{"schemaVersion":1,"symbol":"MCK","days":90,"observations":[{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-19T19:55:06.208000+00:00","captured_at":"2026-10-20T03:53:10.883Z","last_trade_at":"2026-10-19T23:00:00.002058288Z","price":1010.43,"iv_pct":34.55089053174172,"implied_move_pct":8.183724061886934,"put_call_skew_pp":1.2543576421689018,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"240e2c23643a00b8606070f992fd5d275653bf2624f8da6cff98047332d174c9"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:33.057000+00:00","captured_at":"2026-10-20T13:35:50.318Z","last_trade_at":"2026-10-20T13:35:44.89907233Z","price":1022.82,"iv_pct":34.58638588675487,"implied_move_pct":8.092559155802878,"put_call_skew_pp":4.168037441847422,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"9e352924a57bcc8d66e748952cae28647b501e786c3de7ffb788473437d2a2ec"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T13:36:26.353000+00:00","captured_at":"2026-10-20T13:51:19.010Z","last_trade_at":"2026-10-20T13:50:44.385340142Z","price":1023.25,"iv_pct":34.74371141030872,"implied_move_pct":8.117339183446317,"put_call_skew_pp":3.5575477191847282,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"c2b0371800553faf2d65a2941d22fc6080d92d8d91c6d65fd4f7aa6e70715b7d"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T13:49:43.704000+00:00","captured_at":"2026-10-20T13:59:18.234Z","last_trade_at":"2026-10-20T13:59:01.438152454Z","price":1019.81,"iv_pct":34.56486928277873,"implied_move_pct":8.046072243237704,"put_call_skew_pp":1.6954335874566073,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"8ec86ade9d616994ad7f172c38fb9d4d1826f0d9c73e46bbdc9d3e3d5773ea33"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T13:58:46.906000+00:00","captured_at":"2026-10-20T14:07:47.297Z","last_trade_at":"2026-10-20T14:07:45.993843535Z","price":1016.21,"iv_pct":34.78224527027027,"implied_move_pct":8.092411868476853,"put_call_skew_pp":0.7581651917404175,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"f28860706b962c58d0d29661749fb72d98e5775f68f30ab594f503d71c0cf863"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T14:09:13.077000+00:00","captured_at":"2026-10-20T14:17:58.123Z","last_trade_at":"2026-10-20T14:17:09.4352486Z","price":1017.67,"iv_pct":34.756497926157614,"implied_move_pct":8.12495632980493,"put_call_skew_pp":0.7071740619730149,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"607aca6fd982e7c2b5223901c9122d0f9e0b4e53c3f5bbfc85cd847a07a7b2e6"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T14:18:25.246000+00:00","captured_at":"2026-10-20T14:28:46.998Z","last_trade_at":"2026-10-20T14:28:18.703033549Z","price":1015.525,"iv_pct":34.830145871584406,"implied_move_pct":8.116730097028917,"put_call_skew_pp":-0.43837176724138005,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"e2fe4a8a34bf789bec7d2f9bcc839fda04f6663c14e10e0a35194ebdbe38341d"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T14:29:03.893000+00:00","captured_at":"2026-10-20T14:36:30.065Z","last_trade_at":"2026-10-20T14:36:25.803941611Z","price":1018.36,"iv_pct":34.866126714099146,"implied_move_pct":8.163976921940307,"put_call_skew_pp":1.1769277614818108,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"cdbf687cf3dac8e2c0f6098b465fb3e5284a07228575955c49cb8b93ff4f0439"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T14:33:14.631000+00:00","captured_at":"2026-10-20T14:44:14.606Z","last_trade_at":"2026-10-20T14:43:38.671928154Z","price":1018.015,"iv_pct":34.866806066019784,"implied_move_pct":8.16021566055638,"put_call_skew_pp":1.0075116443189813,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d90c922c6bbd2fe446e9f330dbebea997a0bdb161351805915a5beec66a06c7b"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T14:38:32.581000+00:00","captured_at":"2026-10-20T14:52:00.426Z","last_trade_at":"2026-10-20T14:51:40.683813164Z","price":1019.57,"iv_pct":34.80460848547394,"implied_move_pct":8.159974610178686,"put_call_skew_pp":0.940997416020678,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"1655d3e5ed16374704a1410481ba68de21425bd38d161fb42e10999ada19a24d"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T14:45:52.727000+00:00","captured_at":"2026-10-20T14:59:44.343Z","last_trade_at":"2026-10-20T14:59:10.722537981Z","price":1020.25,"iv_pct":34.52119831223629,"implied_move_pct":8.079496846155553,"put_call_skew_pp":1.2334417401121511,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"1892b1c64466af5958a661a9f24cc3c14bff2ee27b7190d11b180abc06d94609"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T14:57:01.531000+00:00","captured_at":"2026-10-20T15:08:00.888Z","last_trade_at":"2026-10-20T15:07:47.60243681Z","price":1020.92,"iv_pct":34.40979245195216,"implied_move_pct":8.055777659266147,"put_call_skew_pp":1.1941302447552427,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d44f7b3ab28ab930805fe5f29cdab1964cf0265e9a54e0d6531736e497978527"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T15:09:20.290000+00:00","captured_at":"2026-10-20T15:14:29.303Z","last_trade_at":"2026-10-20T15:14:02.104009478Z","price":1018.9936,"iv_pct":34.45280938598444,"implied_move_pct":8.043594513889149,"put_call_skew_pp":0.5402960389683964,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"e977f7ddeccf96fd6d5152a5f6238fc4e8b123edbe71f47feb0f05e78bc3edb2"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T15:13:21.335000+00:00","captured_at":"2026-10-20T15:22:53.265Z","last_trade_at":"2026-10-20T15:21:42.384203717Z","price":1021.31,"iv_pct":34.53835160908274,"implied_move_pct":8.083215016832275,"put_call_skew_pp":2.4214163777007194,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"a1583e4cec72d48519403400daa66be89d63fc2439b1ce95a341a70da07b08b1"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T15:20:27.945000+00:00","captured_at":"2026-10-20T15:30:39.628Z","last_trade_at":"2026-10-20T15:30:30.905782158Z","price":1020.18,"iv_pct":33.85451320547735,"implied_move_pct":7.913697443765449,"put_call_skew_pp":0.6174568827716165,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"872bb807479fb6ee21e9763d416b57832bbe5160d497624958dd71a03ce29115"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T15:23:35.430000+00:00","captured_at":"2026-10-20T15:38:29.899Z","last_trade_at":"2026-10-20T15:38:16.666648983Z","price":1020.28,"iv_pct":33.85008728179551,"implied_move_pct":7.910343507972533,"put_call_skew_pp":0.16174304294132025,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"bcbd401786441e1a4906cf7d26ea1639e98169b495248c18f460079b39f7a3c9"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T15:32:09.406000+00:00","captured_at":"2026-10-20T15:46:15.605Z","last_trade_at":"2026-10-20T15:45:44.526768101Z","price":1020.93,"iv_pct":33.82448018725538,"implied_move_pct":7.909567234264799,"put_call_skew_pp":0.45091078931128736,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"b5ae93807b34ad177e39cf78ae6a5a8669237b8dc47d53a735e4a030b943bbb4"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T15:47:04.603000+00:00","captured_at":"2026-10-20T15:54:01.727Z","last_trade_at":"2026-10-20T15:53:31.906993413Z","price":1022.37,"iv_pct":34.14707565081229,"implied_move_pct":7.9923321981346565,"put_call_skew_pp":1.1075505949295628,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"0dd7002cc1f74d6902c760658d31cf63255114e920f5716305d4e4d0b5439b30"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T15:47:04.646000+00:00","captured_at":"2026-10-20T16:01:57.987Z","last_trade_at":"2026-10-20T16:00:56.151774185Z","price":1019.17,"iv_pct":34.60004195804196,"implied_move_pct":8.073787269603473,"put_call_skew_pp":1.56511033681766,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"9926afdc347e3fd777bce7abc3bf4076e08f635ad3814f8732b4f375f066fe45"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T16:00:56.203000+00:00","captured_at":"2026-10-20T16:09:41.754Z","last_trade_at":"2026-10-20T16:08:02.849162563Z","price":1018.65,"iv_pct":33.87061142131979,"implied_move_pct":7.897218648848718,"put_call_skew_pp":1.5905046039528803,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"b6102a154b4d712acf68aec6f07d16227b1b16f629daace4b4b7ade4c0249056"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T16:02:40.217000+00:00","captured_at":"2026-10-20T16:17:29.076Z","last_trade_at":"2026-10-20T16:17:02.663160215Z","price":1018.54,"iv_pct":33.91001068000201,"implied_move_pct":7.903731873931117,"put_call_skew_pp":1.3856956499763373,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"46ce60b36f87f2a70034022bc8fc002ceedcbf2d347040a4497357e9940f9984"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T16:13:05.278000+00:00","captured_at":"2026-10-20T16:25:17.029Z","last_trade_at":"2026-10-20T16:25:10.872857141Z","price":1018.76,"iv_pct":33.738198343961166,"implied_move_pct":7.878963525826512,"put_call_skew_pp":-0.2455638668262483,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"7ba712f209e0e5449c88a5a0f0f4d9f9f8dab9c56a91926bd625dab8f3f81954"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T16:26:28.306000+00:00","captured_at":"2026-10-20T16:33:01.362Z","last_trade_at":"2026-10-20T16:32:50.044319493Z","price":1020.04,"iv_pct":33.89069925577253,"implied_move_pct":7.912535018195917,"put_call_skew_pp":0.4828144078144081,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"957457726a55cbe4a37647417540198e3d877d16a65d77b2d87bb7e68ead9d1d"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T16:35:41.769000+00:00","captured_at":"2026-10-20T16:48:31.537Z","last_trade_at":"2026-10-20T16:48:25.002440995Z","price":1021.19,"iv_pct":34.1219163704911,"implied_move_pct":7.985742645092015,"put_call_skew_pp":1.8339154687835202,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"2c5c0cd721b3d381ed2c200d9f8ba17c0007cab6d2358eb51f3c1463998f34b7"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T16:45:55.299000+00:00","captured_at":"2026-10-20T16:56:17.066Z","last_trade_at":"2026-10-20T16:56:12.191125316Z","price":1020.55,"iv_pct":34.11931044834562,"implied_move_pct":7.979795404144626,"put_call_skew_pp":0.2890066954826631,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"48ff0d751adeb408427b3a9484b48dae3913603290c8bb92533f881fd99f7b91"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T17:01:02.412000+00:00","captured_at":"2026-10-20T17:04:30.258Z","last_trade_at":"2026-10-20T17:04:18.426196266Z","price":1020.545,"iv_pct":33.65210466691138,"implied_move_pct":7.855427948579383,"put_call_skew_pp":0.2579405285817349,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"074efda76ada69f56ad9b242352bcf1d502bb51f6816a9e3c1d46a2f2cbf00ea"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T17:05:49.410000+00:00","captured_at":"2026-10-20T17:12:17.502Z","last_trade_at":"2026-10-20T17:11:32.997493377Z","price":1020.1,"iv_pct":34.17962679891605,"implied_move_pct":7.994977244579098,"put_call_skew_pp":0.7088877831715246,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"67715a210d057d24f837d1351c97887ab9841cce4584bfeb89b39b65b8fa32bd"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T17:13:44.292000+00:00","captured_at":"2026-10-20T17:27:53.713Z","last_trade_at":"2026-10-20T17:27:36.377931259Z","price":1020.0601,"iv_pct":33.63105112026297,"implied_move_pct":7.850068465731484,"put_call_skew_pp":0.35892544460337517,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"4334eac111a310bb005ddbe1070acedb72e48f03e83dbbdfe20c27001201600f"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T17:20:45.284000+00:00","captured_at":"2026-10-20T17:35:44.084Z","last_trade_at":"2026-10-20T17:35:40.492575123Z","price":1020.95,"iv_pct":33.57297657754348,"implied_move_pct":7.842312783586526,"put_call_skew_pp":0.6120939178752893,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"208db13e5a390e7e8913bd804279282b4f9e1ba63087d9a08d6c48ed7990e46e"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T17:29:57.412000+00:00","captured_at":"2026-10-20T17:43:33.802Z","last_trade_at":"2026-10-20T17:42:33.208551929Z","price":1020.4,"iv_pct":33.58833682825153,"implied_move_pct":7.841267257159128,"put_call_skew_pp":0.3240834534049386,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"793d562f3c881de8df013b1a2fab92d1f3ce618d5ecf806527bf158a0e461ad6"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T17:38:28.209000+00:00","captured_at":"2026-10-20T17:51:22.097Z","last_trade_at":"2026-10-20T17:50:54.535386174Z","price":1020.45,"iv_pct":33.64740183792815,"implied_move_pct":7.856828242184546,"put_call_skew_pp":-0.35922071473864503,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"487b820048ac79fac5c0b40615767d62a9839081b81fc5ccd208006eb9894bed"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T17:54:03.891000+00:00","captured_at":"2026-10-20T17:59:10.966Z","last_trade_at":"2026-10-20T17:57:54.853756097Z","price":1022.085,"iv_pct":34.1933574869597,"implied_move_pct":7.987579976799772,"put_call_skew_pp":0.08489424147353763,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"425d5df9e261924d4544fa0e0dee4343f06a19310ea6ba6029cd2aba0e6fee54"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T17:55:13.254000+00:00","captured_at":"2026-10-20T18:07:29.050Z","last_trade_at":"2026-10-20T18:06:34.46347521Z","price":1021.37,"iv_pct":34.20178291770492,"implied_move_pct":7.976897264713811,"put_call_skew_pp":-0.3152613636363599,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"0fa63550c80afd07f6945798d929231b01975473245c1c20f1ba89b2c753f16e"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T18:06:18.152000+00:00","captured_at":"2026-10-20T18:15:19.394Z","last_trade_at":"2026-10-20T18:14:07.28099198Z","price":1022.055,"iv_pct":34.198279813457695,"implied_move_pct":7.986131036551155,"put_call_skew_pp":0.031592066470115254,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"5469a4e0917338283a2b721d73d10e9a35b6d3d51a468ed88889d86bf39991fa"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T18:10:55.480000+00:00","captured_at":"2026-10-20T18:23:03.223Z","last_trade_at":"2026-10-20T18:22:34.885619219Z","price":1022.68,"iv_pct":34.19883630737079,"implied_move_pct":7.99709289716276,"put_call_skew_pp":0.3087115731992607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"0f2b4614926270f1b99b3fdba5d2a15add389697f28842164702d23ccedf308e"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T18:16:02.278000+00:00","captured_at":"2026-10-20T18:30:50.984Z","last_trade_at":"2026-10-20T18:30:08.664512826Z","price":1021.525,"iv_pct":34.20024341158927,"implied_move_pct":7.977399110665486,"put_call_skew_pp":-0.23097175908164957,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"8215c192ff7c0820c89414982117d35768134dc170ed18a1705724050b4286c6"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T18:25:01.413000+00:00","captured_at":"2026-10-20T18:38:34.058Z","last_trade_at":"2026-10-20T18:38:29.76222968Z","price":1023.03,"iv_pct":34.174392701253666,"implied_move_pct":7.9907569154342495,"put_call_skew_pp":0.46555983662129874,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"977b98101948ec05e680350f50683da92b0b9de1a2892a2c81aa05ba776aec52"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T18:34:54.159000+00:00","captured_at":"2026-10-20T18:46:22.514Z","last_trade_at":"2026-10-20T18:46:18.342714927Z","price":1022.675,"iv_pct":34.17832593279873,"implied_move_pct":7.987336673696159,"put_call_skew_pp":0.3047238431379051,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"47e64e7aa824f204b3d029105096801ed52d7e5ac86fa9124940089bc6d11321"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T18:45:50.921000+00:00","captured_at":"2026-10-20T18:54:10.718Z","last_trade_at":"2026-10-20T18:53:56.883351065Z","price":1022.55,"iv_pct":34.18351706036745,"implied_move_pct":7.987191581760