FRO FRO260918P00055000 quote/model snapshot = 12.02
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00055000","e":260918,"cp":"P","k":55,"b":10.6,"a":12.02,"bs":200,"az":177,"t":"2026-09-04T19:59:55.084797224Z","iv":1.6898,"g":"{'delta': -0.6736, 'gamma': 0.0266, 'rho': -0.0128, 'theta': -0.2175, 'vega': 0.0289}","T":0.0383561644,"td":0.0376141553,"no_div":8.8501672173,"american_div":11.3754135934,"european_div":11.3738392349,"american_scaled":11.377152246,"american_n1600":11.3754744006,"low_vol":11.3734434978,"high_vol":11.4197581978,"net_model_contract":-64.6586406588,"range_value":13.7033086481,"range_bid_proxy":12.9933086481,"target_net":97.1308648133}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00055000 quote/model snapshot = 0.17
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00055000","e":260918,"cp":"C","k":55,"b":0,"a":0.17,"bs":0,"az":287,"t":"2026-09-04T19:59:49.710900728Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0209639018,"american_div":0.0130695927,"european_div":0.0020820622,"american_scaled":0.020197486,"american_n1600":0.0130873986,"low_vol":0.001632051,"high_vol":0.124883896,"net_model_contract":-15.893040732,"range_value":0.0781805766,"range_bid_proxy":0,"target_net":-17.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00050000 quote/model snapshot = 7.27
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00050000","e":260918,"cp":"P","k":50,"b":5.42,"a":7.27,"bs":209,"az":124,"t":"2026-09-04T19:59:55.085110388Z","iv":1.2523,"g":"{'delta': -0.6017, 'gamma': 0.0385, 'rho': -0.0103, 'theta': -0.1725, 'vega': 0.0309}","T":0.0383561644,"td":0.0376141553,"no_div":4.1209239064,"american_div":6.4471980473,"european_div":6.4458572629,"american_scaled":6.469401736,"american_n1600":6.4472385555,"low_vol":6.3981533415,"high_vol":6.6914291682,"net_model_contract":-82.4801952748,"range_value":8.7205282976,"range_bid_proxy":7.7955282976,"target_net":52.3528297649}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00050000 quote/model snapshot = 0.33
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00050000","e":260918,"cp":"C","k":50,"b":0.18,"a":0.33,"bs":523,"az":5,"t":"2026-09-04T19:59:49.712990736Z","iv":0.4262,"g":"{'delta': 0.1492, 'gamma': 0.0681, 'rho': 0.002, 'theta': -0.0367, 'vega': 0.0186}","T":0.0383561644,"td":0.0376141553,"no_div":0.3298709987,"american_div":0.2711226075,"european_div":0.0664347391,"american_scaled":0.322217229,"american_n1600":0.2714020014,"low_vol":0.1271724354,"high_vol":0.7065029059,"net_model_contract":-6.0877392532,"range_value":0.859833087,"range_bid_proxy":0.784833087,"target_net":45.2833086977}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00049000 quote/model snapshot = 6.07
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00049000","e":260918,"cp":"P","k":49,"b":4.28,"a":6.07,"bs":66,"az":61,"t":"2026-09-04T19:59:43.009885917Z","iv":1.0913,"g":"{'delta': -0.5867, 'gamma': 0.0446, 'rho': -0.0097, 'theta': -0.1515, 'vega': 0.0312}","T":0.0383561644,"td":0.0376141553,"no_div":3.3029080183,"american_div":5.5010461093,"european_div":5.4997893495,"american_scaled":5.533500708,"american_n1600":5.5012470918,"low_vol":5.4220443459,"high_vol":5.8175999825,"net_model_contract":-57.0953890669,"range_value":7.7325691397,"range_bid_proxy":6.8375691397,"target_net":76.5569139714}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00049000 quote/model snapshot = 0.63
