{"schemaVersion":1,"symbol":"CAKE","days":90,"observations":[{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-19T19:58:57.595000+00:00","captured_at":"2026-10-20T03:50:15.543Z","last_trade_at":"2026-10-19T22:03:26.863889937Z","price":116,"iv_pct":49.40602515156286,"implied_move_pct":11.978524484311018,"put_call_skew_pp":3.7953583172399386,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"cc008334d5f9a70c929437697f0c15971468ab55daac9df5cd87d7d5e3d9fed7"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:02.520000+00:00","captured_at":"2026-10-20T13:33:12.346Z","last_trade_at":"2026-10-20T13:32:59.578313509Z","price":116.1999,"iv_pct":51.06462661617943,"implied_move_pct":12.169005396765467,"put_call_skew_pp":6.921735582614574,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"d9336e55b796e85035b2f84e386e7a6e8e2464df76b073a6c6abf32de74a230f"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T13:40:37.100000+00:00","captured_at":"2026-10-20T13:40:58.738Z","last_trade_at":"2026-10-20T13:40:37.09850189Z","price":117,"iv_pct":51.88136476906724,"implied_move_pct":12.36354859297084,"put_call_skew_pp":9.443201169450111,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"584bc18b5d26f233f27372b101ea57a620b6d7a59406c0fc255476012b372323"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T13:56:12.038000+00:00","captured_at":"2026-10-20T13:56:24.177Z","last_trade_at":"2026-10-20T13:56:12.028869586Z","price":117.235,"iv_pct":51.696027688726055,"implied_move_pct":12.31356209215595,"put_call_skew_pp":9.515085984541816,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"437ed24b14898271c6ab86127edb085140369fb35e333c5c43187146a2aebfdf"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T14:02:02.385000+00:00","captured_at":"2026-10-20T14:04:45.191Z","last_trade_at":"2026-10-20T14:03:56.03654199Z","price":116.54,"iv_pct":51.532938989234545,"implied_move_pct":12.211031777763617,"put_call_skew_pp":7.15672215555665,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"77136ea96fbbe670127a8bb3cb51b2ce6ccaa5982514cbc26e7dcd550b202c77"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T14:08:37.895000+00:00","captured_at":"2026-10-20T14:14:09.978Z","last_trade_at":"2026-10-20T14:13:46.360383146Z","price":116.41,"iv_pct":51.56561430261559,"implied_move_pct":12.201045139173129,"put_call_skew_pp":6.5296425345520825,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"fd2ee95db99d31a183b0bc337533bbadabeb155a3dc8370ea272aa16c60ce371"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T14:14:32.273000+00:00","captured_at":"2026-10-20T14:26:08.768Z","last_trade_at":"2026-10-20T14:24:45.785179853Z","price":116.43,"iv_pct":51.051635694928386,"implied_move_pct":12.083072849722129,"put_call_skew_pp":6.628068439684126,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"eeef5ee10c1180c7039502e9f39a50a0874b423ba02e79e36cd4bc6391ba16fa"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T14:31:06.714000+00:00","captured_at":"2026-10-20T14:33:52.110Z","last_trade_at":"2026-10-20T14:32:54.065801926Z","price":116.73,"iv_pct":51.00853751488932,"implied_move_pct":12.1118157256833,"put_call_skew_pp":8.369834384614588,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"93be15cc42b3c06ad2c8dc390062087c8784f79c2a7c8208e24433dd7d5a40e1"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T14:41:08.595000+00:00","captured_at":"2026-10-20T14:49:21.442Z","last_trade_at":"2026-10-20T14:48:44.83125244Z","price":116.55,"iv_pct":49.83333039202685,"implied_move_pct":11.776855442141079,"put_call_skew_pp":8.012648761611452,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"1bdf560ee4e4982b5331c05772064c8260a6152996ff70258bb83ebd290df802"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T14:42:58.036000+00:00","captured_at":"2026-10-20T14:57:05.557Z","last_trade_at":"2026-10-20T14:55:12.884867982Z","price":116.9798,"iv_pct":49.29525887069752,"implied_move_pct":11.70478433145454,"put_call_skew_pp":9.483477877838686,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"227cc06c7f47e226d1297720c3473b36c285031d10d93ad7accd894dbafa1f55"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T14:57:11.488000+00:00","captured_at":"2026-10-20T15:05:22.470Z","last_trade_at":"2026-10-20T15:05:10.988998658Z","price":117.07,"iv_pct":49.42226713532513,"implied_move_pct":11.7211577222431,"put_call_skew_pp":2.919678141373283,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"245a475903f9b4d9ab078448c00bc2c87b7f8f4ea2de7f904f3c6c4e500d2b78"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T15:10:21.879000+00:00","captured_at":"2026-10-20T15:11:00.612Z","last_trade_at":"2026-10-20T15:10:32.097239708Z","price":117.29,"iv_pct":49.35468293392275,"implied_move_pct":11.731757794223757,"put_call_skew_pp":3.799525051008845,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"45a092b320b9d263d7bfc173230706d86dc28e663deedd5616c0eb9c70b182e9"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T15:17:36.315000+00:00","captured_at":"2026-10-20T15:20:14.613Z","last_trade_at":"2026-10-20T15:19:41.261003673Z","price":117.51,"iv_pct":49.543638627295664,"implied_move_pct":11.78999545883264,"put_call_skew_pp":4.465254291337595,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"221d4568a41508f711e2d48bcb68fef48d37f5c58596b75b142ffa3040104b34"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T15:21:56.190000+00:00","captured_at":"2026-10-20T15:28:00.742Z","last_trade_at":"2026-10-20T15:26:32.923606919Z","price":116.99,"iv_pct":49.32733383475443,"implied_move_pct":11.69477988157993,"put_call_skew_pp":2.3191041543913107,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"b8545aa3258aa8343603af97a2de7ad5d9297b5ff5cd517c42e923789a0e4803"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T15:31:45.148000+00:00","captured_at":"2026-10-20T15:43:37.266Z","last_trade_at":"2026-10-20T15:42:01.138426405Z","price":117.215,"iv_pct":49.323803326637695,"implied_move_pct":11.716878437269571,"put_call_skew_pp":3.5624631660933384,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"48d5f57696199686bf93721deecf80c05c91006c6f2890c667b1adc2b0199d54"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T15:44:27.062000+00:00","captured_at":"2026-10-20T15:51:22.840Z","last_trade_at":"2026-10-20T15:49:49.358200862Z","price":117.26,"iv_pct":49.133489853558366,"implied_move_pct":11.668747771536767,"put_call_skew_pp":3.784694212410505,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"6e7c4a2930cbce8c61113778bb4917737b9151f89838f94590c830939e7bc0c4"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T16:00:47.875000+00:00","captured_at":"2026-10-20T16:14:50.357Z","last_trade_at":"2026-10-20T16:14:16.868125143Z","price":116.62,"iv_pct":49.599668308650045,"implied_move_pct":11.743353515174602,"put_call_skew_pp":1.7500386100386123,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"2798f0aeeb79b9007fe9e7be9a153230645ea044ff7accc1d7b0201902cfc03d"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T16:08:29.557000+00:00","captured_at":"2026-10-20T16:22:38.149Z","last_trade_at":"2026-10-20T16:21:52.968569819Z","price":116.575,"iv_pct":49.552553204700835,"implied_move_pct":11.735287151198511,"put_call_skew_pp":1.7393269238252573,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"0e5a40cd2940ec8463b7990f2499f559ec68a3f25f793c96d0b87046d59224d5"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T16:20:06.682000+00:00","captured_at":"2026-10-20T16:30:21.980Z","last_trade_at":"2026-10-20T16:30:16.668861775Z","price":116.88,"iv_pct":49.687233226254534,"implied_move_pct":11.788917975717156,"put_call_skew_pp":2.8877780599289027,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"b330fa9389342bc2528aa87b3848980f6dd3553185234279ab2cfa2bc0fb4fa0"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T16:37:02.762000+00:00","captured_at":"2026-10-20T16:38:05.175Z","last_trade_at":"2026-10-20T16:37:51.257345119Z","price":117.045,"iv_pct":49.931010209061796,"implied_move_pct":11.86580489449919,"put_call_skew_pp":4.452056090103474,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"254c5d56253c951e8f37b7b97031a4e4010f9a121c36c075b7882c8f56c3b70e"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T16:52:52.282000+00:00","captured_at":"2026-10-20T16:53:38.222Z","last_trade_at":"2026-10-20T16:53:23.81668651Z","price":117.17,"iv_pct":49.64425839970075,"implied_move_pct":11.772261659317971,"put_call_skew_pp":4.554574672366673,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"e8a79fe37227245643f710640df9110f533b5a2a48b9d054f86208dae22eae35"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T17:00:56.952000+00:00","captured_at":"2026-10-20T17:01:32.680Z","last_trade_at":"2026-10-20T17:00:56.950981163Z","price":117.19,"iv_pct":49.644868377244336,"implied_move_pct":11.773799369751185,"put_call_skew_pp":4.614280707380764,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"b54da5ce4373be88e773af90e12fec4d23098538ba993eb8d5d256ae4c5bb9e6"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T17:08:05.723000+00:00","captured_at":"2026-10-20T17:09:38.707Z","last_trade_at":"2026-10-20T17:08:51.850737963Z","price":116.815,"iv_pct":50.22629259809213,"implied_move_pct":11.903567814178887,"put_call_skew_pp":3.4987794939408348,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"c4be8a56bd2a8c890aa399211decc4e8ec0b6810ac4ab3bde8bb8555a29cbca3"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T17:08:05.724000+00:00","captured_at":"2026-10-20T17:17:21.559Z","last_trade_at":"2026-10-20T17:17:21.120834207Z","price":116.695,"iv_pct":50.157383613985765,"implied_move_pct":11.878988452431393,"put_call_skew_pp":3.52376390505994,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"57ad30953ba26642d07886f8eeba9bc3907737b61f7f685b4fcf24b49c7cd890"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T17:16:45.908000+00:00","captured_at":"2026-10-20T17:25:14.722Z","last_trade_at":"2026-10-20T17:24:48.237694311Z","price":116.72,"iv_pct":49.66083250076909,"implied_move_pct":11.755545860973118,"put_call_skew_pp":3.381246727208398,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"991701e027c7296cef973aa1dc23498374b30353d1e1f3d93794dc07ad23a446"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T17:32:29.364000+00:00","captured_at":"2026-10-20T17:33:04.074Z","last_trade_at":"2026-10-20T17:32:42.648041038Z","price":116.66,"iv_pct":49.59872526126905,"implied_move_pct":11.751199128654436,"put_call_skew_pp":3.38151553502678,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"7070a086028f662e6ad6c8ef0ad506bd1431ea154279d814b5053771fad1f383"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T17:36:42.591000+00:00","captured_at":"2026-10-20T17:40:48.932Z","last_trade_at":"2026-10-20T17:40:13.931871587Z","price":116.59,"iv_pct":49.670848194240705,"implied_move_pct":11.774668543239173,"put_call_skew_pp":3.6889001307416347,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"1437103bdc8ab8a93e76db9f5040c38bf9ece0c8090d8d02a3b943b94686b2f9"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T17:46:34.945000+00:00","captured_at":"2026-10-20T17:48:42.666Z","last_trade_at":"2026-10-20T17:48:06.445455707Z","price":116.93,"iv_pct":50.07689376311657,"implied_move_pct":11.897735816309037,"put_call_skew_pp":5.011810947057349,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"8d8478718d77da8535b6bec5111041c7b882d5b0fc855d983eb26fc71328d15b"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T17:53:57.334000+00:00","captured_at":"2026-10-20T17:56:31.459Z","last_trade_at":"2026-10-20T17:56:27.02674631Z","price":116.88,"iv_pct":49.280998676818285,"implied_move_pct":11.704209484929832,"put_call_skew_pp":4.4727806829812975,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"db888fdbaf0629c9159a7c6b9fa4e6d6a77166db91f0c9cf4f959614d38c14c8"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T18:00:18.081000+00:00","captured_at":"2026-10-20T18:04:33.162Z","last_trade_at":"2026-10-20T18:04:18.19008399Z","price":116.97,"iv_pct":49.412000494969625,"implied_move_pct":11.737858397979803,"put_call_skew_pp":4.0787136470908925,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"ead71ebd5d5ddaf55d7c63a05f8580b20c68dd0f4a53418f25818a5ea1d280bd"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T18:18:34.542000+00:00","captured_at":"2026-10-20T18:20:23.515Z","last_trade_at":"2026-10-20T18:20:12.400137452Z","price":117.24,"iv_pct":49.07641602699222,"implied_move_pct":11.627287747101414,"put_call_skew_pp":4.587556922568792,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"371587d93a82e25c8fd69e5a6329d89dc699204f1f469f1fa140532b138af89f"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T18:18:57.110000+00:00","captured_at":"2026-10-20T18:28:12.103Z","last_trade_at":"2026-10-20T18:27:34.9867202Z","price":117.12,"iv_pct":49.142928285347246,"implied_move_pct":11.628115223379112,"put_call_skew_pp":4.040084449021619,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"4ac94c5093fe64847efc254f06ad019ec3604b1914b0ee506c93f9fb67e72351"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T18:23:25.013000+00:00","captured_at":"2026-10-20T18:35:54.780Z","last_trade_at":"2026-10-20T18:35:04.475852977Z","price":117.15,"iv_pct":49.08916753609193,"implied_move_pct":11.620726065807272,"put_call_skew_pp":4.18091257731959,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"69a83c6e5875a78383bb35c566cd96b2cb16a7e0e80e6d0d87d51e9c9f0efdac"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T18:29:43.510000+00:00","captured_at":"2026-10-20T18:43:42.897Z","last_trade_at":"2026-10-20T18:43:25.457685248Z","price":117.02,"iv_pct":49.112482868889906,"implied_move_pct":11.612705833253107,"put_call_skew_pp":3.807010089194324,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"419a973a7c1e5faf8eb5afa2e9fb1b85db2eec1ca74cca81a8e3633f1d69e9c4"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T18:50:10.601000+00:00","captured_at":"2026-10-20T18:51:31.064Z","last_trade_at":"2026-10-20T18:51:22.427093006Z","price":117.075,"iv_pct":49.23792894280763,"implied_move_pct":11.65573156966611,"put_call_skew_pp":4.018864852410331,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"abd701888f8d2bfe84b34defdacafa69325a067e166bd52f346793444f4ddfe9"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T18:51:02.509000+00:00","captured_at":"2026-10-20T18:59:16.713Z","last_trade_at":"2026-10-20T18:58:14.616988481Z","price":116.98,"iv_pct":49.19856069106071,"implied_move_pct":11.633542211561409,"put_call_skew_pp":3.597693356783438,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"5f45254c58a217b0a85fe5ccc3bacda1acac76c8b5e116b566e9c80ec5343338"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T19:05:13.374000+00:00","captured_at":"2026-10-20T19:09:11.602Z","last_trade_at":"2026-10-20T19:08:47.279653658Z","price":116.73,"iv_pct":49.1703870368017,"implied_move_pct":11.622620015573814,"put_call_skew_pp":3.72564015538745,