{"schemaVersion":1,"symbol":"MSFT","days":90,"observations":[{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-19T19:49:55.847000+00:00","captured_at":"2026-10-20T03:53:24.219Z","last_trade_at":"2026-10-19T23:54:09.932191517Z","price":532.6,"iv_pct":31.2329448019802,"implied_move_pct":7.389669768704245,"put_call_skew_pp":3.038686774805793,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"0766a6af13ec155841e6d77943d5550c0fcb21532ef0830f8de1dad09d0a2e50"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T13:30:02.681000+00:00","captured_at":"2026-10-20T13:36:04.684Z","last_trade_at":"2026-10-20T13:36:04.290795987Z","price":532.037,"iv_pct":31.869090259292122,"implied_move_pct":7.451299188424381,"put_call_skew_pp":3.8438122999320976,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"23600e12534231e3a502f07b1b7127180ca1b6511082ee313f360ed3a527ca03"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T13:44:33.962000+00:00","captured_at":"2026-10-20T13:51:32.302Z","last_trade_at":"2026-10-20T13:51:31.963414025Z","price":528.43,"iv_pct":32.43719387755102,"implied_move_pct":7.579769508800907,"put_call_skew_pp":3.452732003376541,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"ba39b49111826147b3d1231a998db8ce1002efce5cb4ade57308ab942a755ff3"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T13:53:01.612000+00:00","captured_at":"2026-10-20T14:08:00.933Z","last_trade_at":"2026-10-20T14:08:00.144030311Z","price":529.92,"iv_pct":31.988705172413795,"implied_move_pct":7.469125137951857,"put_call_skew_pp":3.5782100938967165,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"a515a70d6d6dc49a411207cd4045c883ed9ec1a7dad7ea9a92f4ad81532a94c1"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T14:05:32.873000+00:00","captured_at":"2026-10-20T14:18:18.094Z","last_trade_at":"2026-10-20T14:18:17.20534967Z","price":530.91,"iv_pct":32.10526856042609,"implied_move_pct":7.499385182388949,"put_call_skew_pp":3.6011750626852024,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"d0d5b21eb3bee9d676de2d0edfddda1fc41020e570a31336a3ecac9bed070f68"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T14:26:05.005000+00:00","captured_at":"2026-10-20T14:29:00.366Z","last_trade_at":"2026-10-20T14:28:58.238627306Z","price":531.49,"iv_pct":32.17773545966229,"implied_move_pct":7.525514633121458,"put_call_skew_pp":4.008740952328127,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"55a9278c694dc25ef0d1f4fa4a34b2c6e48971be656df7e3731627bba2343133"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T14:26:19.389000+00:00","captured_at":"2026-10-20T14:36:43.423Z","last_trade_at":"2026-10-20T14:36:42.89372146Z","price":531.485,"iv_pct":32.14900070372977,"implied_move_pct":7.512743280470438,"put_call_skew_pp":3.947605590837239,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"804dd5a469e490a99d7471ed2f91689f6e95471ea86bb116ae43a879332b22fe"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T14:36:08.811000+00:00","captured_at":"2026-10-20T14:44:27.802Z","last_trade_at":"2026-10-20T14:44:25.724854152Z","price":531.27,"iv_pct":31.81808416679106,"implied_move_pct":7.431450687947969,"put_call_skew_pp":3.662235450522849,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"10543ec9827d5ad44b97ba9ff316a39c7761a99125f90d2e507be910213fd2ce"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T14:43:06.386000+00:00","captured_at":"2026-10-20T14:52:13.628Z","last_trade_at":"2026-10-20T14:52:12.864653523Z","price":530.85,"iv_pct":31.927869512195123,"implied_move_pct":7.460590700142659,"put_call_skew_pp":3.579931222739241,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"21a8b87832e2f9575dd98616a2475c036e7d1fbafc053127bc594f15a9b4614f"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T14:47:45.712000+00:00","captured_at":"2026-10-20T14:59:58.012Z","last_trade_at":"2026-10-20T14:59:56.781712649Z","price":531.07,"iv_pct":31.801280413092947,"implied_move_pct":7.425381803605453,"put_call_skew_pp":3.5397595283055248,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"375dd89879ed79b2fcc64a80c5f5f58034d2e8ec918224ed922116d81ed3ee48"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T14:58:02.212000+00:00","captured_at":"2026-10-20T15:08:14.265Z","last_trade_at":"2026-10-20T15:08:12.869550081Z","price":531.37,"iv_pct":31.741105494945447,"implied_move_pct":7.417174497264336,"put_call_skew_pp":3.8379605263157925,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"1b668f31e0858d64b25a9a955810871d898f368b5891eea46bb9d3dce2a622d6"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T15:12:20.601000+00:00","captured_at":"2026-10-20T15:14:43.378Z","last_trade_at":"2026-10-20T15:14:42.695180871Z","price":529.565,"iv_pct":31.69358876560333,"implied_move_pct":7.402734034199922,"put_call_skew_pp":3.1912196141610227,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"644a89a9861c5b62627aab3652a1015ed330b7f057b7da9adeda631c9c004486"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T15:16:52.129000+00:00","captured_at":"2026-10-20T15:30:53.031Z","last_trade_at":"2026-10-20T15:30:48.968525324Z","price":531.01,"iv_pct":31.629394736842105,"implied_move_pct":7.384363858743863,"put_call_skew_pp":3.6126020841675546,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"4bdf185359f26c4e3eed6075fdc4eb0a21a8852a177db6348025ba9c7d7ac55b"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T15:23:44.841000+00:00","captured_at":"2026-10-20T15:38:43.236Z","last_trade_at":"2026-10-20T15:38:38.059022043Z","price":531.02,"iv_pct":31.69232478632479,"implied_move_pct":7.405315931319209,"put_call_skew_pp":3.7381311538093875,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"06aa857a100b3a6a69da053a498f1caae645fb08fab6795e8d8677e1549b33ea"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T15:35:27.637000+00:00","captured_at":"2026-10-20T15:46:29.010Z","last_trade_at":"2026-10-20T15:46:22.822737961Z","price":531.16,"iv_pct":31.795762195121952,"implied_move_pct":7.426839829622786,"put_call_skew_pp":3.507341692789967,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"6f81f3b45211ebdf5be1991897dfff7d6d90365c29e6c28b7d5c574084e0d469"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T15:45:07.689000+00:00","captured_at":"2026-10-20T15:54:14.940Z","last_trade_at":"2026-10-20T15:54:13.627008964Z","price":531.58,"iv_pct":31.662018030513174,"implied_move_pct":7.400533092694799,"put_call_skew_pp":3.7301708769397313,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"9d0d59d3f456cdb9a6dc69b5a2fac73cee9794a6d13cca36a936226e476913b8"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T16:00:21.724000+00:00","captured_at":"2026-10-20T16:02:11.358Z","last_trade_at":"2026-10-20T16:02:10.049622873Z","price":531.705,"iv_pct":31.781818011257034,"implied_move_pct":7.4268742843674715,"put_call_skew_pp":3.8463636363636367,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"58e4244f51b29454b2da4d816d4d103b0c953f315228418337d3e3c41acf179f"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T16:10:05.046000+00:00","captured_at":"2026-10-20T16:17:42.525Z","last_trade_at":"2026-10-20T16:17:40.58967981Z","price":531.68,"iv_pct":31.710323155574315,"implied_move_pct":7.404712029551354,"put_call_skew_pp":3.6034327039529854,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"cc515e6e7e9109fe3f6d76e0e4a8dffe36ba66c314c0ca3d6eaa2db96578361c"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T16:15:38.929000+00:00","captured_at":"2026-10-20T16:25:30.305Z","last_trade_at":"2026-10-20T16:25:29.924374991Z","price":531.06,"iv_pct":31.681252709626563,"implied_move_pct":7.396645028988237,"put_call_skew_pp":3.330708355414236,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"395a2a10947b57b99f2dd7a9532237509516cf3bbbc9d2fabcbdf448ad91d71d"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T16:33:02.007000+00:00","captured_at":"2026-10-20T16:33:14.709Z","last_trade_at":"2026-10-20T16:33:08.777745751Z","price":532.22,"iv_pct":31.84632744470023,"implied_move_pct":7.4469812090962275,"put_call_skew_pp":3.823333333333334,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"ff37f595241a8433538796d1611f5a69c5e53858add87a28dace202052a24785"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T16:39:13.860000+00:00","captured_at":"2026-10-20T16:40:57.594Z","last_trade_at":"2026-10-20T16:40:57.006627416Z","price":531.76,"iv_pct":31.860896735833034,"implied_move_pct":7.447386266552218,"put_call_skew_pp":3.4397444089456886,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"c142ca0b8342dfe8313eef9fff5b0ed7b6427523e19ac7c9ff6ebaea4e4ba9bd"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T16:41:58.667000+00:00","captured_at":"2026-10-20T16:48:44.811Z","last_trade_at":"2026-10-20T16:48:44.49109102Z","price":531.65,"iv_pct":31.81640712945591,"implied_move_pct":7.430820436006775,"put_call_skew_pp":3.2975676406926393,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"5c76aea7296b833a424ab56708c73f68348cc6edbffbc45fb0ad238878db6dda"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T16:57:08.869000+00:00","captured_at":"2026-10-20T17:04:43.599Z","last_trade_at":"2026-10-20T17:04:41.744156355Z","price":532.3819,"iv_pct":31.602132251953584,"implied_move_pct":7.381047870650276,"put_call_skew_pp":3.9019130143860825,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"67318fe4b66f92deb41ad53a081efec7ec2127a50d125cd640299a03211679cf"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T16:58:45.847000+00:00","captured_at":"2026-10-20T17:12:30.812Z","last_trade_at":"2026-10-20T17:12:28.234604105Z","price":532.735,"iv_pct":31.600031892612336,"implied_move_pct":7.386372539067552,"put_call_skew_pp":3.8708660624370617,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"1403b7bcb74c25beaaff2e863eabe6e5e26ea12c8844cbc69d1fa38b5ef545ce"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T17:12:33.778000+00:00","captured_at":"2026-10-20T17:20:23.285Z","last_trade_at":"2026-10-20T17:20:20.596981118Z","price":533.18,"iv_pct":31.78118796662275,"implied_move_pct":7.429338668727603,"put_call_skew_pp":3.9684778121775013,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"f018d7deab87a8c494dd572fb63519ef2597db1c5342c2a90a78d81d853933af"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T17:23:42.560000+00:00","captured_at":"2026-10-20T17:28:07.272Z","last_trade_at":"2026-10-20T17:28:06.950659178Z","price":533.59,"iv_pct":31.653011643528885,"implied_move_pct":7.3957424670971355,"put_call_skew_pp":3.6639093137254886,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"cf994f24de9841cdb1cdb4ba960a4bde9be6cb7d9520e5fe349a27f0214f12d0"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T17:32:09.089000+00:00","captured_at":"2026-10-20T17:35:56.453Z","last_trade_at":"2026-10-20T17:35:55.026135779Z","price":533.545,"iv_pct":31.72805526821339,"implied_move_pct":7.411770475167962,"put_call_skew_pp":3.550172208845137,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"2ee07384e4fd93f361a5ea95d81a96156fff32fa172569e21b3230bcd7bfe548"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T17:32:20.886000+00:00","captured_at":"2026-10-20T17:43:47.067Z","last_trade_at":"2026-10-20T17:43:46.430055095Z","price":533.71,"iv_pct":31.790174262401116,"implied_move_pct":7.420427033865564,"put_call_skew_pp":3.3807090318166253,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"dd47ee5acc077e9fcaf29b11ce326bcbadc554bff242f1749759e1cd7aa6bab1"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T17:50:59.328000+00:00","captured_at":"2026-10-20T17:51:35.308Z","last_trade_at":"2026-10-20T17:51:33.986542045Z","price":532.895,"iv_pct":31.92966053748232,"implied_move_pct":7.454147126310677,"put_call_skew_pp":3.0284744728456103,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"dcf207e1888196fcb8bd58fbde850dfc1e510658a728a434c5a514c82df6f878"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T17:59:06.129000+00:00","captured_at":"2026-10-20T17:59:24.295Z","last_trade_at":"2026-10-20T17:59:24.01901098Z","price":532.16,"iv_pct":31.945629838142153,"implied_move_pct":7.460377247608356,"put_call_skew_pp":3.0007932938856063,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"ecb3d18a4fa6af8e80c69faed64bc2165428df62910918310694a4aa50b79763"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T18:11:25.500000+00:00","captured_at":"2026-10-20T18:15:32.665Z","last_trade_at":"2026-10-20T18:15:31.695253089Z","price":532.835,"iv_pct":31.89742447390469,"implied_move_pct":7.456871836427395,"put_call_skew_pp":3.492634638922887,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"a6377ca2add6b65e55f9672fb56608edb7985e62a3bada6fb6989829327ee0ef"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T18:26:00.995000+00:00","captured_at":"2026-10-20T18:31:04.559Z","last_trade_at":"2026-10-20T18:31:04.232918684Z","price":532.085,"iv_pct":31.733492780002425,"implied_move_pct":7.409104539973504,"put_call_skew_pp":3.2468364327979726,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"ad471a345eb09c82cb30f1b42f40a598d2d308158c4b5ea136ae60a25ca9840d"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T18:34:20.063000+00:00","captured_at":"2026-10-20T18:38:47.488Z","last_trade_at":"2026-10-20T18:38:46.336504899Z","price":531.415,"iv_pct":31.615098307069328,"implied_move_pct":7.377298135756419,"put_call_skew_pp":3.069658994032398,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"079a9706b2d15d52d8e8a3b4631fafe31ca897599a3b6bb0b1e749fe480a2588"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T18:42:40.024000+00:00","captured_at":"2026-10-20T18:46:35.499Z","last_trade_at":"2026-10-20T18:46:33.664637861Z","price":531.94,"iv_pct":31.75372541697784,"implied_move_pct":7.422726918885146,"put_call_skew_pp":3.3176644821619194,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