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00049000","e":260918,"cp":"C","k":49,"b":0.27,"a":0.63,"bs":738,"az":346,"t":"2026-09-04T19:59:49.6305943Z","iv":0.4389,"g":"{'delta': 0.2289, 'gamma': 0.0862, 'rho': 0.003, 'theta': -0.0494, 'vega': 0.0242}","T":0.0383561644,"td":0.0376141553,"no_div":0.5153655489,"american_div":0.4414979478,"european_div":0.1188337555,"american_scaled":0.5053509702,"american_n1600":0.4414602177,"low_vol":0.2473909787,"high_vol":0.9508441212,"net_model_contract":-19.0502052225,"range_value":1.2421726712,"range_bid_proxy":1.0621726712,"target_net":43.0172671228}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00048000 quote/model snapshot = 6.11
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00048000","e":260918,"cp":"P","k":48,"b":3.28,"a":6.11,"bs":42,"az":52,"t":"2026-09-04T19:59:49.377530625Z","iv":1.141,"g":"{'delta': -0.5387, 'gamma': 0.0435, 'rho': -0.0089, 'theta': -0.1619, 'vega': 0.0318}","T":0.0383561644,"td":0.0376141553,"no_div":2.5606708909,"american_div":4.5885718034,"european_div":4.5874108291,"american_scaled":4.6327852781,"american_n1600":4.5886586569,"low_vol":4.4694411016,"high_vol":4.9824541273,"net_model_contract":-152.3428196576,"range_value":6.7540257084,"range_bid_proxy":5.3390257084,"target_net":-77.2974291628}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00048000 quote/model snapshot = 0.82
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00048000","e":260918,"cp":"C","k":48,"b":0.53,"a":0.82,"bs":279,"az":20,"t":"2026-09-04T19:59:58.643040161Z","iv":0.431,"g":"{'delta': 0.315, 'gamma': 0.1029, 'rho': 0.0042, 'theta': -0.0571, 'vega': 0.0284}","T":0.0383561644,"td":0.0376141553,"no_div":0.7754584198,"american_div":0.6892340759,"european_div":0.2049221649,"american_scaled":0.7630573619,"american_n1600":0.6891149923,"low_vol":0.449993272,"high_vol":1.2576350361,"net_model_contract":-13.2765924054,"range_value":1.7319078042,"range_bid_proxy":1.5869078042,"target_net":76.4907804174}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00047000 quote/model snapshot = 4.36
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00047000","e":260918,"cp":"P","k":47,"b":3.28,"a":4.36,"bs":58,"az":56,"t":"2026-09-04T19:59:58.140219072Z","iv":1.0533,"g":"{'delta': -0.5024, 'gamma': 0.0473, 'rho': -0.0081, 'theta': -0.1502, 'vega': 0.0319}","T":0.0383561644,"td":0.0376141553,"no_div":1.9111245407,"american_div":3.7245372193,"european_div":3.7235026791,"american_scaled":3.7814079791,"american_n1600":3.7242881014,"low_vol":3.5572798427,"high_vol":4.197110864,"net_model_contract":-63.746278074,"range_value":5.7921641291,"range_bid_proxy":5.2521641291,"target_net":89.0164129132}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00047000 quote/model snapshot = 1.18
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00047000","e":260918,"cp":"C","k":47,"b":0.78,"a":1.18,"bs":544,"az":229,"t":"2026-09-04T19:59:58.140545456Z","iv":0.4202,"g":"{'delta': 0.4178, 'gamma': 0.116, 'rho': 0.0055, 'theta': -0.0615, 'vega': 0.0313}","T":0.0383561644,"td":0.0376141553,"no_div":1.1273249931,"american_div":1.0320523556,"european_div":0.3394809446,"american_scaled":1.1128049623,"american_n1600":1.0317052584,"low_vol":0.7631762643,"high_vol":1.6362007739,"net_model_contract":-14.9947644383,"range_value":2.330910745,"range_bid_proxy":2.130910745,"target_net":94.8910745048}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00046000 quote/model snapshot = 3.63