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"0cbecd2918375a71ad6b438653398605c37ebd7a21e63f10c9e38dce43758d1e"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T19:05:13.377000+00:00","captured_at":"2026-10-20T19:16:58.532Z","last_trade_at":"2026-10-20T19:16:46.337085272Z","price":116.735,"iv_pct":49.16902922070266,"implied_move_pct":11.62339747502232,"put_call_skew_pp":3.575120449477259,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"93e1ea7e1db3d51a607db08640b6d2c67a789ebc48c0a28f4860c89ecbda611c"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T19:20:26.297000+00:00","captured_at":"2026-10-20T19:24:41.401Z","last_trade_at":"2026-10-20T19:24:24.231532796Z","price":116.8,"iv_pct":49.08923038828957,"implied_move_pct":11.61475595284384,"put_call_skew_pp":3.858246034919366,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"c2ff390c7eb28458d6afbe53dbece4ddc0aaaa04bf725be5f43f50801fe0b290"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T19:31:53.104000+00:00","captured_at":"2026-10-20T19:32:34.363Z","last_trade_at":"2026-10-20T19:32:08.122323543Z","price":116.69,"iv_pct":49.112218367533295,"implied_move_pct":11.621447587634112,"put_call_skew_pp":3.6187884645940303,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"cfca030dbc6c790b8f303f6fa80555c845b0fccaba7d38654d6550ba0e9c40ec"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T19:32:56.407000+00:00","captured_at":"2026-10-20T19:40:22.685Z","last_trade_at":"2026-10-20T19:40:16.088137148Z","price":116.7,"iv_pct":49.292827769497364,"implied_move_pct":11.672093236143644,"put_call_skew_pp":4.063753413382604,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"065761aeeb7a2ae5597a7986d08b545b8415cc01fc445f49c11fbf91b33f0fe1"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T19:35:49.161000+00:00","captured_at":"2026-10-20T19:48:08.148Z","last_trade_at":"2026-10-20T19:48:06.630675582Z","price":116.485,"iv_pct":49.636979257589594,"implied_move_pct":11.727182059647363,"put_call_skew_pp":3.228088903237408,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"1263d3eed3fbad5458fa0da31f57729b82f172d2968bda946eeb9e3b060e0eb0"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T19:55:00.485000+00:00","captured_at":"2026-10-20T19:55:53.898Z","last_trade_at":"2026-10-20T19:55:45.69968318Z","price":115.99,"iv_pct":48.45972473678195,"implied_move_pct":11.501100144466287,"put_call_skew_pp":-0.4702064764829317,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"f6bfe3f0d85bb7c2776fd4344c0d1026c7ff46fec4c506c9d6c1a87b46fca188"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-20T19:55:18.911000+00:00","captured_at":"2026-10-20T20:03:53.663Z","last_trade_at":"2026-10-20T20:00:04.836847136Z","price":116.43,"iv_pct":48.71487609368771,"implied_move_pct":11.637064025574487,"put_call_skew_pp":1.931450201638485,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"3db32302e1892d5c533297cce08d3198af569ecf18aa492bd92b293bf05f7247"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T13:36:41.081000+00:00","captured_at":"2026-10-21T13:37:52.309Z","last_trade_at":"2026-10-21T13:37:49.589916249Z","price":115.355,"iv_pct":50.177659704359954,"implied_move_pct":11.637211863618715,"put_call_skew_pp":0.0466096728878318,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"3a28fa5ef3015f0c8fa253be1a214c79ae5050d5df67b1bd83f4828731a90c9d"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T13:39:58.903000+00:00","captured_at":"2026-10-21T13:45:49.220Z","last_trade_at":"2026-10-21T13:45:32.652412487Z","price":114.485,"iv_pct":50.322971081072154,"implied_move_pct":11.550995470789386,"put_call_skew_pp":-2.304413439974018,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"9d7f4ac60fe366cc808f8a1db5f1d071a50b043c6242d9af580f2301c698636b"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T13:47:09.195000+00:00","captured_at":"2026-10-21T13:53:32.829Z","last_trade_at":"2026-10-21T13:53:09.408794619Z","price":114.45,"iv_pct":49.55398375222138,"implied_move_pct":11.429354079004364,"put_call_skew_pp":-1.1555056073993097,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"dd8a1d76d9345d3d546f23a294b503fe3c4f91a1c298414310b51aaaae82d49c"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T14:01:10.672000+00:00","captured_at":"2026-10-21T14:01:51.733Z","last_trade_at":"2026-10-21T14:01:37.268774374Z","price":113.76,"iv_pct":52.16351869263698,"implied_move_pct":11.95349662725891,"put_call_skew_pp":-4.341312516303619,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"7aed255e9c596f42e384c74f7ea26ffaf1809827ed297e2eac401faf052db9bc"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T14:07:48.414000+00:00","captured_at":"2026-10-21T14:09:55.416Z","last_trade_at":"2026-10-21T14:09:49.35886562Z","price":113.01,"iv_pct":51.31196799240545,"implied_move_pct":11.808066808684625,"put_call_skew_pp":-3.888235555062669,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"9c2b6fd06d958ec8d09748434657914445d15636ea336eeb39a287016ad89b54"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T14:12:21.007000+00:00","captured_at":"2026-10-21T14:18:03.555Z","last_trade_at":"2026-10-21T14:18:01.45412001Z","price":113.3,"iv_pct":51.27336516783173,"implied_move_pct":11.81948794095447,"put_call_skew_pp":-1.2787052914798203,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"55f7c596e72e37b543682e2dd6ea6fc40f206a3a1f9c7892e1e2dfdaa63dd6de"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T14:23:33.320000+00:00","captured_at":"2026-10-21T14:26:11.950Z","last_trade_at":"2026-10-21T14:26:07.610570415Z","price":113.465,"iv_pct":51.26353463187132,"implied_move_pct":11.838652595341102,"put_call_skew_pp":-0.6100321495770222,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"d1b5a62db6ec6f417de228358bd6d8c83af35d4e15540d5cefcb7f017805353f"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T14:31:44.553000+00:00","captured_at":"2026-10-21T14:34:13.335Z","last_trade_at":"2026-10-21T14:33:52.874047918Z","price":113.805,"iv_pct":52.82866951566951,"implied_move_pct":12.312400382637485,"put_call_skew_pp":0.7639173060528637,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"46c601fe50244d085f122a0eb18ef4429bffeb257dfb56d2c76b2c17118b821c"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T14:37:10.866000+00:00","captured_at":"2026-10-21T14:42:05.469Z","last_trade_at":"2026-10-21T14:41:43.773983008Z","price":114.44,"iv_pct":52.42849454520966,"implied_move_pct":12.34744157612239,"put_call_skew_pp":1.4582678821879358,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"558c68f0e5c5a2e3c1b18ba5e865cda5b99a5b4ade741d00e17a85a3652a1b38"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T14:37:24.945000+00:00","captured_at":"2026-10-21T14:50:18.687Z","last_trade_at":"2026-10-21T14:49:23.37111919Z","price":114.4475,"iv_pct":52.44580086246727,"implied_move_pct":12.344054089850584,"put_call_skew_pp":1.4861398798228898,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"d69526df361aca10782b02b73474c731eb0de14bf5b28697daf2066cde0180dd"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T14:58:34.115000+00:00","captured_at":"2026-10-21T14:59:38.586Z","last_trade_at":"2026-10-21T14:59:37.576564482Z","price":114.835,"iv_pct":53.26158950705596,"implied_move_pct":12.539315309667451,"put_call_skew_pp":1.7367565870098023,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"c8d5b7e0009e30239e7fec36c61984f36176f72abc6fc9e796606fa63f231ce1"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T15:06:12.750000+00:00","captured_at":"2026-10-21T15:18:05.685Z","last_trade_at":"2026-10-21T15:18:03.865016308Z","price":114.62,"iv_pct":52.43870858347722,"implied_move_pct":12.293353351519723,"put_call_skew_pp":0.8555190181207761,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"72e9e17f1a6c7e4454c9d946f46f85b73e5883b30af46c465cb1a517ab713dad"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T15:22:31.078000+00:00","captured_at":"2026-10-21T15:29:03.388Z","last_trade_at":"2026-10-21T15:27:06.240867385Z","price":115.26,"iv_pct":51.29842196371693,"implied_move_pct":12.067279072329198,"put_call_skew_pp":3.818904367304521,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"bea9efc3160683191ce68c89e4fbf376362612b14e2d4689de64e6d2c745c123"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T15:33:29.133000+00:00","captured_at":"2026-10-21T15:45:00.383Z","last_trade_at":"2026-10-21T15:44:58.124419803Z","price":114.915,"iv_pct":51.21614952171045,"implied_move_pct":11.971309702441276,"put_call_skew_pp":2.565094039793836,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"b66c7e1f4a0fe5bfd20e29222396e403c017ffd887fc002f6b563cc416225117"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T15:53:19.852000+00:00","captured_at":"2026-10-21T15:57:35.642Z","last_trade_at":"2026-10-21T15:57:16.605773441Z","price":115.2,"iv_pct":51.78879144614172,"implied_move_pct":12.138924698052946,"put_call_skew_pp":3.935818194573548,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"1843134772f6c5399a986d37552591afb089825018fcaa5c13d1f87cf99d1b39"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T16:03:43.225000+00:00","captured_at":"2026-10-21T16:08:16.860Z","last_trade_at":"2026-10-21T16:07:45.379237363Z","price":114.81,"iv_pct":51.13942719915286,"implied_move_pct":11.929373208107679,"put_call_skew_pp":2.3940319209049266,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"efb56de9fb1da07829271e660c8875b2ac8a89d9b8bbc0fbdeac97bf771e1bc2"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T16:11:05.697000+00:00","captured_at":"2026-10-21T16:18:27.221Z","last_trade_at":"2026-10-21T16:18:18.597863571Z","price":115.06,"iv_pct":51.655784705457975,"implied_move_pct":12.0846004353001,"put_call_skew_pp":3.432174443117453,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"0798f681bd99291222f4cc1da309d57bc797258d683d5a0cbc9d440aed34581c"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T16:21:42.968000+00:00","captured_at":"2026-10-21T16:28:38.964Z","last_trade_at":"2026-10-21T16:27:42.222764993Z","price":115.28,"iv_pct":51.8972852223063,"implied_move_pct":12.149456784336502,"put_call_skew_pp":3.6424843674843665,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"9706f631448eb07221fefce88d7922281a9bce30204734602f8e3417e713c48c"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T16:31:39.221000+00:00","captured_at":"2026-10-21T16:38:59.402Z","last_trade_at":"2026-10-21T16:37:44.60883451Z","price":115.27,"iv_pct":52.01714217053737,"implied_move_pct":12.17382705423275,"put_call_skew_pp":3.7914116802597153,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"e3edbd12974105f9dee09be58b01abdf4d103d9f0a154733ef1a6059a77d1653"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T16:39:50.889000+00:00","captured_at":"2026-10-21T16:49:16.566Z","last_trade_at":"2026-10-21T16:48:20.644569678Z","price":115.59,"iv_pct":52.03220477657935,"implied_move_pct":12.192163844607244,"put_call_skew_pp":4.056183937241209,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"7bd5383cb52db3539a67fc7c32d72363ca4c20ab6ad68110106270bfad1d6a82"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T16:56:27.642000+00:00","captured_at":"2026-10-21T16:59:27.785Z","last_trade_at":"2026-10-21T16:59:05.505959035Z","price":115.49,"iv_pct":52.039085968972444,"implied_move_pct":12.175508633261607,"put_call_skew_pp":3.5918535640382054,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"56aff6f8a298cc33ea49ba5507dd17994fa545508ec0137d8f1b127ebf1ca4a7"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T17:12:14.787000+00:00","captured_at":"2026-10-21T17:14:43.734Z","last_trade_at":"2026-10-21T17:14:01.196559784Z","price":115.36,"iv_pct":51.93853750371999,"implied_move_pct":12.128922167235654,"put_call_skew_pp":3.0711056010271243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"de1d950dfa8631f8b03dd55ba0e4f725197026f269ad986e3378e7b809963466"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T17:27:31.295000+00:00","captured_at":"2026-10-21T17:28:24.222Z","last_trade_at":"2026-10-21T17:28:06.382655815Z","price":115.12,"iv_pct":52.412521858947336,"implied_move_pct":12.234113468053065,"put_call_skew_pp":2.286627031227917,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"8aa7beb943e73c680107dbaac240134fc5eed53d4b3b2e3d27fa1275d22698af"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T17:38:37.736000+00:00","captured_at":"2026-10-21T17:38:51.399Z","last_trade_at":"2026-10-21T17:38:37.743721635Z","price":115.12,"iv_pct":51.578528379180085,"implied_move_pct":12.065399297528819,"put_call_skew_pp":2.933800479375792,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"c42a083ce531ff28ac9bfa47b923db88ee096281db6a83fd23fe58aa8fd6aa3a"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T17:58:57.037000+00:00","captured_at":"2026-10-21T18:02:29.937Z","last_trade_at":"2026-10-21T18:01:59.956854229Z","price":115.465,"iv_pct":51.55589075900474,"implied_move_pct":12.107381649569074,"put_call_skew_pp":4.432062691167927,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"183350398376ae6d397691ba574ebd064e69ad68a742f0a0da8e7f48e8b8db1f"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T18:08:12.311000+00:00","captured_at":"2026-10-21T18:14:04.061Z","last_trade_at":"2026-10-21T18:13:36.562350243Z","price":115.75,"iv_pct":51.732010953041666,"implied_move_pct":12.17257000082681,"put_call_skew_pp":4.385004997517644,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"9f196e67e9ac09bc8bd082ec638fe3cecc0ade2c97c940013fdd1c34c6d73204"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T18:22:48.304000+00:00","captured_at":"2026-10-21T18:24:47.448Z","last_trade_at":"2026-10-21T18:24:46.370102284Z","price":115.905,"iv_pct":51.54400847982872,"implied_move_pct":12.14699789741968,"put_call_skew_pp":5.0336549586434405,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"74ef564abb1a14f8c2bc7e18bad6a18ad1b7e352a7146567b1d921aab3d4691b"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T18:30:24.778000+00:00","captured_at":"2026-10-21T18:35:06.538Z","last_trade_at":"2026-10-21T18:33:58.505417542Z","price":115.79,"iv_pct":52.49628429400828,"implied_move_pct":12.309870637115507,"put_call_skew_pp":2.771936066415126,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"7dbbada5b339aceb18facf1a21c120b1a70d7264f2b35656e5422511d92f1343"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T18:51:39.862000+00:00","captured_at":"2026-10-21T18:55:58.420Z","last_trade_at":"2026-10-21T18:55:21.210469341Z","price":115.4,"iv_pct":52.06687612208258,"implied_move_pct":12.141451244480338,"put_call_skew_pp":1.812871325843557,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"3cf9787b5e22797669da2d939fa22f5bfd8703570e2481682b851251a2d5fbcf"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T18:56:26.634000+00:00","captured_at":"2026-10-21T19:06:47.404Z","last_trade_at":"2026-10-21T19:06:36.02098373Z","price":114.515,"iv_pct":51.86145950538473,"implied_move_pct":11.973000912539094,"put_call