Runway

Notes

3327 observations, newest first
FRO FRO260918C00039000 quote/model snapshot = 8.56
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00039000","e":260918,"cp":"C","k":39,"b":5.86,"a":8.56,"bs":910,"az":336,"t":"2026-09-04T19:59:55.085147988Z","iv":0.5227,"g":"{'delta': 0.9716, 'gamma': 0.0155, 'rho': 0.0113, 'theta': -0.0161, 'vega': 0.0052}","T":0.0383561644,"td":0.0376141553,"no_div":7.2301867692,"american_div":7.2205271382,"european_div":4.7249896553,"american_scaled":7.2268624588,"american_n1600":7.2205345801,"low_vol":7.2101535241,"high_vol":7.3178154074,"net_model_contract":-134.1472861752,"range_value":9.5398883915,"range_bid_proxy":8.1898883915,"target_net":-37.2111608451} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00038000 quote/model snapshot = 0.27
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00038000","e":260918,"cp":"P","k":38,"b":0.07,"a":0.27,"bs":67,"az":273,"t":"2026-09-04T19:59:49.385299823Z","iv":0.7595,"g":"{'delta': -0.0614, 'gamma': 0.0199, 'rho': -0.0009, 'theta': -0.0332, 'vega': 0.0097}","T":0.0383561644,"td":0.0376141553,"no_div":0.0078036253,"american_div":0.056081998,"european_div":0.056053212,"american_scaled":0.0753163204,"american_n1600":0.0561357649,"low_vol":0.014439427,"high_vol":0.2666680557,"net_model_contract":-21.5918001989,"range_value":0.2464532873,"range_bid_proxy":0.1464532873,"target_net":-12.5546712734} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00038000 quote/model snapshot = 9.75
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00038000","e":260918,"cp":"C","k":38,"b":7.42,"a":9.75,"bs":406,"az":350,"t":"2026-09-04T19:59:49.710595234Z","iv":0.9649,"g":"{'delta': 0.8937, 'gamma': 0.0237, 'rho': 0.0098, 'theta': -0.0677, 'vega': 0.0147}","T":0.0383561644,"td":0.0376141553,"no_div":8.2160510437,"american_div":8.2110803602,"european_div":5.6582338455,"american_scaled":8.2138660212,"american_n1600":8.211086569,"low_vol":8.2074027389,"high_vol":8.2666011481,"net_model_contract":-154.0919639753,"range_value":10.5373136863,"range_bid_proxy":9.3723136863,"target_net":-37.9686313678} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00037000 quote/model snapshot = 0.27
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00037000","e":260918,"cp":"P","k":37,"b":0,"a":0.27,"bs":0,"az":152,"t":"2026-09-04T19:59:44.979486722Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0026317666,"american_div":0.0233238611,"european_div":0.0233106275,"american_scaled":0.0337401478,"american_n1600":0.023356263,"low_vol":0.0040895366,"high_vol":0.1604056497,"net_model_contract":-24.8676138887,"range_value":0.1223958621,"range_bid_proxy":0,"target_net":-27.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00037000 quote/model snapshot = 10.48
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00037000","e":260918,"cp":"C","k":37,"b":8.97,"a":10.48,"bs":122,"az":477,"t":"2026-09-04T19:59:55.085123197Z","iv":1.1569,"g":"{'delta': 0.8855, 'gamma': 0.0209, 'rho': 0.0094, 'theta': -0.0846, 'vega': 0.0155}","T":0.0383561644,"td":0.0376141553,"no_div":9.2093524962,"american_div":9.2067410425,"european_div":6.6239581908,"american_scaled":9.2077910237,"american_n1600":9.2067460243,"low_vol":9.2056375338,"high_vol":9.2357174986,"net_model_contract":-127.5258957486,"range_value":11.5355025893,"range_bid_proxy":10.7805025893,"target_net":29.8502589292} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00036000 quote/model snapshot = 0.13
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00036000","e":260918,"cp":"P","k":36,"b":0,"a":0.13,"bs":0,"az":391,"t":"2026-09-04T19:59:48.580840492Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0007801235,"american_div":0.0086039548,"european_div":0.0085990448,"american_scaled":0.0136066621,"american_n1600":0.0086162229,"low_vol":0.0009590774,"high_vol":0.0914783646,"net_model_contract":-12.3396045157,"range_value":0.0546245741,"range_bid_proxy":0,"target_net":-13.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00036000 quote/model snapshot = 11.67