"147092cb8d0260e7d73707fda29802ec8558e0da1e2b533960c36145b32be49f"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T18:42:53.062000+00:00","captured_at":"2026-10-20T18:54:24.141Z","last_trade_at":"2026-10-20T18:54:23.543922288Z","price":531.86,"iv_pct":31.723311160384327,"implied_move_pct":7.4121126018608665,"put_call_skew_pp":3.2064198668714794,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"1e0b50b9f41e1afacd59a636f98910f9d614933a4e15f52197b89b7931c01891"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T18:50:30.082000+00:00","captured_at":"2026-10-20T19:02:17.738Z","last_trade_at":"2026-10-20T19:02:16.974736118Z","price":532.06,"iv_pct":31.755566534914358,"implied_move_pct":7.420856705793515,"put_call_skew_pp":3.1997245963912624,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"d2736134167c078586e0d10b3f28a962070e8619ec95eb99d690f46fd71d0b32"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T19:08:13.287000+00:00","captured_at":"2026-10-20T19:12:03.256Z","last_trade_at":"2026-10-20T19:12:02.972108581Z","price":531.63,"iv_pct":31.810833312495312,"implied_move_pct":7.426318350291608,"put_call_skew_pp":2.908655637695384,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"0907de4452e892699972b9f64ce622fbcf5c6192ee71d3f299b68301432a889c"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T19:10:33.375000+00:00","captured_at":"2026-10-20T19:19:50.558Z","last_trade_at":"2026-10-20T19:19:50.241964935Z","price":531.53,"iv_pct":31.75522838137472,"implied_move_pct":7.412970455576867,"put_call_skew_pp":2.8297511032656653,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"920707772e7253a47693ed07c99ab0656be6e8406fb1970e0dd12632e1817e36"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T19:21:54.893000+00:00","captured_at":"2026-10-20T19:27:34.349Z","last_trade_at":"2026-10-20T19:27:33.574321979Z","price":530.6,"iv_pct":31.524024390243905,"implied_move_pct":7.356959644659719,"put_call_skew_pp":2.9001337108699063,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"a6876a1a98d8b5726c70925c0550fd04c8c20eb899155cbcbeb877b84b32d800"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T19:31:29.070000+00:00","captured_at":"2026-10-20T19:35:26.724Z","last_trade_at":"2026-10-20T19:35:25.55008294Z","price":531.1,"iv_pct":31.614057692307696,"implied_move_pct":7.389087235490925,"put_call_skew_pp":3.3973063862742734,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"2b06eb42a97a40911c75c6f04717f24ee2ee4e99da6b1cc2020e37ddfecd733f"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T19:36:58.945000+00:00","captured_at":"2026-10-20T19:51:00.347Z","last_trade_at":"2026-10-20T19:50:59.878345672Z","price":531.055,"iv_pct":31.72516185897436,"implied_move_pct":7.412133962173508,"put_call_skew_pp":3.14304803567878,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"acc7f2e28c0591ef00a77ce04898cb12a44bbc9b717aed2cf376ebb630d21e9a"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-20T19:51:56.692000+00:00","captured_at":"2026-10-20T19:58:46.187Z","last_trade_at":"2026-10-20T19:58:45.783119655Z","price":531.405,"iv_pct":31.652284039782142,"implied_move_pct":7.3862390445330774,"put_call_skew_pp":3.037778331671648,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"7d97b32bae070539d8ee60ff597b8614706dd99050aab1267707624b81ab3c10"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:01.637000+00:00","captured_at":"2026-10-21T13:32:57.576Z","last_trade_at":"2026-10-21T13:32:56.685339971Z","price":525.02,"iv_pct":32.230491635370434,"implied_move_pct":7.3966651266828,"put_call_skew_pp":1.8941945172564478,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"0924f02e520265bc63079510141a975f95facc2fae1ed359902e591e539749c1"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T13:30:01.706000+00:00","captured_at":"2026-10-21T13:41:00.058Z","last_trade_at":"2026-10-21T13:40:59.583640108Z","price":530.76,"iv_pct":32.249866163856844,"implied_move_pct":7.421497361637694,"put_call_skew_pp":3.6613364019946304,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"ee9360400217df2c7d8b46bb879484f73f3994582188e3d9fa97c38b4ca0fe89"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T13:39:40.110000+00:00","captured_at":"2026-10-21T13:48:41.190Z","last_trade_at":"2026-10-21T13:48:40.588910943Z","price":530.58,"iv_pct":32.20176286407767,"implied_move_pct":7.397515752133494,"put_call_skew_pp":3.0436147157190616,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"b3e14f101ca44c0af72ea54daea81f20152d64f1111f49b16c6f2d2ebaef24f0"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T13:44:34.732000+00:00","captured_at":"2026-10-21T13:56:37.335Z","last_trade_at":"2026-10-21T13:56:36.332859238Z","price":530.15,"iv_pct":32.16428557692308,"implied_move_pct":7.394088392980218,"put_call_skew_pp":2.8929061262091214,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"5fa9e1644b1e75dec159335bb0b2d260a949ac4e1f81e9b27de09624979bdc76"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T13:52:44.179000+00:00","captured_at":"2026-10-21T14:04:45.626Z","last_trade_at":"2026-10-21T14:04:43.329408385Z","price":529.76,"iv_pct":32.07002630697852,"implied_move_pct":7.372200323094565,"put_call_skew_pp":3.2038217084639555,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"9011e521e23994d474e48d834a91a676ad6f54579f260fcca2f94d3bfb8449d1"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T14:03:21.570000+00:00","captured_at":"2026-10-21T14:13:07.743Z","last_trade_at":"2026-10-21T14:13:07.052802372Z","price":529.625,"iv_pct":32.0958475067646,"implied_move_pct":7.381760931525331,"put_call_skew_pp":3.194406224406221,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"07daff0558d07c2e6c7af37151f84a7d46c090f49097b009b2d41fab96c69b57"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T14:16:43.480000+00:00","captured_at":"2026-10-21T14:20:57.225Z","last_trade_at":"2026-10-21T14:20:56.284399132Z","price":528.42,"iv_pct":32.106186368778275,"implied_move_pct":7.364156987993978,"put_call_skew_pp":2.6203065766249702,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"ce95271b06b9da9d3a9e87122f8a542e1e1d8bbfe31b9d0f2b25c8ba0e6d28c6"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T14:30:16.247000+00:00","captured_at":"2026-10-21T14:37:06.933Z","last_trade_at":"2026-10-21T14:37:06.312929543Z","price":529.06,"iv_pct":32.346101886339056,"implied_move_pct":7.429737313841237,"put_call_skew_pp":2.6121625180528465,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"39b66e36182e2404904927fe0cf92e7f53b10a595ead0ad4dec687d3533106b3"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T14:36:38.296000+00:00","captured_at":"2026-10-21T14:45:17.648Z","last_trade_at":"2026-10-21T14:45:16.775823603Z","price":529.45,"iv_pct":32.37154146341463,"implied_move_pct":7.444715984604364,"put_call_skew_pp":3.1815072945254985,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"f6c44322c05e875394c14916797cb607a5b8a56c70657c2a83dec7c3d8eff5d9"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T14:53:25.977000+00:00","captured_at":"2026-10-21T14:55:45.423Z","last_trade_at":"2026-10-21T14:55:45.107267798Z","price":529.865,"iv_pct":32.16961506882395,"implied_move_pct":7.392186392367105,"put_call_skew_pp":2.9459040814077353,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"b088da9b9b7071a77e4d14c140fba53befc23d5ec1bd5772707c5c9c3ef546c9"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T15:00:06.745000+00:00","captured_at":"2026-10-21T15:14:38.622Z","last_trade_at":"2026-10-21T15:14:37.644522476Z","price":530.66,"iv_pct":32.14957554764112,"implied_move_pct":7.39108238478314,"put_call_skew_pp":3.0549084208586708,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"64eb5c2b367af2a335aaa42a58f7d0f418a0cb8b2a44d87fe50d33ac24d98c03"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T15:14:45.600000+00:00","captured_at":"2026-10-21T15:25:19.675Z","last_trade_at":"2026-10-21T15:25:18.435699403Z","price":530.435,"iv_pct":32.07654913836614,"implied_move_pct":7.372065597316999,"put_call_skew_pp":2.886945957977205,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"5f0a86107ea90901dec356695caaa0e414666076e21412f0e003325aa6e37df7"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T15:48:03.568000+00:00","captured_at":"2026-10-21T15:48:07.810Z","last_trade_at":"2026-10-21T15:48:06.217996596Z","price":532.215,"iv_pct":32.15941045066045,"implied_move_pct":7.398865129058753,"put_call_skew_pp":3.514223006351447,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"a5695f007898714a08ded1ea44e1dba2680b712612727f0e6d0e614378a0c191"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T15:57:35.531000+00:00","captured_at":"2026-10-21T15:59:01.203Z","last_trade_at":"2026-10-21T15:59:00.838963531Z","price":531.815,"iv_pct":31.95935779484207,"implied_move_pct":7.3439140102907725,"put_call_skew_pp":3.0034881034881,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"5b358d7b73c7f49626c2d03ce1437090b20c55ca2391e7be815736c64c0e4b79"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T16:09:12.686000+00:00","captured_at":"2026-10-21T16:09:39.494Z","last_trade_at":"2026-10-21T16:09:38.522936463Z","price":531.755,"iv_pct":31.979754745689025,"implied_move_pct":7.351417175518973,"put_call_skew_pp":3.0490319148936185,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"97efbb4ca222dbb4e8a75f4e3ab80971947ea71e46b9e42c65c14063ddd6c4d2"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T16:18:46.793000+00:00","captured_at":"2026-10-21T16:19:48.397Z","last_trade_at":"2026-10-21T16:19:47.041208303Z","price":531.68,"iv_pct":31.96600946487077,"implied_move_pct":7.346406116880057,"put_call_skew_pp":3.0438489723142004,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"7471e5f53e90d7292ee4575f2441c9aa484274a97a616492644b585623bea633"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T16:27:42.478000+00:00","captured_at":"2026-10-21T16:30:01.178Z","last_trade_at":"2026-10-21T16:30:00.624436375Z","price":531.71,"iv_pct":31.976846109259526,"implied_move_pct":7.350610951063608,"put_call_skew_pp":3.0825310628742555,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"6f6fc90894b57ae1bef80ee6a0d8442f1addfd4c94594e984e714853dabbb2ca"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T16:37:00.868000+00:00","captured_at":"2026-10-21T16:40:19.489Z","last_trade_at":"2026-10-21T16:40:18.851053421Z","price":532.655,"iv_pct":31.971945901320897,"implied_move_pct":7.3540073243798,"put_call_skew_pp":3.395931299338595,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"a4677d4b8c3b6d3d20827c560cd11c227a498f0b46dadb28291df3b3a40b7ddb"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T16:59:31.647000+00:00","captured_at":"2026-10-21T17:01:01.345Z","last_trade_at":"2026-10-21T17:00:53.817184244Z","price":532.8359,"iv_pct":31.93055483452304,"implied_move_pct":7.337886432780524,"put_call_skew_pp":3.1030182982953516,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"ff13113c39bf21b253661d7111047da9b3d2b20b68af3e54e42c5dc9f5e00bb4"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T17:04:22.727000+00:00","captured_at":"2026-10-21T17:16:11.830Z","last_trade_at":"2026-10-21T17:16:11.270011054Z","price":533,"iv_pct":31.7940089443727,"implied_move_pct":7.304395746695966,"put_call_skew_pp":3.079170972490836,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"f25c57f66b772d97569c03cb17bca44bc1fabee68ae72f5bc8085b21f780cf6c"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T17:23:55.968000+00:00","captured_at":"2026-10-21T17:29:46.425Z","last_trade_at":"2026-10-21T17:29:45.958513226Z","price":532.6,"iv_pct":31.86410819342804,"implied_move_pct":7.321540697882749,"put_call_skew_pp":2.9996548573559547,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"55d0a68c58e3d88f674f7d667f07860ba59831ef42c6c3f650259be9305a6131"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T17:25:55.617000+00:00","captured_at":"2026-10-21T17:40:12.739Z","last_trade_at":"2026-10-21T17:40:12.021959458Z","price":532.705,"iv_pct":31.902485507246382,"implied_move_pct":7.3362449157152385,"put_call_skew_pp":3.153435912586844,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"82094a69b0c788694f782548a18c33fed3ed6e1715746bd9fdc14ee1fcb84773"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T17:49:58.198000+00:00","captured_at":"2026-10-21T17:52:46.777Z","last_trade_at":"2026-10-21T17:52:43.952185886Z","price":532.48,"iv_pct":31.930021892252046,"implied_move_pct":7.336667726758016,"put_call_skew_pp":2.866349584945349,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"a2d0e58779cb0675a782d6280e8baa88367cc3fab88da2972b41df04d9a32363"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T17:59:29.984000+00:00","captured_at":"2026-10-21T18:03:51.906Z","last_trade_at":"2026-10-21T18:03:51.118547052Z","price":532.825,"iv_pct":31.941874999999996,"implied_move_pct":7.344650610497745,"put_call_skew_pp":3.20623228909398,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"69ede58eb9e4c0ecb2d2132a485e94edb1a6fb80f9a9924c97cc57dd49f3fc9f"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T18:06:29.736000+00:00","captured_at":"2026-10-21T18:15:21.632Z","last_trade_at":"2026-10-21T18:15:20.696430673Z","price":532.74,"iv_pct":31.891686134544667,"implied_move_pct":7.330628555936227,"put_call_skew_pp":3.0872691933916396,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"345b2483013ec1fd71eea7b3c9fbaec6623c890abf5643feecf27cdb84818e58"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T18:23:15.594000+00:00","captured_at":"2026-10-21T18:26:00.675Z","last_trade_at":"2026-10-21T18:25:59.489568553Z","price":532.6401,"iv_pct":31.848087721815666,"implied_move_pct":7.318144192626545,"put_call_skew_pp":2.8298383612521736,