_skew_pp":-0.2611697049499706,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"1e3a947b7f37b179dd33c2b6701d74e31cc71ae1d8cc37b79619977d94e9cb68"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T19:12:00.457000+00:00","captured_at":"2026-10-21T19:17:39.624Z","last_trade_at":"2026-10-21T19:17:08.912782867Z","price":114.485,"iv_pct":50.98565155348946,"implied_move_pct":11.801712435768579,"put_call_skew_pp":-0.4004964676488365,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"6d3a36c5e2d94df0fabca81b320df11883aeb929fef39d7cd08c34600332975c"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T19:23:13.339000+00:00","captured_at":"2026-10-21T19:28:00.581Z","last_trade_at":"2026-10-21T19:27:31.16820086Z","price":114.66,"iv_pct":51.293858551379735,"implied_move_pct":11.902030268352219,"put_call_skew_pp":0.42548666285853187,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"7b71b74267cd276ea5fa8c3d9a675f99e7e7f6a886b4ae1a533db8f60d8ff0cb"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T19:31:15.263000+00:00","captured_at":"2026-10-21T19:38:16.058Z","last_trade_at":"2026-10-21T19:38:08.802078875Z","price":114.6675,"iv_pct":51.00875692887394,"implied_move_pct":11.84502629073039,"put_call_skew_pp":0.4579877395084142,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"b3a1f0246eb4661346a72d7b4f133920e7766b7223a8d114c711f567064c33b8"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T19:42:41.036000+00:00","captured_at":"2026-10-21T19:48:33.391Z","last_trade_at":"2026-10-21T19:48:27.793432682Z","price":114.68,"iv_pct":51.29711572220099,"implied_move_pct":11.906961008670052,"put_call_skew_pp":0.5160872838428476,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"e306bdc1df0c72a71bd7a07c7e1171be0f71bb88f8ebae55b0be71c19c72af32"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:12.299000+00:00","captured_at":"2026-10-21T19:58:56.115Z","last_trade_at":"2026-10-21T19:58:50.09960358Z","price":114.51,"iv_pct":49.581411707427215,"implied_move_pct":11.535932179309702,"put_call_skew_pp":6.210581395348836,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"f1e7b3d75966d8949b28c8c61d9e76de3e2c926c236d6baa1893c309668c08ca"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-21T19:58:44.816000+00:00","captured_at":"2026-10-21T20:10:20.648Z","last_trade_at":"2026-10-21T20:00:02.05084307Z","price":114.39,"iv_pct":49.52647074159499,"implied_move_pct":11.498906982673947,"put_call_skew_pp":5.572176209319863,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"38d6665e2c8d9a5b168856330fb24168455e236992e125338499497e937b052a"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-22T16:42:26.599000+00:00","captured_at":"2026-10-22T16:52:51.829Z","last_trade_at":"2026-10-22T16:52:28.082777977Z","price":112.18,"iv_pct":51.247187146687345,"implied_move_pct":11.69819334417287,"put_call_skew_pp":0.5989107427835427,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"9d10ff91040becab82825db9eaab329f885acee7b608d0cffa247d981dd35c2c"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-22T19:57:26.310000+00:00","captured_at":"2026-10-23T01:15:33.066Z","last_trade_at":"2026-10-22T20:18:13.389186888Z","price":112.44,"iv_pct":51.37697403468833,"implied_move_pct":11.761351210158644,"put_call_skew_pp":3.77899054780928,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"ade7a5a534aed74fdd48e6f31135a821a0a4ccfa0628a8a9df06af2f6960e679"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-23T16:05:38.459000+00:00","captured_at":"2026-10-23T16:09:05.692Z","last_trade_at":"2026-10-23T16:07:31.726738673Z","price":108.68,"iv_pct":54.42400685503799,"implied_move_pct":12.144335162455244,"put_call_skew_pp":-1.6499738429204602,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"298366ca0a9dfe323259a411054e99c9ab5d3405cea31bf679fb6728550ee83b"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-23T19:55:05.905000+00:00","captured_at":"2026-10-24T02:30:30.029Z","last_trade_at":"2026-10-23T20:35:39.469835453Z","price":107,"iv_pct":49.88081880049284,"implied_move_pct":11.02838084464421,"put_call_skew_pp":-5.949064837905227,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"54999b93343eff12c26272b6890fb476b242b83f5657fb74a344bde59e2e1bbb"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-26T19:58:42.664000+00:00","captured_at":"2026-10-27T04:23:57.389Z","last_trade_at":"2026-10-26T23:51:03.906260055Z","price":111.8625,"iv_pct":57.006514686222985,"implied_move_pct":12.256171065121729,"put_call_skew_pp":10.187546747988074,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"f386c8f3a63570531b1e08d85724b3f8aef348ff6899f56431a753b96df55b7a"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-27T19:57:59.815000+00:00","captured_at":"2026-10-27T22:36:21.176Z","last_trade_at":"2026-10-27T22:29:36.389013064Z","price":103.92,"iv_pct":58.55599272775296,"implied_move_pct":11.38153396161861,"put_call_skew_pp":-25.63309198320477,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"916cb26b89ddf99f05f40d0a10fbb7fac432cc04ed605afe9919cf7188d5b031"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-28T18:38:46.938000+00:00","captured_at":"2026-10-28T18:41:23.977Z","last_trade_at":"2026-10-28T18:41:03.573951156Z","price":105.35,"iv_pct":42.8432177287352,"implied_move_pct":8.814886506485824,"put_call_skew_pp":1.49871480703051,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"e0e6dcd4df9a6adafdb015516212bad2ec00de42097f606071693560c38561ea"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-28T19:57:55.043000+00:00","captured_at":"2026-10-29T01:47:52.662Z","last_trade_at":"2026-10-28T22:49:23.818850026Z","price":105.1697,"iv_pct":41.98185762462444,"implied_move_pct":8.581331363771662,"put_call_skew_pp":-2.960291534559556,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"6db2e093c33934d22b0f5d4d828b047b69276763e4f1ade1fe41d0bec1f838d7"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-29T19:57:57.953000+00:00","captured_at":"2026-10-29T22:31:54.241Z","last_trade_at":"2026-10-29T22:13:27.423146791Z","price":112,"iv_pct":43.303071397836575,"implied_move_pct":8.56282884630046,"put_call_skew_pp":-2.9959237420954024,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"c8860864af35ca0867a3a8e0fa5806d5d50d960f653287194b14ac30f8c6c2f9"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-10-30T19:59:39.526000+00:00","captured_at":"2026-10-30T21:54:26.949Z","last_trade_at":"2026-10-30T20:00:02.519117114Z","price":112.64,"iv_pct":44.03360545628243,"implied_move_pct":8.60479193149003,"put_call_skew_pp":3.0888143352651,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"8f606e134fdb02132ed857176161518a55ceb4c47d6cbb6c83aacf65da1410d9"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-11-03T15:20:56.575000+00:00","captured_at":"2026-11-03T15:24:50.589Z","last_trade_at":"2026-11-03T15:24:14.795147408Z","price":113.04,"iv_pct":45.69615609777755,"implied_move_pct":8.100641661808943,"put_call_skew_pp":2.1884001249240392,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"962e1e21ab08fd20b6d8a41aa73e56a3b99bb52db9109a667fedfda2188d1a27"},{"symbol":"CAKE","expiry":"2026-11-20","observed_at":"2026-11-06T20:55:08.912000+00:00","captured_at":"2026-11-07T00:53:34.226Z","last_trade_at":"2026-11-07T00:48:27.192925859Z","price":106.0833,"iv_pct":43.42396266226606,"implied_move_pct":6.998854702102057,"put_call_skew_pp":-5.838680049581274,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/CAKE","source_hash":"0180240e4418802ddd2f910ebdc255313c8c2a56c325cd720d49faaf728ab2cd"}],"dailyIv":[{"symbol":"CAKE","date":"2026-08-10","iv_pct":41.30942108686929,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":39.71604373757455,"put_iv_pct":43.90797069271758},{"expiry":"2026-09-18","call_iv_pct":38.60424410540915,"put_iv_pct":41.10452147701583},{"expiry":"2026-10-16","call_iv_pct":42.44025157232704,"put_iv_pct":42.04523326572008},{"expiry":"2027-01-15","call_iv_pct":40.24679389312978,"put_iv_pct":42.41030995106036}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f0be7b1e50b59bbbe7720a60b1334906f778d0795225a05003f171d63bcec293","captured_at":"2026-10-22T07:22:22.104865+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"047f3c02e7485881f76b67a648c93025c44b41ee85799c16170df4de7e48372a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7724a08291659340c7595eb33367a40b18a0bddf92a05bb2f66f7f532fb7520b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"be6d1c73bebb97f16d24d8566561b5b81f14226a8c5937f8699a771221f679f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ebc3330f3ac41fecfe254f50573234a649e60402fd37035b74b4501b79eb520a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99033b0dfe78e1d4b8fc081c6b4953f04ba7a5526fbe0f32dfab9ebac8e4933"}]},{"symbol":"CAKE","date":"2026-08-11","iv_pct":41.59250390395373,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":39.72030303030303,"put_iv_pct":38.83431582981986},{"expiry":"2026-09-18","call_iv_pct":39.08005899705015,"put_iv_pct":46.024303178484104},{"expiry":"2026-10-16","call_iv_pct":43.36264921465969,"put_iv_pct":42.7928275862069},{"expiry":"2027-01-15","call_iv_pct":40.52903133903134,"put_iv_pct":42.396542056074765}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"36212b4a0cfc30bfbabcd87154f23bee90d46bc96220f9ccaf83cc2c97f1b079","captured_at":"2026-10-22T07:22:20.142944+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"fba12cf1bbe93bba115bcd8d10256cfd6107323a64853380e5108f4580c80419"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7724a08291659340c7595eb33367a40b18a0bddf92a05bb2f66f7f532fb7520b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"be6d1c73bebb97f16d24d8566561b5b81f14226a8c5937f8699a771221f679f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ebc3330f3ac41fecfe254f50573234a649e60402fd37035b74b4501b79eb520a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99033b0dfe78e1d4b8fc081c6b4953f04ba7a5526fbe0f32dfab9ebac8e4933"}]},{"symbol":"CAKE","date":"2026-08-12","iv_pct":43.01699581199384,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.677026810724286,"put_iv_pct":41.535811599844294},{"expiry":"2026-09-18","call_iv_pct":43.12124488124488,"put_iv_pct":41.53728132387707},{"expiry":"2026-10-16","call_iv_pct":43.92441277080958,"put_iv_pct":42.67823293172691},{"expiry":"2027-01-15","call_iv_pct":42.506258064516125,"put_iv_pct":46.15569811320754}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5f7cdf9395b0bb5c0bffb135c922cd76e561c0f39abf3c03d6ec23e7d1ea03c6","captured_at":"2026-10-22T07:22:18.409105+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":"7d58637ff2f5f391294b326c292a8d1657eea6c7ad33a4bb5fb10874d76c05fc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7724a08291659340c7595eb33367a40b18a0bddf92a05bb2f66f7f532fb7520b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"be6d1c73bebb97f16d24d8566561b5b81f14226a8c5937f8699a771221f679f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ebc3330f3ac41fecfe254f50573234a649e60402fd37035b74b4501b79eb520a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99033b0dfe78e1d4b8fc081c6b4953f04ba7a5526fbe0f32dfab9ebac8e4933"}]},{"symbol":"CAKE","date":"2026-08-13","iv_pct":42.825768510605734,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.68456553755522,"put_iv_pct":36.78157142857143},{"expiry":"2026-09-18","call_iv_pct":44.44002384737679,"put_iv_pct":42.426503340757236},{"expiry":"2026-10-16","call_iv_pct":42.0996003996004,"put_iv_pct":43.101004098360654},{"expiry":"2027-01-15","call_iv_pct":46.841,"put_iv_pct":44.23187943262411}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"07843c1b1e90e38d57ba004b9270652ad70882935b7f41a6931eb4c5693e9fc2","captured_at":"2026-10-22T07:22:17.005964+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3b1d5191d3bf264ff182fbc6e8cafb47c22d53e5596e9d6cdfc1499b96cd95de"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7724a08291659340c7595eb33367a40b18a0bddf92a05bb2f66f7f532fb7520b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"be6d1c73bebb97f16d24d8566561b5b81f14226a8c5937f8699a771221f679f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ebc3330f3ac41fecfe254f50573234a649e60402fd37035b74b4501b79eb520a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99033b0dfe78e1d4b8fc081c6b4953f04ba7a5526fbe0f32dfab9ebac8e4933"}]},{"symbol":"CAKE","date":"2026-08-14","iv_pct":43.27870674994107,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":41.278465447154474,"put_iv_pct":50.45206222865413},{"expiry":"2026-09-18","call_iv_pct":39.73684476534296,"put_iv_pct":38.466571218795885},{"expiry":"2026-10-16","call_iv_pct":43.60067209775968,"put_iv_pct":43.98630609896433},{"expiry":"2027-01-15","call_iv_pct":43.62571428571429,"put_iv_pct":45.08301785714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ad8079da7cf3bf0a81bdb5990518206205460f7920fa8bc06c408edb687b3005","captured_at":"2026-10-22T07:22:15.639530+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"276291f483a13f42c15bcb3edce750d77ea249e3134ab3b484ce032a794a8076"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-08-21","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7724a08291659340c7595eb33367a40b18a0bddf92a05bb2f66f7f532fb7520b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"be6d1c73bebb97f16d24d8566561b5b81f14226a8c5937f8699a771221f679f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ebc3330f3ac41fecfe254f50573234a649e60402fd37035b74b4501b79eb520a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a99033b0dfe78e1d4b8fc081c6b4953f04ba7a5526fbe0f32dfab9ebac8e4933"}]},{"symbol":"CAKE","date":"2026-08-17","iv_pct":43.67817729925293,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":48.05632063074901,"put_iv_pct":48.66379615952733},{"expiry":"2026-09-18","call_iv_pct":41.50454416961131,"put_iv_pct":41.44500331785004},{"expiry":"2026-10-16","call_iv_pct":40.592262487757104,"put_iv_pct":40.22973206568712},{"expiry":"2027-01-15","call_iv_pct":45.13933333333333,"put_iv_pct":43.79442622950819}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"76aba867a9ae5ac326fbe1c4680c8eed2134f026f021b9aafdf0a5a952eda550","captured_at":"2026-10-22T07:22:01.217643+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"500657ba33a86ad7bd519ecf5b21d27354f7b425dc1c8fbac4e806e6de2ebac1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"24b2d9e4a281ee1280736815f1be7a0c5e62ecc860536925e65d9fee43ae203c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"84fb4145c4c5770d2664bc3eb636e6b95f252338bba1e8de87f3e02a012b2ae2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"19e2967fdec15a34a0136ccafc8cb27174b197ec77c5ca7164b6586c106be3f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"83046de6f8bb64957d367c19ea7188fc23cbd363bcd92500ea770f79af0b89a3"}]},{"symbol":"CAKE","date":"2026-08-18","iv_pct":42.554327920644845,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":47.40816960954986,"put_iv_pct":38.4740931372549},{"expiry":"2026-09-18","call_iv_pct":41.15726567550097,"put_iv_pct":39.75865814