047,"put_call_skew_pp":0.34251430981756537,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"369f963b8d27ebeba6450a9b12cf1209c8e76794788b97dd9e62ba3d5da1fd0b"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T18:57:58.454000+00:00","captured_at":"2026-10-20T19:02:04.556Z","last_trade_at":"2026-10-20T19:00:56.031094387Z","price":1022.305,"iv_pct":34.18307785363913,"implied_move_pct":7.98402963539508,"put_call_skew_pp":0.47376475381824545,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"c753c201ecf9f6ece82ac10d810fdfb11abc03c54c974fcc11851e27096915d7"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T19:03:04.995000+00:00","captured_at":"2026-10-20T19:11:49.936Z","last_trade_at":"2026-10-20T19:11:38.685298805Z","price":1023.805,"iv_pct":34.411550691078446,"implied_move_pct":8.050131374681285,"put_call_skew_pp":1.2936895637976065,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"1c20c0778e1863eb791e7b8fc57a0bc758112609b985522b35433c4863b4ad7b"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T19:08:28.446000+00:00","captured_at":"2026-10-20T19:19:37.227Z","last_trade_at":"2026-10-20T19:18:48.473800013Z","price":1022.94,"iv_pct":34.447005370330395,"implied_move_pct":8.047197430916588,"put_call_skew_pp":0.82011705685619,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"9d606c255d64b25e2e775ebe732f2e32a83247d5871236ea8404d938908b7d6c"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T19:20:10.658000+00:00","captured_at":"2026-10-20T19:27:21.361Z","last_trade_at":"2026-10-20T19:25:45.523380075Z","price":1022.24,"iv_pct":34.47994356497514,"implied_move_pct":8.044526792889641,"put_call_skew_pp":0.42898818316099985,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"19e36f3c3dca0f2bb1b7e7de317c6c7da318c5c205aabdecebd5cd8e6c60c723"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T19:27:50.735000+00:00","captured_at":"2026-10-20T19:35:13.398Z","last_trade_at":"2026-10-20T19:34:55.126509397Z","price":1024,"iv_pct":34.40499924579284,"implied_move_pct":8.050987753919827,"put_call_skew_pp":1.2089760838790597,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"91a125ebdfb5bc17756121e2f4469d9305bc0949e2615715339667e3ec7bb415"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T19:34:15.152000+00:00","captured_at":"2026-10-20T19:43:01.826Z","last_trade_at":"2026-10-20T19:42:58.992463338Z","price":1024.445,"iv_pct":34.35680160984849,"implied_move_pct":8.045855751236775,"put_call_skew_pp":1.4382495765104475,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"b657d844ae656d141ca10ba7db2126e385cda916f96832dea5b21bd187171acc"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T19:49:58.407000+00:00","captured_at":"2026-10-20T19:50:46.877Z","last_trade_at":"2026-10-20T19:50:46.31888949Z","price":1027.19,"iv_pct":34.72877816160494,"implied_move_pct":8.121781226387744,"put_call_skew_pp":1.5877754406754596,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"c450953b40f4d111613ca3adae8a8e19afb44d4c70e49a0b7903ca5212318cb7"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-20T19:50:08.612000+00:00","captured_at":"2026-10-20T19:58:32.794Z","last_trade_at":"2026-10-20T19:58:32.48803897Z","price":1029.36,"iv_pct":34.980035087719294,"implied_move_pct":8.180623899844427,"put_call_skew_pp":2.608861386138611,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"44b9162b1ede5e5eb24718074f1fe501386e79fb5c335c6da345ec3df0594982"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:33.086000+00:00","captured_at":"2026-10-21T13:32:44.160Z","last_trade_at":"2026-10-21T13:32:36.953143181Z","price":1024.98,"iv_pct":35.094601327338324,"implied_move_pct":8.08475598409099,"put_call_skew_pp":3.245132716278376,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"fbd118e25bb44e3137b61b8c6c4360339e5761cd0e34492f4679f551c72af7c9"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T13:34:37.896000+00:00","captured_at":"2026-10-21T13:48:27.867Z","last_trade_at":"2026-10-21T13:48:22.042532605Z","price":1020.69,"iv_pct":35.59995023192888,"implied_move_pct":8.129434395098311,"put_call_skew_pp":0.3822305139252524,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"785f8502f875bd2d1301dfc5bd072d09da6e21cc1cde7f33018afc69441f04e5"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T13:46:18.974000+00:00","captured_at":"2026-10-21T13:56:23.466Z","last_trade_at":"2026-10-21T13:56:14.05197315Z","price":1022.95,"iv_pct":35.58682947368421,"implied_move_pct":8.159890512732781,"put_call_skew_pp":1.5859486016628843,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"69a9b5bbae9257a823582f819ee93c5de0768aa554e624010fa9a7769c9d98b1"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T13:55:06.298000+00:00","captured_at":"2026-10-21T14:04:32.061Z","last_trade_at":"2026-10-21T14:04:23.824352585Z","price":1016.33,"iv_pct":35.730965520855165,"implied_move_pct":8.180698648211573,"put_call_skew_pp":-0.4272300801508755,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"8ee57eefb4384e5a362715d5b2fc3afa7a9c86fe2c0acc76aae276165ed72ae2"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T14:01:42.943000+00:00","captured_at":"2026-10-21T14:12:54.375Z","last_trade_at":"2026-10-21T14:12:53.665052712Z","price":1018.01,"iv_pct":35.70962361712362,"implied_move_pct":8.209204889492902,"put_call_skew_pp":0.5944190264767946,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d3d205f51dd6db5704946ed38675b1659d65d27af4ccc7b215bac64f09b85982"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T14:08:50.771000+00:00","captured_at":"2026-10-21T14:20:43.994Z","last_trade_at":"2026-10-21T14:19:27.476445975Z","price":1017.395,"iv_pct":35.96834381976862,"implied_move_pct":8.263085227754463,"put_call_skew_pp":0.3070580808080814,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"e74783bbc286f47d16c20cd5887b4b3f335867af54b2cf41510d84e975a2b4ac"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T14:17:14.433000+00:00","captured_at":"2026-10-21T14:28:51.311Z","last_trade_at":"2026-10-21T14:28:30.744553835Z","price":1018.75,"iv_pct":35.846404804177546,"implied_move_pct":8.242321228916047,"put_call_skew_pp":0.958835149308479,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d29f3a4bde3d3153b8fc05af467a64d4545c06703efc67d75416ba4f8f7c5653"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T14:25:09.148000+00:00","captured_at":"2026-10-21T14:36:53.538Z","last_trade_at":"2026-10-21T14:36:46.316746856Z","price":1018.69,"iv_pct":35.46121389629189,"implied_move_pct":8.14107714576839,"put_call_skew_pp":0.3923195121623646,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"705d0ad7a6bff41dc231cef3562832af607fb5b5b7ebba0edc5181c990240fba"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T14:32:29.597000+00:00","captured_at":"2026-10-21T14:45:04.348Z","last_trade_at":"2026-10-21T14:45:03.396999614Z","price":1016.295,"iv_pct":35.1559519311503,"implied_move_pct":8.07488154948366,"put_call_skew_pp":-0.1465320261437919,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"6c9355a151b5427ca62ec8aa4071abbc5d5a1af68d242816f3fbfc09a993a814"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T14:43:54.504000+00:00","captured_at":"2026-10-21T14:55:32.480Z","last_trade_at":"2026-10-21T14:55:28.39703826Z","price":1016.75,"iv_pct":34.926922979486314,"implied_move_pct":8.009284521677618,"put_call_skew_pp":0.921524785871003,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"7cbcef6d32ec3dec4f9d1fe69b6ab73772bc8d044fcb3e3732306a5e855b2638"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T15:00:15.432000+00:00","captured_at":"2026-10-21T15:14:24.609Z","last_trade_at":"2026-10-21T15:14:00.684413252Z","price":1015.8751,"iv_pct":35.244260870966706,"implied_move_pct":8.084712276668014,"put_call_skew_pp":-0.5269772727272748,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"c063c048dbeece3e721bed71e87be2f9702fda2ffa5742cce25a87e81560f07c"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T15:12:25.272000+00:00","captured_at":"2026-10-21T15:25:06.805Z","last_trade_at":"2026-10-21T15:25:03.521768246Z","price":1013.68,"iv_pct":35.025423337438426,"implied_move_pct":8.01975632825703,"put_call_skew_pp":-1.3812463912394213,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"757528331069788398270a6b3f934a322e59821d5daed2b8e39af67e0fe4025d"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T15:36:46.724000+00:00","captured_at":"2026-10-21T15:41:00.572Z","last_trade_at":"2026-10-21T15:40:44.800120627Z","price":1012.53,"iv_pct":35.09796897546897,"implied_move_pct":8.054883991893266,"put_call_skew_pp":-1.2462779542585012,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d067684ef0636dc3fd047918cf72f6592d1c818a203ef25f9a9fd771927dc999"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T15:40:21.431000+00:00","captured_at":"2026-10-21T15:54:26.346Z","last_trade_at":"2026-10-21T15:53:32.048970637Z","price":1012.85,"iv_pct":35.18564457304353,"implied_move_pct":8.073873430143802,"put_call_skew_pp":-0.674012180204564,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"b9e313bf50c5d6acbbe0fee1fc650d7ae9b6acc9599cc3fd39880a055bcc14d9"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T15:51:28.748000+00:00","captured_at":"2026-10-21T16:05:07.032Z","last_trade_at":"2026-10-21T16:05:01.466629777Z","price":1012.255,"iv_pct":34.95765692993908,"implied_move_pct":8.005141255231326,"put_call_skew_pp":-1.3801808408092309,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"3808140f47d684a90b645c8999489b6ddbb0afe4682762bc7d932f49dd2e9e73"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T16:09:59.995000+00:00","captured_at":"2026-10-21T16:15:24.137Z","last_trade_at":"2026-10-21T16:15:21.030013845Z","price":1011.5705,"iv_pct":35.16552049198442,"implied_move_pct":8.059981772789541,"put_call_skew_pp":0.8351799569190854,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"0c7b7e1bc704951dd254f3720920e15eeec10466a0543ad5dc52d959be0cddfb"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T16:11:06.885000+00:00","captured_at":"2026-10-21T16:25:33.664Z","last_trade_at":"2026-10-21T16:24:53.923400178Z","price":1011.21,"iv_pct":35.16503837328903,"implied_move_pct":8.058084556380694,"put_call_skew_pp":1.286070740933698,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"1543c08e3d7e625ff7f59c29f5b1311b61e26d24ba17b585c3a66a50a5ee9bb7"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T16:32:49.490000+00:00","captured_at":"2026-10-21T16:35:52.828Z","last_trade_at":"2026-10-21T16:35:50.112889517Z","price":1008.41,"iv_pct":34.730340436262765,"implied_move_pct":7.948150068765211,"put_call_skew_pp":-0.5266722972972981,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d492f249f57b51e6973265cee620388bfb2facf3fd18c72992de11a44a4d0c27"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T16:35:46.255000+00:00","captured_at":"2026-10-21T16:46:09.573Z","last_trade_at":"2026-10-21T16:46:00.837102084Z","price":1005.855,"iv_pct":34.71960461974006,"implied_move_pct":7.944394078653271,"put_call_skew_pp":-1.091898580121703,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"482c7f7995495c9b836777f5616f8717121c21a6535d7c1ba7032c68e4367c4e"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T16:45:16.835000+00:00","captured_at":"2026-10-21T16:56:25.693Z","last_trade_at":"2026-10-21T16:56:19.53054643Z","price":1007.48,"iv_pct":35.16163692987744,"implied_move_pct":8.093917845463624,"put_call_skew_pp":-0.021936078236839407,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"0b28b043b36f4ba92ae94fb91bf1f7de4cf99fbf2723162c290ce81b518ca52d"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T16:58:08.549000+00:00","captured_at":"2026-10-21T17:11:15.153Z","last_trade_at":"2026-10-21T17:11:12.87910037Z","price":1011.14,"iv_pct":35.31605982866219,"implied_move_pct":8.131637625230548,"put_call_skew_pp":0.9733397807865918,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"532ed6d8a33759980f31f28a5e71c5c9f11401ea680f226acbb1e07ceea22381"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T17:21:44.356000+00:00","captured_at":"2026-10-21T17:25:13.330Z","last_trade_at":"2026-10-21T17:22:10.682192476Z","price":1013.055,"iv_pct":35.68838703583766,"implied_move_pct":8.223495168886252,"put_call_skew_pp":3.396324876748269,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"98a7c08558f8cb41e3fb0baf5bdc34b5dd27fe1f09f6db8da18168721883bf05"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T17:22:33.742000+00:00","captured_at":"2026-10-21T17:35:53.239Z","last_trade_at":"2026-10-21T17:35:52.405816808Z","price":1013.06,"iv_pct":35.60474147519193,"implied_move_pct":8.201488109547777,"put_call_skew_pp":2.2588992171167774,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"93a4a203b8b32d0cb4fb0f500dadb1d457461a696edd272f71d20caead34b18d"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T17:39:46.403000+00:00","captured_at":"2026-10-21T17:46:04.108Z","last_trade_at":"2026-10-21T17:45:41.054187853Z","price":1014.37,"iv_pct":35.424716272004986,"implied_move_pct":8.168676640127389,"put_call_skew_pp":1.5667141763261394,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"ef3107931c3413391b30d10135dfc25fb9308ecbd617006e29767b1add86ba1d"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T17:48:50.554000+00:00","captured_at":"2026-10-21T17:57:19.186Z","last_trade_at":"2026-10-21T17:56:50.126521847Z","price":1013.21,"iv_pct":35.16327563761169,"implied_move_pct":8.087651443328243,"put_call_skew_pp":0.9528517871058795,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"2e40f29f9ec5e5d89c2c86e890cd010414a2fda3c4d9850395b3ba8f62ca2385"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T17:54:56.687000+00:00","captured_at":"2026-10-21T18:08:45.181Z","last_trade_at":"2026-10-21T18:08:43.99010411Z","price":1013.98,"iv_pct":35.1450753370341,"implied_move_pct":8.093038152950069,"put_call_skew_pp":1.360119678334909,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d04e41ccc48d7b868fb2b530ff81974a95015261298befcd323f074a3aa0fd8b"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T18:05:06.009000+00:00","captured_at":"2026-10-21T18:19:38.462Z","last_trade_at":"2026-10-21T18:19:27.078055298Z","price":1016.03,"iv_pct":34.99141227506426,"implied_move_pct":8.061391816149174,"put_call_skew_pp":2.2535159958720294,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"b6b275472d3c3248af2a29e42169c98b5a37cf2d23238c06611c7261e5629549"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T18:20:18.146000+00:00","captured_at":"2026-10-21T18:29:55.887Z","last_trade_at":"2026-10-21T18:29:48.152296066Z","price":1013.395,"iv_pct":35.16350855745721,"implied_move_pct":8.068723262704601,"put_call_skew_pp":0.12165076142131581,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"6f802c06b0e4faa27927b3f9c5560ca69313692154484888c4bdae79db57d9d4"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T18:29:26.608000+00:00","captured_at":"2026-10-21T18:40:10.911Z","last_trade_at":"2026-10-21T18:40:08.472762808Z","price":1011.0775,"iv_pct":34.64488148015845,"implied_move_pct":7.936079007627532,"put_call_skew_pp":-1.609877675840976,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"6baaa0decf60c8c720cb47ca1a76966dd6470d3cd0eea06c72a8611496899206"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T18:35:36.205000+00:00","captured_at":"2026-10-21T18:50:27.488Z","last_trade_at":"2026-10-21T18:50:21.394359477Z","price":1012.045,"iv_pct":34.79873794008689,"implied_move_pct":7.978578105870462,"put_call_skew_pp":-1.348260118726391,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"788ffae052701b0f1275bf186837c3717aa91db8ad662faad602816f7b7a7fde"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T18:59:46.990000+00:00","captured_at":"2026-10-21T19:02:59.158Z","last_trade_at":"2026-10-21T19:02:57.281290834Z","price":1010.915,"iv_pct":34.815876521245876,"implied_move_pct":7.967294024705487,"put_call_skew_pp":-0.24505519967289446,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"2c9d6492b730c85cbbe1978ae1d9610199d117374206ccc2204d3b85261ab640"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T19:00:10.434000+00:00","captured_at":"2026-10-21T19:13:54.786Z","last_trade_at":"2026-10-21T19:13:47.863431861Z","price":1011.31,"iv_pct":34.63411844623039,"implied_move_pct":7.9356348810907305,"put_call_skew_pp":-0.11235414834359636,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"b0af1d870df8a8d09a98c0e21eb527b6fc7f08f3b99a7a905245ae424095faf3"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T19:11:50.935000+00:00","captured_at":"2026-10-21T19:24:17.838Z","last_trade_at":"2026-10-21T19:24:16.003671365Z","price":1012.06,"iv_pct":34.61335965303996,"implied_move_pct":7.940453539186275,"put_call_skew_pp":0.23216158959749045,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d968f1325e4c70545e1329c1069ede853a120f2043c76cb406acb0421dda5769"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T19:32:40.221000+00:00","captured_at":"2026-10-21T19:34:39.146Z","last_trade_at":"2026-10-21T19:34:32.918280082Z","price":1012.555,"iv_pct":34.60410529715762,"implied_move_pct":7.9446923717685705,"put_call_skew_pp":-0.6161805811808141,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"62fbbbb3fc0533c573c860befe7c8099a449cac6b686b00249ef5e346e524d0b"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-21T19:50:01.653000+00:00","captured_at":"2026-10-21T20:05:11.118Z","last_trade_at":"2026-10-21T20:00:02.968536444Z","price":1015.5,"iv_pct":35.53804738999946,"implied_move_pct":8.160702226059346,"put_call_skew_pp":0.40496951810214954,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"6edc9ae85bb49d4ec0a19ea01869f34aa76cb1f233581e2b1069f08391a55a82"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-22T19:55:28.291000+00:00","captured_at":"2026-10-22T20:34:10.139Z","last_trade_at":"2026-10-22T20:10:00.001790891Z","price":1012.34,"iv_pct":35.44597230674598,"implied_move_pct":8.025906459030768,"put_call_skew_pp":2.3568430588708944,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"b7a55a91e086e261cae32a3132c9228001f81ede83e097728d8d0c80c6301119"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-23T19:54:58.452000+00:00","captured_at":"2026-10-23T20:47:20.872Z","last_trade_at":"2026-10-23T20:10:00.001630514Z","price":1000.77,"iv_pct":36.38830225330225,"implied_move_pct":8.079332527007816,"put_call_skew_pp":-0.2578099370022624,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"92b84eaafad8abc347e53020b44c002d88f2751eacaa93a86b00f11b7fb0d64c"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-26T19:49:58.114000+00:00","captured_at":"2026-10-27T01:30:34.950Z","last_trade_at":"2026-10-26T23:00:00.001612701Z","price":992.87,"iv_pct":38.127894760412,"implied_move_pct":8.01258427130898,"put_call_skew_pp":1.0883178104575175,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"d0d7f1968565b4b4bcb673f455aebe6587aa4d72f42fb5d3c20911f9708ffd34"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-27T14:44:23.462000+00:00","captured_at":"2026-10-27T14:57:17.330Z","last_trade_at":"2026-10-27T14:55:32.004302656Z","price":982.06,"iv_pct":38.560530890333354,"implied_move_pct":7.918740297423343,"put_call_skew_pp":-0.13240766604593612,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"05de44303a7e38868d8dacff6049c8b2d986545d5a25b94721c6e261c416cb30"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-27T19:49:54.509000+00:00","captured_at":"2026-10-27T23:49:13.147Z","last_trade_at":"2026-10-27T23:00:00.002243414Z","price":967.02,"iv_pct":39.23010992513304,"implied_move_pct":8.030675982050631,"put_call_skew_pp":-2.5236119172501956,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"8ea659a2936f2e1ed90baddf2e78c948d408574006c149b6bb13a7a522944a53"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-28T19:55:25.624000+00:00","captured_at":"2026-10-28T20:32:59.146Z","last_trade_at":"2026-10-28T20:10:00.001600772Z","price":960.56,"iv_pct":40.22037897310513,"implied_move_pct":8.094083972613365,"put_call_skew_pp":2.4167995329727243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"59ee6645e221d321f8210e43771c0878ebe8ab7fc3fd1417c243eec6ded3f5d9"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-29T19:55:04.287000+00:00","captured_at":"2026-10-30T00:03:32.747Z","last_trade_at":"2026-10-29T23:00:00.002174935Z","price":980.88,"iv_pct":40.323151082466886,"implied_move_pct":7.9377013801806315,"put_call_skew_pp":4.220929516423356,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"3ffa0c6a4dad6fbfbbe2c5d0b0b03a16e1fcabfdad933673b2f814d9a7e1d385"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-10-30T19:55:09.637000+00:00","captured_at":"2026-10-30T23:12:54.662Z","last_trade_at":"2026-10-30T23:00:00.002168119Z","price":994.58,"iv_pct":43.10615560640733,"implied_move_pct":8.282177732831396,"put_call_skew_pp":1.9271443624868323,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"7eb4444a03216bf3db90fdb8a0c4da96d9211c59058f37db76cdf789ee0db978"},{"symbol":"MCK","expiry":"2026-11-20","observed_at":"2026-11-03T20:55:25.473000+00:00","captured_at":"2026-11-04T00:59:27.834Z","last_trade_at":"2026-11-04T00:48:41.248289708Z","price":999.3354,"iv_pct":46.207266157373,"implied_move_pct":7.980117450349423,"put_call_skew_pp":0.16283681535855243,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MCK","source_hash":"0645a1c3fc41013e46bd8770e11c766e2f24db5e5c3ef3c57df5bfa3f5253e95"}],"dailyIv":[{"symbol":"MCK","date":"2026-08-10","iv_pct":28.51402867612859,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.7625974025974,"put_iv_pct":29.08744934445769},{"expiry":"2026-09-18","call_iv_pct":26.40124763705104,"put_iv_pct":27.945020161290323},{"expiry":"2026-11-20","call_iv_pct":28.793277591973244,"put_iv_pct":29.375878378378378},{"expiry":"2026-12-18","call_iv_pct":29.05675889328063,"put_iv_pct":29.69}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"20d9ef7a4275ab9fb816a0cb27ebb8777da816d8c6250903d3b6207c2687ed59","captured_at":"2026-10-22T01:16:52.919300+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":"82d2dce7aa4f8495043412ffcc67785a0ffce2e61a0fe67cd54dcd9c77a47eb3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"27628f15de1551f74e88016ee283ebd5bef4e15c1318e645fc50d1498eeb9a88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f44ac1cc340e7d2d52fca463442c1ac8443af99e0fdf1a0b461bff5f8c30354"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"4da060047cbc5a5f7af72e15524c8d53bb6b24a98e9a7e87cef23b81381d8900"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"85b67236b3279c79ad5303355502308062dcfe9bfd473084a78fde77205ccbdc"}]},{"symbol":"MCK","date":"2026-08-11","iv_pct":28.14352715579551,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":27.433815261044174,"put_iv_pct":27.731632653061222},{"expiry":"2026-09-18","call_iv_pct":25.865294117647057,"put_iv_pct":27.234491017964068},{"expiry":"2026-11-20","call_iv_pct":28.945714285714285,"put_iv_pct":29.67},{"expiry":"2026-12-18","call_iv_pct":28.656614173228345,"put_iv_pct":29.61065573770492}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3d6e44007520b5606ab6b862d2c3976e0ae57afaa0e855d19fb88d057c5ab113","captured_at":"2026-10-22T01:16:50.706973+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":"fb136dd9eb0cafb2b011d9e84c66c8f3a744c9b9cb40a338cc6833c1404cd0cc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"27628f15de1551f74e88016ee283ebd5bef4e15c1318e645fc50d1498eeb9a88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f44ac1cc340e7d2d52fca463442c1ac8443af99e0fdf1a0b461bff5f8c30354"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"4da060047cbc5a5f7af72e15524c8d53bb6b24a98e9a7e87cef23b81381d8900"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"85b67236b3279c79ad5303355502308062dcfe9bfd473084a78fde77205ccbdc"}]},{"symbol":"MCK","date":"2026-08-12","iv_pct":29.072080757733424,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":28.764031311154604,"put_iv_pct":29.156845238095237},{"expiry":"2026-09-18","call_iv_pct":27.24,"put_iv_pct":28.43399594320487},{"expiry":"2026-11-20","call_iv_pct":29.320542372881352,"put_iv_pct":30.174618181818186},{"expiry":"2026-12-18","call_iv_pct":29.46341463414634,"put_iv_pct":30.0231983805668}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dae6508af590c8614428834fccd898632fc3fe6d428a8d16ce8c086df1ffda6d","captured_at":"2026-10-22T01:16:48.626256+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":"919fd5bc1f2084e57e3aeb217f4aa83cb8470d5fe857b9025c587a26f0161837"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"27628f15de1551f74e88016ee283ebd5bef4e15c1318e645fc50d1498eeb9a88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f44ac1cc340e7d2d52fca463442c1ac8443af99e0fdf1a0b461bff5f8c30354"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"4da060047cbc5a5f7af72e15524c8d53bb6b24a98e9a7e87cef23b81381d8900"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"85b67236b3279c79ad5303355502308062dcfe9bfd473084a78fde77205ccbdc"}]},{"symbol":"MCK","date":"2026-08-13","iv_pct":30.00657792765815,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":33.97819458375126,"put_iv_pct":32.05745562130177},{"expiry":"2026-09-18","call_iv_pct":27.8244741873805,"put_iv_pct":27.560987432675045},{"expiry":"2026-11-20","call_iv_pct":29.690451612903225,"put_iv_pct":29.649105960264897},{"expiry":"2026-12-18","call_iv_pct":29.491647509578545,"put_iv_pct":29.800306513409964}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d67bde311d472525270eb4edfd32e2cbe3fe05c969237393f031976ef4a305df","captured_at":"2026-10-22T01:16:46.319359+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":"f656bf013df00c71f2c47d660b8c82defff63686e2c69a439f64d4209279c406"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"27628f15de1551f74e88016ee283ebd5bef4e15c1318e645fc50d1498eeb9a88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f44ac1cc340e7d2d52fca463442c1ac8443af99e0fdf1a0b461bff5f8c30354"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"4da060047cbc5a5f7af72e15524c8d53bb6b24a98e9a7e87cef23b81381d8900"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"85b67236b3279c79ad5303355502308062dcfe9bfd473084a78fde77205ccbdc"}]},{"symbol":"MCK","date":"2026-08-14","iv_pct":27.93795403172451,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":26.800442986054147,"put_iv_pct":28.579343832021},{"expiry":"2026-09-18","call_iv_pct":25.5133730834753,"put_iv_pct":27.571256830601094},{"expiry":"2026-11-20","call_iv_pct":28.84127868852459,"put_iv_pct":29.02030303030303},{"expiry":"2026-12-18","call_iv_pct":28.0556338028169,"put_iv_pct":29.122000000000003}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f3dd0393a67bc227f1e688f6050fefbcaa7d584648816ead887017ed29f57ce2","captured_at":"2026-10-22T01:16:44.017462+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":"59fc8601bcb6ab267d0cc525b97c0a485d0119974a9f90c68c9d2feda601259a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"27628f15de1551f74e88016ee283ebd5bef4e15c1318e645fc50d1498eeb9a88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-09-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f44ac1cc340e7d2d52fca463442c1ac8443af99e0fdf1a0b461bff5f8c30354"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"4da060047cbc5a5f7af72e15524c8d53bb6b24a98e9a7e87cef23b81381d8900"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"85b67236b3279c79ad5303355502308062dcfe9bfd473084a78fde77205ccbdc"}]},{"symbol":"MCK","date":"2026-08-17","iv_pct":30.524606114802197,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":37.1814248479583,"put_iv_pct":34.0084094488189},{"expiry":"2026-09-18","call_iv_pct":27.932468468468468,"put_iv_pct":28.576125461254616},{"expiry":"2026-11-20","call_iv_pct":29.81310810810811,"put_iv_pct":29.278306188925086},{"expiry":"2026-12-18","call_iv_pct":28.852222222222224,"put_iv_pct":28.554784172661872}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a462b52cfdb4ddff11583909b4c2dd17cf4b643a1aa656bc3701d29e861d3e72","captured_at":"2026-10-22T01:16:17.317150+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":"2114a1c0a46801e0afff7ec7bb958570ad8c734724cfdfc59aa084621f180066"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a7216880583967a7ea854c8531b143c5a9c9d1ed2a5906fdc66768243667bdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"46e61a3750396bc35996c511de9611d2534a101dec6acddcff42214a92d6f28e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"c01d05624fa388a9c570381dca48a3acfeecb0d00603a1bdfdce4be1296c5d8d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"23ed1a5d5a29271143c64b595f5bb18e84cbb0c9a11c06cb653cbce0186d0820"}]},{"symbol":"MCK","date":"2026-08-18","iv_pct":29.417171826556963,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":35.38863574351978,"put_iv_pct":30.773212726138492},{"expiry":"2026-09-18","call_iv_pct":25.916348684210526,"put_iv_pct":26.15918196994992},{"expiry":"2026-11-20","call_iv_pct":29.9,"put_iv_pct":29.609999999999996},{"expiry":"2026-12-18","call_iv_pct":28.806376811594202,"put_iv_pct":28.783618677042806}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cca46a73f7ffdf189651f3565df4fe9f6432324bcb91381c5dc783953531a48b","captured_at":"2026-10-22T01:16:15.025292+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":"2c062d8bda817c6de1b5bdc553ae3022e16807bdbf05ca068207f642df6e7b30"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a7216880583967a7ea854c8531b143c5a9c9d1ed2a5906fdc66768243667bdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"46e61a3750396bc35996c511de9611d2534a101dec6acddcff42214a92d6f28e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"c01d05624fa388a9c570381dca48a3acfeecb0d00603a1bdfdce4be1296c5d8d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"23ed1a5d5a29271143c64b595f5bb18e84cbb0c9a11c06cb653cbce0186d0820"}]},{"symbol":"MCK","date":"2026-08-19","iv_pct":29.677462705728175,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":37.644724035608306,"put_iv_pct":30.211231527093595},{"expiry":"2026-09-18","call_iv_pct":27.05646076794658,"put_iv_pct":25.427971698113204},{"expiry":"2026-11-20","call_iv_pct":30.086565656565657,"put_iv_pct":28.896470588235296},{"expiry":"2026-12-18","call_iv_pct":29.34591240875913,"put_iv_pct":28.75036496350365}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e114f4432250f11ea1f739c3aff134a7addaac614ec9264f91a3bed54b89ae7a","captured_at":"2026-10-22T01:16:12.720570+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":"0e9a4376ca27e5bf37d73a6444b9785d7bf4ab79235f69d667f26038422ab5be"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a7216880583967a7ea854c8531b143c5a9c9d1ed2a5906fdc66768243667bdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"46e61a3750396bc35996c511de9611d2534a101dec6acddcff42214a92d6f28e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"c01d05624fa388a9c570381dca48a3acfeecb0d00603a1bdfdce4be1296c5d8d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"23ed1a5d5a29271143c64b595f5bb18e84cbb0c9a11c06cb653cbce0186d0820"}]},{"symbol":"MCK","date":"2026-08-20","iv_pct":30.77137062671964,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":42.4411935483871,"put_iv_pct":35.1019625},{"expiry":"2026-09-18","call_iv_pct":28.054509151414308,"put_iv_pct":26.27440381558029},{"expiry":"2026-10-16","call_iv_pct":27.51473441108545,"put_iv_pct":26.607772828507798},{"expiry":"2026-11-20","call_iv_pct":30.699245901639344,"put_iv_pct":29.47714285714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a27a23cdce0edb10a909f2e6e428125e6537ad73780c774222bbfa948eda27c6","captured_at":