FRO FRO261016C00046000 quote/model snapshot = 2.009
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00046000","e":261016,"cp":"C","k":46,"b":1.47,"a":2.009,"bs":778,"az":122,"t":"2026-09-04T19:59:57.255373751Z","iv":0.2641,"g":"{'delta': 0.5477, 'gamma': 0.0995, 'rho': 0.0251, 'theta': -0.0226, 'vega': 0.0597}","T":0.1150684932,"td":0.0376141553,"no_div":2.7225501835,"american_div":1.8094787702,"european_div":1.5039273675,"american_scaled":1.9352247748,"american_n1600":1.8091137457,"low_vol":1.4040168072,"high_vol":2.7648539417,"net_model_contract":-20.1521229845,"range_value":3.257473633,"range_bid_proxy":2.987973633,"target_net":97.6973632973}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00045000 quote/model snapshot = 4.019
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00045000","e":261016,"cp":"P","k":45,"b":2.72,"a":4.019,"bs":231,"az":128,"t":"2026-09-04T19:59:55.085110388Z","iv":0.6736,"g":"{'delta': -0.4052, 'gamma': 0.0382, 'rho': -0.0236, 'theta': -0.0482, 'vega': 0.0584}","T":0.1150684932,"td":0.0376141553,"no_div":1.9001465878,"american_div":3.1336848498,"european_div":3.1137919553,"american_scaled":3.2754655715,"american_n1600":3.133211218,"low_vol":2.6613802284,"high_vol":4.19411875,"net_model_contract":-88.7315150225,"range_value":4.613389264,"range_bid_proxy":3.963889264,"target_net":-5.7110736}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00045000 quote/model snapshot = 3.68
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00045000","e":261016,"cp":"C","k":45,"b":1.97,"a":3.68,"bs":530,"az":584,"t":"2026-09-04T19:59:55.085110388Z","iv":0.3563,"g":"{'delta': 0.6193, 'gamma': 0.0709, 'rho': 0.0275, 'theta': -0.0289, 'vega': 0.0574}","T":0.1150684932,"td":0.0376141553,"no_div":3.2467663458,"american_div":2.3244389973,"european_div":1.8643632713,"american_scaled":2.4397856113,"american_n1600":2.3239070599,"low_vol":1.9521473147,"high_vol":3.2351272965,"net_model_contract":-135.7561002733,"range_value":3.9866287677,"range_bid_proxy":3.1316287677,"target_net":-55.0371232332}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00044000 quote/model snapshot = 4.27
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00044000","e":261016,"cp":"P","k":44,"b":2.18,"a":4.27,"bs":173,"az":178,"t":"2026-09-04T19:59:55.085110388Z","iv":0.7309,"g":"{'delta': -0.3695, 'gamma': 0.0343, 'rho': -0.0217, 'theta': -0.0512, 'vega': 0.0569}","T":0.1150684932,"td":0.0376141553,"no_div":1.4882880667,"american_div":2.5542927667,"european_div":2.5391189335,"american_scaled":2.6976255046,"american_n1600":2.5549376919,"low_vol":2.0749939477,"high_vol":3.6199023246,"net_model_contract":-171.7707233343,"range_value":3.8880208961,"range_bid_proxy":2.8430208961,"target_net":-142.8979103874}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00044000 quote/model snapshot = 3.38
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00044000","e":261016,"cp":"C","k":44,"b":2.52,"a":3.38,"bs":432,"az":214,"t":"2026-09-04T19:59:49.621377181Z","iv":0.2622,"g":"{'delta': 0.7385, 'gamma': 0.0823, 'rho': 0.0332, 'theta': -0.0197, 'vega': 0.049}","T":0.1150684932,"td":0.0376141553,"no_div":3.8329681901,"american_div":2.9391174513,"european_div":2.2850980862,"american_scaled":3.0427182595,"american_n1600":2.9398636977,"low_vol":2.6296126833,"high_vol":3.7698343913,"net_model_contract":-44.288254873,"range_value":4.7991288453,"range_bid_proxy":4.3691288453,"target_net":98.712884533}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00043000 quote/model snapshot = 2.96
