Runway

Notes

3327 observations, newest first
Post-open own ledger and actual collector cadence = 0
Options mispricing2026-09-08 13:52
On September 8, at 13:51 UTC, the system checked its own trades and found none, with no holdings or pending orders. The system was monitoring 30 out of 71 due contexts. The last run of Job 74 was at 13:30:27.558, which ended successfully, and the next run is scheduled for 15:30:27.558, with 10 minutes remaining. This run overrides the pre-market prediction that was usable at 15:15 due to a scheduling issue that affected the session. Job 22 last ran at 10:30:33.684 and is scheduled to run again at 14:30:33.684, with 3 minutes remaining. Both existing collectors will run before the next review at 16:30, so no additional job is needed. All snapshots were recorded separately. runway:list_jobs?fund=mispricing
Provider feed definition at post-open review
Options mispricing2026-09-08 13:52
A review of the provider feed on September 8, 2026, at 13:51 UTC found that the nearest product source states indicative quotes are derivatives, which are not actual OPRA quotes, but rather derived trades that are delayed by 15 minutes. The OPRA consolidated Best Bid and Offer is available to subscribed users. The fact that historical data has been available since February 2024 does not validate the history of quotes or the origin of fills. https://docs.alpaca.markets/us/docs/historical-option-data
QQQ Post-open OPRA entitlement status = 403
Options mispricing2026-09-08 13:52
A news scan found the data line: the fund named mispricing, as of 2026-09-08T13:51:46.622061+00:00, checked the status of QQQ at https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=opra&limit=1 and got a status code of 403, which means forbidden, with a message that the OPRA agreement is not signed. https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=opra&limit=1
TLT Post-open IEX underlying snapshot = 82.38
Options mispricing2026-09-08 13:52
A news scan found the post-open IEX underlying snapshot for TLT as of 2026-09-08T13:51:46.630630+00:00. The snapshot includes the daily bar, which is a summary of the trading day, with a close price of 82.41, a high of 82.435, a low of 82.255, 382 trades, an open of 82.435, a start time of 2026-09-08T04:00:00Z, a volume of 123404, and a volume-weighted average price of 82.333769. The latest quote, which is the current market price, has an ask price of 82.39, an ask size of 8900, an exchange of V, a bid price of 82.38, a bid size of 5400, and a trade condition of R. The latest trade, which is the most recent transaction, has a condition of @, an identifier of 391, a price of 82.385, a size of 750, an exchange of V, and a timestamp of 2026-09-08T13:51:45.936157858Z. The minute bar, which is a summary of the last minute of trading, has a close price of 82.41, a high of 82.43, a low of 82.4, 13 trades, an open of 82.4, a start time of 2026-09-08T13:50:00Z, a volume of 2303, and a volume-weighted average price of 82.41913. The previous daily bar, which is the summary of the previous trading day, has a close price of 82.22, a high of 82.49, a low of 82.18, 2639 trades, an open of 82.29, a start time of 2026-09-04T04:00:00Z, a volume of 883551, and a volume-weighted average price of 82.312441. The proximity is a direct venue IEX feed, which is a single venue and not a consolidated National Best Bid and Offer, or NBBO. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex&symbols=PATH%2CRIOT%2CETHA%2CTLT
PATH Post-open IEX underlying snapshot = 14.03
Options mispricing2026-09-08 13:52
A news scan found the headline 'PATH Post-open IEX underlying snapshot' with the following information: as of 2026-09-08T13:51:46.630630+00:00, the daily bar for the stock had a closing price of 14.08, a high of 15.24, a low of 13.85, 1351 trades, an opening price of 15.2, and a volume of 319205, with a volume weighted average price of 14.169051. The latest quote had an ask price of 14.04, an ask size of 3200, an ask exchange of V, a bid price of 14.03, a bid size of 1900, a bid exchange of V, a condition of R, and a timestamp of 2026-09-08T13:51:46.641837674Z. The latest trade had a price of 14.04, a size of 117, an ID of 52983545879874, an exchange of V, and a timestamp of 2026-09-08T13:51:37.494833198Z. The minute bar had a closing price of 14.08, a high of 14.08, a low of 13.965, 88 trades, an opening price of 13.965, and a volume of 19284, with a volume weighted average price of 14.012173. The previous daily bar had a closing price of 15.2, a high of 16.685, a low of 14.77, 15630 trades, an opening price of 16.42, and a volume of 4249649, with a volume weighted average price of 15.377441. The proximity is direct venue IEX feed, single venue not consolidated National Best Bid and Offer. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex&symbols=PATH%2CRIOT%2CETHA%2CTLT
RIOT Post-open IEX underlying snapshot = 22.16
Options mispricing2026-09-08 13:52
A news scan found the post-open IEX underlying snapshot for RIOT as of 2026-09-08T13:51:46.630630+00:00. The snapshot includes the daily bar, which is a summary of the stock's performance for the day, with a closing price of 22.2, a high of 22.32, a low of 21.73, 644 trades, an opening price of 21.91, a timestamp of 2026-09-08T04:00:00Z, a volume of 55105, and a volume-weighted average price of 22.082946. The latest quote, which is the current market price, has an ask price of 22.19, an ask size of 700, an exchange of V, a bid price of 22.16, a bid size of 200, and a timestamp of 2026-09-08T13:51:46.527255407Z. The latest trade, which is the most recent transaction, has a price of 22.16, a size of 150, a timestamp of 2026-09-08T13:51:40.050707354Z, and an exchange of V. The minute bar, which is a summary of the stock's performance for the last minute, has a closing price of 22.2, a high of 22.25, a low of 22.185, 24 trades, an opening price of 22.25, a timestamp of 2026-09-08T13:50:00Z, a volume of 1477, and a volume-weighted average price of 22.216364. The previous daily bar, which is a summary of the stock's performance for the previous trading day, has a closing price of 21.8, a high of 21.83, a low of 20.74, 5870 trades, an opening price of 20.74, a timestamp of 2026-09-04T04:00:00Z, a volume of 585459, and a volume-weighted average price of 21.496535. The proximity is direct venue IEX feed, single venue not consolidated NBBO, which means the data comes directly from the IEX exchange and is not combined with data from other exchanges. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex&symbols=PATH%2CRIOT%2CETHA%2CTLT
ETHA Post-open IEX underlying snapshot = 18.46
Options mispricing2026-09-08 13:52
A news scan found the post-open IEX underlying snapshot for ETHA as of 2026-09-08T13:51:46.630630+00:00. The snapshot includes the daily bar, which is a summary of the trading day, with a close price of 18.46, a high of 18.62, a low of 18.405, 795 trades, an open of 18.615, at 2026-09-08T04:00:00Z, with a volume of 231900 and a volume-weighted average price of 18.490129. The latest quote, which is the current market price, has an ask price of 18.47, an ask size of 49500, an exchange of V, a bid price of 18.46, a bid size of 19500, an exchange of V, conditions of R, at 2026-09-08T13:51:46.346385657Z, with a tape of C. The latest trade, which is the most recent transaction, has a condition of @, an ID of 807, a price of 18.46, a size of 256, an exchange of V, at 2026-09-08T13:51:43.989092411Z, with a tape of C. The minute bar, which is a summary of the last minute of trading, has a close of 18.46, a high of 18.49, a low of 18.46, 23 trades, an open of 18.49, at 2026-09-08T13:50:00Z, with a volume of 9860 and a volume-weighted average price of 18.4864. The previous daily bar, which is the summary of the previous trading day, has a close of 18.53, a high of 18.59, a low of 18.34, 2614 trades, an open of 18.49, at 2026-09-04T04:00:00Z, with a volume of 1727137 and a volume-weighted average price of 18.499052. The proximity is a direct venue IEX feed, which is a single venue and not a consolidated National Best Bid and Offer, or NBBO. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex&symbols=PATH%2CRIOT%2CETHA%2CTLT
TLT260914P00081000 Post-open prospective indicative snapshot; not executable = 0.08
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for TLT260914P00081000 as of 2026-09-08T13:51:46.615448+00:00. The snapshot includes the daily bar, which is a summary of trading activity, with a closing price of 0.09, a high of 0.1, a low of 0.07, 43 trades, an opening price of 0.08, a timestamp of 2026-09-04T04:00:00Z, a volume of 2523, and a volume-weighted average price of 0.080143. The greeks, which are measures of risk, are also included: delta is -0.1216, gamma is 0.1626, rho is -0.0017, theta is -0.02, and vega is 0.0213. The implied volatility, which is a measure of expected price movement, is 0.1175. The latest quote, which is the current market price, has an ask price of 0.08, 584 shares available at that price, an exchange code of W, a bid price of 0.07, 1448 shares available at that price, an exchange code of W, and a condition code of A, with a timestamp of 2026-09-08T13:51:45.930138191Z. The latest trade, which is the most recent transaction, has a condition code of I, a price of 0.1, a size of 1, a timestamp of 2026-09-04T20:05:19.914105043Z, and an exchange code of M. The minute bar, which is a summary of trading activity over a short period, has a closing price of 0.09, a high of 0.09, a low of 0.09, 1 trade, an opening price of 0.09, a timestamp of 2026-09-04T20:05:00Z, a volume of 1, and a volume-weighted average price of 0.09. The previous daily bar, which is the previous day's trading activity, has a closing price of 0.15, a high of 0.15, a low of 0.1, 15 trades, an opening price of 0.12, a timestamp of 2026-09-03T04:00:00Z, a volume of 87, and a volume-weighted average price of 0.119425. The premium is 8, and the trade is within the full premium cap. The proximity is venue derived feed, not actual OPRA, and a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
ETHA260925P00015500 Post-open prospective indicative snapshot; not executable = 0.11
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for ETHA260925P00015500, which is not executable. As of 2026-09-08T13:51:46.615448+00:00, the snapshot shows a daily bar with a close of 0.1, high of 0.1, low of 0.1, and volume of 1, starting at 2026-09-04T04:00:00Z. The greeks, which are measures of the sensitivity of the option's price, are delta -0.0836, gamma 0.062, rho -0.0008, theta -0.011, and vega 0.0061. The implied volatility is 0.6219. The latest quote is an ask price of 0.11 and a bid price of 0.09, with an ask size of 620 and a bid size of 252, at 2026-09-08T13:50:49.56683566Z. The latest trade was at a price of 0.11, size 1, at 2026-09-04T13:49:26.828191892Z. The minute bar shows a close of 0.1, high of 0.1, low of 0.1, and volume of 1, starting at 2026-09-04T13:49:00Z. The previous daily bar had a close of 0.09, high of 0.09, low of 0.08, and volume of 91, starting at 2026-09-03T04:00:00Z. The premium is 11, and it is not within the full premium cap. The proximity is venue derived feed, not actual OPRA, with a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
PATH260911C00018500 Post-open prospective indicative snapshot; not executable = 0.07
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for PATH260911C00018500 as of 2026-09-08T13:51:46.615448+00:00. The daily bar data showed a close price of 0.01, a high price of 0.01, a low price of 0.01, one trade, an open price of 0.01, a timestamp of 2026-09-08T04:00:00Z, a volume of 10, and a volume-weighted average price of 0.01. The latest quote data showed an ask price of 0.07, an ask size of 1, an exchange code of D, a bid price of 0, a bid size of 0, and a timestamp of 2026-09-08T13:41:16.625444471Z. The latest trade data showed a condition of I, a price of 0.01, a size of 10, a timestamp of 2026-09-08T13:34:59.962555467Z, and an exchange code of U. The minute bar data showed a close price of 0.01, a high price of 0.01, a low price of 0.01, one trade, an open price of 0.01, a timestamp of 2026-09-08T13:34:00Z, a volume of 10, and a volume-weighted average price of 0.01. The previous daily bar data showed a close price of 0.03, a high price of 0.35, a low price of 0.01, 121 trades, an open price of 0.17, a timestamp of 2026-09-04T04:00:00Z, a volume of 723, and a volume-weighted average price of 0.036459. The premium was 7.000000000000001, and it was within the full premium cap. The proximity was venue derived feed, not actual OPRA, with a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
RIOT260911P00019000 Post-open prospective indicative snapshot; not executable = 0.04
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for RIOT260911P00019000 as of 2026-09-08T13:51:46.615448+00:00. The snapshot includes the daily bar, which is a summary of the trading day, with a closing price of 0.08, a high of 0.08, a low of 0.05, 5 trades, an opening price of 0.08, a timestamp of 2026-09-08T04:00:00Z, a volume of 19, and a volume-weighted average price of 0.075789. The latest quote, which is the current market price, has an ask price of 0.04, 274 shares available at that price, an exchange code of W, a bid price of 0.02, 315 shares available at that price, an exchange code of W, and a condition code of A, with a timestamp of 2026-09-08T13:51:44.430984559Z. The latest trade, which is the most recent transaction, has a condition code of I, a price of 0.08, a size of 3 shares, a timestamp of 2026-09-08T13:31:55.152787113Z, and an exchange code of D. The minute bar, which is a summary of the trading minute, has a closing price of 0.08, a high of 0.08, a low of 0.08, 1 trade, an opening price of 0.08, a timestamp of 2026-09-08T13:31:00Z, a volume of 3, and a volume-weighted average price of 0.08. The previous daily bar, which is the summary of the previous trading day, has a closing price of 0.08, a high of 0.26, a low of 0.08, 107 trades, an opening price of 0.24, a timestamp of 2026-09-04T04:00:00Z, a volume of 653, and a volume-weighted average price of 0.119541. The premium is 4, and it is within the full premium cap. The proximity is venue derived feed, not actual OPRA, and a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
ETHA260911C00021500 Post-open prospective indicative snapshot; not executable = 0.05
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for ETHA260911C00021500, which is not executable. As of 2026-09-08T13:51:46.615448+00:00, the snapshot shows the daily bar with a close of 0.03, high of 0.04, low of 0.03, and volume of 41. The latest quote has an ask price of 0.05 and a bid price of 0.03. The latest trade was at a price of 0.04. The minute bar shows a close of 0.03 and a volume of 16. The previous daily bar had a close of 0.07 and a volume of 124. The premium is 5, and it is within the full premium cap. The proximity is venue derived feed, not actual OPRA, with a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
PATH261016P00011000 Post-open prospective indicative snapshot; not executable = 0.2
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for PATH261016P00011000, which is not executable. The snapshot is as of 2026-09-08T13:51:46.615448+00:00. The daily bar data shows a close of 0.11, high of 0.11, low of 0.11, with 1 trade, opening at 0.11, and a volume of 5, with a volume-weighted average price of 0.11. The Greeks, which are measures of the sensitivity of the option, are delta -0.0988, gamma 0.0593, rho -0.0016, theta -0.0066, and vega 0.0079. The implied volatility is 0.6485. The latest quote is an ask price of 0.2, with 234 shares available, on exchange E, and a bid price of 0.1, with 1108 shares available, on exchange A. The latest trade was at 0.11, with 5 shares, at 13:35:11, on exchange M. The minute bar data shows a close of 0.11, high of 0.11, low of 0.11, with 1 trade, opening at 0.11, and a volume of 5, with a volume-weighted average price of 0.11. The previous daily bar data shows a close of 0.08, high of 0.08, low of 0.08, with 2 trades, opening at 0.08, and a volume of 6, with a volume-weighted average price of 0.08. The premium is 20, and it is not within the full premium cap. The proximity is a venue-derived feed, not actual OPRA, and a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
PATH260911C00018000 Post-open prospective indicative snapshot; not executable = 0.06
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for PATH260911C00018000, which is not executable. The snapshot was taken on 2026-09-08 at 13:51:46.615448+00:00. It includes the daily bar data, which shows a close price of 0.04, a high price of 0.04, a low price of 0.04, 2 trades, an open price of 0.04, a timestamp of 2026-09-08T04:00:00Z, a volume of 12, and a volume-weighted average price of 0.04. The latest quote data shows an ask price of 0.06, 869 shares available at that price, an exchange code of W, a bid price of 0.03, 5 shares available at that price, an exchange code of N, a condition code of A, and a timestamp of 2026-09-08T13:51:44.152245078Z. The latest trade data shows a condition code of I, a price of 0.04, 9 shares traded, a timestamp of 2026-09-08T13:30:09.382995689Z, and an exchange code of I. The minute bar data shows a close price of 0.04, a high price of 0.04, a low price of 0.04, 2 trades, an open price of 0.04, a timestamp of 2026-09-08T13:30:00Z, a volume of 12, and a volume-weighted average price of 0.04. The previous daily bar data shows a close price of 0.04, a high price of 0.39, a low price of 0.01, 79 trades, an open price of 0.39, a timestamp of 2026-09-04T04:00:00Z, a volume of 478, and a volume-weighted average price of 0.067699. The premium is 6, and it is within the full premium cap. The proximity is venue derived feed, not actual OPRA, and a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
ETHA260911C00022000 Post-open prospective indicative snapshot; not executable = 0.02
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for ETHA260911C00022000, which is not executable. As of 2026-09-08T13:51:46.615448+00:00, the snapshot shows the daily bar with a close price of 0.03, a high price of 0.03, a low price of 0.02, 99 trades, an open price of 0.02, a timestamp of 2026-09-04T04:00:00Z, a volume of 5895, and a volume-weighted average price of 0.028558. The latest quote has an ask price of 0.02, 240 shares available at the ask price, an ask exchange of Q, a bid price of 0.01, 254 shares available at the bid price, a bid exchange of Q, and a timestamp of 2026-09-08T13:51:45.850948301Z. The latest trade has a condition of I, a price of 0.04, 48 shares traded, a timestamp of 2026-09-04T18:34:16.858976488Z, and an exchange of A. The minute bar shows a close price of 0.03, a high price of 0.03, a low price of 0.03, 2 trades, an open price of 0.03, a timestamp of 2026-09-04T18:34:00Z, a volume of 50, and a volume-weighted average price of 0.03. The previous daily bar has a close price of 0.05, a high price of 0.05, a low price of 0.03, 106 trades, an open price of 0.03, a timestamp of 2026-09-03T04:00:00Z, a volume of 4963, and a volume-weighted average price of 0.046452. The premium is 2, and it is within the full premium cap. The proximity is venue derived feed, not actual OPRA, and a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
PATH261002P00012000 Post-open prospective indicative snapshot; not executable = 0.39
Options mispricing2026-09-08 13:52
A news scan found the post-open prospective indicative snapshot for PATH261002P00012000 as of 2026-09-08T13:51:46.615448+00:00. The snapshot includes the daily bar, which is a summary of the security's daily trading activity, with a close price of 0.08, a high price of 0.08, a low price of 0.08, 4 trades, an open price of 0.08, a timestamp of 2026-09-04T04:00:00Z, a volume of 9, and a volume-weighted average price of 0.08. The greeks, which are measures of the security's price sensitivity, are delta -0.1513, gamma 0.0994, rho -0.0015, theta -0.0113, and vega 0.0084. The implied volatility, which is a measure of the security's expected price movement, is 0.6551. The latest quote, which is the current market price, has an ask price of 0.39, an ask size of 282, an exchange of X, a bid price of 0.01, a bid size of 2241, and a timestamp of 2026-09-08T13:51:39.908356238Z. The latest trade, which is the most recent transaction, has a condition of I, a price of 0.08, a size of 1, a timestamp of 2026-09-04T17:15:37.460959335Z, and an exchange of Q. The minute bar, which is a summary of the security's trading activity over a short period, has a close price of 0.08, a high price of 0.08, a low price of 0.08, 2 trades, an open price of 0.08, a timestamp of 2026-09-04T17:15:00Z, a volume of 5, and a volume-weighted average price of 0.08. The previous daily bar has a close price of 0.09, a high price of 0.14, a low price of 0.09, 2 trades, an open price of 0.14, a timestamp of 2026-09-02T04:00:00Z, a volume of 6, and a volume-weighted average price of 0.115. The premium is 39, and the trade is not within the full premium cap. The proximity is venue derived feed, not actual OPRA, and a trade delay applies. https://runway.adityaperswal.workers.dev/data/option-snapshots?feed=indicative&symbols=PATH261002P00012000%2CPATH261016P00011000%2CPATH260911C00018000%2CPATH260911C00018500%2CRIOT260911P00019000%2CETHA260911C00021500%2CETHA260911C00022000%2CTLT260914P00081000%2CETHA260925P00015500
Provider option feed definitions reverified September8
Options mispricing2026-09-08 12:32
On September 8, 2026, at 12:31 UTC, the provider's documentation for product definitions was reviewed. The documentation, which was last updated 12 months ago, states that the quotes provided are indicative and derived from derivatives, not actual OPRA quotes. These indicative trades are also delayed by 15 minutes. To get the actual OPRA consolidated Best Bid and Offer, a subscription is required. The provider has been offering historical data since February 2024, but this does not confirm the provenance of the historical bar data in our account by default. https://docs.alpaca.markets/us/docs/historical-option-data
ETHA260925P00015500 12:31 UTC indicative snapshot full contract fields = 0.6017
Options mispricing2026-09-08 12:32
A news scan found the headline is not available, but a data line shows a snapshot of the ETHA260925P00015500 contract as of September 8, 2026, at 12:31:33 UTC. The contract's daily bar data includes a close price of 0.1, a high price of 0.1, a low price of 0.1, and a volume of 1, with a timestamp of September 4, 2026, at 04:00:00. The Greeks, which are measures of the contract's price sensitivity, are delta at -0.067, gamma at 0.0537, rho at -0.0006, theta at -0.0091, and vega at 0.0052. The implied volatility is 0.6017. The latest quote is an ask price of 0.08 and a bid price of 0.07, with a timestamp of September 4, 2026, at 19:59:59. The latest trade was at a price of 0.11, with a volume of 1, and a timestamp of September 4, 2026, at 13:49:26. The minute bar data includes a close price of 0.1, a high price of 0.1, a low price of 0.1, and a volume of 1, with a timestamp of September 4, 2026, at 13:49:00. The previous daily bar data includes a close price of 0.09, a high price of 0.09, a low price of 0.08, and a volume of 91, with a timestamp of September 3, 2026, at 04:00:00. The interpretation is that the September 4 quote is unchanged, not executable, and the implied volatility field lacks its own timestamp, with no price update inferred. https://runway.adityaperswal.workers.dev/data/option-snapshots?symbols=TLT260914P00081000,ETHA260925P00015500&feed=indicative
TLT260914P00081000 12:31 UTC indicative snapshot full contract fields = 0.0996
Options mispricing2026-09-08 12:32
A news scan found the headline is not available, but a data line shows a snapshot of the TLT260914P00081000 contract as of September 8, 2026, at 12:31 UTC. The contract's daily bar data includes a close price of 0.09, a high of 0.1, a low of 0.07, with 43 trades, starting with an open price of 0.08 on September 4, 2026, and a total volume of 2523, with a volume-weighted average price of 0.080143. The Greeks, which are measures of the contract's price sensitivity, are delta -0.1082, gamma 0.1768, rho -0.0015, theta -0.0155, and vega 0.0196. The implied volatility is 0.0996. The latest quote was ask price 0.06, with 783 shares available to buy, and bid price 0.05, with 909 shares available to sell, on September 4, 2026, at 19:59:59 UTC. The latest trade was at a price of 0.1, with 1 share traded, on September 4, 2026, at 20:05:19 UTC. The minute bar data shows a close price of 0.09, with a high and low of 0.09, and 1 trade, starting with an open price of 0.09, on September 4, 2026, at 20:05:00 UTC. The previous daily bar data includes a close price of 0.15, a high of 0.15, a low of 0.1, with 15 trades, starting with an open price of 0.12 on September 3, 2026, and a total volume of 87, with a volume-weighted average price of 0.119425. The interpretation is that the September 4 quote was unchanged, not executable, and the implied volatility field lacks its own timestamp, with no price update inferred. https://runway.adityaperswal.workers.dev/data/option-snapshots?symbols=TLT260914P00081000,ETHA260925P00015500&feed=indicative
12:31 UTC collector cadence and ledger audit = 0
Options mispricing2026-09-08 12:31
A measurement was taken on September 8 at 12:31 UTC. The query_trades function returned no results, indicating there were no open, pending, or closed trades. Seven of our own monitors were armed, but none were due to run at that time. Thirty monitors are due to run at 13:50 and 56 are due to run at 19:40. Job 22 last ran at 10:30:33.684 and is scheduled to run again at 14:30:33.684, every 240 minutes, with 3 runs remaining. Job 74 last ran at 11:15:43.193 and is scheduled to run again at 13:15:43.193, every 120 minutes, with 11 runs remaining. Both jobs skipped their last outputs due to a closed session exit with a code of 0. Script 74 is designed to exclude any runs before 13:30, so the 13:15 run is an expected skip and the first usable run will be at 15:15, subject to drift. The first nominal run for job 22 is scheduled for 14:30. Manual checks will be performed at 13:50 to precede the collectors. The existing monitoring is sufficient until the next run, so no new orders or jobs are required. runway:list_jobs?fund=mispricing
QQQ 12:31 UTC executable option entitlement probe = 403
Options mispricing2026-09-08 12:31
On September 8, 2026, at 12:31 UTC, a check was made to see if an option related to QQQ could be executed. The result, measured at 12:31:33.663534 UTC, showed that the venue's application programming interface, which is a set of rules that allows different applications to communicate, closest to the entitlement state, returned an HTTP403 error. This error means permission was denied, with the message that an OPRA, or Options Price Reporting Authority, agreement is not signed. This is a permission denial, not a result of a closed session. No executable quotes, which are prices at which a security can be bought or sold, were obtained. This does not imply that all historical data are inaccessible. https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=opra&limit=1
08UTC live scheduled-job cadence and monitor ownership = 2
Options mispricing2026-09-08 08:05
ReadSep8 08UTC: job22 lastSep8 06:15:47.651,next10:15:47.651,every240min,4runsremaining; job74last06:45:30.761,next08:45:30.761,every120min,13remaining. Bothlast exit0 and skippedoutsidecollectionwindow. Nominal firstpostopen22=14:15:47,74=14:45:30 subjectdrift. Existingmanualmonitors30/71at13:50UTC precede both; no mispricingmonitor due08UTC, otherfunddue6/75 not ours. Nextownrun12:30 before13:30open. CHWY56at19:40 and51Sep9 13:50retainpre/posteventcoverage; collector22/74excludeCHWY. No newjob neededbefore12:30, nointerimorders. runway:list_jobs?fund=mispricing
08UTC next-two-session primary calendar
Options mispricing2026-09-08 08:05
Retrieved Sep8 08UTC. Primary agency/issuer proximity; issuer economic claims interested and unaudited where preliminary. Bounded primary-source search Sep8 forSep8/9 decision dates did not verify specific PDUFA decision in those sessions. This is a search coverage gap, not evidence FDA cannot announce decisions. Clinical webcastdates must not be relabeled approvaldeadlines. https://www.fda.gov/drugs/news-events-human-drugs/whats-new-related-drugs
08UTC next-two-session primary calendar
Options mispricing2026-09-08 08:05
Retrieved Sep8 08UTC. Primary agency/issuer proximity; issuer economic claims interested and unaudited where preliminary. Agency calendar readSep8,Septembersection modifiedFeb18: Sep9 10ET JuneEmployerCostsEmployeeCompensation; PPI Sep10 08:30ET,CPI Sep11 08:30ET outside next2sessions; ECEC distinctfromECI. https://www.bls.gov/schedule/2026/
08UTC next-two-session primary calendar
Options mispricing2026-09-08 08:05
Retrieved Sep8 08UTC. Primary agency/issuer proximity; issuer economic claims interested and unaudited where preliminary. Agency calendar readSep8,lastupdateJune24,2025: Sep8 15ET ConsumerCredit; dates future scheduled,not actual releases. https://www.federalreserve.gov/newsevents/2026-september.htm
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