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00046000","e":260918,"cp":"P","k":46,"b":2.52,"a":3.63,"bs":144,"az":115,"t":"2026-09-04T19:59:49.63532045Z","iv":0.9922,"g":"{'delta': -0.4571, 'gamma': 0.0499, 'rho': -0.0073, 'theta': -0.1408, 'vega': 0.0318}","T":0.0383561644,"td":0.0376141553,"no_div":1.3644276715,"american_div":2.9261547234,"european_div":2.925264009,"american_scaled":2.9950683217,"american_n1600":2.9260734861,"low_vol":2.7100095665,"high_vol":3.4681635149,"net_model_contract":-70.5845276626,"range_value":4.8571935303,"range_bid_proxy":4.3021935303,"target_net":67.0193530316}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00046000 quote/model snapshot = 1.72
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00046000","e":260918,"cp":"C","k":46,"b":1.32,"a":1.72,"bs":188,"az":493,"t":"2026-09-04T19:59:49.636337844Z","iv":0.4496,"g":"{'delta': 0.5345, 'gamma': 0.1104, 'rho': 0.007, 'theta': -0.0673, 'vega': 0.0318}","T":0.0383561644,"td":0.0376141553,"no_div":1.5812298681,"american_div":1.4836392029,"european_div":0.5397092043,"american_scaled":1.5655350908,"american_n1600":1.4832184361,"low_vol":1.2099990841,"high_vol":2.0906672805,"net_model_contract":-23.8360797075,"range_value":3.0339284266,"range_bid_proxy":2.8339284266,"target_net":111.1928426558}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00045000 quote/model snapshot = 2.58
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00045000","e":260918,"cp":"P","k":45,"b":1.98,"a":2.58,"bs":57,"az":287,"t":"2026-09-04T19:59:59.412748986Z","iv":0.8972,"g":"{'delta': -0.4041, 'gamma': 0.0539, 'rho': -0.0063, 'theta': -0.1244, 'vega': 0.031}","T":0.0383561644,"td":0.0376141553,"no_div":0.9257537432,"american_div":2.2118460115,"european_div":2.2111103416,"american_scaled":2.290646704,"american_n1600":2.2118845142,"low_vol":1.9558887222,"high_vol":2.8039494739,"net_model_contract":-37.0153988532,"range_value":3.9634319996,"range_bid_proxy":3.6634319996,"target_net":108.1431999589}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00045000 quote/model snapshot = 2.83
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00045000","e":260918,"cp":"C","k":45,"b":1.48,"a":2.83,"bs":815,"az":352,"t":"2026-09-04T19:59:58.647408662Z","iv":0.4752,"g":"{'delta': 0.6378, 'gamma': 0.0985, 'rho': 0.0082, 'theta': -0.0676, 'vega': 0.03}","T":0.0383561644,"td":0.0376141553,"no_div":2.1424913651,"american_div":2.0502092224,"european_div":0.8240224666,"american_scaled":2.1267242617,"american_n1600":2.0501402756,"low_vol":1.7998143331,"high_vol":2.6249068686,"net_model_contract":-78.1790777612,"range_value":3.8282388437,"range_bid_proxy":3.1532388437,"target_net":32.1238843659}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00044000 quote/model snapshot = 1.82
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00044000","e":260918,"cp":"P","k":44,"b":1.38,"a":1.82,"bs":123,"az":96,"t":"2026-09-04T19:59:49.385299823Z","iv":0.8146,"g":"{'delta': -0.3404, 'gamma': 0.0562, 'rho': -0.0052, 'theta': -0.1069, 'vega': 0.0294}","T":0.0383561644,"td":0.0376141553,"no_div":0.5928784596,"american_div":1.598031695,"european_div":1.5974532989,"american_scaled":1.681181411,"american_n1600":1.5982168389,"low_vol":1.3216148107,"high_vol":2.2138438339,"net_model_contract":-22.3968305001,"range_value":3.1289874355,"range_bid_proxy":2.9089874355,"target_net":108.6987435545}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00044000 quote/model snapshot = 3.08
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00044000","e":260918,"cp":"C","k":44,"b":2.23,"a":3.08,"bs":698,"az":227,"t":"2026-09-04T19:59:49.711727995Z","iv":0.4142,"g":"{'delta': 0.7598, 'gamma': 0.0938, 'rho': 0.0098, 'theta': -0.0501, 'vega': 0.0249}","T":0.0383561644,"td":0.0376141553,"no_div":2.8090448099,"american_div":2.7285266708,"european_div":1.2088323537,"american_scaled":2.794383083,"american_n1600":2.7289473188,"low_vol":2.5248748111,"high_vol":3.2396284919,"net_model_contract":-35.3473329236,"range_value":4.6965364305,"range_bid_proxy":4.2715364305,"target_net":118.9536430535}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00043000 quote/model snapshot = 1.37
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00043000","e":260918,"cp":"P","k":43,"b":1.02,"a":1.37,"bs":63,"az":118,"t":"2026-09-04T19:59:59.666233505Z","iv":0.7989,"g":"{'delta': -0.2802, 'gamma': 0.0526, 'rho': -0.0043, 'theta': -0.0965, 'vega': 0.027}","T":0.0383561644,"td":0.0376141553,"no_div":0.3557935458,"american_div":1.0956595497,"european_div":1.095230974,"american_scaled":1.1766261136,"american_n1600":1.0955026354,"low_vol":0.8253124802,"high_vol":1.7006264034,"net_model_contract":-27.6340450323,"range_value":2.3741437503,"range_bid_proxy":2.1991437503,"target_net":82.7143750324}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00043000 quote/model snapshot = 4.47
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00043000","e":260918,"cp":"C","k":43,"b":3.15,"a":4.47,"bs":494,"az":394,"t":"2026-09-04T19:59:58.140545456Z","iv":0.5842,"g":"{'delta': 0.7741, 'gamma': 0.0643, 'rho': 0.0096, 'theta': -0.0671, 'vega': 0.0241}","T":0.0383561644,"td":0.0376141553,"no_div":3.5710214123,"american_div":3.5075092741,"european_div":1.7050769586,"american_scaled":3.5584270308,"american_n1600":3.5074047933,"low_vol":3.3600302463,"high_vol":3.9319921661,"net_model_contract":-96.4490725918,"range_value":5.6184827607,"range_bid_proxy":4.9584827607,"target_net":48.648276072}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00042000 quote/model snapshot = 0.73
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00042000","e":260918,"cp":"P","k":42,"b":0.58,"a":0.73,"bs":165,"az":1,"t":"2026-09-04T19:59:49.710900728Z","iv":0.6952,"g":"{'delta': -0.1991, 'gamma': 0.0502, 'rho': -0.003, 'theta': -0.0696, 'vega': 0.0224}","T":0.0383561644,"td":0.0376141553,"no_div":0.1984664552,"american_div":0.7073251067,"european_div":0.7070265157,"american_scaled":0.7800756769,"american_n1600":0.7068574745,"low_vol":0.4695122348,"high_vol":1.266949194,"net_model_contract":-2.4674893285,"range_value":1.7183206184,"range_bid_proxy":1.6433206184,"target_net":91.1320618405}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00042000 quote/model snapshot = 4.83
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00042000","e":260918,"cp":"C","k":42,"b":3.82,"a":4.83,"bs":117,"az":79,"t":"2026-09-04T19:59:44.968316872Z","iv":0.4293,"g":"{'delta': 0.9045, 'gamma': 0.0494, 'rho': 0.0113, 'theta': -0.0302, 'vega': 0.0136}","T":0.0383561644,"td":0.0376141553,"no_div":4.4125048872,"american_div":4.3666629083,"european_div":2.3153394301,"american_scaled":4.4025030997,"american_n1600":4.3665710807,"low_vol":4.2728586718,"high_vol":4.6957400617,"net_model_contract":-46.5337091652,"range_value":6.5758542526,"range_bid_proxy":6.0708542526,"target_net":123.8854252574}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00041000 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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00041000","e":260918,"cp":"P","k":41,"b":0.28,"a":0.52,"bs":635,"az":1,"t":"2026-09-04T19:59:51.238303635Z","iv":0.6677,"g":"{'delta': -0.1395, 'gamma': 0.0415, 'rho': -0.0021, 'theta': -0.0533, 'vega': 0.0178}","T":0.0383561644,"td":0.0376141553,"no_div":0.101922458,"american_div":0.4261567514,"european_div":0.4259615044,"american_scaled":0.4864662291,"american_n1600":0.4258374013,"low_vol":0.2403838315,"high_vol":0.9122260677,"net_model_contract":-9.5843248641,"range_value":1.1760934002,"range_bid_proxy":1.0560934002,"target_net":53.4093400172}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00041000 quote/model snapshot = 6.04
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00041000","e":260918,"cp":"C","k":41,"b":4.66,"a":6.04,"bs":459,"az":463,"t":"2026-09-04T19:59:58.643430434Z","iv":0.5296,"g":"{'delta': 0.9095, 'gamma': 0.0384, 'rho': 0.011, 'theta': -0.0351, 'vega': 0.0131}","T":0.0383561644,"td":0.0376141553,"no_div":5.3146124274,"american_div":5.2847785386,"european_div":3.0327413486,"american_scaled":5.307290543,"american_n1600":5.2848154156,"low_vol":5.2327117276,"high_vol":5.5218556392,"net_model_contract":-75.7221461357,"range_value":7.5546719138,"range_bid_proxy":6.8646719138,"target_net":82.2671913798}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00040000 quote/model snapshot = 0.37
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00040000","e":260918,"cp":"P","k":40,"b":0.27,"a":0.37,"bs":54,"az":17,"t":"2026-09-04T19:59:55.134651203Z","iv":0.7106,"g":"{'delta': -0.1104, 'gamma': 0.0331, 'rho': -0.0016, 'theta': -0.0482, 'vega': 0.0151}","T":0.0383561644,"td":0.0376141553,"no_div":0.0479949641,"american_div":0.2371390863,"european_div":0.2370248662,"american_scaled":0.2832059629,"american_n1600":0.2374301002,"low_vol":0.1087587519,"high_vol":0.6324336961,"net_model_contract":-13.4860913715,"range_value":0.7552248898,"range_bid_proxy":0.7052248898,"target_net":33.3224889786}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00040000 quote/model snapshot = 6.6
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00040000","e":260918,"cp":"C","k":40,"b":5.55,"a":6.6,"bs":484,"az":284,"t":"2026-09-04T19:59:59.666233505Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":6.2592492392,"american_div":6.2413714479,"european_div":3.8422716401,"american_scaled":6.2542898214,"american_n1600":6.2414448096,"low_vol":6.2164061066,"high_vol":6.3996178311,"net_model_contract":-36.0628552059,"range_value":8.5446329259,"range_bid_proxy":8.0196329259,"target_net":141.7632925874}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00039000 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":"FRO260918P00039000","e":260918,"cp":"P","k":39,"b":0.17,"a":0.27,"bs":2,"az":233,"t":"2026-09-04T19:59:59.341484865Z","iv":0.7232,"g":"{'delta': -0.0797, 'gamma': 0.0256, 'rho': -0.0012, 'theta': -0.0386, 'vega': 0.0119}","T":0.0383561644,"td":0.0376141553,"no_div":0.0204243503,"american_div":0.1213369842,"european_div":0.1212759516,"american_scaled":0.1526067684,"american_n1600":0.1213041416,"low_vol":0.0428842433,"high_vol":0.4204174823,"net_model_contract":-15.0663015777,"range_value":0.4500117147,"range_bid_proxy":0.4000117147,"target_net":12.8011714723}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative