b0e2","captured_at":"2026-10-21T19:28:10.809245+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"d1d32af8f27fb3aa45981b7cd496f8c68655cacab1435c47ed97fb05659b17d6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"}]},{"symbol":"XPEV","date":"2026-08-17","iv_pct":69.62494544846942,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":66.08715889464594,"put_iv_pct":76.23580118694362},{"expiry":"2026-08-28","call_iv_pct":71.34454545454545,"put_iv_pct":78.67007594936709},{"expiry":"2026-09-04","call_iv_pct":73.0847389558233,"put_iv_pct":64.84336283185841},{"expiry":"2026-09-11","call_iv_pct":63.38046890927625,"put_iv_pct":63.35341140529531}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3312d4f53a4f73ddfef62f3082ae181a5de89eec55e28a8b48a6bf944dbdda1e","captured_at":"2026-10-21T19:28:08.811133+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"032b5b6b98b68dc07a7df3fd75799cc12a3ed88d78222e68f4b477df80b93774"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"}]},{"symbol":"XPEV","date":"2026-08-18","iv_pct":87.96072247208657,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":67.18385515727871,"put_iv_pct":201.97011830430495},{"expiry":"2026-08-28","call_iv_pct":85.6275167785235,"put_iv_pct":75.17422413793102},{"expiry":"2026-09-04","call_iv_pct":76.38259259259259,"put_iv_pct":70.2021933751119},{"expiry":"2026-09-11","call_iv_pct":65.25087042532147,"put_iv_pct":61.89440900562852}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f98689ed587fa50aadbce41822f69067a1a9b80ac242872484173f43487c96dc","captured_at":"2026-10-21T19:28:06.970156+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"7fc9788dede5284c42b7ab8783ba698ff221a2b42793f5c8e126945d28572832"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"}]},{"symbol":"XPEV","date":"2026-08-19","iv_pct":67.22027873686767,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":55.25140624999999,"put_iv_pct":58.88306536176163},{"expiry":"2026-08-28","call_iv_pct":72.19957462148523,"put_iv_pct":78.83764199655766},{"expiry":"2026-09-04","call_iv_pct":71.12627799227799,"put_iv_pct":68.78952477249747},{"expiry":"2026-09-11","call_iv_pct":66.40755769230769,"put_iv_pct":66.2671812080537}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4ba0ebfedc03d39ee770ae3bd6fe7c775803daf01908dcd26dc37a3c207965b2","captured_at":"2026-10-21T19:28:05.012217+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8ededb6e68483a6606be5ac9489fe26da31cf382198e92e4c2ace339279d1611"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"}]},{"symbol":"XPEV","date":"2026-08-20","iv_pct":78.58383396501613,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":148.39067988668538,"put_iv_pct":64.63372832369943},{"expiry":"2026-08-28","call_iv_pct":81.17538406317301,"put_iv_pct":80.03475778546712},{"expiry":"2026-09-04","call_iv_pct":69.4032332761578,"put_iv_pct":58.68458986175115},{"expiry":"2026-09-11","call_iv_pct":62.48756137479542,"put_iv_pct":63.86073714839961}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dcc42d91e0790882848f520a3e68da78c14a6a51af41e2781802c71330963fcc","captured_at":"2026-10-21T19:28:01.523317+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"9f1f6794c018e785139149a2625030cb7ec5960f63feee9cbd1d4788aad08aa9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c72e57bd0cd82f34d97fb852ecefbb5bdbb4b0a04c3ae7876c699edf5235b474"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"}]},{"symbol":"XPEV","date":"2026-08-21","iv_pct":70.35021455118326,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":84.06368571428571,"put_iv_pct":88.20659213569776},{"expiry":"2026-09-04","call_iv_pct":74.64356300997281,"put_iv_pct":74.04528662420383},{"expiry":"2026-09-11","call_iv_pct":59.441668107173726,"put_iv_pct":56.204854045037536},{"expiry":"2026-09-18","call_iv_pct":61.57566037735849,"put_iv_pct":64.62040639573617}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"13595826d78e73902ff9d2b96210f54bf0c8897e92b83571dd4fde5f8b154046","captured_at":"2026-10-21T19:27:50.515336+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"860c7adafff06c68fd53a5464adad49453de80fdd63c4430de61599a8b95a524"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"079b4cc94dd8305726c226f892f4d4d7bfbb780a193ef0bfadffc4e7731bcb50"}]},{"symbol":"XPEV","date":"2026-08-24","iv_pct":55.92673405651547,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":66.52524072612471,"put_iv_pct":60.90866390666165},{"expiry":"2026-09-04","call_iv_pct":53.951699056079946,"put_iv_pct":52.626038622129435},{"expiry":"2026-09-11","call_iv_pct":56.102,"put_iv_pct":51.397131997235654},{"expiry":"2026-09-18","call_iv_pct":55.25738170347003,"put_iv_pct":50.64571644042232}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e7983a6e26e734c2f0d9c9b194af9da8fa28a640f1206640a7f6edc9649959c5","captured_at":"2026-10-21T19:27:48.010671+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"1f342ef631690261ba0432d7f8fcb0088bd25d955124833df8ad5ac4cdeb5d00"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"079b4cc94dd8305726c226f892f4d4d7bfbb780a193ef0bfadffc4e7731bcb50"}]},{"symbol":"XPEV","date":"2026-08-25","iv_pct":50.568136988582864,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":55.69523400191022,"put_iv_pct":58.73808968058968},{"expiry":"2026-09-04","call_iv_pct":46.32159159159159,"put_iv_pct":48.61471299093656},{"expiry":"2026-09-11","call_iv_pct":49.6,"put_iv_pct":50.70217067583046},{"expiry":"2026-09-18","call_iv_pct":49.44347589424572,"put_iv_pct":45.42982107355865}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d83ad0d3bc19e2e586a74c459abcf8d0402da6676d53723b1812ec03f40e048b","captured_at":"2026-10-21T19:27:45.979912+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"679755a3f77a630798486ca267293b8f253175798c43c8c7f5e0bc7f8d12e19e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"079b4cc94dd8305726c226f892f4d4d7bfbb780a193ef0bfadffc4e7731bcb50"}]},{"symbol":"XPEV","date":"2026-08-26","iv_pct":52.17783736730098,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":54.068874598070735,"put_iv_pct":51.83758049242424},{"expiry":"2026-09-04","call_iv_pct":47.000577507598784,"put_iv_pct":47.374420772303594},{"expiry":"2026-09-11","call_iv_pct":53.56540063091483,"put_iv_pct":54.83047683923705},{"expiry":"2026-09-18","call_iv_pct":53.01080378250591,"put_iv_pct":55.7345643153527}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"38eb4fb9f4afaf0a8b0dc42f62d87a92a23a8c351f79ed449ff117f093c7f59a","captured_at":"2026-10-21T19:27:42.451813+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f41d1ff91216e4655c54fe87dd17580b9eda8151ec2dffc6d6842e44253c0da7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b5419a2b7cbe10b246d3f5594e8fc1bd317cf98f00ef65e423c953436895d812"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"079b4cc94dd8305726c226f892f4d4d7bfbb780a193ef0bfadffc4e7731bcb50"}]},{"symbol":"XPEV","date":"2026-08-28","iv_pct":47.530431904134545,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":44.63856199559795,"put_iv_pct":43.04425869894099},{"expiry":"2026-09-11","call_iv_pct":45.168318485523386,"put_iv_pct":45.28604813172894},{"expiry":"2026-09-18","call_iv_pct":47.26193438140807,"put_iv_pct":47.69582417582418},{"expiry":"2026-09-25","call_iv_pct":55.61908333333333,"put_iv_pct":51.529426030719485}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c2b72bd06ac3fe312732920c9b19c36b4d272f9cc27e6edcac43039753f420d5","captured_at":"2026-10-21T19:27:29.012571+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"9a829ac2ed0134727de4c94f81f737b71a667fae0d95cb5664f8c8a676e6571c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"079b4cc94dd8305726c226f892f4d4d7bfbb780a193ef0bfadffc4e7731bcb50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d954b878a91c855e7076cfc5e87b8710fb3641369ff727dd31ee310baa116fd1"}]},{"symbol":"XPEV","date":"2026-08-31","iv_pct":48.64516929412984,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":54.28462896371363,"put_iv_pct":35.64952879581152},{"expiry":"2026-09-11","call_iv_pct":50.992391763463566,"put_iv_pct":43.36864804469273},{"expiry":"2026-09-18","call_iv_pct":49.84786163522013,"put_iv_pct":50.117950920245406},{"expiry":"2026-09-25","call_iv_pct":58.49499229583975,"put_iv_pct":46.405351934052}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"98d855d482fbe38afdec86233ddb16dfbe5a92a442ab1e45342977aa719d83e3","captured_at":"2026-10-21T19:27:16.038318+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"813d1bf17f8001b649a1129fb623a1e3e6149c4fdfa53da5af4b37c47dfa7cd5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b7fb46aeef63127e9f4bdf697b82a59cdf1db5008de256210c9c7e48307aeb0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2380c983b65075cdddc6b672c96a551198041336e64cc3252f054968ece7508"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"079b4cc94dd8305726c226f892f4d4d7bfbb780a193ef0bfadffc4e7731bcb50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-08-01","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d954b878a91c855e7076cfc5e87b8710fb3641369ff727dd31ee310baa116fd1"}]},{"symbol":"XPEV","date":"2026-09-02","iv_pct":89.0698092798364,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":270.3510649960846,"put_iv_pct":186.06830810329473},{"expiry":"2026-09-11","call_iv_pct":54.885,"put_iv_pct":31.512422145328717},{"expiry":"2026-09-18","call_iv_pct":47.16118635437882,"put_iv_pct":41.95774984481688},{"expiry":"2026-09-25","call_iv_pct":41.09008947006194,"put_iv_pct":39.53265332472563}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fc384885bda62297415934763c45a99d8a34e7b0054869b1ab08b44c06edfc04","captured_at":"2026-10-21T19:26:11.684001+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":"bb6256d93e9b60f43a63e5464122d80fd34aeab9d2bb6ee324bc486c0325df22"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"7358ed1908098ac7f8fbc44cab104044dcac9eb267fda7b10ce1aa268faab1ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"309ba3d123a20ec8915ecf6c404354504e701f845a098f14ad88deb1fed66b4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"}]},{"symbol":"XPEV","date":"2026-09-03","iv_pct":118.89660960230596,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":295.5067486403406,"put_iv_pct":314.7038086802481},{"expiry":"2026-09-11","call_iv_pct":42.47682722929936,"put_iv_pct":138.17117253678109},{"expiry":"2026-09-18","call_iv_pct":40.53934748834801,"put_iv_pct":40.90673427152318},{"expiry":"2026-09-25","call_iv_pct":42.51677581863979,"put_iv_pct":36.35146215326751}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2835fdd04687ded9f0e637e63069df005d8df6e9950980fe70322e6239582660","captured_at":"2026-10-21T19:26:08.513592+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":"86097e0e93b968c161181c821ba249cab13c852bbc021329beae56e30e6478c5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"7358ed1908098ac7f8fbc44cab104044dcac9eb267fda7b10ce1aa268faab1ab"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"309ba3d123a20ec8915ecf6c404354504e701f845a098f14ad88deb1fed66b4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"}]},{"symbol":"XPEV","date":"2026-09-04","iv_pct":49.5312846339082,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":67.90495202336253,"put_iv_pct":59.55397653194263},{"expiry":"2026-09-18","call_iv_pct":45.407166762839005,"put_iv_pct":41.882819548872185},{"expiry":"2026-09-25","call_iv_pct":44.20800259403372,"put_iv_pct":45.507858048162234},{"expiry":"2026-10-02","call_iv_pct":45.928536,"put_iv_pct":45.85696556205328}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5e21bd5554bf0ed991fc70e49a20956afa2c6a6073747504d6bbda16fd648080","captured_at":"2026-10-21T19:26:04.616496+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"c571cc03a8f342332d0adad8f16016d6b7e3d4347c1169d0a6a2376570ecf4ad"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"309ba3d123a20ec8915ecf6c404354504e701f845a098f14ad88deb1fed66b4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"}]},{"symbol":"XPEV","date":"2026-09-08","iv_pct":58.75063025719417,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":48.59455040871934,"put_iv_pct":130.3511501920356},{"expiry":"2026-09-18","call_iv_pct":50.70215224286362,"put_iv_pct":45.29595316351684},{"expiry":"2026-09-25","call_iv_pct":48.24,"put_iv_pct":39.13067415730337},{"expiry":"2026-10-02","call_iv_pct":54.62067269643867,"put_iv_pct":53.0698891966759}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5d65b8f9b6343b163ab4cc88c16a3d05a788319767780f51e98b6ccc38b66711","captured_at":"2026-10-21T19:26:03.319809+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f83e53c5ce8406898a18d3b33793ea915bb8de39349e278c41521f8c0ed4c066"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"309ba3d123a20ec8915ecf6c404354504e701f845a098f14ad88deb1fed66b4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"}]},{"symbol":"XPEV","date":"2026-09-09","iv_pct":96.63506011132327,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":259.6530545617174,"put_iv_pct":137.7342018028497},{"expiry":"2026-09-18","call_iv_pct":72.9098439716312,"put_iv_pct":45.01549005424955},{"expiry":"2026-09-25","call_iv_pct":65.62116504854369,"put_iv_pct":41.60275641025641},{"expiry":"2026-10-02","call_iv_pct":76.93719330855019,"put_iv_pct":73.60677573278801}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c3f1264dec8864f722f64982955492693c0ae48cdc35788dde0a81be043506e3","captured_at":"2026-10-21T19:26:01.734760+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"10834c0753a52648c6261055149171174f4ef6b557f140552395350a10ad74c2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"309ba3d123a20ec8915ecf6c404354504e701f845a098f14ad88deb1fed66b4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"}]},{"symbol":"XPEV","date":"2026-09-10","iv_pct":139.43795666947165,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":622.1813741154988,"put_iv_pct":196.0834697217676},{"expiry":"2026-09-18","call_iv_pct":48.46395342612419,"put_iv_pct":45.15644793152639},{"expiry":"2026-09-25","call_iv_pct":47.39285121824779,"put_iv_pct":54.20969414204251},{"expiry":"2026-10-02","call_iv_pct":46.365,"put_iv_pct":55.65086280056577}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cb37775f25dac53adb233530338697b56a1be358411912305655372a1da8f961","captured_at":"2026-10-21T19:25:59.690398+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":"e308c82f2015e682fbd6ed47726ce0e315bfb90d3c0fc6540ac13fb8986b517c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"309ba3d123a20ec8915ecf6c404354504e701f845a098f14ad88deb1fed66b4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"}]},{"symbol":"XPEV","date":"2026-09-11","iv_pct":55.788040790369706,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":134.95222672064787,"put_iv_pct":40.23},{"expiry":"2026-09-25","call_iv_pct":41.77550527903469,"put_iv_pct":47.80400099651221},{"expiry":"2026-10-02","call_iv_pct":43.74579314352121,"put_iv_pct":45.85103448275862},{"expiry":"2026-10-09","call_iv_pct":47.56432367149758,"put_iv_pct":44.381442028985504}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f3d4d18e697768e5b893ee2e116aade38591284cf2305f0afe18b4bdf8ce0e5","captured_at":"2026-10-21T19:25:53.203092+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8ef6b5907c1f6c68b5530937166b61bdcd990ab38011ca3d2da5483f3b2b2f78"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"}]},{"symbol":"XPEV","date":"2026-09-14","iv_pct":45.1888200601431,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":46.584221367756115,"put_iv_pct":46.325799011532126},{"expiry":"2026-09-25","call_iv_pct":38.85592057761733,"put_iv_pct":46.712230769230764},{"expiry":"2026-10-02","call_iv_pct":48.338501742160275,"put_iv_pct":45.206336418072944},{"expiry":"2026-10-09","call_iv_pct":46.73601307189542,"put_iv_pct":42.75153752287981}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f0d1b26c737d31ad78908d40bac804d997bd63a78b1d0ab35824a907777afad3","captured_at":"2026-10-21T19:25:51.699581+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"47032aa7fd63801cf73e3a5b54bff4376177d84dd802ebc657816116c6f8c3dc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"}]},{"symbol":"XPEV","date":"2026-09-15","iv_pct":50.971526953931736,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":48.130041522491354,"put_iv_pct":54.661914498141265},{"expiry":"2026-09-25","call_iv_pct":64.73848534201953,"put_iv_pct":48.32080901366827},{"expiry":"2026-10-02","call_iv_pct":49.90801331853496,"put_iv_pct":44.025192307692315},{"expiry":"2026-10-09","call_iv_pct":52.02251728907331,"put_iv_pct":45.96524233983287}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d382c6914a217ccb00d3b1809719534f722c3d4105bea87e395cd96c3d91c04c","captured_at":"2026-10-21T19:25:50.195326+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"729c2a9893d1aafc907dea1c5a1698e6a7f8b24357f133e5ab150daa092af587"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"}]},{"symbol":"XPEV","date":"2026-09-16","iv_pct":137.41236703612242,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":491.4094703049759,"put_iv_pct":305.6066699338397},{"expiry":"2026-09-25","call_iv_pct":55.77113821138211,"put_iv_pct":38.72859204618345},{"expiry":"2026-10-02","call_iv_pct":57.88742268041237,"put_iv_pct":40.72165961448049},{"expiry":"2026-10-09","call_iv_pct":63.38423469387756,"put_iv_pct":45.78974880382775}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a6ef558287e8e733f47bd0308ff5f9dd311e343a8d4d84b2cd2c4a1f5e75769b","captured_at":"2026-10-21T19:25:48.694829+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"90915a31e6985b7dd69d793bb10473180e2cb9580e8eba67f890e78d05ae8bc5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b2ab3a96679f404670d19f40c8b920733a40572ac3068c3d8afb3e682fc64151"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"}]},{"symbol":"XPEV","date":"2026-09-18","iv_pct":64.74908272364854,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":192.4732146749001,"put_iv_pct":47.00032947139754},{"expiry":"2026-10-02","call_iv_pct":47.20022466300549,"put_iv_pct":47.144351991931416},{"expiry":"2026-10-09","call_iv_pct":48.167317529631944,"put_iv_pct":45.337208588957054},{"expiry":"2026-10-16","call_iv_pct":44.87384765625,"put_iv_pct":45.79616721311476}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a00d1a5d514bf2e672d5e3de3273508e67509ea987ca7524cd6b1ee7256e47c4","captured_at":"2026-10-21T19:25:32.186184+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"214467b40b6b93bfbbdf84eb18346bfe91573b376cb4faf2f9fc16523b6c491f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6163814ed3252a693687f9c7a336e8dcfdf7c9556973ed4409a648606acab001"}]},{"symbol":"XPEV","date":"2026-09-21","iv_pct":53.123290827273564,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":52.075674603174605,"put_iv_pct":62.23681647940076},{"expiry":"2026-10-02","call_iv_pct":54.85346055979644,"put_iv_pct":49.032964042759964},{"expiry":"2026-10-09","call_iv_pct":50.453155080213904,"put_iv_pct":53.011538461538464},{"expiry":"2026-10-16","call_iv_pct":51.870000000000005,"put_iv_pct":51.45271739130435}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"68d0460f5280e7608459bf4c2a0f491ed7528124bd189c6a3ed40ae7a5f5f02f","captured_at":"2026-10-21T19:25:30.536582+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"cf7dea934bbc9c2e0e8cd70f34cffc18bc0a838829f3f1018f2f0fffad24ca87"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6163814ed3252a693687f9c7a336e8dcfdf7c9556973ed4409a648606acab001"}]},{"symbol":"XPEV","date":"2026-09-22","iv_pct":55.07205265927533,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":52.27018862532152,"put_iv_pct":72.52477987421382},{"expiry":"2026-10-02","call_iv_pct":54.034506903353055,"put_iv_pct":53.9050536352801},{"expiry":"2026-10-09","call_iv_pct":52.34912596401029,"put_iv_pct":52.350231362467866},{"expiry":"2026-10-16","call_iv_pct":52.186959107806686,"put_iv_pct":50.955575801749276}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"66399528a5745b3757f111d40821b8f3ca32ca2d6552883193904add9892dedb","captured_at":"2026-10-21T19:25:28.921615+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"7e3abc101820c1aa6e1aa720c22268796a81fc5aac05f5f1f7899d7ede7752f1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"36782cff8dd867f03256419131cf3a9be95c42dc1c3aee663663cd03e4a77325"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6163814ed3252a693687f9c7a336e8dcfdf7c9556973ed4409a648606acab001"}]},{"symbol":"XPEV","date":"2026-09-25","iv_pct":75.00525955251761,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":204.3199096594858,"put_iv_pct":130.29907851087356},{"expiry":"2026-10-09","call_iv_pct":41.83012547051443,"put_iv_pct":46.27161840744571},{"expiry":"2026-10-16","call_iv_pct":47.29275912408759,"put_iv_pct":42.88774933333333},{"expiry":"2026-10-23","call_iv_pct":46.14398781313473,"put_iv_pct":40.99684810126582}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4fbab4ad32afe1b2b5e26687701cba1d51c057d190d5060fc19027c2bab028a6","captured_at":"2026-10-21T19:25:12.238778+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"8edffd01b2f431506c6463789f606d5cf2cf095a13891d7c5eb08e6639bb9eee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6163814ed3252a693687f9c7a336e8dcfdf7c9556973ed4409a648606acab001"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bb043f4ec95f8ce14528cec38b8a1e7ae637657e4f1a2378bf3ba6c2b83af81"}]},{"symbol":"XPEV","date":"2026-09-28","iv_pct":49.85770372847138,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":66.65676579012043,"put_iv_pct":59.49903967168264},{"expiry":"2026-10-09","call_iv_pct":48.52904936014625,"put_iv_pct":41.49514051522248},{"expiry":"2026-10-16","call_iv_pct":47.528075949367086,"put_iv_pct":46.834038961038964},{"expiry":"2026-10-23","call_iv_pct":48.16462042599672,"put_iv_pct":40.154899154196485}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e700a1aefc274a43ef656801ddbd60a80dd359ed734f7f937f8955df8adf6c5f","captured_at":"2026-10-21T19:25:10.710002+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"33d41f924349e3eb428d1624b41294e149801bf8eb3b6a8309aad5d17da35871"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6163814ed3252a693687f9c7a336e8dcfdf7c9556973ed4409a648606acab001"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bb043f4ec95f8ce14528cec38b8a1e7ae637657e4f1a2378bf3ba6c2b83af81"}]},{"symbol":"XPEV","date":"2026-09-29","iv_pct":48.88052351933719,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":52.70058458813109,"put_iv_pct":72.34370239149688},{"expiry":"2026-10-09","call_iv_pct":48.82082837723025,"put_iv_pct":45.99397955819323},{"expiry":"2026-10-16","call_iv_pct":49.18493892724376,"put_iv_pct":34.40412377850163},{"expiry":"2026-10-23","call_iv_pct":40.819793148028445,"put_iv_pct":46.77623738587218}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"98d6d204ce0fab8b73bb3257bb0477f11b7b98e88fde13dbb344c08447f8e8c4","captured_at":"2026-10-21T19:25:08.529975+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"be3a87081c2fb71e01f45e6d808ddd164b7c272f8b9410a351119e174d3c68a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6163814ed3252a693687f9c7a336e8dcfdf7c9556973ed4409a648606acab001"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bb043f4ec95f8ce14528cec38b8a1e7ae637657e4f1a2378bf3ba6c2b83af81"}]},{"symbol":"XPEV","date":"2026-09-30","iv_pct":82.93030428572581,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":319.45902158273395,"put_iv_pct":59.563448515769934},{"expiry":"2026-10-09","call_iv_pct":46.7064452173913,"put_iv_pct":48.955181741335586},{"expiry":"2026-10-16","call_iv_pct":48.00121533030761,"put_iv_pct":51.03611132004513},{"expiry":"2026-10-23","call_iv_pct":41.042039691289965,"put_iv_pct":48.67897088693297}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6aeccf41c13da65dd5b2e33f28764073bfda64142f3f4b4c53536b81b52b0c73","captured_at":"2026-10-21T19:24:38.732099+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"df390f137b9cb5d429c08fb9f442f3377a2798982ba1b07667c8e8ee302ea39d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2dd468f1d803a8f08b653f3a44ea6b4d218f2c10f9637571c92e3e90099de9e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6fdbc472fc95187d9f2f8b02ac15a0d9c41078a0e9413d0f20ced8f86c1c10c0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6163814ed3252a693687f9c7a336e8dcfdf7c9556973ed4409a648606acab001"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-09-01","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2bb043f4ec95f8ce14528cec38b8a1e7ae637657e4f1a2378bf3ba6c2b83af81"}]},{"symbol":"XPEV","date":"2026-10-01","iv_pct":61.12626494593212,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":62.428553522186014,"put_iv_pct":160.55643280632412},{"expiry":"2026-10-09","call_iv_pct":43.20132381752029,"put_iv_pct":66.09234368353891},{"expiry":"2026-10-16","call_iv_pct":42.13952380952381,"put_iv_pct":44.14},{"expiry":"2026-10-23","call_iv_pct":37.79323353293413,"put_iv_pct":32.658708395429706}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a317392f9367da941fd4f127c741fa017ef6b3492bae38cfc085bb8c5fec07e4","captured_at":"2026-10-21T19:23:47.658361+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"1fc2f324c2286a9e4cd47e46c79a67c218a01cc7a54bdd4bb63e53e9123895a9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"644525950ff92c8f6c3fa3369eb4625b58c58d2d036c2500f08c8b58595a6750"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e02d662bbb16cea932d27d9b8a9f9aeb2d788fc484bb2cb5c00a216f498972b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"}]},{"symbol":"XPEV","date":"2026-10-02","iv_pct":46.73595036880775,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":39.622392800423505,"put_iv_pct":40.25463047567858},{"expiry":"2026-10-16","call_iv_pct":42.40723704866562,"put_iv_pct":48.94843680214381},{"expiry":"2026-10-23","call_iv_pct":51.85784388646289,"put_iv_pct":48.802237991266374},{"expiry":"2026-10-30","call_iv_pct":54.5815232722144,"put_iv_pct":47.413300673606855}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d7700a5d6e84f3273406ee5c694b3df30c7d76dc0df273ff02e03237d6c9785d","captured_at":"2026-10-21T19:23:45.912930+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"08462c94c4fa668fa1ad4fb8f3b5f11f7daa10ce0a11cc23b8e328dd9a801f5c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e02d662bbb16cea932d27d9b8a9f9aeb2d788fc484bb2cb5c00a216f498972b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"}]},{"symbol":"XPEV","date":"2026-10-05","iv_pct":64.79527691336837,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":46.19122917863297,"put_iv_pct":222.7433712784589},{"expiry":"2026-10-16","call_iv_pct":44.48636444051305,"put_iv_pct":43.57761612021858},{"expiry":"2026-10-23","call_iv_pct":36.376144914073386,"put_iv_pct":36.54620247757369},{"expiry":"2026-10-30","call_iv_pct":40.96739376770538,"put_iv_pct":47.47389312977099}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1bec6b1a7857b156bff3b7b9fe0b3ad768acc4bf3515d8bc4eff9be24c477353","captured_at":"2026-10-21T19:23:44.657998+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"0e91c07c4d0012e7ba8b4c9658b1d43cd2e2ef738ced66d1f92f8a39d70e4508"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e02d662bbb16cea932d27d9b8a9f9aeb2d788fc484bb2cb5c00a216f498972b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"}]},{"symbol":"XPEV","date":"2026-10-06","iv_pct":86.85122891146726,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":248.01752372345237,"put_iv_pct":79.48965043695382},{"expiry":"2026-10-16","call_iv_pct":139.01553125,"put_iv_pct":45.22570067066714},{"expiry":"2026-10-23","call_iv_pct":44.09878048780487,"put_iv_pct":47.85045246568379},{"expiry":"2026-10-30","call_iv_pct":44.58016209476309,"put_iv_pct":46.532030162412994}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"747fd36d66e46a200267e3a83ccf6c2d749c6bb0b23aa8d9b24c4822ded767b2","captured_at":"2026-10-21T19:23:42.420285+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"07f47e810913334e9b73b3cc6b75cf221c16a49e85c59a6d0a36c0dcc6bb870b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e02d662bbb16cea932d27d9b8a9f9aeb2d788fc484bb2cb5c00a216f498972b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"}]},{"symbol":"XPEV","date":"2026-10-08","iv_pct":81.62027763270012,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":170.72157142857148,"put_iv_pct":101.0431240657698},{"expiry":"2026-10-16","call_iv_pct":139.56901449275358,"put_iv_pct":45.41532846715328},{"expiry":"2026-10-23","call_iv_pct":41.319578286227014,"put_iv_pct":71.00949304174951},{"expiry":"2026-10-30","call_iv_pct":42.074444444444445,"put_iv_pct":41.80966683493185}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0a2ff3f67652de9471cb639843cee2930d51c083aa0c69269bf89627c7da3954","captured_at":"2026-10-21T19:23:38.513904+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"82dd7fb2d876698c9370e7c3379fbd90f427c7b272dd74ff1ca0d288132e57b8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e02d662bbb16cea932d27d9b8a9f9aeb2d788fc484bb2cb5c00a216f498972b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"}]},{"symbol":"XPEV","date":"2026-10-09","iv_pct":46.98652855858846,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":66.44017017017015,"put_iv_pct":42.36423941605839},{"expiry":"2026-10-23","call_iv_pct":40.84015325670498,"put_iv_pct":40.06601708706265},{"expiry":"2026-10-30","call_iv_pct":55.777118391660466,"put_iv_pct":44.78485244040862},{"expiry":"2026-11-06","call_iv_pct":45.58064156206416,"put_iv_pct":40.03903614457831}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"df74ae61080234a4c1d7f4e57e52c37c9add18ca4e29a3ed368adb41911625e1","captured_at":"2026-10-21T19:23:33.166945+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"34631f1cb1f382252ea821d62a9cc6621a3f646c6e793a8382828de0b46c9bd2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-11-06","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f601fcb736d95c2e18a2e3e993b1ab40c68d0a174acc670ee0d781eec81eca56"}]},{"symbol":"XPEV","date":"2026-10-12","iv_pct":98.45853199475086,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":346.0933970276009,"put_iv_pct":190.69695251739665},{"expiry":"2026-10-23","call_iv_pct":35.355099866844206,"put_iv_pct":32.28164835164835},{"expiry":"2026-10-30","call_iv_pct":47.12824644549764,"put_iv_pct":45.475998998497744},{"expiry":"2026-11-06","call_iv_pct":42.99126488939308,"put_iv_pct":47.64564786112833}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fa5a54ca11e5ac180fe7e7cba4171212d1be84cd4d046164236e2a1fb6809321","captured_at":"2026-10-21T19:23:31.242045+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"738d569c0c0417c56738e5e7b46ffefaa9c0225479ae8c396ffb4f64bde97d4b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-11-06","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f601fcb736d95c2e18a2e3e993b1ab40c68d0a174acc670ee0d781eec81eca56"}]},{"symbol":"XPEV","date":"2026-10-13","iv_pct":94.99128498120666,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":419.68032994923857,"put_iv_pct":51.15930430667298},{"expiry":"2026-10-23","call_iv_pct":44.82278846153846,"put_iv_pct":49.61074425969913},{"expiry":"2026-10-30","call_iv_pct":48.40975785677486,"put_iv_pct":48.56445814072933},{"expiry":"2026-11-06","call_iv_pct":45.691171875,"put_iv_pct":51.991725}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e731eb37eb50f79f5c7a90d13ad72beb7ecc909f11aa61b602d2eca65967e228","captured_at":"2026-10-21T19:23:29.008942+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"7f75c3a90fce0877277c26861097ce8db2315fb666109cfa6eecc36be02f0b37"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-11-06","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f601fcb736d95c2e18a2e3e993b1ab40c68d0a174acc670ee0d781eec81eca56"}]},{"symbol":"XPEV","date":"2026-10-14","iv_pct":49.79088261309394,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":59.20685416194148,"put_iv_pct":67.45975597609561},{"expiry":"2026-10-23","call_iv_pct":43.193398198198196,"put_iv_pct":47.211546762589926},{"expiry":"2026-10-30","call_iv_pct":47.06465626523647,"put_iv_pct":46.484022692109335},{"expiry":"2026-11-06","call_iv_pct":50.47319796954315,"put_iv_pct":37.23362887903737}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0ed74d3db4a5311618ac6ce599b84ee29b346ae7a745cd1498fddfafe16824b4","captured_at":"2026-10-21T19:23:26.730509+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"354074c12a391ccab74acc976bc21626b7b7de30340e09d65aefcfc8de01642e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f06cdd47b907636daaf992338ae3225129fe32fd5f183640124df7d09f6d56cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-11-06","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f601fcb736d95c2e18a2e3e993b1ab40c68d0a174acc670ee0d781eec81eca56"}]},{"symbol":"XPEV","date":"2026-10-16","iv_pct":92.56869423600276,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":394.03620108176904,"put_iv_pct":48.6616},{"expiry":"2026-10-30","call_iv_pct":45.56970588235294,"put_iv_pct":55.645760502172855},{"expiry":"2026-11-06","call_iv_pct":52.067920792079214,"put_iv_pct":53.76364640883978},{"expiry":"2026-11-13","call_iv_pct":47.54651452282157,"put_iv_pct":43.25820469798658}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"76760f01f9e8ecca4a99077c2ba222017acbc58129ae4a225fbe9b405d99fdc5","captured_at":"2026-10-21T19:23:13.234100+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"2dbc8c29e7c81509344f1995a84a139f2209ea0930d42ca08c84de32ebdb079d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8c00869c4d98db38d8a84f71c3a0aa53afddb0c43e98e56d7728def294ff5a86"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"92e0be21f346bfb4488d5476d217066849828dc81fb0408d3470177f363e0681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-11-06","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f601fcb736d95c2e18a2e3e993b1ab40c68d0a174acc670ee0d781eec81eca56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","expiration":"2026-11-13","start_date":"2026-10-01","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1c6632fedba405a91a890c4af38b69a436cf7d1b0c5b8afd6a3ceca997261e2e"}]},{"symbol":"XPEV","date":"2026-10-19","iv_pct":102.09899264251766,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":330.7184089162182,"put_iv_pct":224.5403391249738},{"expiry":"2026-10-30","call_iv_pct":36.91996339231238,"put_iv_pct":46.90574245939675},{"expiry":"2026-11-06","call_iv_pct":49.54931853381518,"put_iv_pct":45.29608880491261},{"expiry":"2026-11-13","call_iv_pct":47.17948821161587,"put_iv_pct":35.68259169689642}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"46694b426590ce53f2830ea5de16d443bacf79020161584d4b4001c66868a331","captured_at":"2026-10-21T19:18:10.709885+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":"d59bbe31d6b88086b0e9e9d3617a45c92126615a1573155288c26d09e08c9ae1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"a8c80c541179df2ab7b266cbecbf04251e882223788f12afb556aabe73d3c8a1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"3c4073bae0c8b2ffaac4cb6a4b790656939c2f770ad7bdebc453a14620b2c5d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"d5f69b5900d2c8f2c7c32649494129ed3067eb4cc9de9f77b9067b2d1b8e89e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"af5ef187d253bb6f362c20bc88bb7f184f0a4a5ffa9b3fde9d893c2f893437af"}]},{"symbol":"XPEV","date":"2026-10-20","iv_pct":58.7625352966304,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":53.76092029580937,"put_iv_pct":111.72828439838804},{"expiry":"2026-10-30","call_iv_pct":44.20763723150358,"put_iv_pct":48.355048859934854},{"expiry":"2026-11-06","call_iv_pct":52.24966900063654,"put_iv_pct":65.34767441860465},{"expiry":"2026-11-13","call_iv_pct":49.43940776038121,"put_iv_pct":45.01164040778498}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1cf5a3a3f5102950321dc18fefe63abdb9b97a331fe56a4f5974e729495ef776","captured_at":"2026-10-21T19:18:10.178414+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":"25919e5d2222a4ec468d8ccd23dc89cab6b8e51d5f35856b66c1255147c61a21"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"a8c80c541179df2ab7b266cbecbf04251e882223788f12afb556aabe73d3c8a1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"3c4073bae0c8b2ffaac4cb6a4b790656939c2f770ad7bdebc453a14620b2c5d3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"d5f69b5900d2c8f2c7c32649494129ed3067eb4cc9de9f77b9067b2d1b8e89e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"af5ef187d253bb6f362c20bc88bb7f184f0a4a5ffa9b3fde9d893c2f893437af"}]},{"symbol":"XPEV","date":"2026-10-21","iv_pct":132.53035822389586,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":579.088619246862,"put_iv_pct":165.7023035833519},{"expiry":"2026-10-30","call_iv_pct":55.76023472099203,"put_iv_pct":35.87588094525875},{"expiry":"2026-11-06","call_iv_pct":60.34679856115107,"put_iv_pct":53.02821917808219},{"expiry":"2026-11-13","call_iv_pct":57.90130012150668,"put_iv_pct":52.53950943396226}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c4f7d64e919efa49fb1d7c36c60e99a08287c03f94bdeb3938673e553fa5cfc9","captured_at":"2026-10-22T00:29:48.941146+