{"schemaVersion":1,"symbol":"MGM","days":90,"observations":[{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-19T19:49:55.026000+00:00","captured_at":"2026-10-20T03:53:16.260Z","last_trade_at":"2026-10-19T23:00:00.00187831Z","price":28.47,"iv_pct":43.11330576829311,"implied_move_pct":10.363093366845705,"put_call_skew_pp":0.09841777221785142,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"1dc0d317785ebb92423cfc8261e8acaced4087a5aa588500b50a5c8ee7aea8a9"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:03.290000+00:00","captured_at":"2026-10-20T13:35:55.866Z","last_trade_at":"2026-10-20T13:35:48.319712495Z","price":28.295,"iv_pct":42.99345256839787,"implied_move_pct":10.11411180079509,"put_call_skew_pp":-3.356226723496375,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"ad5e9331a462bb2b892459bc862120d4a822c02512d0d8a163902e59b0478a19"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T13:43:01.140000+00:00","captured_at":"2026-10-20T13:51:24.363Z","last_trade_at":"2026-10-20T13:51:13.923049505Z","price":28.556,"iv_pct":42.976525129087776,"implied_move_pct":10.189631919308715,"put_call_skew_pp":3.8214417820123856,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"a5de941d4c19edc16adfff2874a40b00f79735aadc7bfc959c6855b42e928893"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T13:46:41.683000+00:00","captured_at":"2026-10-20T13:59:23.636Z","last_trade_at":"2026-10-20T13:59:11.149431934Z","price":28.505,"iv_pct":44.23735401155862,"implied_move_pct":10.407669004365465,"put_call_skew_pp":2.865929610224782,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"e300b43e25d1e043392fcd4fe0731ee23a7213622cff4652bf2ac756f2191e58"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T13:56:01.867000+00:00","captured_at":"2026-10-20T14:07:53.021Z","last_trade_at":"2026-10-20T14:07:44.4726953Z","price":28.43,"iv_pct":43.99560395427865,"implied_move_pct":10.3397165055688,"put_call_skew_pp":0.4239466403254566,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"a4520117fca8a2a53ad1d49d9ae0bf0c8f072f60fc2bfd153761f1d626f6ae11"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T14:12:24.433000+00:00","captured_at":"2026-10-20T14:18:09.812Z","last_trade_at":"2026-10-20T14:17:58.017321214Z","price":28.55,"iv_pct":44.31707845410629,"implied_move_pct":10.470106686294915,"put_call_skew_pp":0.6232146597313637,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"570d0ad24c60e054e2e7319a0434b84275d72203c18903c12ba1be63e18389d7"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T14:16:56.153000+00:00","captured_at":"2026-10-20T14:28:52.495Z","last_trade_at":"2026-10-20T14:28:43.845217611Z","price":28.81,"iv_pct":45.107966094713326,"implied_move_pct":10.622670049891568,"put_call_skew_pp":4.27060957269142,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"1dbc1b3225a28dc430e4cdba5d11281514ecfc88d5d4c068716db84a92e3a3c9"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T14:21:42.999000+00:00","captured_at":"2026-10-20T14:36:35.587Z","last_trade_at":"2026-10-20T14:36:08.688152898Z","price":28.745,"iv_pct":44.76793993614563,"implied_move_pct":10.49533986684053,"put_call_skew_pp":3.0990786495976916,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"8bd855079808543a546f24d89670407d6059e49f46f25a4f73fc72aec7dc8fc3"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T14:29:54.968000+00:00","captured_at":"2026-10-20T14:44:19.986Z","last_trade_at":"2026-10-20T14:44:19.560944082Z","price":28.77,"iv_pct":44.441323572209654,"implied_move_pct":10.448528785987033,"put_call_skew_pp":3.1495236143052328,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"fe62714b6513f809a1c5dc36981dd8aa98def580541ba4ea32619ecaca702e4c"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T14:38:03.697000+00:00","captured_at":"2026-10-20T14:52:05.695Z","last_trade_at":"2026-10-20T14:51:54.648892006Z","price":28.75,"iv_pct":43.95749085220343,"implied_move_pct":10.310570864008522,"put_call_skew_pp":1.4949744720619884,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"6b80f0b14dc0b0d12628c28e7ab082b5badcfee5ff1b378b9e2315daedc83058"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T14:50:34.026000+00:00","captured_at":"2026-10-20T14:59:49.664Z","last_trade_at":"2026-10-20T14:59:22.444697055Z","price":28.77,"iv_pct":43.2326840315017,"implied_move_pct":10.154509487140414,"put_call_skew_pp":1.246363299989789,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"bf886780a61157d9a5c2ee0d191b3d4dbb14fd1aa47f27e93f9c2a299c89a7f4"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T14:57:53.447000+00:00","captured_at":"2026-10-20T15:08:06.411Z","last_trade_at":"2026-10-20T15:07:56.167790332Z","price":28.72,"iv_pct":42.93696482421552,"implied_move_pct":10.07483766397121,"put_call_skew_pp":0.3853720238095215,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"10329759416f7c9fa177158b6b31290002ee91abe3305a71d51ae94eff927ec7"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T15:02:04.385000+00:00","captured_at":"2026-10-20T15:14:34.619Z","last_trade_at":"2026-10-20T15:14:33.724437429Z","price":28.67,"iv_pct":43.26816417557669,"implied_move_pct":10.097275260494385,"put_call_skew_pp":0.07277003942181559,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"f990cdbf6b44ed386c4879ff39ab1971b11c7bc63ae8d8987fa7896788ec3f41"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T15:21:33.699000+00:00","captured_at":"2026-10-20T15:22:58.730Z","last_trade_at":"2026-10-20T15:22:52.628176935Z","price":28.76,"iv_pct":43.91042006164192,"implied_move_pct":10.277589991535528,"put_call_skew_pp":1.6738571428571436,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"a57db6f565c2e3137c9f20696e4c3f12cc1e458534332ca1f6b37306720e68e8"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T15:24:48.055000+00:00","captured_at":"2026-10-20T15:38:35.426Z","last_trade_at":"2026-10-20T15:38:33.507638874Z","price":28.76,"iv_pct":43.94618284185147,"implied_move_pct":10.319878232170968,"put_call_skew_pp":1.6738571428571436,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"3f7cdc4c31a4a8a3897d4198ba905dcb7cc3b4391106588d66232cb618d96965"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T15:32:45.292000+00:00","captured_at":"2026-10-20T15:46:21.053Z","last_trade_at":"2026-10-20T15:46:18.827560902Z","price":28.67,"iv_pct":44.00025105056142,"implied_move_pct":10.245845355342128,"put_call_skew_pp":0.07277003942181559,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"643b2642d4c3a70d54553b3320f3706c46dcc95265f0c4f37c0e88adeacf5e7e"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T15:53:05.300000+00:00","captured_at":"2026-10-20T15:54:07.081Z","last_trade_at":"2026-10-20T15:54:03.834395815Z","price":28.64,"iv_pct":44.013824934123846,"implied_move_pct":10.26520211834154,"put_call_skew_pp":0.37751667043399717,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"57a7f62fdcdca5c7cfe48afe24c2cddd908cea49cd39a2a38dfaf27d8e175ea9"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T15:54:25.907000+00:00","captured_at":"2026-10-20T16:02:03.457Z","last_trade_at":"2026-10-20T16:01:56.188902538Z","price":28.65,"iv_pct":44.01364269894411,"implied_move_pct":10.267092562155076,"put_call_skew_pp":0.8577393858937465,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"8da3e28b7e052325374d84946a4a32244acdd2a72fb6e2a693d89a2aec468659"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T15:59:32.677000+00:00","captured_at":"2026-10-20T16:09:47.259Z","last_trade_at":"2026-10-20T16:09:45.931718506Z","price":28.64,"iv_pct":44.013824934123846,"implied_move_pct":10.26520211834154,"put_call_skew_pp":1.4877012192725858,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"35cd22d81747718ff55bdbfdf3f7e2031da549e2aef4eb2b50c07e99a5076cd8"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T16:02:56.939000+00:00","captured_at":"2026-10-20T16:17:34.640Z","last_trade_at":"2026-10-20T16:17:24.160548606Z","price":28.62,"iv_pct":44.01269136764489,"implied_move_pct":10.256564650225371,"put_call_skew_pp":1.0101830345129181,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"0a36bab022b31e42fa624bfc09e72e9621de8ff98221e941f0f0a35e6c2b2137"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T16:15:28.662000+00:00","captured_at":"2026-10-20T16:25:22.347Z","last_trade_at":"2026-10-20T16:25:05.863468193Z","price":28.61,"iv_pct":44.00988068236491,"implied_move_pct":10.28667812810686,"put_call_skew_pp":1.4688347502037957,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"d262987acbd31cd7efe9013d07945257b6727dc5d9fb59a5acc87055a6e51ce2"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T16:19:32.116000+00:00","captured_at":"2026-10-20T16:33:06.646Z","last_trade_at":"2026-10-20T16:32:50.401468907Z","price":28.71,"iv_pct":44.000355593938835,"implied_move_pct":10.338230511116855,"put_call_skew_pp":2.915498737373734,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"f21fa2669f7b7e260b195f6ec0e2e0d57c04dd671689313e133c0aef1e277921"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T16:31:05.523000+00:00","captured_at":"2026-10-20T16:40:49.670Z","last_trade_at":"2026-10-20T16:40:47.658987017Z","price":28.715,"iv_pct":44.0148675171737,"implied_move_pct":10.345574546109782,"put_call_skew_pp":1.4043775595415586,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"1f2724880b8ed784923492c32ab34bb0876915aa983b2942ef545efd8ca0d3ef"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T16:35:57.329000+00:00","captured_at":"2026-10-20T16:48:36.878Z","last_trade_at":"2026-10-20T16:48:07.783771677Z","price":28.7071,"iv_pct":44.01298122310132,"implied_move_pct":10.336773841269268,"put_call_skew_pp":1.2644261809872936,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"982bf939eb5508f5cef8af42a6629f6efb3b4600c0bf025397e8d8cf88f365d5"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T16:43:57.019000+00:00","captured_at":"2026-10-20T16:56:22.528Z","last_trade_at":"2026-10-20T16:55:52.744575435Z","price":28.64,"iv_pct":44.013101035436364,"implied_move_pct":10.293182239530394,"put_call_skew_pp":0.03121464545197128,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"702549ad24af589c3afdce213fab8700061716a6add94cbd6f61aec1a58bd9ac"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:01:08.637000+00:00","captured_at":"2026-10-20T17:04:35.621Z","last_trade_at":"2026-10-20T17:04:21.962482245Z","price":28.62,"iv_pct":44.008559847323255,"implied_move_pct":10.288955738022251,"put_call_skew_pp":-0.33613339464929615,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"12917ede96cda33c24963aaa672a838c74d38ef42b8b5926b7f2dc501f4626b3"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:03:37.160000+00:00","captured_at":"2026-10-20T17:12:22.867Z","last_trade_at":"2026-10-20T17:12:02.906116377Z","price":28.605,"iv_pct":44.09306686854791,"implied_move_pct":10.30191828314395,"put_call_skew_pp":-0.6154246255729856,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"e7805c55df5772939251882047d64919dea5c525e8cf2974cea5b8d815085d79"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:06:23.243000+00:00","captured_at":"2026-10-20T17:20:15.304Z","last_trade_at":"2026-10-20T17:19:50.672203319Z","price":28.61,"iv_pct":44.060540697532225,"implied_move_pct":10.29616266969569,"put_call_skew_pp":0.09669993012222933,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"60063ebbf1102441a87e90b0867fd9fe18b976536d2296dd404bb47b08c9339b"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:17:17.075000+00:00","captured_at":"2026-10-20T17:27:59.154Z","last_trade_at":"2026-10-20T17:27:39.8294188Z","price":28.58,"iv_pct":42.92751615595388,"implied_move_pct":10.040415879381957,"put_call_skew_pp":0.9034659255399202,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"59a1c571435494ba5b51c0a33cb5ed69b09f54b5b8418d707a645e7f50e213fd"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:24:56.742000+00:00","captured_at":"2026-10-20T17:35:48.651Z","last_trade_at":"2026-10-20T17:35:47.043903552Z","price":28.58,"iv_pct":43.68047507079503,"implied_move_pct":10.215230418671291,"put_call_skew_pp":0.46267804289497616,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"f8110a65a8a74ade1552fdf03dd45e344aeaceefcfb99c7f96e89d4766ea2994"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:28:55.805000+00:00","captured_at":"2026-10-20T17:43:39.183Z","last_trade_at":"2026-10-20T17:43:03.977597438Z","price":28.64,"iv_pct":43.65088729114751,"implied_move_pct":10.221219002903185,"put_call_skew_pp":1.5983173487696511,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"595605123b8c079dace028479da77f85916ae595ac7ec551f41d97d0a6e7cdef"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:44:30.290000+00:00","captured_at":"2026-10-20T17:51:27.271Z","last_trade_at":"2026-10-20T17:51:13.812998188Z","price":28.67,"iv_pct":43.26522844169413,"implied_move_pct":10.124678007355909,"put_call_skew_pp":1.5788696683184833,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"662bca086f75cf173b5622b2d44f468ac12b2bc5c29abd7414b60fb911ed700e"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:47:15.520000+00:00","captured_at":"2026-10-20T17:59:16.389Z","last_trade_at":"2026-10-20T17:58:50.649979259Z","price":28.68,"iv_pct":43.26498709763234,"implied_move_pct":10.1302016953825,"put_call_skew_pp":1.7590282660422063,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"1a3a706b5b4cd17197587acf2db2ac3148e63f68be242c3dd063efe70b1cb6f4"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T17:54:12.890000+00:00","captured_at":"2026-10-20T18:07:34.183Z","last_trade_at":"2026-10-20T18:07:17.487042598Z","price":28.67,"iv_pct":43.26732372842162,"implied_move_pct":10.125311768517365,"put_call_skew_pp":2.0488974034012175,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"9d5b0241d182b506806c3110708fc0fa48c52e54e3dbdd764841a6742071b6bd"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T18:02:29.668000+00:00","captured_at":"2026-10-20T18:15:24.970Z","last_trade_at":"2026-10-20T18:15:15.508913592Z","price":28.67,"iv_pct":43.26732372842162,"implied_move_pct":10.125311768517365,"put_call_skew_pp":2.0488974034012175,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"9c2e2f321306268f03efb3d5bfe19e2a83ab36e99a16b8b094b7fa68d7844dee"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T18:08:35.537000+00:00","captured_at":"2026-10-20T18:23:08.703Z","last_trade_at":"2026-10-20T18:22:42.623004144Z","price":28.62,"iv_pct":43.25683355021052,"implied_move_pct":10.114461542089979,"put_call_skew_pp":1.108965713420923,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"601240c199ce9cbfbda530384716730978186424964c13d65f5920a99b4aabe0"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T18:20:01.647000+00:00","captured_at":"2026-10-20T18:30:56.478Z","last_trade_at":"2026-10-20T18:30:50.317193Z","price":28.62,"iv_pct":43.25683355021052,"implied_move_pct":10.114461542089979,"put_call_skew_pp":1.108965713420923,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"277bbf61af0a3c4b3921472770c661e37d68bacb6adf7a0d6ef969d90220b2f4"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T18:23:59.470000+00:00","captured_at":"2026-10-20T18:38:39.553Z","last_trade_at":"2026-10-20T18:38:36.67812311Z","price":28.6599,"iv_pct":42.512100230414745,"implied_move_pct":9.948746796941121,"put_call_skew_pp":2.3827482241358835,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"39123e75a8fc57499852960aabcd022225c0ec5651bd21eae74a044339192c74"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T18:38:35.604000+00:00","captured_at":"2026-10-20T18:46:27.437Z","last_trade_at":"2026-10-20T18:46:26.028208596Z","price":28.69,"iv_pct":42.515740193179575,"implied_move_pct":9.958844509066205,"put_call_skew_pp":2.071532194390724,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"c083a865b5d65737aa7c7a9f83194b564ada5e07184776e0d4266d696332de20"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T18:43:31.058000+00:00","captured_at":"2026-10-20T18:54:16.413Z","last_trade_at":"2026-10-20T18:54:12.428658295Z","price":28.685,"iv_pct":43.26449944873414,"implied_move_pct":10.136547853282066,"put_call_skew_pp":1.9926470916275363,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"c4ffe3ad13db38f8e9423f32e5630fbf4d20b81f694210073b20ea19c58bfc07"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T18:49:28.512000+00:00","captured_at":"2026-10-20T19:02:09.833Z","last_trade_at":"2026-10-20T19:02:07.897614357Z","price":28.695,"iv_pct":43.64433621060557,"implied_move_pct":10.221133224489787,"put_call_skew_pp":2.175036001019498,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"acace1536679924ee65ef3643b4ce3fd90393165e16452a7373c39a5cd41b105"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T19:02:11.331000+00:00","captured_at":"2026-10-20T19:11:55.372Z","last_trade_at":"2026-10-20T19:11:51.667511071Z","price":28.635,"iv_pct":43.25918144565921,"implied_move_pct":10.115763243181553,"put_call_skew_pp":0.39296897546897136,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"0d40de53e6d87038e1a9cc1a1c8f93265f2a8f5136f71b1a018674336baa089d"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T19:12:01.403000+00:00","captured_at":"2026-10-20T19:19:42.671Z","last_trade_at":"2026-10-20T19:19:41.10933364Z","price":28.759,"iv_pct":42.5196372191864,"implied_move_pct":9.996663483326815,"put_call_skew_pp":1.7891938997821322,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"2e5d92d9f455cc416c2854becab467befde7e32d85c4956a39904d8e78cd348b"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T19:14:37.847000+00:00","captured_at":"2026-10-20T19:27:26.601Z","last_trade_at":"2026-10-20T19:27:14.156307287Z","price":28.815,"iv_pct":42.48702605757365,"implied_move_pct":10.015069005263806,"put_call_skew_pp":0.2521827291482426,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"6cccf960ec9cda31bb0b2ca59072898af1ffeda5b5e8ddb47e8a76b2c989107a"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T19:25:54.274000+00:00","captured_at":"2026-10-20T19:35:18.793Z","last_trade_at":"2026-10-20T19:34:58.20933304Z","price":28.87,"iv_pct":43.16032122296601,"implied_move_pct":10.159894588822329,"put_call_skew_pp":2.421399434395266,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"a960fc2f5b7f0c94ff5c229ad530c770c8ffeb3a3205227dddde53c0bf3f1cfc"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T19:28:42.708000+00:00","captured_at":"2026-10-20T19:43:07.310Z","last_trade_at":"2026-10-20T19:43:01.89011617Z","price":28.869,"iv_pct":43.159512882046286,"implied_move_pct":10.159363448277398,"put_call_skew_pp":1.5000920239307602,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"47d6496d163ece816415763e03d6fe7ae7648b51a1928a6b483aec6557e6c3ed"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-20T19:49:58.164000+00:00","captured_at":"2026-10-20T19:50:52.271Z","last_trade_at":"2026-10-20T19:50:40.193505394Z","price":28.79,"iv_pct":42.86166642779066,"implied_move_pct":10.030754997982797,"put_call_skew_pp":0.7354777063149576,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"bc46d8f5f91564709c3268b0897e01aab5088167ffb87342a697cacd7e8b52b5"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:01.324000+00:00","captured_at":"2026-10-21T13:32:49.570Z","last_trade_at":"2026-10-21T13:32:48.036032359Z","price":28.93,"iv_pct":43.96088800513607,"implied_move_pct":10.187384045533333,"put_call_skew_pp":11.094776091897534,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"09f155abe0a3d3c245573a194a97574b655cf97e4a527768dacf1ba0afa3420b"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:02.012000+00:00","captured_at":"2026-10-21T13:40:36.738Z","last_trade_at":"2026-10-21T13:40:29.701616751Z","price":28.85,"iv_pct":43.943489733855756,"implied_move_pct":10.123050201795628,"put_call_skew_pp":7.920268403232855,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"48f5ed2e7bf26fc8fa07c9cfce2dd216b7a12f7adebb2b6f3b88e2687150dc10"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T13:46:40.369000+00:00","captured_at":"2026-10-21T13:48:33.311Z","last_trade_at":"2026-10-21T13:47:55.18940358Z","price":28.821,"iv_pct":43.946486328125,"implied_move_pct":10.099976661630922,"put_call_skew_pp":6.38234217171717,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"1b606cd78ad6177173649cffa4c64e6dfbb3c1ae835426a55ca093ffb0c0da1d"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T13:52:25.767000+00:00","captured_at":"2026-10-21T14:04:37.642Z","last_trade_at":"2026-10-21T14:04:36.558424973Z","price":28.9,"iv_pct":43.95308507573117,"implied_move_pct":10.1629385505993,"put_call_skew_pp":8.88685104838684,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"e5eb6d6efb53d204eec833ada8c1c3f00af037ca37ad3185eb1e15ee264aba50"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T13:59:55.091000+00:00","captured_at":"2026-10-21T14:13:00.085Z","last_trade_at":"2026-10-21T14:12:57.455860495Z","price":28.75,"iv_pct":41.43339989085628,"implied_move_pct":9.53493184130975,"put_call_skew_pp":6.345161750255296,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"b5c75bc00ce13368900927231ce0232f5055047c3ea04faad853b5d0c56e9677"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T14:10:07.132000+00:00","captured_at":"2026-10-21T14:20:49.262Z","last_trade_at":"2026-10-21T14:20:34.866709374Z","price":28.67,"iv_pct":41.46614142957796,"implied_move_pct":9.509778983139034,"put_call_skew_pp":4.991152801682919,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"fd80bdf3cf51088eba31adb03198b3ea5df0ab46bdd435127aaa1ef7211f7eac"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T14:16:53.431000+00:00","captured_at":"2026-10-21T14:28:56.788Z","last_trade_at":"2026-10-21T14:28:55.184111097Z","price":28.71,"iv_pct":40.93260774015306,"implied_move_pct":9.407070412720744,"put_call_skew_pp":5.6739231022690575,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"50285040bc8c8b506c75cbe5af5bcf99068ee27d68035aa750a61c73616024f8"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T14:27:22.903000+00:00","captured_at":"2026-10-21T14:36:59.015Z","last_trade_at":"2026-10-21T14:36:48.529059937Z","price":28.7718,"iv_pct":41.48984522984522,"implied_move_pct":9.559773069529152,"put_call_skew_pp":4.19024077300808,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"3663cf9bc35d3e96fda6794c1d907efe46ecc0275e4d1c4e0940745f7b9ebf7e"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T14:34:45.734000+00:00","captured_at":"2026-10-21T14:45:09.625Z","last_trade_at":"2026-10-21T14:45:08.142340591Z","price":28.795,"iv_pct":41.546833602273416,"implied_move_pct":9.588281409552666,"put_call_skew_pp":3.6700958724392,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"560f25218a4cb429b14be3f3cd1c75213168e473be1efcf57231952b6d0f7ad4"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T14:51:46.555000+00:00","captured_at":"2026-10-21T14:55:38.758Z","last_trade_at":"2026-10-21T14:55:37.464131349Z","price":28.76,"iv_pct":42.915180447315045,"implied_move_pct":9.840533091715315,"put_call_skew_pp":3.0312952422850925,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"f93e32b3371c90ee3e6b6959a7743ad4170cbec2a451865d1be67b2f5ec88a6c"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T15:00:05.073000+00:00","captured_at":"2026-10-21T15:14:30.380Z","last_trade_at":"2026-10-21T15:14:15.108454694Z","price":28.69,"iv_pct":43.56243667466143,"implied_move_pct":10.021492935424037,"put_call_skew_pp":1.923699568527104,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"67ac61051af368fa1a83d5c3fc582deff2538d22f39b6b402678ab890729520b"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T15:12:12.555000+00:00","captured_at":"2026-10-21T15:25:12.675Z","last_trade_at":"2026-10-21T15:24:34.090239912Z","price":28.7,"iv_pct":43.15640945708944,"implied_move_pct":9.921843191943037,"put_call_skew_pp":1.9738014408872462,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"7006b575e3c338c5b561b01349c0a75fce60f7daff257580ceba7ad2bc3f8c34"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T15:35:34.169000+00:00","captured_at":"2026-10-21T15:48:02.402Z","last_trade_at":"2026-10-21T15:47:42.636546727Z","price":28.84,"iv_pct":42.359286948554534,"implied_move_pct":9.792069262450562,"put_call_skew_pp":1.8501034435032981,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"198bb071d22ecbc99743dc2321901127f14ef7148f193a512cf9a5c1462a3428"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T15:44:14.711000+00:00","captured_at":"2026-10-21T15:58:56.281Z","last_trade_at":"2026-10-21T15:58:53.904063577Z","price":28.9,"iv_pct":42.93931367253002,"implied_move_pct":9.960478552155129,"put_call_skew_pp":2.6804634231674895,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"a150c92a29e64832b61c9f808ba2e78065715e77678f237300803dc384cad56d"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T16:00:02.782000+00:00","captured_at":"2026-10-21T16:09:34.422Z","last_trade_at":"2026-10-21T16:09:26.098478834Z","price":28.89,"iv_pct":42.12152866810869,"implied_move_pct":9.74228166542359,"put_call_skew_pp":2.743240811069647,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"58220ebf2d42816adc3e805b5da182e3af1f065789e72aa21f6bcb87987fff3c"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T16:07:15.744000+00:00","captured_at":"2026-10-21T16:19:43.405Z","last_trade_at":"2026-10-21T16:19:25.142576427Z","price":28.91,"iv_pct":42.72546316799619,"implied_move_pct":9.904217918500677,"put_call_skew_pp":2.8762616393743388,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"5f2d173e9acd11168aa04e4a40c6e570d7a6612df36f61bfa6a68d940d3be55c"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T16:17:48.188000+00:00","captured_at":"2026-10-21T16:29:56.368Z","last_trade_at":"2026-10-21T16:29:49.454043904Z","price":28.945,"iv_pct":42.72197803044424,"implied_move_pct":9.931131648681578,"put_call_skew_pp":3.5344446484303296,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"790edda8e981b85b5d418f3a2883da391b897602e57155aaf1be535ddfe91ca8"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T16:29:08.824000+00:00","captured_at":"2026-10-21T16:40:14.499Z","last_trade_at":"2026-10-21T16:40:11.216995148Z","price":28.99,"iv_pct":43.77488839683325,"implied_move_pct":10.172102888624257,"put_call_skew_pp":2.8113902681231373,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"da26e17ed983bbac8399897a3297b09fb345023adeee019732a970ebae3c51ea"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T16:39:44.539000+00:00","captured_at":"2026-10-21T16:50:31.838Z","last_trade_at":"2026-10-21T16:50:26.273477767Z","price":28.92,"iv_pct":43.09923193585731,"implied_move_pct":9.960029743404696,"put_call_skew_pp":1.1966723995413708,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"ba3f18bf46517711d63b5a45b5f4ba8d631878c220722f8203f599c0e0b5ea99"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T16:47:09.189000+00:00","captured_at":"2026-10-21T17:00:59.235Z","last_trade_at":"2026-10-21T17:00:57.793777683Z","price":28.875,"iv_pct":42.726227856677696,"implied_move_pct":9.852088531514399,"put_call_skew_pp":0.5124529761643459,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"311d42bd42c105b95cfe44cefa81ea79fd436e0337085e8d8f0d111565505ff0"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T17:02:10.202000+00:00","captured_at":"2026-10-21T17:16:09.497Z","last_trade_at":"2026-10-21T17:16:06.267497501Z","price":28.85,"iv_pct":42.73123832476699,"implied_move_pct":9.844627295642319,"put_call_skew_pp":0.0470185729321948,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"ac87b2d35447e31128f48e3950e9fdf7a6c1825049e6ceb0ba25b4f241cf952c"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T17:19:17.096000+00:00","captured_at":"2026-10-21T17:29:43.889Z","last_trade_at":"2026-10-21T17:29:39.980923744Z","price":28.79,"iv_pct":42.07800470903925,"implied_move_pct":9.684013424838659,"put_call_skew_pp":-0.12545184590690428,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"cd40b9fd7726771ffafc7bd2c73e28b651bac502dc8ca968edc4ee90667aab99"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T17:32:41.030000+00:00","captured_at":"2026-10-21T17:40:09.830Z","last_trade_at":"2026-10-21T17:40:08.064220661Z","price":28.855,"iv_pct":42.8681857433424,"implied_move_pct":9.92395603270822,"put_call_skew_pp":0.8388468021206796,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"7b9927615b65f1a217cfa5706127ceafc0bb5f4a68ff4955cde52aa6c55e134d"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T17:37:46.801000+00:00","captured_at":"2026-10-21T17:52:44.227Z","last_trade_at":"2026-10-21T17:52:32.836936047Z","price":28.84,"iv_pct":42.800633850020944,"implied_move_pct":9.887515564834255,"put_call_skew_pp":0.5558386645035884,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"5ddf5807e4259935e2258090da403d6c973868a268bea7b4b6a7724998f886e8"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T18:01:00.101000+00:00","captured_at":"2026-10-21T18:03:48.826Z","last_trade_at":"2026-10-21T18:03:39.457270561Z","price":28.985,"iv_pct":43.224684596881225,"implied_move_pct":10.053374393325274,"put_call_skew_pp":3.3247136730234885,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"ec806858ffa84e6914104883257409b6cd7c16db1d837d996c62899f1d8769d1"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T18:01:00.112000+00:00","captured_at":"2026-10-21T18:15:19.814Z","last_trade_at":"2026-10-21T18:15:18.567838328Z","price":29.05,"iv_pct":42.64221645295826,"implied_move_pct":9.923258904935405,"put_call_skew_pp":2.611072284405619,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"f764890fc397c149ea0139b0e71d531dbb9ced5b6fb35ec5a0546e19d8da163e"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T18:15:21.469000+00:00","captured_at":"2026-10-21T18:25:57.189Z","last_trade_at":"2026-10-21T18:25:47.328493848Z","price":28.9575,"iv_pct":43.163763459366166,"implied_move_pct":9.990150203496206,"put_call_skew_pp":1.567122011036176,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"3fea2d71fb7be4bdc51eeb3038afba7b5cd2fe508c75aac78eca8ac9b0248db4"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T18:32:33.616000+00:00","captured_at":"2026-10-21T18:36:16.098Z","last_trade_at":"2026-10-21T18:36:11.503299847Z","price":28.96,"iv_pct":42.99420400870234,"implied_move_pct":9.94671031304656,"put_call_skew_pp":1.949135625831283,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"f805367a6b71d41b3026a1618bfe0526fd48d571aa5c2b6a9f665cbe11eeb675"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T18:32:33.618000+00:00","captured_at":"2026-10-21T18:46:33.892Z","last_trade_at":"2026-10-21T18:46:32.594534601Z","price":28.985,"iv_pct":42.98874931963208,"implied_move_pct":9.964273403530783,"put_call_skew_pp":2.4319011411271516,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"77aef220b296d65befc93c6a5827e3e2de2387170ef98d4f56a095578a7c4b3f"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T18:45:42.439000+00:00","captured_at":"2026-10-21T18:57:07.550Z","last_trade_at":"2026-10-21T18:57:00.174326007Z","price":28.885,"iv_pct":42.653626567122124,"implied_move_pct":9.835601603016835,"put_call_skew_pp":0.7213987337463423,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"857f9a882630b47dfc8b490573620766b120564773b7826a5ef6d3244d1f29b7"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T19:07:20.