"2026-10-22T01:16:10.624399+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":"13aa5fb5ef53e5e184b71a86e60ad4c570a286df3574483933e18412ef99174a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a7216880583967a7ea854c8531b143c5a9c9d1ed2a5906fdc66768243667bdb7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"46e61a3750396bc35996c511de9611d2534a101dec6acddcff42214a92d6f28e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f9e4b75eac39ba35a2ebe43aee4f0a4bc2a0e33689bee6938ea85fd05ff5c17a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"c01d05624fa388a9c570381dca48a3acfeecb0d00603a1bdfdce4be1296c5d8d"}]},{"symbol":"MCK","date":"2026-08-21","iv_pct":27.908104548061186,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.833726708074533,"put_iv_pct":25.9275},{"expiry":"2026-10-16","call_iv_pct":27.221547344110853,"put_iv_pct":27.08816326530612},{"expiry":"2026-11-20","call_iv_pct":29.743766233766234,"put_iv_pct":29.694935064935063},{"expiry":"2026-12-18","call_iv_pct":29.015306859205776,"put_iv_pct":28.73989090909091}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"915e0220d1c59c467983d6fba800b6af587c297e0eb6cb52dae1e713323b955b","captured_at":"2026-10-22T01:15:57.110060+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":"b7b3b8c4ae18606552983c7925fc4eed96fd5dfa2d92492e6c2ad873085c3135"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"46e61a3750396bc35996c511de9611d2534a101dec6acddcff42214a92d6f28e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f9e4b75eac39ba35a2ebe43aee4f0a4bc2a0e33689bee6938ea85fd05ff5c17a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"c01d05624fa388a9c570381dca48a3acfeecb0d00603a1bdfdce4be1296c5d8d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"23ed1a5d5a29271143c64b595f5bb18e84cbb0c9a11c06cb653cbce0186d0820"}]},{"symbol":"MCK","date":"2026-08-24","iv_pct":27.94099174223686,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.996854599406525,"put_iv_pct":27.458200312989046},{"expiry":"2026-10-16","call_iv_pct":25.894427312775324,"put_iv_pct":26.819345372460496},{"expiry":"2026-11-20","call_iv_pct":29.478726114649685,"put_iv_pct":30.17},{"expiry":"2026-12-18","call_iv_pct":28.32581818181818,"put_iv_pct":29.38456204379562}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5ac1fafacdd929c9e5a786f1835ef15e34006153e01c8cff903f073758b1733d","captured_at":"2026-10-22T01:15:35.315683+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":"81fbeb62c1d652272a0e3ce18d6108ab7270cde9de441e63809738ba4ccc2300"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a34bb401ba65f836eb17922a70ce866da9eff6864e9274ed5454d5b78c921b66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb83a4d8bd3eb6a5dfba424b7cb3f7cdc3c9e916b5d1983b2844068e7422ed30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"46a3f4fabf258f83f5d2c01e24ad6d5f76d0822f9a0f72f7029b192d63b3fc08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"fcfd1b1a39fb8ff51b936ae44de3bc5a2c7a1fc5de2a59baa8a30ce73f15f8b8"}]},{"symbol":"MCK","date":"2026-08-25","iv_pct":26.84287976468356,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.76382978723404,"put_iv_pct":25.809578947368422},{"expiry":"2026-10-16","call_iv_pct":24.75119469026549,"put_iv_pct":25.40826666666667},{"expiry":"2026-11-20","call_iv_pct":28.685250836120403,"put_iv_pct":29.493094462540714},{"expiry":"2026-12-18","call_iv_pct":27.998072727272728,"put_iv_pct":28.833750000000002}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"344a189177946ab5b576ccd0c750862b16fd8a2e999bd936be3bbb8b8896f7e5","captured_at":"2026-10-22T01:15:33.408729+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":"9507f00efc3c27f0a3e289170e7c1ba0fafbff64b7c4f2ed508707ad7630e54d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a34bb401ba65f836eb17922a70ce866da9eff6864e9274ed5454d5b78c921b66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb83a4d8bd3eb6a5dfba424b7cb3f7cdc3c9e916b5d1983b2844068e7422ed30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"46a3f4fabf258f83f5d2c01e24ad6d5f76d0822f9a0f72f7029b192d63b3fc08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"fcfd1b1a39fb8ff51b936ae44de3bc5a2c7a1fc5de2a59baa8a30ce73f15f8b8"}]},{"symbol":"MCK","date":"2026-08-26","iv_pct":27.129597550314077,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.575422343324252,"put_iv_pct":25.663254086181276},{"expiry":"2026-10-16","call_iv_pct":25.416046511627904,"put_iv_pct":26.256977777777777},{"expiry":"2026-11-20","call_iv_pct":29.514031746031744,"put_iv_pct":29.627692307692303},{"expiry":"2026-12-18","call_iv_pct":28.435384615384613,"put_iv_pct":28.547971014492752}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4dd589448b5b6155708275f69c33088c10fe42eefe635ea25ae5939072dd1dc3","captured_at":"2026-10-22T01:15:30.615995+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":"6e7a0c6c3e19e18728955b00431fc0b30277ad7e4dc74b2489e886120c145a5c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a34bb401ba65f836eb17922a70ce866da9eff6864e9274ed5454d5b78c921b66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb83a4d8bd3eb6a5dfba424b7cb3f7cdc3c9e916b5d1983b2844068e7422ed30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"46a3f4fabf258f83f5d2c01e24ad6d5f76d0822f9a0f72f7029b192d63b3fc08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"fcfd1b1a39fb8ff51b936ae44de3bc5a2c7a1fc5de2a59baa8a30ce73f15f8b8"}]},{"symbol":"MCK","date":"2026-08-27","iv_pct":26.776143114274603,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.197798982188296,"put_iv_pct":25.55222539229672},{"expiry":"2026-10-16","call_iv_pct":25.730085470085474,"put_iv_pct":25.19774058577406},{"expiry":"2026-11-20","call_iv_pct":29.23378125,"put_iv_pct":29.199592476489027},{"expiry":"2026-12-18","call_iv_pct":27.779963768115945,"put_iv_pct":28.31795698924731}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"44c5f7b7c7b03fbab777bc5e7eafacfdfbc22011afcb2f6a2aa5079b2c7314b4","captured_at":"2026-10-22T01:15:27.726974+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":"e48f61b0e4b65869da63aa03fac1595ddb6b1fb6c34ac76f62ccd82e2c22ae64"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a34bb401ba65f836eb17922a70ce866da9eff6864e9274ed5454d5b78c921b66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb83a4d8bd3eb6a5dfba424b7cb3f7cdc3c9e916b5d1983b2844068e7422ed30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"46a3f4fabf258f83f5d2c01e24ad6d5f76d0822f9a0f72f7029b192d63b3fc08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"fcfd1b1a39fb8ff51b936ae44de3bc5a2c7a1fc5de2a59baa8a30ce73f15f8b8"}]},{"symbol":"MCK","date":"2026-08-28","iv_pct":26.69401697276284,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.58694618272841,"put_iv_pct":24.292205882352942},{"expiry":"2026-10-16","call_iv_pct":25.285897435897436,"put_iv_pct":26.34613733905579},{"expiry":"2026-11-20","call_iv_pct":29.40952681388012,"put_iv_pct":29.495820895522385},{"expiry":"2026-12-18","call_iv_pct":27.706983050847455,"put_iv_pct":28.428618181818177}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4d78a116105d446658e9adce149cf2feea2503b3991e528db407afea936c7a48","captured_at":"2026-10-22T01:15:25.322336+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":"9319cd43e2289f63534ebc982323ebd6dbe8f08586eb4cd5326db78cbcda5975"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"a34bb401ba65f836eb17922a70ce866da9eff6864e9274ed5454d5b78c921b66"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bb83a4d8bd3eb6a5dfba424b7cb3f7cdc3c9e916b5d1983b2844068e7422ed30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"46a3f4fabf258f83f5d2c01e24ad6d5f76d0822f9a0f72f7029b192d63b3fc08"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"fcfd1b1a39fb8ff51b936ae44de3bc5a2c7a1fc5de2a59baa8a30ce73f15f8b8"}]},{"symbol":"MCK","date":"2026-08-31","iv_pct":27.12173470745112,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.70187817258883,"put_iv_pct":23.40161403508772},{"expiry":"2026-10-16","call_iv_pct":26.82763213530655,"put_iv_pct":25.12957115009747},{"expiry":"2026-11-20","call_iv_pct":30.491884498480243,"put_iv_pct":28.871550151975683},{"expiry":"2026-12-18","call_iv_pct":28.431103448275863,"put_iv_pct":28.118644067796613}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c004b5500fd9372e1f05f61f52f4855c9f76a5a17a243bae487c6cae6ede0c26","captured_at":"2026-10-22T01:15:02.908304+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":"92763b26c280fc7e2fecd7d7ba32c94371fb2fddc50b5625abcf011c7a1eed06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"258c4e601430bf3e134b5c91835d80b0f577dcb484c82121b79c6b504eec79bc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b6be78ecfe6a4bf39e4645329ef764bcdf7adf5f31d689327269d5475b60e6bb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"a77cd620be5cced73d2fbe9dda87c51e3aa43d13226135ecc970ec3e03932392"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"e4d25834979f58933e15c87cc77b7f395c5b02d5d332c6fd87873af253ddc9ec"}]},{"symbol":"MCK","date":"2026-09-01","iv_pct":26.428720885029374,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.609903730445247,"put_iv_pct":22.429713261648747},{"expiry":"2026-10-16","call_iv_pct":24.726064257028114,"put_iv_pct":25.541428571428572},{"expiry":"2026-11-20","call_iv_pct":29.46632450331126,"put_iv_pct":28.750030581039752},{"expiry":"2026-12-18","call_iv_pct":27.89252595155709,"put_iv_pct":28.013776223776222}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a0ad8798e7cf12b1a6c47de7e7e7fc568db5a111c5cb3315aa263b1d3dfd9524","captured_at":"2026-10-22T01:14:51.116879+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":"e03417096f23f5b8fb2398a92a3413c638f1f141295726fcd38cef6999b6eec3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"04441e8cf937891c676d23782f66ae2629a25f180c0af3130ff2a520547c0ee9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fd7099313a6faf59a143d4b1ef3240e14df2d2af784ab8e617cc793e62a700ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"27b717f1e05a0c51b69ab68a16cfe9e33f8b5099e7e30ed616ed96f5990f965e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"4491bbd581a33e273bafccd873c6201a5bd54c2d49d9f5fa7cd41b7dcdae5028"}]},{"symbol":"MCK","date":"2026-09-02","iv_pct":26.114518658184817,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.730441676104192,"put_iv_pct":22.43056882821388},{"expiry":"2026-10-16","call_iv_pct":24.37509578544061,"put_iv_pct":24.668097165991902},{"expiry":"2026-11-20","call_iv_pct":29.319936507936507,"put_iv_pct":29.14604501607717},{"expiry":"2026-12-18","call_iv_pct":28.261999999999997,"put_iv_pct":27.983964285714286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"af16f9f4ffab589c0077d5e390b647f7c89bc3b2bbfbccc603e2bbe4a372cd08","captured_at":"2026-10-22T01:14:48.616218+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":"185e0939bbbdc525446f4260f87c9d24f6ae44224e516803214a048a1b0136f1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"04441e8cf937891c676d23782f66ae2629a25f180c0af3130ff2a520547c0ee9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fd7099313a6faf59a143d4b1ef3240e14df2d2af784ab8e617cc793e62a700ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"27b717f1e05a0c51b69ab68a16cfe9e33f8b5099e7e30ed616ed96f5990f965e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"4491bbd581a33e273bafccd873c6201a5bd54c2d49d9f5fa7cd41b7dcdae5028"}]},{"symbol":"MCK","date":"2026-09-03","iv_pct":26.059250893881597,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":24.371577777777777,"put_iv_pct":21.646234146341463},{"expiry":"2026-10-16","call_iv_pct":25.863966942148757,"put_iv_pct":23.26205175600739},{"expiry":"2026-11-20","call_iv_pct":29.75709677419355,"put_iv_pct":27.690602409638554},{"expiry":"2026-12-18","call_iv_pct":28.648620689655175,"put_iv_pct":27.2338566552901}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"39e00341c62c7b541405944c87cfb866437d4e7ed98f1f1a12c8d9aac2974b17","captured_at":"2026-10-22T01:14:46.411931+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":"712980ef70b97a9d3cd0405668eea2bd0a9aaedc7da9be7b461237f7495f8312"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"04441e8cf937891c676d23782f66ae2629a25f180c0af3130ff2a520547c0ee9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fd7099313a6faf59a143d4b1ef3240e14df2d2af784ab8e617cc793e62a700ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"27b717f1e05a0c51b69ab68a16cfe9e33f8b5099e7e30ed616ed96f5990f965e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"4491bbd581a33e273bafccd873c6201a5bd54c2d49d9f5fa7cd41b7dcdae5028"}]},{"symbol":"MCK","date":"2026-09-04","iv_pct":26.63768400368207,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.998042269187987,"put_iv_pct":22.947064128256514},{"expiry":"2026-10-16","call_iv_pct":25.664357976653697,"put_iv_pct":25.18034416826004},{"expiry":"2026-11-20","call_iv_pct":29.77233128834356,"put_iv_pct":28.830440251572327},{"expiry":"2026-12-18","call_iv_pct":28.397102473498233,"put_iv_pct":28.311789473684208}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3c1afb6889f9a22aa39b882558a5af6cabeae33d1544d20caffabc95fb9705aa","captured_at":"2026-10-22T01:14:44.315623+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":"08932b4cf335c3e1fd257ebabd69abeea20e85cbf6e53f9d31beb3a5a13ba01e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"04441e8cf937891c676d23782f66ae2629a25f180c0af3130ff2a520547c0ee9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fd7099313a6faf59a143d4b1ef3240e14df2d2af784ab8e617cc793e62a700ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"27b717f1e05a0c51b69ab68a16cfe9e33f8b5099e7e30ed616ed96f5990f965e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"4491bbd581a33e273bafccd873c6201a5bd54c2d49d9f5fa7cd41b7dcdae5028"}]},{"symbol":"MCK","date":"2026-09-08","iv_pct":28.27447223561741,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":28.73909090909091,"put_iv_pct":24.98792486583184},{"expiry":"2026-10-16","call_iv_pct":27.534561752988047,"put_iv_pct":25.435081967213115},{"expiry":"2026-11-20","call_iv_pct":31.198481012658224,"put_iv_pct":30.035389221556883},{"expiry":"2026-12-18","call_iv_pct":29.604295774647888,"put_iv_pct":28.66095238095238}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cf8173c466b49b24910522591b06371d53d05e0743c6daf9cb60973ed4563999","captured_at":"2026-10-22T01:14:21.308197+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":"d2dd61cd58c2f2383a3eff6892ce53f943f5b970d5714a283b05620e1f6e2441"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"cdb8094da52e272f8eeec91adf8bb6ebcb89f23437db139af46982cc19f1b9ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e6e1e64451a6c45442ca84f778cfea6679124c4bb9ed33c5baae43316525e872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"3ca2c689ac9ecb71bb072c006567aa7e08a15d431812eabd5953b494a04cdd5e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"0c2d8ba8c48cbecee35861d10e933cb51937b36890ea132689252c0b0a9ef7fa"}]},{"symbol":"MCK","date":"2026-09-09","iv_pct":27.70229390310674,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.773704379562044,"put_iv_pct":24.427706896551726},{"expiry":"2026-10-16","call_iv_pct":26.986323529411766,"put_iv_pct":26.547162162162163},{"expiry":"2026-11-20","call_iv_pct":30.8871835443038,"put_iv_pct":29.39715942028986},{"expiry":"2026-12-18","call_iv_pct":28.87422680412371,"put_iv_pct":28.724884488448843}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"81a2930dfdda2e9279db38f52aafd2bb35a8b57dce382c4e2ee0193e3732305e","captured_at":"2026-10-22T01:14:18.729299+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":"7ec08ca55f002bc381c2dfdea2fdd5cb1de3ac4139dcc5936ecae3c2f40bc2fc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"cdb8094da52e272f8eeec91adf8bb6ebcb89f23437db139af46982cc19f1b9ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e6e1e64451a6c45442ca84f778cfea6679124c4bb9ed33c5baae43316525e872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"3ca2c689ac9ecb71bb072c006567aa7e08a15d431812eabd5953b494a04cdd5e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"0c2d8ba8c48cbecee35861d10e933cb51937b36890ea132689252c0b0a9ef7fa"}]},{"symbol":"MCK","date":"2026-09-10","iv_pct":27.71766424384074,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":26.252655849701107,"put_iv_pct":23.88013018714402},{"expiry":"2026-10-16","call_iv_pct":27.08402277039848,"put_iv_pct":25.202631578947372},{"expiry":"2026-11-20","call_iv_pct":30.961304347826086,"put_iv_pct":29.959053254437872},{"expiry":"2026-12-18","call_iv_pct":29.46087837837838,"put_iv_pct":28.940637583892613}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"920207abf21749e0d40b61b76a00244f5e288d12b85e91b7094580e680aa4ecb","captured_at":"2026-10-22T01:14:16.417258+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":"72e813a80d1f7e233c18a488cbef687aedd54e20a970d9f7bbf26f1850f06afa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"cdb8094da52e272f8eeec91adf8bb6ebcb89f23437db139af46982cc19f1b9ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e6e1e64451a6c45442ca84f778cfea6679124c4bb9ed33c5baae43316525e872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"3ca2c689ac9ecb71bb072c006567aa7e08a15d431812eabd5953b494a04cdd5e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"0c2d8ba8c48cbecee35861d10e933cb51937b36890ea132689252c0b0a9ef7fa"}]},{"symbol":"MCK","date":"2026-09-11","iv_pct":27.21792690359218,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":23.541117478510028,"put_iv_pct":22.555633802816903},{"expiry":"2026-10-16","call_iv_pct":26.448605504587157,"put_iv_pct":25.50739965095986},{"expiry":"2026-11-20","call_iv_pct":30.83213166144201,"put_iv_pct":30.150916905444124},{"expiry":"2026-12-18","call_iv_pct":29.350204081632654,"put_iv_pct":29.35740614334471}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"edc2ecb66bf801d00b34e7dffecd9dcde712702f09d7b9a4426ca8276c3f37b7","captured_at":"2026-10-22T01:14:13.919718+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":"9c1ee2fc4b43b1639a49a26956e37cb0508df7cc065e4f1e69b1d7d8006e68e1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"cdb8094da52e272f8eeec91adf8bb6ebcb89f23437db139af46982cc19f1b9ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e6e1e64451a6c45442ca84f778cfea6679124c4bb9ed33c5baae43316525e872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"3ca2c689ac9ecb71bb072c006567aa7e08a15d431812eabd5953b494a04cdd5e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"0c2d8ba8c48cbecee35861d10e933cb51937b36890ea132689252c0b0a9ef7fa"}]},{"symbol":"MCK","date":"2026-09-14","iv_pct":27.7737110089498,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":25.635716120745023,"put_iv_pct":29.573204134366925},{"expiry":"2026-10-16","call_iv_pct":24.345548172757475,"put_iv_pct":24.913575042158516},{"expiry":"2026-11-20","call_iv_pct":30.318520710059172,"put_iv_pct":29.888727810650888},{"expiry":"2026-12-18","call_iv_pct":28.892203389830506,"put_iv_pct":28.622192691029902}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a26769379d6213577c1a171e7d376989614f3f8c070a1cdf464aa891e57138a3","captured_at":"2026-10-22T01:14:11.816024+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":"b76f2fc951d772eba58db724fb9c4c6a1c84b18ff87d85c559ee4c02f1d2fd6b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"cdb8094da52e272f8eeec91adf8bb6ebcb89f23437db139af46982cc19f1b9ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e6e1e64451a6c45442ca84f778cfea6679124c4bb9ed33c5baae43316525e872"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","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":"3ca2c689ac9ecb71bb072c006567aa7e08a15d431812eabd5953b494a04cdd5e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"0c2d8ba8c48cbecee35861d10e933cb51937b36890ea132689252c0b0a9ef7fa"}]},{"symbol":"MCK","date":"2026-09-15","iv_pct":29.056293683843343,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":32.15306657700067,"put_iv_pct":30.77632653061225},{"expiry":"2026-10-16","call_iv_pct":25.552749999999996,"put_iv_pct":24.376478405315616},{"expiry":"2026-11-20","call_iv_pct":30.656899696048633,"put_iv_pct":30.3978386167147},{"expiry":"2026-12-18","call_iv_pct":29.467388316151204,"put_iv_pct":29.069601328903655}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"79957c7d42b066f2e54063a359db049fc5a2592a007b8fd2b4f5e078e13f68c2","captured_at":"2026-10-22T01:13:46.914832+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":"3a8cacac911f878e20522ec7bb69979675e7a2db971433bd4861ef9dacbba238"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"fedbba0598cdadb72336063b264b9060cd9b7aafc4fc4b546ea83eced433e60a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"b5566f5251d308a13c29545deac92bf3c3463b4c468890bb92212ca87d59d3d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"875da7d5b9d8fe1b604e88cbcf37da7490f8836aa42a7c3469ce6cbe8907da3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"7553f68db1d2aae023f16a97225b02a9deeca562f17be850b1b41ae54f77ba19"}]},{"symbol":"MCK","date":"2026-09-16","iv_pct":28.943221039019264,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":33.09290486976217,"put_iv_pct":27.75885029354207},{"expiry":"2026-10-16","call_iv_pct":25.530838709677422,"put_iv_pct":24.640873634945397},{"expiry":"2026-11-20","call_iv_pct":31.281764705882352,"put_iv_pct":30.21583815028902},{"expiry":"2026-12-18","call_iv_pct":29.830869565217395,"put_iv_pct":29.193828382838284}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0114207bb1bd5b46d685c7a76a58f2bb404d1578d7e466958861692c4f6788d3","captured_at":"2026-10-22T01:13:44.524894+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":"ddc9124d3bb4de5d6388e8533743973060c334d5cbde32af82ef1fb0df75c5cf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"fedbba0598cdadb72336063b264b9060cd9b7aafc4fc4b546ea83eced433e60a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"b5566f5251d308a13c29545deac92bf3c3463b4c468890bb92212ca87d59d3d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"875da7d5b9d8fe1b604e88cbcf37da7490f8836aa42a7c3469ce6cbe8907da3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"7553f68db1d2aae023f16a97225b02a9deeca562f17be850b1b41ae54f77ba19"}]},{"symbol":"MCK","date":"2026-09-17","iv_pct":27.819114840722847,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":27.603889630618607,"put_iv_pct":25.948808253290643},{"expiry":"2026-10-16","call_iv_pct":26.509276315789478,"put_iv_pct":24.574181818181817},{"expiry":"2026-11-20","call_iv_pct":30.344649122807017,"put_iv_pct":29.365710306406683},{"expiry":"2026-12-18","call_iv_pct":29.425803278688527,"put_iv_pct":28.7806}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fee64ae783b364c329c618baec53768cdffd1ba65e46d16eddf29fe114ad7b8a","captured_at":"2026-10-22T01:13:36.620100+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":"f1997435d71fe4c4f7d6e524506807464bf0b2d7a0670d1bc7dc10b84d9c22b8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"fedbba0598cdadb72336063b264b9060cd9b7aafc4fc4b546ea83eced433e60a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"b5566f5251d308a13c29545deac92bf3c3463b4c468890bb92212ca87d59d3d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"875da7d5b9d8fe1b604e88cbcf37da7490f8836aa42a7c3469ce6cbe8907da3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"7553f68db1d2aae023f16a97225b02a9deeca562f17be850b1b41ae54f77ba19"}]},{"symbol":"MCK","date":"2026-09-18","iv_pct":27.992752063259104,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.875682819383258,"put_iv_pct":24.446415929203543},{"expiry":"2026-11-20","call_iv_pct":30.994285714285713,"put_iv_pct":30.667285318559557},{"expiry":"2026-12-18","call_iv_pct":28.884372990353697,"put_iv_pct":29.138906752411575},{"expiry":"2027-01-15","call_iv_pct":28.044326241134755,"put_iv_pct":27.89074074074074}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1cacee8bf4773085327eccf5a1bd029ada9809deb5c8a8ecb4cca106c8ee56b0","captured_at":"2026-10-22T01:13:30.508921+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":"e1abd09b48bdfbd35ecd61fc33db9c4a43c27e9952fc23d826bd7d1e32ba3269"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"b5566f5251d308a13c29545deac92bf3c3463b4c468890bb92212ca87d59d3d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"875da7d5b9d8fe1b604e88cbcf37da7490f8836aa42a7c3469ce6cbe8907da3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"7553f68db1d2aae023f16a97225b02a9deeca562f17be850b1b41ae54f77ba19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afe510771da8270db66af6ccbd4b38b2c8f8451d2b9afe3c4dd59b0651a273a5"}]},{"symbol":"MCK","date":"2026-09-21","iv_pct":28.465880396599275,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.488177641653905,"put_iv_pct":24.616741573033707},{"expiry":"2026-11-20","call_iv_pct":31.105371900826444,"put_iv_pct":30.53890052356021},{"expiry":"2026-12-18","call_iv_pct":29.336064516129028,"put_iv_pct":29.065590062111802},{"expiry":"2027-01-15","call_iv_pct":28.531376811594207,"put_iv_pct":28.04482014388489}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0a706e78617064a528cfcb5d11972234e0f61ccef2e15beb6656da876a2defc8","captured_at":"2026-10-22T01:13:28.017673+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":"f322c2ca2c949cf4bfcb903ac8f7d29df5584c69adecc01c6df6c02d33bccfee"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"b5566f5251d308a13c29545deac92bf3c3463b4c468890bb92212ca87d59d3d6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"875da7d5b9d8fe1b604e88cbcf37da7490f8836aa42a7c3469ce6cbe8907da3f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"7553f68db1d2aae023f16a97225b02a9deeca562f17be850b1b41ae54f77ba19"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"afe510771da8270db66af6ccbd4b38b2c8f8451d2b9afe3c4dd59b0651a273a5"}]},{"symbol":"MCK","date":"2026-09-22","iv_pct":28.435707329694548,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.930789473684207,"put_iv_pct":23.232743009320906},{"expiry":"2026-11-20","call_iv_pct":31.63761111111111,"put_iv_pct":29.870721925133694},{"expiry":"2026-12-18","call_iv_pct":29.26436893203884,"put_iv_pct":29.444045307443368},{"expiry":"2027-01-15","call_iv_pct":28.95170686456401,"put_iv_pct":28.153672014260252}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7f7bf36ce604245415a3976a7b696b396b1825b39f0c22ef168eb3bc5d35dce8","captured_at":"2026-10-22T01:13:02.914407+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":"8dbbbf93ecaf7729fde3683b3d6a292d4993f95be51f5a4d7214df300a1ecdce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"e55690ab3c4d782dee2b54abcc414b6c50ff00609b3cbb6438ea43979e132062"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ff912f63b6d46915c7a389305558b9b45ee64645c1219d7d0d2bd18b7215707b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"6f6a874a7fb080f0a1158ddd728495d943b8fb6b5ac7d467b5685d1461a69161"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10cd6522bedc306c502bfa9ce15f8813f436e01930c695d6389b26a323223443"}]},{"symbol":"MCK","date":"2026-09-23","iv_pct":28.540046242576203,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.011277213352685,"put_iv_pct":24.81497237569061},{"expiry":"2026-11-20","call_iv_pct":31.599364640883977,"put_iv_pct":30.595027624309388},{"expiry":"2026-12-18","call_iv_pct":29.512307692307687,"put_iv_pct":29.201037735849056},{"expiry":"2027-01-15","call_iv_pct":28.47396160558464,"put_iv_pct":28.112421052631575}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5f8a1d3e0d26e0e7f47218454783aebf00c03632c370902d97f3a545206f201e","captured_at":"2026-10-22T01:13:00.734751+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":"379eabe246648052c9fb55e02b22df07fd35337a3fd0abda08eabc0717914b62"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"e55690ab3c4d782dee2b54abcc414b6c50ff00609b3cbb6438ea43979e132062"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ff912f63b6d46915c7a389305558b9b45ee64645c1219d7d0d2bd18b7215707b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"6f6a874a7fb080f0a1158ddd728495d943b8fb6b5ac7d467b5685d1461a69161"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10cd6522bedc306c502bfa9ce15f8813f436e01930c695d6389b26a323223443"}]},{"symbol":"MCK","date":"2026-09-24","iv_pct":29.133554320527985,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.372396576319545,"put_iv_pct":25.055006640106242},{"expiry":"2026-11-20","call_iv_pct":32.30754189944135,"put_iv_pct":32.62181034482759},{"expiry":"2026-12-18","call_iv_pct":29.875206349206344,"put_iv_pct":29.70618461538461},{"expiry":"2027-01-15","call_iv_pct":28.765843694493782,"put_iv_pct":28.364444444444448}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a14a7292451cfa79a15f90eaa39ace9202a1eb3df1eb90a9642e4a7132935867","captured_at":"2026-10-22T01:12:57.922448+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":"fe4bcf463fba2c9364b163a243086fa0e41846d915e24e0ddfef34ef2c894009"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"e55690ab3c4d782dee2b54abcc414b6c50ff00609b3cbb6438ea43979e132062"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ff912f63b6d46915c7a389305558b9b45ee64645c1219d7d0d2bd18b7215707b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"6f6a874a7fb080f0a1158ddd728495d943b8fb6b5ac7d467b5685d1461a69161"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10cd6522bedc306c502bfa9ce15f8813f436e01930c695d6389b26a323223443"}]},{"symbol":"MCK","date":"2026-09-25","iv_pct":28.211751374762144,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":23.824327323162276,"put_iv_pct":24.359216216216215},{"expiry":"2026-11-20","call_iv_pct":31.618274932614554,"put_iv_pct":31.170132625994697},{"expiry":"2026-12-18","call_iv_pct":28.458571428571428,"put_iv_pct":30.05144200626959},{"expiry":"2027-01-15","call_iv_pct":27.7090662139219,"put_iv_pct":28.5029802513465}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"47f651c411890bb48b422beee5e7a2fa04c944477a97d935009f380cd683935c","captured_at":"2026-10-22T01:12:55.623187+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":"e1340ee3aed246d8f1b240bf4c03bf63551ec261ffd7991cfee12d99e88390d7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"e55690ab3c4d782dee2b54abcc414b6c50ff00609b3cbb6438ea43979e132062"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ff912f63b6d46915c7a389305558b9b45ee64645c1219d7d0d2bd18b7215707b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"6f6a874a7fb080f0a1158ddd728495d943b8fb6b5ac7d467b5685d1461a69161"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10cd6522bedc306c502bfa9ce15f8813f436e01930c695d6389b26a323223443"}]},{"symbol":"MCK","date":"2026-09-28","iv_pct":29.182621402445164,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.41631713554987,"put_iv_pct":25.511670761670764},{"expiry":"2026-11-20","call_iv_pct":32.56782608695652,"put_iv_pct":31.415865633074937},{"expiry":"2026-12-18","call_iv_pct":30.24331306990881,"put_iv_pct":29.92260061919505},{"expiry":"2027-01-15","call_iv_pct":28.940567010309277,"put_iv_pct":28.44281090289608}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17c9f30a3f906e051ad5a3e6ce9f542bda34854938458a34c7818c517537a7d2","captured_at":"2026-10-22T01:12:53.020236+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":"5f08454c1443fce1f03a921312919019ae4162363a52f9df1d37e46ad7495714"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"e55690ab3c4d782dee2b54abcc414b6c50ff00609b3cbb6438ea43979e132062"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ff912f63b6d46915c7a389305558b9b45ee64645c1219d7d0d2bd18b7215707b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