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00043000","e":261016,"cp":"P","k":43,"b":1.87,"a":2.96,"bs":183,"az":403,"t":"2026-09-04T19:59:52.189306699Z","iv":0.6634,"g":"{'delta': -0.3264, 'gamma': 0.036, 'rho': -0.0187, 'theta': -0.0444, 'vega': 0.0544}","T":0.1150684932,"td":0.0376141553,"no_div":1.140066386,"american_div":2.0421542676,"european_div":2.0309487779,"american_scaled":2.1833283478,"american_n1600":2.0417661866,"low_vol":1.5706251585,"high_vol":3.0903332843,"net_model_contract":-91.9845732377,"range_value":3.2202157015,"range_bid_proxy":2.6752157015,"target_net":-28.6784298515}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00043000 quote/model snapshot = 4.85
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00043000","e":261016,"cp":"C","k":43,"b":3.13,"a":4.85,"bs":478,"az":422,"t":"2026-09-04T19:59:59.13799384Z","iv":0.3295,"g":"{'delta': 0.7708, 'gamma': 0.061, 'rho': 0.0337, 'theta': -0.0225, 'vega': 0.0457}","T":0.1150684932,"td":0.0376141553,"no_div":4.4822977899,"american_div":3.656755778,"european_div":2.7723357672,"american_scaled":3.7391917819,"american_n1600":3.6562245219,"low_vol":3.4224047332,"high_vol":4.3726489714,"net_model_contract":-119.524422199,"range_value":5.6781924492,"range_bid_proxy":4.8181924492,"target_net":-3.3807550804}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00042000 quote/model snapshot = 2.18
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00042000","e":261016,"cp":"P","k":42,"b":1.32,"a":2.18,"bs":332,"az":522,"t":"2026-09-04T19:59:51.167159216Z","iv":0.6087,"g":"{'delta': -0.2776, 'gamma': 0.0365, 'rho': -0.0156, 'theta': -0.0379, 'vega': 0.0505}","T":0.1150684932,"td":0.0376141553,"no_div":0.8518252043,"american_div":1.5965657615,"european_div":1.5884078201,"american_scaled":1.7320336809,"american_n1600":1.5961445167,"low_vol":1.1500662262,"high_vol":2.6092137185,"net_model_contract":-58.5434238518,"range_value":2.615397378,"range_bid_proxy":2.185397378,"target_net":0.3397377956}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00042000 quote/model snapshot = 5.05
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00042000","e":261016,"cp":"C","k":42,"b":3.88,"a":5.05,"bs":66,"az":157,"t":"2026-09-04T19:59:49.376678887Z","iv":0.2402,"g":"{'delta': 0.9001, 'gamma': 0.0484, 'rho': 0.0396, 'theta': -0.0119, 'vega': 0.0264}","T":0.1150684932,"td":0.0376141553,"no_div":5.1910447776,"american_div":4.4616506467,"european_div":3.325202646,"american_scaled":4.5238371173,"american_n1600":4.4616751497,"low_vol":4.3044158257,"high_vol":5.0457426084,"net_model_contract":-59.0349353313,"range_value":6.6074769166,"range_bid_proxy":6.0224769166,"target_net":97.0476916554}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00041000 quote/model snapshot = 2.02
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00041000","e":261016,"cp":"P","k":41,"b":1.03,"a":2.02,"bs":308,"az":545,"t":"2026-09-04T19:59:54.923833214Z","iv":0.6299,"g":"{'delta': -0.2439, 'gamma': 0.033, 'rho': -0.0136, 'theta': -0.0369, 'vega': 0.0473}","T":0.1150684932,"td":0.0376141553,"no_div":0.6183706952,"american_div":1.2174942599,"european_div":1.2117181194,"american_scaled":1.3433275721,"american_n1600":1.2177148996,"low_vol":0.8114312358,"high_vol":2.1737692435,"net_model_contract":-80.4505740062,"range_value":2.0805362409,"range_bid_proxy":1.5855362409,"target_net":-43.646375909}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00041000 