{"schemaVersion":1,"symbol":"COF","days":90,"observations":[{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-19T19:55:26.780000+00:00","captured_at":"2026-10-20T03:50:50.688Z","last_trade_at":"2026-10-19T23:00:00.002677957Z","price":199.83,"iv_pct":33.150642682367334,"implied_move_pct":7.889111311214929,"put_call_skew_pp":3.3087342209427884,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"3de8eabac91fb30b2c5743064df566b56d2ab42e1023db91e22732a866c290bf"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T13:32:30.107000+00:00","captured_at":"2026-10-20T13:33:29.907Z","last_trade_at":"2026-10-20T13:33:29.281206172Z","price":199.73,"iv_pct":35.3384823672753,"implied_move_pct":8.268488197988786,"put_call_skew_pp":3.2854995810640997,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"40720b5dc749d7b72ccb5b56cd33067afa40ab594612a02e465d6aef9d9586bc"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T13:40:14.132000+00:00","captured_at":"2026-10-20T13:41:16.325Z","last_trade_at":"2026-10-20T13:41:14.324858415Z","price":200.805,"iv_pct":35.21777628880854,"implied_move_pct":8.29867986618835,"put_call_skew_pp":5.990000000000001,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"53f91726c24c0759444466210047bc26d0f00edb08a9e585cc40cd05ee744581"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T13:46:55.374000+00:00","captured_at":"2026-10-20T13:48:58.581Z","last_trade_at":"2026-10-20T13:48:55.108564659Z","price":201.295,"iv_pct":35.436349860558195,"implied_move_pct":8.377415380029303,"put_call_skew_pp":7.476984649122809,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"7187980b239b4adaf5b9949a44063444336976cba01f1e04481ca98e50b3c77a"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T13:53:51.303000+00:00","captured_at":"2026-10-20T13:56:41.890Z","last_trade_at":"2026-10-20T13:56:41.43895573Z","price":202.62,"iv_pct":34.74479305533374,"implied_move_pct":8.228201034552498,"put_call_skew_pp":9.763156030804693,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"5278969ccf19d223fbc1e971641baa0915f000b07303b3bba19a62ee260bee3d"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T14:03:10.783000+00:00","captured_at":"2026-10-20T14:05:03.162Z","last_trade_at":"2026-10-20T14:05:00.278257495Z","price":201.64,"iv_pct":35.905926961699635,"implied_move_pct":8.44057491701262,"put_call_skew_pp":6.866283369720694,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"390ccba99a0eb152abe0163c57ee811a234ed5e53364c33e4c668617c84f4290"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T14:22:50.529000+00:00","captured_at":"2026-10-20T14:26:27.762Z","last_trade_at":"2026-10-20T14:26:25.515961641Z","price":201.95,"iv_pct":36.16265583265134,"implied_move_pct":8.525023841286364,"put_call_skew_pp":6.632766774441684,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"20af8b556ca6db3978a3e1b4192b3ca362ed7d17ca42253f6cb38cf630f4a334"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T14:32:51.298000+00:00","captured_at":"2026-10-20T14:34:09.699Z","last_trade_at":"2026-10-20T14:34:08.607317297Z","price":202.04,"iv_pct":35.050326034916125,"implied_move_pct":8.227737728690602,"put_call_skew_pp":6.013586111844226,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"b75358bfcdb3935f484af4d021db11d5cfcc3179f9730dbeb2802a819c895abc"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T14:41:15.142000+00:00","captured_at":"2026-10-20T14:41:54.253Z","last_trade_at":"2026-10-20T14:41:52.744686343Z","price":202.33,"iv_pct":35.11275090418802,"implied_move_pct":8.255558907526126,"put_call_skew_pp":6.989842289719627,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"ace5a6333ca368a5ad56cc9efeae389fc75f37e303c908fdb76bd4b368275575"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T14:41:31.340000+00:00","captured_at":"2026-10-20T14:49:39.014Z","last_trade_at":"2026-10-20T14:49:33.533086742Z","price":202.45,"iv_pct":35.065442427459764,"implied_move_pct":8.246900897435133,"put_call_skew_pp":7.0520133456051575,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"05a8c1abcfeafb91be4010294019e154e89af5f77bc40bd764eeed244d31523a"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T14:54:03.055000+00:00","captured_at":"2026-10-20T14:57:22.980Z","last_trade_at":"2026-10-20T14:57:22.554379478Z","price":203.31,"iv_pct":35.7639486843644,"implied_move_pct":8.42562835683403,"put_call_skew_pp":8.23537088733799,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"d29056138bab3e91acc5e7af3052e8673c88fe431978b986b300b42869d0dff5"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:01:35.940000+00:00","captured_at":"2026-10-20T15:05:40.177Z","last_trade_at":"2026-10-20T15:05:35.285811797Z","price":202.5,"iv_pct":34.97675875917463,"implied_move_pct":8.210875002778248,"put_call_skew_pp":6.360555512875671,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"588005490f9850c3e78e54c687b6664e79c61a7e9ab491f1ae413926113cb638"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:08:32.604000+00:00","captured_at":"2026-10-20T15:11:18.776Z","last_trade_at":"2026-10-20T15:11:17.510006914Z","price":202.33,"iv_pct":34.687782701080124,"implied_move_pct":8.151078202972403,"put_call_skew_pp":6.213440801123527,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"02662f108be080d4cdeaa628ee328db8d46a86ab361448a38d56121fa50fc58e"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:16:17.146000+00:00","captured_at":"2026-10-20T15:20:32.765Z","last_trade_at":"2026-10-20T15:20:26.360962666Z","price":201.94,"iv_pct":34.82036904026362,"implied_move_pct":8.179116258830382,"put_call_skew_pp":5.890499046533898,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"7f065fe2b1ef6628c77106bdef372d93c6a255c851188c96be46e367f8617ac2"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:19:52.057000+00:00","captured_at":"2026-10-20T15:28:19.023Z","last_trade_at":"2026-10-20T15:28:10.907419165Z","price":201.62,"iv_pct":34.76758976196505,"implied_move_pct":8.160976163282065,"put_call_skew_pp":5.472732789432783,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"dda254c571dbfeb5f0474eb82d3031e914ce2fe2a3abda63f72f714e4a473b2e"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:27:36.644000+00:00","captured_at":"2026-10-20T15:36:09.712Z","last_trade_at":"2026-10-20T15:36:09.132825909Z","price":201.66,"iv_pct":34.80655779129025,"implied_move_pct":8.180912326117697,"put_call_skew_pp":5.654531804531803,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"39a77f0d1119acba43007a01ddc05216d60f8614550f3943e0f31b4814d574c3"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:39:30.998000+00:00","captured_at":"2026-10-20T15:43:55.373Z","last_trade_at":"2026-10-20T15:43:52.531640191Z","price":202.2,"iv_pct":34.92014735336195,"implied_move_pct":8.20215930568575,"put_call_skew_pp":6.553477542436531,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"d3cecbfbea9b8dc48e1f32701bf3f2110b8e75a6b1d2280f4fea9ccaaa7beb4f"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:39:31+00:00","captured_at":"2026-10-20T15:51:41.097Z","last_trade_at":"2026-10-20T15:51:40.842511743Z","price":201.89,"iv_pct":35.08106544665012,"implied_move_pct":8.248621556071797,"put_call_skew_pp":5.957907733186735,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"6463b5d3383e68dc77086c81685dcf063d5274fa203a9320b07bad7e6e496b1a"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:54:19.632000+00:00","captured_at":"2026-10-20T15:59:29.688Z","last_trade_at":"2026-10-20T15:59:27.312283308Z","price":201.91,"iv_pct":35.30003900986996,"implied_move_pct":8.293813817972563,"put_call_skew_pp":6.011421797691035,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"3171b4de80a597e0c217e5a0ce0f4d8ca5f6c565979c2658e0d148a8e982b28e"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T15:59:33.667000+00:00","captured_at":"2026-10-20T16:07:21.493Z","last_trade_at":"2026-10-20T16:07:16.401131621Z","price":202.23,"iv_pct":35.106222608512425,"implied_move_pct":8.26541454967032,"put_call_skew_pp":6.671981862837711,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"a1f66ac390f3ca5c471f9dee4b93e1fad4b777f4dbd278ded29765ef749a66eb"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T16:11:12.263000+00:00","captured_at":"2026-10-20T16:15:08.682Z","last_trade_at":"2026-10-20T16:15:05.164594984Z","price":201.96,"iv_pct":34.88996100931032,"implied_move_pct":8.20955187698772,"put_call_skew_pp":6.296665445760596,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"c6acac008c06231d925423c5d292bea11c45c0f31562e040ba08373ffbadfe3c"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T16:22:04.328000+00:00","captured_at":"2026-10-20T16:30:40.099Z","last_trade_at":"2026-10-20T16:30:38.96267392Z","price":201.6,"iv_pct":34.847114092096945,"implied_move_pct":8.18860452570869,"put_call_skew_pp":5.6072132094126985,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"305ad7335fe7d14cfcf282c3444127aeb239504b142cee69ca852daf441647a2"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T16:23:42.787000+00:00","captured_at":"2026-10-20T16:38:23.468Z","last_trade_at":"2026-10-20T16:38:23.031059476Z","price":201.8,"iv_pct":34.797169475977526,"implied_move_pct":8.188472648809492,"put_call_skew_pp":6.326997929606626,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"ed51fdbef5e0266351494b6826617edf20a98efb2f43e651fc8552c12d08eefb"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T16:31:45.374000+00:00","captured_at":"2026-10-20T16:46:10.998Z","last_trade_at":"2026-10-20T16:46:05.979202813Z","price":201.74,"iv_pct":34.90923296667635,"implied_move_pct":8.206532861611961,"put_call_skew_pp":6.183693007250829,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"68be70a21a24614065e30f9f96c34b2ef568a654d7e4f14296542b3a253e6ab7"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T16:41:15.878000+00:00","captured_at":"2026-10-20T16:53:56.414Z","last_trade_at":"2026-10-20T16:53:50.982169654Z","price":201.62,"iv_pct":34.915111146598534,"implied_move_pct":8.200284815321037,"put_call_skew_pp":5.255737651599018,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"2443664075fbc014a3c6914445752ae7d652b962619a97c24d07623f02d22fbf"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T17:01:04.011000+00:00","captured_at":"2026-10-20T17:01:50.892Z","last_trade_at":"2026-10-20T17:01:43.874310524Z","price":201.545,"iv_pct":34.78239176307939,"implied_move_pct":8.17335247779229,"put_call_skew_pp":5.051352095059408,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"c1f18f8c079102ea08fd44c0947fa0dd3ac155199005bc37a5726f92d06d229a"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T17:04:21.829000+00:00","captured_at":"2026-10-20T17:09:56.876Z","last_trade_at":"2026-10-20T17:09:47.556832141Z","price":201.51,"iv_pct":34.80724033816425,"implied_move_pct":8.175235649247082,"put_call_skew_pp":4.95869356153219,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"23a0dc2f99d47b89994cb4407502551f2f33fff65cbcfc3da8dc6f4f53b8ca5d"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T17:04:33.287000+00:00","captured_at":"2026-10-20T17:17:39.952Z","last_trade_at":"2026-10-20T17:17:38.912184182Z","price":201.495,"iv_pct":34.884024569123575,"implied_move_pct":8.189934813510943,"put_call_skew_pp":4.917600097549385,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"c8642637e66b26f2f43ee71e188e9ac2f4b7b1dbefde656990f020db60ab7abb"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T17:18:36.990000+00:00","captured_at":"2026-10-20T17:25:33.154Z","last_trade_at":"2026-10-20T17:25:17.781251562Z","price":201.49,"iv_pct":34.84822586841274,"implied_move_pct":8.189169852086737,"put_call_skew_pp":5.085564477552923,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"a6c5832172463444b5f71228566534559fcc676f2a1e66471cb6cb61fd974834"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T17:30:10.868000+00:00","captured_at":"2026-10-20T17:41:07.229Z","last_trade_at":"2026-10-20T17:41:05.792488143Z","price":201.77,"iv_pct":34.95302166270292,"implied_move_pct":8.222777825133242,"put_call_skew_pp":5.758092546411747,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"2229e126a69dd991d53779101218fd80fe4ec8cf9b71d2cab5c8bb80570fb97b"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T17:42:00.707000+00:00","captured_at":"2026-10-20T17:49:00.905Z","last_trade_at":"2026-10-20T17:49:00.621724441Z","price":201.72,"iv_pct":34.94413325243345,"implied_move_pct":8.21213172817408,"put_call_skew_pp":5.619098320279786,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"f7b490ed38bf76f3c498e1f4e9518de64d9a36822993d1c19e060195fbd2c8fe"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T18:01:41.344000+00:00","captured_at":"2026-10-20T18:04:51.529Z","last_trade_at":"2026-10-20T18:04:41.669543655Z","price":201.935,"iv_pct":34.93901992702778,"implied_move_pct":8.225809622522359,"put_call_skew_pp":6.077997503750843,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"6c7f1e52f66005fe3529b877b345283741fb2229f12a017851191d1b44d11d27"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T18:07:58.250000+00:00","captured_at":"2026-10-20T18:12:58.732Z","last_trade_at":"2026-10-20T18:12:58.241301178Z","price":201.91,"iv_pct":35.11909180776422,"implied_move_pct":8.258367443300132,"put_call_skew_pp":6.007429050567592,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"c6dbc6b416bd134160042270bfca0d1df7be96c5595e2732dd76eb6e6e44bea2"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T18:19:21.509000+00:00","captured_at":"2026-10-20T18:20:41.773Z","last_trade_at":"2026-10-20T18:20:38.559490019Z","price":200.9539,"iv_pct":35.03478778052902,"implied_move_pct":8.195454385347798,"put_call_skew_pp":4.500001411034288,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"47b9e7162b7ed1f2bca92e604e149e6db9097e0a968fed26a88d45b4180f0bf0"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T18:21:58.060000+00:00","captured_at":"2026-10-20T18:36:12.970Z","last_trade_at":"2026-10-20T18:36:12.38069141Z","price":201.52,"iv_pct":35.03719725116105,"implied_move_pct":8.238034737509508,"put_call_skew_pp":5.703022607576036,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"452796e34f15ab365dab5b09f8cffbfc2ebc418a25c44409d0bfd04e5fd12fab"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T18:38:40.093000+00:00","captured_at":"2026-10-20T18:44:01.178Z","last_trade_at":"2026-10-20T18:43:59.133607262Z","price":201.28,"iv_pct":34.809923418859015,"implied_move_pct":8.172590753420492,"put_call_skew_pp":5.08781471221914,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"5b5987a70396df3da3464b4be469aa07ee2176bf4764ced7492f16f57ae6e74c"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T18:46:14.793000+00:00","captured_at":"2026-10-20T18:51:49.382Z","last_trade_at":"2026-10-20T18:51:48.2239917Z","price":201.47,"iv_pct":34.9680425709341,"implied_move_pct":8.219411597607147,"put_call_skew_pp":5.513952054794519,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"c72d0ef735f0d96b302fb64f7feac441dec916c5c8cc76f4e2d4c0e4ca35449b"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T18:55:31.822000+00:00","captured_at":"2026-10-20T18:59:35.057Z","last_trade_at":"2026-10-20T18:59:32.16124858Z","price":201.44,"iv_pct":34.7491958666836,"implied_move_pct":8.161891224752106,"put_call_skew_pp":5.178341920374708,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"f8b27ea60ee55a11baab44e1c893e44e949c6056e2a88d88a82424d784bd2d10"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T19:02:40.463000+00:00","captured_at":"2026-10-20T19:09:29.511Z","last_trade_at":"2026-10-20T19:09:27.522203972Z","price":200.55,"iv_pct":35.741864902605435,"implied_move_pct":8.407870507974952,"put_call_skew_pp":4.798691434911767,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"904cea391101873c005699805e3904a562f794de7ec2ba17f3ed92f267572582"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T19:06:29.046000+00:00","captured_at":"2026-10-20T19:17:16.753Z","last_trade_at":"2026-10-20T19:17:16.22513143Z","price":200.59,"iv_pct":34.62620400989996,"implied_move_pct":8.137931290335198,"put_call_skew_pp":5.143908034791073,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"60c3fd1a06bb2a07402bc31896ee5e9165db0c6929fb36d6e4812e15bd321f08"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T19:21:13.871000+00:00","captured_at":"2026-10-20T19:24:59.644Z","last_trade_at":"2026-10-20T19:24:59.07964368Z","price":200.924,"iv_pct":34.580382026567655,"implied_move_pct":8.127413667549073,"put_call_skew_pp":5.410011291384132,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"72d4f476a0f290de113529f439dae9f30fb14e2c4cf1e9f03f4fc9cb5c3ea029"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T19:26:50.561000+00:00","captured_at":"2026-10-20T19:32:52.589Z","last_trade_at":"2026-10-20T19:32:51.927968626Z","price":201.63,"iv_pct":34.886622327780984,"implied_move_pct":8.227139041361346,"put_call_skew_pp":5.762497324568111,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"e246cad8ad6398469be937b54c5980983de21ccba2d569020f5f428314682bc8"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T19:36:30.822000+00:00","captured_at":"2026-10-20T19:40:41.000Z","last_trade_at":"2026-10-20T19:40:35.546079509Z","price":201.57,"iv_pct":34.26692536502694,"implied_move_pct":8.068998553429282,"put_call_skew_pp":5.711954480343784,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"6c7fd09c95654701421ab766506d6a8b7969677ff50f72cdf50a2cb67c2bbe06"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T19:40:00.471000+00:00","captured_at":"2026-10-20T19:48:26.448Z","last_trade_at":"2026-10-20T19:48:24.900951223Z","price":201.29,"iv_pct":33.907404340765446,"implied_move_pct":7.959974657490088,"put_call_skew_pp":5.25765659438322,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"76f53517db74c3c6fed43e05cdc6fa4ba3a2ff2bc9fd5e6820f720d0ca0e75f8"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T19:55:30.213000+00:00","captured_at":"2026-10-20T19:56:12.062Z","last_trade_at":"2026-10-20T19:56:07.293488085Z","price":201.07,"iv_pct":32.509810127375495,"implied_move_pct":7.597862367067148,"put_call_skew_pp":8.787864506627397,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"2e7ee6f121d15bf8b770d509388080e0402cf546787191cdee47557d29ba3b7f"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-20T19:58:17.160000+00:00","captured_at":"2026-10-20T20:04:12.066Z","last_trade_at":"2026-10-20T20:02:09.088881111Z","price":201.56,"iv_pct":33.065156264086895,"implied_move_pct":7.769492076956553,"put_call_skew_pp":6.088756234355302,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"24bbd76ed3585e91735ee595103351773315ec395adc9cf577476641293edb55"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T13:37:03.017000+00:00","captured_at":"2026-10-21T13:38:10.636Z","last_trade_at":"2026-10-21T13:38:09.19012799Z","price":205.73,"iv_pct":30.431835173593562,"implied_move_pct":6.947869053477568,"put_call_skew_pp":1.5306403826506887,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"1b99a2f9d72393b7a50a7a4f88656e5ccd1e9c8f56027f7d3bff7c00343a871d"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T13:42:55.972000+00:00","captured_at":"2026-10-21T13:46:07.511Z","last_trade_at":"2026-10-21T13:46:03.420768137Z","price":209.765,"iv_pct":31.390921116026455,"implied_move_pct":7.289406998009247,"put_call_skew_pp":5.1527281457109995,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"c7b886891ace98996d423c15e6955e44ac4ab9b5f9f8efb34f8f0c3649ccc606"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T13:59:25.075000+00:00","captured_at":"2026-10-21T14:02:10.183Z","last_trade_at":"2026-10-21T14:02:04.696406214Z","price":209.46,"iv_pct":30.692984938704026,"implied_move_pct":7.09699263371428,"put_call_skew_pp":4.526628230063906,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"9a5b408bf75f0f0283cc831ffae95463b64666d2163a8487ea97d33c730b0fd6"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T14:09:23.010000+00:00","captured_at":"2026-10-21T14:10:13.778Z","last_trade_at":"2026-10-21T14:10:10.864082364Z","price":208.93,"iv_pct":30.553879486577962,"implied_move_pct":7.05386958319288,"put_call_skew_pp":4.496039867109635,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"d15305e8e217b6b77671059966cd1c05e80bff2a7e1fc33dfcfec0f28ff83e04"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T14:23:25.796000+00:00","captured_at":"2026-10-21T14:26:30.157Z","last_trade_at":"2026-10-21T14:26:28.359316632Z","price":210.18,"iv_pct":30.830857217765196,"implied_move_pct":7.154872368475432,"put_call_skew_pp":5.0620234604105585,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"b65ac1be743477b0433d4dc477b0c4c122a0cff9644da9a9955543184d61feb6"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T14:33:09.874000+00:00","captured_at":"2026-10-21T14:34:31.662Z","last_trade_at":"2026-10-21T14:34:27.684615259Z","price":211.13,"iv_pct":30.19386204970194,"implied_move_pct":6.991793774881019,"put_call_skew_pp":4.620105143212305,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"967dca95cbe4fa8e1d02a8871a2788055e4ac6784906e3dc06784a0d4b7d92c0"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T14:41:32.069000+00:00","captured_at":"2026-10-21T14:42:24.678Z","last_trade_at":"2026-10-21T14:42:15.771851146Z","price":210.02,"iv_pct":30.54135547333725,"implied_move_pct":7.0242707164076466,"put_call_skew_pp":3.676103777044376,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"ab79ed4341c9b5ffeea66964e9194eae21cf03669d325206102aaa71971418c7"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T14:47:32.197000+00:00","captured_at":"2026-10-21T14:50:37.039Z","last_trade_at":"2026-10-21T14:50:36.062219274Z","price":210.72,"iv_pct":30.44180534664297,"implied_move_pct":7.021109314047513,"put_call_skew_pp":4.303187045951862,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"ef80854bc644d2a3ab794f6d84c9efa274d7423b67b0f44e1f0b36a15972ee3f"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T15:00:49.291000+00:00","captured_at":"2026-10-21T15:01:08.870Z","last_trade_at":"2026-10-21T15:01:00.778240406Z","price":209.47,"iv_pct":29.68538461538462,"implied_move_pct":6.83049227470863,"put_call_skew_pp":4.820816326530614,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"8ef7ab4d93f5e268e626f520ee70883411ac90d902d7647a6586d46427a6bd39"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T15:15:10.881000+00:00","captured_at":"2026-10-21T15:18:21.070Z","last_trade_at":"2026-10-21T15:18:17.880227125Z","price":210.35,"iv_pct":29.381020618556697,"implied_move_pct":6.77310030655829,"put_call_skew_pp":5.407439878325182,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"7446b84b5a3a8a09240e01a6d69433d68df349ffd80e32b08ccf672335a81892"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T15:25:03.602000+00:00","captured_at":"2026-10-21T15:29:18.915Z","last_trade_at":"2026-10-21T15:29:18.310741884Z","price":210.5,"iv_pct":29.34502398355413,"implied_move_pct":6.78213821573136,"put_call_skew_pp":5.324882467270525,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"880fd2fc9d5afddc735663b638513a429071913e62170681f1e9ccb382bf64bf"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T15:36:05.764000+00:00","captured_at":"2026-10-21T15:45:16.553Z","last_trade_at":"2026-10-21T15:45:12.037229251Z","price":210.23,"iv_pct":30.025512490087237,"implied_move_pct":6.9408925881047,"put_call_skew_pp":4.87060327022375,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"32de6ae5e5b148217324102ec192be9b39142981b53bc2b50675ef05f0e7a344"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T15:55:06.125000+00:00","captured_at":"2026-10-21T15:57:51.710Z","last_trade_at":"2026-10-21T15:57:46.126149246Z","price":210.015,"iv_pct":29.703931259930716,"implied_move_pct":6.851887469635405,"put_call_skew_pp":4.449870155490599,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"ba9e9b69bfa432fb30f5681fa87b5a05c7da9812798b2842f8f3d718ed2ec87b"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T16:04:35.372000+00:00","captured_at":"2026-10-21T16:18:43.349Z","last_trade_at":"2026-10-21T16:18:39.781451639Z","price":209.57,"iv_pct":29.810921052631578,"implied_move_pct":6.883618272745716,"put_call_skew_pp":4.340711252653929,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"24ebfbf6e6f4a59103eb581d32a581b3e53f9be9eaf0a170f16a508f10f3b907"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T16:28:37.271000+00:00","captured_at":"2026-10-21T16:28:54.991Z","last_trade_at":"2026-10-21T16:28:49.457689713Z","price":209.22,"iv_pct":29.92216022016513,"implied_move_pct":6.905756700184538,"put_call_skew_pp":3.983234867256641,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"b04c25a9d2d5b0eb9399b6b886b7c9ea05cb46e5430cfbf67c101f7c90495722"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T16:46:23.104000+00:00","captured_at":"2026-10-21T16:49:31.856Z","last_trade_at":"2026-10-21T16:49:28.589170206Z","price":208.76,"iv_pct":30.452521890311367,"implied_move_pct":7.010138636735788,"put_call_skew_pp":3.926235962957353,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"f3799d2227d9214fdbaec55c9aee852ffb13e02096e04764d1d0292b8557b372"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T16:46:35.542000+00:00","captured_at":"2026-10-21T16:59:43.479Z","last_trade_at":"2026-10-21T16:59:42.624997732Z","price":208.835,"iv_pct":30.766759263818177,"implied_move_pct":7.088042057649228,"put_call_skew_pp":4.025706208425717,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"1527166a98c79ce42629b923c252a1ad6034318d1bd5551a337c20ed423a3db3"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T17:07:48.672000+00:00","captured_at":"2026-10-21T17:14:59.125Z","last_trade_at":"2026-10-21T17:14:55.323038176Z","price":209.485,"iv_pct":30.395557846094245,"implied_move_pct":7.030163625879303,"put_call_skew_pp":4.356143471745543,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"3e7090ef955ecc6f37508f64026e74b91cdf1d1ebd479500c432802989a571cf"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T17:14:31.537000+00:00","captured_at":"2026-10-21T17:28:40.394Z","last_trade_at":"2026-10-21T17:28:37.169975101Z","price":209.46,"iv_pct":30.39387043793723,"implied_move_pct":7.027233134472688,"put_call_skew_pp":4.280881066790815,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"c96faa5c969c8e435aad54e1801a2ddc80e02bab9703ffbbb48ab2c7a9100749"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T17:36:51.104000+00:00","captured_at":"2026-10-21T17:39:06.620Z","last_trade_at":"2026-10-21T17:39:05.217535951Z","price":208.795,"iv_pct":30.073479057367702,"implied_move_pct":6.922116793565021,"put_call_skew_pp":3.6483230414081635,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"829da22300d15c623a7a2139f77e2690c1e5a5212ad5a3e108cae9b41ac9202a"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T17:48:07.255000+00:00","captured_at":"2026-10-21T17:51:40.722Z","last_trade_at":"2026-10-21T17:51:37.156761252Z","price":209.37,"iv_pct":29.429966287091514,"implied_move_pct":6.798271563587094,"put_call_skew_pp":4.291274552207231,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"44f9b6f4958806e84e3923d5a3de5d2f993ed90e43aee620e0a906b7fa726d15"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T18:08:27.299000+00:00","captured_at":"2026-10-21T18:12:34.670Z","last_trade_at":"2026-10-21T18:12:33.968318842Z","price":208.315,"iv_pct":30.053335057590182,"implied_move_pct":6.9198359267326675,"put_call_skew_pp":3.6876689476222193,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"edcca3b58c65cd20b96362dde26d3447dcb65208ddb1a977c80d399a6fd61ca1"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T18:20:00.267000+00:00","captured_at":"2026-10-21T18:23:36.458Z","last_trade_at":"2026-10-21T18:23:30.576672134Z","price":208.5,"iv_pct":30.130987596054137,"implied_move_pct":6.946687431888623,"put_call_skew_pp":4.233999966392016,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"e40899501b90b37f1076eba7d82d2be8aa346e3b066d7456addf08a48e20a246"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T18:20:46.481000+00:00","captured_at":"2026-10-21T18:33:58.748Z","last_trade_at":"2026-10-21T18:33:55.81581028Z","price":208.5,"iv_pct":30.42928900703254,"implied_move_pct":7.007873831491016,"put_call_skew_pp":4.317588089330027,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"7a7fdfb9ff79b4ccd5a2f6345b10e9ef42dac33bcda5408c0a67bc6bc83deb8a"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T18:37:17.169000+00:00","captured_at":"2026-10-21T18:44:20.801Z","last_trade_at":"2026-10-21T18:44:20.068293135Z","price":208.205,"iv_pct":30.255598792490286,"implied_move_pct":6.9677586516112555,"put_call_skew_pp":3.5528823529411726,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"fb90fcab73d3e574639e4eecf90d1b37ba4bc77259240136072f399e88cd24d5"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T18:49:20.104000+00:00","captured_at":"2026-10-21T18:54:46.074Z","last_trade_at":"2026-10-21T18:54:43.957275588Z","price":207.76,"iv_pct":29.84521776802218,"implied_move_pct":6.880909923999942,"put_call_skew_pp":3.9202634493209763,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"33a31bf7d5484de474aad84e4a857a94ba823f86c02cc396243429bef9c38c19"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T19:02:55.364000+00:00","captured_at":"2026-10-21T19:05:49.161Z","last_trade_at":"2026-10-21T19:05:45.915036282Z","price":206.28,"iv_pct":30.075583985398254,"implied_move_pct":6.923676889093919,"put_call_skew_pp":3.7400643607932493,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"9b6e91b55338abf87af902c56ecd2aa6e3cdcf8347e7611a32a1d83fc6add4df"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T19:09:46.180000+00:00","captured_at":"2026-10-21T19:16:45.171Z","last_trade_at":"2026-10-21T19:16:30.156032554Z","price":206.76,"iv_pct":30.028173004069973,"implied_move_pct":6.940980058512134,"put_call_skew_pp":4.664567029211986,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"43534416a42234059fba8df238d89eb3c3224e4330fd2abb2ddd056da01b7ff0"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T19:21:01.821000+00:00","captured_at":"2026-10-21T19:27:06.897Z","last_trade_at":"2026-10-21T19:27:05.88118914Z","price":206.92,"iv_pct":30.24568181818182,"implied_move_pct":6.99456833497914,"put_call_skew_pp":4.560973878364905,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"c4a1b8f41ca757d0162afb071c8ee4a6035a7946e3c2db1cd5b70efe1147afca"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T19:35:56.694000+00:00","captured_at":"2026-10-21T19:37:22.904Z","last_trade_at":"2026-10-21T19:37:21.881763941Z","price":206.885,"iv_pct":30.562842611858244,"implied_move_pct":7.056291839216907,"put_call_skew_pp":3.8914708307565493,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"d51fd58d36e9539472b8a4292cdb7b23eaa40c577a1600969dc922a141defdaf"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-21T19:50:05.054000+00:00","captured_at":"2026-10-21T19:58:05.257Z","last_trade_at":"2026-10-21T19:58:04.2277134Z","price":206.19,"iv_pct":29.74174321665286,"implied_move_pct":6.815391813110814,"put_call_skew_pp":2.2677934259548502,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"2de425f9560fa52af291603fca856fd5402708c469a7e7ccad6780cb581cffcb"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-22T19:56:31.003000+00:00","captured_at":"2026-10-22T21:18:15.385Z","last_trade_at":"2026-10-22T20:10:00.001523913Z","price":203.43,"iv_pct":32.327213742186785,"implied_move_pct":7.356213659714518,"put_call_skew_pp":5.823540274414851,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"8df12381a909c281b77c6815a50b77059c03791a8c29ed962e471e06041b7d76"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-23T19:57:16.377000+00:00","captured_at":"2026-10-23T21:29:46.904Z","last_trade_at":"2026-10-23T20:11:12.659395372Z","price":200.31,"iv_pct":30.80467869078971,"implied_move_pct":6.846914120389163,"put_call_skew_pp":1.1284401327834537,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"7628c11d29e13bb3df0f44975300b6f334e4dd7e47c828b8130da2afe4ca10fe"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-26T14:02:19.962000+00:00","captured_at":"2026-10-26T14:05:56.706Z","last_trade_at":"2026-10-26T14:05:54.674586416Z","price":205.045,"iv_pct":30.799669475847892,"implied_move_pct":6.552562585151326,"put_call_skew_pp":8.234705617004384,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"3890d59e89353b3b14f404e768c524f85168bcf142b472453ad4f72fced03bd5"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:34.443000+00:00","captured_at":"2026-10-27T03:05:39.204Z","last_trade_at":"2026-10-26T23:00:00.002370452Z","price":202.35,"iv_pct":30.267075711382113,"implied_move_pct":6.390699424043906,"put_call_skew_pp":6.460759582550141,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"f3d42b53869206fd2aecfdcfed1d2d629da82ddaba3712fe69064bcf023a27ba"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-27T19:27:45.055000+00:00","captured_at":"2026-10-27T19:40:11.067Z","last_trade_at":"2026-10-27T19:40:07.287012546Z","price":204.32,"iv_pct":30.725698436859673,"implied_move_pct":6.341511803772566,"put_call_skew_pp":5.341597667950365,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"471a2d5e4ff04c3b2d0625ee2e9e3c9c6b6763b970041cfd97d60353d1be4c3e"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:45.085000+00:00","captured_at":"2026-10-28T01:17:57.706Z","last_trade_at":"2026-10-27T23:00:00.00186107Z","price":203.44,"iv_pct":30.35739000860268,"implied_move_pct":6.240027735315847,"put_call_skew_pp":3.364270726823454,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"29039964b4800974e7a577fd02b593fe44611c4b305b200953ba3314edd241a2"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-28T19:57:52.253000+00:00","captured_at":"2026-10-28T22:14:06.747Z","last_trade_at":"2026-10-28T21:00:04.130417214Z","price":205,"iv_pct":29.967046915174922,"implied_move_pct":6.069290013056595,"put_call_skew_pp":4.414229771502792,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"265f9e7170de0a90a59d6342a2ff8ca6947b631e8e46300063ceba29d58b22c5"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:11.883000+00:00","captured_at":"2026-10-30T00:39:37.897Z","last_trade_at":"2026-10-29T23:50:53.896291702Z","price":209.82,"iv_pct":29.689062098075436,"implied_move_pct":5.911754463315601,"put_call_skew_pp":9.137381931874277,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"4888ec3c24957a3398f51d9aa8fc745ef9239c4dd1a15b84ec8050a5ba66e080"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-10-30T19:58:38.957000+00:00","captured_at":"2026-10-30T23:33:19.411Z","last_trade_at":"2026-10-30T23:00:00.001730367Z","price":204.85,"iv_pct":33.81776992412474,"implied_move_pct":6.549451921299379,"put_call_skew_pp":5.211794217687071,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"d862f33fb76a95d1590912476b26242d45eacb6c05011818d238553771cab856"},{"symbol":"COF","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:45.660000+00:00","captured_at":"2026-11-04T02:29:53.910Z","last_trade_at":"2026-11-04T00:57:15.573599954Z","price":207.99,"iv_pct":36.71434309309309,"implied_move_pct":6.36721689717026,"put_call_skew_pp":5.5057189552245145,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/COF","source_hash":"2ecadcfdfac01fff2db82f1df3ac4f7e3b6233ae4dab13c71aed808bcdc23876"}],"dailyIv":[{"symbol":"COF","date":"2026-08-10","iv_pct":28.184485557956986,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":27.793122580645157,"put_iv_pct":30.767051282051284},{"expiry":"2026-08-21","call_iv_pct":25.109778633301254,"put_iv_pct":31.386525423728813},{"expiry":"2026-08-28","call_iv_pct":24.834147521160823,"put_iv_pct":28.98189781021898},{"expiry":"2026-09-04","call_iv_pct":26.28284839203675,"put_iv_pct":30.320512820512825}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"86940d1c0a0a6503ece86f3c6fdf806e7ce7bfb92070474c97fad8e204562c06","captured_at":"2026-10-22T10:50:35.005644+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"79bd13e5e5657ce054cd9f74df853398fd2fa52698e6655d3f0c9b2a29a96692"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99dc0eb9435c01977ccc6e8c0ca5f9d283af67603c4e01954a778008e1728227"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"76281f9d4acbac60441525d3546e239a4d1e09e1c43f96e30a6b473ed6219c50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb14db74c064e7fb6f70f368d7ffe9b807cc4907f1b05c24c0bbf02d4430a7b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6bcc9b1908c3d28e10033de36f08a9a13550327f0a0928a902d2e0014513747f"}]},{"symbol":"COF","date":"2026-08-11","iv_pct":27.74694573705637,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":26.740643487285936,"put_iv_pct":34.003473684210526},{"expiry":"2026-08-21","call_iv_pct":24.22878260869565,"put_iv_pct":30.530814576634512},{"expiry":"2026-08-28","call_iv_pct":25.17537634408602,"put_iv_pct":25.59116710875332},{"expiry":"2026-09-04","call_iv_pct":26.448266666666665,"put_iv_pct":29.257041420118345}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e3cea114556989a9e047de85dd3abac03ab97e75871e505128f9cf5d7a4461f3","captured_at":"2026-10-22T10:50:34.476030+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"dedf65c3b9bc2090cb37c72a40e5dd47bb5aaf5a40cdfc2dcc49b997660e5982"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99dc0eb9435c01977ccc6e8c0ca5f9d283af67603c4e01954a778008e1728227"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"76281f9d4acbac60441525d3546e239a4d1e09e1c43f96e30a6b473ed6219c50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb14db74c064e7fb6f70f368d7ffe9b807cc4907f1b05c24c0bbf02d4430a7b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6bcc9b1908c3d28e10033de36f08a9a13550327f0a0928a902d2e0014513747f"}]},{"symbol":"COF","date":"2026-08-12","iv_pct":25.447333606502422,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":27.708387096774196,"put_iv_pct":26.238781442146447},{"expiry":"2026-08-21","call_iv_pct":22.30118451025057,"put_iv_pct":27.874799196787148},{"expiry":"2026-08-28","call_iv_pct":21.346823770491802,"put_iv_pct":29.031870967741934},{"expiry":"2026-09-04","call_iv_pct":23.534147286821707,"put_iv_pct":25.542674581005585}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"25b8441bef0326610934a7ccf69ce99f2a617e03ac27a98b6fa2256eaa604490","captured_at":"2026-10-22T10:50:33.943572+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"b068ba1cc7645891ad93512bf601c5cf19223ad70ad78271cee0008e64a4acb6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99dc0eb9435c01977ccc6e8c0ca5f9d283af67603c4e01954a778008e1728227"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"76281f9d4acbac60441525d3546e239a4d1e09e1c43f96e30a6b473ed6219c50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb14db74c064e7fb6f70f368d7ffe9b807cc4907f1b05c24c0bbf02d4430a7b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6bcc9b1908c3d28e10033de36f08a9a13550327f0a0928a902d2e0014513747f"}]},{"symbol":"COF","date":"2026-08-13","iv_pct":27.871695320373465,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":25.28760803408399,"put_iv_pct":46.910549694614105},{"expiry":"2026-08-21","call_iv_pct":22.46056179775281,"put_iv_pct":29.504712871287126},{"expiry":"2026-08-28","call_iv_pct":23.43452406417112,"put_iv_pct":26.457867298578197},{"expiry":"2026-09-04","call_iv_pct":24.06158495634654,"put_iv_pct":24.856153846153845}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"76225e447cba7d04a30e2ae693ac838fabae481909e7b6bb973f274543cd7903","captured_at":"2026-10-22T10:50:33.410355+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"bec5f9f1b8aa5dcc5826af3baf5679e679a824fc15e134c6a53bf4cd4679a85a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"99dc0eb9435c01977ccc6e8c0ca5f9d283af67603c4e01954a778008e1728227"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"76281f9d4acbac60441525d3546e239a4d1e09e1c43f96e30a6b473ed6219c50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb14db74c064e7fb6f70f368d7ffe9b807cc4907f1b05c24c0bbf02d4430a7b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6bcc9b1908c3d28e10033de36f08a9a13550327f0a0928a902d2e0014513747f"}]},{"symbol":"COF","date":"2026-08-14","iv_pct":24.82593911235821,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":20.459777177582716,"put_iv_pct":29.884170854271357},{"expiry":"2026-08-28","call_iv_pct":22.708689581095594,"put_iv_pct":27.030000000000005},{"expiry":"2026-09-04","call_iv_pct":22.902010113780026,"put_iv_pct":26.287136659436005},{"expiry":"2026-09-11","call_iv_pct":23.761896813353566,"put_iv_pct":25.573831699346407}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"93b80c672fc57e20370c4aebea6c654402f878bdc9e84618f4514de0eaddf137","captured_at":"2026-10-22T10:50:30.178608+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"2ed661f9dc71085b8b514a7ad819cc0bc3b322ce671ca9f9288a46f501b6c0d6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"76281f9d4acbac60441525d3546e239a4d1e09e1c43f96e30a6b473ed6219c50"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb14db74c064e7fb6f70f368d7ffe9b807cc4907f1b05c24c0bbf02d4430a7b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6bcc9b1908c3d28e10033de36f08a9a13550327f0a0928a902d2e0014513747f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0dc2edd04072d7bd11e8ed133dae202e58e2338ac85e89c1c33ea5a66de6a0a7"}]},{"symbol":"COF","date":"2026-08-17","iv_pct":26.54966037762655,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":29.277988748241913,"put_iv_pct":28.885678144764583},{"expiry":"2026-08-28","call_iv_pct":26.573662420382167,"put_iv_pct":26.176052899287892},{"expiry":"2026-09-04","call_iv_pct":25.916617842876168,"put_iv_pct":24.68508155583438},{"expiry":"2026-09-11","call_iv_pct":26.11469778117827,"put_iv_pct":24.767503628447024}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"892992ec433b208acb2542715758d7136544dd62c08d5cef4d84c72518040005","captured_at":"2026-10-22T10:50:13.976963+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"18bad1ef2464508213eeb473ca5899791075a507f38127586633ad229c2cb50a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"b23490e4a3e377a6a979b90f94a177fc9c569353bdc33f58ced74eb6ba11f007"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a42bfd6787bec499e0c0f25b47a16ce5740c1dbfb714bf1fc4bf128e4c4884b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e0038fedd80e128474bfa7a286235cb3c0009ec079c1f6d8e6268205afb84a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe3114921c4b42e31774656b4d1fb1d58947ac2521618367be2db9a3061fd0c6"}]},{"symbol":"COF","date":"2026-08-18","iv_pct":26.982358527409403,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":32.31105882352941,"put_iv_pct":26.85690800217746},{"expiry":"2026-08-28","call_iv_pct":28.238879668049794,"put_iv_pct":24.90732159406858},{"expiry":"2026-09-04","call_iv_pct":26.97876783398184,"put_iv_pct":24.61860879904875},{"expiry":"2026-09-11","call_iv_pct":26.434246575342463,"put_iv_pct":25.513076923076923}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c0741dc8c68bfe6efef543c867b79266b0cb88076395743dc380977e3dcc1a3","captured_at":"2026-10-22T10:50:13.443444+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"ab0390bf9304030a3f656ca0b335fe09b201aee17c62c207bc086ec75a418a92"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"b23490e4a3e377a6a979b90f94a177fc9c569353bdc33f58ced74eb6ba11f007"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a42bfd6787bec499e0c0f25b47a16ce5740c1dbfb714bf1fc4bf128e4c4884b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e0038fedd80e128474bfa7a286235cb3c0009ec079c1f6d8e6268205afb84a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe3114921c4b42e31774656b4d1fb1d58947ac2521618367be2db9a3061fd0c6"}]},{"symbol":"COF","date":"2026-08-19","iv_pct":26.915459424908963,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":28.987244701348747,"put_iv_pct":31.246397738951696},{"expiry":"2026-08-28","call_iv_pct":24.981964757709253,"put_iv_pct":27.485969581749046},{"expiry":"2026-09-04","call_iv_pct":25.382631578947368,"put_iv_pct":27.12788931788932},{"expiry":"2026-09-11","call_iv_pct":24.883803680981593,"put_iv_pct":25.22777404169469}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4f32c42ae846cc7cf173a2b6dbdd44d1952a08315e68f7a73fea94ff4dd8b6e2","captured_at":"2026-10-22T10:50:12.910611+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f9e494ed3f8cec37be92e9b70b30588b294d0cc7baf4fa2e908b2b67d73fecf5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"b23490e4a3e377a6a979b90f94a177fc9c569353bdc33f58ced74eb6ba11f007"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a42bfd6787bec499e0c0f25b47a16ce5740c1dbfb714bf1fc4bf128e4c4884b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e0038fedd80e128474bfa7a286235cb3c0009ec079c1f6d8e6268205afb84a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe3114921c4b42e31774656b4d1fb1d58947ac2521618367be2db9a3061fd0c6"}]},{"symbol":"COF","date":"2026-08-20","iv_pct":27.694396902502735,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.036669449081806,"put_iv_pct":28.17562808557323},{"expiry":"2026-08-28","call_iv_pct":28.76871609403255,"put_iv_pct":25.11767857142857},{"expiry":"2026-09-04","call_iv_pct":27.08025094102886,"put_iv_pct":26.884028697571743},{"expiry":"2026-09-11","call_iv_pct":27.4034110787172,"put_iv_pct":25.08879230258792}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b034a150707d46f1ffcbf300e677fb802139eed24c49322b10f7746e3fcda53e","captured_at":"2026-10-22T10:50:12.378246+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"db599a8bff6b091404e554f811e03048860d10716fa128002fd016f7abb6480e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"b23490e4a3e377a6a979b90f94a177fc9c569353bdc33f58ced74eb6ba11f007"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a42bfd6787bec499e0c0f25b47a16ce5740c1dbfb714bf1fc4bf128e4c4884b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e0038fedd80e128474bfa7a286235cb3c0009ec079c1f6d8e6268205afb84a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe3114921c4b42e31774656b4d1fb1d58947ac2521618367be2db9a3061fd0c6"}]},{"symbol":"COF","date":"2026-08-21","iv_pct":26.28260683229545,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":25.058385615914307,"put_iv_pct":26.628357605177992},{"expiry":"2026-09-04","call_iv_pct":26.252547914317926,"put_iv_pct":27.0454450867052},{"expiry":"2026-09-11","call_iv_pct":25.93447148817803,"put_iv_pct":26.950000000000003},{"expiry":"2026-09-18","call_iv_pct":26.23780856423174,"put_iv_pct":26.153838383838384}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a8b9f9ab40a8ee234c657c4412be72c6e087465ecb90cdbecb2fd76542d05c4c","captured_at":"2026-10-22T10:50:08.885284+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e5c348980a3fa0e4f115df79c0582cdcbd9db91f76bd29796bd52564be4b41fc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a42bfd6787bec499e0c0f25b47a16ce5740c1dbfb714bf1fc4bf128e4c4884b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2e0038fedd80e128474bfa7a286235cb3c0009ec079c1f6d8e6268205afb84a3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe3114921c4b42e31774656b4d1fb1d58947ac2521618367be2db9a3061fd0c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"b42f8287238dadeac02f7b4a5ffd1a93d10c0796fc4d493d5863f182b3306013"}]},{"symbol":"COF","date":"2026-08-24","iv_pct":28.43417090889262,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":31.374189189189188,"put_iv_pct":30.76531468531469},{"expiry":"2026-09-04","call_iv_pct":28.23257328990228,"put_iv_pct":28.638171122994656},{"expiry":"2026-09-11","call_iv_pct":27.746,"put_iv_pct":26.365498059508408},{"expiry":"2026-09-18","call_iv_pct":28.07081632653061,"put_iv_pct":26.280804597701145}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4edd2dd9f477916d4558d5583985e8c294a3969fc3df537f749073631aea2ccd","captured_at":"2026-10-22T10:49:54.395687+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"074dd26775ce6d0832c60cb6f28ed8aa51ac61a8244170667365c0d9e7970016"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b4481d043deaf4c484aa00c61ca3e811f4a91f1077ef00d176151d7feb00e16d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ac69693f90061fbed4b10dcb19bb2b81f98cbc6cbfceacb4a191743b5f06216"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9694125ffd8edf1c964f264c121a1ec0d2b73436bd50736043370148d57c2fc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"61b701a535b19090c7b3149bd4519b5e97e376a42a3d30d91adf6ec2b11c0be6"}]},{"symbol":"COF","date":"2026-08-25","iv_pct":28.908666998924538,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":34.125707515233586,"put_iv_pct":30.116124401913876},{"expiry":"2026-09-04","call_iv_pct":29.31727176220807,"put_iv_pct":27.836124876114965},{"expiry":"2026-09-11","call_iv_pct":28.35553784860558,"put_iv_pct":27.09318356867779},{"expiry":"2026-09-18","call_iv_pct":28.159807383627612,"put_iv_pct":26.265578635014837}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"40d7550264c298181b4e620b8cef54daf6e4512bc5ea9dd1015e0c097de9e304","captured_at":"2026-10-22T10:49:53.861484+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f029cbc0b35d5103a8ed39517d8462cfe1642808e2c1aed889ae2cdd1707dfee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b4481d043deaf4c484aa00c61ca3e811f4a91f1077ef00d176151d7feb00e16d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ac69693f90061fbed4b10dcb19bb2b81f98cbc6cbfceacb4a191743b5f06216"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9694125ffd8edf1c964f264c121a1ec0d2b73436bd50736043370148d57c2fc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"61b701a535b19090c7b3149bd4519b5e97e376a42a3d30d91adf6ec2b11c0be6"}]},{"symbol":"COF","date":"2026-08-26","iv_pct":27.377509135998146,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":30.812798594847774,"put_iv_pct":28.66304629168741},{"expiry":"2026-09-04","call_iv_pct":27.630205278592374,"put_iv_pct":27.43840782122905},{"expiry":"2026-09-11","call_iv_pct":26.35923076923077,"put_iv_pct":25.1152233676976},{"expiry":"2026-09-18","call_iv_pct":26.952680851063832,"put_iv_pct":26.048480113636362}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fb55a4674a12be67a657b919941c9f332ef9c33586c2b59570d9b24c646a2f71","captured_at":"2026-10-22T10:49:53.327225+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"75800c5d04d08bfa756e887af833a900cd851535279781a2fd3ba1d9556c63a1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b4481d043deaf4c484aa00c61ca3e811f4a91f1077ef00d176151d7feb00e16d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ac69693f90061fbed4b10dcb19bb2b81f98cbc6cbfceacb4a191743b5f06216"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9694125ffd8edf1c964f264c121a1ec0d2b73436bd50736043370148d57c2fc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"61b701a535b19090c7b3149bd4519b5e97e376a42a3d30d91adf6ec2b11c0be6"}]},{"symbol":"COF","date":"2026-08-27","iv_pct":27.43530717938222,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":32.051736502820305,"put_iv_pct":31.780727130570757},{"expiry":"2026-09-04","call_iv_pct":26.18973544973545,"put_iv_pct":26.75037489102005},{"expiry":"2026-09-11","call_iv_pct":24.729671772428883,"put_iv_pct":24.81167597765363},{"expiry":"2026-09-18","call_iv_pct":26.380224403927066,"put_iv_pct":26.78831130690162}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d8210749eece56dcac7a7eb08e3ca91a43d6ae53bef4539b3b53ecedecc6cb32","captured_at":"2026-10-22T10:49:52.791357+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"798269f8c9e0f67e00bde48af45e1d04c9f9505aa0526e3c6e7d90838143147d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b4481d043deaf4c484aa00c61ca3e811f4a91f1077ef00d176151d7feb00e16d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ac69693f90061fbed4b10dcb19bb2b81f98cbc6cbfceacb4a191743b5f06216"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9694125ffd8edf1c964f264c121a1ec0d2b73436bd50736043370148d57c2fc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"61b701a535b19090c7b3149bd4519b5e97e376a42a3d30d91adf6ec2b11c0be6"}]},{"symbol":"COF","date":"2026-08-28","iv_pct":25.952212828057494,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":26.377082683307336,"put_iv_pct":25.619909090909093},{"expiry":"2026-09-11","call_iv_pct":24.966949152542373,"put_iv_pct":24.004155712841253},{"expiry":"2026-09-18","call_iv_pct":27.031181434599155,"put_iv_pct":26.148190476190475},{"expiry":"2026-09-25","call_iv_pct":26.339826907946502,"put_iv_pct":27.130407166123778}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f85262a5f18ae8e4fc4956fdc43c30d64ae24c8e27c3080ad4925b268d07f513","captured_at":"2026-10-22T10:49:41.523797+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"2996377cf7ff72c63ac4c904cd7c9262d2fb4ebf243a47f69d97c7a9651adfc9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ac69693f90061fbed4b10dcb19bb2b81f98cbc6cbfceacb4a191743b5f06216"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9694125ffd8edf1c964f264c121a1ec0d2b73436bd50736043370148d57c2fc8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"61b701a535b19090c7b3149bd4519b5e97e376a42a3d30d91adf6ec2b11c0be6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f2f62585fdf04d073c3315636d24b1352c1283563feccc6b0bf6b66a619a4ccb"}]},{"symbol":"COF","date":"2026-08-31","iv_pct":27.328406196722362,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":31.668796561604584,"put_iv_pct":25.59172392254841},{"expiry":"2026-09-11","call_iv_pct":28.236175548589337,"put_iv_pct":25.533256021409457},{"expiry":"2026-09-18","call_iv_pct":28.400145888594164,"put_iv_pct":25.81699878493317},{"expiry":"2026-09-25","call_iv_pct":27.852500000000003,"put_iv_pct":25.527652846099784}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"16b05f6ab85419060895543e81b7cc8d2d7d6185b0a6ddd175aa3edfd0671493","captured_at":"2026-10-22T10:49:24.993582+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"426b1743321366158a3e095367f091f15c911fcec4283220d94cbee74d3e3ffa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"152a017cebc20f421b0b11f7541a46dbb55224e73312dcaf311f5b8297fe25de"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"14edbb3bb13ed0ebe0f5d1947095bcc6c7f5c79f94f7adb8045917b13990516f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"4a51d7004cb16d5f8617e0f87f8c61c01cb563e1d1fa25361bc2ba60a15bb062"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45e0d07246756df77c1b2454bc6c1867c41a4ffe886a0e912e03c4b2719d686a"}]},{"symbol":"COF","date":"2026-09-01","iv_pct":28.155776306984166,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":31.692130249543517,"put_iv_pct":29.912466858789628},{"expiry":"2026-09-11","call_iv_pct":27.939588235294117,"put_iv_pct":26.766786050895387},{"expiry":"2026-09-18","call_iv_pct":27.226958698372965,"put_iv_pct":26.85918618988903},{"expiry":"2026-09-25","call_iv_pct":28.265069337442217,"put_iv_pct":26.58402483564646}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7cd30c0154525f569629cc505b6ad829c96c772c554fca299431ac3d85c88c14","captured_at":"2026-10-22T10:49:20.397646+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"9963465131eaceeb73417a3fb2c2c24a8fc15d509b9193d179c25c2087074737"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01ed3b36650c2862b9a9ee491473ec2f4a529dd281149fcc4b0d1f94f873fe5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"69c1f99a28c24ecc5b8fc05fed1ec7c97f6b40d7d76b4f7127a35cce42f15c93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"a8533ef6bfa357308f79b369947631678c652325041ecb0a28d9a46b7b2c9919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee8cdf616951acf599b7d6430b3631b13a588e6bcfa97363f5356b98e91e69e2"}]},{"symbol":"COF","date":"2026-09-02","iv_pct":28.71534485592412,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":30.456915520628687,"put_iv_pct":30.27136068034017},{"expiry":"2026-09-11","call_iv_pct":26.907484333034915,"put_iv_pct":28.662989183874142},{"expiry":"2026-09-18","call_iv_pct":28.228520408163266,"put_iv_pct":29.387954545454548},{"expiry":"2026-09-25","call_iv_pct":27.167455621301773,"put_iv_pct":28.640078554595444}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"86b09bfbe65c553edd5fe590ffdf4e4821f04bdddc50f54cad8de8a025e04053","captured_at":"2026-10-22T10:49:19.870467+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"24970b7c11782127b84742f5f323969b0d9fe702ab5aa34fde9a08013f891a78"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01ed3b36650c2862b9a9ee491473ec2f4a529dd281149fcc4b0d1f94f873fe5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"69c1f99a28c24ecc5b8fc05fed1ec7c97f6b40d7d76b4f7127a35cce42f15c93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"a8533ef6bfa357308f79b369947631678c652325041ecb0a28d9a46b7b2c9919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee8cdf616951acf599b7d6430b3631b13a588e6bcfa97363f5356b98e91e69e2"}]},{"symbol":"COF","date":"2026-09-03","iv_pct":27.507154083470976,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":32.3006093457944,"put_iv_pct":27.598638078902226},{"expiry":"2026-09-11","call_iv_pct":24.99528735632184,"put_iv_pct":25.034541631623213},{"expiry":"2026-09-18","call_iv_pct":27.589264705882353,"put_iv_pct":27.468779576587792},{"expiry":"2026-09-25","call_iv_pct":28.528256603773585,"put_iv_pct":26.541855368882395}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"48ebd7497299f364c2d180e280516ebca42dd37c8c9374f0bb7ab7dd53cf1540","captured_at":"2026-10-22T10:49:19.321927+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"0a2181e854e8e09924a2f9397c467bf2b8cce64883358cde5d86d72f14bd4990"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"01ed3b36650c2862b9a9ee491473ec2f4a529dd281149fcc4b0d1f94f873fe5d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"69c1f99a28c24ecc5b8fc05fed1ec7c97f6b40d7d76b4f7127a35cce42f15c93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"a8533ef6bfa357308f79b369947631678c652325041ecb0a28d9a46b7b2c9919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee8cdf616951acf599b7d6430b3631b13a588e6bcfa97363f5356b98e91e69e2"}]},{"symbol":"COF","date":"2026-09-04","iv_pct":26.514189798143583,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":23.953940886699506,"put_iv_pct":24.991205673758866},{"expiry":"2026-09-18","call_iv_pct":27.281705607476635,"put_iv_pct":28.460047169811318},{"expiry":"2026-09-25","call_iv_pct":26.613844011142064,"put_iv_pct":27.817317073170734},{"expiry":"2026-10-02","call_iv_pct":25.640263157894736,"put_iv_pct":27.355194805194806}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3aae16ae84a81f77fe7bab03bd99649d61592719364cc1f62471a108920d8705","captured_at":"2026-10-22T10:49:17.026410+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"3e2f39ba6c58aa07bef2b3bcb38b743ae17a2084c5bf6e310c37d55c790ebb1e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"69c1f99a28c24ecc5b8fc05fed1ec7c97f6b40d7d76b4f7127a35cce42f15c93"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"a8533ef6bfa357308f79b369947631678c652325041ecb0a28d9a46b7b2c9919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ee8cdf616951acf599b7d6430b3631b13a588e6bcfa97363f5356b98e91e69e2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"94d3ac35a09c4fc9bba93d78e249f353624ccc6a9f110bea7e0c565abfe002ea"}]},{"symbol":"COF","date":"2026-09-08","iv_pct":30.914344328438965,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":35.829850746268654,"put_iv_pct":30.355129716981132},{"expiry":"2026-09-18","call_iv_pct":32.87120996441281,"put_iv_pct":30.584762931034483},{"expiry":"2026-09-25","call_iv_pct":30.431713441654356,"put_iv_pct":29.152694736842104},{"expiry":"2026-10-02","call_iv_pct":29.123200319233845,"put_iv_pct":28.966192771084337}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aa284794cc52fb3f6816da6dd51fc4528f3caaa747e9cfe4dae815ff89161043","captured_at":"2026-10-22T10:49:02.894685+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"77f4bab36610c932daff9593db19165acea9361820dd2a9b7551155d347fe860"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e001eaa0087a539aec8a3f9e3716d7094095fb7fa03fc84277933e0b33a46c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"8082ef5cbcebaa452fbd6eac787c412616dcf14be04da6f012536fb127dcbb06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"067475b49e8fd2dbf350e3c870ac2f329ca9f5ecc3d5e0f687337cf8c7d6894d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3050fe4b8afde60bda77fad06a10fee69eae1d2951925569212fd414cd2a1b75"}]},{"symbol":"COF","date":"2026-09-09","iv_pct":30.548414471763298,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":35.796780045351476,"put_iv_pct":29.981715639810425},{"expiry":"2026-09-18","call_iv_pct":32.277963163596965,"put_iv_pct":28.810509615384618},{"expiry":"2026-09-25","call_iv_pct":31.02941135734072,"put_iv_pct":28.034325346784367},{"expiry":"2026-10-02","call_iv_pct":30.705393988627133,"put_iv_pct":27.751216617210684}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"639f5bfde08ca2bfad0347c01425317cdb87aac952f10cad62bb7eaf94b113e4","captured_at":"2026-10-22T10:49:02.365194+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"3b5ef1c1130b8e77188fcbab330d6bcb0a961f9836fed584a3cee68ef95b9620"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e001eaa0087a539aec8a3f9e3716d7094095fb7fa03fc84277933e0b33a46c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"8082ef5cbcebaa452fbd6eac787c412616dcf14be04da6f012536fb127dcbb06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"067475b49e8fd2dbf350e3c870ac2f329ca9f5ecc3d5e0f687337cf8c7d6894d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3050fe4b8afde60bda77fad06a10fee69eae1d2951925569212fd414cd2a1b75"}]},{"symbol":"COF","date":"2026-09-10","iv_pct":32.97472117001276,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":42.30944416624937,"put_iv_pct":37.3118653516295},{"expiry":"2026-09-18","call_iv_pct":33.05960945529291,"put_iv_pct":30.3251134215501},{"expiry":"2026-09-25","call_iv_pct":31.74904887714663,"put_iv_pct":29.720666666666666},{"expiry":"2026-10-02","call_iv_pct":30.650581304006288,"put_iv_pct":28.67144011756062}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"05157c7939c4ec601fb2cd30cd6cb199914e4f2d795f14caa6448b335b586582","captured_at":"2026-10-22T10:49:01.834320+00:00","observed_at":"2026-09-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e7fad488cc73c450cd86c636615364ef1f3e1daa3fd7ea795f37ebfe724bf5a4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3e001eaa0087a539aec8a3f9e3716d7094095fb7fa03fc84277933e0b33a46c8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"8082ef5cbcebaa452fbd6eac787c412616dcf14be04da6f012536fb127dcbb06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"067475b49e8fd2dbf350e3c870ac2f329ca9f5ecc3d5e0f687337cf8c7d6894d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3050fe4b8afde60bda77fad06a10fee69eae1d2951925569212fd414cd2a1b75"}]},{"symbol":"COF","date":"2026-09-11","iv_pct":28.81727199479699,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":29.70377966101695,"put_iv_pct":28.610025295109608},{"expiry":"2026-09-25","call_iv_pct":29.274004825090465,"put_iv_pct":28.457365967365966},{"expiry":"2026-10-02","call_iv_pct":28.794333333333334,"put_iv_pct":28.633753581661892},{"expiry":"2026-10-09","call_iv_pct":28.97857142857143,"put_iv_pct":28.086341866226256}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5b7df57631d0b87c69268b44e9665f1dc6a3d8f0da315f6facb4360d5374d4ce","captured_at":"2026-10-22T10:48:59.178270+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"7821a98fb39ac1e0d8b79c5b491ba9ccd22955a31addbc9a7eb4c50cd7562d23"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"8082ef5cbcebaa452fbd6eac787c412616dcf14be04da6f012536fb127dcbb06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"067475b49e8fd2dbf350e3c870ac2f329ca9f5ecc3d5e0f687337cf8c7d6894d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3050fe4b8afde60bda77fad06a10fee69eae1d2951925569212fd414cd2a1b75"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"56915eed619ee52bbaf61930c5d384d1c2644103ae5d1dbc317f43fad8581857"}]},{"symbol":"COF","date":"2026-09-14","iv_pct":31.434319559199526,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":36.42166666666667,"put_iv_pct":35.45702028081123},{"expiry":"2026-09-25","call_iv_pct":31.10189873417721,"put_iv_pct":30.68035469107551},{"expiry":"2026-10-02","call_iv_pct":30.38806052269601,"put_iv_pct":29.69574803149606},{"expiry":"2026-10-09","call_iv_pct":29.5560064672595,"put_iv_pct":28.17380107941403}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78faa446151b93a4f636e1408ed17739bb87e080ecef2ee2d610826b394b4e6a","captured_at":"2026-10-22T10:48:58.645638+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"bfdf030540fc7b607f257754b3be9d71ed6e363a03c9621a1c72f18571542edc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"8082ef5cbcebaa452fbd6eac787c412616dcf14be04da6f012536fb127dcbb06"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"067475b49e8fd2dbf350e3c870ac2f329ca9f5ecc3d5e0f687337cf8c7d6894d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3050fe4b8afde60bda77fad06a10fee69eae1d2951925569212fd414cd2a1b75"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"56915eed619ee52bbaf61930c5d384d1c2644103ae5d1dbc317f43fad8581857"}]},{"symbol":"COF","date":"2026-09-15","iv_pct":31.88436956199945,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":36.40625,"put_iv_pct":37.20078891257996},{"expiry":"2026-09-25","call_iv_pct":31.264163969795035,"put_iv_pct":31.832641304347824},{"expiry":"2026-10-02","call_iv_pct":29.816639566395665,"put_iv_pct":30.02245590230665},{"expiry":"2026-10-09","call_iv_pct":29.176158017041054,"put_iv_pct":29.355858823529413}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"53d1ed2e058e9ed37910d6f4afcb20be9a48502fd4f7b7e882c07adaa9d2b2fa","captured_at":"2026-10-22T10:48:44.795105+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"3c392c8a38cb790dd52397196bb07f60cec87d8a8810d55634322290062b61dc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"10620f9cac1fe57d942016f4eedd002dfc2636e0f46634e31bdd1c09b2ef261a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2938adf03c78e881f18688a39324888ee23f90fa26206ec64bb92918dec39d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9fa5f1e4752e68170bb89f401ba7d7a613988fbb8dbcc8e5206ca8ac265d337b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec2123eca8f460091c50ec05a90dc76f89ff03baea6c43caa016f052362d16e6"}]},{"symbol":"COF","date":"2026-09-16","iv_pct":32.807153874468774,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":38.786298245614034,"put_iv_pct":40.33},{"expiry":"2026-09-25","call_iv_pct":30.406084396467126,"put_iv_pct":33.050909090909094},{"expiry":"2026-10-02","call_iv_pct":30.260674448767837,"put_iv_pct":30.518392156862745},{"expiry":"2026-10-09","call_iv_pct":28.919670164917544,"put_iv_pct":30.185202492211836}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"87307dd292b492ca9ff0be6fbca29a1d5ad3c77ae4f5a4ce90283cbea2d1db05","captured_at":"2026-10-22T10:48:44.259835+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e2daabf6d338f20c82f8f62001f88a40b93f84d914df99532a1ee72cb541a1f5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"10620f9cac1fe57d942016f4eedd002dfc2636e0f46634e31bdd1c09b2ef261a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2938adf03c78e881f18688a39324888ee23f90fa26206ec64bb92918dec39d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9fa5f1e4752e68170bb89f401ba7d7a613988fbb8dbcc8e5206ca8ac265d337b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec2123eca8f460091c50ec05a90dc76f89ff03baea6c43caa016f052362d16e6"}]},{"symbol":"COF","date":"2026-09-17","iv_pct":30.79243106533521,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.53787996127783,"put_iv_pct":32.911033333333336},{"expiry":"2026-09-25","call_iv_pct":28.75414788097385,"put_iv_pct":27.805741056218057},{"expiry":"2026-10-02","call_iv_pct":29.178740554156175,"put_iv_pct":30.03031286210892},{"expiry":"2026-10-09","call_iv_pct":28.532646638054366,"put_iv_pct":28.588946236559142}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f1f1b632363322f6f1121e43250f7641e167b5ea05b565e4f2d1907a6933c91","captured_at":"2026-10-22T10:48:43.726922+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"be0e5d7edf3f0979350d612ad871a365b06cea773d6c86ec350be733250d0fe1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"10620f9cac1fe57d942016f4eedd002dfc2636e0f46634e31bdd1c09b2ef261a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2938adf03c78e881f18688a39324888ee23f90fa26206ec64bb92918dec39d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9fa5f1e4752e68170bb89f401ba7d7a613988fbb8dbcc8e5206ca8ac265d337b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec2123eca8f460091c50ec05a90dc76f89ff03baea6c43caa016f052362d16e6"}]},{"symbol":"COF","date":"2026-09-18","iv_pct":27.924387904544684,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":29.286340425531915,"put_iv_pct":25.903932411674347},{"expiry":"2026-10-02","call_iv_pct":29.82149132947977,"put_iv_pct":27.460288153681965},{"expiry":"2026-10-09","call_iv_pct":29.197314285714288,"put_iv_pct":25.6672972972973},{"expiry":"2026-10-16","call_iv_pct":29.221256717651922,"put_iv_pct":26.83718261532596}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ecc267fa98222cd5bbc5ba04155b8fa4fb7ba27f773ef93549c47829b74c3445","captured_at":"2026-10-22T10:48:41.088226+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"5cc2bd77329e2c4d8c3c43aeed2be33380922b75cd3e791260b07c651d02401b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2938adf03c78e881f18688a39324888ee23f90fa26206ec64bb92918dec39d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9fa5f1e4752e68170bb89f401ba7d7a613988fbb8dbcc8e5206ca8ac265d337b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec2123eca8f460091c50ec05a90dc76f89ff03baea6c43caa016f052362d16e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"3e0876de52d97d863e0792fc9ecd9cb5b88e39da0a435a230da5294d611a2cbf"}]},{"symbol":"COF","date":"2026-09-21","iv_pct":29.4136430431048,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":32.089592668024444,"put_iv_pct":30.5659027266028},{"expiry":"2026-10-02","call_iv_pct":29.28581443298969,"put_iv_pct":27.577697916666665},{"expiry":"2026-10-09","call_iv_pct":28.31431347150259,"put_iv_pct":29.183243606998655},{"expiry":"2026-10-16","call_iv_pct":29.521496815286625,"put_iv_pct":28.771082706766915}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"23251c4c9915667fa1f724d8da0d1d505f94ef6a5dbdea569aa01e24924a38bc","captured_at":"2026-10-22T10:48:40.557353+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"e8fa2501c87cee091d50ed6fc8eefdbfd7bc62fecd0cdcb4382d88587e1c13a5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c2938adf03c78e881f18688a39324888ee23f90fa26206ec64bb92918dec39d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9fa5f1e4752e68170bb89f401ba7d7a613988fbb8dbcc8e5206ca8ac265d337b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec2123eca8f460091c50ec05a90dc76f89ff03baea6c43caa016f052362d16e6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"3e0876de52d97d863e0792fc9ecd9cb5b88e39da0a435a230da5294d611a2cbf"}]},{"symbol":"COF","date":"2026-09-22","iv_pct":30.979916652362917,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":35.031012171684814,"put_iv_pct":31.459532163742686},{"expiry":"2026-10-02","call_iv_pct":31.687889125799572,"put_iv_pct":30.239748995983934},{"expiry":"2026-10-09","call_iv_pct":30.865283018867927,"put_iv_pct":29.369162436548223},{"expiry":"2026-10-16","call_iv_pct":30.397570977917983,"put_iv_pct":28.789134328358212}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"12b4bb3313a85f3014f273fbcf008737a8b240afe81f97aebf9b13efab0ee954","captured_at":"2026-10-22T10:48:27.383925+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"3ab7bc60d401c7b334a7f3bd2139c1eec082234caf5044c095ece514cd386d0a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62afc923c78b2d21392ac3fe897eb21a7ac16a018798a0a5184a5a5e04080805"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02c8a0e25468f433f7b4c196b55e439591df440adefed3cb045d84f8462eb77e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"616eee33b60e1eba418db82991d0af51522490f3fa65d3819a358c48ed0f717b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"327f01947cdae1a45f891a2096fdb0af67c39cd32fbe8d31ec084cbca731f2b4"}]},{"symbol":"COF","date":"2026-09-23","iv_pct":31.2017338510855,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":36.221777777777774,"put_iv_pct":34.98667844522968},{"expiry":"2026-10-02","call_iv_pct":31.45479532163743,"put_iv_pct":30.489565217391306},{"expiry":"2026-10-09","call_iv_pct":30.141320049813196,"put_iv_pct":28.846718377088305},{"expiry":"2026-10-16","call_iv_pct":29.880622222222218,"put_iv_pct":27.592393397524074}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"352add69bbdeb6f30b918a62fe144ee38c90f88d7a099b8283ecf80d3269475f","captured_at":"2026-10-22T10:48:26.852461+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"831a5dc2f680660d38c7313642b6b8bc685d45cfa3e4ca9f5d8945d73939c9e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62afc923c78b2d21392ac3fe897eb21a7ac16a018798a0a5184a5a5e04080805"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02c8a0e25468f433f7b4c196b55e439591df440adefed3cb045d84f8462eb77e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"616eee33b60e1eba418db82991d0af51522490f3fa65d3819a358c48ed0f717b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"327f01947cdae1a45f891a2096fdb0af67c39cd32fbe8d31ec084cbca731f2b4"}]},{"symbol":"COF","date":"2026-09-24","iv_pct":32.188896749716285,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":39.181162981162984,"put_iv_pct":35.32119065010957},{"expiry":"2026-10-02","call_iv_pct":32.5881931166348,"put_iv_pct":29.779213286713286},{"expiry":"2026-10-09","call_iv_pct":31.264868913857676,"put_iv_pct":29.462868949232586},{"expiry":"2026-10-16","call_iv_pct":30.373805970149252,"put_iv_pct":29.53987012987013}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3132e3d04cb374dda2ee6b96cd719835b77f34d654ad45303d258f8b5a0c1fc2","captured_at":"2026-10-22T10:48:26.319056+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f1cbef6426430ab5ea17bdbac40815af3b954fc3943d2b5de6c1e91e5dd02536"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"62afc923c78b2d21392ac3fe897eb21a7ac16a018798a0a5184a5a5e04080805"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02c8a0e25468f433f7b4c196b55e439591df440adefed3cb045d84f8462eb77e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"616eee33b60e1eba418db82991d0af51522490f3fa65d3819a358c48ed0f717b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"327f01947cdae1a45f891a2096fdb0af67c39cd32fbe8d31ec084cbca731f2b4"}]},{"symbol":"COF","date":"2026-09-25","iv_pct":31.04590492402201,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":30.65770673486786,"put_iv_pct":28.883482373172832},{"expiry":"2026-10-09","call_iv_pct":30.568317422434365,"put_iv_pct":29.054509582863584},{"expiry":"2026-10-16","call_iv_pct":29.36216833095578,"put_iv_pct":28.606258596973866},{"expiry":"2026-10-23","call_iv_pct":36.16586450960566,"put_iv_pct":35.06893184130214}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d740e5b35e92ffa3db4207c01efeb2593ea3e05d10774c3c76086d0758d906a5","captured_at":"2026-10-22T10:48:24.468025+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"6205a59a3d75cfb0006707cbf67ad4348ad560829781efe79e7f16daac718fe5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02c8a0e25468f433f7b4c196b55e439591df440adefed3cb045d84f8462eb77e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"616eee33b60e1eba418db82991d0af51522490f3fa65d3819a358c48ed0f717b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"327f01947cdae1a45f891a2096fdb0af67c39cd32fbe8d31ec084cbca731f2b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e619a476298480841acc3ebbc6488530ea235491c0d6d808ed9285b81e8662b7"}]},{"symbol":"COF","date":"2026-09-28","iv_pct":34.503700288620884,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":35.2279706959707,"put_iv_pct":34.37984251968504},{"expiry":"2026-10-09","call_iv_pct":33.7014571092832,"put_iv_pct":33.964050343249426},{"expiry":"2026-10-16","call_iv_pct":31.892274678111587,"put_iv_pct":32.91767932489451},{"expiry":"2026-10-23","call_iv_pct":37.58428432327167,"put_iv_pct":36.362043314500944}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"356248257728f29ec4f9b4db39f2953b31714d69f83ac5818e33aac37a36b5d1","captured_at":"2026-10-22T10:48:23.936135+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f242b1b676b688d0bc05daced2ea83686959e0894d761057ec3017b9fea560af"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"02c8a0e25468f433f7b4c196b55e439591df440adefed3cb045d84f8462eb77e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"616eee33b60e1eba418db82991d0af51522490f3fa65d3819a358c48ed0f717b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"327f01947cdae1a45f891a2096fdb0af67c39cd32fbe8d31ec084cbca731f2b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e619a476298480841acc3ebbc6488530ea235491c0d6d808ed9285b81e8662b7"}]},{"symbol":"COF","date":"2026-09-29","iv_pct":33.70062425317955,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":35.793905013192614,"put_iv_pct":31.183026775320137},{"expiry":"2026-10-09","call_iv_pct":32.220402892561985,"put_iv_pct":30.384384236453204},{"expiry":"2026-10-16","call_iv_pct":33.89493894165536,"put_iv_pct":31.220476190476194},{"expiry":"2026-10-23","call_iv_pct":38.08750483558994,"put_iv_pct":36.82035514018692}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bf1c7c44093ed2619f4395fbcaa09c034c2944adcc88dc65734ac24cab35fd95","captured_at":"2026-10-22T10:48:09.494262+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"a25790c19a00b27dc33f6f14ef687d175b6d44970f7538fad8ca6f0393eaf30e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e57fee5760416576efe7f2d66f4c44a09c458845aeb82b256217873516131905"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2f937c472b9ed7dd0b40722979f49ac8e27c682049fb2e414fa060d2693cc35f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"4c4506b48cc48dc13be497a4d101c4dfc63a2ee6a0a8bf8b4aba4055e0f83db3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"51e70c3560ecdb7708999b38183bc324b673a3daa40fac12847cd2101890c34f"}]},{"symbol":"COF","date":"2026-09-30","iv_pct":33.85847680802898,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":38.906149522203485,"put_iv_pct":32.14382283278067},{"expiry":"2026-10-09","call_iv_pct":32.733831494483454,"put_iv_pct":29.83254314259764},{"expiry":"2026-10-16","call_iv_pct":31.34314176245211,"put_iv_pct":31.07189393939394},{"expiry":"2026-10-23","call_iv_pct":38.08762310606061,"put_iv_pct":36.74880866425993}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ddd2e9faa6d63b5e1924f9b4992736a121ebd3142601aab2a1e47f8bed5c0b9b","captured_at":"2026-10-22T10:48:08.973769+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"ac5e1d9b4c84144b2030e43f889fb5043d03d043ab4e33573c78466855655552"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e57fee5760416576efe7f2d66f4c44a09c458845aeb82b256217873516131905"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2f937c472b9ed7dd0b40722979f49ac8e27c682049fb2e414fa060d2693cc35f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"4c4506b48cc48dc13be497a4d101c4dfc63a2ee6a0a8bf8b4aba4055e0f83db3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"51e70c3560ecdb7708999b38183bc324b673a3daa40fac12847cd2101890c34f"}]},{"symbol":"COF","date":"2026-10-01","iv_pct":35.51393132434168,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":39.05888760585066,"put_iv_pct":42.55336801040312},{"expiry":"2026-10-09","call_iv_pct":31.101992585727523,"put_iv_pct":30.002702702702706},{"expiry":"2026-10-16","call_iv_pct":31.94403598971722,"put_iv_pct":32.554687100894},{"expiry":"2026-10-23","call_iv_pct":39.55367231638418,"put_iv_pct":37.342104283054006}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aec954ff9b81b73b64b7d16a62f2ecfe562ad9be222cda5a0b5e5067d7350fa2","captured_at":"2026-10-22T10:48:03.169408+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"0d99c8e47f76816eae24448de77511e7c1899ab27a4aed00651c38a8cf9bd867"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-02","start_date":"2026-10-01","end_date":"2026-10-01","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1b6b65e97b1e189c546a48ef8402cfc0663256d1c89f9a0aa8425a1a542e9ede"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"239274d8e82a9fd17bfdf69434c9655df81e043b1454c0e91dd5c6b61005fb18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"399e5ef5f29a75bea17d20b4b4302217e3dd39e715a15901ba9e67e109c57f62"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffcc2afa32deef8d5d59299878ad49636fbaf8836867176029f67a53cdd3e62f"}]},{"symbol":"COF","date":"2026-10-02","iv_pct":33.31475699599339,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":28.628453038674035,"put_iv_pct":27.47566037735849},{"expiry":"2026-10-16","call_iv_pct":31.53726121979286,"put_iv_pct":29.808349944629015},{"expiry":"2026-10-23","call_iv_pct":38.48,"put_iv_pct":37.400318021201414},{"expiry":"2026-10-30","call_iv_pct":36.868922457200405,"put_iv_pct":36.3190909090909}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"50382599e574707047627e862a81e2f0851b9bc3da5396f37b0e63357f16748a","captured_at":"2026-10-22T10:48:02.005399+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"3fedbfa4ad28caa7a03665ec067c3d05d3ab15bb70a341fcd81c0584b912f0f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"239274d8e82a9fd17bfdf69434c9655df81e043b1454c0e91dd5c6b61005fb18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"399e5ef5f29a75bea17d20b4b4302217e3dd39e715a15901ba9e67e109c57f62"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffcc2afa32deef8d5d59299878ad49636fbaf8836867176029f67a53cdd3e62f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33cf57689b8ff22ed4358bc359eaa749446e92ddb860bbe5daa1b3ce2a538502"}]},{"symbol":"COF","date":"2026-10-05","iv_pct":35.12581045426179,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":36.54862527716186,"put_iv_pct":29.45906364749082},{"expiry":"2026-10-16","call_iv_pct":31.90108695652174,"put_iv_pct":29.624815553339978},{"expiry":"2026-10-23","call_iv_pct":40.731859205776175,"put_iv_pct":38.71151770657673},{"expiry":"2026-10-30","call_iv_pct":37.74249757986447,"put_iv_pct":36.28701770736254}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8264909af7b23dcb4e8995cc4e54c0e125351e423fa608111c207a6c2196e4e9","captured_at":"2026-10-22T10:48:01.475147+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"be35fe4969fee36baf7ff31714cae919555ffe639f61a13534410f241366f514"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"239274d8e82a9fd17bfdf69434c9655df81e043b1454c0e91dd5c6b61005fb18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"399e5ef5f29a75bea17d20b4b4302217e3dd39e715a15901ba9e67e109c57f62"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffcc2afa32deef8d5d59299878ad49636fbaf8836867176029f67a53cdd3e62f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33cf57689b8ff22ed4358bc359eaa749446e92ddb860bbe5daa1b3ce2a538502"}]},{"symbol":"COF","date":"2026-10-06","iv_pct":35.109870393720854,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":33.98919664268585,"put_iv_pct":31.063374647887322},{"expiry":"2026-10-16","call_iv_pct":31.022595190380763,"put_iv_pct":29.37687140115163},{"expiry":"2026-10-23","call_iv_pct":40.68252577319588,"put_iv_pct":40.2418771331058},{"expiry":"2026-10-30","call_iv_pct":37.87860465116279,"put_iv_pct":36.62391771019678}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"af5aa61d8b0efa10254690d0f947e4a9c36612db6c864d9bdb831dcf333d9aaf","captured_at":"2026-10-22T10:48:00.944899+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"d9c1295708c60758e2c98441034cb7adfbf0e59c0c9f8b06b5d3674eb5504c67"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"239274d8e82a9fd17bfdf69434c9655df81e043b1454c0e91dd5c6b61005fb18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"399e5ef5f29a75bea17d20b4b4302217e3dd39e715a15901ba9e67e109c57f62"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffcc2afa32deef8d5d59299878ad49636fbaf8836867176029f67a53cdd3e62f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33cf57689b8ff22ed4358bc359eaa749446e92ddb860bbe5daa1b3ce2a538502"}]},{"symbol":"COF","date":"2026-10-07","iv_pct":35.36036030214572,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":33.70325337331334,"put_iv_pct":31.831691588785045},{"expiry":"2026-10-16","call_iv_pct":30.276185567010312,"put_iv_pct":30.235070821529746},{"expiry":"2026-10-23","call_iv_pct":40.8,"put_iv_pct":40.07538714991763},{"expiry":"2026-10-30","call_iv_pct":37.9940977443609,"put_iv_pct":37.967196172248805}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"25d4258e1d1c7954da4086592b54961c0986f1b2fdb2de703e10676bc4623c2d","captured_at":"2026-10-22T10:48:00.409028+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"f8182920ce50362d6bb4fec103ee875b207318b294f54cf257507c0e1b219835"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"239274d8e82a9fd17bfdf69434c9655df81e043b1454c0e91dd5c6b61005fb18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"399e5ef5f29a75bea17d20b4b4302217e3dd39e715a15901ba9e67e109c57f62"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffcc2afa32deef8d5d59299878ad49636fbaf8836867176029f67a53cdd3e62f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"33cf57689b8ff22ed4358bc359eaa749446e92ddb860bbe5daa1b3ce2a538502"}]},{"symbol":"COF","date":"2026-10-08","iv_pct":37.72327367652997,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":36.07885802469136,"put_iv_pct":46.40543280726925},{"expiry":"2026-10-16","call_iv_pct":30.915961538461538,"put_iv_pct":30.10568430656934},{"expiry":"2026-10-23","call_iv_pct":41.20122448979592,"put_iv_pct":40.41021812080537},{"expiry":"2026-10-30","call_iv_pct":38.41261201143947,"put_iv_pct":38.25619811320755}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"58bcac6dd3f5eb54b977227af5e51b0253e76ce016a7b5878fc00502d1150c3a","captured_at":"2026-10-22T10:47:43.121969+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"5095602129493142715308c9d7d67f89692f4fcf8bf691b235a1f4b5c2d5fc01"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cfda3a25a0169bc022c4bcff2f4a86a68f8ef4c60f32c44012a4af557813ad25"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"106020e9314260497046d05ab6632fa13a73a01257effd627c2f5db1cc5d446f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47548e3a58a639a5178a5363c6b55790c0da518b48d951c278c5908326c1ca96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"187b3faf3a1a541afe39f68b8771e5fec1ceabb9dbc3c521bade4cd6a1feead6"}]},{"symbol":"COF","date":"2026-10-09","iv_pct":36.03338675409842,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.22111111111111,"put_iv_pct":28.27325581395349},{"expiry":"2026-10-23","call_iv_pct":40.949359605911326,"put_iv_pct":40.86027868852459},{"expiry":"2026-10-30","call_iv_pct":38.520158139534885,"put_iv_pct":37.15842248413418},{"expiry":"2026-11-06","call_iv_pct":36.59727272727273,"put_iv_pct":36.68723546234509}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"12b03dd3247911a629b3f81d719c4b7ede2507af6e060070655958693b786226","captured_at":"2026-10-22T10:47:42.106154+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"29c12e7a4518cab2d593befcdb0ab0ba768bcc798e159a7ec754fd2a92902758"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"106020e9314260497046d05ab6632fa13a73a01257effd627c2f5db1cc5d446f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47548e3a58a639a5178a5363c6b55790c0da518b48d951c278c5908326c1ca96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"187b3faf3a1a541afe39f68b8771e5fec1ceabb9dbc3c521bade4cd6a1feead6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e28029e151ea6363b51ba2b9c8b336e1188d4442a24e7ea0b15b13e3e58eb810"}]},{"symbol":"COF","date":"2026-10-12","iv_pct":38.63355890390674,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.28934782608695,"put_iv_pct":33.109661256175016},{"expiry":"2026-10-23","call_iv_pct":45.92353225806451,"put_iv_pct":42.779850074962525},{"expiry":"2026-10-30","call_iv_pct":39.72158645276293,"put_iv_pct":38.16592783505155},{"expiry":"2026-11-06","call_iv_pct":37.08386138613861,"put_iv_pct":36.994704142011834}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6c844a47b2a70ea2b09078619b4d6a238344e36709c6ab89c23b6ab868db1c47","captured_at":"2026-10-22T10:47:41.573432+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"7c0f43bfbce3c679c563dc2b36ab4ff2e57399dbe1d040e7d7f1e4885610c02d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"106020e9314260497046d05ab6632fa13a73a01257effd627c2f5db1cc5d446f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47548e3a58a639a5178a5363c6b55790c0da518b48d951c278c5908326c1ca96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"187b3faf3a1a541afe39f68b8771e5fec1ceabb9dbc3c521bade4cd6a1feead6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e28029e151ea6363b51ba2b9c8b336e1188d4442a24e7ea0b15b13e3e58eb810"}]},{"symbol":"COF","date":"2026-10-13","iv_pct":40.48124158129891,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.5717004048583,"put_iv_pct":37.876969696969695},{"expiry":"2026-10-23","call_iv_pct":46.673611111111114,"put_iv_pct":45.75780152671756},{"expiry":"2026-10-30","call_iv_pct":42.17269090909091,"put_iv_pct":41.36397137745975},{"expiry":"2026-11-06","call_iv_pct":37.793076923076924,"put_iv_pct":36.64011070110701}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ef265c0a96442b0b4d6c7cdb925440af7361f0b06c557dfcb69f0b7a82edfd5b","captured_at":"2026-10-22T10:47:41.040267+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"571bfdc073b4e308ec6ef0a81f1233b9f76954ecf1e1a3de24f43c148bb3acfc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"106020e9314260497046d05ab6632fa13a73a01257effd627c2f5db1cc5d446f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47548e3a58a639a5178a5363c6b55790c0da518b48d951c278c5908326c1ca96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"187b3faf3a1a541afe39f68b8771e5fec1ceabb9dbc3c521bade4cd6a1feead6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e28029e151ea6363b51ba2b9c8b336e1188d4442a24e7ea0b15b13e3e58eb810"}]},{"symbol":"COF","date":"2026-10-14","iv_pct":42.26337443595945,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":40.47798251093067,"put_iv_pct":41.32182941903585},{"expiry":"2026-10-23","call_iv_pct":49.23212389380531,"put_iv_pct":47.66921417565485},{"expiry":"2026-10-30","call_iv_pct":41.10859778597786,"put_iv_pct":42.24053726169844},{"expiry":"2026-11-06","call_iv_pct":37.763438956197575,"put_iv_pct":38.293271484375}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"485186dfff036cebfb48c4a8220d3df4fe6df734d209a3d2064265df8dedb8ee","captured_at":"2026-10-22T10:47:33.979731+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"a69b5bd02191b68e700b079eb16aef9d5d14c4182649473453ba640979bbf241"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"106020e9314260497046d05ab6632fa13a73a01257effd627c2f5db1cc5d446f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47548e3a58a639a5178a5363c6b55790c0da518b48d951c278c5908326c1ca96"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"187b3faf3a1a541afe39f68b8771e5fec1ceabb9dbc3c521bade4cd6a1feead6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e28029e151ea6363b51ba2b9c8b336e1188d4442a24e7ea0b15b13e3e58eb810"}]},{"symbol":"COF","date":"2026-10-15","iv_pct":40.645937028356215,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":44.00906954436451,"put_iv_pct":34.97361532322426},{"expiry":"2026-10-23","call_iv_pct":47.12754532775453,"put_iv_pct":43.163906250000004},{"expiry":"2026-10-30","call_iv_pct":41.08447236180905,"put_iv_pct":39.36394276629571},{"expiry":"2026-11-06","call_iv_pct":38.572882797731566,"put_iv_pct":36.872061855670104}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d973efd8b47ce27a951a9e2172a297d6e064f9ecacc9dfd0d9884c71a683dda3","captured_at":"2026-10-22T10:47:17.610308+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"5693b4d56ce9e8e7e47af2b7d73bb699bf6a723c8809df9c3c2f706fe6ed6dd9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-16","start_date":"2026-10-15","end_date":"2026-10-15","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"82a263ce9ae5d8956a3686b8a22100effd6367f36f9183abc439c9f934b41717"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b725a2e1113a875ad9fd880b1a09bcfbbe27eb00a94ddb0f454c53544929b214"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4492e2f900c251353d6c118af5a0d5c12f47f360bbfc442b7bf3ab4b0d38cd8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3592d2dc08c429d253ad41638c82a4b4de0fb1644aaae1583a931fe8909f6ed"}]},{"symbol":"COF","date":"2026-10-16","iv_pct":40.61673824280348,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":47.961601615074024,"put_iv_pct":50.84439775910364},{"expiry":"2026-10-30","call_iv_pct":41.239723502304145,"put_iv_pct":42.223107344632766},{"expiry":"2026-11-06","call_iv_pct":36.752157564906,"put_iv_pct":36.43779346866726},{"expiry":"2026-11-13","call_iv_pct":34.78897159647404,"put_iv_pct":34.68615309126595}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fb34fc9a68f0b48e9bf201d255ad824505b0e590880583440ac544d9be4e8137","captured_at":"2026-10-22T10:47:16.604736+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"v2_verified_expiry_inventory","source_hash":"144691d9bfcf091407b56997054201dc2436214982408b6602d66f1bae952848"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b725a2e1113a875ad9fd880b1a09bcfbbe27eb00a94ddb0f454c53544929b214"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4492e2f900c251353d6c118af5a0d5c12f47f360bbfc442b7bf3ab4b0d38cd8a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f3592d2dc08c429d253ad41638c82a4b4de0fb1644aaae1583a931fe8909f6ed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2731071a5284db3775d871cf606896a859153f82cbd598f83d2f51a4b4a6385d"}]},{"symbol":"COF","date":"2026-10-19","iv_pct":44.225581398121534,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":60.998503937007875,"put_iv_pct":57.192931034482754},{"expiry":"2026-10-30","call_iv_pct":44.12041731066461,"put_iv_pct":42.54970149253732},{"expiry":"2026-11-06","call_iv_pct":39.46598230088495,"put_iv_pct":38.633874345549735},{"expiry":"2026-11-13","call_iv_pct":37.27321243523316,"put_iv_pct":33.5700283286119}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2e16d0b3cf8447e78a905059000021ff7ea5b5bf8e6ff22702a392d52efd7f6a","captured_at":"2026-10-21T17:32:31.739367+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":"a0b8654a3df0154df24af9f17b134e2f4bf811fd3be31be7e17250cc8dcc05aa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e930de7a04d9469bd5818de0269f884858a04705b3e1efa59395059dfae1dd7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a662fc0fc54de290f54bee3ee1cf359d459247da14c5335df76d1a2758d087f2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec1cdc064aa2c2a28b0a65ee25fbc9b7297500971a75ce0a6483fc9c847835fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5105f7ef841f11eee5c2d624a4dc98fd1b812457146d2001a5740f40af194f95"}]},{"symbol":"COF","date":"2026-10-20","iv_pct":41.664999455385825,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":58.73982740021575,"put_iv_pct":58.64657142857143},{"expiry":"2026-10-30","call_iv_pct":39.255755968169765,"put_iv_pct":36.43708860759494},{"expiry":"2026-11-06","call_iv_pct":34.519039301310045,"put_iv_pct":37.500471841704716},{"expiry":"2026-11-13","call_iv_pct":33.659853195164075,"put_iv_pct":34.561387900355875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"de4ecb49cdf17d7507b358a884aa3fed64ea0b09f6dd0e85b54adc8fc2d911ec","captured_at":"2026-10-21T17:32:31.210956+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":"a0f91242b8a9103304b4ab44483203608b5d38e4b67f51a6902b20c790d6b41a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e930de7a04d9469bd5818de0269f884858a04705b3e1efa59395059dfae1dd7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a662fc0fc54de290f54bee3ee1cf359d459247da14c5335df76d1a2758d087f2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ec1cdc064aa2c2a28b0a65ee25fbc9b7297500971a75ce0a6483fc9c847835fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5105f7ef841f11eee5c2d624a4dc98fd1b812457146d2001a5740f40af194f95"}]},{"symbol":"COF","date":"2026-10-21","iv_pct":33.22527226959993,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":43.61880263157895,"put_iv_pct":32.58136317395727},{"expiry":"2026-10-30","call_iv_pct":34.75317155756208,"put_iv_pct":29.456628352490423},{"expiry":"2026-11-06","call_iv_pct":34.11430906389302,"put_iv_pct":29.545971867007676},{"expiry":"2026-11-13","call_iv_pct":31.924758735440932,"put_iv_pct":29.807172774869105}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"91ebba50f5015c11c0438ccc31e7e0ba3db6d8bdbdc8acd48fa83345b20caeb9","captured_at":"2026-10-21T22:42:36.096297+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":"COF","date":"2026-10-21","format":"json"},"source_hash":"b5c44f7cbe461ba4bfa0b19d32acd7895645fd77c8bba87c5ac4328817ce3f93"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cd6852e351d6a8e513fd9bd38c2bf554f56e5b0b984c4bdb12dfe5953e6c9161"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5a8485f82f9d3ff19e8fb13d4e9bc767a04c3457caedb4f8e16f1d89b7e41026"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ceabfcbb0d322d20ee2bbfc6c0e7c91e495e2c387048bf023d71b4a8e7d1173e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4cb47c2129998163e5b81d1927ff358ab682f70b0cb0e740fe91553ee6783d35"}]},{"symbol":"COF","date":"2026-10-22","iv_pct":36.031320745458714,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":48.9547572815534,"put_iv_pct":44.134919441460795},{"expiry":"2026-10-30","call_iv_pct":33.8082406471183,"put_iv_pct":32.47069230769231},{"expiry":"2026-11-06","call_iv_pct":32.65965940054496,"put_iv_pct":33.399324324324326},{"expiry":"2026-11-13","call_iv_pct":31.756722560975607,"put_iv_pct":31.06625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9e0ac6d34cbe4d6ba1145a024156cf097871a7d5b0862098fb4b932aa4dbd40c","captured_at":"2026-10-22T23:02:46.997277+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":"COF","date":"2026-10-22","format":"json"},"source_hash":"a4dd26945564806399ec08c55dd929c890aa955f9a10e84e822f839507a4f03f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-23","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"286d35af208245318f30ae6b74f359e629aa5c162facfb4bf88d6873eb1b4f8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9a02d1b2e18b7c4b9cdd6ff40ee21df404ec337c43fc0741014275658915559a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8e8e9513788221bf3efd5250ec85e891dbf13a84b9cfc8424e8eb991441fe132"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a8f9705afbb2f03d6fa763850e21b028d161c6580bdad0636c717e35550267c7"}]},{"symbol":"COF","date":"2026-10-23","iv_pct":31.66634400748152,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":29.875414273995084,"put_iv_pct":30.57421509106678},{"expiry":"2026-11-06","call_iv_pct":33.416636481241916,"put_iv_pct":33.23562005277045},{"expiry":"2026-11-13","call_iv_pct":31.257,"put_iv_pct":33.6824881141046},{"expiry":"2026-11-20","call_iv_pct":28.241163141993958,"put_iv_pct":33.04821490467938}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b7dc80ec1e6f80ecd8b3b0d4422c81902081b2aace03f741e3bf1df66b15b439","captured_at":"2026-10-23T22:53:54.380075+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":"COF","date":"2026-10-23","format":"json"},"source_hash":"6aed96fd9dd68832a0782aad55c21585bd4bcfd1ca8b813edd3129644b80db97"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"680782a58fbd1666cac4f568fa19e6e79b996e4ba1eb21c559c376bf8114d780"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f72f7b413adc41696c22615696f2cb4fe66db6fbb6323cb23ab7ca98e14a732e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"49cc32467c09522c65f9ab627e6851159658299461f79f6bb2ac7f854540f143"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"653f07e6417edf9d883ecfe7abc7501e8514607dd2b950ac2f4abccb47cefd99"}]},{"symbol":"COF","date":"2026-10-26","iv_pct":31.4208518854968,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":35.38274618585298,"put_iv_pct":36.30868852459016},{"expiry":"2026-11-06","call_iv_pct":28.84005347593583,"put_iv_pct":30.598490566037732},{"expiry":"2026-11-13","call_iv_pct":30.179154160982264,"put_iv_pct":29.525924932975872},{"expiry":"2026-11-20","call_iv_pct":28.212813455657493,"put_iv_pct":32.318943781942075}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c2e90cbde06acf1b828bf1e59a9870da1c7688559ac81b4dace29a56364073e0","captured_at":"2026-10-28T14:24:14.318808+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":"dfa8a7492cac801bd40fac0d3f1863b1c64e2584cbbb3d30e50f0622b86de53e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","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":"165dea31432778b70ad013dce66c8786f6fc8e9c69dcf421019729ebfc3afda2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","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":"6acbeb1022cfa8fceb421f2cfcf8f1364c9d4302c6b7126b53b31bdfe9382e19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","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":"190cc5813ba05f942eb631b57d363a702ce638f5a8c39a0aa9b8b0fdf16012cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"81e2fb298871c353c3769b36d0aff97543c39ede56074de2a679a6582898c392"}]},{"symbol":"COF","date":"2026-10-27","iv_pct":32.31328373112937,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":37.653941299790354,"put_iv_pct":30.003449972662654},{"expiry":"2026-11-06","call_iv_pct":34.02921205098494,"put_iv_pct":30.879285714285714},{"expiry":"2026-11-13","call_iv_pct":34.13550224887557,"put_iv_pct":30.753468286099867},{"expiry":"2026-11-20","call_iv_pct":29.96358490566038,"put_iv_pct":31.087825370675453}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ad7987d001b4e917b94ae80938164714596f701bb02f9d05ab84ef99468fa753","captured_at":"2026-10-28T14:24:13.795855+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":"COF","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"09d53451ea4483e8bfb16dc6752752897adbfff05c993292b2ee186d35495b39"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","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":"165dea31432778b70ad013dce66c8786f6fc8e9c69dcf421019729ebfc3afda2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","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":"6acbeb1022cfa8fceb421f2cfcf8f1364c9d4302c6b7126b53b31bdfe9382e19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","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":"190cc5813ba05f942eb631b57d363a702ce638f5a8c39a0aa9b8b0fdf16012cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"81e2fb298871c353c3769b36d0aff97543c39ede56074de2a679a6582898c392"}]},{"symbol":"COF","date":"2026-10-28","iv_pct":32.11619375533325,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":36.52688346883469,"put_iv_pct":37.24036997319035},{"expiry":"2026-11-06","call_iv_pct":32.27629946524064,"put_iv_pct":30.312905027932956},{"expiry":"2026-11-13","call_iv_pct":32.40490566037736,"put_iv_pct":28.2698730964467},{"expiry":"2026-11-20","call_iv_pct":28.75991137370753,"put_iv_pct":31.138401976935754}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1999de06d04fda68bf3e97cd2fc363fc9a0e7de37b4dbb99fcd121add4e27201","captured_at":"2026-10-29T14:28:47.239652+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":"COF","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"b8a469bf8ba549e8eee0dc7563cf542a17de3ea3a80640e91647060673c15b4c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","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":"e697f6e27f931a4683f66d07ee6360c2be634af7078c5ffc3ceb0391cbe6e945"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","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":"702b2256b5bed844be8b4075ae3556e7e43ad5eff515a18fbec186b751290e8b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","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":"55b3ee08795799b8d22c1a6be52357e93a97c0624e15e0368d9293ebb55580ad"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"2bc10ecee0eba78332486e2f99c3b9208521b8c05e5d737c60dd4e76501acd2d"}]},{"symbol":"COF","date":"2026-10-29","iv_pct":31.248052605603966,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":27.313795440542204,"put_iv_pct":35.54899458623357},{"expiry":"2026-11-06","call_iv_pct":29.91162464985994,"put_iv_pct":31.92291377601586},{"expiry":"2026-11-13","call_iv_pct":32.11138211382114,"put_iv_pct":32.194434087882826},{"expiry":"2026-11-20","call_iv_pct":28.990892857142857,"put_iv_pct":31.990383333333334}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e19cc1c80b9f93c59e4f68b6b27e41cdece483d3cd18981791af418c61e74dc8","captured_at":"2026-10-30T14:31:48.733628+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":"COF","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"8cf64c6c1e5e61b24731de769febba9d5a5b18c06d5183962553c4933f7f7638"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-10-30","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":"70e21959b4c6560815e3769558ed4d5229397cc6ee1da4d6631ac3a2f401a5cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","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":"ea0e4b20a003843440520394831df38400cb0828c991c0f55ea5616eefaaf0b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","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":"7ae547dc4cb5fe2a4f12186216dc746b9c7363e991dca86b1bac05f6bb319d85"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"568ebf3f3b1fecb5857876bc6c2a83d94d20605e92823e17f8b336828956da97"}]},{"symbol":"COF","date":"2026-10-30","iv_pct":32.498655767042294,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":32.821520522388056,"put_iv_pct":31.402571428571424},{"expiry":"2026-11-13","call_iv_pct":33.096065573770495,"put_iv_pct":34.315139056831924},{"expiry":"2026-11-20","call_iv_pct":32.216509433962266,"put_iv_pct":35.3829889298893},{"expiry":"2026-11-27","call_iv_pct":30.072379367720465,"put_iv_pct":30.682071823204417}],"source":"ThetaData historical first-order Greeks","provider_symbol":"COF","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b33669c62ac56cda537015b124a485ce8ecb93c4b9596e67a0f19de86884c6c6","captured_at":"2026-10-31T23:13:12.237416+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":"COF","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"51a1b2691d17840e0f391ede514a9f34073750b5afd03a7a0cbefed41604e916"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-06","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0a553bd6ea9555f6237e946409a484bc56f7dbfe1fdd919e670bbeada76f1267"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-13","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fdaa0a80b98023db34136981daf3864fb4e68ec0f8afd5bf41b77b8aff0cd56e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","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":"8715b0ad50f552b91896bf78103d962c8166c8e57cc1325b0c5df0b719eac9e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"COF","expiration":"2026-11-27","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ea95df93a134b070b0fa0a8647777ea816ea4c959fd8e3c152a5fb829336a1f2"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/COF","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":28.184485557956986,"put_call_skew_pp":4.359022552341979,"implied_move_pct":5.336026122070679,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"86940d1c0a0a6503ece86f3c6fdf806e7ce7bfb92070474c97fad8e204562c06","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":27.74694573705637,"put_call_skew_pp":4.19735692074561,"implied_move_pct":4.974696775376841,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e3cea114556989a9e047de85dd3abac03ab97e75871e505128f9cf5d7a4461f3","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":25.44733360650242,"put_call_skew_pp":3.4493958808357092,"implied_move_pct":4.340967486975246,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"25b8441bef0326610934a7ccf69ce99f2a617e03ac27a98b6fa2256eaa604490","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":27.87169532037347,"put_call_skew_pp":8.121251214569703,"implied_move_pct":4.198091366175809,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"76225e447cba7d04a30e2ae693ac838fabae481909e7b6bb973f274543cd7903","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":24.82593911235821,"put_call_skew_pp":4.735691381810467,"implied_move_pct":5.270224738913717,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"93b80c672fc57e20370c4aebea6c654402f878bdc9e84618f4514de0eaddf137","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":26.54966037762655,"put_call_skew_pp":-0.8421626410861593,"implied_move_pct":4.9732725851269555,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"892992ec433b208acb2542715758d7136544dd62c08d5cef4d84c72518040005","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":26.982358527409403,"put_call_skew_pp":-3.016759395632948,"implied_move_pct":4.82546308703961,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0c0741dc8c68bfe6efef543c867b79266b0cb88076395743dc380977e3dcc1a3","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":26.915459424908963,"put_call_skew_pp":1.7130964903244479,"implied_move_pct":4.532318670765568,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4f32c42ae846cc7cf173a2b6dbdd44d1952a08315e68f7a73fea94ff4dd8b6e2","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":27.69439690250273,"put_call_skew_pp":-2.755729976424738,"implied_move_pct":4.374581615599746,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b034a150707d46f1ffcbf300e677fb802139eed24c49322b10f7746e3fcda53e","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-11"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":26.28260683229545,"put_call_skew_pp":0.8236068732698936,"implied_move_pct":5.597088556916034,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a8b9f9ab40a8ee234c657c4412be72c6e087465ecb90cdbecb2fd76542d05c4c","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":28.43417090889262,"put_call_skew_pp":-0.8434475850257952,"implied_move_pct":5.32553072506782,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4edd2dd9f477916d4558d5583985e8c294a3969fc3df537f749073631aea2ccd","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":28.90866699892454,"put_call_skew_pp":-2.1618282569883442,"implied_move_pct":5.149086931897557,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"40d7550264c298181b4e620b8cef54daf6e4512bc5ea9dd1015e0c097de9e304","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":27.377509135998146,"put_call_skew_pp":-1.122439474871082,"implied_move_pct":4.639871867036735,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fb55a4674a12be67a657b919941c9f332ef9c33586c2b59570d9b24c646a2f71","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":27.435307179382217,"put_call_skew_pp":0.19493029430858755,"implied_move_pct":4.282922267893091,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d8210749eece56dcac7a7eb08e3ca91a43d6ae53bef4539b3b53ecedecc6cb32","expiries":["2026-08-28","2026-09-04","2026-09-11","2026-09-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":25.952212828057494,"put_call_skew_pp":-0.4530944330826916,"implied_move_pct":5.542735576609328,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f85262a5f18ae8e4fc4956fdc43c30d64ae24c8e27c3080ad4925b268d07f513","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":27.328406196722362,"put_call_skew_pp":-3.4219966059493165,"implied_move_pct":5.165594570130808,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"16b05f6ab85419060895543e81b7cc8d2d7d6185b0a6ddd175aa3edfd0671493","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":28.155776306984166,"put_call_skew_pp":-1.2503206463580776,"implied_move_pct":5.04543019461461,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7cd30c0154525f569629cc505b6ad829c96c772c554fca299431ac3d85c88c14","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":28.715344855924116,"put_call_skew_pp":1.0505017702839154,"implied_move_pct":4.910021586313546,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"86b09bfbe65c553edd5fe590ffdf4e4821f04bdddc50f54cad8de8a025e04053","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":27.507154083470976,"put_call_skew_pp":-1.6924008389441374,"implied_move_pct":4.401440621057172,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"48ebd7497299f364c2d180e280516ebca42dd37c8c9374f0bb7ab7dd53cf1540","expiries":["2026-09-04","2026-09-11","2026-09-18","2026-09-25"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":26.514189798143583,"put_call_skew_pp":1.283502764680696,"implied_move_pct":5.676706909205558,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3aae16ae84a81f77fe7bab03bd99649d61592719364cc1f62471a108920d8705","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":30.914344328438965,"put_call_skew_pp":-2.299298578906903,"implied_move_pct":5.530387795437834,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aa284794cc52fb3f6816da6dd51fc4528f3caaa747e9cfe4dae815ff89161043","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":30.548414471763298,"put_call_skew_pp":-3.80794533393155,"implied_move_pct":5.1859655541862955,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"639f5bfde08ca2bfad0347c01425317cdb87aac952f10cad62bb7eaf94b113e4","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":32.97472117001276,"put_call_skew_pp":-2.9348995613220774,"implied_move_pct":5.070349693055386,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"05157c7939c4ec601fb2cd30cd6cb199914e4f2d795f14caa6448b335b586582","expiries":["2026-09-11","2026-09-18","2026-09-25","2026-10-02"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":28.81727199479699,"put_call_skew_pp":-0.7408006344121141,"implied_move_pct":6.11818671027846,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5b7df57631d0b87c69268b44e9665f1dc6a3d8f0da315f6facb4360d5374d4ce","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":31.434319559199526,"put_call_skew_pp":-0.8651770770006397,"implied_move_pct":5.835676701883764,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78faa446151b93a4f636e1408ed17739bb87e080ecef2ee2d610826b394b4e6a","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":31.88436956199945,"put_call_skew_pp":0.437133347383023,"implied_move_pct":5.628091339424456,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"53d1ed2e058e9ed37910d6f4afcb20be9a48502fd4f7b7e882c07adaa9d2b2fa","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":32.807153874468774,"put_call_skew_pp":1.4279441210542823,"implied_move_pct":5.421022395969057,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"87307dd292b492ca9ff0be6fbca29a1d5ad3c77ae4f5a4ce90283cbea2d1db05","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":30.792431065335208,"put_call_skew_pp":-1.9168453865606914,"implied_move_pct":4.778952245576057,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f1f1b632363322f6f1121e43250f7641e167b5ea05b565e4f2d1907a6933c91","expiries":["2026-09-18","2026-09-25","2026-10-02","2026-10-09"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":27.924387904544684,"put_call_skew_pp":-2.9144255700995805,"implied_move_pct":5.941464813765857,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ecc267fa98222cd5bbc5ba04155b8fa4fb7ba27f773ef93549c47829b74c3445","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":29.4136430431048,"put_call_skew_pp":-0.7783226076920782,"implied_move_pct":5.554964537750747,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"23251c4c9915667fa1f724d8da0d1d505f94ef6a5dbdea569aa01e24924a38bc","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":30.97991665236292,"put_call_skew_pp":-2.0310443424093103,"implied_move_pct":5.554928730947534,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"12b4bb3313a85f3014f273fbcf008737a8b240afe81f97aebf9b13efab0ee954","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":31.201733851085496,"put_call_skew_pp":-1.445789983554314,"implied_move_pct":5.22015200020185,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"352add69bbdeb6f30b918a62fe144ee38c90f88d7a099b8283ecf80d3269475f","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":32.188896749716285,"put_call_skew_pp":-2.326221991469784,"implied_move_pct":5.017404372987849,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3132e3d04cb374dda2ee6b96cd719835b77f34d654ad45303d258f8b5a0c1fc2","expiries":["2026-09-25","2026-10-02","2026-10-09","2026-10-16"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":31.04590492402201,"put_call_skew_pp":-1.2852186508878107,"implied_move_pct":6.692321318189919,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d740e5b35e92ffa3db4207c01efeb2593ea3e05d10774c3c76086d0758d906a5","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":34.50370028862089,"put_call_skew_pp":-0.1955928260768065,"implied_move_pct":6.5950666365014925,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"356248257728f29ec4f9b4db39f2953b31714d69f83ac5818e33aac37a36b5d1","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":33.70062425317954,"put_call_skew_pp":-2.5971273351408612,"implied_move_pct":6.209809763886488,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bf1c7c44093ed2619f4395fbcaa09c034c2944adcc88dc65734ac24cab35fd95","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":33.85847680802898,"put_call_skew_pp":-2.8184193265418687,"implied_move_pct":5.865194535036672,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ddd2e9faa6d63b5e1924f9b4992736a121ebd3142601aab2a1e47f8bed5c0b9b","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":35.51393132434168,"put_call_skew_pp":0.19856839984356256,"implied_move_pct":5.657048137285566,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"aec954ff9b81b73b64b7d16a62f2ecfe562ad9be222cda5a0b5e5067d7350fa2","expiries":["2026-10-02","2026-10-09","2026-10-16","2026-10-23"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":33.31475699599339,"put_call_skew_pp":-1.1278043658468686,"implied_move_pct":7.279470420297002,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"50382599e574707047627e862a81e2f0851b9bc3da5396f37b0e63357f16748a","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":35.12581045426179,"put_call_skew_pp":-3.210413601138546,"implied_move_pct":6.8235759893970735,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8264909af7b23dcb4e8995cc4e54c0e125351e423fa608111c207a6c2196e4e9","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":35.109870393720854,"put_call_skew_pp":-1.566720341270937,"implied_move_pct":6.555736422177605,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"af5aa61d8b0efa10254690d0f947e4a9c36612db6c864d9bdb831dcf333d9aaf","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":35.36036030214572,"put_call_skew_pp":-0.6660477380508301,"implied_move_pct":6.292105185181895,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"25d4258e1d1c7954da4086592b54961c0986f1b2fdb2de703e10676bc4623c2d","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":37.72327367652997,"put_call_skew_pp":2.1422193208658076,"implied_move_pct":6.087742976238694,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"58bcac6dd3f5eb54b977227af5e51b0253e76ce016a7b5878fc00502d1150c3a","expiries":["2026-10-09","2026-10-16","2026-10-23","2026-10-30"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":36.03338675409842,"put_call_skew_pp":-0.577177283718175,"implied_move_pct":7.801627936628351,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"12b03dd3247911a629b3f81d719c4b7ede2507af6e060070655958693b786226","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":38.63355890390674,"put_call_skew_pp":-1.7420461537130194,"implied_move_pct":7.402836905163359,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6c844a47b2a70ea2b09078619b4d6a238344e36709c6ab89c23b6ab868db1c47","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":40.4812415812989,"put_call_skew_pp":-0.14305651147080845,"implied_move_pct":7.381595400251413,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ef265c0a96442b0b4d6c7cdb925440af7361f0b06c557dfcb69f0b7a82edfd5b","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":42.26337443595945,"put_call_skew_pp":0.23567729846318208,"implied_move_pct":7.224297339722465,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"485186dfff036cebfb48c4a8220d3df4fe6df734d209a3d2064265df8dedb8ee","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":40.645937028356215,"put_call_skew_pp":-4.105110959117395,"implied_move_pct":6.539310284415258,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d973efd8b47ce27a951a9e2172a297d6e064f9ecacc9dfd0d9884c71a683dda3","expiries":["2026-10-16","2026-10-23","2026-10-30","2026-11-06"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":40.61673824280348,"put_call_skew_pp":0.862249346227852,"implied_move_pct":8.350539745954396,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fb34fc9a68f0b48e9bf201d255ad824505b0e590880583440ac544d9be4e8137","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":44.225581398121534,"put_call_skew_pp":-2.4778951956522235,"implied_move_pct":7.910158987249584,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2e16d0b3cf8447e78a905059000021ff7ea5b5bf8e6ff22702a392d52efd7f6a","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":41.664999455385825,"put_call_skew_pp":0.24276097834182941,"implied_move_pct":7.023511209769236,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"de4ecb49cdf17d7507b358a884aa3fed64ea0b09f6dd0e85b54adc8fc2d911ec","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":33.22527226959993,"put_call_skew_pp":-5.7549764550376254,"implied_move_pct":5.566603308542197,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"91ebba50f5015c11c0438ccc31e7e0ba3db6d8bdbdc8acd48fa83345b20caeb9","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":36.03132074545871,"put_call_skew_pp":-1.5270484541787095,"implied_move_pct":5.435636704297775,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9e0ac6d34cbe4d6ba1145a024156cf097871a7d5b0862098fb4b932aa4dbd40c","expiries":["2026-10-23","2026-10-30","2026-11-06","2026-11-13"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":31.66634400748152,"put_call_skew_pp":1.93758106634756,"implied_move_pct":6.744805596046807,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b7dc80ec1e6f80ecd8b3b0d4422c81902081b2aace03f741e3bf1df66b15b439","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":31.420851885496795,"put_call_skew_pp":1.5343201317793183,"implied_move_pct":5.863508262815628,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c2e90cbde06acf1b828bf1e59a9870da1c7688559ac81b4dace29a56364073e0","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":32.31328373112937,"put_call_skew_pp":-3.2645527903968876,"implied_move_pct":5.815070288785767,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ad7987d001b4e917b94ae80938164714596f701bb02f9d05ab84ef99468fa753","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":32.11619375533325,"put_call_skew_pp":-0.7516124734136156,"implied_move_pct":5.376677388215167,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1999de06d04fda68bf3e97cd2fc363fc9a0e7de37b4dbb99fcd121add4e27201","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":31.248052605603966,"put_call_skew_pp":3.3322576805248607,"implied_move_pct":5.054807113588588,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e19cc1c80b9f93c59e4f68b6b27e41cdece483d3cd18981791af418c61e74dc8","expiries":["2026-10-30","2026-11-06","2026-11-13","2026-11-20"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":32.498655767042294,"put_call_skew_pp":0.894074085163945,"implied_move_pct":6.889908853924952,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b33669c62ac56cda537015b124a485ce8ecb93c4b9596e67a0f19de86884c6c6","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}