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00036000","e":260918,"cp":"C","k":36,"b":9.94,"a":11.67,"bs":220,"az":486,"t":"2026-09-04T19:59:49.711727995Z","iv":1.3134,"g":"{'delta': 0.886, 'gamma': 0.0183, 'rho': 0.0091, 'theta': -0.0952, 'vega': 0.0154}","T":0.0383561644,"td":0.0376141553,"no_div":10.2059698049,"american_div":10.204368121,"european_div":7.6077135379,"american_scaled":10.2047071535,"american_n1600":10.2043745846,"low_vol":10.2040913795,"high_vol":10.2183237542,"net_model_contract":-146.7631879017,"range_value":12.5339251089,"range_bid_proxy":11.6689251089,"target_net":-0.3074891141} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00035000 quote/model snapshot = 0.12
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00035000","e":260918,"cp":"P","k":35,"b":0,"a":0.12,"bs":0,"az":286,"t":"2026-09-04T19:59:49.714790034Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0002003625,"american_div":0.002776125,"european_div":0.0027745085,"american_scaled":0.0048801885,"american_n1600":0.0027829258,"low_vol":0.0001827456,"high_vol":0.0488971114,"net_model_contract":-11.922387498,"range_value":0.0216091134,"range_bid_proxy":0,"target_net":-12.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00035000 quote/model snapshot = 11.71
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00035000","e":260918,"cp":"C","k":35,"b":10.81,"a":11.71,"bs":362,"az":262,"t":"2026-09-04T19:59:51.041158432Z","iv":0.91,"g":"{'delta': 0.9666, 'gamma': 0.0102, 'rho': 0.01, 'theta': -0.028, 'vega': 0.006}","T":0.0383561644,"td":0.0376141553,"no_div":11.2038576171,"american_div":11.202641763,"european_div":8.6003559313,"american_scaled":11.2027333049,"american_n1600":11.2026446363,"low_vol":11.2025833196,"high_vol":11.2087526235,"net_model_contract":-50.9358237038,"range_value":13.5324072082,"range_bid_proxy":13.0824072082,"target_net":137.0407208202} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00034000 quote/model snapshot = 0.13
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00034000","e":260918,"cp":"P","k":34,"b":0,"a":0.13,"bs":0,"az":984,"t":"2026-09-04T19:59:55.084782611Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0000438468,"american_div":0.0007723648,"european_div":0.0007718942,"american_scaled":0.0015334892,"american_n1600":0.0007752769,"low_vol":0.0000274779,"high_vol":0.0244135296,"net_model_contract":-13.1227635213,"range_value":0.007462481,"range_bid_proxy":0,"target_net":-13.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00034000 quote/model snapshot = 14.39
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00034000","e":260918,"cp":"C","k":34,"b":10.19,"a":14.39,"bs":260,"az":76,"t":"2026-09-04T19:59:49.376513187Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":12.2021681965,"american_div":12.2010903237,"european_div":9.5968202469,"american_scaled":12.2011110069,"american_n1600":12.2010930173,"low_vol":12.2010803436,"high_vol":12.2035184367,"net_model_contract":-219.0909676265,"range_value":14.5309021339,"range_bid_proxy":12.4309021339,"target_net":-196.1097866088} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00033000 quote/model snapshot = 0.13
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00033000","e":260918,"cp":"P","k":33,"b":0,"a":0.13,"bs":0,"az":867,"t":"2026-09-04T19:59:55.084782611Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0000081489,"american_div":0.0001820785,"european_div":0.0001819765,"american_scaled":0.0004178707,"american_n1600":0.0001846858,"low_vol":0.0000031925,"high_vol":0.0112487662,"net_model_contract":-13.1817921489,"range_value":0.0022309609,"range_bid_proxy":0,"target_net":-13.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00033000 quote/model snapshot = 14.58
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00033000","e":260918,"cp":"C","k":33,"b":12.03,"a":14.58,"bs":58,"az":49,"t":"2026-09-04T19:59:49.379049933Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":13.2005994597,"american_div":13.1995792657,"european_div":10.5946972589,"american_scaled":13.1995829961,"american_n1600":13.199581787,"low_vol":13.1995778734,"high_vol":13.2004509466,"net_model_contract":-138.2420734325,"range_value":15.5293993429,"range_bid_proxy":14.2543993429,"target_net":-32.760065705} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00032000 quote/model snapshot = 0.13
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00032000","e":260918,"cp":"P","k":32,"b":0,"a":0.13,"bs":0,"az":181,"t":"2026-09-04T19:59:57.529151637Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0000012409,"american_div":0.000036412,"european_div":0.0000363908,"american_scaled":0.0000974418,"american_n1600":0.000036654,"low_vol":2.775e-7,"high_vol":0.0048019394,"net_model_contract":-13.1963588006,"range_value":0.0005625286,"range_bid_proxy":0,"target_net":-13.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00032000 quote/model snapshot = 15.28
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00032000","e":260918,"cp":"C","k":32,"b":13.22,"a":15.28,"bs":57,"az":51,"t":"2026-09-04T19:59:49.37668359Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":14.1990594869,"american_div":14.198075592,"european_div":11.593018603,"american_scaled":14.1980761506,"american_n1600":14.1980780958,"low_vol":14.1980754397,"high_vol":14.1983563666,"net_model_contract":-108.3924408026,"range_value":16.5278968717,"range_bid_proxy":15.4978968717,"target_net":21.5896871742} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00031000 quote/model snapshot = 0.08
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00031000","e":260918,"cp":"P","k":31,"b":0,"a":0.08,"bs":0,"az":1078,"t":"2026-09-04T19:59:48.610616433Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":1.541e-7,"american_div":0.000005889,"european_div":0.0000058858,"american_scaled":0.000019042,"american_n1600":0.0000059994,"low_vol":1.78e-8,"high_vol":0.0018647656,"net_model_contract":-8.1994110995,"range_value":0.0001183061,"range_bid_proxy":0,"target_net":-8.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00031000 quote/model snapshot = 16.219
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00031000","e":260918,"cp":"C","k":31,"b":14.01,"a":16.219,"bs":56,"az":51,"t":"2026-09-04T19:59:49.382808806Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":15.1975253308,"american_div":15.1965730205,"european_div":12.5914550278,"american_scaled":15.1965730851,"american_n1600":15.19657552,"low_vol":15.1965730077,"high_vol":15.1966531933,"net_model_contract":-102.4426979457,"range_value":17.5263944365,"range_bid_proxy":16.4218944365,"target_net":20.089443652} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00030000 quote/model snapshot = 0.08
Options mispricing2026-09-07 04:07
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00030000","e":260918,"cp":"P","k":30,"b":0,"a":0.08,"bs":0,"az":192,"t":"2026-09-04T19:59:57.387539483Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":1.51e-8,"american_div":7.725e-7,"european_div":7.72e-7,"american_scaled":0.0000030628,"american_n1600":7.971e-7,"low_vol":8e-10,"high_vol":0.0006533874,"net_model_contract":-8.1999227468,"range_value":0.000020185,"range_bid_proxy":0,"target_net":-8.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00030000 quote/model snapshot = 17.34
Options mispricing2026-09-07 04:07
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00030000","e":260918,"cp":"C","k":30,"b":15.39,"a":17.34,"bs":11,"az":23,"t":"2026-09-04T19:59:56.514712261Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":16.1959921217,"american_div":16.1950705767,"european_div":13.5899168438,"american_scaled":16.1950705824,"american_n1600":16.1950730757,"low_vol":16.1950705759,"high_vol":16.195090423,"net_model_contract":-114.6929423345,"range_value":18.5248920044,"range_bid_proxy":17.5498920044,"target_net":20.7892004444} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00029000 quote/model snapshot = 0.08
Options mispricing2026-09-07 04:07
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00029000","e":260918,"cp":"P","k":29,"b":0,"a":0.08,"bs":0,"az":198,"t":"2026-09-04T19:59:57.535316367Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":1.2e-9,"american_div":7.98e-8,"european_div":7.97e-8,"american_scaled":3.998e-7,"american_n1600":8.35e-8,"low_vol":0,"high_vol":0.0002041084,"net_model_contract":-8.1999920197,"range_value":0.0000027575,"range_bid_proxy":0,"target_net":-8.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00029000 quote/model snapshot = 19.54
Options mispricing2026-09-07 04:07
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00029000","e":260918,"cp":"C","k":29,"b":16.09,"a":19.54,"bs":248,"az":72,"t":"2026-09-04T19:59:49.371932234Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":17.1944590376,"american_div":17.193568144,"european_div":14.5883830813,"american_scaled":17.1935681444,"american_n1600":17.193570643,"low_vol":17.193568144,"high_vol":17.1935724019,"net_model_contract":-234.8431855962,"range_value":19.5233895726,"range_bid_proxy":17.7983895726,"target_net":-174.3610427427} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00025000 quote/model snapshot = 0.07
Options mispricing2026-09-07 04:07
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00025000","e":260918,"cp":"P","k":25,"b":0,"a":0.07,"bs":0,"az":60,"t":"2026-09-04T19:59:34.629418483Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0,"american_div":0,"european_div":0,"american_scaled":0,"american_n1600":0,"low_vol":2.105247691e-19,"high_vol":4.856e-7,"net_model_contract":-7.2,"range_value":1e-10,"range_bid_proxy":0,"target_net":-7.2} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00025000 quote/model snapshot = 21.53
Options mispricing2026-09-07 04:07
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":"FRO260918C00025000","e":260918,"cp":"C","k":25,"b":20.68,"a":21.53,"bs":11,"az":12,"t":"2026-09-04T19:59:55.663176551Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":21.1883267555,"american_div":21.1875584166,"european_div":18.5822507207,"american_scaled":21.1875584166,"american_n1600":21.1875609155,"low_vol":21.1875584166,"high_vol":21.1875584179,"net_model_contract":-34.4441583444,"range_value":23.5173798451,"range_bid_proxy":23.0923798451,"target_net":156.0379845127} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO Ordinary variable dividend policy corroborated = 1
Options mispricing2026-09-07 04:06
OCC Mar6 2024 memo retrieved Sep7 2026: variable regular dividends can remain ordinary regardless size; OCC case-by-case determination controls, issuer label not binding. Frontline policy https://www.frontlineplc.cy/dividend-policy-and-history/ says quarterly dividend nearadjustedEPS, Q2issuer2.61dividend=2.61adjustedEPS supports ordinary inference, not final FRO-specific determination. .80special not automatically assignedsameexdate or sameadjustment; source independence3origins issuer,OCC,provider; OIC andOCC related, countnotindependent. https://infomemo.theocc.com/infomemos?number=54262
Actual own trade sample = 0
Options mispricing2026-09-07 04:03
Sep7 04:03UTC empty own ledger; context noholdings/orders; no empirical option winprobability,averagewin/loss or slippage available. Equity850.99 implies fullpremium risk8.5099; fund127.65; actual option payoff holdout remains unavailable, not a measured0% winrate. Primary Alpaca https://docs.alpaca.markets/us/docs/historical-option-data confirms indicative quotes derivatives, not actualOPRA. query_trades?fund=mispricing
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