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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00041000","e":261016,"cp":"C","k":41,"b":4.08,"a":6.75,"bs":69,"az":96,"t":"2026-09-04T19:59:49.371932234Z","iv":0.2625,"g":"{'delta': 0.928, 'gamma': 0.0347, 'rho': 0.0399, 'theta': -0.0108, 'vega': 0.0207}","T":0.1150684932,"td":0.0376141553,"no_div":5.9541693554,"american_div":5.3384643373,"european_div":3.943920782,"american_scaled":5.3800620101,"american_n1600":5.3391014411,"low_vol":5.2460101185,"high_vol":5.7852932351,"net_model_contract":-141.3535662678,"range_value":7.569360235,"range_bid_proxy":6.234360235,"target_net":-51.7639765036}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00040000 quote/model snapshot = 1.02
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00040000","e":261016,"cp":"P","k":40,"b":0.87,"a":1.02,"bs":221,"az":1,"t":"2026-09-04T19:59:58.647408662Z","iv":0.5609,"g":"{'delta': -0.1867, 'gamma': 0.0318, 'rho': -0.0102, 'theta': -0.0281, 'vega': 0.0405}","T":0.1150684932,"td":0.0376141553,"no_div":0.4364896507,"american_div":0.9044100837,"european_div":0.9004215725,"american_scaled":1.0170789771,"american_n1600":0.9041188616,"low_vol":0.5491633592,"high_vol":1.7849623413,"net_model_contract":-11.7589916333,"range_value":1.6142860881,"range_bid_proxy":1.5392860881,"target_net":51.7286088097}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00040000 quote/model snapshot = 8.25
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00040000","e":261016,"cp":"C","k":40,"b":4.94,"a":8.25,"bs":69,"az":82,"t":"2026-09-04T19:59:49.38203235Z","iv":0.3812,"g":"{'delta': 0.892, 'gamma': 0.0323, 'rho': 0.0369, 'theta': -0.0172, 'vega': 0.028}","T":0.1150684932,"td":0.0376141553,"no_div":6.7685467961,"american_div":6.2688593197,"european_div":4.6280320717,"american_scaled":6.2941460236,"american_n1600":6.2689753292,"low_vol":6.221080338,"high_vol":6.5869160163,"net_model_contract":-198.314068028,"range_value":8.5505496799,"range_bid_proxy":6.8955496799,"target_net":-135.6450320124}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00039000 quote/model snapshot = 0.92
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00039000","e":261016,"cp":"P","k":39,"b":0.57,"a":0.92,"bs":271,"az":96,"t":"2026-09-04T19:59:49.626164517Z","iv":0.566,"g":"{'delta': -0.1538, 'gamma': 0.0278, 'rho': -0.0084, 'theta': -0.0251, 'vega': 0.0357}","T":0.1150684932,"td":0.0376141553,"no_div":0.2975642612,"american_div":0.6516971961,"european_div":0.6490369491,"american_scaled":0.7502277448,"american_n1600":0.6513946286,"low_vol":0.3549360653,"high_vol":1.4456133086,"net_model_contract":-27.030280393,"range_value":1.2211128568,"range_bid_proxy":1.0461128568,"target_net":12.4112856791}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00039000 quote/model snapshot = 8.78
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00039000","e":261016,"cp":"C","k":39,"b":6.12,"a":8.78,"bs":65,"az":88,"t":"2026-09-04T19:59:49.374258773Z","iv":0.3672,"g":"{'delta': 0.9319, 'gamma': 0.0237, 'rho': 0.038, 'theta': -0.013, 'vega': 0.0198}","T":0.1150684932,"td":0.0376141553,"no_div":7.6256241777,"american_div":7.2327014484,"european_div":5.372055285,"american_scaled":7.2462201869,"american_n1600":7.2327434601,"low_vol":7.2114095075,"high_vol":7.4437923177,"net_model_contract":-154.9298551647,"range_value":9.5419313911,"range_bid_proxy":8.2119313911,"target_net":-57.0068608884}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00038000 quote/model snapshot = 0.92
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00038000","e":261016,"cp":"P","k":38,"b":0.37,"a":0.92,"bs":576,"az":1078,"t":"2026-09-04T19:59:54.443642968Z","iv":0.5921,"g":"{'delta': -0.1318, 'gamma': 0.0239, 'rho': -0.0072, 'theta': -0.0237, 'vega': 0.0322}","T":0.1150684932,"td":0.0376141553,"no_div":0.1957687086,"american_div":0.4541922933,"european_div":0.4524426477,"american_scaled":0.5366482547,"american_n1600":0.4545227547,"low_vol":0.2184736052,"high_vol":1.1512330375,"net_model_contract":-46.7807706739,"range_value":0.8961445429,"range_bid_proxy":0.6211445429,"target_net":-30.0855457141}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00038000 quote/model snapshot = 9.58
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00038000","e":261016,"cp":"C","k":38,"b":7.39,"a":9.58,"bs":5,"az":11,"t":"2026-09-04T19:59:50.387845557Z","iv":0.4305,"g":"{'delta': 0.9299, 'gamma': 0.0207, 'rho': 0.0368, 'theta': -0.0147, 'vega': 0.0203}","T":0.1150684932,"td":0.0376141553,"no_div":8.5196244074,"american_div":8.2157077982,"european_div":6.1708688202,"american_scaled":8.2219704131,"american_n1600":8.2157504938,"low_vol":8.2076300825,"high_vol":8.3453777762,"net_model_contract":-136.6292201823,"range_value":10.5378825133,"range_bid_proxy":9.4428825133,"target_net":-13.9117486704}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00037000 quote/model snapshot = 0.57
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00037000","e":261016,"cp":"P","k":37,"b":0.28,"a":0.57,"bs":242,"az":85,"t":"2026-09-04T19:59:49.621823307Z","iv":0.5696,"g":"{'delta': -0.0971, 'gamma': 0.02, 'rho': -0.0052, 'theta': -0.0184, 'vega': 0.0259}","T":0.1150684932,"td":0.0376141553,"no_div":0.1239938098,"american_div":0.3058700481,"european_div":0.3047867299,"american_scaled":0.3722874835,"american_n1600":0.3058070723,"low_vol":0.1268903047,"high_vol":0.9001831245,"net_model_contract":-26.6129951862,"range_value":0.635811787,"range_bid_proxy":0.490811787,"target_net":-8.1188212967}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00037000 quote/model snapshot = 10.82
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00037000","e":261016,"cp":"C","k":37,"b":8.16,"a":10.82,"bs":49,"az":11,"t":"2026-09-04T19:59:58.799772072Z","iv":0.4802,"g":"{'delta': 0.9342, 'gamma': 0.0177, 'rho': 0.0359, 'theta': -0.0153, 'vega': 0.0193}","T":0.1150684932,"td":0.0376141553,"no_div":9.4435263164,"american_div":9.208210931,"european_div":7.0186207391,"american_scaled":9.2107182905,"american_n1600":9.2082210214,"low_vol":9.2056161667,"high_vol":9.2815714591,"net_model_contract":-161.3789069035,"range_value":11.5355920811,"range_bid_proxy":10.2055920811,"target_net":-61.6407918945}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00036000 quote/model snapshot = 0.47
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00036000","e":261016,"cp":"P","k":36,"b":0.18,"a":0.47,"bs":241,"az":429,"t":"2026-09-04T19:59:52.761065172Z","iv":0.5778,"g":"{'delta': -0.0768, 'gamma': 0.0165, 'rho': -0.0041, 'theta': -0.0157, 'vega': 0.0217}","T":0.1150684932,"td":0.0376141553,"no_div":0.0751132842,"american_div":0.1977650857,"european_div":0.1971170358,"american_scaled":0.2490798567,"american_n1600":0.1977212405,"low_vol":0.0693339682,"high_vol":0.6900558068,"net_model_contract":-27.423491425,"range_value":0.4358293995,"range_bid_proxy":0.2908293995,"target_net":-18.1170600508}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00036000 quote/model snapshot = 11.72
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00036000","e":261016,"cp":"C","k":36,"b":9.02,"a":11.72,"bs":59,"az":11,"t":"2026-09-04T19:59:58.691092898Z","iv":0.4499,"g":"{'delta': 0.9629, 'gamma': 0.0119, 'rho': 0.0364, 'theta': -0.0105, 'vega': 0.0122}","T":0.1150684932,"td":0.0376141553,"no_div":10.3902184169,"american_div":10.2047179743,"european_div":7.9063588816,"american_scaled":10.2055798459,"american_n1600":10.2047388557,"low_vol":10.2040246685,"high_vol":10.2426894201,"net_model_contract":-151.7282025664,"range_value":12.5338869856,"range_bid_proxy":11.1838869856,"target_net":-53.811301437}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00035000 quote/model snapshot = 0.52
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00035000","e":261016,"cp":"P","k":35,"b":0,"a":0.52,"bs":0,"az":673,"t":"2026-09-04T19:59:55.084726917Z","iv":null,"g":null,"T":0.1150684932,"td":0.0376141553,"no_div":0.0433794124,"american_div":0.1223414864,"european_div":0.1219686916,"american_scaled":0.1599640841,"american_n1600":0.1223774784,"low_vol":0.0353197595,"high_vol":0.5176933027,"net_model_contract":-39.9658513624,"range_value":0.2868863858,"range_bid_proxy":0.0268863858,"target_net":-49.5113614168}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00035000 quote/model snapshot = 13.01
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00035000","e":261016,"cp":"C","k":35,"b":9.91,"a":13.01,"bs":59,"az":11,"t":"2026-09-04T19:59:58.691063643Z","iv":0.5596,"g":"{'delta': 0.9476, 'gamma': 0.0127, 'rho': 0.0344, 'theta': -0.0149, 'vega': 0.0162}","T":0.1150684932,"td":0.0376141553,"no_div":11.3539901404,"american_div":11.2026634969,"european_div":8.8266183741,"american_scaled":11.2029142186,"american_n1600":11.2026759701,"low_vol":11.2025119998,"high_vol":11.2205845909,"net_model_contract":-180.9336503072,"range_value":13.5323415504,"range_bid_proxy":11.9823415504,"target_net":-102.9658449574}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00060000 quote/model snapshot = 17.05
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00060000","e":260918,"cp":"P","k":60,"b":15.09,"a":17.05,"bs":22,"az":28,"t":"2026-09-04T19:59:51.840314688Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":13.85,"american_div":16.3658446112,"european_div":16.364121339,"american_scaled":16.3658983601,"american_n1600":16.3659024202,"low_vol":16.3658153982,"high_vol":16.3708186975,"net_model_contract":-68.6155388799,"range_value":18.6956377257,"range_bid_proxy":17.7156377257,"target_net":66.3637725656}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00060000 quote/model snapshot = 0.57
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":"FRO260918C00060000","e":260918,"cp":"C","k":60,"b":0,"a":0.57,"bs":0,"az":309,"t":"2026-09-04T19:59:49.714790034Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0006060964,"american_div":0.0002554813,"european_div":0.0000295174,"american_scaled":0.0005779558,"american_n1600":0.0002575525,"low_vol":0.0000045765,"high_vol":0.0152673743,"net_model_contract":-57.1744518724,"range_value":0.0029538434,"range_bid_proxy":0,"target_net":-57.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative