Runway

Notes

3327 observations, newest first
FRO FRO261120P00027000 quote/model snapshot = 0.43
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00027000","e":261120,"cp":"P","k":27,"b":0,"a":0.43,"bs":0,"az":89,"t":"2026-09-04T19:59:44.977371573Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00027000 quote/model snapshot = 20.98
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00027000","e":261120,"cp":"C","k":27,"b":17.53,"a":20.98,"bs":107,"az":30,"t":"2026-09-04T19:59:49.374258773Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00026000 quote/model snapshot = 0.22
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00026000","e":261120,"cp":"P","k":26,"b":0,"a":0.22,"bs":0,"az":134,"t":"2026-09-04T19:59:55.084782611Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00026000 quote/model snapshot = 22.05
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00026000","e":261120,"cp":"C","k":26,"b":18.13,"a":22.05,"bs":107,"az":30,"t":"2026-09-04T19:59:49.376112184Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00025000 quote/model snapshot = 0.18
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00025000","e":261120,"cp":"P","k":25,"b":0,"a":0.18,"bs":0,"az":157,"t":"2026-09-04T19:59:57.535351522Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00025000 quote/model snapshot = 23.52
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00025000","e":261120,"cp":"C","k":25,"b":19.69,"a":23.52,"bs":107,"az":30,"t":"2026-09-04T19:59:49.382808806Z","iv":0.8565,"g":"{'delta': 0.9641, 'gamma': 0.0044, 'rho': 0.0463, 'theta': -0.0119, 'vega': 0.0164}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00024000 quote/model snapshot = 0.22
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00024000","e":261120,"cp":"P","k":24,"b":0,"a":0.22,"bs":0,"az":208,"t":"2026-09-04T19:59:55.084742306Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00024000 quote/model snapshot = 24.01
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00024000","e":261120,"cp":"C","k":24,"b":20.5,"a":24.01,"bs":107,"az":30,"t":"2026-09-04T19:59:49.371932234Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00023000 quote/model snapshot = 0.17
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00023000","e":261120,"cp":"P","k":23,"b":0,"a":0.17,"bs":0,"az":132,"t":"2026-09-04T19:59:46.844940568Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00023000 quote/model snapshot = 25.14
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00023000","e":261120,"cp":"C","k":23,"b":21.64,"a":25.14,"bs":96,"az":30,"t":"2026-09-04T19:59:49.385434396Z","iv":0.7788,"g":"{'delta': 0.9854, 'gamma': 0.0023, 'rho': 0.0447, 'theta': -0.0063, 'vega': 0.0077}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00020000 quote/model snapshot = 0.33
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00020000","e":261120,"cp":"P","k":20,"b":0,"a":0.33,"bs":0,"az":237,"t":"2026-09-04T19:59:57.53535678Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00020000 quote/model snapshot = 27.92
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00020000","e":261120,"cp":"C","k":20,"b":24.44,"a":27.92,"bs":96,"az":30,"t":"2026-09-04T19:59:49.379049933Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00060000 quote/model snapshot = 18.37
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00060000","e":261016,"cp":"P","k":60,"b":15,"a":18.37,"bs":22,"az":36,"t":"2026-09-04T19:59:56.537827371Z","iv":1.1878,"g":"{'delta': -0.682, 'gamma': 0.0199, 'rho': -0.0514, 'theta': -0.0769, 'vega': 0.0538}","T":0.1150684932,"td":0.0376141553,"no_div":13.8529295372,"american_div":16.3753873884,"european_div":16.2076598718,"american_scaled":16.3834639687,"american_n1600":16.3755560458,"low_vol":16.3661047793,"high_vol":16.5455267207,"net_model_contract":-199.6612611631,"range_value":18.6970692375,"range_bid_proxy":17.0120692375,"target_net":-135.993076254} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00060000 quote/model snapshot = 0.27
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00060000","e":261016,"cp":"C","k":60,"b":0,"a":0.27,"bs":0,"az":121,"t":"2026-09-04T19:59:44.974665078Z","iv":null,"g":null,"T":0.1150684932,"td":0.0376141553,"no_div":0.0882784605,"american_div":0.0271191757,"european_div":0.0271136381,"american_scaled":0.0415016401,"american_n1600":0.0271643549,"low_vol":0.0035556219,"high_vol":0.2471467643,"net_model_contract":-24.4880824251,"range_value":0.0788635477,"range_bid_proxy":0,"target_net":-27.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00055000 quote/model snapshot = 12.56
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00055000","e":261016,"cp":"P","k":55,"b":10.65,"a":12.56,"bs":70,"az":55,"t":"2026-09-04T19:59:49.429690298Z","iv":0.973,"g":"{'delta': -0.6488, 'gamma': 0.0253, 'rho': -0.0444, 'theta': -0.0655, 'vega': 0.0559}","T":0.1150684932,"td":0.0376141553,"no_div":9.0537467926,"american_div":11.4598640278,"european_div":11.3413680848,"american_scaled":11.4965987003,"american_n1600":11.4600253469,"low_vol":11.3883817101,"high_vol":11.8883714936,"net_model_contract":-110.2135972167,"range_value":13.7253782393,"range_bid_proxy":12.7703782393,"target_net":20.8378239288} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00055000 quote/model snapshot = 0.32
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00055000","e":261016,"cp":"C","k":55,"b":0.13,"a":0.32,"bs":312,"az":159,"t":"2026-09-04T19:59:58.643469864Z","iv":0.3755,"g":"{'delta': 0.09, 'gamma': 0.0287, 'rho': 0.0042, 'theta': -0.0122, 'vega': 0.0245}","T":0.1150684932,"td":0.0376141553,"no_div":0.3631801713,"american_div":0.1386267647,"european_div":0.1378610343,"american_scaled":0.1835396548,"american_n1600":0.1388040341,"low_vol":0.0382919673,"high_vol":0.6137713869,"net_model_contract":-18.3373235255,"range_value":0.3374271001,"range_bid_proxy":0.2424271001,"target_net":-7.9572899925} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00050000 quote/model snapshot = 7.69
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00050000","e":261016,"cp":"P","k":50,"b":5.98,"a":7.69,"bs":52,"az":68,"t":"2026-09-04T19:59:49.430827845Z","iv":0.7652,"g":"{'delta': -0.5722, 'gamma': 0.034, 'rho': -0.0355, 'theta': -0.0546, 'vega': 0.0592}","T":0.1150684932,"td":0.0376141553,"no_div":4.8771796062,"american_div":6.8587711761,"european_div":6.7988724855,"american_scaled":6.9540330299,"american_n1600":6.858691658,"low_vol":6.5910025201,"high_vol":7.6642518054,"net_model_contract":-83.322882393,"range_value":8.8928947029,"range_bid_proxy":8.0378947029,"target_net":34.589470287} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00050000 quote/model snapshot = 0.77
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00050000","e":261016,"cp":"C","k":50,"b":0.52,"a":0.77,"bs":907,"az":86,"t":"2026-09-04T19:59:52.084782443Z","iv":0.3136,"g":"{'delta': 0.2427, 'gamma': 0.0662, 'rho': 0.0113, 'theta': -0.02, 'vega': 0.0471}","T":0.1150684932,"td":0.0376141553,"no_div":1.2204248438,"american_div":0.6078371271,"european_div":0.5724046183,"american_scaled":0.7095126074,"american_n1600":0.6077734944,"low_vol":0.3097171467,"high_vol":1.4432889536,"net_model_contract":-16.4162872917,"range_value":1.2722200067,"range_bid_proxy":1.1472200067,"target_net":37.5220006684} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00049000 quote/model snapshot = 6.75
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00049000","e":261016,"cp":"P","k":49,"b":5.43,"a":6.75,"bs":99,"az":96,"t":"2026-09-04T19:59:55.085110388Z","iv":0.7493,"g":"{'delta': -0.5432, 'gamma': 0.0351, 'rho': -0.0333, 'theta': -0.0542, 'vega': 0.0598}","T":0.1150684932,"td":0.0376141553,"no_div":4.1669995113,"american_div":6.0205914168,"european_div":5.970774993,"american_scaled":6.1288999112,"american_n1600":6.0207197803,"low_vol":5.7016545849,"high_vol":6.899102686,"net_model_contract":-73.1408583235,"range_value":7.9725052932,"range_bid_proxy":7.3125052932,"target_net":56.050529318} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00049000 quote/model snapshot = 1.53
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00049000","e":261016,"cp":"C","k":49,"b":0.37,"a":1.53,"bs":1177,"az":682,"t":"2026-09-04T19:59:55.085099458Z","iv":0.3256,"g":"{'delta': 0.3162, 'gamma': 0.0725, 'rho': 0.0146, 'theta': -0.0238, 'vega': 0.0536}","T":0.1150684932,"td":0.0376141553,"no_div":1.5129388591,"american_div":0.8053052738,"european_div":0.7397149624,"american_scaled":0.9185657806,"american_n1600":0.8054815922,"low_vol":0.459478315,"high_vol":1.7032361131,"net_model_contract":-72.6694726191,"range_value":1.633806399,"range_bid_proxy":1.053806399,"target_net":-47.819360097} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00048000 quote/model snapshot = 5.76
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00048000","e":261016,"cp":"P","k":48,"b":3.53,"a":5.76,"bs":101,"az":89,"t":"2026-09-04T19:59:55.085099458Z","iv":0.6118,"g":"{'delta': -0.5318, 'gamma': 0.0431, 'rho': -0.0312, 'theta': -0.044, 'vega': 0.06}","T":0.1150684932,"td":0.0376141553,"no_div":3.5100297388,"american_div":5.2229980956,"european_div":5.1823135244,"american_scaled":5.3432610089,"american_n1600":5.2232230149,"low_vol":4.855120403,"high_vol":6.1654910976,"net_model_contract":-53.9001904351,"range_value":7.078295914,"range_bid_proxy":5.963295914,"target_net":20.1295914002} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00048000 quote/model snapshot = 1.18
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00048000","e":261016,"cp":"C","k":48,"b":0.88,"a":1.18,"bs":549,"az":97,"t":"2026-09-04T19:59:58.863484039Z","iv":0.2852,"g":"{'delta': 0.3673, 'gamma': 0.0876, 'rho': 0.017, 'theta': -0.0224, 'vega': 0.0568}","T":0.1150684932,"td":0.0376141553,"no_div":1.8575159375,"american_div":1.062214471,"european_div":0.9466613305,"american_scaled":1.1843643416,"american_n1600":1.0625556739,"low_vol":0.6772202266,"high_vol":2.0058949134,"net_model_contract":-11.9785529019,"range_value":2.0813135074,"range_bid_proxy":1.9313135074,"target_net":74.9313507427} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00047000 quote/model snapshot = 4.94
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00047000","e":261016,"cp":"P","k":47,"b":4.28,"a":4.94,"bs":57,"az":74,"t":"2026-09-04T19:59:57.635059276Z","iv":0.7038,"g":"{'delta': -0.4799, 'gamma': 0.0376, 'rho': -0.0286, 'theta': -0.0514, 'vega': 0.0601}","T":0.1150684932,"td":0.0376141553,"no_div":2.9118574784,"american_div":4.472544484,"european_div":4.4399453874,"american_scaled":4.6024786862,"american_n1600":4.4721422263,"low_vol":4.059593393,"high_vol":5.4698131291,"net_model_contract":-46.945551598,"range_value":6.2161497676,"range_bid_proxy":5.8861497676,"target_net":94.4149767619} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00047000 quote/model snapshot = 1.73
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00047000","e":261016,"cp":"C","k":47,"b":1.18,"a":1.73,"bs":410,"az":238,"t":"2026-09-04T19:59:55.085110388Z","iv":0.2938,"g":"{'delta': 0.4574, 'gamma': 0.0896, 'rho': 0.021, 'theta': -0.0245, 'vega': 0.0598}","T":0.1150684932,"td":0.0376141553,"no_div":2.2600002134,"american_div":1.3933699326,"european_div":1.1997010301,"american_scaled":1.5196966864,"american_n1600":1.3928381832,"low_vol":0.984471946,"high_vol":2.358982099,"net_model_contract":-33.863006737,"range_value":2.6207930928,"range_bid_proxy":2.3457930928,"target_net":61.37930928} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00046000 quote/model snapshot = 4.14
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00046000","e":261016,"cp":"P","k":46,"b":3.32,"a":4.14,"bs":120,"az":90,"t":"2026-09-04T19:59:55.085110388Z","iv":0.6485,"g":"{'delta': -0.4454, 'gamma': 0.0404, 'rho': -0.0259, 'theta': -0.047, 'vega': 0.0596}","T":0.1150684932,"td":0.0376141553,"no_div":2.3747370916,"american_div":3.7744404401,"european_div":3.7487638881,"american_scaled":3.9116788442,"american_n1600":3.7736535839,"low_vol":3.3248041876,"high_vol":4.8103980394,"net_model_contract":-36.7559559935,"range_value":5.3923253007,"range_bid_proxy":4.9823253007,"target_net":84.0325300699} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
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