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"8a3b5a4fa6c16ce956db5131073d7f96e07ee2877748088f2f3628c00c4d71da"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T18:35:10.043000+00:00","captured_at":"2026-10-21T18:36:19.895Z","last_trade_at":"2026-10-21T18:36:18.904641676Z","price":532.72,"iv_pct":31.926037451571244,"implied_move_pct":7.335207846966325,"put_call_skew_pp":2.8449030883919093,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"d883fab2bdc5b246138f3d2406998888b0cf0fd213beb55399858fb4a17aa43d"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T18:46:28.282000+00:00","captured_at":"2026-10-21T18:46:37.244Z","last_trade_at":"2026-10-21T18:46:36.79111517Z","price":532.235,"iv_pct":31.815028297418902,"implied_move_pct":7.308845943331101,"put_call_skew_pp":2.7902086942251216,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"56dd72c1d8ffce72c71d7f52210c43d1f1084f49df0b1d309d20f10c83db2ff5"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T18:48:08.844000+00:00","captured_at":"2026-10-21T18:57:10.650Z","last_trade_at":"2026-10-21T18:57:09.385430681Z","price":531.39,"iv_pct":32.14590243902439,"implied_move_pct":7.383190610543265,"put_call_skew_pp":2.5979106350932977,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"3a36dc5145481a5afbfeb1d0f7516daafc651f9aad5d7b069aff023123e0f694"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T19:05:38.322000+00:00","captured_at":"2026-10-21T19:08:12.926Z","last_trade_at":"2026-10-21T19:08:10.851089087Z","price":531.125,"iv_pct":32.22430674464908,"implied_move_pct":7.406374187420435,"put_call_skew_pp":3.102762360446576,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"b099355da3284e91c32afacb1bd945d2378e02aacd79bf46e47404c8c881b469"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T19:27:48.628000+00:00","captured_at":"2026-10-21T19:29:05.081Z","last_trade_at":"2026-10-21T19:29:04.066490852Z","price":532.025,"iv_pct":32.058699186991866,"implied_move_pct":7.363631744489053,"put_call_skew_pp":2.7537402891670224,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"57bc036896e48f474499b16abdd6e08ba4751614985c8f8ae480515bf6dd081d"},{"symbol":"MSFT","expiry":"2026-11-20","observed_at":"2026-10-21T19:47:46.096000+00:00","captured_at":"2026-10-21T19:49:37.909Z","last_trade_at":"2026-10-21T19:49:34.740519428Z","price":532.61,"iv_pct":32.02865829145729,"implied_move_pct":7.364779625583277,"put_call_skew_pp":3.248409247757078,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/MSFT","source_hash":"0cf7f002945f3a3f05187a61712af7b566130636e6f8251816432ece21a3ce5d"}],"dailyIv":[{"symbol":"MSFT","date":"2026-07-23","iv_pct":50.72966723062311,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-07-24","call_iv_pct":38.11641686182669,"put_iv_pct":36.18157303370786},{"expiry":"2026-07-31","call_iv_pct":65.25503759398497,"put_iv_pct":65.02380073800738},{"expiry":"2026-08-07","call_iv_pct":53.192644628099174,"put_iv_pct":53.188319327731094},{"expiry":"2026-08-14","call_iv_pct":48.02009111617312,"put_iv_pct":46.85945454545454}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"aaa09cadb509dd46873cd203fcfc891e5a3081ff6a855233dde461cbb981e848","captured_at":"2026-10-21T19:40:58.814133+00:00","observed_at":"2026-07-23T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"bc41a5a38db67c6ba7dc55c841cb4f06fb6acd57bdafe2a559d2229174045faa"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-07-24","start_date":"2026-07-23","end_date":"2026-07-23","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"08fdbdd423898352141eb4d843416bf1c1e2cb93e9f548ab0d4654ae9bac2084"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-07-31","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"165476e3416922bda3f9de894858ca9fce94c89d8c3da8a7150ddeadcb612483"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"781f3ccc06c61dfb6bbaa580e8cc1eb71b09d0f71baa2a56371d5450a9725ea8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ff6cadb02e59782f4cb63e12672cdde0afbaeecbb26768b5e2039015c0d368b"}]},{"symbol":"MSFT","date":"2026-07-24","iv_pct":51.63278386620375,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-07-31","call_iv_pct":65.79808510638298,"put_iv_pct":65.21859649122807},{"expiry":"2026-08-07","call_iv_pct":52.185447470817124,"put_iv_pct":51.55988235294118},{"expiry":"2026-08-14","call_iv_pct":46.20557446808511,"put_iv_pct":45.62529411764706},{"expiry":"2026-08-21","call_iv_pct":43.11382488479263,"put_iv_pct":43.35556603773585}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"20736c95f81be321556281423cd63f0c826de0a7a21cc97e1c1d2089412c500a","captured_at":"2026-10-21T19:40:54.516642+00:00","observed_at":"2026-07-24T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2fec2a373a17234d9e2b62e0a78b52ea2b293e7143b44f55ed801e25ddb840e8"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-07-31","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"165476e3416922bda3f9de894858ca9fce94c89d8c3da8a7150ddeadcb612483"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"781f3ccc06c61dfb6bbaa580e8cc1eb71b09d0f71baa2a56371d5450a9725ea8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ff6cadb02e59782f4cb63e12672cdde0afbaeecbb26768b5e2039015c0d368b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e16c62d7865728acf66d91999028b3ac92d011e655194c087231e13e914e607"}]},{"symbol":"MSFT","date":"2026-07-27","iv_pct":59.95289692420826,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-07-31","call_iv_pct":87.28,"put_iv_pct":86.7060777385159},{"expiry":"2026-08-07","call_iv_pct":58.60004032258065,"put_iv_pct":57.53397683397683},{"expiry":"2026-08-14","call_iv_pct":49.58905172413793,"put_iv_pct":48.974721030042915},{"expiry":"2026-08-21","call_iv_pct":44.88251162790697,"put_iv_pct":46.056796116504856}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"87486770efb879eaf130dd454b219357e2013217862a9af69f61820dea3f6afc","captured_at":"2026-10-21T19:40:50.531138+00:00","observed_at":"2026-07-27T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"c930d2ef5fbfbadb236170e6a027cd925ad291747ac8c5a5ee574045e5c78bec"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-07-31","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"165476e3416922bda3f9de894858ca9fce94c89d8c3da8a7150ddeadcb612483"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"781f3ccc06c61dfb6bbaa580e8cc1eb71b09d0f71baa2a56371d5450a9725ea8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ff6cadb02e59782f4cb63e12672cdde0afbaeecbb26768b5e2039015c0d368b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e16c62d7865728acf66d91999028b3ac92d011e655194c087231e13e914e607"}]},{"symbol":"MSFT","date":"2026-07-28","iv_pct":64.82916192615724,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-07-31","call_iv_pct":99.79858657243817,"put_iv_pct":99.29854092526689},{"expiry":"2026-08-07","call_iv_pct":61.25090163934426,"put_iv_pct":61.418685258964146},{"expiry":"2026-08-14","call_iv_pct":50.94,"put_iv_pct":52.322702702702706},{"expiry":"2026-08-21","call_iv_pct":45.629633027522935,"put_iv_pct":47.97424528301887}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b2988d4f8836e468768fc50d2b2e6e93b62ea4bd70104f9ac69b8206ce1ba4e3","captured_at":"2026-10-21T19:40:46.226896+00:00","observed_at":"2026-07-28T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"f8500b5b24f80c0c9eb409280dbda792cc139fe6786553a09967098e7e0fadcd"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-07-31","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"165476e3416922bda3f9de894858ca9fce94c89d8c3da8a7150ddeadcb612483"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"781f3ccc06c61dfb6bbaa580e8cc1eb71b09d0f71baa2a56371d5450a9725ea8"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8ff6cadb02e59782f4cb63e12672cdde0afbaeecbb26768b5e2039015c0d368b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-07-23","end_date":"2026-07-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6e16c62d7865728acf66d91999028b3ac92d011e655194c087231e13e914e607"}]},{"symbol":"MSFT","date":"2026-07-29","iv_pct":69.78960095280154,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-07-31","call_iv_pct":116.48702702702703,"put_iv_pct":115.13445182724253},{"expiry":"2026-08-07","call_iv_pct":63.6590625,"put_iv_pct":62.89420849420849},{"expiry":"2026-08-14","call_iv_pct":52.95300884955753,"put_iv_pct":52.132838427947604},{"expiry":"2026-08-21","call_iv_pct":47.12493087557604,"put_iv_pct":47.931279620853076}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5837bd8d378f3a31ce1e24859fbed11da2f1c38af408ad2c5ec15f2adba8bef9","captured_at":"2026-10-21T19:40:20.516986+00:00","observed_at":"2026-07-29T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"b2bf7f7b25072e5d0a556badc7cdc1af4f3e679bcfb285b55b19152e55eb0836"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-07-31","start_date":"2026-07-29","end_date":"2026-07-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0887fb9b0d23bbe64dbf6e42438552fcc02badb83ef7c775b2de55cfb838f69e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d97430a1b545b90078533988b2d8690b65e7884048ecda8f77a47ba715169a4e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5954f58d81fc5c78cfce325c33e3bb33cff0eace7aca208c4d4d92a68c74067"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0cfecfe0b95eb2d8469f139840133615074a0755543ba28fa8604d03fcf2a65e"}]},{"symbol":"MSFT","date":"2026-07-30","iv_pct":40.872926959949226,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-07-31","call_iv_pct":57.66994535519125,"put_iv_pct":56.40493333333334},{"expiry":"2026-08-07","call_iv_pct":38.104143222506394,"put_iv_pct":37.10034825870647},{"expiry":"2026-08-14","call_iv_pct":35.05,"put_iv_pct":34.73528662420382},{"expiry":"2026-08-21","call_iv_pct":33.589925233644855,"put_iv_pct":34.32883365200765}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ea509204c726ec0b11f7ed19cbf81024c1c4420c2b3dd413fad880b15ec3b590","captured_at":"2026-10-21T19:40:06.086954+00:00","observed_at":"2026-07-30T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"64c6414e9ec28568a8d2d4f1b999ce75d2960d064248c6c298ca5222788553ef"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-07-31","start_date":"2026-07-29","end_date":"2026-07-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0887fb9b0d23bbe64dbf6e42438552fcc02badb83ef7c775b2de55cfb838f69e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d97430a1b545b90078533988b2d8690b65e7884048ecda8f77a47ba715169a4e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5954f58d81fc5c78cfce325c33e3bb33cff0eace7aca208c4d4d92a68c74067"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0cfecfe0b95eb2d8469f139840133615074a0755543ba28fa8604d03fcf2a65e"}]},{"symbol":"MSFT","date":"2026-07-31","iv_pct":30.791085191211355,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":32.283556485355646,"put_iv_pct":32.5337052631579},{"expiry":"2026-08-14","call_iv_pct":30.714338028169013,"put_iv_pct":30.52739495798319},{"expiry":"2026-08-21","call_iv_pct":29.282108731466227,"put_iv_pct":31.12937062937063},{"expiry":"2026-08-28","call_iv_pct":29.116830188679245,"put_iv_pct":30.741377245508982}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3add956d59ee001801dfc2e5705333a1b2a6aa34f79eac5cf4ffbf388bf25b35","captured_at":"2026-10-21T19:39:59.577886+00:00","observed_at":"2026-07-31T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"12dc4359abcaecb04ce048395a9198fd708ebc432ee7b438147227a7bdf1728e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d97430a1b545b90078533988b2d8690b65e7884048ecda8f77a47ba715169a4e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f5954f58d81fc5c78cfce325c33e3bb33cff0eace7aca208c4d4d92a68c74067"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0cfecfe0b95eb2d8469f139840133615074a0755543ba28fa8604d03fcf2a65e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-28","start_date":"2026-07-29","end_date":"2026-07-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ebd789af9926e4d6e566c990e6c0f69ff64dc42704293771eefcca9b46886c50"}]},{"symbol":"MSFT","date":"2026-08-03","iv_pct":32.69961446851715,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":37.5192574734812,"put_iv_pct":37.16485224022879},{"expiry":"2026-08-14","call_iv_pct":32.28627397260274,"put_iv_pct":31.903043478260866},{"expiry":"2026-08-21","call_iv_pct":29.987295081967215,"put_iv_pct":31.636206896551723},{"expiry":"2026-08-28","call_iv_pct":29.679192307692308,"put_iv_pct":31.420794297352337}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b6508966c7a686de8e780684094e8fd25da50eb3fe5611023390d4042af0f42f","captured_at":"2026-10-21T19:39:45.547923+00:00","observed_at":"2026-08-03T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"0c9ac21f08b357c4a6cfed496170e789071e35245898a457d668094c5a2dc5bf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"645fffd122796c1d02f66305e8303eaba65b1d8c0b3018a3e1d968843afe2606"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b27950591d779c9383d9b300ad0c1006af4c02c5457fddab1202b56529d85e26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8007c85d5a2410407b44125c6938191e27dc1b71fe1db9b93402d943ceee8857"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30bc12f17b9ad9960d7f440bce8e201feec521bc4f69a988a36dc9216aa6f148"}]},{"symbol":"MSFT","date":"2026-08-04","iv_pct":32.87959488587923,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":37.711952461799655,"put_iv_pct":37.755531197301856},{"expiry":"2026-08-14","call_iv_pct":32.492127659574464,"put_iv_pct":32.1487598944591},{"expiry":"2026-08-21","call_iv_pct":30.064611650485435,"put_iv_pct":31.705612244897956},{"expiry":"2026-08-28","call_iv_pct":29.746112185686655,"put_iv_pct":31.412051792828688}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d7126c67fc506fed4e51abf1e9bf0ccfc