"6f6a874a7fb080f0a1158ddd728495d943b8fb6b5ac7d467b5685d1461a69161"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"10cd6522bedc306c502bfa9ce15f8813f436e01930c695d6389b26a323223443"}]},{"symbol":"MCK","date":"2026-09-29","iv_pct":29.33193398487339,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":24.771187427240978,"put_iv_pct":27.244507042253524},{"expiry":"2026-11-20","call_iv_pct":31.614234693877552,"put_iv_pct":32.483243243243244},{"expiry":"2026-12-18","call_iv_pct":30.138510638297873,"put_iv_pct":30.2412893081761},{"expiry":"2027-01-15","call_iv_pct":28.9922372881356,"put_iv_pct":29.17026223776224}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e0eb8f6e8c2e9836e5b16b6c0808bad209481140ac43c73bd52ed4496b978aed","captured_at":"2026-10-22T01:12:28.226928+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":"000b6d45231a69cddd3be95e0531252d57a05b00ec3415a705c08db54669724a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"136d645260aacc3c6ee34e4b7fc7d8eaf9b3fa60042a77d924a68d14c918cd33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"adc4296c39f13d3d3fcaf868c879e083c8f98eadfc61940245c4a7ddadbf113c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"537b79a9ee40f6d0fd99e9adf448414ac50174b6cfff495f4d11a0c848181d95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e45f2522835d77a7d0db78f0af215d9d4dc6ef198e5ec000c72f10019fc11425"}]},{"symbol":"MCK","date":"2026-09-30","iv_pct":29.460822471610616,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.721907151819323,"put_iv_pct":26.16447212336892},{"expiry":"2026-11-20","call_iv_pct":32.57070866141732,"put_iv_pct":31.992635658914725},{"expiry":"2026-12-18","call_iv_pct":30.326696696696697,"put_iv_pct":30.28423780487805},{"expiry":"2027-01-15","call_iv_pct":28.90742759795571,"put_iv_pct":28.71849407783418}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6dde9e85e30be0f2f3d4b2f1a02852d3519b8988fe6a23afe5797fab1701d305","captured_at":"2026-10-22T01:12:25.820914+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":"0ce7598342f4622079d23d46c881779aeb18a59d333c55481f7282610ecf1fb1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"136d645260aacc3c6ee34e4b7fc7d8eaf9b3fa60042a77d924a68d14c918cd33"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"adc4296c39f13d3d3fcaf868c879e083c8f98eadfc61940245c4a7ddadbf113c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"537b79a9ee40f6d0fd99e9adf448414ac50174b6cfff495f4d11a0c848181d95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e45f2522835d77a7d0db78f0af215d9d4dc6ef198e5ec000c72f10019fc11425"}]},{"symbol":"MCK","date":"2026-10-01","iv_pct":28.724080308289768,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.799565772669222,"put_iv_pct":24.414053751399774},{"expiry":"2026-11-20","call_iv_pct":32.367851458885944,"put_iv_pct":30.01926952141058},{"expiry":"2026-12-18","call_iv_pct":30.099171974522292,"put_iv_pct":28.725402985074627},{"expiry":"2027-01-15","call_iv_pct":28.77003533568904,"put_iv_pct":27.597291666666667}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"53ad75a5ccaca7df82b0b566a6d94ca9cb922f33a4c86849eed96fb56ab2ef87","captured_at":"2026-10-22T01:12:15.617280+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":"976f2b2774d5be849095e4198650c4e233ae2c1af71b769c93b31bb8261acaf4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"6ee0a52d56f768a6324b01b9d19bb9c2eaaac8649b8fb82cc0a4dd61edb7c692"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"998f63d6471f27755604bd57a9e3ab470ed94a213604cc4eb51b653f7f6ca7ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"80e7435df3894352e6329481c995d5b5fe18eb8d3e157636af527d7886532e88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a3e291a674d3ee9222766745dba1290eabf2e2baae55ead047d06f6e385bffdd"}]},{"symbol":"MCK","date":"2026-10-02","iv_pct":28.492985233023223,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.05627081021088,"put_iv_pct":25.061634938409856},{"expiry":"2026-11-20","call_iv_pct":31.951230366492144,"put_iv_pct":31.308746736292427},{"expiry":"2026-12-18","call_iv_pct":29.427749999999996,"put_iv_pct":29.138855421686742},{"expiry":"2027-01-15","call_iv_pct":27.703165217391305,"put_iv_pct":28.296228373702426}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2202ed6190cf1c01833b604911a02a167a1cb071a05821f1dcd28221c7e6edf5","captured_at":"2026-10-22T01:12:13.322963+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":"f9d512f710f9b0cab8ad7bac3839a27d3909f2e4b176981a392ce938430a1c94"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"6ee0a52d56f768a6324b01b9d19bb9c2eaaac8649b8fb82cc0a4dd61edb7c692"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"998f63d6471f27755604bd57a9e3ab470ed94a213604cc4eb51b653f7f6ca7ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"80e7435df3894352e6329481c995d5b5fe18eb8d3e157636af527d7886532e88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a3e291a674d3ee9222766745dba1290eabf2e2baae55ead047d06f6e385bffdd"}]},{"symbol":"MCK","date":"2026-10-05","iv_pct":28.43296016130972,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.32579725448786,"put_iv_pct":25.66365365365365},{"expiry":"2026-11-20","call_iv_pct":31.307577319587626,"put_iv_pct":30.158157894736842},{"expiry":"2026-12-18","call_iv_pct":29.580461538461535,"put_iv_pct":28.471005747126437},{"expiry":"2027-01-15","call_iv_pct":28.15479238754325,"put_iv_pct":27.802235494880545}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a1314889c9f1c8796de472392968563c24d224c7cc5c88805ecd987b9cf1b2f2","captured_at":"2026-10-22T01:12:10.729439+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":"94a0490619f52dd516dd143bf04694b807e5575a991712568e92ac6cc7a4c780"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"6ee0a52d56f768a6324b01b9d19bb9c2eaaac8649b8fb82cc0a4dd61edb7c692"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"998f63d6471f27755604bd57a9e3ab470ed94a213604cc4eb51b653f7f6ca7ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"80e7435df3894352e6329481c995d5b5fe18eb8d3e157636af527d7886532e88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a3e291a674d3ee9222766745dba1290eabf2e2baae55ead047d06f6e385bffdd"}]},{"symbol":"MCK","date":"2026-10-06","iv_pct":27.80389665063955,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.162243902439023,"put_iv_pct":24.569481481481482},{"expiry":"2026-11-20","call_iv_pct":30.662761904761904,"put_iv_pct":30.673004926108373},{"expiry":"2026-12-18","call_iv_pct":28.51973134328358,"put_iv_pct":28.594804804804802},{"expiry":"2027-01-15","call_iv_pct":26.815561224489798,"put_iv_pct":27.43358361774744}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7bff35fac30c5e67ac303f982ee5cdc3808c59e4bdd66e5783ca1c6136b63abd","captured_at":"2026-10-22T01:12:07.825011+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":"9f023f5c1e9b21f532d6cf48df74c065165d8cbd29b2b8adeb9f25d3e6f7a59f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"6ee0a52d56f768a6324b01b9d19bb9c2eaaac8649b8fb82cc0a4dd61edb7c692"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"998f63d6471f27755604bd57a9e3ab470ed94a213604cc4eb51b653f7f6ca7ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"80e7435df3894352e6329481c995d5b5fe18eb8d3e157636af527d7886532e88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a3e291a674d3ee9222766745dba1290eabf2e2baae55ead047d06f6e385bffdd"}]},{"symbol":"MCK","date":"2026-10-07","iv_pct":28.81578960818411,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.591802378774016,"put_iv_pct":24.148125},{"expiry":"2026-11-20","call_iv_pct":32.74352480417755,"put_iv_pct":31.71774111675127},{"expiry":"2026-12-18","call_iv_pct":29.460151515151516,"put_iv_pct":29.88006097560976},{"expiry":"2027-01-15","call_iv_pct":28.624367417677643,"put_iv_pct":27.36054365733114}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"47e0155a73f93240fe8a941d02e1697d5595f0977a593b603615aa0a13e9b017","captured_at":"2026-10-22T01:12:05.215296+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":"dff3138a2bd9fdaa42c7cf039303b594abde5528976b81097b599fc795015721"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"6ee0a52d56f768a6324b01b9d19bb9c2eaaac8649b8fb82cc0a4dd61edb7c692"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"998f63d6471f27755604bd57a9e3ab470ed94a213604cc4eb51b653f7f6ca7ea"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"80e7435df3894352e6329481c995d5b5fe18eb8d3e157636af527d7886532e88"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a3e291a674d3ee9222766745dba1290eabf2e2baae55ead047d06f6e385bffdd"}]},{"symbol":"MCK","date":"2026-10-08","iv_pct":29.39721348381736,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":28.908301886792454,"put_iv_pct":23.359090909090906},{"expiry":"2026-11-20","call_iv_pct":33.87747967479675,"put_iv_pct":30.885093833780164},{"expiry":"2026-12-18","call_iv_pct":30.42448717948718,"put_iv_pct":29.528510638297874},{"expiry":"2027-01-15","call_iv_pct":29.84430127041742,"put_iv_pct":28.350442477876108}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17414319f7e80d046651265b0228ddb94a6968093ea9379f343e9d3eef793a09","captured_at":"2026-10-22T01:11:37.111026+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":"01b785a6320e4f02862967b7f0378aa4eb2e1728585c175d39b01fe00a7f93c4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"689a993953a07ac886bb74282c0090d418835f7961698c9c7869ef36d1d60c30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2fc9a62789b294e88b10c1db0fff17090d71da65e926188e0311a34b0f31b280"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"1973331bb0a02e6476cc940958af39d7d8e818a1be5aeb20716dbe2b95e61184"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6f0d5c74fa2f1965fa6ccc83d8f065164a846963c07e4f61f103209d62a0dadb"}]},{"symbol":"MCK","date":"2026-10-09","iv_pct":28.968608627910925,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.226241610738256,"put_iv_pct":23.435195283714076},{"expiry":"2026-11-20","call_iv_pct":33.16498652291105,"put_iv_pct":32.859386666666666},{"expiry":"2026-12-18","call_iv_pct":29.312155688622752,"put_iv_pct":29.623281733746133},{"expiry":"2027-01-15","call_iv_pct":28.625547703180214,"put_iv_pct":28.50207381370826}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4d22d8e2170762351e17625ee174564983b5ee50526d2044a2400592877da657","captured_at":"2026-10-22T01:11:35.013877+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":"45b8075672fe4f27118886e694f68edd45593bdc4b10adc57e8c14765b1767b8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"689a993953a07ac886bb74282c0090d418835f7961698c9c7869ef36d1d60c30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2fc9a62789b294e88b10c1db0fff17090d71da65e926188e0311a34b0f31b280"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"1973331bb0a02e6476cc940958af39d7d8e818a1be5aeb20716dbe2b95e61184"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6f0d5c74fa2f1965fa6ccc83d8f065164a846963c07e4f61f103209d62a0dadb"}]},{"symbol":"MCK","date":"2026-10-12","iv_pct":30.267488381086018,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":27.154713896457768,"put_iv_pct":28.136666666666667},{"expiry":"2026-11-20","call_iv_pct":33.6017766497462,"put_iv_pct":33.42215189873418},{"expiry":"2026-12-18","call_iv_pct":30.721146496815283,"put_iv_pct":30.69799363057325},{"expiry":"2027-01-15","call_iv_pct":29.17727109515261,"put_iv_pct":29.228186714542186}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ff1b1b21282ccd0686d06e18a24b5408ef51fe8fba7bdec1cf4731bb76b91e54","captured_at":"2026-10-22T01:11:26.820210+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":"f678f889a6102ee4f902eab210598cd653caf866bb125e17676313910a358a8e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"689a993953a07ac886bb74282c0090d418835f7961698c9c7869ef36d1d60c30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2fc9a62789b294e88b10c1db0fff17090d71da65e926188e0311a34b0f31b280"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"1973331bb0a02e6476cc940958af39d7d8e818a1be5aeb20716dbe2b95e61184"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6f0d5c74fa2f1965fa6ccc83d8f065164a846963c07e4f61f103209d62a0dadb"}]},{"symbol":"MCK","date":"2026-10-13","iv_pct":31.530351648557676,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":32.16664106145251,"put_iv_pct":31.595765517241382},{"expiry":"2026-11-20","call_iv_pct":34.56276595744681,"put_iv_pct":33.049684210526316},{"expiry":"2026-12-18","call_iv_pct":30.924313099041534,"put_iv_pct":30.52720634920635},{"expiry":"2027-01-15","call_iv_pct":29.9727027027027,"put_iv_pct":29.443734290843803}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"df2e792ad3604b2e48e5a8a457751e2846a5d06674d006718badb2b93fe3e9da","captured_at":"2026-10-22T01:11:24.525908+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":"4133b84afb7a2fcbb801d4b7e54bb853cacf6cc3b4b5cc785fda3ac7efbd6936"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"689a993953a07ac886bb74282c0090d418835f7961698c9c7869ef36d1d60c30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2fc9a62789b294e88b10c1db0fff17090d71da65e926188e0311a34b0f31b280"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"1973331bb0a02e6476cc940958af39d7d8e818a1be5aeb20716dbe2b95e61184"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6f0d5c74fa2f1965fa6ccc83d8f065164a846963c07e4f61f103209d62a0dadb"}]},{"symbol":"MCK","date":"2026-10-14","iv_pct":31.003661522761995,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.22202037351443,"put_iv_pct":30.820863905325446},{"expiry":"2026-11-20","call_iv_pct":33.48233595800525,"put_iv_pct":34.28433604336043},{"expiry":"2026-12-18","call_iv_pct":30.120447284345047,"put_iv_pct":31.119264214046822},{"expiry":"2027-01-15","call_iv_pct":28.97635208711434,"put_iv_pct":30.00367231638418}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e1935b08219524e8e68c2ae7c837fcc17971e7d06e6554981d83c27cea15f467","captured_at":"2026-10-22T01:11:21.221841+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":"db969e5f5e359d3dabbdb9dad2b30544c5e763380ac6f2e56e6fded081a5fcb3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"689a993953a07ac886bb74282c0090d418835f7961698c9c7869ef36d1d60c30"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2fc9a62789b294e88b10c1db0fff17090d71da65e926188e0311a34b0f31b280"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","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":"1973331bb0a02e6476cc940958af39d7d8e818a1be5aeb20716dbe2b95e61184"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6f0d5c74fa2f1965fa6ccc83d8f065164a846963c07e4f61f103209d62a0dadb"}]},{"symbol":"MCK","date":"2026-10-15","iv_pct":31.83062225175074,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":31.72283201407212,"put_iv_pct":37.05202025586354},{"expiry":"2026-11-20","call_iv_pct":33.33178947368421,"put_iv_pct":34.06688172043011},{"expiry":"2026-12-18","call_iv_pct":29.79207667731629,"put_iv_pct":30.49891304347826},{"expiry":"2027-01-15","call_iv_pct":28.885064456721913,"put_iv_pct":29.295400372439477}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bd3b3d33d477ccb1106db3fb8396b74c53e9091a482795464cff50881f52f4bf","captured_at":"2026-10-22T01:10:52.821065+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":"36d2ea4bca8b7c20866ae6a459725dc9188772cb20b5060dc36b97243cf1e28b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"0db2c7bfb6a188a7fdb8bc9479d466797d7be768f279b3ff8ce5897dd4e35540"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0ea32aa518d010bc3aac007d23b19aba63e6609e3377b9b207fd7671deec9d7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a1a7e07aa88de172f4c1a139502433f16949f9f6093843dbea02f4615d675d8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3c07d4d5a3db718ee810fe43ebd2b4bed99