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":"XPEV","date":"2026-10-21","format":"json"},"source_hash":"970b7387d61368d103b9f6cb700676e139199e5a92126ea4b873836ec600b790"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"982d0a3a3caffa667613754345e8a41eb20125712a8a38de0899c59b75a25b0f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"fe938d214ad1431bc6b4953e91c494dd30b9d5cdb2ea1c157e90037f75840d7b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"273663c26a4c55d9532d051ad67c6ec8d6b9be0c1466ce6a57db8a30acae92bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"7a766952074b4773c75cddd7abc3bad38633a337f9a02c88fe953fccd64207d8"}]},{"symbol":"XPEV","date":"2026-10-22","iv_pct":117.76373138008141,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":292.8270484416072,"put_iv_pct":159.86028061224488},{"expiry":"2026-10-30","call_iv_pct":179.79765397082664,"put_iv_pct":46.88130512249444},{"expiry":"2026-11-06","call_iv_pct":51.05736585365853,"put_iv_pct":105.07874802527644},{"expiry":"2026-11-13","call_iv_pct":55.16922174181593,"put_iv_pct":51.438227272727275}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3818d8040989a24d3a1159f5083cd59a8c8a28ae66a0ef52f25cd66d84a14435","captured_at":"2026-10-22T20:58:50.400126+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":"XPEV","date":"2026-10-22","format":"json"},"source_hash":"b892daa6ddd8b17dddcb87a8c90570d79697a01dfa33adddd6a1a50b49f26fa8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"ac64ba581c41dc1e120eeefea075353b28f51f8b0b5894178795eb445f69100d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"fc246a5e33d69378da5028b26bd41bec01382df61d2d84c54695bf41c4c3c7c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"91ff1326e74784298603195ce4a9f056671737d4ae31224bd88e834454e5c033"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"5d6edf8af3847b5e85a00c2cab801eec2e9b9ca7a0f1a225ba57f1ff043f9a6c"}]},{"symbol":"XPEV","date":"2026-10-23","iv_pct":81.28584361374314,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":292.5020901639344,"put_iv_pct":39.05673298429319},{"expiry":"2026-11-06","call_iv_pct":48.43674137931034,"put_iv_pct":56.27565239814337},{"expiry":"2026-11-13","call_iv_pct":50.99886453063518,"put_iv_pct":53.279748953974895},{"expiry":"2026-11-20","call_iv_pct":56.786179279941216,"put_iv_pct":52.95073921971253}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff1b4c9d77d59ddd1fa19a13f46855dfe30b8d1f2de8dc76e346cbc8bc0428fb","captured_at":"2026-10-23T21:04:59.345449+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":"XPEV","date":"2026-10-23","format":"json"},"source_hash":"2d9df8bc1116bff9f90010eba67ed05a6857b1cdd67e82d1eb9cb10748be61b2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"7fb57df7997a631b3ea2f92e29b908488cba95a37cab3e25d58c5fee3f588726"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"48bb14cbee0be045fea8d7ce99c63d729aef5189a434a3bc576abd24b4946c7e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"6b7f09e71648ba270bc0be1f67b7704c4892121deca64317709d9e2c8badea2a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"f52ac5678d642e50e42b07e98d6001a7836d687e9eea4b38c6a474c7e67c23f9"}]},{"symbol":"XPEV","date":"2026-10-26","iv_pct":79.00789401702657,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":288.30749493585415,"put_iv_pct":46.20403648802737},{"expiry":"2026-11-06","call_iv_pct":49.73013499831252,"put_iv_pct":47.11298013245033},{"expiry":"2026-11-13","call_iv_pct":47.088864838864836,"put_iv_pct":44.98379132231405},{"expiry":"2026-11-20","call_iv_pct":57.930925050641456,"put_iv_pct":50.70492436974789}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"98d1fcd9499f02b67025f334003e0b311949984f99c07b560710253f26a4bd91","captured_at":"2026-11-01T03:06:49.305134+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":"XPEV","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"5f7fcdbba026d019742d6e0800bac04088b904f24daa4bea77164037cf49caa4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"57d601e409830b142ff61bbaf942b93e3581e86554c2832f23ec5c63d89aad27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"406619584283053c1c4537c1dae206384c42cd85b645c937f20f5223bb5f206d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"8d3a76ccc92c4dd5fdabe76482f2e2bcbde4d0b5c9830a356d4de891f9c71795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"bac9c05ad0b685bd119ee4d72a4664621a57679503867be3e123ec490f4b77b4"}]},{"symbol":"XPEV","date":"2026-10-27","iv_pct":111.18654450190971,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":516.8162605435801,"put_iv_pct":71.91833573279585},{"expiry":"2026-11-06","call_iv_pct":45.4687339055794,"put_iv_pct":49.94915649676956},{"expiry":"2026-11-13","call_iv_pct":51.464964358452136,"put_iv_pct":45.258054298642534},{"expiry":"2026-11-20","call_iv_pct":55.48599462365591,"put_iv_pct":53.130856055802155}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dff395cb3ae0f6585bc0be2c05ca8b466a0514670524ca27a78c1d2734355f43","captured_at":"2026-11-01T03:06:48.144305+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":"XPEV","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"c0bd6436b0f7ad9e1f0c673e04020e810745aa1032f5bd5ae350351d9c9e40f1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"57d601e409830b142ff61bbaf942b93e3581e86554c2832f23ec5c63d89aad27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"406619584283053c1c4537c1dae206384c42cd85b645c937f20f5223bb5f206d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"8d3a76ccc92c4dd5fdabe76482f2e2bcbde4d0b5c9830a356d4de891f9c71795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"bac9c05ad0b685bd119ee4d72a4664621a57679503867be3e123ec490f4b77b4"}]},{"symbol":"XPEV","date":"2026-10-28","iv_pct":174.0114684597387,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":588.6102112482853,"put_iv_pct":292.95135471385134},{"expiry":"2026-11-06","call_iv_pct":63.63405168435625,"put_iv_pct":211.44244557665593},{"expiry":"2026-11-13","call_iv_pct":65.48915331807781,"put_iv_pct":60.19051051051051},{"expiry":"2026-11-20","call_iv_pct":54.80238758708044,"put_iv_pct":54.97163303909206}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e148391c094e195e0f2454fe026ca49b2b217649216ecedb87db9c8dce30df04","captured_at":"2026-11-01T03:06:46.939013+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":"XPEV","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"555901e6a9e857edf744b6a44b598027949d098fd49cce65564f619ada0b044f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"57d601e409830b142ff61bbaf942b93e3581e86554c2832f23ec5c63d89aad27"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"406619584283053c1c4537c1dae206384c42cd85b645c937f20f5223bb5f206d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"8d3a76ccc92c4dd5fdabe76482f2e2bcbde4d0b5c9830a356d4de891f9c71795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"bac9c05ad0b685bd119ee4d72a4664621a57679503867be3e123ec490f4b77b4"}]},{"symbol":"XPEV","date":"2026-10-30","iv_pct":66.06017439915968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":143.69427937915748,"put_iv_pct":50.28916785206259},{"expiry":"2026-11-13","call_iv_pct":49.57528886801315,"put_iv_pct":53.72060975609756},{"expiry":"2026-11-20","call_iv_pct":62.23053130929791,"put_iv_pct":56.78113874345549},{"expiry":"2026-11-27","call_iv_pct":55.01037928519329,"put_iv_pct":57.18}],"source":"ThetaData historical first-order Greeks","provider_symbol":"XPEV","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"70110a14d31b0cccf8af458fd487f3ba250587561deaee5029bbf5650e2be6f3","captured_at":"2026-11-01T03:06:42.957616+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":"XPEV","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"123e7b70ddbba2c0421f438e5162b80f81b7180c96d699a403eb1508e86c2c26"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"406619584283053c1c4537c1dae206384c42cd85b645c937f20f5223bb5f206d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"8d3a76ccc92c4dd5fdabe76482f2e2bcbde4d0b5c9830a356d4de891f9c71795"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"bac9c05ad0b685bd119ee4d72a4664621a57679503867be3e123ec490f4b77b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"XPEV","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":"46e836ae636e2510718c4d991289ac2be318fcc5f75a874278f924781e7f6099"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/XPEV","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-07","observed_at":"2026-08-07T15:59:00-04:00","iv_pct":65.67532887984748,"put_call_skew_pp":22.60818360821437,"implied_move_pct":13.543527584666897,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0c3fd42327059b71fee11af74aa267ea7aade6b6b5697e3805de12e49fed9ce4","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":58.62561097505462,"put_call_skew_pp":-2.0142913489168173,"implied_move_pct":11.443103416984036,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e5677e7045fd11758f07ec37693db519f59256f7c7d3a492bda2a10625c32b92","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":54.96788303730965,"put_call_skew_pp":-4.027127988430811,"implied_move_pct":10.14275480820264,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c6932d0707a94e5a170ba552ac40ac0fca063f95b5cdcc87b76b755613422b06","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":54.54708213488317,"put_call_skew_pp":-4.662412238969171,"implied_move_pct":9.757762638767336,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d0997f9ad9c8233de3dc94f1b43df3620010b97b1e2eff8abd14ef6875a55e78","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":52.79196649623961,"put_call_skew_pp":-8.362394276360071,"implied_move_pct":11.336895662919883,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6f2641d56a30125a817a2fc2b61d0744ea770d1ec070a2a213103287beb7b0e2","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":69.62494544846942,"put_call_skew_pp":2.3014347897933707,"implied_move_pct":13.087900971406604,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3312d4f53a4f73ddfef62f3082ae181a5de89eec55e28a8b48a6bf944dbdda1e","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":87.96072247208659,"put_call_skew_pp":28.699027467315034,"implied_move_pct":14.4020162598882,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f98689ed587fa50aadbce41822f69067a1a9b80ac242872484173f43487c96dc","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":67.22027873686767,"put_call_skew_pp":1.9481491956998944,"implied_move_pct":11.841493777663054,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4ba0ebfedc03d39ee770ae3bd6fe7c775803daf01908dcd26dc37a3c207965b2","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":78.58383396501613,"put_call_skew_pp":-23.560761370373577,"implied_move_pct":11.49636499348329,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dcc42d91e0790882848f520a3e68da78c14a6a51af41e2781802c71330963fcc","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":70.35021455118326,"put_call_skew_pp":0.8381404979711391,"implied_move_pct":14.453673759138496,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"13595826d78e73902ff9d2b96210f54bf0c8897e92b83571dd4fde5f8b154046","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":55.926734056515464,"put_call_skew_pp":-4.064692629806405,"implied_move_pct":10.425271559572646,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e7983a6e26e734c2f0d9c9b194af9da8fa28a640f1206640a7f6edc9649959c5","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":50.56813698858286,"put_call_skew_pp":0.6061232332919531,"implied_move_pct":9.004768042401633,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d83ad0d3bc19e2e586a74c459abcf8d0402da6676d53723b1812ec03f40e048b","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":52.177837367300974,"put_call_skew_pp":0.5328464750568305,"implied_move_pct":9.078344422338258,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"38eb4fb9f4afaf0a8b0dc42f62d87a92a23a8c351f79ed449ff117f093c7f59a","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":47.53043190413454,"put_call_skew_pp":-1.2830852896622833,"implied_move_pct":10.285447893218837,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c2b72bd06ac3fe312732920c9b19c36b4d272f9cc27e6edcac43039753f420d5","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":48.64516929412984,"put_call_skew_pp":-9.519598740858854,"implied_move_pct":9.427884414510132,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"98d855d482fbe38afdec86233ddb16dfbe5a92a442ab1e45342977aa719d83e3","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":89.0698092798364,"put_call_skew_pp":-28.604051850589848,"implied_move_pct":10.777504967634126,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fc384885bda62297415934763c45a99d8a34e7b0054869b1ab08b44c06edfc04","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":118.89660960230596,"put_call_skew_pp":27.27336961629802,"implied_move_pct":11.815680352459347,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2835fdd04687ded9f0e637e63069df005d8df6e9950980fe70322e6239582660","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":49.53128463390821,"put_call_skew_pp":-2.6617594223012304,"implied_move_pct":10.207503211940587,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5e21bd5554bf0ed991fc70e49a20956afa2c6a6073747504d6bbda16fd648080","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":58.750630257194175,"put_call_skew_pp":16.42257284037752,"implied_move_pct":9.819525640146859,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5d65b8f9b6343b163ab4cc88c16a3d05a788319767780f51e98b6ccc38b66711","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":96.63506011132326,"put_call_skew_pp":-44.2905082225747,"implied_move_pct":13.517018820723209,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c3f1264dec8864f722f64982955492693c0ae48cdc35788dde0a81be043506e3","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":139.43795666947165,"put_call_skew_pp":-103.32567604099212,"implied_move_pct":12.78721963032517,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cb37775f25dac53adb233530338697b56a1be358411912305655372a1da8f961","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":55.788040790369706,"put_call_skew_pp":-22.442842826611262,"implied_move_pct":11.091349543015589,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f3d4d18e697768e5b893ee2e116aade38591284cf2305f0afe18b4bdf8ce0e5","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":45.1888200601431,"put_call_skew_pp":0.12031174057162453,"implied_move_pct":8.593852922353877,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f0d1b26c737d31ad78908d40bac804d997bd63a78b1d0ab35824a907777afad3","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":50.971526953931736,"put_call_skew_pp":-5.456474828196111,"implied_move_pct":9.175766120624035,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d382c6914a217ccb00d3b1809719534f722c3d4105bea87e395cd96c3d91c04c","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":137.41236703612242,"put_call_skew_pp":-59.40139887307913,"implied_move_pct":15.230782360323545,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a6ef558287e8e733f47bd0308ff5f9dd311e343a8d4d84b2cd2c4a1f5e75769b","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":64.74908272364854,"put_call_skew_pp":-36.859136814596695,"implied_move_pct":12.39347541414243,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a00d1a5d514bf2e672d5e3de3273508e67509ea987ca7524cd6b1ee7256e47c4","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":53.123290827273564,"put_call_skew_pp":1.6204365329546455,"implied_move_pct":9.998908972874965,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"68d0460f5280e7608459bf4c2a0f491ed7528124bd189c6a3ed40ae7a5f5f02f","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":55.07205265927533,"put_call_skew_pp":4.723715018304876,"implied_move_pct":9.77464221281794,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"66399528a5745b3757f111d40821b8f3ca32ca2d6552883193904add9892dedb","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":75.00525955251761,"put_call_skew_pp":-19.782871928576036,"implied_move_pct":13.665388061738543,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4fbab4ad32afe1b2b5e26687701cba1d51c057d190d5060fc19027c2bab028a6","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":49.85770372847138,"put_call_skew_pp":-5.723848305872481,"implied_move_pct":9.109888903409168,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e700a1aefc274a43ef656801ddbd60a80dd359ed734f7f937f8955df8adf6c5f","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":48.88052351933719,"put_call_skew_pp":1.9979745183575908,"implied_move_pct":8.438574260067984,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"98d6d204ce0fab8b73bb3257bb0477f11b7b98e88fde13dbb344c08447f8e8c4","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":82.93030428572581,"put_call_skew_pp":-61.7437523394098,"implied_move_pct":10.78825886254541,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6aeccf41c13da65dd5b2e33f28764073bfda64142f3f4b4c53536b81b52b0c73","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":61.12626494593213,"put_call_skew_pp":29.471212550782127,"implied_move_pct":7.827232867080925,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a317392f9367da941fd4f127c741fa017ef6b3492bae38cfc085bb8c5fec07e4","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":46.73595036880775,"put_call_skew_pp":-0.7625977662676977,"implied_move_pct":10.16497583960656,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d7700a5d6e84f3273406ee5c694b3df30c7d76dc0df273ff02e03237d6c9785d","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":64.79527691336837,"put_call_skew_pp":45.57998767627435,"implied_move_pct":10.344118105134442,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1bec6b1a7857b156bff3b7b9fe0b3ad768acc4bf3515d8bc4eff9be24c477353","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":86.85122891146725,"put_call_skew_pp":-64.15354095507566,"implied_move_pct":12.9199213982939,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"747fd36d66e46a200267e3a83ccf6c2d749c6bb0b23aa8d9b24c4822ded767b2","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":81.62027763270011,"put_call_skew_pp":-33.601749060598024,"implied_move_pct":10.618463667729984,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0a2ff3f67652de9471cb639843cee2930d51c083aa0c69269bf89627c7da3954","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":46.98652855858846,"put_call_skew_pp":-10.345984573122946,"implied_move_pct":9.840155157771852,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"df74ae61080234a4c1d7f4e57e52c37c9add18ca4e29a3ed368adb41911625e1","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":98.45853199475087,"put_call_skew_pp":-38.866940125166174,"implied_move_pct":14.022812520785477,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fa5a54ca11e5ac180fe7e7cba4171212d1be84cd4d046164236e2a1fb6809321","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":94.99128498120666,"put_call_skew_pp":-89.3194541088626,"implied_move_pct":13.0322261101858,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e731eb37eb50f79f5c7a90d13ad72beb7ecc909f11aa61b602d2eca65967e228","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":49.79088261309395,"put_call_skew_pp":-0.38728807127176523,"implied_move_pct":8.144110783578986,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0ed74d3db4a5311618ac6ce599b84ee29b346ae7a745cd1498fddfafe16824b4","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":92.56869423600276,"put_call_skew_pp":-84.47278266750588,"implied_move_pct":16.452492658291096,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"76760f01f9e8ecca4a99077c2ba222017acbc58129ae4a225fbe9b405d99fdc5","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":102.09899264251766,"put_call_skew_pp":-27.985604241945516,"implied_move_pct":14.423511890438682,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"46694b426590ce53f2830ea5de16d443bacf79020161584d4b4001c66868a331","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":58.7625352966304,"put_call_skew_pp":17.696253449095458,"implied_move_pct":9.986941461062202,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1cf5a3a3f5102950321dc18fefe63abdb9b97a331fe56a4f5974e729495ef776","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":132.53035822389586,"put_call_skew_pp":-111.48775987746417,"implied_move_pct":15.117570322032014,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c4f7d64e919efa49fb1d7c36c60e99a08287c03f94bdeb3938673e553fa5cfc9","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":117.76373138008141,"put_call_skew_pp":-53.89818224379131,"implied_move_pct":14.379930699957386,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3818d8040989a24d3a1159f5083cd59a8c8a28ae66a0ef52f25cd66d84a14435","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":81.28584361374314,"put_call_skew_pp":-61.79025044942429,"implied_move_pct":15.223531089601039,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff1b4c9d77d59ddd1fa19a13f46855dfe30b8d1f2de8dc76e346cbc8bc0428fb","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":79.00789401702659,"put_call_skew_pp":-63.51292187778332,"implied_move_pct":12.584205113417044,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"98d1fcd9499f02b67025f334003e0b311949984f99c07b560710253f26a4bd91","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":111.18654450190971,"put_call_skew_pp":-112.24488771181437,"implied_move_pct":14.731740648197812,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dff395cb3ae0f6585bc0be2c05ca8b466a0514670524ca27a78c1d2734355f43","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":174.0114684597387,"put_call_skew_pp":-38.24496499942248,"implied_move_pct":20.2830741182774,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e148391c094e195e0f2454fe026ca49b2b217649216ecedb87db9c8dce30df04","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":66.06017439915969,"put_call_skew_pp":-23.134890622511545,"implied_move_pct":13.33466702095646,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"70110a14d31b0cccf8af458fd487f3ba250587561deaee5029bbf5650e2be6f3","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}