47f220e9163489be1783a6bbd9f3eca","captured_at":"2026-10-21T19:39:41.119614+00:00","observed_at":"2026-08-04T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"867aa91c6468f40ef2d0a8290b332a7db4df95c50c671e97beb97c809883f56c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"645fffd122796c1d02f66305e8303eaba65b1d8c0b3018a3e1d968843afe2606"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b27950591d779c9383d9b300ad0c1006af4c02c5457fddab1202b56529d85e26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8007c85d5a2410407b44125c6938191e27dc1b71fe1db9b93402d943ceee8857"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30bc12f17b9ad9960d7f440bce8e201feec521bc4f69a988a36dc9216aa6f148"}]},{"symbol":"MSFT","date":"2026-08-05","iv_pct":31.997032694024053,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":37.9122131147541,"put_iv_pct":36.097826086956516},{"expiry":"2026-08-14","call_iv_pct":32.111012345679015,"put_iv_pct":31.052296650717704},{"expiry":"2026-08-21","call_iv_pct":29.55230534351145,"put_iv_pct":30.3716848673947},{"expiry":"2026-08-28","call_iv_pct":29.409552772808585,"put_iv_pct":29.469370370370367}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"a689d375e64356a9b30938440c707fbfce2c439ce4dcb83ef056b44347610691","captured_at":"2026-10-21T19:39:37.120503+00:00","observed_at":"2026-08-05T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"e15a173b364c5d32d9f254b1df42fc0ecf4f72be868d35541b4e49d0c00ea84d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"645fffd122796c1d02f66305e8303eaba65b1d8c0b3018a3e1d968843afe2606"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b27950591d779c9383d9b300ad0c1006af4c02c5457fddab1202b56529d85e26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8007c85d5a2410407b44125c6938191e27dc1b71fe1db9b93402d943ceee8857"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30bc12f17b9ad9960d7f440bce8e201feec521bc4f69a988a36dc9216aa6f148"}]},{"symbol":"MSFT","date":"2026-08-06","iv_pct":32.32588236670926,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-07","call_iv_pct":39.15551867219917,"put_iv_pct":38.37002006018054},{"expiry":"2026-08-14","call_iv_pct":31.41,"put_iv_pct":30.38081081081081},{"expiry":"2026-08-21","call_iv_pct":28.894711964549487,"put_iv_pct":30.519253499222398},{"expiry":"2026-08-28","call_iv_pct":29.680255941499084,"put_iv_pct":30.196487985212567}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c83ed6a9439ee4740e995b77916b9e1274b97791f8110ab89f64774558ed0fde","captured_at":"2026-10-21T19:39:33.563686+00:00","observed_at":"2026-08-06T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"cc774e47628f287423610e3cd2f336810ca920b893b7a400fb08a60caba0e892"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-07","start_date":"2026-08-01","end_date":"2026-08-06","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"645fffd122796c1d02f66305e8303eaba65b1d8c0b3018a3e1d968843afe2606"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b27950591d779c9383d9b300ad0c1006af4c02c5457fddab1202b56529d85e26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8007c85d5a2410407b44125c6938191e27dc1b71fe1db9b93402d943ceee8857"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30bc12f17b9ad9960d7f440bce8e201feec521bc4f69a988a36dc9216aa6f148"}]},{"symbol":"MSFT","date":"2026-08-07","iv_pct":26.77552156110978,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":26.406691176470588,"put_iv_pct":26.06},{"expiry":"2026-08-21","call_iv_pct":25.835768742058452,"put_iv_pct":27.359568733153637},{"expiry":"2026-08-28","call_iv_pct":25.980408163265306,"put_iv_pct":27.347565789473684},{"expiry":"2026-09-04","call_iv_pct":27.350667938931295,"put_iv_pct":27.863501945525293}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0d79d0cb4f2e5604527e090d3d5127562812a05e4f9807dafd58322a3268f38d","captured_at":"2026-10-21T19:39:22.803753+00:00","observed_at":"2026-08-07T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"2a0e81941ccfa5dae31b07c05f07975ccee5d6d00cf2bf54ca45311236edf0d2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-14","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b27950591d779c9383d9b300ad0c1006af4c02c5457fddab1202b56529d85e26"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-21","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8007c85d5a2410407b44125c6938191e27dc1b71fe1db9b93402d943ceee8857"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-08-28","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"30bc12f17b9ad9960d7f440bce8e201feec521bc4f69a988a36dc9216aa6f148"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-04","start_date":"2026-08-01","end_date":"2026-08-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"45ed12416b405a37e2d9bcd93017f4098f45bebea0c73e0d8961dde362285ad3"}]},{"symbol":"MSFT","date":"2026-08-10","iv_pct":28.29810574164954,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":30.671365853658532,"put_iv_pct":29.83916271721959},{"expiry":"2026-08-21","call_iv_pct":26.79293144208038,"put_iv_pct":28.26149625935162},{"expiry":"2026-08-28","call_iv_pct":27.148993902439027,"put_iv_pct":28.000000000000004},{"expiry":"2026-09-04","call_iv_pct":27.504615384615384,"put_iv_pct":28.166280373831775}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"427c97581f1d6e180e91351e27ab449750ba3de0b1dde2607a59f275997bbffb","captured_at":"2026-10-21T19:38:56.602118+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":"c3b2d04c44ff6a4c44cbc978abc0d7d4139094483f6b78017796e6b3a812f585"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"cff45cc4ac0d37adb69905b6968afa661daeca8ec7cee9351399a8123d31d45c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2c1f7a0ffaf36ecf1b7a61e899391273c6b88aa69a062872d36c30a8baf4041b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"315c7c03ac6933c64e1bee7b112aacc0d0b7842cd48dd2ad767221ad09450cba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2298be8af0bb0bc702130d8d67ec7f6f69f22785300c53934563275b699dfc0e"}]},{"symbol":"MSFT","date":"2026-08-11","iv_pct":26.76094921097851,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":28.449476439790573,"put_iv_pct":29.125374331550802},{"expiry":"2026-08-21","call_iv_pct":24.608683127572018,"put_iv_pct":27.331484918793503},{"expiry":"2026-08-28","call_iv_pct":24.803875338753386,"put_iv_pct":27.352215568862277},{"expiry":"2026-09-04","call_iv_pct":25.12232026143791,"put_iv_pct":27.294163701067614}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8cf10b847e6a860a63fd11d0efb42b7d31efb8283f1ed40fa3bf087fe5fbdec5","captured_at":"2026-10-21T19:38:53.523538+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":"974f8a13ddcd81dae77b30d7d7e1badb8491d8342907f4677830cfeff853a4de"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"cff45cc4ac0d37adb69905b6968afa661daeca8ec7cee9351399a8123d31d45c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2c1f7a0ffaf36ecf1b7a61e899391273c6b88aa69a062872d36c30a8baf4041b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"315c7c03ac6933c64e1bee7b112aacc0d0b7842cd48dd2ad767221ad09450cba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2298be8af0bb0bc702130d8d67ec7f6f69f22785300c53934563275b699dfc0e"}]},{"symbol":"MSFT","date":"2026-08-12","iv_pct":26.947142669406606,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":29.557944751381214,"put_iv_pct":28.23345951629863},{"expiry":"2026-08-21","call_iv_pct":25.451914062500002,"put_iv_pct":27.043235294117647},{"expiry":"2026-08-28","call_iv_pct":25.462610966057436,"put_iv_pct":26.8904469273743},{"expiry":"2026-09-04","call_iv_pct":25.842487961476728,"put_iv_pct":27.0950418760469}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c2abe57f10e295fd703ead46ca9c7f54a741cfae6b4e7d137d7a89e08f65b98f","captured_at":"2026-10-21T19:38:48.616844+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":"1d138d44549e81df46cdb62f5e8a2d9f823030ade57d6207236a49277bc4cdeb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"cff45cc4ac0d37adb69905b6968afa661daeca8ec7cee9351399a8123d31d45c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2c1f7a0ffaf36ecf1b7a61e899391273c6b88aa69a062872d36c30a8baf4041b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"315c7c03ac6933c64e1bee7b112aacc0d0b7842cd48dd2ad767221ad09450cba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2298be8af0bb0bc702130d8d67ec7f6f69f22785300c53934563275b699dfc0e"}]},{"symbol":"MSFT","date":"2026-08-13","iv_pct":25.900470617696193,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-14","call_iv_pct":28.568529411764708,"put_iv_pct":27.655174927113702},{"expiry":"2026-08-21","call_iv_pct":23.07209705372617,"put_iv_pct":26.74996055226825},{"expiry":"2026-08-28","call_iv_pct":23.992912621359224,"put_iv_pct":26.079433962264154},{"expiry":"2026-09-04","call_iv_pct":24.613383685800606,"put_iv_pct":26.472272727272728}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"63b6db43eb394261a0563a1797c2d66edf471d645e6d4d25f820b99d6886c275","captured_at":"2026-10-21T19:38:44.791737+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":"768fb1c39f0472fb0a02fe366f4178969155452e98c4656d61714d5535c89cd6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"cff45cc4ac0d37adb69905b6968afa661daeca8ec7cee9351399a8123d31d45c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2c1f7a0ffaf36ecf1b7a61e899391273c6b88aa69a062872d36c30a8baf4041b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"315c7c03ac6933c64e1bee7b112aacc0d0b7842cd48dd2ad767221ad09450cba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2298be8af0bb0bc702130d8d67ec7f6f69f22785300c53934563275b699dfc0e"}]},{"symbol":"MSFT","date":"2026-08-14","iv_pct":23.80171600908143,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":21.05764192139738,"put_iv_pct":24.128053691275166},{"expiry":"2026-08-28","call_iv_pct":22.694790286975717,"put_iv_pct":24.59078947368421},{"expiry":"2026-09-04","call_iv_pct":23.547150916784204,"put_iv_pct":25.415540540540537},{"expiry":"2026-09-11","call_iv_pct":23.711229773462783,"put_iv_pct":25.268531468531467}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"32ecd616a46d77299ac17519833ae98f326ab9f0f66f4d377b8516af799b4d69","captured_at":"2026-10-21T19:38:29.097382+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":"fc707c8aaa456fe8fed3cf76ec2d27af2c9ac67c9a9c612d4ed833e5b124a470"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2c1f7a0ffaf36ecf1b7a61e899391273c6b88aa69a062872d36c30a8baf4041b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"315c7c03ac6933c64e1bee7b112aacc0d0b7842cd48dd2ad767221ad09450cba"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2298be8af0bb0bc702130d8d67ec7f6f69f22785300c53934563275b699dfc0e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-08","end_date":"2026-08-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0d8002a5b2d8ae268452060d9330b9c63aa9e05190dbc5c0f3e0abac230e7f03"}]},{"symbol":"MSFT","date":"2026-08-17","iv_pct":27.344427807398876,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":26.337533512064343,"put_iv_pct":31.009999999999998},{"expiry":"2026-08-28","call_iv_pct":25.76362068965517,"put_iv_pct":29.223088235294114},{"expiry":"2026-09-04","call_iv_pct":25.600495867768597,"put_iv_pct":28.213987915407852},{"expiry":"2026-09-11","call_iv_pct":25.33347266881029,"put_iv_pct":27.27322357019064}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"92dbd3d3d32d94d6d375b2635e2f7838ce741154780238d17c69362a2bec62d8","captured_at":"2026-10-21T19:38:07.118688+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":"fa1e192843eaaa1b5dabe2bd25d8304ef14381679453090fbd4224ee956ef1e7"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"227a850aa14e929fd16466be30679f00b01a5a890305cddbdd677a942470a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"d66e7148efba4f312fcf7a7bc0eac127e64d83e74d882961b4a2b058c9a23301"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"52b5b2dec418e3cf06dfd615ff7f46641e9b02506e6d8a3c03d47059ea072923"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a8326bb8ed74eedc442e22fd8563bcb364a1f365a0c0e4e84509a4f8999fd10"}]},{"symbol":"MSFT","date":"2026-08-18","iv_pct":27.026159866401237,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":25.7917600896861,"put_iv_pct":31.14448509485095},{"expiry":"2026-08-28","call_iv_pct":25.590991735537195,"put_iv_pct":28.77586046511628},{"expiry":"2026-09-04","call_iv_pct":25.407005347593586,"put_iv_pct":27.692064896755163},{"expiry":"2026-09-11","call_iv_pct":25.128237129485182,"put_iv_pct":26.67887417218543}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"21630b409ad5de08258cdd0c194b111560bb6044ac6dd4d4c245d90fa666fca2","captured_at":"2026-10-21T19:38:03.110990+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":"baf3cff138257472cc19ec8cefbfdf5f1b459f6f9aeac2fd915b8eb6cc7aecce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"227a850aa14e929fd16466be30679f00b01a5a890305cddbdd677a942470a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"d66e7148efba4f312fcf7a7bc0eac127e64d83e74d882961b4a2b058c9a23301"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"52b5b2dec418e3cf06dfd615ff7f46641e9b02506e6d8a3c03d47059ea072923"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a8326bb8ed74eedc442e22fd8563bcb364a1f365a0c0e4e84509a4f8999fd10"}]},{"symbol":"MSFT","date":"2026-08-19","iv_pct":26.755236312409167,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":25.856038961038962,"put_iv_pct":31.622616081540205},{"expiry":"2026-08-28","call_iv_pct":25.368512720156556,"put_iv_pct":27.75947145877379},{"expiry":"2026-09-04","call_iv_pct":25.64348167539267,"put_iv_pct":26.982499999999998},{"expiry":"2026-09-11","call_iv_pct":24.716506024096386,"put_iv_pct":26.09276357827476}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5cd5f670a061461bcbad4c757eb52c93cebb9160c37c51ab995d488cbf0b8f8d","captured_at":"2026-10-21T19:37:45.112366+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":"f8c5992509b1ed107a597a5c1ed40bbdabe91f3dff49ddb4cfb21832b9744323"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"227a850aa14e929fd16466be30679f00b01a5a890305cddbdd677a942470a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"d66e7148efba4f312fcf7a7bc0eac127e64d83e74d882961b4a2b058c9a23301"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"52b5b2dec418e3cf06dfd615ff7f46641e9b02506e6d8a3c03d47059ea072923"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a8326bb8ed74eedc442e22fd8563bcb364a1f365a0c0e4e84509a4f8999fd10"}]},{"symbol":"MSFT","date":"2026-08-20","iv_pct":26.90111917900834,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-21","call_iv_pct":28.744557425018286,"put_iv_pct":28.600130151843818},{"expiry":"2026-08-28","call_iv_pct":26.5768,"put_iv_pct":26.745774378585086},{"expiry":"2026-09-04","call_iv_pct":26.367279792746118,"put_iv_pct":26.335116279069766},{"expiry":"2026-09-11","call_iv_pct":26.19709175738725,"put_iv_pct":25.642203647416416}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6ecd7045395ef6012fadb3dfce2818a1bee811c9f271cc53fa9f5b425393b300","captured_at":"2026-10-21T19:37:41.356019+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":"b86201e417f8bd26d3e9c70a14ae76732182afc5c0a164b1f86c4e5a4c228351"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"227a850aa14e929fd16466be30679f00b01a5a890305cddbdd677a942470a919"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"d66e7148efba4f312fcf7a7bc0eac127e64d83e74d882961b4a2b058c9a23301"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"52b5b2dec418e3cf06dfd615ff7f46641e9b02506e6d8a3c03d47059ea072923"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a8326bb8ed74eedc442e22fd8563bcb364a1f365a0c0e4e84509a4f8999fd10"}]},{"symbol":"MSFT","date":"2026-08-21","iv_pct":25.3767337784325,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":24.78155258764608,"put_iv_pct":25.830434782608698},{"expiry":"2026-09-04","call_iv_pct":25.332812500000003,"put_iv_pct":25.78975369458128},{"expiry":"2026-09-11","call_iv_pct":24.73199121522694,"put_iv_pct":25.378722139673105},{"expiry":"2026-09-18","call_iv_pct":25.1364406779661,"put_iv_pct":26.03216262975779}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"9b0e1c1110f979015db9e3739d90de915dd108d9783130a53d096cf8afca5e5d","captured_at":"2026-10-21T19:37:25.543667+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":"e1822e6d41a1a665ee84a86f54cd84ecdcc7a8f9489f7d5a5769b03553208a99"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"d66e7148efba4f312fcf7a7bc0eac127e64d83e74d882961b4a2b058c9a23301"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"52b5b2dec418e3cf06dfd615ff7f46641e9b02506e6d8a3c03d47059ea072923"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-15","end_date":"2026-08-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a8326bb8ed74eedc442e22fd8563bcb364a1f365a0c0e4e84509a4f8999fd10"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"d541b4c1f81ea0205902dfba11f3f1101093969ede8e72cad24de3c15a6e7304"}]},{"symbol":"MSFT","date":"2026-08-24","iv_pct":26.87605118605537,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":29.54443946188341,"put_iv_pct":28.655705882352944},{"expiry":"2026-09-04","call_iv_pct":27.537762237762237,"put_iv_pct":26.57092550790068},{"expiry":"2026-09-11","call_iv_pct":26.046704545454546,"put_iv_pct":25.20975409836066},{"expiry":"2026-09-18","call_iv_pct":26.184026845637582,"put_iv_pct":25.259090909090908}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d892c91c65e9d8617478a024da8d50b85f85092a03ba83cf68dcab9e05cf53a4","captured_at":"2026-10-21T19:36:59.071681+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":"5e8fe6b2162b2b52b9be64140e97baa0862adbcd536d7cb9ab8f033650f8dfc2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"50790c87c1f1d71a558587365c032a3f57f4702f2b219bc58c972d307ec4950a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1852d24708ca5c430bc46265b0ffbec9353df3b0aa142049d4f8e1515d5446bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b246d4cb78c07b6df6a9e9ba1939ec57d4f2b9770c352b0b7da61aebbeeeec2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"5fbd1ef5759bf4b03d7a384a50abdecccabdd2b390860e5b00924958be859d18"}]},{"symbol":"MSFT","date":"2026-08-25","iv_pct":25.739945536054137,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":27.951947236180906,"put_iv_pct":27.32007334963325},{"expiry":"2026-09-04","call_iv_pct":25.874029850746265,"put_iv_pct":25.75205882352941},{"expiry":"2026-09-11","call_iv_pct":24.854578947368424,"put_iv_pct":24.598203125},{"expiry":"2026-09-18","call_iv_pct":24.861,"put_iv_pct":24.70767295597484}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"d39645338935c7ec55f0ad9db7538eac17ea2122c4bcea5f9bae5ad4390323c3","captured_at":"2026-10-21T19:36:54.612961+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":"f26a6e4615be63cf17ab10165cb29f6a08f26dcd8a2317d149ca3d2edaf3d7a9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"50790c87c1f1d71a558587365c032a3f57f4702f2b219bc58c972d307ec4950a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1852d24708ca5c430bc46265b0ffbec9353df3b0aa142049d4f8e1515d5446bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b246d4cb78c07b6df6a9e9ba1939ec57d4f2b9770c352b0b7da61aebbeeeec2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"5fbd1ef5759bf4b03d7a384a50abdecccabdd2b390860e5b00924958be859d18"}]},{"symbol":"MSFT","date":"2026-08-26","iv_pct":25.869943835765753,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":29.88641509433962,"put_iv_pct":29.102470461868958},{"expiry":"2026-09-04","call_iv_pct":25.777525150905433,"put_iv_pct":24.81454011741683},{"expiry":"2026-09-11","call_iv_pct":24.77820779220779,"put_iv_pct":23.78889434889435},{"expiry":"2026-09-18","call_iv_pct":24.629754601226995,"put_iv_pct":24.181743119266056}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"40d436fed355b3faa3704aa2a948458f3b67e834c8728d4bb97500e49d969a35","captured_at":"2026-10-21T19:36:50.119634+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":"d48535a3b68e5039bceb1a14252aec011018191beca774129ffa92f67c06d277"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"50790c87c1f1d71a558587365c032a3f57f4702f2b219bc58c972d307ec4950a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1852d24708ca5c430bc46265b0ffbec9353df3b0aa142049d4f8e1515d5446bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b246d4cb78c07b6df6a9e9ba1939ec57d4f2b9770c352b0b7da61aebbeeeec2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"5fbd1ef5759bf4b03d7a384a50abdecccabdd2b390860e5b00924958be859d18"}]},{"symbol":"MSFT","date":"2026-08-27","iv_pct":25.976119994493125,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-08-28","call_iv_pct":30.160645161290322,"put_iv_pct":28.567713625866055},{"expiry":"2026-09-04","call_iv_pct":25.706088631984585,"put_iv_pct":25.002433460076045},{"expiry":"2026-09-11","call_iv_pct":24.560427135678392,"put_iv_pct":24.218149999999998},{"expiry":"2026-09-18","call_iv_pct":24.959532710280374,"put_iv_pct":24.63396923076923}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"dacedfdf2a2e97d9f278d47575718322b94e78d65e3eb68ecd2af579c38cb248","captured_at":"2026-10-21T19:36:47.096939+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":"394f19836f9d9400081e8273c87e42a9d0ddb0f5718cabf2f4b430e88d3a8e9b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"50790c87c1f1d71a558587365c032a3f57f4702f2b219bc58c972d307ec4950a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1852d24708ca5c430bc46265b0ffbec9353df3b0aa142049d4f8e1515d5446bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b246d4cb78c07b6df6a9e9ba1939ec57d4f2b9770c352b0b7da61aebbeeeec2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"5fbd1ef5759bf4b03d7a384a50abdecccabdd2b390860e5b00924958be859d18"}]},{"symbol":"MSFT","date":"2026-08-28","iv_pct":23.380093533563432,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":23.264166666666668,"put_iv_pct":23.3128},{"expiry":"2026-09-11","call_iv_pct":22.880208816705334,"put_iv_pct":22.655802752293578},{"expiry":"2026-09-18","call_iv_pct":23.57,"put_iv_pct":23.505607613469987},{"expiry":"2026-09-25","call_iv_pct":23.94461139896373,"put_iv_pct":23.907551020408164}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"884e22c139e427dee1b71abe94ce833327c8ca1962a81de46cefd7a7dd5f6e8b","captured_at":"2026-10-21T19:36:36.509009+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":"904ba09a9ae02941600698f2c2c02bcb916aa676bf5fb5f24f6e5c7847489a90"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1852d24708ca5c430bc46265b0ffbec9353df3b0aa142049d4f8e1515d5446bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9b246d4cb78c07b6df6a9e9ba1939ec57d4f2b9770c352b0b7da61aebbeeeec2"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"5fbd1ef5759bf4b03d7a384a50abdecccabdd2b390860e5b00924958be859d18"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-08-22","end_date":"2026-08-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ddaa9b6353422f98f7f45d7e337b4d55f063b865b5dd798f9bf27cd418379d12"}]},{"symbol":"MSFT","date":"2026-08-31","iv_pct":24.65664726008913,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":26.71250720461095,"put_iv_pct":26.720903873744618},{"expiry":"2026-09-11","call_iv_pct":23.537775467775468,"put_iv_pct":23.838828451882847},{"expiry":"2026-09-18","call_iv_pct":23.925826558265584,"put_iv_pct":24.066739130434783},{"expiry":"2026-09-25","call_iv_pct":23.952843295638125,"put_iv_pct":24.497754098360655}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"25f0dc30818e6d01f82599d3b161f1dd2848e9a1ba94079ae4a4b8af4bfdf535","captured_at":"2026-10-21T19:36:09.844321+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":"281fd6be257cc224d98c7171ebc9074ae5664f61dc1157878aa147b985e28386"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"cc678816f8e5719762f3760e8eb966c537648582d29fc867891ba04e57439904"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fe947bf74d5114692b9a92735262435683bff3dac26d7e86d54bd4bdff5af08a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"e6a2bc9629f7cef6945e2b4a31b5e3ebb200026b3459124d66cddfd176b65c6e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-08-29","end_date":"2026-08-31","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"dc4bf461ef7778899c788c223e2cad4fbfc368f988685b7d2197af2c4549b1d6"}]},{"symbol":"MSFT","date":"2026-09-01","iv_pct":24.70753026129247,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":27.172156133828995,"put_iv_pct":26.63027811366384},{"expiry":"2026-09-11","call_iv_pct":23.772149901380672,"put_iv_pct":23.62777996070727},{"expiry":"2026-09-18","call_iv_pct":24.139212598425196,"put_iv_pct":24.022734375000002},{"expiry":"2026-09-25","call_iv_pct":24.28770670826833,"put_iv_pct":24.00822429906542}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"00ec2809ae723054f0f590765b491104b44b8d7d5c6a918dd07aa8ddb3d0e827","captured_at":"2026-10-21T19:35:59.538632+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":"4616858f91fa1941d33c88bb93be9bd44e896037a73797413b55e21f333c4f6c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"a39e215e91d6377fc1973d3f45313cba246c8f5c6da70bf607900d2d1e086def"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7567a643abd7fbfa3df0471177ac04a54deb34b2d6f7f72ac640407d7017a7be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"a9b4cbc1996deae976240e97e4e58cc4583bb7c442e6fa5d8cb424d8b01a4048"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"984661b723e3d522b66b3d5244d8ff2222c1d7f89504de8d7721543fbded14cc"}]},{"symbol":"MSFT","date":"2026-09-02","iv_pct":24.614607374311312,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":28.087336108220605,"put_iv_pct":26.561938976377952},{"expiry":"2026-09-11","call_iv_pct":24.10141776937618,"put_iv_pct":23.164517304189435},{"expiry":"2026-09-18","call_iv_pct":24.115894206549118,"put_iv_pct":23.336715328467157},{"expiry":"2026-09-25","call_iv_pct":24.38,"put_iv_pct":23.169039301310043}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f9100ac94da51794779b046c3da0e0ec94f5a40557e5693253843ac5ee824ec3","captured_at":"2026-10-21T19:35:56.092610+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":"09417a0a005d21d2f0c70ed3170b8224faf2e03d7e4b07c4116e502db489c420"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"a39e215e91d6377fc1973d3f45313cba246c8f5c6da70bf607900d2d1e086def"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7567a643abd7fbfa3df0471177ac04a54deb34b2d6f7f72ac640407d7017a7be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"a9b4cbc1996deae976240e97e4e58cc4583bb7c442e6fa5d8cb424d8b01a4048"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"984661b723e3d522b66b3d5244d8ff2222c1d7f89504de8d7721543fbded14cc"}]},{"symbol":"MSFT","date":"2026-09-03","iv_pct":24.296149942060108,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-04","call_iv_pct":28.949790322580643,"put_iv_pct":26.859383259911894},{"expiry":"2026-09-11","call_iv_pct":22.97657293497364,"put_iv_pct":22.126262798634812},{"expiry":"2026-09-18","call_iv_pct":23.494496314496313,"put_iv_pct":22.884630071599048},{"expiry":"2026-09-25","call_iv_pct":23.87578313253012,"put_iv_pct":23.20228070175439}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0c4a1347ce5da9ec3827ba597fed867dcf17d434dd5b9feee639f067f46ded5c","captured_at":"2026-10-21T19:35:52.322035+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":"455f079847b3f6059f5f877d56811edb309f92c6eb12e13d52d17298a3a67021"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"a39e215e91d6377fc1973d3f45313cba246c8f5c6da70bf607900d2d1e086def"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7567a643abd7fbfa3df0471177ac04a54deb34b2d6f7f72ac640407d7017a7be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"a9b4cbc1996deae976240e97e4e58cc4583bb7c442e6fa5d8cb424d8b01a4048"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"984661b723e3d522b66b3d5244d8ff2222c1d7f89504de8d7721543fbded14cc"}]},{"symbol":"MSFT","date":"2026-09-04","iv_pct":22.797375844479756,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":21.846470588235295,"put_iv_pct":21.17},{"expiry":"2026-09-18","call_iv_pct":23.11977272727273,"put_iv_pct":22.36362637362637},{"expiry":"2026-09-25","call_iv_pct":23.388893617021278,"put_iv_pct":22.862115384615382},{"expiry":"2026-10-02","call_iv_pct":23.98026622296173,"put_iv_pct":23.64786184210526}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bddcc35b151197b996365e60c942fd465024e4ec573acc42823dbecdeced4664","captured_at":"2026-10-21T19:35:29.108378+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":"bea049896bb6bded0f9065ae4cb41cad72a0fb3357269ac02e2e57d767ed59b9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7567a643abd7fbfa3df0471177ac04a54deb34b2d6f7f72ac640407d7017a7be"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"a9b4cbc1996deae976240e97e4e58cc4583bb7c442e6fa5d8cb424d8b01a4048"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"984661b723e3d522b66b3d5244d8ff2222c1d7f89504de8d7721543fbded14cc"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-01","end_date":"2026-09-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bac8db74522adfa9c079a76beead8e06cd5e756730673db1682dbf0bc79b3b2a"}]},{"symbol":"MSFT","date":"2026-09-08","iv_pct":26.57254435389943,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":29.99271870794078,"put_iv_pct":28.68956241956242},{"expiry":"2026-09-18","call_iv_pct":26.52,"put_iv_pct":25.747088607594936},{"expiry":"2026-09-25","call_iv_pct":25.914148044692737,"put_iv_pct":25.3389837398374},{"expiry":"2026-10-02","call_iv_pct":25.567462686567165,"put_iv_pct":24.810390625}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"efbe849dbd86afdb508a88bd71740a4cd3356edbfa695a0391967fa22f72f4eb","captured_at":"2026-10-21T19:35:01.093583+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":"9949b11a64783016f4098ab7fc3953865298bdbf4c2d9607498fbc7ab550ef66"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e53b6cc2033b29229aa182f743e568d3dd9f5705c119d2c0c82718434e26f65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"3c47151579c58defe8b5fbee690a36c1bf31e9ed9d95a0f84d7a9d61e3871a1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d49cb8d9dfc87c4d555c487f992582c37de1436a8ab0dd3af5507de032344ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0dc7dee43af95baa5a3851ce064b9dde7f53c0db5d5679168f50c93f4d0444e5"}]},{"symbol":"MSFT","date":"2026-09-09","iv_pct":27.155989528251972,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":30.770204081632652,"put_iv_pct":30.413355555555555},{"expiry":"2026-09-18","call_iv_pct":26.32707910750507,"put_iv_pct":26.360143737166325},{"expiry":"2026-09-25","call_iv_pct":25.687087765957443,"put_iv_pct":25.59994694960212},{"expiry":"2026-10-02","call_iv_pct":26.08376623376623,"put_iv_pct":26.00633279483037}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3e68e230a99965cb80106fd632d7ff361a35c7e81763ee521923eabc201c17b2","captured_at":"2026-10-21T19:34:57.760680+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":"1aa987f76346394321901debcb244876665b53f81184f10ec13cae9e579b4a7c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e53b6cc2033b29229aa182f743e568d3dd9f5705c119d2c0c82718434e26f65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"3c47151579c58defe8b5fbee690a36c1bf31e9ed9d95a0f84d7a9d61e3871a1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d49cb8d9dfc87c4d555c487f992582c37de1436a8ab0dd3af5507de032344ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0dc7dee43af95baa5a3851ce064b9dde7f53c0db5d5679168f50c93f4d0444e5"}]},{"symbol":"MSFT","date":"2026-09-10","iv_pct":27.89385431500934,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-11","call_iv_pct":34.476099732858415,"put_iv_pct":33.33698178664354},{"expiry":"2026-09-18","call_iv_pct":26.550444874274664,"put_iv_pct":26.112253787878785},{"expiry":"2026-09-25","call_iv_pct":26.14407894736842,"put_iv_pct":25.448999999999998},{"expiry":"2026-10-02","call_iv_pct":25.657045813586098,"put_iv_pct":25.424929577464788}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b53e6ec530b9e3eb64b9a69367fa037f01c01a924df40cae0a5d3b3c8f696e8b","captured_at":"2026-10-21T19:34:48.357354+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":"f2b264a01cc1463d5964a05b9f58e0ff3f139e906a152876f60413b926ef764b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-11","start_date":"2026-09-08","end_date":"2026-09-10","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0e53b6cc2033b29229aa182f743e568d3dd9f5705c119d2c0c82718434e26f65"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"3c47151579c58defe8b5fbee690a36c1bf31e9ed9d95a0f84d7a9d61e3871a1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d49cb8d9dfc87c4d555c487f992582c37de1436a8ab0dd3af5507de032344ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0dc7dee43af95baa5a3851ce064b9dde7f53c0db5d5679168f50c93f4d0444e5"}]},{"symbol":"MSFT","date":"2026-09-11","iv_pct":23.037064372429086,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":22.79429022082019,"put_iv_pct":22.348284389489955},{"expiry":"2026-09-25","call_iv_pct":23.15927927927928,"put_iv_pct":22.52770925110132},{"expiry":"2026-10-02","call_iv_pct":23.675056657223795,"put_iv_pct":22.794666666666664},{"expiry":"2026-10-09","call_iv_pct":23.865148514851487,"put_iv_pct":23.13208}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"6888ebc70db9cc57ce5146b2f90bf299026b53c6ed6a80887b550377a050c452","captured_at":"2026-10-21T19:34:39.119304+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":"ea9d820e8223ffc4831de02eeacaf61566c383360766f2ab2b12e2d5dee55efc"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"3c47151579c58defe8b5fbee690a36c1bf31e9ed9d95a0f84d7a9d61e3871a1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d49cb8d9dfc87c4d555c487f992582c37de1436a8ab0dd3af5507de032344ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0dc7dee43af95baa5a3851ce064b9dde7f53c0db5d5679168f50c93f4d0444e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0c7a8a2ef564579b5341d5327b642fe2b00619d5ad56975a8f8f7ff525e9db83"}]},{"symbol":"MSFT","date":"2026-09-14","iv_pct":25.720425510250777,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":28.024336810730254,"put_iv_pct":27.275471698113208},{"expiry":"2026-09-25","call_iv_pct":25.31542410714286,"put_iv_pct":24.899603524229075},{"expiry":"2026-10-02","call_iv_pct":24.657580174927116,"put_iv_pct":25.29243626062323},{"expiry":"2026-10-09","call_iv_pct":24.974750830564783,"put_iv_pct":25.323800675675674}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"60ea01791979a6a5af8da5e45ec7e17cb58c017a64030216c25a0ad7e2341a8b","captured_at":"2026-10-21T19:34:35.336764+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":"55ae4871fb650eff06514ee03870804849ae6b6054211597a2972b2b785f0c06"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"3c47151579c58defe8b5fbee690a36c1bf31e9ed9d95a0f84d7a9d61e3871a1e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d49cb8d9dfc87c4d555c487f992582c37de1436a8ab0dd3af5507de032344ec"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0dc7dee43af95baa5a3851ce064b9dde7f53c0db5d5679168f50c93f4d0444e5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0c7a8a2ef564579b5341d5327b642fe2b00619d5ad56975a8f8f7ff525e9db83"}]},{"symbol":"MSFT","date":"2026-09-15","iv_pct":26.700326755569492,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":30.06523287671233,"put_iv_pct":29.289243027888446},{"expiry":"2026-09-25","call_iv_pct":26.2238961038961,"put_iv_pct":25.83844537815126},{"expiry":"2026-10-02","call_iv_pct":26.056022727272726,"put_iv_pct":24.83935656836461},{"expiry":"2026-10-09","call_iv_pct":26.00041736227045,"put_iv_pct":25.290000000000003}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ee0074b2f09fcbdea3d45cb5284d44a4ac090f4b8d4a0d031d540fd18668bfd2","captured_at":"2026-10-21T19:34:12.268704+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":"a95bb1c5e8cec1e6cd7f10dd2ddb5dc2e0f62b20087777855fba4a2baa921fe5"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"fe77307cbc7e852d9a1c4b6c17665903b162e545ab224792f91995a1904b23b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"785db341a54d537750b2a207d25f0ec9e7e9834a4be4e5fda87d537c76cfcaeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4ef01dea1856699596a92b6301bb720534588eec3700c1efdd790fabde6524e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af013f9fd782e55a01a41a7e7256ac2ab5be62bc891e84c42d4548b6c616f3f3"}]},{"symbol":"MSFT","date":"2026-09-16","iv_pct":26.82084001909071,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":30.619255555555558,"put_iv_pct":30.103031624863686},{"expiry":"2026-09-25","call_iv_pct":25.83473053892216,"put_iv_pct":25.895180722891563},{"expiry":"2026-10-02","call_iv_pct":25.83205333333333,"put_iv_pct":25.44955380577428},{"expiry":"2026-10-09","call_iv_pct":25.329129082426128,"put_iv_pct":25.50378548895899}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5324fefd8cca96644370ccb97ef8fc8646f26b5e1f4ba98e76b0d3f288eeaf08","captured_at":"2026-10-21T19:34:08.344965+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":"78e1d555d98d598a9aaeb9f5614f917fec6709aeaea92cc9d4e44c90aaca57e3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"fe77307cbc7e852d9a1c4b6c17665903b162e545ab224792f91995a1904b23b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"785db341a54d537750b2a207d25f0ec9e7e9834a4be4e5fda87d537c76cfcaeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4ef01dea1856699596a92b6301bb720534588eec3700c1efdd790fabde6524e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af013f9fd782e55a01a41a7e7256ac2ab5be62bc891e84c42d4548b6c616f3f3"}]},{"symbol":"MSFT","date":"2026-09-17","iv_pct":24.688632945096604,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":28.049838472834065,"put_iv_pct":27.1624045261669},{"expiry":"2026-09-25","call_iv_pct":24.012849557522127,"put_iv_pct":23.67557894736842},{"expiry":"2026-10-02","call_iv_pct":23.758795180722892,"put_iv_pct":23.509809523809526},{"expiry":"2026-10-09","call_iv_pct":23.92916053019146,"put_iv_pct":23.410626822157436}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"273a8db282ec62f569ee9f3ecab686e6ced73d1fbd010491288fe83d54cdabb0","captured_at":"2026-10-21T19:34:04.620526+00:00","observed_at":"2026-09-17T15:59:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData EOD expiry inventory","source_hash":"674803426b001dc2f8adab492df07ad6badd674945a8d77006c6fa356e97760a"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"fe77307cbc7e852d9a1c4b6c17665903b162e545ab224792f91995a1904b23b4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"785db341a54d537750b2a207d25f0ec9e7e9834a4be4e5fda87d537c76cfcaeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4ef01dea1856699596a92b6301bb720534588eec3700c1efdd790fabde6524e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af013f9fd782e55a01a41a7e7256ac2ab5be62bc891e84c42d4548b6c616f3f3"}]},{"symbol":"MSFT","date":"2026-09-18","iv_pct":23.506645280435386,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":23.390064205457463,"put_iv_pct":22.556811145510835},{"expiry":"2026-10-02","call_iv_pct":24.0507476635514,"put_iv_pct":23.2846485260771},{"expiry":"2026-10-09","call_iv_pct":23.968283261802576,"put_iv_pct":23.027472527472526},{"expiry":"2026-10-16","call_iv_pct":24.138446280991737,"put_iv_pct":23.63668863261944}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c117bffa5afb63e4237d5a2b605bf43bc55c720c5cfe782aab117ce6a26b2556","captured_at":"2026-10-21T19:33:56.330706+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":"dfb1746812cd1c2a9cd99bafe5bd3dfce298c779e4e3469eb5cd13a84e3137f3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"785db341a54d537750b2a207d25f0ec9e7e9834a4be4e5fda87d537c76cfcaeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4ef01dea1856699596a92b6301bb720534588eec3700c1efdd790fabde6524e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af013f9fd782e55a01a41a7e7256ac2ab5be62bc891e84c42d4548b6c616f3f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"b72951a99fefcfeae605e3c6cdfa7dad80700fc62c421a2854cab4b4abe121eb"}]},{"symbol":"MSFT","date":"2026-09-21","iv_pct":26.69820538537821,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":28.576015037593983,"put_iv_pct":28.319107142857142},{"expiry":"2026-10-02","call_iv_pct":26.573162790697673,"put_iv_pct":26.721639344262293},{"expiry":"2026-10-09","call_iv_pct":26.25684210526316,"put_iv_pct":25.828620689655175},{"expiry":"2026-10-16","call_iv_pct":25.705255972696246,"put_iv_pct":25.605}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"447013965d1b8c16500767523ace09de8106ab145ee5315d26bf3a2a7b3aa53e","captured_at":"2026-10-21T19:33:53.755368+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":"ac736819f7307b8a56fd9be2abb2b06a366479c6490e0bc668d4dd7ea1b61758"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"785db341a54d537750b2a207d25f0ec9e7e9834a4be4e5fda87d537c76cfcaeb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d4ef01dea1856699596a92b6301bb720534588eec3700c1efdd790fabde6524e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"af013f9fd782e55a01a41a7e7256ac2ab5be62bc891e84c42d4548b6c616f3f3"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"b72951a99fefcfeae605e3c6cdfa7dad80700fc62c421a2854cab4b4abe121eb"}]},{"symbol":"MSFT","date":"2026-09-22","iv_pct":25.592255237737525,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":27.96273764258555,"put_iv_pct":26.98786764705882},{"expiry":"2026-10-02","call_iv_pct":25.361176470588237,"put_iv_pct":24.85},{"expiry":"2026-10-09","call_iv_pct":24.918221024258756,"put_iv_pct":24.970296495956873},{"expiry":"2026-10-16","call_iv_pct":24.986720257234726,"put_iv_pct":24.701022364217252}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0f7f92c6db813ce0f90c85c8236d2cbc6595f5b915e33b0b6ea3ad52df96ee7a","captured_at":"2026-10-21T19:33:26.000142+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":"bbc00cca38ac5aee64ff94d242de6577641e9531bc307ab024cc9928f9eb201b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bbdb1f29745accacbe6fb0f61f3f2567fe341cdb62d9eef45cfc68d0fda382c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1211baaeb76836fb82745f76ea1b454fb08172e95351ce42f43bc41b96e5497a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"98d0d06c626945ab3647352836b03aefea92d5aa97bc01b4ea37c89326fb6c17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1f397ca1e7feb7f0d79a10937e684214e418e54909c095ccf8f57341308c3187"}]},{"symbol":"MSFT","date":"2026-09-23","iv_pct":27.033656738070967,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":30.33800675675676,"put_iv_pct":29.794000000000004},{"expiry":"2026-10-02","call_iv_pct":26.52697286012526,"put_iv_pct":26.3329106029106},{"expiry":"2026-10-09","call_iv_pct":25.80923913043478,"put_iv_pct":26.012602739726027},{"expiry":"2026-10-16","call_iv_pct":25.836357827476043,"put_iv_pct":25.61916398713826}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c0f40ab0ac4c533cdd07ee7824f7c60732607df144b1b7ef59c4dfa6d4305e74","captured_at":"2026-10-21T19:33:22.511005+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":"7b9099f1b6205d7c8fa4b60248f4ecb31bc1baafc012a05b5defc7ff59adfdaf"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bbdb1f29745accacbe6fb0f61f3f2567fe341cdb62d9eef45cfc68d0fda382c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1211baaeb76836fb82745f76ea1b454fb08172e95351ce42f43bc41b96e5497a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"98d0d06c626945ab3647352836b03aefea92d5aa97bc01b4ea37c89326fb6c17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1f397ca1e7feb7f0d79a10937e684214e418e54909c095ccf8f57341308c3187"}]},{"symbol":"MSFT","date":"2026-09-24","iv_pct":25.00526765905699,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-25","call_iv_pct":27.392603938730854,"put_iv_pct":26.43279442508711},{"expiry":"2026-10-02","call_iv_pct":25.050129390018483,"put_iv_pct":24.04214920071048},{"expiry":"2026-10-09","call_iv_pct":24.693399999999997,"put_iv_pct":23.735289855072462},{"expiry":"2026-10-16","call_iv_pct":24.51719879518072,"put_iv_pct":24.17857566765579}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"698eaf3197ec14502d02595f932cc87285658a31f0edb311d226e64eb8078b6a","captured_at":"2026-10-21T19:33:18.025188+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":"781c6d81a63fcd214e326e1d0d2eef2b95a18883afd1e4726faeb3b4f1c58e3f"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-09-25","start_date":"2026-09-22","end_date":"2026-09-24","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bbdb1f29745accacbe6fb0f61f3f2567fe341cdb62d9eef45cfc68d0fda382c6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1211baaeb76836fb82745f76ea1b454fb08172e95351ce42f43bc41b96e5497a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"98d0d06c626945ab3647352836b03aefea92d5aa97bc01b4ea37c89326fb6c17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1f397ca1e7feb7f0d79a10937e684214e418e54909c095ccf8f57341308c3187"}]},{"symbol":"MSFT","date":"2026-09-25","iv_pct":25.73035502042141,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":26.645977011494253,"put_iv_pct":25.923817504655496},{"expiry":"2026-10-09","call_iv_pct":26.15174142480211,"put_iv_pct":24.889772727272728},{"expiry":"2026-10-16","call_iv_pct":25.53311111111111,"put_iv_pct":25.068093750000003},{"expiry":"2026-10-23","call_iv_pct":26.04744840525328,"put_iv_pct":25.582878228782292}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2d4507d1e43272b361a0dc2b79098dd6b7af3c71b207d21b0ac9705732363470","captured_at":"2026-10-21T19:33:09.261442+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":"422bb19ed02671ff701db08275fa60491ae35b67c1b7090055b710ada1ccd93d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1211baaeb76836fb82745f76ea1b454fb08172e95351ce42f43bc41b96e5497a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"98d0d06c626945ab3647352836b03aefea92d5aa97bc01b4ea37c89326fb6c17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1f397ca1e7feb7f0d79a10937e684214e418e54909c095ccf8f57341308c3187"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c087ec97f10f643021761fc394dec302f6dff362032d097d10f69974d9343df"}]},{"symbol":"MSFT","date":"2026-09-28","iv_pct":27.462853338521878,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":30.214975609756095,"put_iv_pct":30.249689034369887},{"expiry":"2026-10-09","call_iv_pct":27.355924170616113,"put_iv_pct":26.826813725490194},{"expiry":"2026-10-16","call_iv_pct":26.31952095808383,"put_iv_pct":26.359333333333336},{"expiry":"2026-10-23","call_iv_pct":26.32230366492147,"put_iv_pct":26.054266211604094}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f3c8bacee9baebb7722f8e1913b617fa82eecfc7b8f8b8c95332d01c9a897aaa","captured_at":"2026-10-21T19:32:53.029601+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":"3d459ed378593dd74ed7ffa5af471758d07c5a20f5f07b65caeb3ddf79f5b73b"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1211baaeb76836fb82745f76ea1b454fb08172e95351ce42f43bc41b96e5497a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"98d0d06c626945ab3647352836b03aefea92d5aa97bc01b4ea37c89326fb6c17"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"1f397ca1e7feb7f0d79a10937e684214e418e54909c095ccf8f57341308c3187"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c087ec97f10f643021761fc394dec302f6dff362032d097d10f69974d9343df"}]},{"symbol":"MSFT","date":"2026-09-29","iv_pct":28.496875834826913,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":32.41670164917541,"put_iv_pct":32.132295081967214},{"expiry":"2026-10-09","call_iv_pct":28.156928571428573,"put_iv_pct":27.865919811320754},{"expiry":"2026-10-16","call_iv_pct":27.064196428571424,"put_iv_pct":26.756117647058826},{"expiry":"2026-10-23","call_iv_pct":26.885157894736842,"put_iv_pct":26.697689594356262}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"475b806f1a2a10deeb0c415df35cc429edfa8e7a35e185d2054944a47be185f1","captured_at":"2026-10-21T19:32:32.216021+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":"e66a188caf2648cf2188aa04e7b6931733c884038b691746588e4c7925ba3dd0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"07b28d30b98b89556f928900fae32f04a660c7da7666f09d4bd4c31ae428ece4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e274e8d02704a3b995a552c2481fb692d97bddb4c7556d4e7217aa8cd71b995"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"3af10178c3c86cba15479fecdcba5ef438678545ea9ba5baf603e61b537fc66b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a5e8359d1958399213a1ef30491f4ce71019bed0301d3e2548cd5afb251e089"}]},{"symbol":"MSFT","date":"2026-09-30","iv_pct":28.216253463326403,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":31.962349323493232,"put_iv_pct":32.297777777777775},{"expiry":"2026-10-09","call_iv_pct":26.800306345733045,"put_iv_pct":27.26092134831461},{"expiry":"2026-10-16","call_iv_pct":26.509800569800568,"put_iv_pct":26.522747875354106},{"expiry":"2026-10-23","call_iv_pct":26.330033557046978,"put_iv_pct":28.04609090909091}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"97c6584b151028b39611cd60a5dc10bcc5f8f7342a9f0596816f0fef83f5f544","captured_at":"2026-10-21T19:32:28.316133+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":"88db5afd50cc8a208ef39fa207bc382df10023e46c74c356056af3556e5fdc6e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"07b28d30b98b89556f928900fae32f04a660c7da7666f09d4bd4c31ae428ece4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1e274e8d02704a3b995a552c2481fb692d97bddb4c7556d4e7217aa8cd71b995"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"3af10178c3c86cba15479fecdcba5ef438678545ea9ba5baf603e61b537fc66b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a5e8359d1958399213a1ef30491f4ce71019bed0301d3e2548cd5afb251e089"}]},{"symbol":"MSFT","date":"2026-10-01","iv_pct":26.46775387345474,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-02","call_iv_pct":30.393014037985132,"put_iv_pct":29.480509554140127},{"expiry":"2026-10-09","call_iv_pct":26.019841269841272,"put_iv_pct":24.979521988527726},{"expiry":"2026-10-16","call_iv_pct":25.508800000000004,"put_iv_pct":25.10606299212598},{"expiry":"2026-10-23","call_iv_pct":25.927140495867768,"put_iv_pct":24.32714064914992}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"306350a214e0107aee2a9ddb9cf9040a947e4f0d0d76e3575cf5d5ccfddaa836","captured_at":"2026-10-21T19:32:17.196128+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":"ac424097e816fc11899ba97510935b171a415c0a0598dbc4916fa82e47ed5662"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-02","start_date":"2026-10-01","end_date":"2026-10-01","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"21560895a65b39c842b5057744bf9b6449907916ca991f0f74024b2bdfeff006"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fa04a5a7019273545d760a9a508a4d322e5416e7641e40eee28801b88fcb1beb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2718d8341686cb0ea878423960fcab7db9780c0e07531de10baf1df691cce707"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fd912095b71844f87e8ddaed22b2ab83c36c6dba0c1db05cdbe7b42db4d9164"}]},{"symbol":"MSFT","date":"2026-10-02","iv_pct":25.95145156854478,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":22.732847790507364,"put_iv_pct":23.291731092436972},{"expiry":"2026-10-16","call_iv_pct":23.479234449760767,"put_iv_pct":24.15},{"expiry":"2026-10-23","call_iv_pct":23.902368421052632,"put_iv_pct":25.107155963302752},{"expiry":"2026-10-30","call_iv_pct":32.159953488372096,"put_iv_pct":32.788321342925656}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"4cc6ccc199ce5ec0fcfe9180307ee4b7767bd8007c1c193d341137cc2f640c3f","captured_at":"2026-10-21T19:32:11.814959+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":"ab0772538a9a285bd5e9ef9d6747e48a4f7c25e2bbde3659aa6ec0a5c49d9ba9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fa04a5a7019273545d760a9a508a4d322e5416e7641e40eee28801b88fcb1beb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2718d8341686cb0ea878423960fcab7db9780c0e07531de10baf1df691cce707"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fd912095b71844f87e8ddaed22b2ab83c36c6dba0c1db05cdbe7b42db4d9164"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"619346986c3660be362d61603ce5296dc1dc13a2d63ec1e3d19cd23d20e79cc2"}]},{"symbol":"MSFT","date":"2026-10-05","iv_pct":27.777734336977616,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":27.64811659192825,"put_iv_pct":26.24007256894049},{"expiry":"2026-10-16","call_iv_pct":25.505266821345707,"put_iv_pct":24.8483295194508},{"expiry":"2026-10-23","call_iv_pct":24.757630057803468,"put_iv_pct":24.784139941690963},{"expiry":"2026-10-30","call_iv_pct":34.27593824228028,"put_iv_pct":34.16238095238096}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"ac1face764ae16f071380d1213eb414e40dbbafc904fd89bb8dc1c2dbdeb6314","captured_at":"2026-10-21T19:32:07.816000+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":"0ef07a5e8e7d5b0d93ce333ed75a818dfa9235ea3d8383a9babcd002eb09d918"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fa04a5a7019273545d760a9a508a4d322e5416e7641e40eee28801b88fcb1beb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2718d8341686cb0ea878423960fcab7db9780c0e07531de10baf1df691cce707"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fd912095b71844f87e8ddaed22b2ab83c36c6dba0c1db05cdbe7b42db4d9164"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"619346986c3660be362d61603ce5296dc1dc13a2d63ec1e3d19cd23d20e79cc2"}]},{"symbol":"MSFT","date":"2026-10-06","iv_pct":26.93966091474344,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":27.30061760840999,"put_iv_pct":26.004905897114178},{"expiry":"2026-10-16","call_iv_pct":24.70203056768559,"put_iv_pct":24.2492177589852},{"expiry":"2026-10-23","call_iv_pct":24.540366197183097,"put_iv_pct":23.98},{"expiry":"2026-10-30","call_iv_pct":32.68870824053452,"put_iv_pct":32.05144104803493}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"37a5946c5b1f9c70821ee57b5100754d79237c30612a1b958ba464f3ff1b48c6","captured_at":"2026-10-21T19:32:04.222713+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":"275b2cc69eb04a60b8573484a4c05400dd24f0247258997c67ebdf36c36d5aec"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fa04a5a7019273545d760a9a508a4d322e5416e7641e40eee28801b88fcb1beb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2718d8341686cb0ea878423960fcab7db9780c0e07531de10baf1df691cce707"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fd912095b71844f87e8ddaed22b2ab83c36c6dba0c1db05cdbe7b42db4d9164"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"619346986c3660be362d61603ce5296dc1dc13a2d63ec1e3d19cd23d20e79cc2"}]},{"symbol":"MSFT","date":"2026-10-07","iv_pct":26.91462833961498,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":26.674989339019188,"put_iv_pct":25.350725229826352},{"expiry":"2026-10-16","call_iv_pct":24.36048387096774,"put_iv_pct":24.2674693877551},{"expiry":"2026-10-23","call_iv_pct":24.48931880108992,"put_iv_pct":23.945053191489365},{"expiry":"2026-10-30","call_iv_pct":33.18612975391499,"put_iv_pct":33.042857142857144}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"0fe23a150cf2aa8858ad584ea4a38c7f68db9bdbe45bf6800b893df8d40c575e","captured_at":"2026-10-21T19:31:59.202040+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":"d93c5312bc5adf5bbeb40e2e4a1eaeb82b3a9c4d2b967ed6d9a4283dbe40211d"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"fa04a5a7019273545d760a9a508a4d322e5416e7641e40eee28801b88fcb1beb"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"2718d8341686cb0ea878423960fcab7db9780c0e07531de10baf1df691cce707"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"5fd912095b71844f87e8ddaed22b2ab83c36c6dba0c1db05cdbe7b42db4d9164"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"619346986c3660be362d61603ce5296dc1dc13a2d63ec1e3d19cd23d20e79cc2"}]},{"symbol":"MSFT","date":"2026-10-08","iv_pct":27.845722759671254,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-09","call_iv_pct":28.660710900473934,"put_iv_pct":26.54232827187274},{"expiry":"2026-10-16","call_iv_pct":25.278444881889765,"put_iv_pct":24.59604206500956},{"expiry":"2026-10-23","call_iv_pct":24.762717678100262,"put_iv_pct":24.016954314720813},{"expiry":"2026-10-30","call_iv_pct":34.44865168539326,"put_iv_pct":34.45993227990971}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2cc1dd992a68e5c1d5160d2c1d762d4cc674d44066f7c3c634dab2e6356467ee","captured_at":"2026-10-21T19:31:37.787104+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":"4cd141b7d4566b1ad33a469ddb76444c7eca4eb9a73a57e5b9d7966b057c19a3"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-09","start_date":"2026-10-08","end_date":"2026-10-08","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"89b84886bedbe6b1084c274f43f8b330ac283057a568595be70556e673a03e01"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"67393a386307ca176d2beb65ed570556340c4218016e1258783c37d18c9a96a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8fd459429e89f5a61160bdd135a98f1262761336ad1cdb61636a9c5ccb7ab234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c9930f070517fdddae97a042a5cae742d87b6f024223acf6a8e610e0b2cbe56"}]},{"symbol":"MSFT","date":"2026-10-09","iv_pct":27.827091501670335,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":22.614464882943146,"put_iv_pct":22.956866438356162},{"expiry":"2026-10-23","call_iv_pct":22.880288461538463,"put_iv_pct":23.204926470588237},{"expiry":"2026-10-30","call_iv_pct":33.470280777537795,"put_iv_pct":33.801400437636765},{"expiry":"2026-11-06","call_iv_pct":31.699148936170214,"put_iv_pct":31.989355608591886}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"55b67f76f85659d873baf35bc2798a6a0e04d17829258e5f082c4decbaae2d9c","captured_at":"2026-10-21T19:31:33.226927+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":"90341ba880345de90d3aa4c1fd92b419b8153c9fb15bc3b3cdd480c55cc03ea9"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"67393a386307ca176d2beb65ed570556340c4218016e1258783c37d18c9a96a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8fd459429e89f5a61160bdd135a98f1262761336ad1cdb61636a9c5ccb7ab234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c9930f070517fdddae97a042a5cae742d87b6f024223acf6a8e610e0b2cbe56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"60e80cd7080084de35b23336393cf0a8e1364e263a059cd409bf8202483924cc"}]},{"symbol":"MSFT","date":"2026-10-12","iv_pct":29.267419896284718,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.912688330871493,"put_iv_pct":25.88744117647059},{"expiry":"2026-10-23","call_iv_pct":23.499823008849557,"put_iv_pct":24.021727272727272},{"expiry":"2026-10-30","call_iv_pct":34.93804255319149,"put_iv_pct":34.982586206896556},{"expiry":"2026-11-06","call_iv_pct":32.153592677345536,"put_iv_pct":32.743457943925236}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"36885e4cd2cc2f78303a9ca58c6bd2deec6c8eede99bd6683a94a6d07ad2bc16","captured_at":"2026-10-21T19:31:30.312030+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":"70e8278915623ee36496f72938483cb751abab36d3ab1acec940f145d07127fb"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"67393a386307ca176d2beb65ed570556340c4218016e1258783c37d18c9a96a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8fd459429e89f5a61160bdd135a98f1262761336ad1cdb61636a9c5ccb7ab234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c9930f070517fdddae97a042a5cae742d87b6f024223acf6a8e610e0b2cbe56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"60e80cd7080084de35b23336393cf0a8e1364e263a059cd409bf8202483924cc"}]},{"symbol":"MSFT","date":"2026-10-13","iv_pct":29.25627431265353,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":26.50153846153846,"put_iv_pct":25.542831858407077},{"expiry":"2026-10-23","call_iv_pct":24.222800875273524,"put_iv_pct":23.472012711864405},{"expiry":"2026-10-30","call_iv_pct":35.728371607515655,"put_iv_pct":34.717673469387755},{"expiry":"2026-11-06","call_iv_pct":32.33696551724138,"put_iv_pct":31.528}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"e0dbe7cb12bfec91de2ea43dcb7a15d46dd36ea4e0c6b1d4f8e09371f20bebb4","captured_at":"2026-10-21T19:31:26.776999+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":"eacb8391e5aa8f39bf54f823ce58e7da7dc68bc9c20fccff60ba6f4e73a0b259"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"67393a386307ca176d2beb65ed570556340c4218016e1258783c37d18c9a96a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8fd459429e89f5a61160bdd135a98f1262761336ad1cdb61636a9c5ccb7ab234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c9930f070517fdddae97a042a5cae742d87b6f024223acf6a8e610e0b2cbe56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"60e80cd7080084de35b23336393cf0a8e1364e263a059cd409bf8202483924cc"}]},{"symbol":"MSFT","date":"2026-10-14","iv_pct":30.941783420260684,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":29.5068129330254,"put_iv_pct":27.654354485776807},{"expiry":"2026-10-23","call_iv_pct":25.111898734177217,"put_iv_pct":24.473765432098766},{"expiry":"2026-10-30","call_iv_pct":37.17954356846473,"put_iv_pct":36.872672064777326},{"expiry":"2026-11-06","call_iv_pct":33.55728665207877,"put_iv_pct":33.17793349168646}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"61427a025d2a4ed18a28d788e8d55f4276360457534dbefb15b7fded2fa9b014","captured_at":"2026-10-21T19:31:23.712781+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":"350fb742466d47489bf07cbf4d2501f6936b4313f7949730d789ae2128c3185e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"67393a386307ca176d2beb65ed570556340c4218016e1258783c37d18c9a96a5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"8fd459429e89f5a61160bdd135a98f1262761336ad1cdb61636a9c5ccb7ab234"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4c9930f070517fdddae97a042a5cae742d87b6f024223acf6a8e610e0b2cbe56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-08","end_date":"2026-10-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"60e80cd7080084de35b23336393cf0a8e1364e263a059cd409bf8202483924cc"}]},{"symbol":"MSFT","date":"2026-10-15","iv_pct":29.680926525150554,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.521705837755874,"put_iv_pct":24.151921708185053},{"expiry":"2026-10-23","call_iv_pct":24.263781676413252,"put_iv_pct":23.66615969581749},{"expiry":"2026-10-30","call_iv_pct":36.6676,"put_iv_pct":36.921578947368424},{"expiry":"2026-11-06","call_iv_pct":33.372131868131866,"put_iv_pct":32.882532467532464}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"3ee7b2d6128d027940e214da8b17d83b7f0096fbfd1dda9d10cfff23abe19f4e","captured_at":"2026-10-21T19:31:01.449768+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":"24096a8f09a1eb0dec3314ed15ba6b86c3de1b4e9e18cc35103b8e543a39e8db"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","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":"8f6245eaf2e0069a195092a380b991681294ca09f59a48fada1da96695809ad5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d42f97e961ebbb09d461cfed614b11a8b1e844152a8bd876c43618527e2dd7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bafc894cfebadcfe209c53104df88e930ead6acaf4a652926c3ec8c43f2cd4c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a619095b32257f80d6822d323c0e0496220a84e17d9cf42fc8062679a139dd4"}]},{"symbol":"MSFT","date":"2026-10-16","iv_pct":33.07490001561753,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":25.531136363636364,"put_iv_pct":26.324802259887004},{"expiry":"2026-10-30","call_iv_pct":38.87126016260163,"put_iv_pct":39.17845528455285},{"expiry":"2026-11-06","call_iv_pct":34.822305986696236,"put_iv_pct":34.90243902439025},{"expiry":"2026-11-13","call_iv_pct":32.575812807881775,"put_iv_pct":32.39298823529412}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"760a557f81511a5ddd4b0d3bafa15c7c5945a8bf8b8ebf9f49551c2c48b95591","captured_at":"2026-10-21T19:30:55.790294+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":"79e4f3fe69909ba88f0238fcdfacc5748f4117c15aad058161e7b5c133f4dff6"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9d42f97e961ebbb09d461cfed614b11a8b1e844152a8bd876c43618527e2dd7c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0bafc894cfebadcfe209c53104df88e930ead6acaf4a652926c3ec8c43f2cd4c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6a619095b32257f80d6822d323c0e0496220a84e17d9cf42fc8062679a139dd4"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-13","start_date":"2026-10-15","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a2fc8e07983436adfaf50131cf4459171cf2c6a8d4a2f9fb2b41f14f15e4c3f4"}]},{"symbol":"MSFT","date":"2026-10-19","iv_pct":33.62209302148786,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":27.121981707317072,"put_iv_pct":26.293840472673562},{"expiry":"2026-10-30","call_iv_pct":40.66127819548873,"put_iv_pct":40.44},{"expiry":"2026-11-06","call_iv_pct":34.85636363636363,"put_iv_pct":34.76289256198347},{"expiry":"2026-11-13","call_iv_pct":32.73676537585422,"put_iv_pct":32.10362222222222}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"5b33c493e1380d82ae616e8c819e0671e6e3d81a6535339325a15edac7bee65b","captured_at":"2026-10-21T18:21:42.552012+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":"4d6d8e0f6cde985621309220cd5339113abadbae715b0964c5271aa8ba937580"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d550cf598ebcb2502709914914e9b887dcf008dd49a4c28a95771383341588e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1277dcdcfb55f49ba65cc2ad54b17975d6b8a6b8b1bd3589b6f3d67bf950b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b586d21c039c0e2cb09ee6f865dd877a1f2599de4c3cee940dbe8f17da792713"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f458af6c32d30273101bdd4b15b09c20d5e4f6d075fe3da59f002ac1a20d6b11"}]},{"symbol":"MSFT","date":"2026-10-20","iv_pct":34.1732373127087,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":27.032365308804202,"put_iv_pct":26.38941326530612},{"expiry":"2026-10-30","call_iv_pct":41.52022222222222,"put_iv_pct":41.027220216606494},{"expiry":"2026-11-06","call_iv_pct":36.28709543568465,"put_iv_pct":35.236984126984126},{"expiry":"2026-11-13","call_iv_pct":33.08151927437642,"put_iv_pct":32.81107865168539}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8b6a3695a9e9fd057848845545d29b9f43cfe43e42b193562d7ae28905d74804","captured_at":"2026-10-21T18:21:41.986105+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":"11773c284645a098f9ab79047bfd9f20b2df8ced6dcb79220dbb8bb712bd6fc4"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4d550cf598ebcb2502709914914e9b887dcf008dd49a4c28a95771383341588e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b1277dcdcfb55f49ba65cc2ad54b17975d6b8a6b8b1bd3589b6f3d67bf950b56"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b586d21c039c0e2cb09ee6f865dd877a1f2599de4c3cee940dbe8f17da792713"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-13","start_date":"2026-10-19","end_date":"2026-10-20","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f458af6c32d30273101bdd4b15b09c20d5e4f6d075fe3da59f002ac1a20d6b11"}]},{"symbol":"MSFT","date":"2026-10-21","iv_pct":35.41355765750003,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-23","call_iv_pct":28.640227272727277,"put_iv_pct":27.55174809989142},{"expiry":"2026-10-30","call_iv_pct":43.50054945054945,"put_iv_pct":43.64110294117648},{"expiry":"2026-11-06","call_iv_pct":36.543600000000005,"put_iv_pct":37.14487394957983},{"expiry":"2026-11-13","call_iv_pct":32.91863945578231,"put_iv_pct":33.36772009029345}],"source":"ThetaData historical first-order Greeks","provider_symbol":"MSFT","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"153b7d279a23fe0a2ef7d2c44f6223906cbc88e1e7c71a01e061aad3972a3681","captured_at":"2026-10-21T23:36:25.476507+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":"MSFT","date":"2026-10-21","format":"json"},"source_hash":"3604ee8aa609fdcc8b0cbc8c7bfc2f3df25cd5c54c6323ca55503f2da20978c0"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-23","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"17688d8c4aa77df42dbf492069df52636591e1dcad7949ad944bb1105e2cd3a6"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-10-30","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"84501937f974229d6cc30a6cb9fc28a2a17d63f621ec5e3304fef063b9d1bd91"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-06","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1a308f4b8a7baded61eb13870f03391c2b6c41a5c95be2600641b610e86cbe94"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"MSFT","expiration":"2026-11-13","start_date":"2026-10-20","end_date":"2026-10-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"878649c3066020222ea47b18b601bc899495a203123f25e0fd96c81dd7f8ab65"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/MSFT","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"}}