822be95341fbbd6d201a277d21d65"}]},{"symbol":"MCK","date":"2026-10-16","iv_pct":30.896183613206997,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":33.222,"put_iv_pct":34.349815303430084},{"expiry":"2026-12-18","call_iv_pct":30.36568389057751,"put_iv_pct":30.50255737704918},{"expiry":"2027-01-15","call_iv_pct":28.704784946236554,"put_iv_pct":29.608534322820034},{"expiry":"2027-02-19","call_iv_pct":30.12292792792793,"put_iv_pct":30.29316513761468}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6ef6da13b108c27cb1b7b723f0ba4132c905f030859d12e7140e5bb293368182","captured_at":"2026-10-22T01:10:49.329371+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":"659bd1b8b77e49697f4ed0a422ab268b008b1b7646db03c1248116cd214a3f09"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0ea32aa518d010bc3aac007d23b19aba63e6609e3377b9b207fd7671deec9d7f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a1a7e07aa88de172f4c1a139502433f16949f9f6093843dbea02f4615d675d8e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3c07d4d5a3db718ee810fe43ebd2b4bed99822be95341fbbd6d201a277d21d65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"efbb2b58a50445ee3d1e046ecf10c316610d077daced6a2a355bbf26906b34ab"}]},{"symbol":"MCK","date":"2026-10-19","iv_pct":30.781078675068343,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.15381074168798,"put_iv_pct":34.80736572890026},{"expiry":"2026-12-18","call_iv_pct":29.624097859327215,"put_iv_pct":30.34701257861635},{"expiry":"2027-01-15","call_iv_pct":28.302603231597846,"put_iv_pct":28.77606557377049},{"expiry":"2027-02-19","call_iv_pct":30.002662192393736,"put_iv_pct":30.235011494252873}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"05cfeff5eb5d428350f35ccaf2aebe3210ff02329027bb87e0bf56370523d47e","captured_at":"2026-10-21T18:17:36.778341+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":"4c81ac4829296f3898dc5ca01d4350a7d1b4c1329205e0ce43e57f0315437c6b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f1b42c388777a9e58cc599d68cbfb4c28aa25def2c1085e54ab4c17423f4417"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cdcf5745751752b29adb96acb10c95cb382721a0d9061c99112d050ec6f6301c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47d36536d4d0760a8b1cab8eba2b1c0cc435bf1427cf32d937b5264b5dc02bf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7836e391ee4e0f3ff929586c999d898d6f7f7d7a2f315122a045201e4610cf42"}]},{"symbol":"MCK","date":"2026-10-20","iv_pct":31.25681601431704,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.560626631853786,"put_iv_pct":35.54981132075472},{"expiry":"2026-12-18","call_iv_pct":29.664700315457416,"put_iv_pct":30.70051282051282},{"expiry":"2027-01-15","call_iv_pct":28.74784277879342,"put_iv_pct":30.12492307692308},{"expiry":"2027-02-19","call_iv_pct":30.1945995423341,"put_iv_pct":30.511511627906973}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8acd370aed387dbf9f9376959dcbb32f521ddda0f78c14de55a2366c85eb68a6","captured_at":"2026-10-21T18:17:36.248006+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":"de950b43859bb4c2fa7b120fdf4119e5cc60c26d1c4d95c9b9a190ecf7bb2c52"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7f1b42c388777a9e58cc599d68cbfb4c28aa25def2c1085e54ab4c17423f4417"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"cdcf5745751752b29adb96acb10c95cb382721a0d9061c99112d050ec6f6301c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"47d36536d4d0760a8b1cab8eba2b1c0cc435bf1427cf32d937b5264b5dc02bf4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7836e391ee4e0f3ff929586c999d898d6f7f7d7a2f315122a045201e4610cf42"}]},{"symbol":"MCK","date":"2026-10-21","iv_pct":31.557676974328807,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":36.026307277628035,"put_iv_pct":35.141925925925925},{"expiry":"2026-12-18","call_iv_pct":30.894006309148264,"put_iv_pct":30.59496932515337},{"expiry":"2027-01-15","call_iv_pct":29.13401446654611,"put_iv_pct":29.414175824175825},{"expiry":"2027-02-19","call_iv_pct":30.630797266514808,"put_iv_pct":30.625219399538107}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8e7b565c883d195092f9242d2af308ef85f70496d25e60358c8b1f6880fff070","captured_at":"2026-10-21T23:31:57.949474+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":"MCK","date":"2026-10-21","format":"json"},"source_hash":"804ad9a22c5cba8377bc2bdb5e91cf319263e284c2a23b0cba65a2ed4ad5a80f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ffea61bca0fc48b37b9ac7be257574a88d917a260a258a36697a24ff9b1e9e25"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a7170a09c141fa91e6e3933bde2d6ece2ba99dbf74352e545f6c79f79764124d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b9765874b7251e64751529916f62360e4bcf8b36b15346f2b4f27c46f698b502"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5eb7058055e23c01abbfa4b6d419cdecf04c103a7ebc42d92a2ed7e70294716a"}]},{"symbol":"MCK","date":"2026-10-22","iv_pct":31.58752601321867,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":34.72516129032258,"put_iv_pct":36.17963541666667},{"expiry":"2026-12-18","call_iv_pct":30.315044510385754,"put_iv_pct":31.160222929936303},{"expiry":"2027-01-15","call_iv_pct":28.61264705882353,"put_iv_pct":29.874962962962957},{"expiry":"2027-02-19","call_iv_pct":30.97,"put_iv_pct":30.86253393665158}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2a3e7228c1a3f74778be0d945adb8939aca1452d464cd04c3fb3160ced27c5a5","captured_at":"2026-10-22T21:14:31.658862+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":"MCK","date":"2026-10-22","format":"json"},"source_hash":"b7fd2213dd3a6572be29df3f5c872bd0a824a439eac1f37c7ad25d395e966fda"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-11-20","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"27ef195b9edb08f8c6ddc0674b856cc156d02d83e8f913312a9a028193c5cc20"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3ac6fbae7fb487a94a4d99f7d265da074140b47511009e219836496eefc18c87"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"49f56cbce13ff47371bbe1c0d8f67fac37f35d799672078fc1289347f8585cd6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-22","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5beb21add2a508b9f6db4811b93b8d88cbf115d344293a76ad01b610d08d5f6"}]},{"symbol":"MCK","date":"2026-10-23","iv_pct":32.23273020714161,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":36.16007594936709,"put_iv_pct":36.603692307692306},{"expiry":"2026-12-18","call_iv_pct":30.887349397590363,"put_iv_pct":31.656202531645565},{"expiry":"2027-01-15","call_iv_pct":29.600252707581227,"put_iv_pct":30.440536044362293},{"expiry":"2027-02-19","call_iv_pct":31.13857142857143,"put_iv_pct":31.375161290322577}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"da89f50ad2a53a81f191dcfcab67a32939dcd9b69a3605b03c573059cc2c668b","captured_at":"2026-10-23T21:22:55.368487+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":"MCK","date":"2026-10-23","format":"json"},"source_hash":"c79fb332b60f5aa11a15f0a10c13191e680575547d32c814ae957a3737a1707d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"768c8a85217cb9ebbb8b6ea5bf689fdcf87de44d670ffb8f917ecb5acf7efa07"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3466dd8f5eeb641a4d10b6ddffd576d930321add0c32046164e4aae17e6d6e37"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ab51ae29c91d27b1f2bf070f111e38f69bf2873bbd69c33d2c4d21c4f97056af"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-22","end_date":"2026-10-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"97d46d941a9596a74fedf042eeafc120388f1d2c5c88d4a2a8cf81e7e8c1be12"}]},{"symbol":"MCK","date":"2026-10-26","iv_pct":33.01526889570515,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.06573200992556,"put_iv_pct":37.812271604938275},{"expiry":"2026-12-18","call_iv_pct":31.8636036036036,"put_iv_pct":32.11561561561561},{"expiry":"2027-01-15","call_iv_pct":30.574113475177306,"put_iv_pct":30.51131768953069},{"expiry":"2027-02-19","call_iv_pct":31.638371040723985,"put_iv_pct":31.54112612612613}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cb82f9f10ffe839e05e7b863c1fdf856647b0bfca406ade19b878f122f279ec4","captured_at":"2026-11-01T01:25:14.342446+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":"MCK","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"830c63ecc568e357b2e162a52a8b66bfd9c7f8b7767bf409a239f95e6d3b42f2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"595c622714195bfdb6637c11b22a06e8fb3b04c7986ae10e51c413e5d510f9f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7b425fbd4cf9cce71e80f796a0203e6c6d31c91b5a6651411f91a5bc6a4f23b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9662dd34fdae4eed33ba3f69351135106e67d1a7f85c2c4b439be2358d46accd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c39104a83c9b48484a1614177a18cefd04e56395a55c97a8d2257c7ca81ee8f"}]},{"symbol":"MCK","date":"2026-10-27","iv_pct":33.20287367563938,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.036,"put_iv_pct":38.379567307692305},{"expiry":"2026-12-18","call_iv_pct":32.08,"put_iv_pct":31.47141176470588},{"expiry":"2027-01-15","call_iv_pct":30.380985915492957,"put_iv_pct":29.917849829351535},{"expiry":"2027-02-19","call_iv_pct":31.894478935698444,"put_iv_pct":31.46269565217391}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"74e4ff36e6dc117c13ff2bda40856ee8fbcef76235e60f8aee0f4479ede9d9c8","captured_at":"2026-10-29T20:29:14.069672+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":"MCK","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"447afdd1ecf00c3e47d22f1da80e8a939a3410d1ad89979f76764895307e7dd3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"37bdfde0a1e1158f52375972547115b2ee3c58750db2e486b1c81e14d8211c65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e8f2db4dbaa795074250de02bb41a05054fb99c7385343aeab3c7d74ea1af8ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"631c39b43bc02a6a1f45957779e75cfa7dff16d148746375ce9f5c85b0470783"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"153a6ae164adde4a58cb2d822fadd2e47c9b98bdd1c715611b1b21e9c03700d7"}]},{"symbol":"MCK","date":"2026-10-28","iv_pct":33.76929435782076,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":40.6888,"put_iv_pct":39.73377990430622},{"expiry":"2026-12-18","call_iv_pct":32.20865102639296,"put_iv_pct":32.86011869436202},{"expiry":"2027-01-15","call_iv_pct":30.545241379310344,"put_iv_pct":30.278404802744426},{"expiry":"2027-02-19","call_iv_pct":31.979032258064517,"put_iv_pct":31.860326797385618}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d1fa9234c42b2d63c72d27fcf0cc7c1dc277829e1aefad23a47357d531f19fb3","captured_at":"2026-10-29T20:29:12.296240+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":"MCK","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"e1507451213449a46fda2c05231e101760f78dde36f44e62aaeb7ea35f42992d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"37bdfde0a1e1158f52375972547115b2ee3c58750db2e486b1c81e14d8211c65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e8f2db4dbaa795074250de02bb41a05054fb99c7385343aeab3c7d74ea1af8ce"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"631c39b43bc02a6a1f45957779e75cfa7dff16d148746375ce9f5c85b0470783"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"153a6ae164adde4a58cb2d822fadd2e47c9b98bdd1c715611b1b21e9c03700d7"}]},{"symbol":"MCK","date":"2026-10-29","iv_pct":33.606471261354926,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.6341726618705,"put_iv_pct":40.94086848635236},{"expiry":"2026-12-18","call_iv_pct":31.975306122448977,"put_iv_pct":32.40189759036145},{"expiry":"2027-01-15","call_iv_pct":29.995319516407598,"put_iv_pct":30.485754385964913},{"expiry":"2027-02-19","call_iv_pct":31.71314159292035,"put_iv_pct":31.705309734513275}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cd67d071e690ae8cb4e29acc80c3a367d8f85115e25a139dff4f6a3349cf6079","captured_at":"2026-11-01T01:25:12.744965+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":"MCK","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"f42c6f65bf8029be3697b3368e06221d309ddaed451ee6f5071c85fd7b58cd6c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"595c622714195bfdb6637c11b22a06e8fb3b04c7986ae10e51c413e5d510f9f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7b425fbd4cf9cce71e80f796a0203e6c6d31c91b5a6651411f91a5bc6a4f23b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9662dd34fdae4eed33ba3f69351135106e67d1a7f85c2c4b439be2358d46accd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c39104a83c9b48484a1614177a18cefd04e56395a55c97a8d2257c7ca81ee8f"}]},{"symbol":"MCK","date":"2026-10-30","iv_pct":35.03495531499378,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.69647814910026,"put_iv_pct":42.52640625},{"expiry":"2026-12-18","call_iv_pct":33.396380368098164,"put_iv_pct":33.58306748466258},{"expiry":"2027-01-15","call_iv_pct":30.816205673758866,"put_iv_pct":31.343655913978495},{"expiry":"2027-02-19","call_iv_pct":32.444545454545455,"put_iv_pct":32.472903225806455}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MCK","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"7b4aaaae40527e2fd7ce10a75e704439ec1242676d69d612e7d055954932a763","captured_at":"2026-11-01T01:25:10.869861+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":"MCK","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"446c892b06abee571759156367b07c8969802597fa3dbc6ae75e6f14514e9f1b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","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":"595c622714195bfdb6637c11b22a06e8fb3b04c7986ae10e51c413e5d510f9f9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2026-12-18","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7b425fbd4cf9cce71e80f796a0203e6c6d31c91b5a6651411f91a5bc6a4f23b8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-01-15","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9662dd34fdae4eed33ba3f69351135106e67d1a7f85c2c4b439be2358d46accd"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MCK","expiration":"2027-02-19","start_date":"2026-10-26","end_date":"2026-10-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c39104a83c9b48484a1614177a18cefd04e56395a55c97a8d2257c7ca81ee8f"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MCK","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-08-10","observed_at":"2026-08-10T15:59:00-04:00","iv_pct":28.51402867612859,"put_call_skew_pp":1.0211165898060202,"implied_move_pct":11.676457933839206,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"20d9ef7a4275ab9fb816a0cb27ebb8777da816d8c6250903d3b6207c2687ed59","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":28.14352715579551,"put_call_skew_pp":0.836335392774088,"implied_move_pct":11.46329284206307,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3d6e44007520b5606ab6b862d2c3976e0ae57afaa0e855d19fb88d057c5ab113","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":29.072080757733424,"put_call_skew_pp":0.7501673563756999,"implied_move_pct":11.644682175295554,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dae6508af590c8614428834fccd898632fc3fe6d428a8d16ce8c086df1ffda6d","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":30.00657792765815,"put_call_skew_pp":-0.4792280914904632,"implied_move_pct":11.62713511929073,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d67bde311d472525270eb4edfd32e2cbe3fe05c969237393f031976ef4a305df","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":27.93795403172451,"put_call_skew_pp":1.2705437830135473,"implied_move_pct":10.956691849907013,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f3dd0393a67bc227f1e688f6050fefbcaa7d584648816ead887017ed29f57ce2","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":30.524606114802197,"put_call_skew_pp":-0.8403995937741557,"implied_move_pct":10.95325857191329,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a462b52cfdb4ddff11583909b4c2dd17cf4b643a1aa656bc3701d29e861d3e72","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":29.417171826556963,"put_call_skew_pp":-1.1713369665483224,"implied_move_pct":10.580094821065407,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cca46a73f7ffdf189651f3565df4fe9f6432324bcb91381c5dc783953531a48b","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":29.677462705728175,"put_call_skew_pp":-2.7119060229834817,"implied_move_pct":10.408010262994395,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e114f4432250f11ea1f739c3aff134a7addaac614ec9264f91a3bed54b89ae7a","expiries":["2026-08-21","2026-09-18","2026-11-20","2026-12-18"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":30.771370626719637,"put_call_skew_pp":-2.8121002528238135,"implied_move_pct":8.868481448039123,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a27a23cdce0edb10a909f2e6e428125e6537ad73780c774222bbfa948eda27c6","expiries":["2026-08-21","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":27.908104548061186,"put_call_skew_pp":-0.09096447645632555,"implied_move_pct":12.27895354620038,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"915e0220d1c59c467983d6fba800b6af587c297e0eb6cb52dae1e713323b955b","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":27.94099174223686,"put_call_skew_pp":1.0340703801488615,"implied_move_pct":11.983297855115467,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5ac1fafacdd929c9e5a786f1835ef15e34006153e01c8cff903f073758b1733d","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":26.84287976468356,"put_call_skew_pp":1.0865855089207859,"implied_move_pct":11.489598197575944,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"344a189177946ab5b576ccd0c750862b16fd8a2e999bd936be3bbb8b8896f7e5","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":27.129597550314077,"put_call_skew_pp":0.7887524924438987,"implied_move_pct":11.524682553265723,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4dd589448b5b6155708275f69c33088c10fe42eefe635ea25ae5939072dd1dc3","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":26.776143114274603,"put_call_skew_pp":0.5814714933543508,"implied_move_pct":11.274813716209163,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"44c5f7b7c7b03fbab777bc5e7eafacfdfbc22011afcb2f6a2aa5079b2c7314b4","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":26.69401697276284,"put_call_skew_pp":0.893357203848967,"implied_move_pct":11.18573874863192,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4d78a116105d446658e9adce149cf2feea2503b3991e528db407afea936c7a48","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":27.12173470745112,"put_call_skew_pp":-1.4827797124235005,"implied_move_pct":11.023373823545626,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c004b5500fd9372e1f05f61f52f4855c9f76a5a17a243bae487c6cae6ede0c26","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":26.428720885029374,"put_call_skew_pp":-0.48996745111210416,"implied_move_pct":10.679766619050307,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a0ad8798e7cf12b1a6c47de7e7e7fc568db5a111c5cb3315aa263b1d3dfd9524","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":26.114518658184817,"put_call_skew_pp":-0.11469966837101708,"implied_move_pct":10.513488743480686,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"af16f9f4ffab589c0077d5e390b647f7c89bc3b2bbfbccc603e2bbe4a372cd08","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":26.059250893881593,"put_call_skew_pp":-2.202129304124437,"implied_move_pct":10.354207519075297,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"39e00341c62c7b541405944c87cfb866437d4e7ed98f1f1a12c8d9aac2974b17","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":26.637684003682068,"put_call_skew_pp":-0.6405489964775972,"implied_move_pct":10.46812814102449,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3c1afb6889f9a22aa39b882558a5af6cabeae33d1544d20caffabc95fb9705aa","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":28.27447223561741,"put_call_skew_pp":-1.989270253457712,"implied_move_pct":10.498693334406498,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cf8173c466b49b24910522591b06371d53d05e0743c6daf9cb60973ed4563999","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-09","observed_at":"2026-09-09T15:59:00-04:00","iv_pct":27.702293903106742,"put_call_skew_pp":-0.8561313224871814,"implied_move_pct":10.22784203743275,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"81a2930dfdda2e9279db38f52aafd2bb35a8b57dce382c4e2ee0193e3732305e","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-10","observed_at":"2026-09-10T15:59:00-04:00","iv_pct":27.717664243840744,"put_call_skew_pp":-1.4441021854705438,"implied_move_pct":10.137400633400414,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"920207abf21749e0d40b61b76a00244f5e288d12b85e91b7094580e680aa4ecb","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-11","observed_at":"2026-09-11T15:59:00-04:00","iv_pct":27.217926903592183,"put_call_skew_pp":-0.6501755559015621,"implied_move_pct":9.946443963112312,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"edc2ecb66bf801d00b34e7dffecd9dcde712702f09d7b9a4426ca8276c3f37b7","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":27.773711008949803,"put_call_skew_pp":0.9514278212035148,"implied_move_pct":9.434548301607279,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a26769379d6213577c1a171e7d376989614f3f8c070a1cdf464aa891e57138a3","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-15","observed_at":"2026-09-15T15:59:00-04:00","iv_pct":29.056293683843343,"put_call_skew_pp":-0.8024649269135713,"implied_move_pct":9.487338562059529,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"79957c7d42b066f2e54063a359db049fc5a2592a007b8fd2b4f5e078e13f68c2","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-16","observed_at":"2026-09-16T15:59:00-04:00","iv_pct":28.943221039019264,"put_call_skew_pp":-1.9817468472311424,"implied_move_pct":9.326067771045517,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0114207bb1bd5b46d685c7a76a58f2bb404d1578d7e466958861692c4f6788d3","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-17","observed_at":"2026-09-17T15:59:00-04:00","iv_pct":27.819114840722847,"put_call_skew_pp":-1.3035794925061213,"implied_move_pct":8.9254085308311,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fee64ae783b364c329c618baec53768cdffd1ba65e46d16eddf29fe114ad7b8a","expiries":["2026-09-18","2026-10-16","2026-11-20","2026-12-18"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":27.992752063259104,"put_call_skew_pp":0.08617024393949801,"implied_move_pct":12.484661919102763,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1cacee8bf4773085327eccf5a1bd029ada9809deb5c8a8ecb4cca106c8ee56b0","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":28.465880396599275,"put_call_skew_pp":-0.798734641903244,"implied_move_pct":12.363092768471777,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0a706e78617064a528cfcb5d11972234e0f61ccef2e15beb6656da876a2defc8","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":28.435707329694548,"put_call_skew_pp":-1.5208235313099863,"implied_move_pct":12.284395031615226,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7f7bf36ce604245415a3976a7b696b396b1825b39f0c22ef168eb3bc5d35dce8","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":28.540046242576203,"put_call_skew_pp":-0.7183630909120904,"implied_move_pct":12.205173987835002,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5f8a1d3e0d26e0e7f47218454783aebf00c03632c370902d97f3a545206f201e","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":29.133554320527985,"put_call_skew_pp":-0.39338561867453237,"implied_move_pct":12.348827084704583,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a14a7292451cfa79a15f90eaa39ace9202a1eb3df1eb90a9642e4a7132935867","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-25","observed_at":"2026-09-25T15:59:00-04:00","iv_pct":28.211751374762144,"put_call_skew_pp":0.6183828003892105,"implied_move_pct":11.915693764033756,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"47f651c411890bb48b422beee5e7a2fa04c944477a97d935009f380cd683935c","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":29.18262140244516,"put_call_skew_pp":-0.718768846471912,"implied_move_pct":11.947727536387887,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17c9f30a3f906e051ad5a3e6ce9f542bda34854938458a34c7818c517537a7d2","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":29.331933984873388,"put_call_skew_pp":0.9057829459707776,"implied_move_pct":11.911506474853962,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e0eb8f6e8c2e9836e5b16b6c0808bad209481140ac43c73bd52ed4496b978aed","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":29.460822471610616,"put_call_skew_pp":-0.3417251107232939,"implied_move_pct":11.82159663957044,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6dde9e85e30be0f2f3d4b2f1a02852d3519b8988fe6a23afe5797fab1701d305","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-01","observed_at":"2026-10-01T15:59:00-04:00","iv_pct":28.724080308289764,"put_call_skew_pp":-2.0701516543037135,"implied_move_pct":11.401684960687842,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"53ad75a5ccaca7df82b0b566a6d94ca9cb922f33a4c86849eed96fb56ab2ef87","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":28.492985233023223,"put_call_skew_pp":-0.08323773100071818,"implied_move_pct":11.237248793792183,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2202ed6190cf1c01833b604911a02a167a1cb071a05821f1dcd28221c7e6edf5","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-05","observed_at":"2026-10-05T15:59:00-04:00","iv_pct":28.43296016130972,"put_call_skew_pp":-0.8183939274206988,"implied_move_pct":10.81694920915196,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a1314889c9f1c8796de472392968563c24d224c7cc5c88805ecd987b9cf1b2f2","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-06","observed_at":"2026-10-06T15:59:00-04:00","iv_pct":27.80389665063955,"put_call_skew_pp":0.027644113791947866,"implied_move_pct":10.47733746963931,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7bff35fac30c5e67ac303f982ee5cdc3808c59e4bdd66e5783ca1c6136b63abd","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-07","observed_at":"2026-10-07T15:59:00-04:00","iv_pct":28.81578960818411,"put_call_skew_pp":-1.0783438415221385,"implied_move_pct":10.747283577502378,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"47e0155a73f93240fe8a941d02e1697d5595f0977a593b603615aa0a13e9b017","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-08","observed_at":"2026-10-08T15:59:00-04:00","iv_pct":29.39721348381736,"put_call_skew_pp":-2.732858038112189,"implied_move_pct":10.83583932897732,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17414319f7e80d046651265b0228ddb94a6968093ea9379f343e9d3eef793a09","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-09","observed_at":"2026-10-09T15:59:00-04:00","iv_pct":28.968608627910925,"put_call_skew_pp":-0.7272485069042842,"implied_move_pct":10.581987566819794,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4d22d8e2170762351e17625ee174564983b5ee50526d2044a2400592877da657","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-12","observed_at":"2026-10-12T15:59:00-04:00","iv_pct":30.267488381086018,"put_call_skew_pp":0.20752269308610582,"implied_move_pct":10.47241929664841,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ff1b1b21282ccd0686d06e18a24b5408ef51fe8fba7bdec1cf4731bb76b91e54","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-13","observed_at":"2026-10-13T15:59:00-04:00","iv_pct":31.530351648557673,"put_call_skew_pp":-0.7525081132064253,"implied_move_pct":10.481436900208232,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"df2e792ad3604b2e48e5a8a457751e2846a5d06674d006718badb2b93fe3e9da","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-14","observed_at":"2026-10-14T15:59:00-04:00","iv_pct":31.003661522761995,"put_call_skew_pp":1.1067451940344553,"implied_move_pct":10.200886364998077,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e1935b08219524e8e68c2ae7c837fcc17971e7d06e6554981d83c27cea15f467","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-15","observed_at":"2026-10-15T15:59:00-04:00","iv_pct":31.830622251750743,"put_call_skew_pp":1.7953631926042135,"implied_move_pct":9.899412888847579,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bd3b3d33d477ccb1106db3fb8396b74c53e9091a482795464cff50881f52f4bf","expiries":["2026-10-16","2026-11-20","2026-12-18","2027-01-15"]},{"date":"2026-10-16","observed_at":"2026-10-16T15:59:00-04:00","iv_pct":30.896183613206997,"put_call_skew_pp":0.5846688440429952,"implied_move_pct":13.848519654908781,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6ef6da13b108c27cb1b7b723f0ba4132c905f030859d12e7140e5bb293368182","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":30.781078675068347,"put_call_skew_pp":0.5205703376333002,"implied_move_pct":13.461459350574737,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"05cfeff5eb5d428350f35ccaf2aebe3210ff02329027bb87e0bf56370523d47e","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":31.25681601431704,"put_call_skew_pp":0.9297473944147194,"implied_move_pct":13.563039945038124,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8acd370aed387dbf9f9376959dcbb32f521ddda0f78c14de55a2366c85eb68a6","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":31.557676974328807,"put_call_skew_pp":-0.22720871126099684,"implied_move_pct":13.570747358027901,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8e7b565c883d195092f9242d2af308ef85f70496d25e60358c8b1f6880fff070","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":31.58752601321867,"put_call_skew_pp":0.8636255966714117,"implied_move_pct":13.49011784265016,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2a3e7228c1a3f74778be0d945adb8939aca1452d464cd04c3fb3160ced27c5a5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":32.23273020714161,"put_call_skew_pp":0.5723356727281566,"implied_move_pct":13.638963241307481,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"da89f50ad2a53a81f191dcfcab67a32939dcd9b69a3605b03c573059cc2c668b","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":33.01526889570515,"put_call_skew_pp":-0.04037227330493742,"implied_move_pct":13.574268381850736,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cb82f9f10ffe839e05e7b863c1fdf856647b0bfca406ade19b878f122f279ec4","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":33.20287367563938,"put_call_skew_pp":-0.7899850743169425,"implied_move_pct":13.481343616227658,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"74e4ff36e6dc117c13ff2bda40856ee8fbcef76235e60f8aee0f4479ede9d9c8","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":33.76929435782076,"put_call_skew_pp":-0.1722736162423839,"implied_move_pct":13.556011560903343,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d1fa9234c42b2d63c72d27fcf0cc7c1dc277829e1aefad23a47357d531f19fb3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":33.606471261354926,"put_call_skew_pp":0.5539725758861422,"implied_move_pct":13.352210682609773,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cd67d071e690ae8cb4e29acc80c3a367d8f85115e25a139dff4f6a3349cf6079","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":35.03495531499378,"put_call_skew_pp":-0.10689419276380363,"implied_move_pct":13.711964468861702,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"7b4aaaae40527e2fd7ce10a75e704439ec1242676d69d612e7d055954932a763","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-02-19"]}]}