107000+00:00","captured_at":"2026-10-21T19:07:56.212Z","last_trade_at":"2026-10-21T19:07:41.169219648Z","price":28.78,"iv_pct":42.83665423025421,"implied_move_pct":9.881415284597272,"put_call_skew_pp":-0.017115613825985365,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"0407fea3a9b8e60180b158450cc73860a611b34cf8e8efaa420ac5a951f798b7"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T19:17:36.610000+00:00","captured_at":"2026-10-21T19:29:03.307Z","last_trade_at":"2026-10-21T19:28:59.920171702Z","price":28.89,"iv_pct":43.7841904543669,"implied_move_pct":10.130485734835684,"put_call_skew_pp":0.6363782573289845,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"9f62905885131124637cf5662bc7b4e41159889d18dd02137a154e4a340ed97a"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T19:25:21.971000+00:00","captured_at":"2026-10-21T19:39:18.104Z","last_trade_at":"2026-10-21T19:39:11.254368677Z","price":28.865,"iv_pct":44.028981849027396,"implied_move_pct":10.152587297043313,"put_call_skew_pp":0.1626869963028965,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"eb8996007a63680468c74210de007e0f25fa854f9ecd210d85f257c4aa47e6ca"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T19:35:39.565000+00:00","captured_at":"2026-10-21T19:49:36.081Z","last_trade_at":"2026-10-21T19:49:34.670485714Z","price":28.77,"iv_pct":42.554331895001795,"implied_move_pct":9.788639443105227,"put_call_skew_pp":-1.3943931440503432,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"5c6022de106e6ddb4668747ad1e73aaa04037a5d7fa54ecb62a9b69a43e2d58f"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-21T19:49:58.496000+00:00","captured_at":"2026-10-21T20:05:13.216Z","last_trade_at":"2026-10-21T20:02:44.319096887Z","price":28.6109,"iv_pct":42.9665874240021,"implied_move_pct":9.784385818766676,"put_call_skew_pp":-2.2652252277904292,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"34a500957b2fa1f667fc4ba4661b4f7a4e0563f4a025c65aaefd608446c924f3"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-22T19:49:58.576000+00:00","captured_at":"2026-10-22T20:34:14.754Z","last_trade_at":"2026-10-22T20:18:24.982154521Z","price":29.38,"iv_pct":44.67520458435973,"implied_move_pct":10.122455500796162,"put_call_skew_pp":-0.36571677644012257,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"b01777276c5f606eb8f39517397d478cd206ae4eab3c614a0ecf2f7894a2c232"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-23T19:50:01.201000+00:00","captured_at":"2026-10-23T20:55:35.257Z","last_trade_at":"2026-10-23T20:35:21.224778102Z","price":28.1008,"iv_pct":44.78084082903815,"implied_move_pct":10.136758611899085,"put_call_skew_pp":5.264907834101379,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"e53ff1b098c60b5a3c07007274c8133962ef5d0111b0d2f7876b6935dac8ee14"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-26T19:55:11.541000+00:00","captured_at":"2026-10-27T01:30:46.196Z","last_trade_at":"2026-10-26T23:00:00.001946386Z","price":28.54,"iv_pct":46.41737320007488,"implied_move_pct":9.77367930429211,"put_call_skew_pp":0.7730999748296163,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"0e858313f0129546c8c5b04796cb026647488e70c61bf07beb1fa73e6edd8d3c"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-27T14:33:49.056000+00:00","captured_at":"2026-10-27T14:48:31.572Z","last_trade_at":"2026-10-27T14:48:19.317937792Z","price":28.3701,"iv_pct":46.39935683522442,"implied_move_pct":9.661872694417195,"put_call_skew_pp":0.7215049295024145,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"2399c6954562bb610e68fce92e14731f59946068914c6d5109b95180cc13c601"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-27T19:55:10.769000+00:00","captured_at":"2026-10-27T23:35:23.629Z","last_trade_at":"2026-10-27T23:24:03.099376576Z","price":28.03,"iv_pct":44.15054463120322,"implied_move_pct":9.177449399288244,"put_call_skew_pp":-0.7798458286467858,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"80aee2de499856e8fd2d3200bcc9189e5711a82a0cc8fedb8bcb7aa3a5c5d5f5"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-28T19:49:47.068000+00:00","captured_at":"2026-10-28T20:31:09.247Z","last_trade_at":"2026-10-28T20:30:13.186430329Z","price":26.97,"iv_pct":46.20395033774053,"implied_move_pct":9.196242723227991,"put_call_skew_pp":-5.005061403508776,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"6ed23f6d621759c8d7b70dc565d51f59be0b0eed000926abcb4a232fefecb00f"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-29T19:56:21.410000+00:00","captured_at":"2026-10-30T00:01:57.780Z","last_trade_at":"2026-10-29T23:48:00.396300527Z","price":28.68,"iv_pct":38.750489079705744,"implied_move_pct":7.633971282947425,"put_call_skew_pp":-3.802481095062693,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"16d31776aa4ab30166f8c84c512f7f34cac82151f55b99feca6e49ee131180dd"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-10-30T19:56:18.866000+00:00","captured_at":"2026-10-30T23:01:13.415Z","last_trade_at":"2026-10-30T23:00:00.00214043Z","price":29.96,"iv_pct":41.70390598715233,"implied_move_pct":8.134504802348356,"put_call_skew_pp":7.597222222222221,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"541d424cdad1506a7bad15940a9ef53c9fe8bc885ba866a258de0233902b82c5"},{"symbol":"MGM","expiry":"2026-11-20","observed_at":"2026-11-03T20:50:00.956000+00:00","captured_at":"2026-11-04T00:56:57.885Z","last_trade_at":"2026-11-04T00:55:22.886656646Z","price":31.29,"iv_pct":42.161279102695495,"implied_move_pct":7.498713951960992,"put_call_skew_pp":6.930474202386117,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MGM","source_hash":"efd4dca7461cdd5bfda514131f5ab8ccee4035f0c3de7a5a1be6761547e87646"}],"dailyIv":[{"symbol":"MGM","date":"2026-08-10","iv_pct":34.14345702486054,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":52.54563636363636,"put_iv_pct":17.382983576642335},{"expiry":"2026-08-21","call_iv_pct":38.50888888888889,"put_iv_pct":37.37128205128205},{"expiry":"2026-08-28","call_iv_pct":40.9451048951049,"put_iv_pct":20.656247464503043},{"expiry":"2026-09-04","call_iv_pct":35.75532786885246,"put_iv_pct":29.982185089974294}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6aab90999755a975698f7f01985345bf369587b7194c2b52c33f74e33f5693f7","captured_at":"2026-10-22T02:27:15.141467+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":"42a72df183cc5f8e55ec76ff87ce40fa9ef773bb124bd9366b67cb01e99d8e46"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"965a8ef980e60ad8633c4ed41c73f35464640b928090c0964636fc8a4baace8f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ed175768532221ce8e74564d31944a70993cb85eee3be762379b6d33ce46c3d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7cc160092a5c08e520581d9254bc8f53f97e57e73a15df23049ce53cf4f1916e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"347c85be533480e8556be641968e80187a41d223d88ec1c52a60e875dc33a31c"}]},{"symbol":"MGM","date":"2026-08-11","iv_pct":36.23922823074088,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":38.227590361445806,"put_iv_pct":42.33490566037736},{"expiry":"2026-08-21","call_iv_pct":36.27895104895104,"put_iv_pct":28.858022857142856},{"expiry":"2026-08-28","call_iv_pct":42.32282583621684,"put_iv_pct":40.79015030946066},{"expiry":"2026-09-04","call_iv_pct":26.890747588424436,"put_iv_pct":34.21063218390804}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"10df52fec0d7770985e616ac70f8a6fe0232acda5684be2a67d5d4d322e0831a","captured_at":"2026-10-22T02:27:12.921810+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":"cf8dc3a8df5dff4019f6571793fe9d07400c4d22c38819df4d62001a265e8973"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"965a8ef980e60ad8633c4ed41c73f35464640b928090c0964636fc8a4baace8f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ed175768532221ce8e74564d31944a70993cb85eee3be762379b6d33ce46c3d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7cc160092a5c08e520581d9254bc8f53f97e57e73a15df23049ce53cf4f1916e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"347c85be533480e8556be641968e80187a41d223d88ec1c52a60e875dc33a31c"}]},{"symbol":"MGM","date":"2026-08-12","iv_pct":32.934061062286915,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":48.18116077865898,"put_iv_pct":37.1830485851575},{"expiry":"2026-08-21","call_iv_pct":33.810236051502145,"put_iv_pct":40.30266874350987},{"expiry":"2026-08-28","call_iv_pct":23.252646840148707,"put_iv_pct":18.066428571428563},{"expiry":"2026-09-04","call_iv_pct":31.98114545454545,"put_iv_pct":30.695153473344106}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0fcbeb5a20d6a4a3414a4a2d62ec89ef5c4877e11337a1eb8e77be3bdd8b65fa","captured_at":"2026-10-22T02:27:10.814166+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":"c43da754a22ade92e082505f70c6296811be6b6a6fdd202207bdeff8fb85de45"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"965a8ef980e60ad8633c4ed41c73f35464640b928090c0964636fc8a4baace8f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ed175768532221ce8e74564d31944a70993cb85eee3be762379b6d33ce46c3d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7cc160092a5c08e520581d9254bc8f53f97e57e73a15df23049ce53cf4f1916e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"347c85be533480e8556be641968e80187a41d223d88ec1c52a60e875dc33a31c"}]},{"symbol":"MGM","date":"2026-08-13","iv_pct":37.772935644023306,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":39.576435754189944,"put_iv_pct":42.701757246376815},{"expiry":"2026-08-21","call_iv_pct":47.460081300812995,"put_iv_pct":30.30112388250319},{"expiry":"2026-08-28","call_iv_pct":56.7866132264529,"put_iv_pct":28.16042204568024},{"expiry":"2026-09-04","call_iv_pct":28.87581818181818,"put_iv_pct":28.321233514352212}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"27659420a8ecaf5bc82ffa217aedd6bd29a909d5d64c21f1dbac05435309f999","captured_at":"2026-10-22T02:27:08.622305+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":"92ce8631ec4063f982b0d0ad30113e12fe9c6430ea15be04868566369077df86"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-14","start_date":"2026-08-08","end_date":"2026-08-13","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"965a8ef980e60ad8633c4ed41c73f35464640b928090c0964636fc8a4baace8f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ed175768532221ce8e74564d31944a70993cb85eee3be762379b6d33ce46c3d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7cc160092a5c08e520581d9254bc8f53f97e57e73a15df23049ce53cf4f1916e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"347c85be533480e8556be641968e80187a41d223d88ec1c52a60e875dc33a31c"}]},{"symbol":"MGM","date":"2026-08-14","iv_pct":27.830273538209653,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":25.97706530958439,"put_iv_pct":24.65055074744296},{"expiry":"2026-08-28","call_iv_pct":28.97306031273269,"put_iv_pct":30.013722998729353},{"expiry":"2026-09-04","call_iv_pct":25.99924021488872,"put_iv_pct":33.37421052631579},{"expiry":"2026-09-18","call_iv_pct":25.606840521564695,"put_iv_pct":28.047497674418608}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"cdc6fe27caf95c9194e00722f3809d1d9facaa431e54fa4fe0f1027afa77b544","captured_at":"2026-10-22T02:27:03.042231+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":"f3ddce6f3fa8ff2892a280492ec7a56190fdb25d1e102df48a4f3c84d1cf975b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ed175768532221ce8e74564d31944a70993cb85eee3be762379b6d33ce46c3d1"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7cc160092a5c08e520581d9254bc8f53f97e57e73a15df23049ce53cf4f1916e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"347c85be533480e8556be641968e80187a41d223d88ec1c52a60e875dc33a31c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"d1d3ed29273d64fe57f5dc6366400e11a65e9e1f65676c441a49b2cb3e0def94"}]},{"symbol":"MGM","date":"2026-08-17","iv_pct":29.01339109901348,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":28.353816993464047,"put_iv_pct":31.44},{"expiry":"2026-08-28","call_iv_pct":29.49320024953213,"put_iv_pct":30.47604223433243},{"expiry":"2026-09-04","call_iv_pct":29.898953488372094,"put_iv_pct":31.682781609195406},{"expiry":"2026-09-18","call_iv_pct":27.623591047812816,"put_iv_pct":23.138743169398907}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fefc0f7ae37c7b109a7aa843c842c573672ec5ccfb7f9139e5085b798744c4a6","captured_at":"2026-10-22T02:26:48.118889+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":"cf7069e6df30bacac21311985b8c770a1f592c6e09d92da88520cf69e610019d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"19b1e463c633b820fa7236f6fa1fec4879298165193c14cadaae11e038093931"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ea2e357bb4f19c1b0a23382a034cb46a5abe7af7338526940d2cc260e96f0742"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c3b8071269fb98b7c5024898c4f0c55fb652e9a4d97d145ae21872e662fdfc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dea918fc3221b9ea3366c00b54337dec5dad2e0bb29f8fb54bc62af1bde03ba7"}]},{"symbol":"MGM","date":"2026-08-18","iv_pct":34.629316638742715,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":36.269159802306426,"put_iv_pct":45.82201342281879},{"expiry":"2026-08-28","call_iv_pct":30.546870056497177,"put_iv_pct":27.14839383938394},{"expiry":"2026-09-04","call_iv_pct":36.086500429922616,"put_iv_pct":38.43486123545211},{"expiry":"2026-09-18","call_iv_pct":31.278942115768466,"put_iv_pct":31.447792207792208}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ab5559b3cf108b6d749e1694706e63e92ca91de5f4cca9e4d46b4d8c67f024f2","captured_at":"2026-10-22T02:26:46.015273+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":"6fef30c7035936681f83c5cb5024f156962aa79696c72bb69f2298cf922dc689"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"19b1e463c633b820fa7236f6fa1fec4879298165193c14cadaae11e038093931"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ea2e357bb4f19c1b0a23382a034cb46a5abe7af7338526940d2cc260e96f0742"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c3b8071269fb98b7c5024898c4f0c55fb652e9a4d97d145ae21872e662fdfc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dea918fc3221b9ea3366c00b54337dec5dad2e0bb29f8fb54bc62af1bde03ba7"}]},{"symbol":"MGM","date":"2026-08-19","iv_pct":32.083886608759784,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":32.32366388308977,"put_iv_pct":49.533955773955775},{"expiry":"2026-08-28","call_iv_pct":26.783636363636365,"put_iv_pct":33.228576687116565},{"expiry":"2026-09-04","call_iv_pct":29.728078750848606,"put_iv_pct":27.01732026143791},{"expiry":"2026-09-18","call_iv_pct":28.71616087751371,"put_iv_pct":29.33970027247957}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b18ced7c57b1f5f55caab4e26f0f160c163525f937d22fcd6f1c2e693d04c203","captured_at":"2026-10-22T02:26:43.619660+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":"b50f0e49470bcc6a2ba3ff341b8ce1c697963c73ae3f1f1d7a41304cd29c0084"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"19b1e463c633b820fa7236f6fa1fec4879298165193c14cadaae11e038093931"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ea2e357bb4f19c1b0a23382a034cb46a5abe7af7338526940d2cc260e96f0742"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c3b8071269fb98b7c5024898c4f0c55fb652e9a4d97d145ae21872e662fdfc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dea918fc3221b9ea3366c00b54337dec5dad2e0bb29f8fb54bc62af1bde03ba7"}]},{"symbol":"MGM","date":"2026-08-20","iv_pct":34.74726220140643,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":40.153028322440086,"put_iv_pct":36.84497374701671},{"expiry":"2026-08-28","call_iv_pct":53.114041450777194,"put_iv_pct":31.37678800856531},{"expiry":"2026-09-04","call_iv_pct":27.725804111245466,"put_iv_pct":30.638876712328766},{"expiry":"2026-09-18","call_iv_pct":27.77682282793867,"put_iv_pct":30.347762430939223}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d5a9bb6f13cdf63079bd2f8c10a220faa14cf51b21e0f92f3900ea489de83ff8","captured_at":"2026-10-22T02:26:33.319937+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":"26ba7243a1e82691705d043e8f1e3a6124402ce6c312b141a0a7823af9acb0f4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"19b1e463c633b820fa7236f6fa1fec4879298165193c14cadaae11e038093931"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ea2e357bb4f19c1b0a23382a034cb46a5abe7af7338526940d2cc260e96f0742"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c3b8071269fb98b7c5024898c4f0c55fb652e9a4d97d145ae21872e662fdfc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dea918fc3221b9ea3366c00b54337dec5dad2e0bb29f8fb54bc62af1bde03ba7"}]},{"symbol":"MGM","date":"2026-08-21","iv_pct":33.18327319252641,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":28.880226678291194,"put_iv_pct":31.812751937984494},{"expiry":"2026-09-04","call_iv_pct":33.272,"put_iv_pct":33.235100286532955},{"expiry":"2026-09-18","call_iv_pct":32.53830596369922,"put_iv_pct":35.28359042553192},{"expiry":"2026-10-16","call_iv_pct":35.31450076804916,"put_iv_pct":35.12970948012232}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d7a6d9dea0d6db91fe53af4fcbe02c208f1b157af2caa83e7aaf2287d6bf861f","captured_at":"2026-10-22T02:26:28.206891+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":"a126b48c59607d5730b5b41d151fa3831ef7ed5364cdd33ef32462e0c9bfa952"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ea2e357bb4f19c1b0a23382a034cb46a5abe7af7338526940d2cc260e96f0742"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2c3b8071269fb98b7c5024898c4f0c55fb652e9a4d97d145ae21872e662fdfc9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dea918fc3221b9ea3366c00b54337dec5dad2e0bb29f8fb54bc62af1bde03ba7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"20c772332b1e61520868d10d25dec46855700b482cf7a89e7467274c4be6b378"}]},{"symbol":"MGM","date":"2026-08-24","iv_pct":34.04376480952287,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":39.50867684478371,"put_iv_pct":30.766614840989398},{"expiry":"2026-09-04","call_iv_pct":36.82903133903134,"put_iv_pct":32.14920577617328},{"expiry":"2026-09-18","call_iv_pct":34.67016853932584,"put_iv_pct":31.69204678362573},{"expiry":"2026-10-16","call_iv_pct":34.4821469740634,"put_iv_pct":32.252227378190256}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"744f18950162fe27a3a17e52e8c91aa9b3b5c2d87758fcc76220429804516bf3","captured_at":"2026-10-22T02:26:14.027357+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":"ecad80752535fc3996b47948ba47417120bc6a6a643a7b020e729f89fc180b01"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1bcd373a905cd1a296d32f4317f3f24bb3333c2f89fe413ef039b281f8c7eea0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91640f8769ed16ca4621f8f2a5640f94776abffd9ee63aaa5a3fa234b7454690"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"894e020b19cb49844d14305fe7bff9ebe799f452f4561e8e5320d93dd1e9a5a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"0562a4b7a533e645d1b86494a05abd40630281e8aa84a47dd279d0b33f82939c"}]},{"symbol":"MGM","date":"2026-08-25","iv_pct":35.21999375125908,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":33.91633631194151,"put_iv_pct":32.082508428860415},{"expiry":"2026-09-04","call_iv_pct":37.8688419782871,"put_iv_pct":30.120455580865606},{"expiry":"2026-09-18","call_iv_pct":39.142483588621445,"put_iv_pct":39.159075451647176},{"expiry":"2026-10-16","call_iv_pct":35.20361945636623,"put_iv_pct":34.26662921348315}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"748eac46424d3d9b61cb5778fc86a8827688f166b8322a8bfb723fed45f8cfe8","captured_at":"2026-10-22T02:26:11.918717+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":"3419eacc5144ea4f5d1cb840fc6a6c36057febe445c1c628e0d9ed99bd5e967f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1bcd373a905cd1a296d32f4317f3f24bb3333c2f89fe413ef039b281f8c7eea0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91640f8769ed16ca4621f8f2a5640f94776abffd9ee63aaa5a3fa234b7454690"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"894e020b19cb49844d14305fe7bff9ebe799f452f4561e8e5320d93dd1e9a5a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"0562a4b7a533e645d1b86494a05abd40630281e8aa84a47dd279d0b33f82939c"}]},{"symbol":"MGM","date":"2026-08-26","iv_pct":36.235251824472854,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":53.04151445086704,"put_iv_pct":32.05818923327896},{"expiry":"2026-09-04","call_iv_pct":32.89450765864332,"put_iv_pct":35.75284730195178},{"expiry":"2026-09-18","call_iv_pct":37.41290192113246,"put_iv_pct":30.37971830985915},{"expiry":"2026-10-16","call_iv_pct":33.53506172839506,"put_iv_pct":34.80727399165508}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7f0d1b17e47ffe8568d69321519a648568ed055ea4402504c5b837ef402be96","captured_at":"2026-10-22T02:26:09.726706+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":"7ebc5b815d1187b586630e3b5beb39b60f6d296d66861bcdfcbbddceb22a8f3f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1bcd373a905cd1a296d32f4317f3f24bb3333c2f89fe413ef039b281f8c7eea0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91640f8769ed16ca4621f8f2a5640f94776abffd9ee63aaa5a3fa234b7454690"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"894e020b19cb49844d14305fe7bff9ebe799f452f4561e8e5320d93dd1e9a5a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"0562a4b7a533e645d1b86494a05abd40630281e8aa84a47dd279d0b33f82939c"}]},{"symbol":"MGM","date":"2026-08-27","iv_pct":48.94757412378266,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":96.08372839506171,"put_iv_pct":39.58735177865613},{"expiry":"2026-09-04","call_iv_pct":74.21,"put_iv_pct":24.731293881644927},{"expiry":"2026-09-18","call_iv_pct":40.30958742632613,"put_iv_pct":40.97321751216122},{"expiry":"2026-10-16","call_iv_pct":37.462482269503546,"put_iv_pct":38.22293172690763}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"21006e43680b412e3fa02db65f02bf1f1d433916b4874c1e3a605942854f0024","captured_at":"2026-10-22T02:26:07.718567+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":"36296c90fa7e6c324e816109604b2e19a398b4303179ed104ccc5842ced8363b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-08-28","start_date":"2026-08-22","end_date":"2026-08-27","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1bcd373a905cd1a296d32f4317f3f24bb3333c2f89fe413ef039b281f8c7eea0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91640f8769ed16ca4621f8f2a5640f94776abffd9ee63aaa5a3fa234b7454690"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"894e020b19cb49844d14305fe7bff9ebe799f452f4561e8e5320d93dd1e9a5a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"0562a4b7a533e645d1b86494a05abd40630281e8aa84a47dd279d0b33f82939c"}]},{"symbol":"MGM","date":"2026-08-28","iv_pct":32.96833024529838,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":34.42014373716633,"put_iv_pct":28.578660488626795},{"expiry":"2026-09-18","call_iv_pct":33.8455711775044,"put_iv_pct":33.4194750211685},{"expiry":"2026-10-16","call_iv_pct":36.42537803138374,"put_iv_pct":27.969638554216868},{"expiry":"2026-11-20","call_iv_pct":38.37769230769231,"put_iv_pct":30.710082644628102}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b61df66865451a84d64e7188ef928ea8578b585e24c60566e0d42e11e0016f6a","captured_at":"2026-10-22T02:26:02.648916+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":"586c651cd36e362760d2270fa4e533820983764482eb3144ff67c62d73981253"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"91640f8769ed16ca4621f8f2a5640f94776abffd9ee63aaa5a3fa234b7454690"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"894e020b19cb49844d14305fe7bff9ebe799f452f4561e8e5320d93dd1e9a5a4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"0562a4b7a533e645d1b86494a05abd40630281e8aa84a47dd279d0b33f82939c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"bfb8a9d2c41cf6931c6e18d26a3edf8a7c8bf2778fb27e420bcf696e17040a8c"}]},{"symbol":"MGM","date":"2026-08-31","iv_pct":35.937015067080765,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":44.145023923444974,"put_iv_pct":30.730851528384278},{"expiry":"2026-09-18","call_iv_pct":38.211334488734835,"put_iv_pct":36.09815345699832},{"expiry":"2026-10-16","call_iv_pct":33.57312345679012,"put_iv_pct":32.92530249110321},{"expiry":"2026-11-20","call_iv_pct":37.78221415607986,"put_iv_pct":34.030117035110536}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b1f2c972c7712255a303354a05a9104ef25d57ca855c1a8a970c8d4ae7b9f633","captured_at":"2026-10-22T02:25:45.669974+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":"c5abdd77a5b695e9a1ff2a0063342a3df3879e3c810241996ee982ce63476047"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4b0269cb60470571fb1e82b9798e272a77b253df33f27749b39ded28a019c861"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"978e8a2ee13e468f4667f8e0b49493ca14d5e6d64899c169fd0b6bd6c83fabd0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"2deb5f6add74d3c106e63b90eadf0e7cf270ccfaf8d30b2a8b3477ef2a7e2fc5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"b4b093c6360d27a55afd78464841b9cb5f055ef3676511d6624cf096b85eb461"}]},{"symbol":"MGM","date":"2026-09-01","iv_pct":39.56741692082878,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":61.15974849094567,"put_iv_pct":38.50019294743846},{"expiry":"2026-09-18","call_iv_pct":42.322177009155645,"put_iv_pct":33.33898203592815},{"expiry":"2026-10-16","call_iv_pct":32.68677943166441,"put_iv_pct":34.29797736916549},{"expiry":"2026-11-20","call_iv_pct":37.69406631762653,"put_iv_pct":36.53941176470588}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"76fa722085e84da4ff100baf7da3bafac025c1ad78eec70a46e018900f4826ef","captured_at":"2026-10-22T02:25:40.429607+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":"07e11770866b1f9203eacf3a40f7dc0c322d87c30d49239af86047cbffacf7cb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"799d42b3396f6c03f68d9c92c5a163613136c04aa3a0b9a4c62f8ecefc62f3ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"aa09dc203e36ebbed6fe049d16d696f675069c2afb5e1fed3be33f92a2a6f67a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"95273b2c9edf4f73084bcbdb20cd58d5a3f0388aa5de5f398529446ed15cfc3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5ef274231d82871c350dbb5e1aaea1857b70161eaafb52e8425e3e25a849d78e"}]},{"symbol":"MGM","date":"2026-09-02","iv_pct":43.03215450519276,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":62.95861635220125,"put_iv_pct":57.418563596491246},{"expiry":"2026-09-18","call_iv_pct":44.00129400570885,"put_iv_pct":38.55073355817875},{"expiry":"2026-10-16","call_iv_pct":34.373324937027704,"put_iv_pct":34.595358490566035},{"expiry":"2026-11-20","call_iv_pct":37.47302631578947,"put_iv_pct":34.88631878557875}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e5213a98242e84641bbb4d86052bcab70a0b811b4b1f32da1048d59a4d95b453","captured_at":"2026-10-22T02:25:38.209683+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":"67168b1e38ef827d943850ee544ce17a1829878fcad4a1caafd36f56620cff66"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"799d42b3396f6c03f68d9c92c5a163613136c04aa3a0b9a4c62f8ecefc62f3ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"aa09dc203e36ebbed6fe049d16d696f675069c2afb5e1fed3be33f92a2a6f67a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"95273b2c9edf4f73084bcbdb20cd58d5a3f0388aa5de5f398529446ed15cfc3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5ef274231d82871c350dbb5e1aaea1857b70161eaafb52e8425e3e25a849d78e"}]},{"symbol":"MGM","date":"2026-09-03","iv_pct":44.45182506257708,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":54.841464788732395,"put_iv_pct":82.08142566191447},{"expiry":"2026-09-18","call_iv_pct":37.131173814898425,"put_iv_pct":38.772503961965135},{"expiry":"2026-10-16","call_iv_pct":35.030562659846545,"put_iv_pct":37.61046961325967},{"expiry":"2026-11-20","call_iv_pct":35.877,"put_iv_pct":34.27}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3856efe63ae26a862c07287ac9a29d3a93a4cb5284aeb1b0db402ab9763f909d","captured_at":"2026-10-22T02:25:35.959761+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":"6e8c847a010c7d3968929c0891738bac881b36d51fe41710e56740e56ca5dd51"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2026-09-04","start_date":"2026-09-01","end_date":"2026-09-03","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"799d42b3396f6c03f68d9c92c5a163613136c04aa3a0b9a4c62f8ecefc62f3ae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"aa09dc203e36ebbed6fe049d16d696f675069c2afb5e1fed3be33f92a2a6f67a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"95273b2c9edf4f73084bcbdb20cd58d5a3f0388aa5de5f398529446ed15cfc3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5ef274231d82871c350dbb5e1aaea1857b70161eaafb52e8425e3e25a849d78e"}]},{"symbol":"MGM","date":"2026-09-04","iv_pct":36.72618155865439,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":39.51225433526012,"put_iv_pct":38.27837354085603},{"expiry":"2026-10-16","call_iv_pct":36.96788860103627,"put_iv_pct":36.34309644670051},{"expiry":"2026-11-20","call_iv_pct":36.15748663101604,"put_iv_pct":37.095716878402904},{"expiry":"2026-12-18","call_iv_pct":34.96321353065539,"put_iv_pct":34.49142250530785}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"914d6cb641390a4d59d5c4dc07b4d9a9ac176ded0019306b0c04d2ec5145aee9","captured_at":"2026-10-22T02:25:32.018906+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":"c272f9623835ed364e66e0e281eed227ad89cad14c5a2c9e999e17d20e78332c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"aa09dc203e36ebbed6fe049d16d696f675069c2afb5e1fed3be33f92a2a6f67a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"95273b2c9edf4f73084bcbdb20cd58d5a3f0388aa5de5f398529446ed15cfc3e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5ef274231d82871c350dbb5e1aaea1857b70161eaafb52e8425e3e25a849d78e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"3826b9fa9598c9103fd967d808a3a55e55ccf750e317a3becc289b66b996065c"}]},{"symbol":"MGM","date":"2026-09-08","iv_pct":38.22677192741319,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.93862176977291,"put_iv_pct":46.98332638888889},{"expiry":"2026-10-16","call_iv_pct":38.24450261780105,"put_iv_pct":36.55488833746898},{"expiry":"2026-11-20","call_iv_pct":38.42895027624309,"put_iv_pct":35.24816425120773},{"expiry":"2026-12-18","call_iv_pct":36.096242424242426,"put_iv_pct":33.31947935368043}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c873c57d73013333b39d7e2de17c730450e38409e93f49cfe9bb7f50dc631eca","captured_at":"2026-10-22T02:25:19.233065+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":"a7ae50a0d219e490ed642cc7a46124dffd6afb3e119cbd8d9d43ac4aaa37332c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"23254b19025b08ff359d9d0773c98cf623bd902566db077585d5723e69312996"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"2481b2dac063fead1df436e75103c8cc5ed7d1dfdac58e2c00ec2e83c0e28965"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"3a2abc33d4b83212364f5284d56bb7afa3f2659b988e33286d4933db6f6d740d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4196d41ec0b00bd3e6fdaea9f5981fa50a054ce0087c1f8b2b6d1704d0ce17dc"}]},{"symbol":"MGM","date":"2026-09-09","iv_pct":37.73620775466392,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":39.12813253012048,"put_iv_pct":44.27095737246681},{"expiry":"2026-10-16","call_iv_pct":35.0052457002457,"put_iv_pct":37.0746549391069},{"expiry":"2026-11-20","call_iv_pct":36.63504347826087,"put_iv_pct":39.35683918669131},{"expiry":"2026-12-18","call_iv_pct":34.819883720930235,"put_iv_pct":35.59890510948905}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f57d9134329204ba1539799dda76ccb6199442ab04a39eafd5d571e3afc7a66b","captured_at":"2026-10-22T02:25:16.708187+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":"14bd67ed535511639d5af09e3b766f592f14142e08dc916a3002845f3bc4f874"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"23254b19025b08ff359d9d0773c98cf623bd902566db077585d5723e69312996"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"2481b2dac063fead1df436e75103c8cc5ed7d1dfdac58e2c00ec2e83c0e28965"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"3a2abc33d4b83212364f5284d56bb7afa3f2659b988e33286d4933db6f6d740d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4196d41ec0b00bd3e6fdaea9f5981fa50a054ce0087c1f8b2b6d1704d0ce17dc"}]},{"symbol":"MGM","date":"2026-09-10","iv_pct":37.73194274798026,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":40.966699346405235,"put_iv_pct":37.432619988706946},{"expiry":"2026-10-16","call_iv_pct":40.47,"put_iv_pct":36.990288},{"expiry":"2026-11-20","call_iv_pct":40.070073126142596,"put_iv_pct":34.58950900163666},{"expiry":"2026-12-18","call_iv_pct":36.869800796812754,"put_iv_pct":34.46655172413793}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b8282dc665d3232b9667bb3c649c61daf645c8bccb0ace1bf63ea1ecfe861e82","captured_at":"2026-10-22T02:25:14.614008+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":"cb3568875ab2c8f7c86420806b58629243ea85028585da32faaf73e0d1bf0a6d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"23254b19025b08ff359d9d0773c98cf623bd902566db077585d5723e69312996"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"2481b2dac063fead1df436e75103c8cc5ed7d1dfdac58e2c00ec2e83c0e28965"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"3a2abc33d4b83212364f5284d56bb7afa3f2659b988e33286d4933db6f6d740d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4196d41ec0b00bd3e6fdaea9f5981fa50a054ce0087c1f8b2b6d1704d0ce17dc"}]},{"symbol":"MGM","date":"2026-09-11","iv_pct":37.152355606750625,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":44.57379022646007,"put_iv_pct":35.236326530612246},{"expiry":"2026-10-16","call_iv_pct":38.78511961722488,"put_iv_pct":35.47771929824562},{"expiry":"2026-11-20","call_iv_pct":39.25374771480804,"put_iv_pct":33.88779122541604},{"expiry":"2026-12-18","call_iv_pct":37.474503042596346,"put_iv_pct":32.52984719864177}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9e14d742f8f19b454d24bbcdc41f0a0739aa9c39c306db3e3e2d28a27c56f552","captured_at":"2026-10-22T02:25:12.611572+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":"ed1bba1272a51765a62f03ba39da472583a7558693f5fe7a4ae95054c1953351"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"23254b19025b08ff359d9d0773c98cf623bd902566db077585d5723e69312996"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"2481b2dac063fead1df436e75103c8cc5ed7d1dfdac58e2c00ec2e83c0e28965"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"3a2abc33d4b83212364f5284d56bb7afa3f2659b988e33286d4933db6f6d740d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4196d41ec0b00bd3e6fdaea9f5981fa50a054ce0087c1f8b2b6d1704d0ce17dc"}]},{"symbol":"MGM","date":"2026-09-14","iv_pct":45.628526026676546,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":82.25236,"put_iv_pct":61.22282608695653},{"expiry":"2026-10-16","call_iv_pct":39.73013824884792,"put_iv_pct":36.55151972157773},{"expiry":"2026-11-20","call_iv_pct":37.514466019417476,"put_iv_pct":37.08970198675497},{"expiry":"2026-12-18","call_iv_pct":36.30209125475285,"put_iv_pct":34.3651048951049}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4e64e62fdda57bfab873724478d34494ed26ca32fd2f23c31602199d4de07dc3","captured_at":"2026-10-22T02:25:10.565304+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":"971b42fc9d50b8f6888e597ce8e1ae45ed6f433026778fccbce24e0f3489b101"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"23254b19025b08ff359d9d0773c98cf623bd902566db077585d5723e69312996"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"2481b2dac063fead1df436e75103c8cc5ed7d1dfdac58e2c00ec2e83c0e28965"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"3a2abc33d4b83212364f5284d56bb7afa3f2659b988e33286d4933db6f6d740d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4196d41ec0b00bd3e6fdaea9f5981fa50a054ce0087c1f8b2b6d1704d0ce17dc"}]},{"symbol":"MGM","date":"2026-09-15","iv_pct":41.85209860970771,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":65.53143480368394,"put_iv_pct":42.780855183541746},{"expiry":"2026-10-16","call_iv_pct":40.59009400705053,"put_iv_pct":36.05093167701863},{"expiry":"2026-11-20","call_iv_pct":39.33054700854701,"put_iv_pct":37.64484848484849},{"expiry":"2026-12-18","call_iv_pct":37.16382239382239,"put_iv_pct":35.72425531914894}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d5fbaaa5abca75e6ea096c603e0598502f0dddbf9a5d66704bf5f9a854f82979","captured_at":"2026-10-22T02:24:56.611516+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":"407ee0d9e01f20061f79f6b8342f4c63a20a19ae1cc11fc2e8aa6f55ed18f847"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"b3cafcbd0c5771192d531586e2d3600901f77d2dc9de2c5d8ff2a8e7b9dff49d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"27b43a0cce8a2d588c071adf0051b1668570d9606a1c0dc13b485f59a311e200"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"bd82966fee7d1156ea0c241fa87bf06b4a8bea99a7457d34a711b5109fb47a45"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"02295cc43cd2d9aafae621ac771067b0ba512820e30f31db9cea61d1d820cc3c"}]},{"symbol":"MGM","date":"2026-09-16","iv_pct":46.301583451609325,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":68.93489675516224,"put_iv_pct":42.89873643905552},{"expiry":"2026-10-16","call_iv_pct":46.84961038961039,"put_iv_pct":49.016440217391306},{"expiry":"2026-11-20","call_iv_pct":41.754799999999996,"put_iv_pct":42.4},{"expiry":"2026-12-18","call_iv_pct":40.45032818532818,"put_iv_pct":38.107855626326966}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f192c3a1d40123dba53a7a2a394dab875a9cf44afa1b623a4e4964c78869ef38","captured_at":"2026-10-22T02:24:54.521308+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":"5e9931db8477c7aec9b14af601708070cbe393c106270f1ea02569b861650198"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"b3cafcbd0c5771192d531586e2d3600901f77d2dc9de2c5d8ff2a8e7b9dff49d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"27b43a0cce8a2d588c071adf0051b1668570d9606a1c0dc13b485f59a311e200"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"bd82966fee7d1156ea0c241fa87bf06b4a8bea99a7457d34a711b5109fb47a45"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"02295cc43cd2d9aafae621ac771067b0ba512820e30f31db9cea61d1d820cc3c"}]},{"symbol":"MGM","date":"2026-09-18","iv_pct":39.4053513956927,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":41.67087811271297,"put_iv_pct":43.786161616161614},{"expiry":"2026-11-20","call_iv_pct":39.08213826366559,"put_iv_pct":42.296581196581194},{"expiry":"2026-12-18","call_iv_pct":38.41328467153284,"put_iv_pct":36.64298811544992},{"expiry":"2027-01-15","call_iv_pct":36.282656826568264,"put_iv_pct":37.0681223628692}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"da7d154d209583e2718f8637170901def7cfdfaa53bff6a0b7a1852c62785682","captured_at":"2026-10-22T02:24:49.019878+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":"7fa56ac2ad6fbde2f114fe8b1b1ba5e8986e02d14cc443936d8968d92f26510a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"27b43a0cce8a2d588c071adf0051b1668570d9606a1c0dc13b485f59a311e200"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"bd82966fee7d1156ea0c241fa87bf06b4a8bea99a7457d34a711b5109fb47a45"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"02295cc43cd2d9aafae621ac771067b0ba512820e30f31db9cea61d1d820cc3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"3d50634e0ba287abcd94ca8cbf66b458b7a6013a504d4fe875ccd9c0dc15fbfe"}]},{"symbol":"MGM","date":"2026-09-21","iv_pct":41.907968624149305,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.64052238805971,"put_iv_pct":53.81901140684411},{"expiry":"2026-11-20","call_iv_pct":40.86358306188925,"put_iv_pct":44.21106741573034},{"expiry":"2026-12-18","call_iv_pct":38.9301171875,"put_iv_pct":39.35915315315316},{"expiry":"2027-01-15","call_iv_pct":33.98368421052631,"put_iv_pct":40.45661016949153}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fe0a3587b6d3042338b55cc9591a14cf27d906bfe164acb930a73dbd205df3e5","captured_at":"2026-10-22T02:24:47.246241+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":"3a33714ae0d5342c0241833eebffaf4574c909f1fff30cdb281e4b6dc141f47a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"27b43a0cce8a2d588c071adf0051b1668570d9606a1c0dc13b485f59a311e200"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"bd82966fee7d1156ea0c241fa87bf06b4a8bea99a7457d34a711b5109fb47a45"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"02295cc43cd2d9aafae621ac771067b0ba512820e30f31db9cea61d1d820cc3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"3d50634e0ba287abcd94ca8cbf66b458b7a6013a504d4fe875ccd9c0dc15fbfe"}]},{"symbol":"MGM","date":"2026-09-22","iv_pct":48.49610767508434,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":60.41324812030074,"put_iv_pct":63.02301492537313},{"expiry":"2026-11-20","call_iv_pct":45.87384892086331,"put_iv_pct":57.40290015847861},{"expiry":"2026-12-18","call_iv_pct":39.317316176470584,"put_iv_pct":43.594691588785054},{"expiry":"2027-01-15","call_iv_pct":38.940588235294115,"put_iv_pct":39.40325327510917}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0f634e5ed8a343ba3230b0835ffa7c599db116ab6c3c639b432a1361b4b4e810","captured_at":"2026-10-22T02:24:33.812440+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":"0f76fbd35aa6613cf708bfd860dec664bb93c26a39617b07456a7ef941ec8259"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"717f1c54700c037b54f17b0419922e1c75d395b9abc91b920ff66fa49ec0139b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"fb5cbc0096ba27ae7cde672aadfd20830730d29b59a357d294d9411155e0dac9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e86ae0203746a82d51e2968a80aaeec9cbcd5c02b4a68cf480e38137e90d3472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"086e0b8f5f6d030785d468f519f4fc8c99e70e9bbe2d970fa115328ec6d44218"}]},{"symbol":"MGM","date":"2026-09-23","iv_pct":48.00999173567922,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":61.403625827814565,"put_iv_pct":58.54086821705427},{"expiry":"2026-11-20","call_iv_pct":48.74950286806883,"put_iv_pct":47.06307282415631},{"expiry":"2026-12-18","call_iv_pct":45.56808853118712,"put_iv_pct":40.350451127819554},{"expiry":"2027-01-15","call_iv_pct":42.8792385786802,"put_iv_pct":39.525085910652926}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dc264e1beec7275c1520e126dce324ac96b706354a20f290d28cbd07f2379cfd","captured_at":"2026-10-22T02:24:26.527466+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":"272caf807217626dc068be6ba8f8ac8afa935dabb2922adb016420187beae979"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"717f1c54700c037b54f17b0419922e1c75d395b9abc91b920ff66fa49ec0139b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"fb5cbc0096ba27ae7cde672aadfd20830730d29b59a357d294d9411155e0dac9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e86ae0203746a82d51e2968a80aaeec9cbcd5c02b4a68cf480e38137e90d3472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"086e0b8f5f6d030785d468f519f4fc8c99e70e9bbe2d970fa115328ec6d44218"}]},{"symbol":"MGM","date":"2026-09-24","iv_pct":38.19304557286828,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.09379746835443,"put_iv_pct":36.06728134110787},{"expiry":"2026-11-20","call_iv_pct":39.03618384401114,"put_iv_pct":38.77909567496724},{"expiry":"2026-12-18","call_iv_pct":40.555340136054426,"put_iv_pct":39.024482758620685},{"expiry":"2027-01-15","call_iv_pct":37.40470588235294,"put_iv_pct":36.58347747747748}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fbba927ac09b7563f86ae71c35ea4541c17e182affc2b4152bf5d7054f6ae57c","captured_at":"2026-10-22T02:24:24.230492+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":"021c6c5fcc9d1bd2144743980190c7dc2085327c8c24fbbe149dab78df415b27"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"717f1c54700c037b54f17b0419922e1c75d395b9abc91b920ff66fa49ec0139b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"fb5cbc0096ba27ae7cde672aadfd20830730d29b59a357d294d9411155e0dac9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e86ae0203746a82d51e2968a80aaeec9cbcd5c02b4a68cf480e38137e90d3472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"086e0b8f5f6d030785d468f519f4fc8c99e70e9bbe2d970fa115328ec6d44218"}]},{"symbol":"MGM","date":"2026-09-25","iv_pct":36.43947005780918,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.602541918175724,"put_iv_pct":34.29065306122449},{"expiry":"2026-11-20","call_iv_pct":41.52308700834327,"put_iv_pct":40.650636942675156},{"expiry":"2026-12-18","call_iv_pct":36.29375464684015,"put_iv_pct":35.3413430420712},{"expiry":"2027-01-15","call_iv_pct":35.29876823338736,"put_iv_pct":33.5149756097561}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b46375d440cc5bc432e179b1aeb94f15ff445746506ebd5b059a9eb0b181f60b","captured_at":"2026-10-22T02:24:22.319697+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":"69b55c2d81f7215dcf592ba398dc1d101b6958cc22ed0ac0b09802380b3e5908"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"717f1c54700c037b54f17b0419922e1c75d395b9abc91b920ff66fa49ec0139b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"fb5cbc0096ba27ae7cde672aadfd20830730d29b59a357d294d9411155e0dac9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e86ae0203746a82d51e2968a80aaeec9cbcd5c02b4a68cf480e38137e90d3472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"086e0b8f5f6d030785d468f519f4fc8c99e70e9bbe2d970fa115328ec6d44218"}]},{"symbol":"MGM","date":"2026-09-28","iv_pct":37.03299265152542,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.52581196581197,"put_iv_pct":35.05221099178774},{"expiry":"2026-11-20","call_iv_pct":39.783776397515524,"put_iv_pct":37.90834254143646},{"expiry":"2026-12-18","call_iv_pct":37.049081632653056,"put_iv_pct":37.06678362573099},{"expiry":"2027-01-15","call_iv_pct":36.50201923076923,"put_iv_pct":35.37591482649842}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9fc214cbd4c4bfed0e382c28f042362c4094dba0430a699de6577be152fed86e","captured_at":"2026-10-22T02:24:19.918360+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":"808de4211d5f8cc62afd3c861e3d1f746419f0a2352e6cd6b729d465467f9445"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"717f1c54700c037b54f17b0419922e1c75d395b9abc91b920ff66fa49ec0139b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"fb5cbc0096ba27ae7cde672aadfd20830730d29b59a357d294d9411155e0dac9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e86ae0203746a82d51e2968a80aaeec9cbcd5c02b4a68cf480e38137e90d3472"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"086e0b8f5f6d030785d468f519f4fc8c99e70e9bbe2d970fa115328ec6d44218"}]},{"symbol":"MGM","date":"2026-09-29","iv_pct":37.69247745115351,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.091377005347596,"put_iv_pct":37.29003211303789},{"expiry":"2026-11-20","call_iv_pct":39.102694117647054,"put_iv_pct":38.815508684863524},{"expiry":"2026-12-18","call_iv_pct":37.136857142857146,"put_iv_pct":37.358843930635835},{"expiry":"2027-01-15","call_iv_pct":36.53862520458265,"put_iv_pct":36.20588141025641}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2286066c9371dd41b2cd13dbf27bd36f4936c015c0c943d510bf004f6d7c0e38","captured_at":"2026-10-22T02:24:04.432323+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":"a35a0163fd1d4712c6e0d4869c7a1135e40fb30a6fac36cb262bde7d6765e1fd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"7927095e042179f8c3cc58eb45f97f32b8bef4454188ad80eb000b0633e38855"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"b2d2cd4c649db9a76fe72467abad92d6e5dc05eca01c39ec53b93ae5f0ffc498"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a26256f933c39bab2b5062c033eec7f79204c45574fdc5d0f573bbc9e334a7f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"13fc5c35ec69ae3b33536c6615fc33171b9b30228dc01f77e1ccbd748fe6a534"}]},{"symbol":"MGM","date":"2026-09-30","iv_pct":37.27536534486058,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.666469489414695,"put_iv_pct":36.078671096345516},{"expiry":"2026-11-20","call_iv_pct":39.95129300118624,"put_iv_pct":39.300000000000004},{"expiry":"2026-12-18","call_iv_pct":37.72468085106383,"put_iv_pct":37.328},{"expiry":"2027-01-15","call_iv_pct":35.92478991596638,"put_iv_pct":36.229018404907976}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"27be04cba918248789662c8773b9580b228bfa82b3a569de43671fe6d887fc92","captured_at":"2026-10-22T02:24:02.461677+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":"4f51d1b769ac6085094c7a03d63a2ba528d5d3a7208ee9a32157de434fd33603"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"7927095e042179f8c3cc58eb45f97f32b8bef4454188ad80eb000b0633e38855"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"b2d2cd4c649db9a76fe72467abad92d6e5dc05eca01c39ec53b93ae5f0ffc498"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a26256f933c39bab2b5062c033eec7f79204c45574fdc5d0f573bbc9e334a7f5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"13fc5c35ec69ae3b33536c6615fc33171b9b30228dc01f77e1ccbd748fe6a534"}]},{"symbol":"MGM","date":"2026-10-01","iv_pct":37.512159207069416,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":36.955381062355656,"put_iv_pct":34.782067281606075},{"expiry":"2026-11-20","call_iv_pct":40.29712,"put_iv_pct":39.81278911564626},{"expiry":"2026-12-18","call_iv_pct":38.76803698435277,"put_iv_pct":36.97012482662968},{"expiry":"2027-01-15","call_iv_pct":36.04090909090909,"put_iv_pct":36.470845295055824}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"73e385a743a08829b5960dee23a12034e9ae23853542b3b5e353357ae9b9ff3a","captured_at":"2026-10-22T02:23:56.120057+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":"27a8933dd7f3c34d62be1344f13a306398c03391defabb58b45e123b42f50d17"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"f01459528a0cd310dd6fb3fafd2d7971dca8974ff6d202a82edb9105f55797b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4b182a95068e7fd9e684f0ed61c181f29d5c629bbecda2c4b7427d7bae958d48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e6b5b066d96634b4281c57bfea67e930e63cf6d4208035e3c8efaeb62b31e4e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ae588090b94dcb745a0387ade2db64381f3c5115df2cc32d64c46f8689aee166"}]},{"symbol":"MGM","date":"2026-10-02","iv_pct":37.81986117940549,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":34.6644625065548,"put_iv_pct":36.60080931263858},{"expiry":"2026-11-20","call_iv_pct":38.49444444444444,"put_iv_pct":39.835280898876405},{"expiry":"2026-12-18","call_iv_pct":38.522118155619594,"put_iv_pct":38.98644578313253},{"expiry":"2027-01-15","call_iv_pct":37.06658461538461,"put_iv_pct":38.38874371859296}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9a51d44aaf284ecb9ebf4e0d2562453e0b8625b9fcfdd58186ee1142da66f525","captured_at":"2026-10-22T02:23:54.115042+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":"c1fe349b85bab19b4cbcaa135d0fff6e8341ed97f02800259696acae50e3d585"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"f01459528a0cd310dd6fb3fafd2d7971dca8974ff6d202a82edb9105f55797b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4b182a95068e7fd9e684f0ed61c181f29d5c629bbecda2c4b7427d7bae958d48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e6b5b066d96634b4281c57bfea67e930e63cf6d4208035e3c8efaeb62b31e4e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ae588090b94dcb745a0387ade2db64381f3c5115df2cc32d64c46f8689aee166"}]},{"symbol":"MGM","date":"2026-10-05","iv_pct":38.117841657806856,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.063037336024216,"put_iv_pct":35.66215281114849},{"expiry":"2026-11-20","call_iv_pct":40.79328491620112,"put_iv_pct":38.97541188738269},{"expiry":"2026-12-18","call_iv_pct":38.17317523056653,"put_iv_pct":36.86253807106599},{"expiry":"2027-01-15","call_iv_pct":38.4147409733124,"put_iv_pct":37.99839203675345}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3f7f015489d165bde43b36646bdd958c7a5338df4c45972e30c13bd61a95b383","captured_at":"2026-10-22T02:23:51.915511+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":"00442abc665f728b8b577846e1cf28eb1608df3f9adeeb4cf826a5b400d99f0a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"f01459528a0cd310dd6fb3fafd2d7971dca8974ff6d202a82edb9105f55797b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4b182a95068e7fd9e684f0ed61c181f29d5c629bbecda2c4b7427d7bae958d48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e6b5b066d96634b4281c57bfea67e930e63cf6d4208035e3c8efaeb62b31e4e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ae588090b94dcb745a0387ade2db64381f3c5115df2cc32d64c46f8689aee166"}]},{"symbol":"MGM","date":"2026-10-06","iv_pct":38.65544946104173,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.8961173594132,"put_iv_pct":36.10133578995855},{"expiry":"2026-11-20","call_iv_pct":40.61195148842337,"put_iv_pct":41.758846584546475},{"expiry":"2026-12-18","call_iv_pct":37.71727520435967,"put_iv_pct":38.124377311960544},{"expiry":"2027-01-15","call_iv_pct":38.74409582689336,"put_iv_pct":38.289596122778676}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"591c0d80daa343f21d653f7014c3d6f7f076bfc4bd3081ddbc673efdf03f8fdc","captured_at":"2026-10-22T02:23:49.926942+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":"cff40a97de8fbf0c4d6109d818bba26a89ddfb24460e524a824fcd22e510ca48"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"f01459528a0cd310dd6fb3fafd2d7971dca8974ff6d202a82edb9105f55797b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4b182a95068e7fd9e684f0ed61c181f29d5c629bbecda2c4b7427d7bae958d48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e6b5b066d96634b4281c57bfea67e930e63cf6d4208035e3c8efaeb62b31e4e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ae588090b94dcb745a0387ade2db64381f3c5115df2cc32d64c46f8689aee166"}]},{"symbol":"MGM","date":"2026-10-07","iv_pct":39.36205801904148,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":39.22278160919541,"put_iv_pct":36.51822222222222},{"expiry":"2026-11-20","call_iv_pct":41.037107623318384,"put_iv_pct":40.797530864197526},{"expiry":"2026-12-18","call_iv_pct":39.5421130551817,"put_iv_pct":39.58202777777778},{"expiry":"2027-01-15","call_iv_pct":38.571209302325585,"put_iv_pct":39.62547169811321}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ba64bfb7f91c35760d0be6b67ddd3301997dd78256a4a1ee2409f64ae9129ff7","captured_at":"2026-10-22T02:23:48.111739+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":"0c3ca417d84c83d705bff01fc19e8ae187222903d1e0e60573097aff9e8bf163"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"f01459528a0cd310dd6fb3fafd2d7971dca8974ff6d202a82edb9105f55797b3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4b182a95068e7fd9e684f0ed61c181f29d5c629bbecda2c4b7427d7bae958d48"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e6b5b066d96634b4281c57bfea67e930e63cf6d4208035e3c8efaeb62b31e4e0"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"ae588090b94dcb745a0387ade2db64381f3c5115df2cc32d64c46f8689aee166"}]},{"symbol":"MGM","date":"2026-10-08","iv_pct":38.23386842871692,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":37.90824495541999,"put_iv_pct":33.84391083300743},{"expiry":"2026-11-20","call_iv_pct":42.11092613009923,"put_iv_pct":37.01410029498525},{"expiry":"2026-12-18","call_iv_pct":40.449190672153634,"put_iv_pct":37.491463730569954},{"expiry":"2027-01-15","call_iv_pct":40.10347471451876,"put_iv_pct":36.949636098981074}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"96dca38236190e55c9af599f0cc11981dcd950cfa5d931d887ab2e94345e4205","captured_at":"2026-10-22T02:23:32.814240+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":"a672469e818ff64d0442bf7b00c399e16a31c51974730a60f7ef133d7263003a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"10c7c691e9898c2e149d03d3b0343af3e73273c85f6a24a90664bb3069f74376"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5a25c560c225261edc28ed9b6503ff8805e83de37b04c8ac7818dd6880c1b1be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a24f46c8bfffb652ee7ae92040361e5e91c5479f715246327ffad5a238102a82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dd0598c52d34891fca81acd8de57296752c1984f681db1c42df40ca529b9f325"}]},{"symbol":"MGM","date":"2026-10-09","iv_pct":38.051520364374156,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":35.3752688172043,"put_iv_pct":32.14204994797086},{"expiry":"2026-11-20","call_iv_pct":42.55409714889124,"put_iv_pct":40.4360736196319},{"expiry":"2026-12-18","call_iv_pct":41.3116,"put_iv_pct":38.5978},{"expiry":"2027-01-15","call_iv_pct":38.515,"put_iv_pct":35.480273381294964}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8a6e44bee3526ba0b40c64424de1457a59ae884ff1e12d026c4726289f061daf","captured_at":"2026-10-22T02:23:30.316356+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":"822f838b4cb7ad30a0c20dc6623cdbe4842fc1ce08da7a5a114ce56534cdae7f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"10c7c691e9898c2e149d03d3b0343af3e73273c85f6a24a90664bb3069f74376"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5a25c560c225261edc28ed9b6503ff8805e83de37b04c8ac7818dd6880c1b1be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a24f46c8bfffb652ee7ae92040361e5e91c5479f715246327ffad5a238102a82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dd0598c52d34891fca81acd8de57296752c1984f681db1c42df40ca529b9f325"}]},{"symbol":"MGM","date":"2026-10-12","iv_pct":40.1360596883398,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":38.87957066750235,"put_iv_pct":42.472076210826216},{"expiry":"2026-11-20","call_iv_pct":39.9631976744186,"put_iv_pct":44.16322269807281},{"expiry":"2026-12-18","call_iv_pct":38.587665847665846,"put_iv_pct":41.67913907284768},{"expiry":"2027-01-15","call_iv_pct":37.62856936416185,"put_iv_pct":37.715035971223024}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"17f08b616781a3e36ba9f9efde9c1866fc8c981b096a710cc2f7950e2fc8a507","captured_at":"2026-10-22T02:23:27.918794+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":"fef567d9031ed403538dea70a0e8d78c33641f030712c20157f53f12b78c44c9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"10c7c691e9898c2e149d03d3b0343af3e73273c85f6a24a90664bb3069f74376"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5a25c560c225261edc28ed9b6503ff8805e83de37b04c8ac7818dd6880c1b1be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a24f46c8bfffb652ee7ae92040361e5e91c5479f715246327ffad5a238102a82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dd0598c52d34891fca81acd8de57296752c1984f681db1c42df40ca529b9f325"}]},{"symbol":"MGM","date":"2026-10-13","iv_pct":40.6786435945895,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.71329881656805,"put_iv_pct":39.61418212012178},{"expiry":"2026-11-20","call_iv_pct":42.96,"put_iv_pct":41.01480825958702},{"expiry":"2026-12-18","call_iv_pct":40.82020304568528,"put_iv_pct":39.060061804697156},{"expiry":"2027-01-15","call_iv_pct":39.98036565977742,"put_iv_pct":38.26622905027933}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a1b03a1af722cef58823501452a15f32eac050c22076a10b0274f6f23ba2a4b0","captured_at":"2026-10-22T02:23:25.615673+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":"547231f30fbe49dfac6cad74100c0185c2dde1dfcf2e4b369a5444fa43d7fd0d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"10c7c691e9898c2e149d03d3b0343af3e73273c85f6a24a90664bb3069f74376"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5a25c560c225261edc28ed9b6503ff8805e83de37b04c8ac7818dd6880c1b1be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a24f46c8bfffb652ee7ae92040361e5e91c5479f715246327ffad5a238102a82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dd0598c52d34891fca81acd8de57296752c1984f681db1c42df40ca529b9f325"}]},{"symbol":"MGM","date":"2026-10-14","iv_pct":41.12369601001389,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":43.93157508161045,"put_iv_pct":45.67798365917712},{"expiry":"2026-11-20","call_iv_pct":40.895884086444006,"put_iv_pct":42.420040816326534},{"expiry":"2026-12-18","call_iv_pct":38.7683859223301,"put_iv_pct":39.28093637454982},{"expiry":"2027-01-15","call_iv_pct":39.49976573938507,"put_iv_pct":38.51499640028798}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5999e6fc1ffbbe23c7e2e7dca9f641c93f913b16f74adce0ab0c182e5a407aa0","captured_at":"2026-10-22T02:23:23.712694+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":"f8b9fc30f32dd1c31ea22a8feee9c19de7f05d81fdb2ba2c7debfb6ea67c5d06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"10c7c691e9898c2e149d03d3b0343af3e73273c85f6a24a90664bb3069f74376"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5a25c560c225261edc28ed9b6503ff8805e83de37b04c8ac7818dd6880c1b1be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a24f46c8bfffb652ee7ae92040361e5e91c5479f715246327ffad5a238102a82"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"dd0598c52d34891fca81acd8de57296752c1984f681db1c42df40ca529b9f325"}]},{"symbol":"MGM","date":"2026-10-15","iv_pct":42.59192255122619,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.53509945750452,"put_iv_pct":53.16916358091919},{"expiry":"2026-11-20","call_iv_pct":41.533106796116506,"put_iv_pct":41.927712609970676},{"expiry":"2026-12-18","call_iv_pct":38.432682926829266,"put_iv_pct":39.826480218281034},{"expiry":"2027-01-15","call_iv_pct":38.588108504398825,"put_iv_pct":38.72302631578947}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dfc44388958b16632b6fbad71df648bab4f4cf2fd73b60e8e4c0d5a70ff56e6b","captured_at":"2026-10-22T02:23:09.512568+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":"ace6cc5e251221459ae3ca8cbb865e03b622fe6bafb0f3d2f1184302163c1744"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"6d69d196cc2a6872d034b655d5100748f11e39917abd43d15497903ca7a06229"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"7a5ba96cb668c301f5f62027a01cd141be79622c28e94295346164490e4cc66a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"368828e835b5cf8c07f0aa90f75b510a97e544952f477ea79139e10929c34b2e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"cb888eb6b521ea1a93cac35809802d72ec11e5798c3540087272474cdd61f502"}]},{"symbol":"MGM","date":"2026-10-16","iv_pct":40.18832671810151,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.7324019138756,"put_iv_pct":45.47042957042957},{"expiry":"2026-12-18","call_iv_pct":39.92823529411765,"put_iv_pct":39.91707070707071},{"expiry":"2027-01-15","call_iv_pct":37.708212058212055,"put_iv_pct":39.14235336194564},{"expiry":"2027-03-19","call_iv_pct":39.109160839160836,"put_iv_pct":37.498749999999994}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2c102dded8d8d80de76d24a578e991158cb5520daf3d82b155b3485104026b17","captured_at":"2026-10-22T02:23:06.847342+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":"61b0067043663279c77a7b919cccd78469c8d06aedb61eadd997674ad96451ef"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"7a5ba96cb668c301f5f62027a01cd141be79622c28e94295346164490e4cc66a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"368828e835b5cf8c07f0aa90f75b510a97e544952f477ea79139e10929c34b2e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"cb888eb6b521ea1a93cac35809802d72ec11e5798c3540087272474cdd61f502"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"f502a326407bcdf42282c8aa8040d4c614be53f3d51f8ff3abbf29640643d78b"}]},{"symbol":"MGM","date":"2026-10-19","iv_pct":40.670798592310874,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.62298453139218,"put_iv_pct":43.44495387453875},{"expiry":"2026-12-18","call_iv_pct":40.03,"put_iv_pct":40.593280423280426},{"expiry":"2027-01-15","call_iv_pct":38.78289752650176,"put_iv_pct":40.46442166910688},{"expiry":"2027-03-19","call_iv_pct":39.99313373253493,"put_iv_pct":39.43471698113208}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"abbb8cd4cf70f96a13bb2037f0d4e2d43ab4c8df983d46b5528c2069b7112281","captured_at":"2026-10-21T18:19:22.676141+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":"12360133759d72f5a9606fb4056bc634eff4167e1357b1457140cc314ff54ced"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"51cff93c0f0b8843cc41b9dfe986beb69a433c212441bcc44a52b1fb01ca0dba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"551347d3413f4582c72031c1b350a120d63ae5b7819c70af421233e38ba5e33b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5f0a345bde0e44021dfc925cc9e958a790618f17f67041ec1c7d42e3afbd4fe4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"2222d9219b6ec824e41379330f9f514b75ab26544e85c419be5fcf3711f547e5"}]},{"symbol":"MGM","date":"2026-10-20","iv_pct":40.281499320915685,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":43.777419354838706,"put_iv_pct":43.877321258341276},{"expiry":"2026-12-18","call_iv_pct":38.64915887850467,"put_iv_pct":39.95862842892768},{"expiry":"2027-01-15","call_iv_pct":38.49616724738676,"put_iv_pct":39.90910662824207},{"expiry":"2027-03-19","call_iv_pct":38.23419277108434,"put_iv_pct":39.35}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dc3780c41cdc868884b1f112f0b7945965ddff4493fb07c5adfde700bfd00837","captured_at":"2026-10-21T18:19:22.162499+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":"4dce0b63a721584077d0b58c80ae0d30c48131f84fabd0470234ad88dfbc8454"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"51cff93c0f0b8843cc41b9dfe986beb69a433c212441bcc44a52b1fb01ca0dba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"551347d3413f4582c72031c1b350a120d63ae5b7819c70af421233e38ba5e33b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"5f0a345bde0e44021dfc925cc9e958a790618f17f67041ec1c7d42e3afbd4fe4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"2222d9219b6ec824e41379330f9f514b75ab26544e85c419be5fcf3711f547e5"}]},{"symbol":"MGM","date":"2026-10-21","iv_pct":39.69288270852621,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":42.01359249329759,"put_iv_pct":43.583518164435944},{"expiry":"2026-12-18","call_iv_pct":39.00123831775701,"put_iv_pct":39.83228504122497},{"expiry":"2027-01-15","call_iv_pct":38.806149584487535,"put_iv_pct":38.34408653846154},{"expiry":"2027-03-19","call_iv_pct":38.15219152854512,"put_iv_pct":37.81}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"fa756d9a443c6bf39cda723d25238f7126c4c10b9e8e7ae0fddce23a30a8d9f5","captured_at":"2026-10-21T23:34:00.339238+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":"MGM","date":"2026-10-21","format":"json"},"source_hash":"1f290c04b32feef2352a19460ca42b3694a854d8601f6d1e9bdf82f990a12f16"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"6be73461701951eaa887f140e19b2e9bd28b02ae30e27138efaa51310cabf309"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"18c90c39fe53da2b19cf6c55a5c6be1ce23e1b5f22783d9482135fcc489d61e8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"e2e55c500da6e71a3af0eb0944ae9e6c3c4f9d439bf7ced63ecc2141c33b37f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"0515caa04e7bded11b0957f9a2c9d80d9379b5e716b4d775394c8634e342773b"}]},{"symbol":"MGM","date":"2026-10-22","iv_pct":40.69730860950416,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.09920634920635,"put_iv_pct":44.78316384180791},{"expiry":"2026-12-18","call_iv_pct":40.854573748308525,"put_iv_pct":40.43177884615385},{"expiry":"2027-01-15","call_iv_pct":39.52911976911977,"put_iv_pct":39.23922190201729},{"expiry":"2027-03-19","call_iv_pct":38.24393700787401,"put_iv_pct":38.39746741154562}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0dc1c62878b5b6cc7e8d61f14a57c092df871760118da5aa0cdfe3e5325c075f","captured_at":"2026-10-22T21:16:34.978117+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":"MGM","date":"2026-10-22","format":"json"},"source_hash":"5f571f700fefbf3a23414163d055354f1905cfb44ab411712692895ecf09d5f1"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"635da309856e5df5c4c5602428baf48906a849212760f00d5638cef477ff1e7d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"4236b543ddc24b2dd9de985d28957bc30585fd19af8d81fba3dc7b3dc56f9ebe"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"12f9c11b5af5551565d677b9e706b3203147dd50c36d63d87178ceda45daf3c5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"c78a1e7de4fb6973f5ff9c6d3089acb1a271dc1f431127424a9b3cc66f59efb3"}]},{"symbol":"MGM","date":"2026-10-23","iv_pct":40.11840943218673,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.93911111111111,"put_iv_pct":44.50266666666667},{"expiry":"2026-12-18","call_iv_pct":40.42484472049689,"put_iv_pct":38.68776595744681},{"expiry":"2027-01-15","call_iv_pct":37.772871485943774,"put_iv_pct":38.161120218579235},{"expiry":"2027-03-19","call_iv_pct":38.07528985507246,"put_iv_pct":38.38360544217687}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f7664a2d7bbae2792caf0f7e88bf97ebd59778cfc0e315d297625b607133a240","captured_at":"2026-10-23T21:25:02.714547+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":"MGM","date":"2026-10-23","format":"json"},"source_hash":"1424f53d056119c28d09f1158f78fbc1f8a87a311ace2e5bf371ce01d33fc238"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"d95909d1c23f8d665bee9101e0f32436369f9d6819c8344c95509b59de1bbc95"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"6ad5235685705704d01cb776786c12719bc56ed470d029d83fc4cbf27544b7ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"bb9ae0531b66d97d5102e1b56cdd7210a6d9640b5e3543c0e95c6e443c61f969"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"9495177c235a4a2ea3aa0458ed721fe18912c1ed0aafcb996c287178de152fae"}]},{"symbol":"MGM","date":"2026-10-26","iv_pct":41.28278490020717,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.03714285714286,"put_iv_pct":45.51210163652024},{"expiry":"2026-12-18","call_iv_pct":42.60285057471265,"put_iv_pct":40.89547900968783},{"expiry":"2027-01-15","call_iv_pct":38.70949765572672,"put_iv_pct":38.35494708994709},{"expiry":"2027-03-19","call_iv_pct":39.27818181818182,"put_iv_pct":37.87207855973813}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c898a20d8943f1ac256e56d2979f70c69a818d982d6b1819bfe0ed821104c699","captured_at":"2026-11-01T01:28:20.712523+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":"MGM","expiration":"*","start_date":"2026-10-26","end_date":"2026-10-26","strike_range":20,"format":"json"},"source_hash":"68dcb43e326b9bd3e350ed5a2fbc63b3665e7f0611ee4439069406e4c06866dc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"73f6ec662e51b9cd49164cc76a718a6b70d598c302ada0aaedd3f0c02072052c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a5aeb5dd081f7939bde91586ef0c9d358b9b0d30def89b864ffa5e21413b9eae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"251638e6a2f5fca57a086c116683c79bf8f9889349caaca9805e5fd073a79012"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"9b98a692e05a784b0a5ae66c79111ff3eaeca08c7d83fc9fdd63bc76d9c497d5"}]},{"symbol":"MGM","date":"2026-10-27","iv_pct":40.89315131147211,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":44.65325962325962,"put_iv_pct":43.47228479485117},{"expiry":"2026-12-18","call_iv_pct":40.88261424017003,"put_iv_pct":39.655794297352344},{"expiry":"2027-01-15","call_iv_pct":40.91366643694004,"put_iv_pct":39.32151898734177},{"expiry":"2027-03-19","call_iv_pct":39.34364436619718,"put_iv_pct":38.90242774566474}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2a2189c79f0dd53bddd36ce5f1cb8caf67815316133524af84ee9680b9100cf3","captured_at":"2026-11-01T01:28:19.435166+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":"MGM","expiration":"*","start_date":"2026-10-27","end_date":"2026-10-27","strike_range":20,"format":"json"},"source_hash":"40db3a993e7fac2208eb615b7c6123aa8fdad742bbdd01ceadb11655abe0fcd6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"73f6ec662e51b9cd49164cc76a718a6b70d598c302ada0aaedd3f0c02072052c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a5aeb5dd081f7939bde91586ef0c9d358b9b0d30def89b864ffa5e21413b9eae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"251638e6a2f5fca57a086c116683c79bf8f9889349caaca9805e5fd073a79012"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"9b98a692e05a784b0a5ae66c79111ff3eaeca08c7d83fc9fdd63bc76d9c497d5"}]},{"symbol":"MGM","date":"2026-10-28","iv_pct":43.83427650554789,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":47.97808510638298,"put_iv_pct":43.975870384325546},{"expiry":"2026-12-18","call_iv_pct":41.137684576729804,"put_iv_pct":42.8702973168963},{"expiry":"2027-01-15","call_iv_pct":41.86330520393812,"put_iv_pct":41.34303867403315},{"expiry":"2027-03-19","call_iv_pct":43.27813417190776,"put_iv_pct":48.227796610169484}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"29a23a854e2f38c93d4331bfaa6c2ccc02afac9e2416e031de0d6585bfba9b5d","captured_at":"2026-11-01T01:28:17.826631+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":"MGM","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"1cbfc609ac45753fa5538e3baebff034f7001c2639ed2cbf3d2fee3e5b7d10fc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"73f6ec662e51b9cd49164cc76a718a6b70d598c302ada0aaedd3f0c02072052c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a5aeb5dd081f7939bde91586ef0c9d358b9b0d30def89b864ffa5e21413b9eae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"251638e6a2f5fca57a086c116683c79bf8f9889349caaca9805e5fd073a79012"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"9b98a692e05a784b0a5ae66c79111ff3eaeca08c7d83fc9fdd63bc76d9c497d5"}]},{"symbol":"MGM","date":"2026-10-29","iv_pct":37.412190494679734,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":37.96841323430115,"put_iv_pct":40.40445378151261},{"expiry":"2026-12-18","call_iv_pct":35.861777137367916,"put_iv_pct":36.13962845010616},{"expiry":"2027-01-15","call_iv_pct":36.74459813084112,"put_iv_pct":37.804778704297625},{"expiry":"2027-03-19","call_iv_pct":36.959859649122805,"put_iv_pct":37.414014869888476}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"45ec966060abe1865623fb80fae054532f372bbfddd1f149e07b2f19ea5151bf","captured_at":"2026-11-01T01:28:16.503927+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":"MGM","expiration":"*","start_date":"2026-10-29","end_date":"2026-10-29","strike_range":20,"format":"json"},"source_hash":"a0f80930938ffe30cf3fc296f87aa56b6913bd84e6e0190bb5273f6b4a061131"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"73f6ec662e51b9cd49164cc76a718a6b70d598c302ada0aaedd3f0c02072052c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a5aeb5dd081f7939bde91586ef0c9d358b9b0d30def89b864ffa5e21413b9eae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"251638e6a2f5fca57a086c116683c79bf8f9889349caaca9805e5fd073a79012"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"9b98a692e05a784b0a5ae66c79111ff3eaeca08c7d83fc9fdd63bc76d9c497d5"}]},{"symbol":"MGM","date":"2026-10-30","iv_pct":38.79741691685469,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":39.71415584415585,"put_iv_pct":41.981046025104604},{"expiry":"2026-12-18","call_iv_pct":38.18,"put_iv_pct":37.641922196796344},{"expiry":"2027-01-15","call_iv_pct":36.536303797468356,"put_iv_pct":39.483625899280575},{"expiry":"2027-03-19","call_iv_pct":37.338197064989515,"put_iv_pct":39.50408450704225}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MGM","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a7189ac40d71d22e6eaeb46ab878b6712cc1754bf8d2fb92dbe8de5a1ac7c45c","captured_at":"2026-11-01T01:28:15.152000+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":"MGM","expiration":"*","start_date":"2026-10-30","end_date":"2026-10-30","strike_range":20,"format":"json"},"source_hash":"43b78c94b54d5d43ea02a7ebec11b3bcc06612c5f3e1ff5ff2ea3b626eeeb666"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"73f6ec662e51b9cd49164cc76a718a6b70d598c302ada0aaedd3f0c02072052c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"a5aeb5dd081f7939bde91586ef0c9d358b9b0d30def89b864ffa5e21413b9eae"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","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":"251638e6a2f5fca57a086c116683c79bf8f9889349caaca9805e5fd073a79012"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MGM","expiration":"2027-03-19","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":"9b98a692e05a784b0a5ae66c79111ff3eaeca08c7d83fc9fdd63bc76d9c497d5"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MGM","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":34.14345702486054,"put_call_skew_pp":-15.590564958520222,"implied_move_pct":6.419972933411756,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"6aab90999755a975698f7f01985345bf369587b7194c2b52c33f74e33f5693f7","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-11","observed_at":"2026-08-11T15:59:00-04:00","iv_pct":36.23922823074088,"put_call_skew_pp":0.6183990439626958,"implied_move_pct":6.459047901520954,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"10df52fec0d7770985e616ac70f8a6fe0232acda5684be2a67d5d4d322e0831a","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-12","observed_at":"2026-08-12T15:59:00-04:00","iv_pct":32.934061062286915,"put_call_skew_pp":-2.74447243785381,"implied_move_pct":5.290810376713711,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0fcbeb5a20d6a4a3414a4a2d62ec89ef5c4877e11337a1eb8e77be3bdd8b65fa","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-13","observed_at":"2026-08-13T15:59:00-04:00","iv_pct":37.772935644023306,"put_call_skew_pp":-10.80360294359039,"implied_move_pct":5.883210380583875,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"27659420a8ecaf5bc82ffa217aedd6bd29a909d5d64c21f1dbac05435309f999","expiries":["2026-08-14","2026-08-21","2026-08-28","2026-09-04"]},{"date":"2026-08-14","observed_at":"2026-08-14T15:59:00-04:00","iv_pct":27.830273538209653,"put_call_skew_pp":2.3824438970340536,"implied_move_pct":6.175354884602518,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"cdc6fe27caf95c9194e00722f3809d1d9facaa431e54fa4fe0f1027afa77b544","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-18"]},{"date":"2026-08-17","observed_at":"2026-08-17T15:59:00-04:00","iv_pct":29.013391099013482,"put_call_skew_pp":0.34200130843641574,"implied_move_pct":5.670059502392314,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fefc0f7ae37c7b109a7aa843c842c573672ec5ccfb7f9139e5085b798744c4a6","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-18"]},{"date":"2026-08-18","observed_at":"2026-08-18T15:59:00-04:00","iv_pct":34.629316638742715,"put_call_skew_pp":2.167897075238093,"implied_move_pct":6.417215327931503,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ab5559b3cf108b6d749e1694706e63e92ca91de5f4cca9e4d46b4d8c67f024f2","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-18"]},{"date":"2026-08-19","observed_at":"2026-08-19T15:59:00-04:00","iv_pct":32.083886608759784,"put_call_skew_pp":5.392003279975343,"implied_move_pct":5.49908945612227,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b18ced7c57b1f5f55caab4e26f0f160c163525f937d22fcd6f1c2e693d04c203","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-18"]},{"date":"2026-08-20","observed_at":"2026-08-20T15:59:00-04:00","iv_pct":34.74726220140643,"put_call_skew_pp":-4.890323953387852,"implied_move_pct":5.5923750043850164,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d5a9bb6f13cdf63079bd2f8c10a220faa14cf51b21e0f92f3900ea489de83ff8","expiries":["2026-08-21","2026-08-28","2026-09-04","2026-09-18"]},{"date":"2026-08-21","observed_at":"2026-08-21T15:59:00-04:00","iv_pct":33.183273192526414,"put_call_skew_pp":1.3640296800330294,"implied_move_pct":8.473041400507809,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d7a6d9dea0d6db91fe53af4fcbe02c208f1b157af2caa83e7aaf2287d6bf861f","expiries":["2026-08-28","2026-09-04","2026-09-18","2026-10-16"]},{"date":"2026-08-24","observed_at":"2026-08-24T15:59:00-04:00","iv_pct":34.04376480952287,"put_call_skew_pp":-4.657482229556405,"implied_move_pct":7.763449018601666,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"744f18950162fe27a3a17e52e8c91aa9b3b5c2d87758fcc76220429804516bf3","expiries":["2026-08-28","2026-09-04","2026-09-18","2026-10-16"]},{"date":"2026-08-25","observed_at":"2026-08-25T15:59:00-04:00","iv_pct":35.21999375125908,"put_call_skew_pp":-2.625653165089985,"implied_move_pct":7.93938377762192,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"748eac46424d3d9b61cb5778fc86a8827688f166b8322a8bfb723fed45f8cfe8","expiries":["2026-08-28","2026-09-04","2026-09-18","2026-10-16"]},{"date":"2026-08-26","observed_at":"2026-08-26T15:59:00-04:00","iv_pct":36.235251824472854,"put_call_skew_pp":-5.971489230573226,"implied_move_pct":7.452804716485888,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7f0d1b17e47ffe8568d69321519a648568ed055ea4402504c5b837ef402be96","expiries":["2026-08-28","2026-09-04","2026-09-18","2026-10-16"]},{"date":"2026-08-27","observed_at":"2026-08-27T15:59:00-04:00","iv_pct":48.94757412378266,"put_call_skew_pp":-26.137750797880372,"implied_move_pct":8.711673131171745,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"21006e43680b412e3fa02db65f02bf1f1d433916b4874c1e3a605942854f0024","expiries":["2026-08-28","2026-09-04","2026-09-18","2026-10-16"]},{"date":"2026-08-28","observed_at":"2026-08-28T15:59:00-04:00","iv_pct":32.968330245298375,"put_call_skew_pp":-5.597732136276625,"implied_move_pct":10.19602173987532,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b61df66865451a84d64e7188ef928ea8578b585e24c60566e0d42e11e0016f6a","expiries":["2026-09-04","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-08-31","observed_at":"2026-08-31T15:59:00-04:00","iv_pct":35.937015067080765,"put_call_skew_pp":-4.981817878363362,"implied_move_pct":10.218613416608207,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b1f2c972c7712255a303354a05a9104ef25d57ca855c1a8a970c8d4ae7b9f633","expiries":["2026-09-04","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-09-01","observed_at":"2026-09-01T15:59:00-04:00","iv_pct":39.56741692082878,"put_call_skew_pp":-7.79655178303857,"implied_move_pct":10.45107404208451,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"76fa722085e84da4ff100baf7da3bafac025c1ad78eec70a46e018900f4826ef","expiries":["2026-09-04","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-09-02","observed_at":"2026-09-02T15:59:00-04:00","iv_pct":43.03215450519276,"put_call_skew_pp":-3.338821794978122,"implied_move_pct":10.471943096880596,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"e5213a98242e84641bbb4d86052bcab70a0b811b4b1f32da1048d59a4d95b453","expiries":["2026-09-04","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-09-03","observed_at":"2026-09-03T15:59:00-04:00","iv_pct":44.45182506257708,"put_call_skew_pp":7.463549493415476,"implied_move_pct":9.985846327812567,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3856efe63ae26a862c07287ac9a29d3a93a4cb5284aeb1b0db402ab9763f909d","expiries":["2026-09-04","2026-09-18","2026-10-16","2026-11-20"]},{"date":"2026-09-04","observed_at":"2026-09-04T15:59:00-04:00","iv_pct":36.72618155865439,"put_call_skew_pp":-0.3480584316751312,"implied_move_pct":13.87035424770438,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"914d6cb641390a4d59d5c4dc07b4d9a9ac176ded0019306b0c04d2ec5145aee9","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":38.22677192741319,"put_call_skew_pp":-0.4006146892033602,"implied_move_pct":13.514397954782186,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c873c57d73013333b39d7e2de17c730450e38409e93f49cfe9bb7f50dc631eca","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":37.73620775466392,"put_call_skew_pp":2.6782627945491964,"implied_move_pct":13.32732255256897,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f57d9134329204ba1539799dda76ccb6199442ab04a39eafd5d571e3afc7a66b","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":37.73194274798026,"put_call_skew_pp":-3.724401138719763,"implied_move_pct":13.24717762803869,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b8282dc665d3232b9667bb3c649c61daf645c8bccb0ace1bf63ea1ecfe861e82","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":37.152355606750625,"put_call_skew_pp":-5.738869087043417,"implied_move_pct":12.789778477962031,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9e14d742f8f19b454d24bbcdc41f0a0739aa9c39c306db3e3e2d28a27c56f552","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":45.62852602667655,"put_call_skew_pp":-6.642475708156029,"implied_move_pct":13.198225453723653,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"4e64e62fdda57bfab873724478d34494ed26ca32fd2f23c31602199d4de07dc3","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":41.8520986097077,"put_call_skew_pp":-7.603751887136516,"implied_move_pct":12.73020988481802,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"d5fbaaa5abca75e6ea096c603e0598502f0dddbf9a5d66704bf5f9a854f82979","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":46.30158345160932,"put_call_skew_pp":-6.391650761831755,"implied_move_pct":13.861420841330952,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f192c3a1d40123dba53a7a2a394dab875a9cf44afa1b623a4e4964c78869ef38","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":39.4053513956927,"put_call_skew_pp":1.0862238541455635,"implied_move_pct":17.098811068497135,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"da7d154d209583e2718f8637170901def7cfdfaa53bff6a0b7a1852c62785682","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":41.907968624149305,"put_call_skew_pp":5.1069838243109675,"implied_move_pct":17.544711005425402,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fe0a3587b6d3042338b55cc9591a14cf27d906bfe164acb930a73dbd205df3e5","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":48.496107675084346,"put_call_skew_pp":4.719714623704304,"implied_move_pct":19.696838087058573,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0f634e5ed8a343ba3230b0835ffa7c599db116ab6c3c639b432a1361b4b4e810","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":48.00999173567922,"put_call_skew_pp":-3.280244431516916,"implied_move_pct":19.500897920387295,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dc264e1beec7275c1520e126dce324ac96b706354a20f290d28cbd07f2379cfd","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":38.19304557286828,"put_call_skew_pp":-1.1589225196499164,"implied_move_pct":16.060564018206655,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fbba927ac09b7563f86ae71c35ea4541c17e182affc2b4152bf5d7054f6ae57c","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":36.43947005780918,"put_call_skew_pp":-0.9801357877548877,"implied_move_pct":15.144291727752789,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b46375d440cc5bc432e179b1aeb94f15ff445746506ebd5b059a9eb0b181f60b","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":37.03299265152542,"put_call_skew_pp":-1.3643593103240406,"implied_move_pct":14.984422377396521,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9fc214cbd4c4bfed0e382c28f042362c4094dba0430a699de6577be152fed86e","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":37.69247745115351,"put_call_skew_pp":-0.5498218329101974,"implied_move_pct":15.03738506163213,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2286066c9371dd41b2cd13dbf27bd36f4936c015c0c943d510bf004f6d7c0e38","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":37.27536534486058,"put_call_skew_pp":-0.08288593909441033,"implied_move_pct":14.823495365804037,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"27be04cba918248789662c8773b9580b228bfa82b3a569de43671fe6d887fc92","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":37.512159207069416,"put_call_skew_pp":-1.0064051546699186,"implied_move_pct":14.7800690931946,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"73e385a743a08829b5960dee23a12034e9ae23853542b3b5e353357ae9b9ff3a","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":37.81986117940549,"put_call_skew_pp":1.2659174978092587,"implied_move_pct":14.835821808526118,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"9a51d44aaf284ecb9ebf4e0d2562453e0b8625b9fcfdd58186ee1142da66f525","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":38.11784165780686,"put_call_skew_pp":-1.4864359124384094,"implied_move_pct":14.407236036033105,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"3f7f015489d165bde43b36646bdd958c7a5338df4c45972e30c13bd61a95b383","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":38.65544946104173,"put_call_skew_pp":-0.17382101746134104,"implied_move_pct":14.44633645839912,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"591c0d80daa343f21d653f7014c3d6f7f076bfc4bd3081ddbc673efdf03f8fdc","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":39.36205801904148,"put_call_skew_pp":-0.4624897569275852,"implied_move_pct":14.542345402929884,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"ba64bfb7f91c35760d0be6b67ddd3301997dd78256a4a1ee2409f64ae9129ff7","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":38.23386842871692,"put_call_skew_pp":-3.8181813786619774,"implied_move_pct":14.030884368332973,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"96dca38236190e55c9af599f0cc11981dcd950cfa5d931d887ab2e94345e4205","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":38.051520364374156,"put_call_skew_pp":-2.7749422542994537,"implied_move_pct":13.850011822347534,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8a6e44bee3526ba0b40c64424de1457a59ae884ff1e12d026c4726289f061daf","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":40.1360596883398,"put_call_skew_pp":2.7426175998052713,"implied_move_pct":13.6007230265928,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"17f08b616781a3e36ba9f9efde9c1866fc8c981b096a710cc2f7950e2fc8a507","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":40.6786435945895,"put_call_skew_pp":-2.379646571836366,"implied_move_pct":13.536094286772444,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a1b03a1af722cef58823501452a15f32eac050c22076a10b0274f6f23ba2a4b0","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":41.12369601001389,"put_call_skew_pp":0.699586605142958,"implied_move_pct":13.180005147513883,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"5999e6fc1ffbbe23c7e2e7dca9f641c93f913b16f74adce0ab0c182e5a407aa0","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":42.59192255122619,"put_call_skew_pp":1.6393462600278124,"implied_move_pct":12.88545710971281,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dfc44388958b16632b6fbad71df648bab4f4cf2fd73b60e8e4c0d5a70ff56e6b","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":40.18832671810151,"put_call_skew_pp":0.6376483835199434,"implied_move_pct":18.570965732425734,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2c102dded8d8d80de76d24a578e991158cb5520daf3d82b155b3485104026b17","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-19","observed_at":"2026-10-19T15:59:00-04:00","iv_pct":40.670798592310874,"put_call_skew_pp":0.6270892894073157,"implied_move_pct":18.515084815404485,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"abbb8cd4cf70f96a13bb2037f0d4e2d43ab4c8df983d46b5528c2069b7112281","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-20","observed_at":"2026-10-20T15:59:00-04:00","iv_pct":40.281499320915685,"put_call_skew_pp":0.9845295159241392,"implied_move_pct":18.13934534141518,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"dc3780c41cdc868884b1f112f0b7945965ddff4493fb07c5adfde700bfd00837","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-21","observed_at":"2026-10-21T15:59:00-04:00","iv_pct":39.69288270852621,"put_call_skew_pp":0.39917945500880236,"implied_move_pct":17.73741840771438,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"fa756d9a443c6bf39cda723d25238f7126c4c10b9e8e7ae0fddce23a30a8d9f5","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-22","observed_at":"2026-10-22T15:59:00-04:00","iv_pct":40.69730860950416,"put_call_skew_pp":0.031198781754005367,"implied_move_pct":17.992659732504634,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"0dc1c62878b5b6cc7e8d61f14a57c092df871760118da5aa0cdfe3e5325c075f","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-23","observed_at":"2026-10-23T15:59:00-04:00","iv_pct":40.11840943218673,"put_call_skew_pp":-0.36923972193866383,"implied_move_pct":17.58277247722164,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f7664a2d7bbae2792caf0f7e88bf97ebd59778cfc0e315d297625b607133a240","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-26","observed_at":"2026-10-26T15:59:00-04:00","iv_pct":41.28278490020717,"put_call_skew_pp":-1.2482666524676898,"implied_move_pct":17.594146678482677,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c898a20d8943f1ac256e56d2979f70c69a818d982d6b1819bfe0ed821104c699","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-27","observed_at":"2026-10-27T15:59:00-04:00","iv_pct":40.89315131147211,"put_call_skew_pp":-1.110289710339213,"implied_move_pct":17.436007987535277,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2a2189c79f0dd53bddd36ce5f1cb8caf67815316133524af84ee9680b9100cf3","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":43.83427650554789,"put_call_skew_pp":0.5399484816164559,"implied_move_pct":18.777330472925172,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"29a23a854e2f38c93d4331bfaa6c2ccc02afac9e2416e031de0d6585bfba9b5d","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-29","observed_at":"2026-10-29T15:59:00-04:00","iv_pct":37.412190494679734,"put_call_skew_pp":1.0570569135429686,"implied_move_pct":15.816846989195213,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"45ec966060abe1865623fb80fae054532f372bbfddd1f149e07b2f19ea5151bf","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]},{"date":"2026-10-30","observed_at":"2026-10-30T15:59:00-04:00","iv_pct":38.79741691685469,"put_call_skew_pp":1.7105054804025137,"implied_move_pct":16.22981114838685,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"a7189ac40d71d22e6eaeb46ab878b6712cc1754bf8d2fb92dbe8de5a1ac7c45c","expiries":["2026-11-20","2026-12-18","2027-01-15","2027-03-19"]}]}