{"schemaVersion":1,"symbol":"MCHP","days":90,"observations":[{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-19T19:59:43.446000+00:00","captured_at":"2026-10-20T03:53:10.368Z","last_trade_at":"2026-10-19T23:21:58.937306453Z","price":74.75,"iv_pct":60.39010551948052,"implied_move_pct":14.444794336098685,"put_call_skew_pp":5.724937845303868,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"a6f13cb6253c6918c15a91f44b6d2d862bb99fe55207b59b24c5f8f5176964a8"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T13:35:41.403000+00:00","captured_at":"2026-10-20T13:35:49.622Z","last_trade_at":"2026-10-20T13:35:46.951438755Z","price":75.075,"iv_pct":62.61295896444301,"implied_move_pct":15.080971832502607,"put_call_skew_pp":14.91677606177606,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"2544769c70a3fc6aae523d3bca6adca934763f9b5fca9bc2bf9ed29b02de2891"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T13:41:16.620000+00:00","captured_at":"2026-10-20T13:43:36.028Z","last_trade_at":"2026-10-20T13:43:33.02902356Z","price":74.09,"iv_pct":62.992366083916096,"implied_move_pct":14.861862391893435,"put_call_skew_pp":3.3451821487881284,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"bdc4baae38a37fd276d24758e9f9c6fcbbada7adb240193216835e624c4bfedc"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T13:49:24.052000+00:00","captured_at":"2026-10-20T13:51:18.330Z","last_trade_at":"2026-10-20T13:51:17.892123878Z","price":74.56,"iv_pct":62.72199454793276,"implied_move_pct":14.93815969331147,"put_call_skew_pp":7.71098838154991,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"58cf527b2e04a1a573a79f8a6db117959dcfbc3ef6dbba755172e281d70e7c34"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T13:59:10.298000+00:00","captured_at":"2026-10-20T13:59:17.506Z","last_trade_at":"2026-10-20T13:59:14.770370459Z","price":75.47,"iv_pct":62.31356777680397,"implied_move_pct":15.05560770384643,"put_call_skew_pp":14.649932203389838,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"d6ee22189b61884a2e908984dcb3bcfa1857e6db664b8c2982225bba7c3768ed"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T14:06:56.110000+00:00","captured_at":"2026-10-20T14:07:47.468Z","last_trade_at":"2026-10-20T14:07:44.129062366Z","price":75.635,"iv_pct":58.891919422050854,"implied_move_pct":13.991381132134114,"put_call_skew_pp":14.582327519379856,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"322f0931625106b4ae2529722c14b16ed513fad134eee1d2afeea9c33bc18d62"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T14:17:37.189000+00:00","captured_at":"2026-10-20T14:17:56.839Z","last_trade_at":"2026-10-20T14:17:56.053426147Z","price":75.65,"iv_pct":58.46286272670419,"implied_move_pct":13.892936224598401,"put_call_skew_pp":14.671787439613526,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"7a075877cc1df36b882265ac8541fd104270d2769ce0fae9393eb5e04707a3fe"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T14:28:06.812000+00:00","captured_at":"2026-10-20T14:28:46.281Z","last_trade_at":"2026-10-20T14:28:41.270897616Z","price":76.21,"iv_pct":61.299554248366015,"implied_move_pct":14.444693155222113,"put_call_skew_pp":18.248804691863707,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"639bf3d7cc7c2c88108358f08c72b049c89ab2976aaba8c6a745abe2d08bf038"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T14:33:30.580000+00:00","captured_at":"2026-10-20T14:36:29.502Z","last_trade_at":"2026-10-20T14:36:24.842876073Z","price":76,"iv_pct":61.30362244897959,"implied_move_pct":14.410041754966565,"put_call_skew_pp":16.224407640723438,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"009d5af4422ae0ffcf1aad804fc03db2693d665772b0f23a064233db288a9915"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T14:42:41.090000+00:00","captured_at":"2026-10-20T14:44:14.372Z","last_trade_at":"2026-10-20T14:44:08.939201304Z","price":76.2725,"iv_pct":61.11727266567285,"implied_move_pct":14.40393060752567,"put_call_skew_pp":17.414674410886178,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"42660d224b5a6725d08cb2c681b2ddf84bcabf0d69d002a1f3a5a59c5cad307f"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T14:51:41.885000+00:00","captured_at":"2026-10-20T14:51:59.683Z","last_trade_at":"2026-10-20T14:51:59.341009564Z","price":76.595,"iv_pct":61.255092547696854,"implied_move_pct":14.51829186507333,"put_call_skew_pp":13.435643212508875,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"e82d75c249ea2e3cdda919153e5a38898d55e2bea11c63ffa366f2b0f852d22b"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T14:58:42.485000+00:00","captured_at":"2026-10-20T14:59:43.579Z","last_trade_at":"2026-10-20T14:59:42.838630064Z","price":77,"iv_pct":62.81670808526984,"implied_move_pct":14.939725244987393,"put_call_skew_pp":14.497300000000013,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"f4c54fb89ac7ee1455a1062d634881ef5a8bde259024711f4bec942b7adb27f1"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T15:06:39.157000+00:00","captured_at":"2026-10-20T15:08:00.449Z","last_trade_at":"2026-10-20T15:07:59.240068697Z","price":76.96,"iv_pct":61.72090211783872,"implied_move_pct":14.64129487734565,"put_call_skew_pp":13.84663913043478,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"f956e3f870c368b1c0afb96c328a325be67cb34b12f806dde3cccfce91f7ca1f"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T15:13:11.150000+00:00","captured_at":"2026-10-20T15:14:28.655Z","last_trade_at":"2026-10-20T15:14:28.279279324Z","price":76.08,"iv_pct":61.88721448892501,"implied_move_pct":14.53819119693684,"put_call_skew_pp":9.117334244702679,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"7badc6ee565969168c34e07aa1e24fc18d6bc9b9ff96b422c92039fe2977ae02"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T15:22:26.787000+00:00","captured_at":"2026-10-20T15:22:52.679Z","last_trade_at":"2026-10-20T15:22:38.989974514Z","price":76.105,"iv_pct":62.31626948051948,"implied_move_pct":14.6462039373149,"put_call_skew_pp":10.051717277486915,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"7870b05650f92465934e30f54f4de299cc14706bdbacc2dff14ae32164ef01ee"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T15:23:02.874000+00:00","captured_at":"2026-10-20T15:30:39.195Z","last_trade_at":"2026-10-20T15:30:37.050820605Z","price":76.15,"iv_pct":61.80682883012359,"implied_move_pct":14.542201147981594,"put_call_skew_pp":10.829519748382022,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"d1b1a9605e7eb6aa8ed59ec454e009270ff8a91ddc86a9807e2ad85fe308ebdd"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T15:37:32.268000+00:00","captured_at":"2026-10-20T15:38:29.268Z","last_trade_at":"2026-10-20T15:38:29.024057023Z","price":75.87,"iv_pct":62.23631020408163,"implied_move_pct":14.61253540562132,"put_call_skew_pp":7.940080360012869,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"709ae9590cdb6bc8da3c43784825bd9fb6966497b31888a64fe6e968eff8f3a7"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T15:45:32.357000+00:00","captured_at":"2026-10-20T15:46:15.006Z","last_trade_at":"2026-10-20T15:46:14.594046352Z","price":76.05,"iv_pct":61.623371212121214,"implied_move_pct":14.521217331868222,"put_call_skew_pp":9.39287237624874,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"cd58bc735c7d31f376d3d56282f1e83307bbdc139d749ae44080e82f97da7c52"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T15:53:31.904000+00:00","captured_at":"2026-10-20T15:54:01.239Z","last_trade_at":"2026-10-20T15:53:59.556006202Z","price":76.185,"iv_pct":61.870583501006024,"implied_move_pct":14.572966446047817,"put_call_skew_pp":10.71660990223905,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"11eba174f59ce62a3d00523cac7592ff7ffa36a5b7ccea44b805ade97e82fd89"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T15:59:36.976000+00:00","captured_at":"2026-10-20T16:01:57.380Z","last_trade_at":"2026-10-20T16:01:53.911823453Z","price":76.61,"iv_pct":61.57121105548148,"implied_move_pct":14.549103425401947,"put_call_skew_pp":12.972808174027683,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"3e81206d1c065fbaedfad186f4f473c62c5c1dd4748b35d3926e98ff0de7f878"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T16:07:07.594000+00:00","captured_at":"2026-10-20T16:09:41.132Z","last_trade_at":"2026-10-20T16:09:36.000693061Z","price":76.565,"iv_pct":61.823704365079365,"implied_move_pct":14.547552188772068,"put_call_skew_pp":12.026801393728215,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"70033434fbe834f37e5f502cd22fa70a1734cc758f82fd048f3afcc12b796f91"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T16:13:21.126000+00:00","captured_at":"2026-10-20T16:17:28.577Z","last_trade_at":"2026-10-20T16:17:26.371285255Z","price":76.23,"iv_pct":61.66253217503217,"implied_move_pct":14.507740157090806,"put_call_skew_pp":10.193595238095243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"31df468526dbacc0db55eb3b29876a8c29309db7d36169a03127970c65d9255c"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T16:24:58.756000+00:00","captured_at":"2026-10-20T16:25:16.684Z","last_trade_at":"2026-10-20T16:25:13.194433991Z","price":76.255,"iv_pct":61.360616700201206,"implied_move_pct":14.441985992408455,"put_call_skew_pp":7.242980056980053,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"f1537792937e6dcd411c6874251260009fef742eee4a3421f5a6b8f2036bb92e"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T16:32:17.774000+00:00","captured_at":"2026-10-20T16:33:00.603Z","last_trade_at":"2026-10-20T16:32:55.124139501Z","price":76.38,"iv_pct":61.203531581703075,"implied_move_pct":14.370018181088268,"put_call_skew_pp":7.493905844155835,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"b3daec5b587c8d2e404c0be1189145287f1dc3e7fb15757e21f91d6dc10db9ea"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T16:38:15.696000+00:00","captured_at":"2026-10-20T16:40:43.566Z","last_trade_at":"2026-10-20T16:40:41.27799022Z","price":76.48,"iv_pct":61.44504195385076,"implied_move_pct":14.437250562038662,"put_call_skew_pp":7.7965297975477466,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"ed3ded587f84a79170b79f4101b83d523343a8c779cdf7b227504ba8e23fa761"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T16:41:38.092000+00:00","captured_at":"2026-10-20T16:48:30.868Z","last_trade_at":"2026-10-20T16:48:27.17286823Z","price":76.48,"iv_pct":61.7230185659411,"implied_move_pct":14.550032579463085,"put_call_skew_pp":7.7965297975477466,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"28b1711844538b9367abb2eb92740142d8b12eda268ad96e23aa5a5e86f0f86e"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T16:53:39.815000+00:00","captured_at":"2026-10-20T16:56:17.072Z","last_trade_at":"2026-10-20T16:56:16.28588995Z","price":76.15,"iv_pct":61.70160342652933,"implied_move_pct":14.513401199821502,"put_call_skew_pp":3.5412575757575726,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"cf94944dd2d25b81ceac616a2a3295e68141e5cbc276447541dae1d82d18e374"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:01:08.273000+00:00","captured_at":"2026-10-20T17:04:29.559Z","last_trade_at":"2026-10-20T17:04:25.898017951Z","price":76.1,"iv_pct":60.7477799961044,"implied_move_pct":14.281442620298984,"put_call_skew_pp":3.202523176428318,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"bd32cc69b55f7d050f93f84ab4577845bf0ef93df6d1c9f0089c8c742d3b3e48"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:11:22.226000+00:00","captured_at":"2026-10-20T17:12:16.933Z","last_trade_at":"2026-10-20T17:12:16.538841563Z","price":76.06,"iv_pct":61.01788732394367,"implied_move_pct":14.34560558195346,"put_call_skew_pp":3.510550964187331,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"b90707fad0cc4c11875e11538fc84675c16fd0da2c06145f4a0396d4e459eaa2"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:12:17.381000+00:00","captured_at":"2026-10-20T17:20:09.125Z","last_trade_at":"2026-10-20T17:20:07.303222651Z","price":75.995,"iv_pct":61.01192130987292,"implied_move_pct":14.35079235868337,"put_call_skew_pp":3.015953654188952,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"a9a154c1b47072d134c8bb7f946d2765d2acee611e1e9e66ad41e7ea39b86df9"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:23:42.174000+00:00","captured_at":"2026-10-20T17:27:53.064Z","last_trade_at":"2026-10-20T17:27:44.334240007Z","price":76.14,"iv_pct":61.264346099290776,"implied_move_pct":14.417543643940709,"put_call_skew_pp":4.810262225812467,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"c7e75393a669b3590188ae536610adf975afa9967f371a3ec8db2cdbe507e1b6"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:32:50.576000+00:00","captured_at":"2026-10-20T17:35:42.452Z","last_trade_at":"2026-10-20T17:35:33.578723647Z","price":76.19,"iv_pct":61.626420936969325,"implied_move_pct":14.50154403590884,"put_call_skew_pp":5.209160583941596,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"29fb109b1c6a7b0abf03507c04f5a8e57cf0c25ba6a7d1aef24b567ad5bc1dbd"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:39:32.890000+00:00","captured_at":"2026-10-20T17:43:33.110Z","last_trade_at":"2026-10-20T17:43:19.288310532Z","price":76.29,"iv_pct":61.7668916605527,"implied_move_pct":14.540720508853653,"put_call_skew_pp":5.49929332386363,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"d992ed3dc1dc47e790bf42395a23653718e834a0d20bbc90d21f8ed859f6ca77"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:41:42.949000+00:00","captured_at":"2026-10-20T17:51:21.405Z","last_trade_at":"2026-10-20T17:51:17.088132172Z","price":76.43,"iv_pct":61.68431763548951,"implied_move_pct":14.555288032652939,"put_call_skew_pp":6.55615528591712,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"bb7280a3d97d4caa22755c256dfb02e396e2470c9ed6ec19e6d67fa5498c97b0"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:53:27.560000+00:00","captured_at":"2026-10-20T17:59:10.261Z","last_trade_at":"2026-10-20T17:59:09.524882852Z","price":76.5,"iv_pct":61.50414545454546,"implied_move_pct":14.516619707511547,"put_call_skew_pp":6.413298915465749,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"f63d76531a019403f8d6aff03e865feca9f3fc25b0f4048c47cd8c3db027d74f"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T17:58:21.973000+00:00","captured_at":"2026-10-20T18:07:28.072Z","last_trade_at":"2026-10-20T18:07:24.337320313Z","price":76.47,"iv_pct":60.659207328133505,"implied_move_pct":14.262465471782981,"put_call_skew_pp":4.9768317301178815,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"8b33649de6c56a622f58a5100c7c6d9975167b949579310b8b6bc8fd30e74702"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T18:00:20.725000+00:00","captured_at":"2026-10-20T18:15:19.317Z","last_trade_at":"2026-10-20T18:15:11.14027187Z","price":76.47,"iv_pct":60.87229462174941,"implied_move_pct":14.32869269025292,"put_call_skew_pp":4.752214330218074,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"c857c63a8c86ba0404ebac2bf9b2b906545e3cdf0fa2377742a701cfa77551aa"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T18:17:11.472000+00:00","captured_at":"2026-10-20T18:23:02.625Z","last_trade_at":"2026-10-20T18:22:58.737473545Z","price":76.4,"iv_pct":60.840209790209784,"implied_move_pct":14.300424706183868,"put_call_skew_pp":4.592764876632794,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"6e30ae17267727aef02e3384d356a97e589f9b60515980cf8e592b5bdc0b4f25"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T18:23:50.463000+00:00","captured_at":"2026-10-20T18:30:50.457Z","last_trade_at":"2026-10-20T18:30:39.910004438Z","price":76.45,"iv_pct":60.33878471575023,"implied_move_pct":14.196582749051121,"put_call_skew_pp":4.930162361324797,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"4196c93610dc66542410d060b3f4d3bf8fca2d5a93e240a7eeae38723b10c82e"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T18:37:31.840000+00:00","captured_at":"2026-10-20T18:38:33.441Z","last_trade_at":"2026-10-20T18:38:32.470887063Z","price":76.13,"iv_pct":60.33501449275362,"implied_move_pct":14.168175336999834,"put_call_skew_pp":3.4730922242314666,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"4dc81669790b0b02ff672b209a733b6c186d06d5bb787c20d9465a4cb30a92b9"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T18:46:07.341000+00:00","captured_at":"2026-10-20T18:46:22.428Z","last_trade_at":"2026-10-20T18:46:19.007144904Z","price":76.205,"iv_pct":60.58883564814814,"implied_move_pct":14.26427739989842,"put_call_skew_pp":4.626615002757861,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"c65dc8d0ebec8d10a462062eebe596acdb4a632df1e67c7cb24a5c3720bb87c7"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T18:47:48.400000+00:00","captured_at":"2026-10-20T18:54:10.100Z","last_trade_at":"2026-10-20T18:54:08.254469194Z","price":76.275,"iv_pct":60.94871794871794,"implied_move_pct":14.328215213170962,"put_call_skew_pp":3.856211453744496,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"92c7d20eaca6c7a87d675cab7d721ae4bfd57f7b0b573628c3b9c278a3228009"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T18:55:09.991000+00:00","captured_at":"2026-10-20T19:02:03.876Z","last_trade_at":"2026-10-20T19:02:01.013944148Z","price":76.535,"iv_pct":60.890899999999995,"implied_move_pct":14.352366019903748,"put_call_skew_pp":4.832599580712782,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"be3c06cb846b5a3d96f9391ded3e0e50abde9d6f5a83a051fb1e07cf3e7e8a42"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T19:08:10.132000+00:00","captured_at":"2026-10-20T19:11:49.338Z","last_trade_at":"2026-10-20T19:11:48.858692802Z","price":76.535,"iv_pct":60.11553136469803,"implied_move_pct":14.148504245627569,"put_call_skew_pp":4.457905241090144,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"a39d92e16ebd04c2e84653032c02bf46e26afede468b34ed972e736b11e59980"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T19:15:37.639000+00:00","captured_at":"2026-10-20T19:19:36.583Z","last_trade_at":"2026-10-20T19:19:36.077216058Z","price":76.355,"iv_pct":60.93120521788449,"implied_move_pct":14.33448861319243,"put_call_skew_pp":3.2567619047619067,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"0c71c4717c07c311afda1131b08ee2245b779187257ad55152f477705adca287"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T19:26:58.518000+00:00","captured_at":"2026-10-20T19:27:20.305Z","last_trade_at":"2026-10-20T19:27:15.94022157Z","price":76.53,"iv_pct":60.89335,"implied_move_pct":14.350490729851764,"put_call_skew_pp":4.426816771488474,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"a04871d470e6397bc5e8a309701c9ba70c9cd3e2abc479d2129885ea2ea4277b"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T19:31:51.768000+00:00","captured_at":"2026-10-20T19:35:12.855Z","last_trade_at":"2026-10-20T19:35:11.374245248Z","price":76.76,"iv_pct":61.108573062080126,"implied_move_pct":14.41165328144912,"put_call_skew_pp":5.002284584290573,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"b9601ce95917e4b366dd4de9f53a1a221b5ebc554c8aa669a4143f57cd0814fe"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T19:38:25.498000+00:00","captured_at":"2026-10-20T19:43:01.176Z","last_trade_at":"2026-10-20T19:42:59.241407459Z","price":76.665,"iv_pct":61.57970958904109,"implied_move_pct":14.51457997746824,"put_call_skew_pp":4.640340332221937,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"c41984ecbd886af24360ee16d1ef1d8e0b1d9ac442c8e95761a6cb44cab7bc8a"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T19:50:12.881000+00:00","captured_at":"2026-10-20T19:50:46.291Z","last_trade_at":"2026-10-20T19:50:45.82902583Z","price":76.49,"iv_pct":61.14173142152328,"implied_move_pct":14.385469843693633,"put_call_skew_pp":6.339739095638263,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"4fcebb869b05c5143d13edee7f7d77664a984e7d825f47deac934e9b7749f0ab"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T19:58:07.704000+00:00","captured_at":"2026-10-20T19:58:32.315Z","last_trade_at":"2026-10-20T19:58:31.628452442Z","price":75.905,"iv_pct":60.26772012578616,"implied_move_pct":13.994307957218396,"put_call_skew_pp":5.134950949165495,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"cbb3af636ed3e5a005acc64a48b93ad16f9acc65c7709583b13a25ddb895c24b"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-20T19:58:13.961000+00:00","captured_at":"2026-10-20T20:06:32.884Z","last_trade_at":"2026-10-20T20:04:13.379853537Z","price":76.07,"iv_pct":59.9343163139511,"implied_move_pct":13.972721677638281,"put_call_skew_pp":5.895444108567016,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"9dce753a23568ae6f4172df0a9c17d4ea980b5927c72dcca67f018287e2f4f87"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T13:32:42.763000+00:00","captured_at":"2026-10-21T13:32:43.507Z","last_trade_at":"2026-10-21T13:32:42.70107613Z","price":75.81,"iv_pct":62.645266401862756,"implied_move_pct":14.376713415398587,"put_call_skew_pp":0.1812516469038239,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"021038340d3114a39a31b2e1c1002d19f6c3316e52f939105a937f14c97a065c"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T13:39:58.092000+00:00","captured_at":"2026-10-21T13:40:30.665Z","last_trade_at":"2026-10-21T13:40:27.97343021Z","price":76.885,"iv_pct":62.620665647817965,"implied_move_pct":14.647012964574197,"put_call_skew_pp":8.030505050505043,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"bddd9268d77edbadf147960299b2d3d5f005a0fc4a471532945166af9818633c"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T13:47:27.081000+00:00","captured_at":"2026-10-21T13:48:27.209Z","last_trade_at":"2026-10-21T13:48:23.064863642Z","price":76.84,"iv_pct":62.355746966632964,"implied_move_pct":14.552949659511613,"put_call_skew_pp":7.6871028037383216,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"6d0b9bcaa1e51c6d9836222a08d6fae1dce4d594bfff808dd6a9af665a1dcfd2"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T13:52:38.209000+00:00","captured_at":"2026-10-21T13:56:22.848Z","last_trade_at":"2026-10-21T13:56:22.417447236Z","price":76.88,"iv_pct":62.34298630169965,"implied_move_pct":14.564164827772764,"put_call_skew_pp":7.9740635514018665,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"246687ec9a3af94dc88705c64fd47078bcd42b92deeae60d5abdb9606343a6c2"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T14:00:19.284000+00:00","captured_at":"2026-10-21T14:04:31.494Z","last_trade_at":"2026-10-21T14:04:26.480519739Z","price":76.44,"iv_pct":61.835585996955864,"implied_move_pct":14.343589495796499,"put_call_skew_pp":4.906243613325156,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"6f91efddeed646650a47726bb65650b9c42c03e1a6338c2a70bde2da344adb3f"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T14:10:47.307000+00:00","captured_at":"2026-10-21T14:12:53.692Z","last_trade_at":"2026-10-21T14:12:53.180541738Z","price":76.225,"iv_pct":62.106071873701694,"implied_move_pct":14.412195325675647,"put_call_skew_pp":3.7610000000000032,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"a885b0d40c9109efbe73b60aee3fd3198c4cc1b764be0aa5c760e4c07b4af181"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T14:16:53.149000+00:00","captured_at":"2026-10-21T14:20:43.171Z","last_trade_at":"2026-10-21T14:20:37.367506802Z","price":75.92,"iv_pct":63.316695254789025,"implied_move_pct":14.631537708206816,"put_call_skew_pp":1.8616894757903069,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"e016afe4aa6a04d34a7be9cf3de2f8bf744b54657d0621686b33782481cc2ae2"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T14:27:39.713000+00:00","captured_at":"2026-10-21T14:28:50.708Z","last_trade_at":"2026-10-21T14:28:45.02788975Z","price":75.88,"iv_pct":62.859552804728445,"implied_move_pct":14.539591340567615,"put_call_skew_pp":1.8593808630393949,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"9f3a0195fbb0e12f6cb88d4b9f59bfa31b90087a2fc413febbcbceb74b58b20a"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T14:31:50.491000+00:00","captured_at":"2026-10-21T14:36:52.871Z","last_trade_at":"2026-10-21T14:36:52.107589321Z","price":75.915,"iv_pct":62.668768062922986,"implied_move_pct":14.504780595098435,"put_call_skew_pp":2.4326526112718683,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"00e51f15c0ee5e658f955e23afd3a37d7520e2d6c01b392d1535f2b530e74a4f"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T14:44:18.061000+00:00","captured_at":"2026-10-21T14:45:04.466Z","last_trade_at":"2026-10-21T14:45:03.729853105Z","price":75.78,"iv_pct":62.04597238527896,"implied_move_pct":14.3461196350563,"put_call_skew_pp":1.442128514056229,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"d1847ef9c4cd0a71e711d895b605b6145c749e9fde33a14f1d46e50d5d5aeb5e"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T14:48:42.948000+00:00","captured_at":"2026-10-21T14:55:33.447Z","last_trade_at":"2026-10-21T14:55:25.786134812Z","price":75.93,"iv_pct":62.05002612915267,"implied_move_pct":14.396760129600123,"put_call_skew_pp":3.320528455284555,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"7461e2f5ad09ec4f86109f71e87a864adcd9dd66516e551e4feeee9fa29a0eab"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T15:10:19.939000+00:00","captured_at":"2026-10-21T15:14:25.569Z","last_trade_at":"2026-10-21T15:14:24.316105433Z","price":76.015,"iv_pct":62.2711673414305,"implied_move_pct":14.457291128792946,"put_call_skew_pp":4.1758498224251595,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"90060bdcd8cbe9bff895973d989da7f46452f54c0691cc73290d10ff85870327"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T15:16:21.264000+00:00","captured_at":"2026-10-21T15:25:07.217Z","last_trade_at":"2026-10-21T15:25:01.027809651Z","price":76.18,"iv_pct":62.58357344135259,"implied_move_pct":14.495155288853981,"put_call_skew_pp":5.387907119350821,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"ec00736ba6ccc2b3941fab8f881afa36dd9290633c6eebecf9f8563b6d13cb88"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T15:38:15.091000+00:00","captured_at":"2026-10-21T15:41:00.978Z","last_trade_at":"2026-10-21T15:41:00.58987522Z","price":76.905,"iv_pct":61.98830821299639,"implied_move_pct":14.447187056467294,"put_call_skew_pp":9.537307692307696,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"18bff12c83a9a89ecb840bd6013f828a32436e74b91cfba2feb8358e318ab04e"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T15:52:38.277000+00:00","captured_at":"2026-10-21T15:54:27.542Z","last_trade_at":"2026-10-21T15:54:16.014684413Z","price":77,"iv_pct":61.80184150882305,"implied_move_pct":14.343667368193834,"put_call_skew_pp":7.757045766590387,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"d1ef92011042637a21cf04d4936362e123faffff50db08baf40b62c3d0236090"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T16:03:03.770000+00:00","captured_at":"2026-10-21T16:05:07.946Z","last_trade_at":"2026-10-21T16:05:05.76729059Z","price":76.91,"iv_pct":61.59361269026225,"implied_move_pct":14.284011814009116,"put_call_skew_pp":6.9340153452685405,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"b9da9adcd971c7af3d7dfdbbe5eeedd5ce3368d96c5acbc3dfd96c0a50eb4b6f"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T16:09:08.471000+00:00","captured_at":"2026-10-21T16:15:25.219Z","last_trade_at":"2026-10-21T16:15:22.435540871Z","price":76.92,"iv_pct":60.15042160278745,"implied_move_pct":13.943488053110975,"put_call_skew_pp":7.018543094121887,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"613f3b98467cabce089dc1326aa5e0c7bda4d48a39118b0a99d77557a8c2a835"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T16:14:18.104000+00:00","captured_at":"2026-10-21T16:25:34.721Z","last_trade_at":"2026-10-21T16:25:34.37803136Z","price":76.68,"iv_pct":59.65081547133428,"implied_move_pct":13.802026478135046,"put_call_skew_pp":5.472903225806447,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"d8b05c1c33753a1d2ab193683593e84623830d18d12f5c233311f7580cf19438"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T16:31:23.252000+00:00","captured_at":"2026-10-21T16:35:53.343Z","last_trade_at":"2026-10-21T16:35:35.760025444Z","price":76.55,"iv_pct":59.780407919110836,"implied_move_pct":13.820121522697837,"put_call_skew_pp":4.8091393939393985,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"e09806472b27c7fb4293923e1552d08dd85d4b9efa553855e7a9d3bb3950d195"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T16:43:09.324000+00:00","captured_at":"2026-10-21T16:46:10.163Z","last_trade_at":"2026-10-21T16:46:06.978117749Z","price":76.92,"iv_pct":60.16651185393454,"implied_move_pct":13.909315440964335,"put_call_skew_pp":5.901634537062172,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"79a71454aee58ec73b6b1486bf97777c251ae7437e2414d3d219c6fb6867834a"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T16:54:05.569000+00:00","captured_at":"2026-10-21T16:56:26.305Z","last_trade_at":"2026-10-21T16:56:25.672048123Z","price":76.98,"iv_pct":60.167313993174055,"implied_move_pct":13.925473306749591,"put_call_skew_pp":5.369183457051962,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"59338f7a06ed77491075800218c2f94233b3e43a33e2439adf5addb5fa1e5d41"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T17:08:21.462000+00:00","captured_at":"2026-10-21T17:11:19.719Z","last_trade_at":"2026-10-21T17:11:12.72146365Z","price":77.27,"iv_pct":60.02283863952085,"implied_move_pct":13.918189997929769,"put_call_skew_pp":7.514922480620145,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"e62698300fb1821766bb3a682bfe65adee6ca68464c5f985c8ebe0b4ca713fe6"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T17:22:02.719000+00:00","captured_at":"2026-10-21T17:25:17.568Z","last_trade_at":"2026-10-21T17:25:16.862969664Z","price":77.315,"iv_pct":59.87806644736842,"implied_move_pct":13.858463496904324,"put_call_skew_pp":7.185443123938873,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"c54cea9a0e551c645285f1a9be71cd527e4683e45bfc389e10f9f674457796e1"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T17:31:37.119000+00:00","captured_at":"2026-10-21T17:35:57.437Z","last_trade_at":"2026-10-21T17:35:54.084316605Z","price":77.14,"iv_pct":59.868368407735794,"implied_move_pct":13.870586767058986,"put_call_skew_pp":5.936864504598427,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"05c807f019492fa15838fec8e8c3ab2332c3822afb2d4baffd6d824ee2c21ef4"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T17:56:06.204000+00:00","captured_at":"2026-10-21T17:57:23.464Z","last_trade_at":"2026-10-21T17:57:17.433157491Z","price":77.12,"iv_pct":60.15922696564291,"implied_move_pct":13.918764934965298,"put_call_skew_pp":5.592316073570569,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"625aa593be8993e8ae87ae4f9fc0176bae2292dab604a202a15e7de68144dee7"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T18:06:29.868000+00:00","captured_at":"2026-10-21T18:08:49.505Z","last_trade_at":"2026-10-21T18:08:49.264681669Z","price":77.41,"iv_pct":59.99716115006374,"implied_move_pct":13.895455308237588,"put_call_skew_pp":7.27509297520662,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"280fa8a6ab00dcfa486567082da40bef8c648b8e656e2f83c190bcd1ea1a96bc"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T18:18:10.144000+00:00","captured_at":"2026-10-21T18:19:42.915Z","last_trade_at":"2026-10-21T18:19:36.322692267Z","price":77.64,"iv_pct":59.132979036729026,"implied_move_pct":13.711728090592077,"put_call_skew_pp":7.8612943969140865,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"17ec26810ca5416320661302610cc11bfa39d288584fb52b79c19039261e1f45"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T18:19:11.253000+00:00","captured_at":"2026-10-21T18:29:59.650Z","last_trade_at":"2026-10-21T18:29:58.238806521Z","price":77.45,"iv_pct":59.55832596845466,"implied_move_pct":13.776095208540356,"put_call_skew_pp":6.444488801758452,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"35a3e696ab8309f4e1265886c4adfec42d9215effad34ad5e4779c1e7d967ed6"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T18:38:58.978000+00:00","captured_at":"2026-10-21T18:40:16.024Z","last_trade_at":"2026-10-21T18:40:06.073554278Z","price":77.555,"iv_pct":59.7171170112782,"implied_move_pct":13.824310793100345,"put_call_skew_pp":5.3753571428571405,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"6510969e0ee8d327a8ed60696d6e5aa1f6184f7da8749179cd49afcff7ae1181"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T18:50:28.417000+00:00","captured_at":"2026-10-21T18:50:31.887Z","last_trade_at":"2026-10-21T18:50:31.208229692Z","price":77.585,"iv_pct":59.42433120311197,"implied_move_pct":13.751655611410465,"put_call_skew_pp":5.611719345946142,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"1055c55fa9ce441eddd45822d44a5fc596a69cbbd59c6f6cb733dc4601ee865c"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T19:02:44.212000+00:00","captured_at":"2026-10-21T19:03:03.481Z","last_trade_at":"2026-10-21T19:03:01.553615709Z","price":76.75,"iv_pct":59.601445802128495,"implied_move_pct":13.759517447959132,"put_call_skew_pp":1.563840818449802,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"2bb65e7f913cd0feae34c1e36abc2fa45bef15be9ef94b37faa57bd3055c5507"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T19:06:34.544000+00:00","captured_at":"2026-10-21T19:13:58.363Z","last_trade_at":"2026-10-21T19:13:55.723828696Z","price":76.83,"iv_pct":60.44662030565651,"implied_move_pct":14.019860546030987,"put_call_skew_pp":2.5983888481291295,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"43f33701767573fdf29a133811ee06b5c36593eea93b587960062ea30ec7fe90"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T19:21:38.337000+00:00","captured_at":"2026-10-21T19:24:20.914Z","last_trade_at":"2026-10-21T19:24:18.67650273Z","price":77.12,"iv_pct":60.905849905573085,"implied_move_pct":14.126752797399538,"put_call_skew_pp":4.139225480283115,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"eb72b5e561f1294db01e7ac7c109ee3ac58dab91b4bc809e96c8f9777c224607"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T19:27:19.527000+00:00","captured_at":"2026-10-21T19:34:42.704Z","last_trade_at":"2026-10-21T19:34:40.854034551Z","price":77.41,"iv_pct":61.71860238469229,"implied_move_pct":14.330810199151307,"put_call_skew_pp":6.057725000000003,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"b6cccf7e2ed811046195fb60229376e14cc2f936e9476c0fa524552b7737909e"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T19:42:29.672000+00:00","captured_at":"2026-10-21T19:45:10.618Z","last_trade_at":"2026-10-21T19:45:08.618371226Z","price":77.455,"iv_pct":62.488595864661654,"implied_move_pct":14.511105890735488,"put_call_skew_pp":5.982318876188442,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"d22f5435466419c141da86df3a504f7d4553bc9fccafe20f9cb4ecd98ec65413"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-21T19:55:15.051000+00:00","captured_at":"2026-10-21T20:05:09.734Z","last_trade_at":"2026-10-21T20:03:38.373981739Z","price":77.89,"iv_pct":62.16815396887596,"implied_move_pct":14.505081651333438,"put_call_skew_pp":9.476367925910722,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"a7d31fc86aa01a1038de169b9422a1ba642c088f062dc6f8785bd84861d40b19"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:25.655000+00:00","captured_at":"2026-10-22T20:34:10.666Z","last_trade_at":"2026-10-22T20:34:06.206798527Z","price":74.63,"iv_pct":60.557648466633275,"implied_move_pct":13.759753586982063,"put_call_skew_pp":5.626058945497636,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"2f08fb176e31f1cebe72d23c72d1c4243527378cc6c20e6beb44f95e0db243ae"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-23T19:59:18.444000+00:00","captured_at":"2026-10-23T20:47:21.495Z","last_trade_at":"2026-10-23T20:05:13.148327646Z","price":74.08,"iv_pct":63.87604824029126,"implied_move_pct":14.346616227012518,"put_call_skew_pp":3.5820262792436774,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"644e5a82f5df29ae7a66f2819e39a7372a4d1d2634b49fb0d317f60ba909d1bf"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:58.078000+00:00","captured_at":"2026-10-27T01:30:36.324Z","last_trade_at":"2026-10-26T23:08:40.622657162Z","price":76,"iv_pct":58.109626047711146,"implied_move_pct":12.13963341622916,"put_call_skew_pp":7.317623716153121,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"e8e60a3af8cba289918d31eaddb8da395d7ccf8845f17d45a256731520ee08ed"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-27T14:37:50.315000+00:00","captured_at":"2026-10-27T14:48:22.872Z","last_trade_at":"2026-10-27T14:48:15.985937398Z","price":77.78,"iv_pct":62.291417098239975,"implied_move_pct":12.850946258627301,"put_call_skew_pp":5.164883720930236,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"7e55a096a57a307ec2cf891bf0b3d08ac091e66d04a0926515cca3edff70f026"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:19.659000+00:00","captured_at":"2026-10-27T23:35:15.240Z","last_trade_at":"2026-10-27T21:58:58.758790844Z","price":78.63,"iv_pct":66.5832149049799,"implied_move_pct":13.533689544420598,"put_call_skew_pp":-9.897958656330752,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"c8bf99d3fb51c799c95951beb6a629c75f612404f8d24d11f6116c76ebe25e56"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-28T19:59:36.538000+00:00","captured_at":"2026-10-28T20:30:42.443Z","last_trade_at":"2026-10-28T20:29:09.532803605Z","price":79.43,"iv_pct":62.94258861384103,"implied_move_pct":12.774611410672104,"put_call_skew_pp":6.480842985842994,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"1f0789582162a5c10ca472062e97c235f90a5a3f317463802896ac53330d0606"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:26.509000+00:00","captured_at":"2026-10-30T00:01:52.522Z","last_trade_at":"2026-10-29T23:35:55.748424828Z","price":79.99,"iv_pct":59.96778481272027,"implied_move_pct":11.520884725786201,"put_call_skew_pp":-1.5441904834878617,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"f335678abcf743745c4541117435f1cd537df2e0c5bdf38eb08aed0cafe9060f"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-10-30T19:53:22.967000+00:00","captured_at":"2026-10-30T23:01:09.400Z","last_trade_at":"2026-10-30T21:07:24.180629126Z","price":77.19,"iv_pct":68.74602692427064,"implied_move_pct":13.188888691869257,"put_call_skew_pp":13.248016765487613,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"4b3b3f70f3b8cd3022cef5637a5662dab1f5c3d277562ebdac9fda5bc9bc14ae"},{"symbol":"MCHP","expiry":"2026-11-20","observed_at":"2026-11-03T20:57:36.400000+00:00","captured_at":"2026-11-04T09:12:12.419Z","last_trade_at":"2026-11-04T09:08:56.133702121Z","price":78.46,"iv_pct":72.50340765634131,"implied_move_pct":12.323743359097659,"put_call_skew_pp":5.079164941762548,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCHP","source_hash":"2ed6d1c262a64bece16f6404885600f0effca026d4ad47d08ada1410e74bb34f"}],"dailyIv":[{"symbol":"MCHP","date":"2026-08-10","iv_pct":53.90269832034066,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":58.36489361702127,"put_iv_pct":55.218615384615376},{"expiry":"2026-08-21","call_iv_pct":53.81579349904398,"put_iv_pct":51.48307692307692},{"expiry":"2026-08-28","call_iv_pct":52.54834951456311,"put_iv_pct":55.39111398963731},{"expiry":"2026-09-04","call_iv_pct":51.036567164179104,"put_iv_pct":53.363176470588236}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"47d245650b85e3dfd0d88d4238f28717893e92fe69fcbaad03aac2817274ddd9","captured_at":"2026-10-22T01:08:59.916338+00:00","observed_at":"2026-08-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f04e4fc79392a174756eb80a702291de3f6044ebf78b089918964bfcf2c4552f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"bd4f8c5854ec71ced8721ffd51a06a6d452a1428a5dc1476e22c33389ae61bbb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"6c958038ee149f0cfcfcd08f9bccdb9d1bec18eca26027d60a14cfbfa670ccbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"4ab0f6b9439f155bd98fe39aba085708967cddb632c2915974305e9d93aa17c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"58b9996a76e8479739f7ef607e1347bda46b7db71bf5ede2616dff8d41907a55"}]},{"symbol":"MCHP","date":"2026-08-11","iv_pct":50.547778675758266,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":56.193117948717955,"put_iv_pct":50.25073283858998},{"expiry":"2026-08-21","call_iv_pct":50.91321243523317,"put_iv_pct":47.32311688311688},{"expiry":"2026-08-28","call_iv_pct":48.85680525164114,"put_iv_pct":51.47876993166287},{"expiry":"2026-09-04","call_iv_pct":48.37893401015228,"put_iv_pct":50.98754010695187}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e67add90d1c8aebf4b9dc3b4fdb59cc1069c84b7d50f60679fd0adfc93f12e06","captured_at":"2026-10-22T01:08:57.616557+00:00","observed_at":"2026-08-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b54a25760f6697aa71ddd23cad36ea3d244801b7e661e2cff117b02e893de8ae"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"bd4f8c5854ec71ced8721ffd51a06a6d452a1428a5dc1476e22c33389ae61bbb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"6c958038ee149f0cfcfcd08f9bccdb9d1bec18eca26027d60a14cfbfa670ccbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"4ab0f6b9439f155bd98fe39aba085708967cddb632c2915974305e9d93aa17c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"58b9996a76e8479739f7ef607e1347bda46b7db71bf5ede2616dff8d41907a55"}]},{"symbol":"MCHP","date":"2026-08-12","iv_pct":46.67010458769758,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":50.48758620689655,"put_iv_pct":46.832526096033405},{"expiry":"2026-08-21","call_iv_pct":46.06,"put_iv_pct":43.84316804407714},{"expiry":"2026-08-28","call_iv_pct":43.99,"put_iv_pct":49.19946502057613},{"expiry":"2026-09-04","call_iv_pct":44.56258064516129,"put_iv_pct":48.385510688836106}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3a35b30ff81f8bbd73d566e53419776a9200dd5d3ce4a6ed9008f5e2910f905e","captured_at":"2026-10-22T01:08:55.424530+00:00","observed_at":"2026-08-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b0a944cc5c939bb9921b4bd2ea72ab128811d8ab9bc374e780033db4a323b590"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"bd4f8c5854ec71ced8721ffd51a06a6d452a1428a5dc1476e22c33389ae61bbb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"6c958038ee149f0cfcfcd08f9bccdb9d1bec18eca26027d60a14cfbfa670ccbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"4ab0f6b9439f155bd98fe39aba085708967cddb632c2915974305e9d93aa17c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"58b9996a76e8479739f7ef607e1347bda46b7db71bf5ede2616dff8d41907a55"}]},{"symbol":"MCHP","date":"2026-08-13","iv_pct":46.76902629325649,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":50.50768267223382,"put_iv_pct":47.251877708233025},{"expiry":"2026-08-21","call_iv_pct":45.33638743455498,"put_iv_pct":44.17558673469388},{"expiry":"2026-08-28","call_iv_pct":44.52319516407599,"put_iv_pct":49.55659318637275},{"expiry":"2026-09-04","call_iv_pct":43.93088744588744,"put_iv_pct":48.870000000000005}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"db1205fb06ad5ca8dd3a66eaf1240f21e4f8ea935c28856ca436092080bf6ee8","captured_at":"2026-10-22T01:08:52.927657+00:00","observed_at":"2026-08-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c95d149ca89e8b0426a3c12172faed86fc4a1d5b9aaa641072e3948159e16db9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"bd4f8c5854ec71ced8721ffd51a06a6d452a1428a5dc1476e22c33389ae61bbb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"6c958038ee149f0cfcfcd08f9bccdb9d1bec18eca26027d60a14cfbfa670ccbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"4ab0f6b9439f155bd98fe39aba085708967cddb632c2915974305e9d93aa17c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"58b9996a76e8479739f7ef607e1347bda46b7db71bf5ede2616dff8d41907a55"}]},{"symbol":"MCHP","date":"2026-08-14","iv_pct":45.97935254667167,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":46.50232911392405,"put_iv_pct":46.03176245210728},{"expiry":"2026-08-28","call_iv_pct":42.464725457570715,"put_iv_pct":48.87600378787879},{"expiry":"2026-09-04","call_iv_pct":44.27155136268344,"put_iv_pct":49.31255924170616},{"expiry":"2026-09-11","call_iv_pct":42.70063829787234,"put_iv_pct":47.675250659630606}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9e3a955bad7e156277ad0cde82427325b093bd9a99208712074fe08c2505ad66","captured_at":"2026-10-22T01:08:46.212115+00:00","observed_at":"2026-08-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"6a3fd2958451acbd78ae13c168d38c9d80d046a49e768b152403559b51297ea0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"6c958038ee149f0cfcfcd08f9bccdb9d1bec18eca26027d60a14cfbfa670ccbc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"4ab0f6b9439f155bd98fe39aba085708967cddb632c2915974305e9d93aa17c4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"58b9996a76e8479739f7ef607e1347bda46b7db71bf5ede2616dff8d41907a55"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"cddce8f5fd2bbc1aa7bee84b67aaa28f8908560bec40ffb53deea70bbdf20c96"}]},{"symbol":"MCHP","date":"2026-08-17","iv_pct":49.40695099262817,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":56.53221428571429,"put_iv_pct":54.300092378752886},{"expiry":"2026-08-28","call_iv_pct":45.613200000000006,"put_iv_pct":50.90790697674419},{"expiry":"2026-09-04","call_iv_pct":45.83729896907216,"put_iv_pct":49.92354260089686},{"expiry":"2026-09-11","call_iv_pct":43.99130023640662,"put_iv_pct":48.150052493438324}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2ebc711ab1a71711f1b4ed2d576e2da1b726cbcce1a65b60096a8c0b76544f30","captured_at":"2026-10-22T01:08:28.418474+00:00","observed_at":"2026-08-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"747e48e4321851277e6bc78814a36bdee4eaabc5b3801fa911caac51f44a8eff"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a2db05eac3511d76c014c29a01557d6b2cc512076815f42f8eae7f0f119d2b8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7233be71aa0fac2d4708254913952a787fee4b72e4e591cec0b37a34a96dd4da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"00f70cefdc747e66aece56fb2cc055a997427a5de5a377789efc33b3e4cb54e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"dd3d79c3d50c3623c9db5a540fff76ce00bf99a46c2c56ff822d4cbbcd802593"}]},{"symbol":"MCHP","date":"2026-08-18","iv_pct":51.289427248849144,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":56.259609609609605,"put_iv_pct":60.13557235421166},{"expiry":"2026-08-28","call_iv_pct":44.65319708029197,"put_iv_pct":56.09874074074074},{"expiry":"2026-09-04","call_iv_pct":44.83491329479769,"put_iv_pct":53.375263157894736},{"expiry":"2026-09-11","call_iv_pct":43.832589285714285,"put_iv_pct":51.125532467532466}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"57e23a3f6bbfcf3b2350bd3e3b97ad18e369985857760b406c64994a44e069d6","captured_at":"2026-10-22T01:08:26.010025+00:00","observed_at":"2026-08-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"faebbdd4000c52e065d5f64d60223a67ab538225078173246da3165afdae56c0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a2db05eac3511d76c014c29a01557d6b2cc512076815f42f8eae7f0f119d2b8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7233be71aa0fac2d4708254913952a787fee4b72e4e591cec0b37a34a96dd4da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"00f70cefdc747e66aece56fb2cc055a997427a5de5a377789efc33b3e4cb54e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"dd3d79c3d50c3623c9db5a540fff76ce00bf99a46c2c56ff822d4cbbcd802593"}]},{"symbol":"MCHP","date":"2026-08-19","iv_pct":48.26698988351943,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":53.061409090909095,"put_iv_pct":51.5249705882353},{"expiry":"2026-08-28","call_iv_pct":43.92882907133244,"put_iv_pct":52.30256865912762},{"expiry":"2026-09-04","call_iv_pct":43.84510638297872,"put_iv_pct":50.20390593047035},{"expiry":"2026-09-11","call_iv_pct":42.66544513457557,"put_iv_pct":48.60368421052632}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8791b04b6ac16c37d18cd9aadb322b0086ed5b25a02fbc84b4ed9f6166658ac6","captured_at":"2026-10-22T01:08:23.917957+00:00","observed_at":"2026-08-19T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"4fac78da8b7116a0882fece3adb768dc23874d854b68f20985ea1e0aa96d71ce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a2db05eac3511d76c014c29a01557d6b2cc512076815f42f8eae7f0f119d2b8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7233be71aa0fac2d4708254913952a787fee4b72e4e591cec0b37a34a96dd4da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"00f70cefdc747e66aece56fb2cc055a997427a5de5a377789efc33b3e4cb54e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"dd3d79c3d50c3623c9db5a540fff76ce00bf99a46c2c56ff822d4cbbcd802593"}]},{"symbol":"MCHP","date":"2026-08-20","iv_pct":48.25436673373989,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":57.84104316546763,"put_iv_pct":52.373963868225296},{"expiry":"2026-08-28","call_iv_pct":42.97192857142857,"put_iv_pct":50.419219858156026},{"expiry":"2026-09-04","call_iv_pct":43.327354948805464,"put_iv_pct":49.026461824953444},{"expiry":"2026-09-11","call_iv_pct":43.398742393509124,"put_iv_pct":46.6762192393736}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2603f01e56f9dfac4e832a52591f0fa896bf24373a47947caefa08551fc15bc5","captured_at":"2026-10-22T01:08:21.516705+00:00","observed_at":"2026-08-20T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"fd7e85f9c72e7b6e878a326ba6229a1f6175079396b97ee4a393a883634b5d3e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a2db05eac3511d76c014c29a01557d6b2cc512076815f42f8eae7f0f119d2b8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7233be71aa0fac2d4708254913952a787fee4b72e4e591cec0b37a34a96dd4da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"00f70cefdc747e66aece56fb2cc055a997427a5de5a377789efc33b3e4cb54e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"dd3d79c3d50c3623c9db5a540fff76ce00bf99a46c2c56ff822d4cbbcd802593"}]},{"symbol":"MCHP","date":"2026-08-21","iv_pct":43.607820429488505,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":37.68869918699187,"put_iv_pct":48.898047493403695},{"expiry":"2026-09-04","call_iv_pct":40.26084226646248,"put_iv_pct":47.65820284697509},{"expiry":"2026-09-11","call_iv_pct":40.20044776119403,"put_iv_pct":45.98416490486258},{"expiry":"2026-09-18","call_iv_pct":41.34682497801231,"put_iv_pct":46.82533399800598}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3e3b708517ad803946cf5ab604907f6d55757e2f1f1891464b20b425ee34eff8","captured_at":"2026-10-22T01:08:15.562458+00:00","observed_at":"2026-08-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c98018988b3b4436788e8cccc3ff5ec63394b3766563a24cf3f8f217468ba0da"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7233be71aa0fac2d4708254913952a787fee4b72e4e591cec0b37a34a96dd4da"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"00f70cefdc747e66aece56fb2cc055a997427a5de5a377789efc33b3e4cb54e1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"dd3d79c3d50c3623c9db5a540fff76ce00bf99a46c2c56ff822d4cbbcd802593"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"d77cbad77ec0ea9abb605f701e6be442ed47fbf220e38596e9e092871bfe651c"}]},{"symbol":"MCHP","date":"2026-08-24","iv_pct":48.17283610060916,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":49.602558593750004,"put_iv_pct":53.004715025906734},{"expiry":"2026-09-04","call_iv_pct":45.668257016248155,"put_iv_pct":49.169363057324844},{"expiry":"2026-09-11","call_iv_pct":44.1846875,"put_iv_pct":48.19965931863727},{"expiry":"2026-09-18","call_iv_pct":47.216519721577725,"put_iv_pct":48.336928571428565}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"95abd5cef54da1ca8ccc352bbb494780d8ef97e5bf0eba44ac615d18f693625d","captured_at":"2026-10-22T01:07:59.715306+00:00","observed_at":"2026-08-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f0ac536d7250860727f409e602da7cca01cca702ac011ae7da7f25dd2ab18e29"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"fdde9c5c3607b4075078a01830b4746dfc41adb826bb949667506443146d243e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"53d62c6ea1abf79beb0bbebc53e76cab982d3afc99a907ff2d1307a2590b7358"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"277f1abcf0ec77a863c0781520b81404d94c5d420958a3042f1a5abed17e5b9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7d1059b2b055fc270584bf780e616b06196dc0fa7e5bd6d192da63da3d1aa809"}]},{"symbol":"MCHP","date":"2026-08-25","iv_pct":47.91028838791611,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":52.98011535048802,"put_iv_pct":50.44215553677092},{"expiry":"2026-09-04","call_iv_pct":48.852044776119406,"put_iv_pct":45.93890449438203},{"expiry":"2026-09-11","call_iv_pct":46.96765917602996,"put_iv_pct":44.690089285714286},{"expiry":"2026-09-18","call_iv_pct":47.00091743119266,"put_iv_pct":46.41042105263158}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1825187a61490177b66cbcdf8301b48ef4e4808381bf8877a6a167c5e2ab503a","captured_at":"2026-10-22T01:07:57.519328+00:00","observed_at":"2026-08-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"508a701bd65878ce68e112c2ff63af2fdbb36c71cc6448d2d4b75350a686f828"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"fdde9c5c3607b4075078a01830b4746dfc41adb826bb949667506443146d243e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"53d62c6ea1abf79beb0bbebc53e76cab982d3afc99a907ff2d1307a2590b7358"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"277f1abcf0ec77a863c0781520b81404d94c5d420958a3042f1a5abed17e5b9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7d1059b2b055fc270584bf780e616b06196dc0fa7e5bd6d192da63da3d1aa809"}]},{"symbol":"MCHP","date":"2026-08-26","iv_pct":47.92371771617224,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":49.3076008202324,"put_iv_pct":55.938997594226144},{"expiry":"2026-09-04","call_iv_pct":45.60448559670782,"put_iv_pct":48.53},{"expiry":"2026-09-11","call_iv_pct":43.893565217391306,"put_iv_pct":46.00326164874552},{"expiry":"2026-09-18","call_iv_pct":46.456753246753244,"put_iv_pct":47.65507760532151}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"97709b7dcbc20ff876423f852f27d163bf83bc7026d3631c51e143602957211f","captured_at":"2026-10-22T01:07:55.412935+00:00","observed_at":"2026-08-26T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"9a31a1e33d7978c47158bc41d4fc76b5648ce8a8dd6b33cc36e1ecf304ba863f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"fdde9c5c3607b4075078a01830b4746dfc41adb826bb949667506443146d243e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"53d62c6ea1abf79beb0bbebc53e76cab982d3afc99a907ff2d1307a2590b7358"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"277f1abcf0ec77a863c0781520b81404d94c5d420958a3042f1a5abed17e5b9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7d1059b2b055fc270584bf780e616b06196dc0fa7e5bd6d192da63da3d1aa809"}]},{"symbol":"MCHP","date":"2026-08-27","iv_pct":45.02384537694256,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":48.815203531142714,"put_iv_pct":51.63013960703206},{"expiry":"2026-09-04","call_iv_pct":42.25256227758007,"put_iv_pct":42.80293269230769},{"expiry":"2026-09-11","call_iv_pct":41.576902086677364,"put_iv_pct":43.7789898989899},{"expiry":"2026-09-18","call_iv_pct":43.97847736625515,"put_iv_pct":45.355555555555554}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"96597ae06ef3f1492327d73bc37b154df78210efc8c9dd3245799ae38d5b8740","captured_at":"2026-10-22T01:07:53.117857+00:00","observed_at":"2026-08-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"122c92aaf97ec04e528b288c86dc3ace3d32cc1c4298181923465577a7893356"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"fdde9c5c3607b4075078a01830b4746dfc41adb826bb949667506443146d243e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"53d62c6ea1abf79beb0bbebc53e76cab982d3afc99a907ff2d1307a2590b7358"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"277f1abcf0ec77a863c0781520b81404d94c5d420958a3042f1a5abed17e5b9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7d1059b2b055fc270584bf780e616b06196dc0fa7e5bd6d192da63da3d1aa809"}]},{"symbol":"MCHP","date":"2026-08-28","iv_pct":41.62404354785893,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":41.37690274841437,"put_iv_pct":39.724259259259256},{"expiry":"2026-09-11","call_iv_pct":41.07327433628319,"put_iv_pct":39.81903133903133},{"expiry":"2026-09-18","call_iv_pct":42.1277037037037,"put_iv_pct":41.326871609403256},{"expiry":"2026-09-25","call_iv_pct":44.465558086560364,"put_iv_pct":43.07874730021599}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7bc29a4577ce2ec77b3b198f52bfe122c21139d15b4d9dda7f075af4e14a1564","captured_at":"2026-10-22T01:07:47.945871+00:00","observed_at":"2026-08-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0312a6b58d932ab05272f1e5a6f561573196908e0dd9414117484e90c861c995"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"53d62c6ea1abf79beb0bbebc53e76cab982d3afc99a907ff2d1307a2590b7358"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"277f1abcf0ec77a863c0781520b81404d94c5d420958a3042f1a5abed17e5b9c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"7d1059b2b055fc270584bf780e616b06196dc0fa7e5bd6d192da63da3d1aa809"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"9fbaf4c559b09943c9ab18967ec39172d696f5a65ef62ad220ab68ceacd5f85d"}]},{"symbol":"MCHP","date":"2026-08-31","iv_pct":43.4332694723841,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":47.94329008341056,"put_iv_pct":42.99795170691091},{"expiry":"2026-09-11","call_iv_pct":42.8145467032967,"put_iv_pct":39.88683738796415},{"expiry":"2026-09-18","call_iv_pct":44.597142857142856,"put_iv_pct":41.319880749574104},{"expiry":"2026-09-25","call_iv_pct":44.795945945945945,"put_iv_pct":43.11056034482759}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7d896917aba43fa5cbf91220cf4f92689b70ececca7782dedee32e285a08f274","captured_at":"2026-10-22T01:07:26.704829+00:00","observed_at":"2026-08-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c6751216370beb61615e0eb66175962c3683362cbbfea698a633e9b600873038"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"af115b8f240248e44a4317a198d72ed118c6f038f3b8b2063d62a8c33d54008e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"03504650a307445615d3b3afec586a4a882fe81f337659065083e10ecdf7eeda"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e30c7fb75a51b45a5a202e433e5b0ad63554731f29550285394244d80480bc34"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"591eccb76d7ef534ded942e44e6b7220ebbd0bad222a49bf41fe71ecb2729ffc"}]},{"symbol":"MCHP","date":"2026-09-01","iv_pct":45.960961014746395,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":51.48171953255425,"put_iv_pct":47.31028985507246},{"expiry":"2026-09-11","call_iv_pct":45.79347354138399,"put_iv_pct":42.90329949238579},{"expiry":"2026-09-18","call_iv_pct":45.09846153846154,"put_iv_pct":44.43},{"expiry":"2026-09-25","call_iv_pct":45.66772631578947,"put_iv_pct":45.002717842323655}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5a98f552a391bb2cc35aebe1596fef7cf3c4d737f5e0ddb54f1b44b7cd11a350","captured_at":"2026-10-22T01:07:10.609349+00:00","observed_at":"2026-09-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"df60c2b91af04d8d63f15be91bfd2e1013cb046ec05eed8b7a1d0fbcf87e61cc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"98e83086818cd55643008fbd511395170fe4f5dd6d6e6e3cd8bfcfe4d22d2d4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e711bb296cb6907d4ce40f959fd063bc85ff38827f817e1e4962730584b87fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e81eb70a2e4dcc95edbe355dd3c5df45b802b91a2b99f320f3c50a2d91b3ba87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"8be79d8ee2cb31636e6667f59c1e07f1ab683a445c1325cefccc7c97035ae6f3"}]},{"symbol":"MCHP","date":"2026-09-02","iv_pct":44.953396894846705,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":47.41677419354839,"put_iv_pct":49.789345794392524},{"expiry":"2026-09-11","call_iv_pct":43.6465625,"put_iv_pct":42.86447852760736},{"expiry":"2026-09-18","call_iv_pct":43.13354344122657,"put_iv_pct":43.15751623376623},{"expiry":"2026-09-25","call_iv_pct":45.152233820459294,"put_iv_pct":44.46672064777328}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2a94f10dcdc9adbc3e3fe592531d6ce48b82850f40f7ae7fdfa94dd6b9d04731","captured_at":"2026-10-22T01:07:08.029968+00:00","observed_at":"2026-09-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"24ef46688460890620f3b4e6222ae98a24a9dfa494412554f90bad8990cf4da3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"98e83086818cd55643008fbd511395170fe4f5dd6d6e6e3cd8bfcfe4d22d2d4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e711bb296cb6907d4ce40f959fd063bc85ff38827f817e1e4962730584b87fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e81eb70a2e4dcc95edbe355dd3c5df45b802b91a2b99f320f3c50a2d91b3ba87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"8be79d8ee2cb31636e6667f59c1e07f1ab683a445c1325cefccc7c97035ae6f3"}]},{"symbol":"MCHP","date":"2026-09-03","iv_pct":45.38646461824982,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":53.46078539269635,"put_iv_pct":49.322237399905795},{"expiry":"2026-09-11","call_iv_pct":42.96809638554217,"put_iv_pct":42.43},{"expiry":"2026-09-18","call_iv_pct":44.96048359240069,"put_iv_pct":43.37372681281619},{"expiry":"2026-09-25","call_iv_pct":43.73571428571429,"put_iv_pct":42.84067307692308}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"84d15046de0bf42cfaf26a8473a17f8ab9386cfa11f457765506b4c0b31f0c77","captured_at":"2026-10-22T01:07:05.309423+00:00","observed_at":"2026-09-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"deff99caa6a3b2f3c65c8468eca5a815347847db72d4146c3876b0bbe1a5a34e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"98e83086818cd55643008fbd511395170fe4f5dd6d6e6e3cd8bfcfe4d22d2d4a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e711bb296cb6907d4ce40f959fd063bc85ff38827f817e1e4962730584b87fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e81eb70a2e4dcc95edbe355dd3c5df45b802b91a2b99f320f3c50a2d91b3ba87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"8be79d8ee2cb31636e6667f59c1e07f1ab683a445c1325cefccc7c97035ae6f3"}]},{"symbol":"MCHP","date":"2026-09-04","iv_pct":44.88431905358421,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":43.379133858267714,"put_iv_pct":42.63},{"expiry":"2026-09-18","call_iv_pct":43.98667731629393,"put_iv_pct":45.74894824707847},{"expiry":"2026-09-25","call_iv_pct":45.376871165644175,"put_iv_pct":45.30012219959267},{"expiry":"2026-10-02","call_iv_pct":46.963469387755104,"put_iv_pct":45.68933025404157}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1f9394ee9037b54ff0c1d3d430e18e96257973597aa1b1c0f7967756100352c4","captured_at":"2026-10-22T01:06:45.708522+00:00","observed_at":"2026-09-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b27a930f452928419938e90b5de75cdafd07be940e6817e0f7d90637b8ba5a86"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e711bb296cb6907d4ce40f959fd063bc85ff38827f817e1e4962730584b87fd3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"e81eb70a2e4dcc95edbe355dd3c5df45b802b91a2b99f320f3c50a2d91b3ba87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"8be79d8ee2cb31636e6667f59c1e07f1ab683a445c1325cefccc7c97035ae6f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"253a09579cd476d8267b1357ab8c6742f270b9fa5a623bc2ced8b9427a7d6986"}]},{"symbol":"MCHP","date":"2026-09-08","iv_pct":51.30154504988245,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":55.87494382022472,"put_iv_pct":56.99824561403509},{"expiry":"2026-09-18","call_iv_pct":48.023505154639174,"put_iv_pct":51.38367346938776},{"expiry":"2026-09-25","call_iv_pct":48.6276833976834,"put_iv_pct":50.63764227642277},{"expiry":"2026-10-02","call_iv_pct":50.23666666666667,"put_iv_pct":48.63}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"40cffdc2d3aff8dbb96f3a628ba97cea329376df2d9c3aa803d1a6b8a3a5c18f","captured_at":"2026-10-22T01:06:24.742013+00:00","observed_at":"2026-09-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f0d98f8de7377304b31d6e8e4132342274697fab19efd135603a67c83d25ff6e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"abb3948935c61a1d697b63153bd350809542c312f1ef3db46f660468075f34f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"09087801dd5f2348f03b1d8902e97441c7b8a629ceb6f483b309ea734986d246"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"24a100ca4bcfe438fbc19631dd133ca4df114d046ce565f6f1dea2e1778cbeb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"b4a01c558bcc702baa02af2305799ef54f6bb19ccf5407a0a1a7dbe38db34706"}]},{"symbol":"MCHP","date":"2026-09-09","iv_pct":49.24763803711974,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":54.84,"put_iv_pct":55.076903474903474},{"expiry":"2026-09-18","call_iv_pct":48.189228650137736,"put_iv_pct":46.78647530040053},{"expiry":"2026-09-25","call_iv_pct":47.70048780487805,"put_iv_pct":46.50109640831758},{"expiry":"2026-10-02","call_iv_pct":47.466551724137936,"put_iv_pct":47.42036093418259}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6dcd7304fa2a976a5ec429b6baa56d2d38ea38ed4c69685be3e9216cce212b5e","captured_at":"2026-10-22T01:06:22.023578+00:00","observed_at":"2026-09-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c77b6d376eec82f93a72ccb94fa4363b8c5c7eb08d5fe2edbd1239508ace3512"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"abb3948935c61a1d697b63153bd350809542c312f1ef3db46f660468075f34f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"09087801dd5f2348f03b1d8902e97441c7b8a629ceb6f483b309ea734986d246"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"24a100ca4bcfe438fbc19631dd133ca4df114d046ce565f6f1dea2e1778cbeb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"b4a01c558bcc702baa02af2305799ef54f6bb19ccf5407a0a1a7dbe38db34706"}]},{"symbol":"MCHP","date":"2026-09-10","iv_pct":48.62733547812207,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":56.93693181818181,"put_iv_pct":57.109645196506555},{"expiry":"2026-09-18","call_iv_pct":46.06675642594859,"put_iv_pct":43.99803066037736},{"expiry":"2026-09-25","call_iv_pct":45.932,"put_iv_pct":46.56703703703703},{"expiry":"2026-10-02","call_iv_pct":46.75877049180328,"put_iv_pct":45.64951219512195}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6fe8e92c11fe383cd109266f50d5626003540d107fa9729621fbe7ce96eac0a1","captured_at":"2026-10-22T01:06:19.813592+00:00","observed_at":"2026-09-10T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f976dc045f675c60c142d4a61ca3b1152a204ad4aeb1c75be4a971d0f1641afb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"abb3948935c61a1d697b63153bd350809542c312f1ef3db46f660468075f34f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"09087801dd5f2348f03b1d8902e97441c7b8a629ceb6f483b309ea734986d246"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"24a100ca4bcfe438fbc19631dd133ca4df114d046ce565f6f1dea2e1778cbeb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"b4a01c558bcc702baa02af2305799ef54f6bb19ccf5407a0a1a7dbe38db34706"}]},{"symbol":"MCHP","date":"2026-09-11","iv_pct":44.151852973918,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":43.560515463917525,"put_iv_pct":43.84084745762712},{"expiry":"2026-09-25","call_iv_pct":43.647555555555556,"put_iv_pct":44.17214285714286},{"expiry":"2026-10-02","call_iv_pct":44.62789156626506,"put_iv_pct":44.20343873517787},{"expiry":"2026-10-09","call_iv_pct":44.55965437788018,"put_iv_pct":44.602777777777774}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3abe31bc5e285ec1635109498038e8d75cc2ce5e54c3b5195be62c46aab14e64","captured_at":"2026-10-22T01:06:15.726096+00:00","observed_at":"2026-09-11T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2895719cb4c8a63e7c6e4a2e86e6d0e21f9995c70dca9eb6c6e743cf6c1b7766"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"09087801dd5f2348f03b1d8902e97441c7b8a629ceb6f483b309ea734986d246"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"24a100ca4bcfe438fbc19631dd133ca4df114d046ce565f6f1dea2e1778cbeb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"b4a01c558bcc702baa02af2305799ef54f6bb19ccf5407a0a1a7dbe38db34706"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"77148854c554436bcb530bad41c56386f934de85bbd03eef47ab98425a0ad569"}]},{"symbol":"MCHP","date":"2026-09-14","iv_pct":49.55770328390946,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":53.831521298174444,"put_iv_pct":56.462042553191495},{"expiry":"2026-09-25","call_iv_pct":47.76589552238806,"put_iv_pct":49.690772797527046},{"expiry":"2026-10-02","call_iv_pct":47.21938697318008,"put_iv_pct":48.23545105566219},{"expiry":"2026-10-09","call_iv_pct":46.47233333333333,"put_iv_pct":46.78422273781903}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d2c7bc539bd081cc73b64ea0af8c81c0b475f58a386f3c857bbe1bb368c2ed8c","captured_at":"2026-10-22T01:06:13.729340+00:00","observed_at":"2026-09-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"5cae61b8247ff54a6a90a7e4c4d47d6314e63a14cf8ba8e40e7ab5d59e64032b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"09087801dd5f2348f03b1d8902e97441c7b8a629ceb6f483b309ea734986d246"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"24a100ca4bcfe438fbc19631dd133ca4df114d046ce565f6f1dea2e1778cbeb9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"b4a01c558bcc702baa02af2305799ef54f6bb19ccf5407a0a1a7dbe38db34706"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"77148854c554436bcb530bad41c56386f934de85bbd03eef47ab98425a0ad569"}]},{"symbol":"MCHP","date":"2026-09-15","iv_pct":48.44791022880659,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":52.88384615384615,"put_iv_pct":51.738178001679266},{"expiry":"2026-09-25","call_iv_pct":47.61831683168317,"put_iv_pct":47.86813655761024},{"expiry":"2026-10-02","call_iv_pct":47.218333333333334,"put_iv_pct":46.862218181818186},{"expiry":"2026-10-09","call_iv_pct":46.94940298507463,"put_iv_pct":46.444849785407726}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"64f53d1ed13d390ed5d94c3e0cda258deed687b1cb36e0071fa36ec8887e4e0d","captured_at":"2026-10-22T01:05:55.922844+00:00","observed_at":"2026-09-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"eef76c7896a573df3846c57ef1aac97aa7ed80441a4d49bbb8c2dc673a83453b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"410221f6fa6da2145b59aa2a84d8afcbaea49b7f6272e5ff8cdfdaf1697a4dfe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"47b60c19965ec2b824b0f10c306d0543c71c33575bd6a9b922411fc573af61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c7f71ad003f85cdd04f083f3efba5d9c460be920ccdef897c041e74de9f9c00a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a4752404932ab857f39d6e7ff4e351e89ff873701d1aea2f9b69c877b799f8f6"}]},{"symbol":"MCHP","date":"2026-09-16","iv_pct":47.588559159303855,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":51.87247811447811,"put_iv_pct":53.377562499999996},{"expiry":"2026-09-25","call_iv_pct":45.44160647571607,"put_iv_pct":46.47737913486005},{"expiry":"2026-10-02","call_iv_pct":45.955411764705886,"put_iv_pct":46.12363636363636},{"expiry":"2026-10-09","call_iv_pct":46.07814595660749,"put_iv_pct":45.382252964426876}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"398d099dbbc0dab596fe0a6d6853cf2e405e663afac927e33c685174cb4b2f7b","captured_at":"2026-10-22T01:05:52.908856+00:00","observed_at":"2026-09-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"aca13a79fba96aa62867ed0b1b6379b2cb21e0e4e4cf944385dd649381e1435a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"410221f6fa6da2145b59aa2a84d8afcbaea49b7f6272e5ff8cdfdaf1697a4dfe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"47b60c19965ec2b824b0f10c306d0543c71c33575bd6a9b922411fc573af61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c7f71ad003f85cdd04f083f3efba5d9c460be920ccdef897c041e74de9f9c00a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a4752404932ab857f39d6e7ff4e351e89ff873701d1aea2f9b69c877b799f8f6"}]},{"symbol":"MCHP","date":"2026-09-17","iv_pct":45.00170554151441,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":52.179291581108835,"put_iv_pct":45.9013357400722},{"expiry":"2026-09-25","call_iv_pct":43.372923976608185,"put_iv_pct":41.22476614699332},{"expiry":"2026-10-02","call_iv_pct":44.812316476345835,"put_iv_pct":44.223359375},{"expiry":"2026-10-09","call_iv_pct":44.74285714285715,"put_iv_pct":43.55679389312977}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"66c81a4a3fb9af6928960e2bd2f6765db2155ecfad9e199a036cfae2c776ea6a","captured_at":"2026-10-22T01:05:50.928832+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"abb08d4b08fb3f7e80e3bab4a87529bacab698266928416813b5ac92b244b9d1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"410221f6fa6da2145b59aa2a84d8afcbaea49b7f6272e5ff8cdfdaf1697a4dfe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"47b60c19965ec2b824b0f10c306d0543c71c33575bd6a9b922411fc573af61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c7f71ad003f85cdd04f083f3efba5d9c460be920ccdef897c041e74de9f9c00a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a4752404932ab857f39d6e7ff4e351e89ff873701d1aea2f9b69c877b799f8f6"}]},{"symbol":"MCHP","date":"2026-09-18","iv_pct":43.26330787058133,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":40.783445026178015,"put_iv_pct":42.34974193548387},{"expiry":"2026-10-02","call_iv_pct":44.0950641025641,"put_iv_pct":44.659268292682924},{"expiry":"2026-10-09","call_iv_pct":43.492533589251444,"put_iv_pct":44.65865079365079},{"expiry":"2026-10-16","call_iv_pct":43.36979609929078,"put_iv_pct":42.697963125548725}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"78e848f05c21b2d08c49e70412ace601bfd617d9d6dcede94861c23544aa0a0d","captured_at":"2026-10-22T01:05:45.508136+00:00","observed_at":"2026-09-18T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7049ffbf60cbb19edae3bd72fb3c8f849e0a7a49edfcff77cc69bd2f146f76b2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"47b60c19965ec2b824b0f10c306d0543c71c33575bd6a9b922411fc573af61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c7f71ad003f85cdd04f083f3efba5d9c460be920ccdef897c041e74de9f9c00a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a4752404932ab857f39d6e7ff4e351e89ff873701d1aea2f9b69c877b799f8f6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"2efe8a9de6dc1998810792dd6dd9c4d841e080048688007ff9326f5b6cca47a5"}]},{"symbol":"MCHP","date":"2026-09-21","iv_pct":46.09929990417929,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":51.99608739837398,"put_iv_pct":47.0234647887324},{"expiry":"2026-10-02","call_iv_pct":45.26587719298246,"put_iv_pct":43.69431818181818},{"expiry":"2026-10-09","call_iv_pct":47.25799599198397,"put_iv_pct":44.15263940520446},{"expiry":"2026-10-16","call_iv_pct":45.457027027027024,"put_iv_pct":43.946989247311826}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"365d597f7a8d474f53d9bcc484617c2a6709ddcd9d7af52fd783fd8629608656","captured_at":"2026-10-22T01:05:42.673116+00:00","observed_at":"2026-09-21T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"3bd697d544ee04f57673ba6b76b96bb5224ef92e6251c2638c56aad640b0e63f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"47b60c19965ec2b824b0f10c306d0543c71c33575bd6a9b922411fc573af61e4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c7f71ad003f85cdd04f083f3efba5d9c460be920ccdef897c041e74de9f9c00a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a4752404932ab857f39d6e7ff4e351e89ff873701d1aea2f9b69c877b799f8f6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"2efe8a9de6dc1998810792dd6dd9c4d841e080048688007ff9326f5b6cca47a5"}]},{"symbol":"MCHP","date":"2026-09-22","iv_pct":47.22060005479941,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":50.960686886708295,"put_iv_pct":46.37678310316816},{"expiry":"2026-10-02","call_iv_pct":47.68547655068078,"put_iv_pct":45.991364317841075},{"expiry":"2026-10-09","call_iv_pct":47.67041420118343,"put_iv_pct":46.01671905697446},{"expiry":"2026-10-16","call_iv_pct":47.08101149425287,"put_iv_pct":45.98234482758621}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fa1c57558679d02a522c52a98fcb35a194521aa7494d8ba7a2ffa629e3fd44b9","captured_at":"2026-10-22T01:05:26.121731+00:00","observed_at":"2026-09-22T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1244955adfbd7df7570b745e4b7db4d14727a49b228c7417deeea54a33a2c3dc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"ba21758224b8927b6a3c2b3daaa01ecae3d967001ae03001cdd474ee3a113c91"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f506ba91e3992c7b58539cfb2ad9bb54bcb866f9ce169417618ded371d2fb775"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"5d4bc9821a7d137caaef9092985192a367c147d447487d5c1f7f4e7cb9b280aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f3f01a694521e60c795f5c1672bcde18546c77937ffe68b2e45c97706525f8d5"}]},{"symbol":"MCHP","date":"2026-09-23","iv_pct":47.64309480222801,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":51.10969762419006,"put_iv_pct":49.853921293042866},{"expiry":"2026-10-02","call_iv_pct":46.91581818181819,"put_iv_pct":47.06263305322129},{"expiry":"2026-10-09","call_iv_pct":46.63979591836734,"put_iv_pct":46.57645756457565},{"expiry":"2026-10-16","call_iv_pct":46.568695652173915,"put_iv_pct":46.41773913043479}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1ae055c7da26ac839131154a7d3c7ddec50847b37e04358478c8dc8842150f44","captured_at":"2026-10-22T01:05:23.816083+00:00","observed_at":"2026-09-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ae079148169f4a7dafae23459b90af36fee03bf0e7567cab91b3976eb0754d21"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"ba21758224b8927b6a3c2b3daaa01ecae3d967001ae03001cdd474ee3a113c91"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f506ba91e3992c7b58539cfb2ad9bb54bcb866f9ce169417618ded371d2fb775"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"5d4bc9821a7d137caaef9092985192a367c147d447487d5c1f7f4e7cb9b280aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f3f01a694521e60c795f5c1672bcde18546c77937ffe68b2e45c97706525f8d5"}]},{"symbol":"MCHP","date":"2026-09-24","iv_pct":48.82611243705425,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":49.51477794793262,"put_iv_pct":62.4952311827957},{"expiry":"2026-10-02","call_iv_pct":48.50364846870839,"put_iv_pct":43.98690976514215},{"expiry":"2026-10-09","call_iv_pct":41.99538461538461,"put_iv_pct":48.65621052631579},{"expiry":"2026-10-16","call_iv_pct":47.90888888888889,"put_iv_pct":47.54784810126582}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a922c2b22232c38e48185dfa9169eada228cc54e12a3e0c788a72c2558ff6cb3","captured_at":"2026-10-22T01:05:20.915445+00:00","observed_at":"2026-09-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"1d058ee487089c938bfeb1cca19ddf3275e7a60dcbf2ebe481548e19f877afce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"ba21758224b8927b6a3c2b3daaa01ecae3d967001ae03001cdd474ee3a113c91"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f506ba91e3992c7b58539cfb2ad9bb54bcb866f9ce169417618ded371d2fb775"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"5d4bc9821a7d137caaef9092985192a367c147d447487d5c1f7f4e7cb9b280aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f3f01a694521e60c795f5c1672bcde18546c77937ffe68b2e45c97706525f8d5"}]},{"symbol":"MCHP","date":"2026-09-25","iv_pct":45.10747070530985,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":44.001975308641974,"put_iv_pct":44.381600955794504},{"expiry":"2026-10-09","call_iv_pct":43.74989266547406,"put_iv_pct":43.23953947368421},{"expiry":"2026-10-16","call_iv_pct":46.221304347826084,"put_iv_pct":45.93675159235669},{"expiry":"2026-10-23","call_iv_pct":48.20727272727272,"put_iv_pct":45.121428571428574}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b0e62281b61614e1e8a145567162836609e5793f8fec715e511667cdc2198c7c","captured_at":"2026-10-22T01:05:16.110601+00:00","observed_at":"2026-09-25T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7247a1828121b94e29e9ecacad3d54834817b6002b34746797ffbcb21c1631fa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f506ba91e3992c7b58539cfb2ad9bb54bcb866f9ce169417618ded371d2fb775"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"5d4bc9821a7d137caaef9092985192a367c147d447487d5c1f7f4e7cb9b280aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f3f01a694521e60c795f5c1672bcde18546c77937ffe68b2e45c97706525f8d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"5a132bf5766151c9608bcf01a46b9befeb1ca239bce36ca751ebdcc16e545f48"}]},{"symbol":"MCHP","date":"2026-09-28","iv_pct":50.680818122336454,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":50.58497767857143,"put_iv_pct":60.0872131147541},{"expiry":"2026-10-09","call_iv_pct":48.47947049924357,"put_iv_pct":52.64},{"expiry":"2026-10-16","call_iv_pct":46.77154684095861,"put_iv_pct":53.375743073047865},{"expiry":"2026-10-23","call_iv_pct":46.592222222222226,"put_iv_pct":46.91537154989385}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"91f14a8c66f65669d4ecfd28700b42ecb0b38215501a65f761574949848cca57","captured_at":"2026-10-22T01:05:13.802811+00:00","observed_at":"2026-09-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c315b7b324740a74e51c9d246f0104d3ca3d4e1d16b5d8bfc96f85e6c1ba84a4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f506ba91e3992c7b58539cfb2ad9bb54bcb866f9ce169417618ded371d2fb775"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"5d4bc9821a7d137caaef9092985192a367c147d447487d5c1f7f4e7cb9b280aa"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f3f01a694521e60c795f5c1672bcde18546c77937ffe68b2e45c97706525f8d5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"5a132bf5766151c9608bcf01a46b9befeb1ca239bce36ca751ebdcc16e545f48"}]},{"symbol":"MCHP","date":"2026-09-29","iv_pct":49.18221570164776,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":57.72324324324324,"put_iv_pct":52.28138328530258},{"expiry":"2026-10-09","call_iv_pct":46.340327868852455,"put_iv_pct":50.044462540716616},{"expiry":"2026-10-16","call_iv_pct":48.46691860465116,"put_iv_pct":45.75763747454175},{"expiry":"2026-10-23","call_iv_pct":43.15504291845494,"put_iv_pct":49.688709677419354}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6e7d3e26114a68000385ea4a0822d7d3754083b58edbffe12e7381a6d74c764f","captured_at":"2026-10-22T01:04:55.922726+00:00","observed_at":"2026-09-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"d3755d0f8ea2530a9741e6451491b246249b5ae9f70fb2aaffe27c6c339002d9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"d70cbb8c70a9aeece13faa2242f388d7bb0eeab5c4a98220b50441d52597b0cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"2274ea020cf102df939cf5f2d74c128a8eec4204e36cd1a4404b6273bf122bf1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a2e2914539176d7c4aee9c8728152dd579bd036fd52c58261ed4a1b37b43427f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"d0c5127b2f19f2b11170ea728c0919569215a6169e2065d69cee396af973ff46"}]},{"symbol":"MCHP","date":"2026-09-30","iv_pct":47.63464447784801,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":57.0179421221865,"put_iv_pct":50.60213467048711},{"expiry":"2026-10-09","call_iv_pct":42.391450617283944,"put_iv_pct":39.755},{"expiry":"2026-10-16","call_iv_pct":43.17681415929203,"put_iv_pct":48.14666666666667},{"expiry":"2026-10-23","call_iv_pct":50.679665924276165,"put_iv_pct":49.30748166259169}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ab8040a9a6afea6e985faa4b91687a01bf52dbc8e379a8e564493b55d9097f0c","captured_at":"2026-10-22T01:04:54.011842+00:00","observed_at":"2026-09-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"ab1d5e865a0e3585c0fd080e408ee2cb296f90dca81fc3bfb9fcb3a14b03e32f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"d70cbb8c70a9aeece13faa2242f388d7bb0eeab5c4a98220b50441d52597b0cf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"2274ea020cf102df939cf5f2d74c128a8eec4204e36cd1a4404b6273bf122bf1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"a2e2914539176d7c4aee9c8728152dd579bd036fd52c58261ed4a1b37b43427f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"d0c5127b2f19f2b11170ea728c0919569215a6169e2065d69cee396af973ff46"}]},{"symbol":"MCHP","date":"2026-10-01","iv_pct":51.12921172157827,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":61.47417302798982,"put_iv_pct":72.37779850746269},{"expiry":"2026-10-09","call_iv_pct":49.29688760806916,"put_iv_pct":45.61767160161507},{"expiry":"2026-10-16","call_iv_pct":48.10301886792453,"put_iv_pct":38.96444617784711},{"expiry":"2026-10-23","call_iv_pct":44.11988188976378,"put_iv_pct":49.07981609195403}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"44e7ee32a24c09626ef308a9e71967fa20257575af0d95036c1e033f1dc57de6","captured_at":"2026-10-22T01:04:46.037826+00:00","observed_at":"2026-10-01T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e5d1458a39bda3f5c8f5524e17ef56fe7b8d8f9d143390739b758911a852b648"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"1b37e3ff6a4f855d8cd8a2adfc59d4e1fb54f8fa4021eb4c4245d5acca2106f1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3571d3911da49a4855fc939c38f3ad00e26d18a20c87ba77bd5210864aed733f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f6e76dda40b2873651f25a5876bb1d62f34f83445fa1d5e1b9a31aaeb71c9f08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0d6adc9d8de27697f24c32880a0334afa202c04b83283a79eb58fab810aa7fa8"}]},{"symbol":"MCHP","date":"2026-10-02","iv_pct":44.25298083605638,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":42.653703703703705,"put_iv_pct":41.49295138888889},{"expiry":"2026-10-16","call_iv_pct":46.241186440677964,"put_iv_pct":41.19623762376238},{"expiry":"2026-10-23","call_iv_pct":44.55991489361703,"put_iv_pct":49.73343283582089},{"expiry":"2026-10-30","call_iv_pct":43.5309,"put_iv_pct":44.6155198019802}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1212aa67b0335604a3c83cb7015816c7733e13520560d5ddde70d78fc178bab6","captured_at":"2026-10-22T01:04:43.313498+00:00","observed_at":"2026-10-02T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e3970d2f93d47b3689d4179cab5b592317ea2d64dd5c2001f688aee07bf3214c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3571d3911da49a4855fc939c38f3ad00e26d18a20c87ba77bd5210864aed733f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f6e76dda40b2873651f25a5876bb1d62f34f83445fa1d5e1b9a31aaeb71c9f08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0d6adc9d8de27697f24c32880a0334afa202c04b83283a79eb58fab810aa7fa8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"ca7ff4f6c7e734a0135528572fcdbe38d8f754668de28c3b8f83857f63be80c3"}]},{"symbol":"MCHP","date":"2026-10-05","iv_pct":48.0114008971792,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":40.26412478336222,"put_iv_pct":56.36371900826447},{"expiry":"2026-10-16","call_iv_pct":43.284375963020025,"put_iv_pct":50.481996434937614},{"expiry":"2026-10-23","call_iv_pct":45.24665236051502,"put_iv_pct":53.408561151079134},{"expiry":"2026-10-30","call_iv_pct":47.265757575757576,"put_iv_pct":47.776019900497516}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"48a101220a9d920a208dd3f3268a9e4ef181f0b3198a06007b632a3db8e6f6fa","captured_at":"2026-10-22T01:04:40.910174+00:00","observed_at":"2026-10-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"30ac4fb274e351a89d90771c234fad8e9bd4f968cfb63bb352aa8f1a43d3746d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3571d3911da49a4855fc939c38f3ad00e26d18a20c87ba77bd5210864aed733f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f6e76dda40b2873651f25a5876bb1d62f34f83445fa1d5e1b9a31aaeb71c9f08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0d6adc9d8de27697f24c32880a0334afa202c04b83283a79eb58fab810aa7fa8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"ca7ff4f6c7e734a0135528572fcdbe38d8f754668de28c3b8f83857f63be80c3"}]},{"symbol":"MCHP","date":"2026-10-06","iv_pct":46.041755074062266,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":45.81756161971831,"put_iv_pct":48.34009990917348},{"expiry":"2026-10-16","call_iv_pct":43.368479880774956,"put_iv_pct":45.11434579439252},{"expiry":"2026-10-23","call_iv_pct":44.32988326848249,"put_iv_pct":53.496857142857145},{"expiry":"2026-10-30","call_iv_pct":44.75681297709923,"put_iv_pct":43.11}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5bd5abb7b119f4f07d1960e89d4c76035b906832c33e5bc4a09e63837e49f71b","captured_at":"2026-10-22T01:04:32.922312+00:00","observed_at":"2026-10-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"37ccbd14f05c4bc33241d39b6987555d3e88777cacd6a598ae83f8c1101174d8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3571d3911da49a4855fc939c38f3ad00e26d18a20c87ba77bd5210864aed733f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f6e76dda40b2873651f25a5876bb1d62f34f83445fa1d5e1b9a31aaeb71c9f08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0d6adc9d8de27697f24c32880a0334afa202c04b83283a79eb58fab810aa7fa8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"ca7ff4f6c7e734a0135528572fcdbe38d8f754668de28c3b8f83857f63be80c3"}]},{"symbol":"MCHP","date":"2026-10-07","iv_pct":46.91783123787433,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":45.06325249643366,"put_iv_pct":46.77891891891892},{"expiry":"2026-10-16","call_iv_pct":47.27952380952381,"put_iv_pct":49.95549079754601},{"expiry":"2026-10-23","call_iv_pct":44.142627986348124,"put_iv_pct":44.27971962616822},{"expiry":"2026-10-30","call_iv_pct":48.9119512195122,"put_iv_pct":48.93116504854369}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"26cf049329b79f47f90403fb331f2a43ff4709ce3ccf6aa924e0932355471ef3","captured_at":"2026-10-22T01:04:30.319490+00:00","observed_at":"2026-10-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"fc4753987649e3814704be411b6394b3068ad60c56384aa2c4f38e2ce03943eb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3571d3911da49a4855fc939c38f3ad00e26d18a20c87ba77bd5210864aed733f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"f6e76dda40b2873651f25a5876bb1d62f34f83445fa1d5e1b9a31aaeb71c9f08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0d6adc9d8de27697f24c32880a0334afa202c04b83283a79eb58fab810aa7fa8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"ca7ff4f6c7e734a0135528572fcdbe38d8f754668de28c3b8f83857f63be80c3"}]},{"symbol":"MCHP","date":"2026-10-08","iv_pct":52.184712977492914,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":56.35,"put_iv_pct":75.59832635983264},{"expiry":"2026-10-16","call_iv_pct":44.08269326683292,"put_iv_pct":45.73403204272363},{"expiry":"2026-10-23","call_iv_pct":46.370799999999996,"put_iv_pct":46.48977818853974},{"expiry":"2026-10-30","call_iv_pct":49.396587677725115,"put_iv_pct":53.45548628428928}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"53843a6f9fff3b871532c0b03e8ddbddffd86724ae260e6a6f4b1acf9a1c05d9","captured_at":"2026-10-22T01:04:09.306503+00:00","observed_at":"2026-10-08T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"86ab09311a9a4132f0b4dfd07decdac6373a1e961e9c1ccc651ccc99ab927f2c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"77d13d33ef3f5e8e93646ba9f8f91314a9aa3429664dc25d8b40bbbd4ec4bf68"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"70cc496d8324de74bbcdf086ca7ebc5ab56371a5ac56b230fedc3d89ce18a39c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0f9877f556ab7fd3f8cbd7b641f6ce2f2fe4015aae5933b22ef65a75d238131b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"42f66b2cc4a24a669c0b8a37e7e3c5016f5610e66d223e41c7fceb3a306bba13"}]},{"symbol":"MCHP","date":"2026-10-09","iv_pct":51.737106819502614,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":44.12853997682503,"put_iv_pct":47.368288508557455},{"expiry":"2026-10-23","call_iv_pct":46.09123499142367,"put_iv_pct":47.48669104204753},{"expiry":"2026-10-30","call_iv_pct":49.810288288288284,"put_iv_pct":50.91807174887892},{"expiry":"2026-11-06","call_iv_pct":63.13404,"put_iv_pct":64.9597}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c041ef62af7eec17acd014ef0957dfde5cdd1d4799bd830de86071f061f6b2f5","captured_at":"2026-10-22T01:04:06.508695+00:00","observed_at":"2026-10-09T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"a76a8cb9f2d48d969876519920f49942242170370f618896f0fcb4110457d3d3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"70cc496d8324de74bbcdf086ca7ebc5ab56371a5ac56b230fedc3d89ce18a39c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0f9877f556ab7fd3f8cbd7b641f6ce2f2fe4015aae5933b22ef65a75d238131b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"42f66b2cc4a24a669c0b8a37e7e3c5016f5610e66d223e41c7fceb3a306bba13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"63ec9c9f079dee6f59e31da9f08d7ab965fafb6c90e503e57a166a016f9d4f91"}]},{"symbol":"MCHP","date":"2026-10-12","iv_pct":52.78051854628902,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":61.16035818005808,"put_iv_pct":49.403643471462075},{"expiry":"2026-10-23","call_iv_pct":52.8258611111111,"put_iv_pct":43.78958532695375},{"expiry":"2026-10-30","call_iv_pct":50.929012875536486,"put_iv_pct":46.353820754716985},{"expiry":"2026-11-06","call_iv_pct":58.62469273743017,"put_iv_pct":59.15717391304348}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"08898e159b2b913aefe2ad80219196e1e004aa57f2da1347c7c370f7498e7554","captured_at":"2026-10-22T01:04:03.930777+00:00","observed_at":"2026-10-12T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"830d19b337eb8bb7dbdae97c3c7894f376c23648346b96ba9973d8589c90db81"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"70cc496d8324de74bbcdf086ca7ebc5ab56371a5ac56b230fedc3d89ce18a39c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0f9877f556ab7fd3f8cbd7b641f6ce2f2fe4015aae5933b22ef65a75d238131b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"42f66b2cc4a24a669c0b8a37e7e3c5016f5610e66d223e41c7fceb3a306bba13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"63ec9c9f079dee6f59e31da9f08d7ab965fafb6c90e503e57a166a016f9d4f91"}]},{"symbol":"MCHP","date":"2026-10-13","iv_pct":52.36256333669974,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":52.59076382791923,"put_iv_pct":44.83197243755383},{"expiry":"2026-10-23","call_iv_pct":48.423303437967114,"put_iv_pct":50.988761329305134},{"expiry":"2026-10-30","call_iv_pct":45.86950819672131,"put_iv_pct":51.042255319148936},{"expiry":"2026-11-06","call_iv_pct":63.63306068601583,"put_iv_pct":61.52088145896656}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"89a7a4d15f381b086042b6fe433dc50d7cfde047f396c25fada85a7cda8ddc67","captured_at":"2026-10-22T01:04:01.711115+00:00","observed_at":"2026-10-13T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"8a7092dc39d63516ddf6a74e4c95aad82411bef492149a5e5d446e9f4a254e5b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"70cc496d8324de74bbcdf086ca7ebc5ab56371a5ac56b230fedc3d89ce18a39c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0f9877f556ab7fd3f8cbd7b641f6ce2f2fe4015aae5933b22ef65a75d238131b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"42f66b2cc4a24a669c0b8a37e7e3c5016f5610e66d223e41c7fceb3a306bba13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"63ec9c9f079dee6f59e31da9f08d7ab965fafb6c90e503e57a166a016f9d4f91"}]},{"symbol":"MCHP","date":"2026-10-14","iv_pct":57.765665611677576,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":62.551690862510675,"put_iv_pct":57.74009128630706},{"expiry":"2026-10-23","call_iv_pct":51.51234782608696,"put_iv_pct":55.69031201248049},{"expiry":"2026-10-30","call_iv_pct":52.30865313653137,"put_iv_pct":54.260828025477714},{"expiry":"2026-11-06","call_iv_pct":65.29492447129908,"put_iv_pct":62.76647727272727}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a6f2b74937810c04c5f35d9b237d5282adfd590713cb09dbc1a31e559574a14e","captured_at":"2026-10-22T01:03:59.218736+00:00","observed_at":"2026-10-14T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"69e9d444d21580fda550af751b1597de025ac125af44c50975b0aee244e19895"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"70cc496d8324de74bbcdf086ca7ebc5ab56371a5ac56b230fedc3d89ce18a39c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0f9877f556ab7fd3f8cbd7b641f6ce2f2fe4015aae5933b22ef65a75d238131b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"42f66b2cc4a24a669c0b8a37e7e3c5016f5610e66d223e41c7fceb3a306bba13"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"63ec9c9f079dee6f59e31da9f08d7ab965fafb6c90e503e57a166a016f9d4f91"}]},{"symbol":"MCHP","date":"2026-10-15","iv_pct":61.47192966288894,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":74.64066420664206,"put_iv_pct":73.18547033285093},{"expiry":"2026-10-23","call_iv_pct":52.973544117647066,"put_iv_pct":51.418169014084505},{"expiry":"2026-10-30","call_iv_pct":55.353151260504205,"put_iv_pct":56.68565310492505},{"expiry":"2026-11-06","call_iv_pct":61.65060344827587,"put_iv_pct":65.86818181818181}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7e03e861d424f19d32effcbe3520e78f7f82d4d92bd0bb9cdcf37c3ea8d010d3","captured_at":"2026-10-22T01:03:41.006542+00:00","observed_at":"2026-10-15T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e8d4a79bef359e84db9c56bf68eb319e02e1979dec1fa70d96beae0144fa0f2a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"eeb783e77069fa42f7be35c9a530605d09f4de76594eb11e735397b1467a0cb1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"085ed6810ecbb0e872455128a8d79b52f552f564c196f25d3a626ffadf8287a8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0e8e1a7af7166236a304f4649ba21f7dd4a112b469fb4060c2d6c176ecbb179b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c9439fd45799954a6d35cd5a933551453121e3df758c3eea5b47f5ed4a40a167"}]},{"symbol":"MCHP","date":"2026-10-16","iv_pct":62.984604061814174,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":56.06949152542373,"put_iv_pct":55.71283185840707},{"expiry":"2026-10-30","call_iv_pct":60.896958424507666,"put_iv_pct":60.020826086956525},{"expiry":"2026-11-06","call_iv_pct":70.2452380952381,"put_iv_pct":71.3581818181818},{"expiry":"2026-11-13","call_iv_pct":65.34046204620462,"put_iv_pct":64.23284263959391}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"917b02cf7a46ff57fe0e6d0cbc313dac7d195902fe885ad7c05cfe3d3739bf53","captured_at":"2026-10-22T01:03:37.270300+00:00","observed_at":"2026-10-16T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"7902ab7be268fad25114322505a428380ebf0b06768098bb9a6672ce783cea9f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"085ed6810ecbb0e872455128a8d79b52f552f564c196f25d3a626ffadf8287a8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"0e8e1a7af7166236a304f4649ba21f7dd4a112b469fb4060c2d6c176ecbb179b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c9439fd45799954a6d35cd5a933551453121e3df758c3eea5b47f5ed4a40a167"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"bd63876507bac5ec809c40c22f80b05e06ea88112122d7e56b2e2300d2ecf3b3"}]},{"symbol":"MCHP","date":"2026-10-19","iv_pct":65.82248279631334,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":74.16607344632769,"put_iv_pct":60.28234803337307},{"expiry":"2026-10-30","call_iv_pct":62.987142857142864,"put_iv_pct":56.065218181818175},{"expiry":"2026-11-06","call_iv_pct":74.68837288135593,"put_iv_pct":66.36030821917808},{"expiry":"2026-11-13","call_iv_pct":67.0238338658147,"put_iv_pct":65.00656488549618}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f0a6fd89c17aebe57534eb3d00065ba11a9a7fab8d89ba8406921ae3535f29c5","captured_at":"2026-10-21T18:17:27.469253+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":"5817b2dcfd648b6940e6dbd34da323f471ffe29d0168bc3b5704938612e73f21"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"010a2a376741dad5036c4c7ce8694f10088d3e94d63f590d744cb264650ca1e8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"d8527236d4a73c8c69e118f8aab9c7203a82dd2432a123547e12fb9478bbcde8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"304f1e1557286f87584309641a4cbfde1b9aace06b7a6563fa6974a3f696126b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"74f1feb42eae938d2b427dec82a2913c4b0a0077c3d0cbbcb97b96d0e395e576"}]},{"symbol":"MCHP","date":"2026-10-20","iv_pct":67.7946652420751,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":75.05029411764706,"put_iv_pct":72.31961025641026},{"expiry":"2026-10-30","call_iv_pct":64.85267190569745,"put_iv_pct":53.486174636174646},{"expiry":"2026-11-06","call_iv_pct":76.45835616438356,"put_iv_pct":65.9414005602241},{"expiry":"2026-11-13","call_iv_pct":70.90317073170732,"put_iv_pct":63.345643564356436}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"91734d6e9214340863bb9218cbdd6e38b6bc08d8f7dd641bc22ccbcf38e2a5e4","captured_at":"2026-10-21T18:17:26.951588+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":"f40d3d27ed93db1cf842c1da6238354450de99ad5f1cfa6080af1fda5e9ce9e5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"010a2a376741dad5036c4c7ce8694f10088d3e94d63f590d744cb264650ca1e8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"d8527236d4a73c8c69e118f8aab9c7203a82dd2432a123547e12fb9478bbcde8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"304f1e1557286f87584309641a4cbfde1b9aace06b7a6563fa6974a3f696126b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"74f1feb42eae938d2b427dec82a2913c4b0a0077c3d0cbbcb97b96d0e395e576"}]},{"symbol":"MCHP","date":"2026-10-21","iv_pct":72.37955357888158,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":97.23604938271603,"put_iv_pct":84.47943310657597},{"expiry":"2026-10-30","call_iv_pct":62.65732342007435,"put_iv_pct":61.72102040816326},{"expiry":"2026-11-06","call_iv_pct":73.96974619289341,"put_iv_pct":69.25055232558141},{"expiry":"2026-11-13","call_iv_pct":65.82078864353312,"put_iv_pct":63.901515151515156}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6cdf609a906af2ed9cfaf2eecd1edbe3deedc01d5bc1b8c82c70232bbab614fb","captured_at":"2026-10-21T23:31:45.964957+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":"MCHP","date":"2026-10-21","format":"json"},"source_hash":"1ad07012cd9dd59338ee0dcb27d66e25a81d6b2e20100c51b297875a2fcf58a2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"101e1eb1dde478ff4b1338b83e1fd9ff1404188a6e97393cb01ce235ebac0cb8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"37447b090eb6235707c32a955ba3c0768c72a63e3a595862cce34c631e8a2605"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"310c2c8c60c0ce67a233931de470795320af7418ca297870461678c1be375468"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"9719361b42f93d0b8bb5f03ebfe930620198de07fa78a95782b2fa09f8e72429"}]},{"symbol":"MCHP","date":"2026-10-22","iv_pct":65.78044978722471,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":55.3124347826087,"put_iv_pct":51.242272727272734},{"expiry":"2026-10-30","call_iv_pct":64.10135472370767,"put_iv_pct":64.37961471103327},{"expiry":"2026-11-06","call_iv_pct":75.73316062176167,"put_iv_pct":77.78647058823529},{"expiry":"2026-11-13","call_iv_pct":68.68592592592593,"put_iv_pct":69.00236421725239}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bf2d413b7cba2b4673108af8d3916b5a9ad4a6ca2a05d694294ebe66fe0dc514","captured_at":"2026-10-22T21:14:26.190327+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":"MCHP","date":"2026-10-22","format":"json"},"source_hash":"04729a29d7483708b33946261a5c3000f88ba327db3087d56214b3eace143c48"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3669026acac966e1f6809bf630f7b570ce6cb29e541e7dbc6e1b66444a5762d0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"660ca5475f84db75fecc28fe4cb553ac744f09e017b34e007522b2b5be61beae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"674e859a628399beb4627687be8d3526a796b46123fb99af5c27711ea66124ac"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"4ed1aecfc0aeed0cd5dc12e9dc1e3039366c0c569852e4c6f14581742e555f1e"}]},{"symbol":"MCHP","date":"2026-10-23","iv_pct":64.82048747856359,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":50.39594202898551,"put_iv_pct":58.77649199417758},{"expiry":"2026-11-06","call_iv_pct":75.7190625,"put_iv_pct":75.29707182320442},{"expiry":"2026-11-13","call_iv_pct":62.82212290502793,"put_iv_pct":68.4534090909091},{"expiry":"2026-11-20","call_iv_pct":62.552686084142394,"put_iv_pct":64.54711340206185}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6941036b7be45c246b416a0049d6cd02d8ede5b065ed08fdf14f5953d30a13a8","captured_at":"2026-10-23T21:22:45.655588+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":"MCHP","date":"2026-10-23","format":"json"},"source_hash":"885815f6e861832d674e9c72028580a8e495ceccfa421c4cb4ba73f89c7013e4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c9ba950eb75b79f3931297ac326ed434c0214c6fc96c854149eea7eb2c39afe9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"80c9d4545f5a3bba9d7529d1fdc9362486d5d995e614180edf581f99fafadf2a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"fde85a5bcd9c1784006ba7a81c1e38ffe00dd78084f2d771c0a0bdc4e70c714f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"87176fc6cf656bdf0aeb8ed5c3a5b3a81e7442b987b82551fd98c5ed2e403a19"}]},{"symbol":"MCHP","date":"2026-10-26","iv_pct":67.78625275389093,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":66.9891338582677,"put_iv_pct":64.53090174966353},{"expiry":"2026-11-06","call_iv_pct":77.32843956043955,"put_iv_pct":80.23365439093484},{"expiry":"2026-11-13","call_iv_pct":69.37404692082112,"put_iv_pct":67.79409090909091},{"expiry":"2026-11-20","call_iv_pct":61.1175,"put_iv_pct":54.92225464190981}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"89549370274bcc2f56bce28f0e1fec63f81168983c560349592040c95c4f4793","captured_at":"2026-11-01T01:24:58.307916+00:00","observed_at":"2026-10-26T15:59:00-04:00","session_close_at":"2026-10-26T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"MCHP","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"eeeda0af1083125f19f3bdb286b3b4a67b9e70ff3e16a7d2782f88e4dd5538ab"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a9ab5d364936fb2bede4a78d2074ae66935eaaeafaff2ded19168d39337bacd7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3677418e05906596f66c409f84cd53ab7ce4242fd345bc5936799574f5c1c3e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"b92adf1395c67fccd5dfbc8b4defaa415533e8beeea2a3ab78a9cb6f1fd4dac8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"abaeae2b7b883e6afb51f32294fb3ec0dec4782859895a977521df5c27b050fe"}]},{"symbol":"MCHP","date":"2026-10-27","iv_pct":71.57735723317296,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":70.68324494949495,"put_iv_pct":71.73484480431848},{"expiry":"2026-11-06","call_iv_pct":76.79061381074169,"put_iv_pct":85.54165137614679},{"expiry":"2026-11-13","call_iv_pct":68.20367521367523,"put_iv_pct":73.52888579387186},{"expiry":"2026-11-20","call_iv_pct":59.412489959839355,"put_iv_pct":66.72345195729538}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e62266bade1037691d1ef08f0c2915864a7c445aa519715e9141894977157f80","captured_at":"2026-10-29T20:28:44.389420+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":"MCHP","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"3b70de2e5f467e56f157db611b083de912951aa602aaa04921e15088bee17fc2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"993308ba63d33e420381083b3f3fcf2af8a2adef7c37ea649d972a1d1f2d6e3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"189df6ba7212d8b9dcc9e36d61407c44c0932f7564a0432fd496df1137704162"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c0fef6ce211ee51c1801615c618307e3f2a0529b69d6478c9da768b9dd2807b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"25028bce975a64c3c773b2d51c5f94cf08f6865f345f286a1711256ea4e3ff10"}]},{"symbol":"MCHP","date":"2026-10-28","iv_pct":69.69488459716767,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":65.0322311557789,"put_iv_pct":73.24370689655173},{"expiry":"2026-11-06","call_iv_pct":73.36420454545454,"put_iv_pct":83.96456919060053},{"expiry":"2026-11-13","call_iv_pct":65.21213917525773,"put_iv_pct":70.56967164179105},{"expiry":"2026-11-20","call_iv_pct":60.06150887573965,"put_iv_pct":66.11104529616725}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d470da502b547ca78292d5e55a0c28e04501dd5585f64fd44ea8271c93c574fe","captured_at":"2026-10-29T20:28:42.475785+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":"MCHP","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"81aab55b479e097ae02d582a296475e727c6ae9af2ec3353d644789e024c7cc6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"993308ba63d33e420381083b3f3fcf2af8a2adef7c37ea649d972a1d1f2d6e3b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"189df6ba7212d8b9dcc9e36d61407c44c0932f7564a0432fd496df1137704162"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"c0fef6ce211ee51c1801615c618307e3f2a0529b69d6478c9da768b9dd2807b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"25028bce975a64c3c773b2d51c5f94cf08f6865f345f286a1711256ea4e3ff10"}]},{"symbol":"MCHP","date":"2026-10-29","iv_pct":71.31591958505993,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-30","call_iv_pct":54.682959107806695,"put_iv_pct":80.64697916666668},{"expiry":"2026-11-06","call_iv_pct":84.46241116751268,"put_iv_pct":79.50734449760766},{"expiry":"2026-11-13","call_iv_pct":73.04532212885154,"put_iv_pct":69.09548746518107},{"expiry":"2026-11-20","call_iv_pct":64.35454545454546,"put_iv_pct":64.73230769230767}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"93f0c778ee910048cc33608b3a1b2ca35f0e0e3148199e041233c44debfcf021","captured_at":"2026-11-01T01:24:56.622548+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":"MCHP","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"96c32358f7403650d2f26077d798eb2b125d65eb9b1890360fe97e5fa5e2db1f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","expiration":"2026-10-30","start_date":"2026-10-26","end_date":"2026-10-29","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a9ab5d364936fb2bede4a78d2074ae66935eaaeafaff2ded19168d39337bacd7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3677418e05906596f66c409f84cd53ab7ce4242fd345bc5936799574f5c1c3e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"b92adf1395c67fccd5dfbc8b4defaa415533e8beeea2a3ab78a9cb6f1fd4dac8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"abaeae2b7b883e6afb51f32294fb3ec0dec4782859895a977521df5c27b050fe"}]},{"symbol":"MCHP","date":"2026-10-30","iv_pct":73.16868904628723,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-06","call_iv_pct":88.56981087470449,"put_iv_pct":87.80894117647058},{"expiry":"2026-11-13","call_iv_pct":73.21865951742627,"put_iv_pct":71.48221288515406},{"expiry":"2026-11-20","call_iv_pct":70.00284246575342,"put_iv_pct":67.00948424068768},{"expiry":"2026-11-27","call_iv_pct":62.36362068965518,"put_iv_pct":64.8939405204461}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCHP","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5abf886a47be2151050e7a9887f940b2b827e2629ea71c309ac3bacda71a9ff1","captured_at":"2026-11-01T01:24:54.221397+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":"MCHP","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"4e037a884c636b58422c4251fd76543cbf7d52e4bbd170329b8c218a6912ed51"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3677418e05906596f66c409f84cd53ab7ce4242fd345bc5936799574f5c1c3e7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"b92adf1395c67fccd5dfbc8b4defaa415533e8beeea2a3ab78a9cb6f1fd4dac8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"abaeae2b7b883e6afb51f32294fb3ec0dec4782859895a977521df5c27b050fe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCHP","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":"3a4a2e11959adbc617242c206497e860d03bd09e64cd31ec8703a77c8e5e506c"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MCHP","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":53.90269832034066,"put_call_skew_pp":-0.07740525672240395,"implied_move_pct":10.179405921934173,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"47d245650b85e3dfd0d88d4238f28717893e92fe69fcbaad03aac2817274ddd9","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":50.547778675758266,"put_call_skew_pp":-1.075477471355736,"implied_move_pct":9.127384791097633,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e67add90d1c8aebf4b9dc3b4fdb59cc1069c84b7d50f60679fd0adfc93f12e06","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":46.67010458769759,"put_call_skew_pp":0.7901257493662328,"implied_move_pct":8.017824481508734,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3a35b30ff81f8bbd73d566e53419776a9200dd5d3ce4a6ed9008f5e2910f905e","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":46.76902629325648,"put_call_skew_pp":1.3889762281368565,"implied_move_pct":7.525449077565064,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"db1205fb06ad5ca8dd3a66eaf1240f21e4f8ea935c28856ca436092080bf6ee8","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":45.97935254667168,"put_call_skew_pp":3.9890829773180734,"implied_move_pct":9.769427253018941,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9e3a955bad7e156277ad0cde82427325b093bd9a99208712074fe08c2505ad66","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":49.40695099262817,"put_call_skew_pp":2.8268952396597946,"implied_move_pct":9.214173540387435,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2ebc711ab1a71711f1b4ed2d576e2da1b726cbcce1a65b60096a8c0b76544f30","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":51.289427248849144,"put_call_skew_pp":7.788699862491514,"implied_move_pct":9.093580514410846,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"57e23a3f6bbfcf3b2350bd3e3b97ad18e369985857760b406c64994a44e069d6","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":48.26698988351942,"put_call_skew_pp":4.783584927140941,"implied_move_pct":8.179029084191363,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8791b04b6ac16c37d18cd9aadb322b0086ed5b25a02fbc84b4ed9f6166658ac6","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":48.25436673373989,"put_call_skew_pp":2.7391989278743942,"implied_move_pct":7.551330227078274,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2603f01e56f9dfac4e832a52591f0fa896bf24373a47947caefa08551fc15bc5","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":43.6078204294885,"put_call_skew_pp":7.467233762646664,"implied_move_pct":9.28472098963225,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3e3b708517ad803946cf5ab604907f6d55757e2f1f1891464b20b425ee34eff8","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":48.17283610060917,"put_call_skew_pp":3.0096607854303823,"implied_move_pct":9.08795162109709,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"95abd5cef54da1ca8ccc352bbb494780d8ef97e5bf0eba44ac615d18f693625d","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":47.91028838791611,"put_call_skew_pp":-2.0797915910828095,"implied_move_pct":8.597060125848936,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1825187a61490177b66cbcdf8301b48ef4e4808381bf8877a6a167c5e2ab503a","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":47.923717716172234,"put_call_skew_pp":3.2162329918021015,"implied_move_pct":8.124528757646045,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"97709b7dcbc20ff876423f852f27d163bf83bc7026d3631c51e143602957211f","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":45.02384537694256,"put_call_skew_pp":1.7361181230574783,"implied_move_pct":7.1332278252105725,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"96597ae06ef3f1492327d73bc37b154df78210efc8c9dd3245799ae38d5b8740","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":41.62404354785893,"put_call_skew_pp":-1.2736323417629496,"implied_move_pct":8.914276544680149,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7bc29a4577ce2ec77b3b198f52bfe122c21139d15b4d9dda7f075af4e14a1564","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":43.4332694723841,"put_call_skew_pp":-3.2089238501298265,"implied_move_pct":8.242540854498705,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7d896917aba43fa5cbf91220cf4f92689b70ececca7782dedee32e285a08f274","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":45.960961014746395,"put_call_skew_pp":-2.098768434601837,"implied_move_pct":8.273314298496471,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5a98f552a391bb2cc35aebe1596fef7cf3c4d737f5e0ddb54f1b44b7cd11a350","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":44.953396894846705,"put_call_skew_pp":0.23223681207628388,"implied_move_pct":7.665306694138879,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2a94f10dcdc9adbc3e3fe592531d6ce48b82850f40f7ae7fdfa94dd6b9d04731","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":45.386464618249825,"put_call_skew_pp":-1.7896105916771088,"implied_move_pct":7.145701824877222,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"84d15046de0bf42cfaf26a8473a17f8ab9386cfa11f457765506b4c0b31f0c77","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":44.8843190535842,"put_call_skew_pp":-0.08443775681205246,"implied_move_pct":9.608902501365565,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1f9394ee9037b54ff0c1d3d430e18e96257973597aa1b1c0f7967756100352c4","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":51.30154504988245,"put_call_skew_pp":1.2216905801579134,"implied_move_pct":9.179560100334228,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"40cffdc2d3aff8dbb96f3a628ba97cea329376df2d9c3aa803d1a6b8a3a5c18f","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":49.247638037119735,"put_call_skew_pp":-0.6028580153373877,"implied_move_pct":8.321168422243838,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6dcd7304fa2a976a5ec429b6baa56d2d38ea38ed4c69685be3e9216cce212b5e","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":48.62733547812207,"put_call_skew_pp":-0.5925584117226972,"implied_move_pct":7.590114965508559,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6fe8e92c11fe383cd109266f50d5626003540d107fa9729621fbe7ce96eac0a1","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":44.151852973918,"put_call_skew_pp":0.10589746602682482,"implied_move_pct":9.409988190139895,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3abe31bc5e285ec1635109498038e8d75cc2ce5e54c3b5195be62c46aab14e64","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":49.55770328390946,"put_call_skew_pp":1.470838004280962,"implied_move_pct":9.25539982463469,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d2c7bc539bd081cc73b64ea0af8c81c0b475f58a386f3c857bbe1bb368c2ed8c","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":48.44791022880659,"put_call_skew_pp":-0.4391291943554645,"implied_move_pct":8.689826065671992,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"64f53d1ed13d390ed5d94c3e0cda258deed687b1cb36e0071fa36ec8887e4e0d","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":47.588559159303855,"put_call_skew_pp":0.5032971628539293,"implied_move_pct":8.055011977959612,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"398d099dbbc0dab596fe0a6d6853cf2e405e663afac927e33c685174cb4b2f7b","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":45.00170554151441,"put_call_skew_pp":-2.550283505431178,"implied_move_pct":7.170773757024266,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"66c81a4a3fb9af6928960e2bd2f6765db2155ecfad9e199a036cfae2c776ea6a","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":43.26330787058133,"put_call_skew_pp":0.6561963325204925,"implied_move_pct":9.231511089492875,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"78e848f05c21b2d08c49e70412ace601bfd617d9d6dcede94861c23544aa0a0d","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":46.09929990417928,"put_call_skew_pp":-2.789893996825141,"implied_move_pct":8.685400308554623,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"365d597f7a8d474f53d9bcc484617c2a6709ddcd9d7af52fd783fd8629608656","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":47.22060005479941,"put_call_skew_pp":-2.2575944568138695,"implied_move_pct":8.548661986835997,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fa1c57558679d02a522c52a98fcb35a194521aa7494d8ba7a2ffa629e3fd44b9","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":47.64309480222802,"put_call_skew_pp":-0.3308140838187281,"implied_move_pct":8.133393477123418,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1ae055c7da26ac839131154a7d3c7ddec50847b37e04358478c8dc8842150f44","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":48.82611243705425,"put_call_skew_pp":3.6908749136512373,"implied_move_pct":7.668392090144136,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a922c2b22232c38e48185dfa9169eada228cc54e12a3e0c788a72c2558ff6cb3","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":45.10747070530985,"put_call_skew_pp":-0.8752811139877146,"implied_move_pct":9.650569043730274,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b0e62281b61614e1e8a145567162836609e5793f8fec715e511667cdc2198c7c","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":50.680818122336454,"put_call_skew_pp":5.147527624174996,"implied_move_pct":9.478229951198196,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"91f14a8c66f65669d4ecfd28700b42ecb0b38215501a65f761574949848cca57","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":49.18221570164776,"put_call_skew_pp":0.521665085694627,"implied_move_pct":8.755627945589012,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6e7d3e26114a68000385ea4a0822d7d3754083b58edbffe12e7381a6d74c764f","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":47.63464447784801,"put_call_skew_pp":-1.3636474558232905,"implied_move_pct":8.132875462691596,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ab8040a9a6afea6e985faa4b91687a01bf52dbc8e379a8e564493b55d9097f0c","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":51.12921172157827,"put_call_skew_pp":0.7614427462828992,"implied_move_pct":7.696060913362128,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"44e7ee32a24c09626ef308a9e71967fa20257575af0d95036c1e033f1dc57de6","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":44.25298083605638,"put_call_skew_pp":0.013109153113415317,"implied_move_pct":9.47285859318266,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1212aa67b0335604a3c83cb7015816c7733e13520560d5ddde70d78fc178bab6","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":48.0114008971792,"put_call_skew_pp":7.992346453030972,"implied_move_pct":9.143774602052812,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"48a101220a9d920a208dd3f3268a9e4ef181f0b3198a06007b632a3db8e6f6fa","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":46.041755074062266,"put_call_skew_pp":2.9471412750870396,"implied_move_pct":8.35033763919702,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5bd5abb7b119f4f07d1960e89d4c76035b906832c33e5bc4a09e63837e49f71b","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":46.91783123787433,"put_call_skew_pp":1.136984719839763,"implied_move_pct":8.139843894861768,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"26cf049329b79f47f90403fb331f2a43ff4709ce3ccf6aa924e0932355471ef3","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":52.184712977492914,"put_call_skew_pp":6.269385482706815,"implied_move_pct":8.032165813207657,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"53843a6f9fff3b871532c0b03e8ddbddffd86724ae260e6a6f4b1acf9a1c05d9","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":51.737106819502614,"put_call_skew_pp":1.8921620107367332,"implied_move_pct":11.325751130641835,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c041ef62af7eec17acd014ef0957dfde5cdd1d4799bd830de86071f061f6b2f5","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":52.78051854628902,"put_call_skew_pp":-6.208925359489889,"implied_move_pct":10.093460940179627,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"08898e159b2b913aefe2ad80219196e1e004aa57f2da1347c7c370f7498e7554","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":52.362563336699736,"put_call_skew_pp":-0.5331914009122585,"implied_move_pct":9.783458588270497,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"89a7a4d15f381b086042b6fe433dc50d7cfde047f396c25fada85a7cda8ddc67","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":57.765665611677576,"put_call_skew_pp":-0.3024769248588868,"implied_move_pct":10.021216875400626,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a6f2b74937810c04c5f35d9b237d5282adfd590713cb09dbc1a31e559574a14e","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":61.47192966288894,"put_call_skew_pp":0.6348778092432763,"implied_move_pct":9.648182276381037,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7e03e861d424f19d32effcbe3520e78f7f82d4d92bd0bb9cdcf37c3ea8d010d3","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":62.984604061814174,"put_call_skew_pp":-0.30686692205869903,"implied_move_pct":13.622200006969098,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"917b02cf7a46ff57fe0e6d0cbc313dac7d195902fe885ad7c05cfe3d3739bf53","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":65.82248279631332,"put_call_skew_pp":-7.78774593269392,"implied_move_pct":12.573046516155687,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f0a6fd89c17aebe57534eb3d00065ba11a9a7fab8d89ba8406921ae3535f29c5","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":67.7946652420751,"put_call_skew_pp":-8.042915975567487,"implied_move_pct":12.25886521963137,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"91734d6e9214340863bb9218cbdd6e38b6bc08d8f7dd641bc22ccbcf38e2a5e4","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":72.3795535788816,"put_call_skew_pp":-5.082846661845279,"implied_move_pct":11.937351991617634,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6cdf609a906af2ed9cfaf2eecd1edbe3deedc01d5bc1b8c82c70232bbab614fb","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":65.78044978722471,"put_call_skew_pp":-0.3555384525525689,"implied_move_pct":11.186633298014534,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bf2d413b7cba2b4673108af8d3916b5a9ad4a6ca2a05d694294ebe66fe0dc514","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":64.82048747856359,"put_call_skew_pp":3.8960681980492815,"implied_move_pct":13.918459275606589,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6941036b7be45c246b416a0049d6cd02d8ede5b065ed08fdf14f5953d30a13a8","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":67.78625275389093,"put_call_skew_pp":-1.832054661982319,"implied_move_pct":12.739494544893763,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"89549370274bcc2f56bce28f0e1fec63f81168983c560349592040c95c4f4793","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":71.57735723317296,"put_call_skew_pp":5.609702499470325,"implied_move_pct":12.834741186098734,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e62266bade1037691d1ef08f0c2915864a7c445aa519715e9141894977157f80","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":69.69488459716767,"put_call_skew_pp":7.554727318219932,"implied_move_pct":11.87613591859485,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d470da502b547ca78292d5e55a0c28e04501dd5585f64fd44ea8271c93c574fe","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":71.31591958505993,"put_call_skew_pp":4.359220240761676,"implied_move_pct":11.47924729566726,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"93f0c778ee910048cc33608b3a1b2ca35f0e0e3148199e041233c44debfcf021","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":73.16868904628723,"put_call_skew_pp":-0.7400886811952354,"implied_move_pct":15.104300322165447,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5abf886a47be2151050e7a9887f940b2b827e2629ea71c309ac3bacda71a9ff1","expiries":["2026-11-06","2026-11-13","2026-11-20","2026-11-27"]}]}