696486},{"expiry":"2026-10-16","call_iv_pct":44.38741463414634,"put_iv_pct":40.991499999999995},{"expiry":"2027-01-15","call_iv_pct":45.37527216174183,"put_iv_pct":42.88225}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"64d410dac0910a5644029404ad7919286979385270024827d0d2a3742f8a2445","captured_at":"2026-10-22T07:21:59.490744+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ac61774cc10dac761725097a227fce331034c7a6eb645b4fde89995496623de2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-08-21","start_date":"2026-08-15","end_date":"2026-08-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"24b2d9e4a281ee1280736815f1be7a0c5e62ecc860536925e65d9fee43ae203c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"84fb4145c4c5770d2664bc3eb636e6b95f252338bba1e8de87f3e02a012b2ae2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"19e2967fdec15a34a0136ccafc8cb27174b197ec77c5ca7164b6586c106be3f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"83046de6f8bb64957d367c19ea7188fc23cbd363bcd92500ea770f79af0b89a3"}]},{"symbol":"CAKE","date":"2026-08-21","iv_pct":43.308594821233356,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.63613219895288,"put_iv_pct":42.909821428571426},{"expiry":"2026-10-16","call_iv_pct":43.82553784860558,"put_iv_pct":44.98558922558922},{"expiry":"2027-01-15","call_iv_pct":41.536502242152466,"put_iv_pct":45.00484349258649},{"expiry":"2027-02-19","call_iv_pct":42.976163873370574,"put_iv_pct":44.594168260038245}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"33e29520201147838c812c9973abf9db1cc4def41c289c7f02d7df8fd18a75ad","captured_at":"2026-10-22T07:21:52.923231+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"59f9aa4e5fa522a516019d0f0cba335810c29853dddea7b919bbe4aa7d9dd1b2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"84fb4145c4c5770d2664bc3eb636e6b95f252338bba1e8de87f3e02a012b2ae2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"19e2967fdec15a34a0136ccafc8cb27174b197ec77c5ca7164b6586c106be3f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"83046de6f8bb64957d367c19ea7188fc23cbd363bcd92500ea770f79af0b89a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9dc6c8468a2ecf44ab71dad0a31cc76b52e2c27915b9862db215584dd7666765"}]},{"symbol":"CAKE","date":"2026-08-24","iv_pct":43.89007511918517,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.45359198998749,"put_iv_pct":41.82423459244533},{"expiry":"2026-10-16","call_iv_pct":43.963761996161224,"put_iv_pct":44.07113924050633},{"expiry":"2027-01-15","call_iv_pct":43.71384879725086,"put_iv_pct":44.11168941979522},{"expiry":"2027-02-19","call_iv_pct":43.992875457875456,"put_iv_pct":45.98945945945946}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5b7d4d0b0eb56512c94a2046f18306f21c6f40b31fa22ddae7d5201ea9d7ece7","captured_at":"2026-10-22T07:21:36.366223+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7c7d02c8f904a4d9dddd2d45a87400ecd9d14db73d2d52a4f280e5d7b199bad6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9bec9ba272d3ee766dbcc6705bd18ff6e6ac4e465e74c2dfeb28b21b6a3911b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b0aeb26b99ef81a26fbb9614e096f7e7e80829ec3015090aaa85a8443802ae93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"153da495cf48c5aefe0b2b4d782fc4bf1df8dbb8e7c1cd3363f3ff53e4c9b8ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71ed10407106bbe37754ca9a5cac1467957353af2e95d6c11d815d6667845c42"}]},{"symbol":"CAKE","date":"2026-08-25","iv_pct":43.62950240128403,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":41.87216198979591,"put_iv_pct":40.60356014580802},{"expiry":"2026-10-16","call_iv_pct":42.25610364683302,"put_iv_pct":42.1335807860262},{"expiry":"2027-01-15","call_iv_pct":44.64846153846154,"put_iv_pct":46.02419627749577},{"expiry":"2027-02-19","call_iv_pct":45.13585365853658,"put_iv_pct":46.362101167315174}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8bcb74676a0d1e65e11afe77fb129cd75155d384f96526fa2d5ef934c1cbb906","captured_at":"2026-10-22T07:21:34.836373+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c2d0281a7b58e9715a913ad835960d2bd3f99acf7505fb417cde210e0b2e3ff9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9bec9ba272d3ee766dbcc6705bd18ff6e6ac4e465e74c2dfeb28b21b6a3911b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b0aeb26b99ef81a26fbb9614e096f7e7e80829ec3015090aaa85a8443802ae93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"153da495cf48c5aefe0b2b4d782fc4bf1df8dbb8e7c1cd3363f3ff53e4c9b8ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71ed10407106bbe37754ca9a5cac1467957353af2e95d6c11d815d6667845c42"}]},{"symbol":"CAKE","date":"2026-08-26","iv_pct":44.19369444627224,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.384261658031086,"put_iv_pct":41.59243932794026},{"expiry":"2026-10-16","call_iv_pct":43.056137218045116,"put_iv_pct":43.49408182683159},{"expiry":"2027-01-15","call_iv_pct":45.93720634920635,"put_iv_pct":45.28015332197615},{"expiry":"2027-02-19","call_iv_pct":44.48043715846994,"put_iv_pct":46.324838709677415}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"97ffffc479be23095e5995c02fe999bbf575cc6463f47377b860a09a539005f4","captured_at":"2026-10-22T07:21:33.032273+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"cc027d3458ea7e4bcb42b2acd1b0a5bf3c1b45493e513f1c8d99cb7434ef88e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9bec9ba272d3ee766dbcc6705bd18ff6e6ac4e465e74c2dfeb28b21b6a3911b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b0aeb26b99ef81a26fbb9614e096f7e7e80829ec3015090aaa85a8443802ae93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"153da495cf48c5aefe0b2b4d782fc4bf1df8dbb8e7c1cd3363f3ff53e4c9b8ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71ed10407106bbe37754ca9a5cac1467957353af2e95d6c11d815d6667845c42"}]},{"symbol":"CAKE","date":"2026-08-27","iv_pct":43.86870644095006,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":42.85270072992701,"put_iv_pct":39.75953642384106},{"expiry":"2026-10-16","call_iv_pct":44.30504249291785,"put_iv_pct":41.13485099337748},{"expiry":"2027-01-15","call_iv_pct":45.53081180811808,"put_iv_pct":45.215536480686694},{"expiry":"2027-02-19","call_iv_pct":47.32142857142857,"put_iv_pct":44.829744027303754}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"01043ce4ec4111ac55fe81ba4c8bd4fc891fe5ad8db2398834fa0bdadef58544","captured_at":"2026-10-22T07:21:31.339288+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c7804b4750177075317a94dcf29ac1fd575c5371a16af2375539e95296836d24"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9bec9ba272d3ee766dbcc6705bd18ff6e6ac4e465e74c2dfeb28b21b6a3911b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b0aeb26b99ef81a26fbb9614e096f7e7e80829ec3015090aaa85a8443802ae93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"153da495cf48c5aefe0b2b4d782fc4bf1df8dbb8e7c1cd3363f3ff53e4c9b8ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71ed10407106bbe37754ca9a5cac1467957353af2e95d6c11d815d6667845c42"}]},{"symbol":"CAKE","date":"2026-08-28","iv_pct":43.1384644433128,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.638623548922055,"put_iv_pct":38.76481520041645},{"expiry":"2026-10-16","call_iv_pct":42.961266726137374,"put_iv_pct":42.24523809523809},{"expiry":"2027-01-15","call_iv_pct":43.86651968503937,"put_iv_pct":45.5076794657763},{"expiry":"2027-02-19","call_iv_pct":45.038775137111514,"put_iv_pct":46.08479768786127}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f6c3f217242f79f283fbc999dd7c888a79e271bfb3d0899033c2fc63f8064ca1","captured_at":"2026-10-22T07:21:29.407098+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1d045993b70a1eb860b02212c44172db87ba8a95018759e2f7bcd27bf181d664"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9bec9ba272d3ee766dbcc6705bd18ff6e6ac4e465e74c2dfeb28b21b6a3911b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b0aeb26b99ef81a26fbb9614e096f7e7e80829ec3015090aaa85a8443802ae93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"153da495cf48c5aefe0b2b4d782fc4bf1df8dbb8e7c1cd3363f3ff53e4c9b8ff"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"71ed10407106bbe37754ca9a5cac1467957353af2e95d6c11d815d6667845c42"}]},{"symbol":"CAKE","date":"2026-08-31","iv_pct":44.490112505863614,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":41.48265225933203,"put_iv_pct":46.999274924471294},{"expiry":"2026-10-16","call_iv_pct":43.12216262975778,"put_iv_pct":44.1980906460945},{"expiry":"2027-01-15","call_iv_pct":43.36018867924529,"put_iv_pct":47.2903953147877},{"expiry":"2027-02-19","call_iv_pct":44.70813559322034,"put_iv_pct":44.76}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0bf2bc49f6d7678115cb1e337b22c42e2981ab4e4233ca9c5fdf8dd2de45e5b9","captured_at":"2026-10-22T07:21:15.150824+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b5d5ffe729230cf678574889a0b06bc497c78861043d9a1ed59145fc6623d1da"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a47890714a8a677147c36491be31a95dce5c7fa095175ce0073863028bec32a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62ebc96fe00a410210503814c9cad14ba45a3f8f956508537929149c0ed2167f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f4359743fe0e07180c6a1bedb78b613b3279d1801b4fcc8fdad72a2f0ae2e2b1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d5a63168adf84c46dade52d71e54295fc36375010790ede73c5444a5c9b3beb9"}]},{"symbol":"CAKE","date":"2026-09-01","iv_pct":45.37932056113501,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.121302542812664,"put_iv_pct":46.97595050618673},{"expiry":"2026-10-16","call_iv_pct":47.77877268798617,"put_iv_pct":44.54663519313304},{"expiry":"2027-01-15","call_iv_pct":45.387627906976746,"put_iv_pct":45.252},{"expiry":"2027-02-19","call_iv_pct":44.7568039538715,"put_iv_pct":45.215471698113205}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2a8a6a728485257caed63034646c15589f158f5235f0a06472fead519d0c5b8e","captured_at":"2026-10-22T07:21:09.817880+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f4b8295a2b6beab1805e8a4c27de5f925c56e514bb25656cbe080a09dbceb814"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ec1d6e486f4da9a753b4112d0f0ae52782cc31f7a525fe478ddec32e08c234b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0711318fe742dbbd0f26a959e9f9c0dc5385f17ca5a78e4677acac7f918ee314"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"68bc519ae8c6c8e9d6cf74e3081c5d1f4275cff7dcc72ce901eb0284623233a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbbf27a3db53b9bd6faea7d9c432f04074fba283c472f30c429acaa628aafddb"}]},{"symbol":"CAKE","date":"2026-09-02","iv_pct":43.96735372613827,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":44.199299591002045,"put_iv_pct":45.25968152866242},{"expiry":"2026-10-16","call_iv_pct":42.07179983179142,"put_iv_pct":41.295103734439834},{"expiry":"2027-01-15","call_iv_pct":44.365044776119404,"put_iv_pct":43.62506726457399},{"expiry":"2027-02-19","call_iv_pct":45.30833046471601,"put_iv_pct":45.614502617801044}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"08bf12938fc35c975431c6a837ae2832e729043a598ef5088c41ea6d20da86c8","captured_at":"2026-10-22T07:21:08.072519+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":"ba9d375db967ad82032a98df8e207ecb7355c926346e5a9ad9612d839223389d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ec1d6e486f4da9a753b4112d0f0ae52782cc31f7a525fe478ddec32e08c234b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0711318fe742dbbd0f26a959e9f9c0dc5385f17ca5a78e4677acac7f918ee314"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"68bc519ae8c6c8e9d6cf74e3081c5d1f4275cff7dcc72ce901eb0284623233a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbbf27a3db53b9bd6faea7d9c432f04074fba283c472f30c429acaa628aafddb"}]},{"symbol":"CAKE","date":"2026-09-03","iv_pct":43.16059758459143,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":41.42189226519337,"put_iv_pct":39.51590509666081},{"expiry":"2026-10-16","call_iv_pct":42.446371541501975,"put_iv_pct":41.75041181041181},{"expiry":"2027-01-15","call_iv_pct":44.02641255605381,"put_iv_pct":46.725587734241905},{"expiry":"2027-02-19","call_iv_pct":44.63153846153846,"put_iv_pct":44.766661211129296}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"16d8cd109d870bf087eb29589599fee89f5a31ced14bdbac247f9a69cea5fbf0","captured_at":"2026-10-22T07:21:06.516163+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":"1e051fba56114eff7b303847e02693204bc8e594b8011a03f136f5f56f626c0d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ec1d6e486f4da9a753b4112d0f0ae52782cc31f7a525fe478ddec32e08c234b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0711318fe742dbbd0f26a959e9f9c0dc5385f17ca5a78e4677acac7f918ee314"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"68bc519ae8c6c8e9d6cf74e3081c5d1f4275cff7dcc72ce901eb0284623233a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbbf27a3db53b9bd6faea7d9c432f04074fba283c472f30c429acaa628aafddb"}]},{"symbol":"CAKE","date":"2026-09-04","iv_pct":44.093122970847645,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":41.46474955277281,"put_iv_pct":40.83129198966409},{"expiry":"2026-10-16","call_iv_pct":42.640797788309634,"put_iv_pct":42.98587768069897},{"expiry":"2027-01-15","call_iv_pct":46.53015552099533,"put_iv_pct":47.685291005291006},{"expiry":"2027-02-19","call_iv_pct":46.03495527728086,"put_iv_pct":44.57186495176849}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a75d5c2c0decdb1f9f8bbbb78f326ea69a6fb0acb41bddac14fd1f87196de39c","captured_at":"2026-10-22T07:21:05.147236+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"cb897f2016952301d996cab1fa2c64535f79653aef8ae3b5711d557af1e926ee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2ec1d6e486f4da9a753b4112d0f0ae52782cc31f7a525fe478ddec32e08c234b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0711318fe742dbbd0f26a959e9f9c0dc5385f17ca5a78e4677acac7f918ee314"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"68bc519ae8c6c8e9d6cf74e3081c5d1f4275cff7dcc72ce901eb0284623233a2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dbbf27a3db53b9bd6faea7d9c432f04074fba283c472f30c429acaa628aafddb"}]},{"symbol":"CAKE","date":"2026-09-08","iv_pct":47.62518545125075,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":50.02018884892087,"put_iv_pct":51.73103092783505},{"expiry":"2026-10-16","call_iv_pct":45.802889245585874,"put_iv_pct":47.23571900826447},{"expiry":"2027-01-15","call_iv_pct":45.00028649386085,"put_iv_pct":45.72},{"expiry":"2027-02-19","call_iv_pct":48.04741935483871,"put_iv_pct":47.44394973070018}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f3f37cccfbdd006e871ab0fdb93a2fadaaecc44194478b6a7de4a6d79ab66765","captured_at":"2026-10-22T07:20:50.793761+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a9f57a30aa66872f982de262436ccfd00052a1f07c50a4645e48d272bfa68d16"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"70dab33f1c2bb4fbf93ae8bebe6e27a254406aea7826eec67663ee95cc496b23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe64bd98ff1c5c0251a9866a56f4488454560523190dab4ffe22985c552b0b15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c98be163d8c7fb4ec8abf2bd28f489af4f073c7753387d7e8856bf0140a24db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"61a7ba71a4f9ea8a27d7726064b3eee2d77762d16497a43e288b4ed83a296f0a"}]},{"symbol":"CAKE","date":"2026-09-09","iv_pct":45.72511733613126,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":47.111036948748506,"put_iv_pct":41.24764127764128},{"expiry":"2026-10-16","call_iv_pct":47.461643017176996,"put_iv_pct":44.23677083333333},{"expiry":"2027-01-15","call_iv_pct":45.31065459610028,"put_iv_pct":45.01626074498567},{"expiry":"2027-02-19","call_iv_pct":47.10580223880597,"put_iv_pct":48.31112903225806}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"01f91afb77f1f446da0307fa09579371ddbbf908287a8bccf2f44128b03e7342","captured_at":"2026-10-22T07:20:49.163688+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"75beec89eeb22003e1beb5c36234663eacc021f57735d37b768eda89a13bfe70"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"70dab33f1c2bb4fbf93ae8bebe6e27a254406aea7826eec67663ee95cc496b23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe64bd98ff1c5c0251a9866a56f4488454560523190dab4ffe22985c552b0b15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c98be163d8c7fb4ec8abf2bd28f489af4f073c7753387d7e8856bf0140a24db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"61a7ba71a4f9ea8a27d7726064b3eee2d77762d16497a43e288b4ed83a296f0a"}]},{"symbol":"CAKE","date":"2026-09-10","iv_pct":45.00773064665116,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":47.961411063265984,"put_iv_pct":38.33118295158017},{"expiry":"2026-10-16","call_iv_pct":44.76298730395818,"put_iv_pct":44.676475233309404},{"expiry":"2027-01-15","call_iv_pct":46.08723529411765,"put_iv_pct":45.99980683506686},{"expiry":"2027-02-19","call_iv_pct":45.796639741518575,"put_iv_pct":46.44610675039246}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8d37bae38509427c224b205f4fbc7e58958d8248a2c7c02dfb6fdf060c2c27ee","captured_at":"2026-10-22T07:20:47.516116+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":"54d91846ae7c9974409d5f4b2ecdbbdf935b007961b3d75f77fcc9cb2da7cc1e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"70dab33f1c2bb4fbf93ae8bebe6e27a254406aea7826eec67663ee95cc496b23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe64bd98ff1c5c0251a9866a56f4488454560523190dab4ffe22985c552b0b15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c98be163d8c7fb4ec8abf2bd28f489af4f073c7753387d7e8856bf0140a24db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"61a7ba71a4f9ea8a27d7726064b3eee2d77762d16497a43e288b4ed83a296f0a"}]},{"symbol":"CAKE","date":"2026-09-11","iv_pct":43.76128832619751,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.40680249009621,"put_iv_pct":42.29865468071915},{"expiry":"2026-10-16","call_iv_pct":42.08947965310207,"put_iv_pct":42.61104417670683},{"expiry":"2027-01-15","call_iv_pct":45.27493392070485,"put_iv_pct":45.8121359223301},{"expiry":"2027-02-19","call_iv_pct":45.607600000000005,"put_iv_pct":47.98965576592082}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"225852fdc769e14c84e005c4ecd76e71bea8d8058c73a3d22c90247835ca5419","captured_at":"2026-10-22T07:20:45.513427+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"489f7710cf530e6368c199040c1f5607a381b0777cb6d0049825225e09e06e8c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"70dab33f1c2bb4fbf93ae8bebe6e27a254406aea7826eec67663ee95cc496b23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe64bd98ff1c5c0251a9866a56f4488454560523190dab4ffe22985c552b0b15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c98be163d8c7fb4ec8abf2bd28f489af4f073c7753387d7e8856bf0140a24db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"61a7ba71a4f9ea8a27d7726064b3eee2d77762d16497a43e288b4ed83a296f0a"}]},{"symbol":"CAKE","date":"2026-09-14","iv_pct":46.734122088169364,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":61.562369711833234,"put_iv_pct":48.35908403734993},{"expiry":"2026-10-16","call_iv_pct":42.937004864489225,"put_iv_pct":42.34121903520209},{"expiry":"2027-01-15","call_iv_pct":44.60613079019073,"put_iv_pct":43.51043715846995},{"expiry":"2027-02-19","call_iv_pct":45.111922455573506,"put_iv_pct":45.44480865224625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"71f7577ca7871e1bf48ad3ff8fe42eb4133b205149c261725ccce063666081c9","captured_at":"2026-10-22T07:20:43.853235+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"eb08d76836b5cbdfe474a90d7a02c5a00570e6d08d9aa2487381f306fe8e45fc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"70dab33f1c2bb4fbf93ae8bebe6e27a254406aea7826eec67663ee95cc496b23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe64bd98ff1c5c0251a9866a56f4488454560523190dab4ffe22985c552b0b15"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c98be163d8c7fb4ec8abf2bd28f489af4f073c7753387d7e8856bf0140a24db"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"61a7ba71a4f9ea8a27d7726064b3eee2d77762d16497a43e288b4ed83a296f0a"}]},{"symbol":"CAKE","date":"2026-09-15","iv_pct":47.371045057968225,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":52.812423654871544,"put_iv_pct":57.86572361262241},{"expiry":"2026-10-16","call_iv_pct":43.27802597402597,"put_iv_pct":43.32362244897959},{"expiry":"2027-01-15","call_iv_pct":44.74531161473087,"put_iv_pct":45.02453257790368},{"expiry":"2027-02-19","call_iv_pct":45.63133333333333,"put_iv_pct":46.28738724727838}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"60e45085cf78837a32d66ef3512bef24bc4ceed4cb2d20d96ea324efc9e03325","captured_at":"2026-10-22T07:20:31.262854+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ce996ebcc8d30273b8765f1365de33519a648e8c6e826e21548b8f6db4ad65a9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1e6d330e4102717f481d5b84567a1b79a0eee8f6f0b496947e13db9fa7f797a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a7d5cce9c067bbc0c4ef6bb1b765d47bdd5abc36997263d77032e1adc25c3bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b586d9aa27f07c5676cb6f6ebba4d1acc1e14610dbb0ec2d96db6007c14680e3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79961ff32441be4562dbcaaa9d688e3abac5c906d4f373c2e29c0364970a6777"}]},{"symbol":"CAKE","date":"2026-09-16","iv_pct":46.795221057916564,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":55.57898242368178,"put_iv_pct":55.30274784039489},{"expiry":"2026-10-16","call_iv_pct":41.8057336621455,"put_iv_pct":41.130624999999995},{"expiry":"2027-01-15","call_iv_pct":43.598457300275484,"put_iv_pct":45.16502029769959},{"expiry":"2027-02-19","call_iv_pct":45.78395588235294,"put_iv_pct":45.99624605678233}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"be330cd9d535086a6ff6e82468f1dda57ee83518557b7bef9f5728fe783c7693","captured_at":"2026-10-22T07:20:29.929204+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"923eb8cb1c9a5dfae2b66821680fd2067dc6d19effe1a38c061f94d2c4885bdb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1e6d330e4102717f481d5b84567a1b79a0eee8f6f0b496947e13db9fa7f797a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a7d5cce9c067bbc0c4ef6bb1b765d47bdd5abc36997263d77032e1adc25c3bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b586d9aa27f07c5676cb6f6ebba4d1acc1e14610dbb0ec2d96db6007c14680e3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79961ff32441be4562dbcaaa9d688e3abac5c906d4f373c2e29c0364970a6777"}]},{"symbol":"CAKE","date":"2026-09-17","iv_pct":47.553512841456964,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":68.4446813118812,"put_iv_pct":42.20623625254583},{"expiry":"2026-10-16","call_iv_pct":42.613853317811405,"put_iv_pct":40.90900669642858},{"expiry":"2026-11-20","call_iv_pct":46.679148936170215,"put_iv_pct":45.550705882352936},{"expiry":"2027-01-15","call_iv_pct":47.549526938239154,"put_iv_pct":46.474943396226415}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"191bddc587ae55d7dafd2cf75485eb0719f23e164f34872fc4dffd06726fea04","captured_at":"2026-10-22T07:20:28.343563+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8b6865feb4423510b446b241a8c2859462aac16d0fbfd3f07f8c6744d918dd85"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-09-18","start_date":"2026-09-15","end_date":"2026-09-17","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1e6d330e4102717f481d5b84567a1b79a0eee8f6f0b496947e13db9fa7f797a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a7d5cce9c067bbc0c4ef6bb1b765d47bdd5abc36997263d77032e1adc25c3bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a712d1b9eafcea47ad11aa96d345d1acabbaab9a0994654837eb1208a35d39a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b586d9aa27f07c5676cb6f6ebba4d1acc1e14610dbb0ec2d96db6007c14680e3"}]},{"symbol":"CAKE","date":"2026-09-18","iv_pct":43.375717638546874,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.87401069518717,"put_iv_pct":40.43951140065147},{"expiry":"2026-11-20","call_iv_pct":44.59948529411765,"put_iv_pct":46.66988095238095},{"expiry":"2027-01-15","call_iv_pct":43.52321989528796,"put_iv_pct":44.35887417218543},{"expiry":"2027-02-19","call_iv_pct":42.378011283497884,"put_iv_pct":45.16274741506647}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e16503a8a33d88ccdb4019454626949f198360c5b850874d3768d1648cc9179d","captured_at":"2026-10-22T07:20:26.036232+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0ac0b113caab6b008a9508b5cfd331e62e4cd4c1319c57865942380ffcdff7a6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a7d5cce9c067bbc0c4ef6bb1b765d47bdd5abc36997263d77032e1adc25c3bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a712d1b9eafcea47ad11aa96d345d1acabbaab9a0994654837eb1208a35d39a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b586d9aa27f07c5676cb6f6ebba4d1acc1e14610dbb0ec2d96db6007c14680e3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79961ff32441be4562dbcaaa9d688e3abac5c906d4f373c2e29c0364970a6777"}]},{"symbol":"CAKE","date":"2026-09-21","iv_pct":45.351562755809546,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":45.854898518924855,"put_iv_pct":40.53268206039076},{"expiry":"2026-11-20","call_iv_pct":48.6583664921466,"put_iv_pct":49.89159509202454},{"expiry":"2027-01-15","call_iv_pct":44.52152759948652,"put_iv_pct":44.78638491547464},{"expiry":"2027-02-19","call_iv_pct":44.006656488549616,"put_iv_pct":44.56039087947883}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"da1018ab7fc297a20038ffa6b1c3adeb2e02f9a703d93dc0fed86eb093d6b603","captured_at":"2026-10-22T07:20:18.941919+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c23f02e977def7b496213783e4c613eadf9bf736425df560e49c04f7ee5b2764"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a7d5cce9c067bbc0c4ef6bb1b765d47bdd5abc36997263d77032e1adc25c3bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a712d1b9eafcea47ad11aa96d345d1acabbaab9a0994654837eb1208a35d39a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b586d9aa27f07c5676cb6f6ebba4d1acc1e14610dbb0ec2d96db6007c14680e3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"79961ff32441be4562dbcaaa9d688e3abac5c906d4f373c2e29c0364970a6777"}]},{"symbol":"CAKE","date":"2026-09-22","iv_pct":45.856696735699124,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.98162998215348,"put_iv_pct":41.25642778993435},{"expiry":"2026-11-20","call_iv_pct":48.16131578947368,"put_iv_pct":53.149945945945944},{"expiry":"2027-01-15","call_iv_pct":45.300358565737056,"put_iv_pct":43.31748684210526},{"expiry":"2027-02-19","call_iv_pct":45.9991974317817,"put_iv_pct":45.68721153846154}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"198af249ea152972e80bc12ea49446fab76d112899123bfc6477e112a8b9fbb5","captured_at":"2026-10-22T07:20:01.184797+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4d4f821db1b8983233fc5d6857bde600ea4be70b110b013926048c8f60d78f45"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7793afed0a1a0088b48d9781f78dcc68020631828df355be1710ff94dfedf41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"718d88e889b9fd52f79904934b8088f57566e157c47ce24eea1c073741642c1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca01c13f480dd3f42b5b54ba0d691bdffea7ea13da6be244a3358cb84f54a349"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce0174f6de26b82e0b910f1b567dca6a597eaaba168143ca0d53423c3c13ad4f"}]},{"symbol":"CAKE","date":"2026-09-23","iv_pct":44.62662436570963,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":44.55508731082654,"put_iv_pct":41.76351515151515},{"expiry":"2026-11-20","call_iv_pct":47.97084057971014,"put_iv_pct":46.309910714285714},{"expiry":"2027-01-15","call_iv_pct":45.45859310344828,"put_iv_pct":43.25387434554974},{"expiry":"2027-02-19","call_iv_pct":44.15795763993948,"put_iv_pct":43.54321608040201}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"27ee2e34efdb58b233c845d737e45e3dab1d7ed0efd06494182069701f405843","captured_at":"2026-10-22T07:19:59.652268+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3d1e129cea6ec427e5d4f4116fd23a81d6cbbb388aa33db2630f547997bd6e54"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7793afed0a1a0088b48d9781f78dcc68020631828df355be1710ff94dfedf41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"718d88e889b9fd52f79904934b8088f57566e157c47ce24eea1c073741642c1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca01c13f480dd3f42b5b54ba0d691bdffea7ea13da6be244a3358cb84f54a349"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce0174f6de26b82e0b910f1b567dca6a597eaaba168143ca0d53423c3c13ad4f"}]},{"symbol":"CAKE","date":"2026-09-24","iv_pct":45.08946871126398,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.46273917995444,"put_iv_pct":41.84863228699551},{"expiry":"2026-11-20","call_iv_pct":47.69448598130841,"put_iv_pct":49.20446028513238},{"expiry":"2027-01-15","call_iv_pct":44.77667105263158,"put_iv_pct":44.535215053763444},{"expiry":"2027-02-19","call_iv_pct":44.23979797979798,"put_iv_pct":44.95374787052811}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2bb3359198b77c8b2b378a56d3ec6d8205774ae85fcf1c0813437d4436c6d8a0","captured_at":"2026-10-22T07:19:57.075910+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"59440e6b59d67f6cdd148482fceb157e56e1f3d9173ddf7132dff137f45a5829"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7793afed0a1a0088b48d9781f78dcc68020631828df355be1710ff94dfedf41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"718d88e889b9fd52f79904934b8088f57566e157c47ce24eea1c073741642c1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca01c13f480dd3f42b5b54ba0d691bdffea7ea13da6be244a3358cb84f54a349"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce0174f6de26b82e0b910f1b567dca6a597eaaba168143ca0d53423c3c13ad4f"}]},{"symbol":"CAKE","date":"2026-09-25","iv_pct":45.2684241328581,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":41.71218660560962,"put_iv_pct":43.367914867365826},{"expiry":"2026-11-20","call_iv_pct":48.280453201970445,"put_iv_pct":49.85892307692308},{"expiry":"2027-01-15","call_iv_pct":44.653270440251575,"put_iv_pct":45.56839309428951},{"expiry":"2027-02-19","call_iv_pct":43.35424390243902,"put_iv_pct":45.35200787401575}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6f909d591ebe8e48a8f503ea7c3d84ddc28c49fbd7727847d50d8e0fd4918d6a","captured_at":"2026-10-22T07:19:55.612735+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7a13f2f43b5f01be487a362c8dd93fa676a8eb627e9a16ea457838630a04539c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7793afed0a1a0088b48d9781f78dcc68020631828df355be1710ff94dfedf41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"718d88e889b9fd52f79904934b8088f57566e157c47ce24eea1c073741642c1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca01c13f480dd3f42b5b54ba0d691bdffea7ea13da6be244a3358cb84f54a349"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce0174f6de26b82e0b910f1b567dca6a597eaaba168143ca0d53423c3c13ad4f"}]},{"symbol":"CAKE","date":"2026-09-28","iv_pct":46.375165774199886,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.4419052523172,"put_iv_pct":43.97979253112033},{"expiry":"2026-11-20","call_iv_pct":48.33398791540785,"put_iv_pct":50.174221105527636},{"expiry":"2027-01-15","call_iv_pct":46.40717391304348,"put_iv_pct":45.47256375838926},{"expiry":"2027-02-19","call_iv_pct":45.00186413902053,"put_iv_pct":45.189817578772804}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ba66dc1cd3045ccccb04643fc6b3e98b895fe1757a92814678c852f605acc64","captured_at":"2026-10-22T07:19:54.139462+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5a50a92f4982d40f04589fe3283136eab78517a732e6041d087004aaf9da31e7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e7793afed0a1a0088b48d9781f78dcc68020631828df355be1710ff94dfedf41"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"718d88e889b9fd52f79904934b8088f57566e157c47ce24eea1c073741642c1b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca01c13f480dd3f42b5b54ba0d691bdffea7ea13da6be244a3358cb84f54a349"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ce0174f6de26b82e0b910f1b567dca6a597eaaba168143ca0d53423c3c13ad4f"}]},{"symbol":"CAKE","date":"2026-09-29","iv_pct":46.54088213444257,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.650914227015924,"put_iv_pct":44.79451476793249},{"expiry":"2026-11-20","call_iv_pct":47.62454367026497,"put_iv_pct":50.70723251028807},{"expiry":"2027-01-15","call_iv_pct":45.57022164276402,"put_iv_pct":47.34775862068965},{"expiry":"2027-02-19","call_iv_pct":45.79730210016155,"put_iv_pct":46.83456953642384}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ff7ffab2ec20b7d57f047ccdf0d236fa6ecc0c3eeadc3e0e2d0a361d767d4e4","captured_at":"2026-10-22T07:19:38.522690+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e10f8f7fbf00c10e29e7f44da503c6057674a7f3ae3df0d7916ca49154bd0e52"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9783fd2b9e834ba8cea82df2b609396c913c6a60d7802128bcb2ea959dbbac3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a49946f238be92d1d1f3e4b2abb8005ec2b1fbe5c93151535da927de63f91c81"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6be1ca499a0113a46b95c11d9054775726d44583d71dca0bfa1ddc1fd95b7d47"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a8e8238b03657043d2c499922b0c004971504547d9b8de3f47dbfa452ec0a73"}]},{"symbol":"CAKE","date":"2026-09-30","iv_pct":46.678881226165174,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.95661224489796,"put_iv_pct":42.4066890917828},{"expiry":"2026-11-20","call_iv_pct":48.05166831194472,"put_iv_pct":50.42463157894738},{"expiry":"2027-01-15","call_iv_pct":48.19505208333334,"put_iv_pct":47.21452830188679},{"expiry":"2027-02-19","call_iv_pct":47.402272727272724,"put_iv_pct":45.77959546925566}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8a8915d6167ae2ebed84e998159adefeab338536218edb1044720a86ed604b8c","captured_at":"2026-10-22T07:19:36.860352+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"913127cf5c2e0072826a5713a627564e5c15a18344ec0ffac23861cb75dd0d76"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9783fd2b9e834ba8cea82df2b609396c913c6a60d7802128bcb2ea959dbbac3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a49946f238be92d1d1f3e4b2abb8005ec2b1fbe5c93151535da927de63f91c81"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6be1ca499a0113a46b95c11d9054775726d44583d71dca0bfa1ddc1fd95b7d47"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4a8e8238b03657043d2c499922b0c004971504547d9b8de3f47dbfa452ec0a73"}]},{"symbol":"CAKE","date":"2026-10-01","iv_pct":45.57341294404132,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.981144427786106,"put_iv_pct":37.5210775862069},{"expiry":"2026-11-20","call_iv_pct":49.1877114967462,"put_iv_pct":48.7332414553473},{"expiry":"2027-01-15","call_iv_pct":45.96113854595336,"put_iv_pct":47.13393162393162},{"expiry":"2027-02-19","call_iv_pct":45.531871921182265,"put_iv_pct":46.53718649517685}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4e37b984c12c637a2378c9f558a9580d1c302673890fac0d795c319dc11618bf","captured_at":"2026-10-22T07:19:30.015570+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f5a32a88b01f0ae7b043c10c924485c7b8eb126c336f33b7da281e368ed62f78"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1637edb9ecfbe633fd221cd1efa1300db37df04168922da516d96ea2b47a5e51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2e176ffffb955e594add6455601eb9d4f49efd87ebfaabc2678c195f074b447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"493bfd5046cc6ed1263f4c5cd550acbf78af957823a71967cf95339d2ff6c2b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d80df90006cb2f055e6f0531d536730329b4813fc458351cdee11b2741de1bd3"}]},{"symbol":"CAKE","date":"2026-10-02","iv_pct":45.30155943872591,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.5958432934927,"put_iv_pct":43.42046847888953},{"expiry":"2026-11-20","call_iv_pct":46.77474509803922,"put_iv_pct":49.493802955665025},{"expiry":"2027-01-15","call_iv_pct":46.36116788321168,"put_iv_pct":47.353141210374645},{"expiry":"2027-02-19","call_iv_pct":44.596628849270665,"put_iv_pct":46.81667774086379}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"48090b6eaf073d84ed619244f07fab40dfee18f1268c203e8dd44b868a98745f","captured_at":"2026-10-22T07:19:28.618560+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6b9aef7fa08d438ff57a6ade1ca514b3e786e2d4837e5ab0958d99d05899faa3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1637edb9ecfbe633fd221cd1efa1300db37df04168922da516d96ea2b47a5e51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2e176ffffb955e594add6455601eb9d4f49efd87ebfaabc2678c195f074b447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"493bfd5046cc6ed1263f4c5cd550acbf78af957823a71967cf95339d2ff6c2b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d80df90006cb2f055e6f0531d536730329b4813fc458351cdee11b2741de1bd3"}]},{"symbol":"CAKE","date":"2026-10-05","iv_pct":45.25950710233303,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":41.00394348894349,"put_iv_pct":45.1492817679558},{"expiry":"2026-11-20","call_iv_pct":47.10518867924528,"put_iv_pct":49.35065217391305},{"expiry":"2027-01-15","call_iv_pct":43.90517150395779,"put_iv_pct":45.98578523489933},{"expiry":"2027-02-19","call_iv_pct":44.122385321100914,"put_iv_pct":45.453648648648645}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ae9ebddc9b3413454713f1175ce0aee5adec4576431e3c976b00ff1a948e7293","captured_at":"2026-10-22T07:19:26.993931+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"05667e9ebff1a57e0725971570e2c60322c353a5b2e85b2f2eaedf4385fa7678"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1637edb9ecfbe633fd221cd1efa1300db37df04168922da516d96ea2b47a5e51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2e176ffffb955e594add6455601eb9d4f49efd87ebfaabc2678c195f074b447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"493bfd5046cc6ed1263f4c5cd550acbf78af957823a71967cf95339d2ff6c2b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d80df90006cb2f055e6f0531d536730329b4813fc458351cdee11b2741de1bd3"}]},{"symbol":"CAKE","date":"2026-10-06","iv_pct":45.38758777686658,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.08426106526632,"put_iv_pct":40.44092372556535},{"expiry":"2026-11-20","call_iv_pct":49.00553138075314,"put_iv_pct":52.38326424870466},{"expiry":"2027-01-15","call_iv_pct":44.636483516483516,"put_iv_pct":46.53681757656458},{"expiry":"2027-02-19","call_iv_pct":44.561300448430494,"put_iv_pct":45.45212025316456}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2f32c73f1672df668b37437f8e76d5f48d74a6b8aa45df2cb292f5b85ec70774","captured_at":"2026-10-22T07:19:25.535674+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"31d33c2d83a33e2bc0a71fd5ea3f845695d654e327a06a0bb7671926053016b9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1637edb9ecfbe633fd221cd1efa1300db37df04168922da516d96ea2b47a5e51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2e176ffffb955e594add6455601eb9d4f49efd87ebfaabc2678c195f074b447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"493bfd5046cc6ed1263f4c5cd550acbf78af957823a71967cf95339d2ff6c2b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d80df90006cb2f055e6f0531d536730329b4813fc458351cdee11b2741de1bd3"}]},{"symbol":"CAKE","date":"2026-10-07","iv_pct":44.93946842352366,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.95587025877349,"put_iv_pct":41.11314893617021},{"expiry":"2026-11-20","call_iv_pct":47.553655913978496,"put_iv_pct":49.65140186915888},{"expiry":"2027-01-15","call_iv_pct":45.653337169159954,"put_iv_pct":44.38787531806616},{"expiry":"2027-02-19","call_iv_pct":44.84172727272727,"put_iv_pct":45.3587306501548}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"64c4a55de6b5230fdba544bbd9d2a192538f8e43435811a7040d74992e92d8f5","captured_at":"2026-10-22T07:19:24.107919+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"89b9fd7bfaeb77474fd7b904d8a89aba85f46fe56142fedb758e247ce7c5449f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1637edb9ecfbe633fd221cd1efa1300db37df04168922da516d96ea2b47a5e51"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d2e176ffffb955e594add6455601eb9d4f49efd87ebfaabc2678c195f074b447"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"493bfd5046cc6ed1263f4c5cd550acbf78af957823a71967cf95339d2ff6c2b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d80df90006cb2f055e6f0531d536730329b4813fc458351cdee11b2741de1bd3"}]},{"symbol":"CAKE","date":"2026-10-08","iv_pct":44.47573259969417,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.38884072249589,"put_iv_pct":40.98680240320427},{"expiry":"2026-11-20","call_iv_pct":47.32557709251101,"put_iv_pct":49.758871415356154},{"expiry":"2027-01-15","call_iv_pct":43.855076530612244,"put_iv_pct":44.323392405063295},{"expiry":"2027-02-19","call_iv_pct":43.87882800608828,"put_iv_pct":45.288472222222225}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"53e906810f037972cd1a5a48de029b9d54911c9c5e1f6dfb4ba91c765ca83595","captured_at":"2026-10-22T07:19:09.978803+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4164ee44d4d9ce213a467ec6e2f97af18c4baf58889ceb79d54bd7b59d69af2f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afdbd3d1a1b836e7b0690b3b8cd49821e128c841f1b1786a258e2b591d93946b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"238f9ab0ffd824fd5158bef4e0bc58f4e5acf02627666136250e85f2b38568a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b10b78ae7b517e8506d96ddb06197787bab771dca745f5196de39a89b49eb23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dc09309346a0ae94c411b8d4293810ad4b4445a6060706be1743d4acac8b8edf"}]},{"symbol":"CAKE","date":"2026-10-09","iv_pct":43.13148651834576,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.7165486175831,"put_iv_pct":36.22873039360758},{"expiry":"2026-11-20","call_iv_pct":45.45099907493062,"put_iv_pct":47.025287128712876},{"expiry":"2027-01-15","call_iv_pct":43.79797169811321,"put_iv_pct":44.11887409200968},{"expiry":"2027-02-19","call_iv_pct":43.86225037257824,"put_iv_pct":44.851230769230774}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fe49d68d647d45e8751fa8925f83ca945907919234dd147599280e170f835fcb","captured_at":"2026-10-22T07:19:08.312417+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2e5bba2bc6996c8365fd810e50f9eabe4d5f68771dd92278c21241b86d775177"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afdbd3d1a1b836e7b0690b3b8cd49821e128c841f1b1786a258e2b591d93946b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"238f9ab0ffd824fd5158bef4e0bc58f4e5acf02627666136250e85f2b38568a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b10b78ae7b517e8506d96ddb06197787bab771dca745f5196de39a89b49eb23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dc09309346a0ae94c411b8d4293810ad4b4445a6060706be1743d4acac8b8edf"}]},{"symbol":"CAKE","date":"2026-10-12","iv_pct":45.55087737249343,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.72043776543613,"put_iv_pct":43.83022670025189},{"expiry":"2026-11-20","call_iv_pct":49.84459627329193,"put_iv_pct":46.53617721518987},{"expiry":"2027-01-15","call_iv_pct":45.6251012145749,"put_iv_pct":42.56638424821002},{"expiry":"2027-02-19","call_iv_pct":43.97995562130178,"put_iv_pct":43.30413994169096}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3afdbfa92e06615f02340bbdf9e017db247413465787f248902fe66fa97cfe56","captured_at":"2026-10-22T07:19:06.576263+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b9983a383107e3b7ed172a3c5b671a46d9e373736e7ed204cbe3ff5d6a1c2465"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afdbd3d1a1b836e7b0690b3b8cd49821e128c841f1b1786a258e2b591d93946b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"238f9ab0ffd824fd5158bef4e0bc58f4e5acf02627666136250e85f2b38568a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b10b78ae7b517e8506d96ddb06197787bab771dca745f5196de39a89b49eb23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dc09309346a0ae94c411b8d4293810ad4b4445a6060706be1743d4acac8b8edf"}]},{"symbol":"CAKE","date":"2026-10-13","iv_pct":45.539467616039175,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.48956305858987,"put_iv_pct":40.332732181425484},{"expiry":"2026-11-20","call_iv_pct":46.18355195911414,"put_iv_pct":47.410384615384615},{"expiry":"2027-01-15","call_iv_pct":45.19008771929825,"put_iv_pct":47.877894039735104},{"expiry":"2027-02-19","call_iv_pct":44.57711111111111,"put_iv_pct":46.25441624365482}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3cf6a1ee9b3739356b1b2d6cd6bfa9e587e1478a84176df8d6845b969d96136b","captured_at":"2026-10-22T07:19:05.070241+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ba102b3e3a6aecc02754e922aca6e015ac5413ef326c4ef532cb112432317046"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-10-16","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afdbd3d1a1b836e7b0690b3b8cd49821e128c841f1b1786a258e2b591d93946b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"238f9ab0ffd824fd5158bef4e0bc58f4e5acf02627666136250e85f2b38568a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b10b78ae7b517e8506d96ddb06197787bab771dca745f5196de39a89b49eb23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dc09309346a0ae94c411b8d4293810ad4b4445a6060706be1743d4acac8b8edf"}]},{"symbol":"CAKE","date":"2026-10-16","iv_pct":45.66000218493799,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.5551724137931,"put_iv_pct":47.13388316151203},{"expiry":"2026-12-18","call_iv_pct":43.65877005347593,"put_iv_pct":45.00526717557252},{"expiry":"2027-01-15","call_iv_pct":44.94350066050198,"put_iv_pct":46.41027932960894},{"expiry":"2027-02-19","call_iv_pct":45.89251968503937,"put_iv_pct":43.680625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8f05f1bdd209bec3c74d507e0d8aaf24f93e333474da889f13d32d1dc99087fb","captured_at":"2026-10-22T07:18:44.775820+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"60f76ce1464abd4f04cc913490aecda7df3cc25d94e74a68fabdf234958a1aa0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9ebcf28a6666d5e9c28b073df249400d95276d0d56efdbb394a0b030f3262b7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3f6259385cd153c59b5a4f8cb1fc31e3c180430ae8b2775d9950e37d6fb895c1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"11443e6eb26b07e55390878632419e0322500d4ab0ba8efb591d6f6fc3ed1681"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cb3eca80ea7707983bfd395ac3d51d64171e343a078cd797489fc1c4862ec2d9"}]},{"symbol":"CAKE","date":"2026-10-19","iv_pct":44.589424518115074,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.10166402535658,"put_iv_pct":51.61480176211454},{"expiry":"2026-12-18","call_iv_pct":42.074153386454185,"put_iv_pct":46.21036748329622},{"expiry":"2027-01-15","call_iv_pct":40.294570765661256,"put_iv_pct":42.554034653465344},{"expiry":"2027-02-19","call_iv_pct":42.8829446935725,"put_iv_pct":43.982859375}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8333c2a1d2a59cd5ec33496402b62e7110ecfe1e2d8e5007c8f661cae15f1269","captured_at":"2026-10-21T17:27:14.834192+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":"0e33bd6814599189c39249efd68182bf880d7888954bec8fdd70d4dcd94bd742"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"615129ddd14ee341ea1bc74bf0ec24d543da8c1b9251dee7c1d624feba07a76b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6c2b813b974c177d33c328ce5c649572da60e6ba0db627e665d415ddb8c87331"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","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":"a19b2444a5116aca40cb4710ec74760d0fd8fefac8494e3e57677e046c5e04d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","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":"2984f36a96adbe3b712c875b04af58f3ed8b41d75f84a426284e6511b7f7d3e8"}]},{"symbol":"CAKE","date":"2026-10-20","iv_pct":45.04917690468625,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":46.908896,"put_iv_pct":50.50999125109361},{"expiry":"2026-12-18","call_iv_pct":42.85849593495935,"put_iv_pct":45.303987138263665},{"expiry":"2027-01-15","call_iv_pct":43.72816031537451,"put_iv_pct":43.91786928104575},{"expiry":"2027-02-19","call_iv_pct":43.065513698630134,"put_iv_pct":44.100501618122976}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0f32c121a0dee48e51458a61bc1d81aa759c2df3ece9718899c82e7c3da0efcd","captured_at":"2026-10-21T17:27:14.316805+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":"3043af502e08feba41d077cf22ab32f84182830fa36253420fb75c2f3744648c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"615129ddd14ee341ea1bc74bf0ec24d543da8c1b9251dee7c1d624feba07a76b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6c2b813b974c177d33c328ce5c649572da60e6ba0db627e665d415ddb8c87331"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","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":"a19b2444a5116aca40cb4710ec74760d0fd8fefac8494e3e57677e046c5e04d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","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":"2984f36a96adbe3b712c875b04af58f3ed8b41d75f84a426284e6511b7f7d3e8"}]},{"symbol":"CAKE","date":"2026-10-21","iv_pct":45.57226545557232,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.37008086253369,"put_iv_pct":50.76562717770036},{"expiry":"2026-12-18","call_iv_pct":45.62387243735763,"put_iv_pct":45.597932900432895},{"expiry":"2027-01-15","call_iv_pct":44.98892857142857,"put_iv_pct":43.813062261753494},{"expiry":"2027-02-19","call_iv_pct":42.60762376237624,"put_iv_pct":42.81099567099567}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c035c6f5577d3adf677e74e318d34a7dac4d4fe430a6c3d28d18e422bff5532","captured_at":"2026-10-21T22:36:40.874535+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":"CAKE","date":"2026-10-21","format":"json"},"source_hash":"0c8ce4cbc01f4d32b3572c76eb7efe13d551099ee9d718aa5a880f941574a653"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bef62313428ad303573a6d2bcfff098760a3b4861ceb504c1ddf7cb1c3dd93bb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cd08a8972376c5dd91c9318818992355d5bd6d8fc73d5095b2e0b32729dc8b4f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","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":"9d3b0b04c77e2e64cb0c1c15aa0c5d2e9f7898d432efcf70b891507d7e793a23"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","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":"a5e0c983a66ab27d8a7a72b48cd25fc47b9d2b9a1a77e5b85fa3ccfad1a35547"}]},{"symbol":"CAKE","date":"2026-10-22","iv_pct":46.27266054097202,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":50.78101141924959,"put_iv_pct":51.973752079866884},{"expiry":"2026-12-18","call_iv_pct":44.5916700610998,"put_iv_pct":48.391155606407324},{"expiry":"2027-01-15","call_iv_pct":43.6874465408805,"put_iv_pct":43.60240920096852},{"expiry":"2027-02-19","call_iv_pct":43.470379008746356,"put_iv_pct":43.68346041055718}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e0c0bd3a6006dae6134a23260653baeb57a32243373cf610414e800110c68308","captured_at":"2026-10-22T22:53:26.049157+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":"CAKE","date":"2026-10-22","format":"json"},"source_hash":"cef0c90187da0b7ef6269399125027d1228ace63284be376d41f133e7f27f05c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a1dc6dc8e376f40bdb4de28000864f2309e58443355bb97df375a7a307917222"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"18de621ae4abe9bdc46866fc289737fe9b06898e34ee31a3be85f8fc1e089fba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","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":"7fd59ee7ec6fdc9f2f9566812180fa330178da7e3e7fa368ab78b6ec2c550d93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","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":"c29e9ce0bc3cd2c1b5d7edb40b975616654f794f30f9843043ccaeca0c3ef890"}]},{"symbol":"CAKE","date":"2026-10-23","iv_pct":45.884822632106044,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":48.55982195845697,"put_iv_pct":49.96979420731707},{"expiry":"2026-12-18","call_iv_pct":44.55148112294288,"put_iv_pct":45.996125137211855},{"expiry":"2027-01-15","call_iv_pct":43.32526734926053,"put_iv_pct":45.5011488862837},{"expiry":"2027-02-19","call_iv_pct":44.03726123595506,"put_iv_pct":45.13768115942029}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"695e197d39bbfa554320eb34516efe787dd8dd72973c24890e06de184be188d8","captured_at":"2026-10-23T22:40:26.698744+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":"CAKE","date":"2026-10-23","format":"json"},"source_hash":"be902e6c511d69147679a8e3157f93803d0b588b8913cd91dc671dfe7a716142"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","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":"3ee0a77a1b2a532c0da2a86c1b60973472f0ef1a8fc310da17fad84b4956792d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bde445b99327d67d2b41dda8a6d1cbb1c4a1e9c724982b44736d794714ece78"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a18c13ac31cde0fdbe2b0c2a44ba500b642919394b263eb6dbc2c643c882e55"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fb577e34eeb621c41276c23d30ae28058c52de5bab10503d07a59f23987ab54f"}]},{"symbol":"CAKE","date":"2026-10-26","iv_pct":47.47140228845009,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":54.09107340173639,"put_iv_pct":53.36435791217896},{"expiry":"2026-12-18","call_iv_pct":47.10236760124611,"put_iv_pct":47.28985858585858},{"expiry":"2027-01-15","call_iv_pct":43.73252821670429,"put_iv_pct":45.115922330097085},{"expiry":"2027-02-19","call_iv_pct":44.04383954154728,"put_iv_pct":45.031270718232044}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d18961b6491456cd0e6c113ae0e67e83272cd9be5ee3cb7e4b2aff86b8ab050c","captured_at":"2026-10-28T13:51:15.315291+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":"v2_verified_expiry_inventory","source_hash":"1311e49a8bdc8553150577a48d6e7c5fd8a7af6efa91984b299b2c5dbb32d3b6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48c1c188b1e8b365164f98965c9c1d11da43c359519f0d98277ac46e5d2f7b7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"51994f8bdf259e47a1254a4236ab152f94335a0d9e5ce315d64cb59958cf21ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0836632e7f5447018bc209ea2a0984f0d0e5dd05367320c1be685f4c932616b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffbdf057ec14d9dd43814e937b96b890428201e630b2071e328b555b4a0111e5"}]},{"symbol":"CAKE","date":"2026-10-27","iv_pct":48.76068227590971,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":57.85716828478964,"put_iv_pct":55.255304212168475},{"expiry":"2026-12-18","call_iv_pct":46.4824593495935,"put_iv_pct":48.311391862955034},{"expiry":"2027-01-15","call_iv_pct":46.089999999999996,"put_iv_pct":44.588125},{"expiry":"2027-02-19","call_iv_pct":46.17403483309144,"put_iv_pct":45.32697466467958}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"72d85d22dcd1d7d49f8e3f66c53db7a8bccdb1ef3ca22066ac20bfa0451ee0fb","captured_at":"2026-10-28T13:51:14.795375+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":"CAKE","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"821abfc10896bb2b638fb8eec8660f9b6ba16079daafa4c5c2984db878cdc234"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"48c1c188b1e8b365164f98965c9c1d11da43c359519f0d98277ac46e5d2f7b7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"51994f8bdf259e47a1254a4236ab152f94335a0d9e5ce315d64cb59958cf21ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0836632e7f5447018bc209ea2a0984f0d0e5dd05367320c1be685f4c932616b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffbdf057ec14d9dd43814e937b96b890428201e630b2071e328b555b4a0111e5"}]},{"symbol":"CAKE","date":"2026-10-28","iv_pct":41.69521511527697,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.43716877405168,"put_iv_pct":42.96597117794486},{"expiry":"2026-12-18","call_iv_pct":40.2159807073955,"put_iv_pct":39.71879644588046},{"expiry":"2027-01-15","call_iv_pct":42.467660695468915,"put_iv_pct":40.12064516129033},{"expiry":"2027-02-19","call_iv_pct":42.515374841169,"put_iv_pct":44.12012311901505}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"68ea8f1a68d26ff2734752192b8677b5572906a8d3e68bd7b0e160a9fd455ab0","captured_at":"2026-10-29T13:55:57.769205+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":"CAKE","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"accecbdc51ff69df455afb74eee4bb8ee2eaf03744220a2be968b5f60b4ff12c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6cb56013855f2a0cfde1fe07ec1eea7906787c956a4bf459eb6c4ddbb4f422eb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"524a8172fd430d08f8d4054b24dd94dd60c1971cc40001a192d6565dcb5858a0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6680ad492a8b7c8b3d0b0f7beceb10f8c5480f4735df7224f6140e95b7733265"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bcdb50852cb5f2b14c60ecf5bdb184abc8f39ff4a2bfc0824908a5a357fd90f2"}]},{"symbol":"CAKE","date":"2026-10-29","iv_pct":40.90057028391426,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":41.987966298663565,"put_iv_pct":43.24246002460025},{"expiry":"2026-12-18","call_iv_pct":37.410253475061324,"put_iv_pct":41.247898423817865},{"expiry":"2027-01-15","call_iv_pct":39.331483739837395,"put_iv_pct":40.09824858757062},{"expiry":"2027-02-19","call_iv_pct":40.823125,"put_iv_pct":43.06312672176308}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a2fff5c7cab570018da6f03501ad3316d710986e45b05ebcde78700243f75d52","captured_at":"2026-10-30T13:57:45.927582+00:00","observed_at":"2026-10-29T15:59:00-04:00","session_close_at":"2026-10-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"CAKE","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"8a6740822678014d5083a3b30766625156e494acc851ab64e16b0d77ed118158"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-11-20","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5073b2a583dc331614659e6dd8d6e03d3f1b085816349eb6b27ddf288fba11b2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ef20bff4f7235b43c5bfe948b16074c794b9f0fcfcc40a1018f595d771cc8d72"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c75f0d85c91d64e2dfc05f0b7f0af482fa445c1489b834e148a6b038a709cfd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-28","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fb2bc9b71d962b3bfc7a998b5f024796babc754b13bcb57c1a57f0a4a977c8d5"}]},{"symbol":"CAKE","date":"2026-10-30","iv_pct":42.84027435512516,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.185343915343914,"put_iv_pct":45.550530255770425},{"expiry":"2026-12-18","call_iv_pct":40.09793277310924,"put_iv_pct":43.739963436928704},{"expiry":"2027-01-15","call_iv_pct":42.43885167464115,"put_iv_pct":41.05025396825397},{"expiry":"2027-02-19","call_iv_pct":42.41197368421052,"put_iv_pct":44.24734513274336}],"source":"ThetaData historical first-order Greeks","provider_symbol":"CAKE","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8e4f6888e9627a1b4b5fe02ec33c002c26dd6b6bda3e5a9585afac4e798f9055","captured_at":"2026-10-31T23:05:49.606967+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":"CAKE","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"35faab743948cd6f8b68d35bcb9f5ac8712d0b9c717be91011f44542f9e38209"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","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":"373f93806849527d432eb89633a95038a9798d4f240e1ba0d5a8a9c4b8ca707c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4515b9ac389dfb761b3ba55ff01843922ccf83f7b7e2b6af4026ecd5f974000e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"719e651f23a7765e41943f52b774fdbecfa6a55f64a4f7fe611d13bc8714cdf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"CAKE","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3daee3c0b8dc8019d0995612510c30d178564aeff7d0b7b992ea423716efaff3"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/CAKE","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":41.30942108686929,"put_call_skew_pp":2.115175519518333,"implied_move_pct":16.388403549921748,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f0be7b1e50b59bbbe7720a60b1334906f778d0795225a05003f171d63bcec293","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":41.59250390395373,"put_call_skew_pp":1.8389865173853526,"implied_move_pct":16.429982894062842,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"36212b4a0cfc30bfbabcd87154f23bee90d46bc96220f9ccaf83cc2c97f1b079","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":43.01699581199384,"put_call_skew_pp":-0.08047963965976379,"implied_move_pct":16.830145170844126,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5f7cdf9395b0bb5c0bffb135c922cd76e561c0f39abf3c03d6ec23e7d1ea03c6","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":42.82576851060573,"put_call_skew_pp":-2.381057871054745,"implied_move_pct":16.75309624237805,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"07843c1b1e90e38d57ba004b9270652ad70882935b7f41a6931eb4c5693e9fc2","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":43.278706749941065,"put_call_skew_pp":2.4365652018964514,"implied_move_pct":16.36055758744356,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ad8079da7cf3bf0a81bdb5990518206205460f7920fa8bc06c408edb687b3005","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":43.67817729925292,"put_call_skew_pp":-0.289875712219521,"implied_move_pct":15.57669920116648,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"76aba867a9ae5ac326fbe1c4680c8eed2134f026f021b9aafdf0a5a952eda550","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":42.55432792064484,"put_call_skew_pp":-4.055405199179813,"implied_move_pct":15.278816337141011,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"64d410dac0910a5644029404ad7919286979385270024827d0d2a3742f8a2445","expiries":["2026-08-21","2026-09-18","2026-10-16","2027-01-15"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":43.308594821233356,"put_call_skew_pp":2.1300215609259716,"implied_move_pct":21.828016388632367,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"33e29520201147838c812c9973abf9db1cc4def41c289c7f02d7df8fd18a75ad","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":43.89007511918517,"put_call_skew_pp":0.21811111773282654,"implied_move_pct":21.74788971338042,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5b7d4d0b0eb56512c94a2046f18306f21c6f40b31fa22ddae7d5201ea9d7ece7","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":43.62950240128402,"put_call_skew_pp":0.3027143857545269,"implied_move_pct":21.699037368118184,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8bcb74676a0d1e65e11afe77fb129cd75155d384f96526fa2d5ef934c1cbb906","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":44.19369444627224,"put_call_skew_pp":-0.04163229933176815,"implied_move_pct":21.71918391467603,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"97ffffc479be23095e5995c02fe999bbf575cc6463f47377b860a09a539005f4","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":43.86870644095006,"put_call_skew_pp":-2.2675789192956284,"implied_move_pct":21.529649021342752,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"01043ce4ec4111ac55fe81ba4c8bd4fc891fe5ad8db2398834fa0bdadef58544","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":43.1384644433128,"put_call_skew_pp":0.024336338020448878,"implied_move_pct":21.081918242438952,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f6c3f217242f79f283fbc999dd7c888a79e271bfb3d0899033c2fc63f8064ca1","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":44.490112505863614,"put_call_skew_pp":2.6436554309495133,"implied_move_pct":20.943089161508066,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0bf2bc49f6d7678115cb1e337b22c42e2981ab4e4233ca9c5fdf8dd2de45e5b9","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":45.37932056113501,"put_call_skew_pp":0.23638757644647512,"implied_move_pct":21.089307754124075,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2a8a6a728485257caed63034646c15589f158f5235f0a06472fead519d0c5b8e","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":43.96735372613827,"put_call_skew_pp":-0.037529879537895994,"implied_move_pct":20.39785206997043,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"08bf12938fc35c975431c6a837ae2832e729043a598ef5088c41ea6d20da86c8","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":43.16059758459143,"put_call_skew_pp":0.05808775703905056,"implied_move_pct":20.13375800741368,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"16d8cd109d870bf087eb29589599fee89f5a31ced14bdbac247f9a69cea5fbf0","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":44.09312297084765,"put_call_skew_pp":-0.14908312798401901,"implied_move_pct":20.431347577102738,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a75d5c2c0decdb1f9f8bbbb78f326ea69a6fb0acb41bddac14fd1f87196de39c","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":47.62518545125075,"put_call_skew_pp":0.8149789308983504,"implied_move_pct":20.593374706094952,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f3f37cccfbdd006e871ab0fdb93a2fadaaecc44194478b6a7de4a6d79ab66765","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":45.72511733613126,"put_call_skew_pp":-2.0443337281533527,"implied_move_pct":20.03366787456286,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"01f91afb77f1f446da0307fa09579371ddbbf908287a8bccf2f44128b03e7342","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":45.007730646651154,"put_call_skew_pp":-2.2886754081278724,"implied_move_pct":19.572858695245678,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8d37bae38509427c224b205f4fbc7e58958d8248a2c7c02dfb6fdf060c2c27ee","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":43.7612883261975,"put_call_skew_pp":1.833168620443443,"implied_move_pct":19.12909251752965,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"225852fdc769e14c84e005c4ecd76e71bea8d8058c73a3d22c90247835ca5419","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":46.734122088169364,"put_call_skew_pp":-3.64046973470462,"implied_move_pct":18.429922258923757,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"71f7577ca7871e1bf48ad3ff8fe42eb4133b205149c261725ccce063666081c9","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":47.371045057968225,"put_call_skew_pp":1.5085428274555852,"implied_move_pct":18.42577873253472,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"60e45085cf78837a32d66ef3512bef24bc4ceed4cb2d20d96ea324efc9e03325","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":46.795221057916564,"put_call_skew_pp":0.20687748160527697,"implied_move_pct":17.880609025808294,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"be330cd9d535086a6ff6e82468f1dda57ee83518557b7bef9f5728fe783c7693","expiries":["2026-09-18","2026-10-16","2027-01-15","2027-02-19"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":47.553512841456964,"put_call_skew_pp":-7.536579569137054,"implied_move_pct":15.228126913793506,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"191bddc587ae55d7dafd2cf75485eb0719f23e164f34872fc4dffd06726fea04","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-01-15"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":43.375717638546874,"put_call_skew_pp":1.5640716930484153,"implied_move_pct":20.89342527159245,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e16503a8a33d88ccdb4019454626949f198360c5b850874d3768d1648cc9179d","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":45.351562755809546,"put_call_skew_pp":-0.8175990379347038,"implied_move_pct":21.227440638564055,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"da1018ab7fc297a20038ffa6b1c3adeb2e02f9a703d93dc0fed86eb093d6b603","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":45.856696735699124,"put_call_skew_pp":-0.007857413174706451,"implied_move_pct":21.381162091057064,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"198af249ea152972e80bc12ea49446fab76d112899123bfc6477e112a8b9fbb5","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":44.62662436570963,"put_call_skew_pp":-1.8179905855429581,"implied_move_pct":20.600862362519972,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"27ee2e34efdb58b233c845d737e45e3dab1d7ed0efd06494182069701f405843","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":45.08946871126398,"put_call_skew_pp":0.09209032568175957,"implied_move_pct":20.7087292408715,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2bb3359198b77c8b2b378a56d3ec6d8205774ae85fcf1c0813437d4436c6d8a0","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":45.2684241328581,"put_call_skew_pp":1.5367711905808754,"implied_move_pct":20.632955819986943,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6f909d591ebe8e48a8f503ea7c3d84ddc28c49fbd7727847d50d8e0fd4918d6a","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":46.375165774199886,"put_call_skew_pp":-0.34213406149475745,"implied_move_pct":20.552597404059284,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ba66dc1cd3045ccccb04643fc6b3e98b895fe1757a92814678c852f605acc64","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":46.54088213444257,"put_call_skew_pp":1.7602734487818985,"implied_move_pct":20.583784453226393,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ff7ffab2ec20b7d57f047ccdf0d236fa6ecc0c3eeadc3e0e2d0a361d767d4e4","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":46.678881226165174,"put_call_skew_pp":-0.44504023139402804,"implied_move_pct":20.5767907596204,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8a8915d6167ae2ebed84e998159adefeab338536218edb1044720a86ed604b8c","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":45.57341294404132,"put_call_skew_pp":-1.184107307751317,"implied_move_pct":20.012767016297882,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4e37b984c12c637a2378c9f558a9580d1c302673890fac0d795c319dc11618bf","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":45.3015594387259,"put_call_skew_pp":2.9389263154446823,"implied_move_pct":19.7454118779159,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"48090b6eaf073d84ed619244f07fab40dfee18f1268c203e8dd44b868a98745f","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":45.25950710233303,"put_call_skew_pp":2.450669708042337,"implied_move_pct":18.943082512115204,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ae9ebddc9b3413454713f1175ce0aee5adec4576431e3c976b00ff1a948e7293","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":45.38758777686658,"put_call_skew_pp":1.6313873482664203,"implied_move_pct":18.972775841367053,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2f32c73f1672df668b37437f8e76d5f48d74a6b8aa45df2cb292f5b85ec70774","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":44.939468423523664,"put_call_skew_pp":0.37664153972771075,"implied_move_pct":18.571521063710822,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"64c4a55de6b5230fdba544bbd9d2a192538f8e43435811a7040d74992e92d8f5","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":44.47573259969417,"put_call_skew_pp":1.2273040235346304,"implied_move_pct":18.15882475159426,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"53e906810f037972cd1a5a48de029b9d54911c9c5e1f6dfb4ba91c765ca83595","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":43.13148651834575,"put_call_skew_pp":-0.15091184491106446,"implied_move_pct":17.618130468619857,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fe49d68d647d45e8751fa8925f83ca945907919234dd147599280e170f835fcb","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":45.55087737249343,"put_call_skew_pp":-2.983290692315496,"implied_move_pct":17.278687522181205,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3afdbfa92e06615f02340bbdf9e017db247413465787f248902fe66fa97cfe56","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":45.539467616039175,"put_call_skew_pp":-0.14122169197833578,"implied_move_pct":17.4064419983402,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3cf6a1ee9b3739356b1b2d6cd6bfa9e587e1478a84176df8d6845b969d96136b","expiries":["2026-10-16","2026-11-20","2027-01-15","2027-02-19"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":45.66000218493799,"put_call_skew_pp":-0.2049770365292236,"implied_move_pct":20.58162751741861,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8f05f1bdd209bec3c74d507e0d8aaf24f93e333474da889f13d32d1dc99087fb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":44.58942451811508,"put_call_skew_pp":3.0021826007078953,"implied_move_pct":19.50951311421567,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8333c2a1d2a59cd5ec33496402b62e7110ecfe1e2d8e5007c8f661cae15f1269","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":45.04917690468625,"put_call_skew_pp":1.8178208348905027,"implied_move_pct":19.620907616477023,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0f32c121a0dee48e51458a61bc1d81aa759c2df3ece9718899c82e7c3da0efcd","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":45.57226545557232,"put_call_skew_pp":0.34927809429657053,"implied_move_pct":19.627132049826855,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0c035c6f5577d3adf677e74e318d34a7dac4d4fe430a6c3d28d18e422bff5532","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":46.27266054097202,"put_call_skew_pp":1.2800675669559176,"implied_move_pct":19.718815335359686,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e0c0bd3a6006dae6134a23260653baeb57a32243373cf610414e800110c68308","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":45.884822632106044,"put_call_skew_pp":1.5327294309043697,"implied_move_pct":19.529177249010896,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"695e197d39bbfa554320eb34516efe787dd8dd72973c24890e06de184be188d8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":47.471402288450086,"put_call_skew_pp":0.45790019628315193,"implied_move_pct":19.513545312888702,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d18961b6491456cd0e6c113ae0e67e83272cd9be5ee3cb7e4b2aff86b8ab050c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":48.76068227590971,"put_call_skew_pp":-0.7804666819178703,"implied_move_pct":19.817847409276233,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"72d85d22dcd1d7d49f8e3f66c53db7a8bccdb1ef3ca22066ac20bfa0451ee0fb","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":41.695215115276966,"put_call_skew_pp":0.07233772151139917,"implied_move_pct":17.232455535292324,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"68ea8f1a68d26ff2734752192b8677b5572906a8d3e68bd7b0e160a9fd455ab0","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":40.90057028391426,"put_call_skew_pp":2.0247263110473845,"implied_move_pct":16.673133772228983,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a2fff5c7cab570018da6f03501ad3316d710986e45b05ebcde78700243f75d52","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":42.84027435512516,"put_call_skew_pp":1.613497686597908,"implied_move_pct":17.288229819944185,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8e4f6888e9627a1b4b5fe02ec33c002c26dd6b6bda3e5a9585afac4e798f9055","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}