A news scan found the headline that CHWY will release its Q2 earnings before the market opens on August 19, with a call at 8:00 ET. The data was collected on September 6. The call time is not at the exact minute of the first release. There is an existing catalyst monitor that will cover the review of the results, and an option monitor will precede it, which is set for 30 days.
https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx
September8 Consumer Credit and holiday shifted releases
Options mispricing2026-09-06 08:05
A news scan found the headline that consumer credit data was collected on September 6. The official Federal Reserve calendar lists the G19 Consumer Credit report to be released on September 8 at 15:00 ET, and the H10 FX report to be released on September 8 at 16:15 ET, along with the CP and H15 rates at 16:15 ET on September 8 and 9. The Federal Open Market Committee meeting is scheduled for September 15-16, with a decision to be announced on September 16 at 14:00 ET, which is beyond the next two sessions but within the September 18 expiry. The posted calendar was last updated on June 24, 2025, and is subject to future revisions.
https://www.federalreserve.gov/newsevents/2026-september.htm
September9 Employer Costs release
Options mispricing2026-09-06 08:05
A news scan found the headline that the Bureau of Labor Statistics, or BLS, which is a government agency that tracks employment data, collected data on September 6. The BLS calendar, which was last modified on February 18, lists the release of the June 2026 Employer Costs for Employee Compensation on September 9 at 10:00 ET. The Producer Price Index, or PPI, which measures the average change in prices of goods and services, will be released on September 10 at 08:30 ET, and the Consumer Price Index, or CPI, which measures the average change in prices of goods and services for consumers, will be released on September 11 at 08:30 ET, both of which are after the next two trading sessions but before the September 18 option expiry. A secondary summary states that there are no noteworthy reports on September 9, meaning that the difference is in the importance given by editors, not in the absence of reports.
https://www.bls.gov/schedule/2026/
September8 official macro releases
Options mispricing2026-09-06 08:05
A news scan found the headline that on September 6, a collection of upcoming macro releases was announced. The Census primary calendar lists the Q2 Quarterly Financial Reports for manufacturing, mining, wholesale, and selected services, as well as retail, to be released on September 8 at 10 ET, and the Q2 Quarterly Services Survey to be released on September 9 at 10 ET. The reference period is Q2 2026, meaning these are not new high-frequency demand readings.
https://www.census.gov/economic-indicators/calendar-listview.html
NYSE next two trading sessions = 2
Options mispricing2026-09-06 08:05
Collected on September 6 at 08:00 UTC from the exchange calendar: the New York Stock Exchange will be closed on September 7 for Labor Day; the next regular trading sessions will be on September 8 and September 9 from 09:30 to 16:00 ET. The supplied venue restricts options to regular-session day orders. The calendar does not authorize weekend option limits.
https://www.nyse.com/trade/hours-calendars
XLF Chain coverage and independently priced affordable candidates = 145
Options mispricing2026-09-06 06:13
CollectedSep6 in2pages:1060contracts,1059quotes no more than120seconds beforeSep4 20UTC,145positivebid andask<=.08; baselinepositive0,HARpositive3,adversepositive0. Wholepremiumlimit8.5099; .08 isinitialscreen allowing$.20fee, not admissiblewith$1.30stressfee. Sources are modified indicative quotes; timestampfresh-to-Friday does not establish live or executable. All145 contractmodel records saved.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
TLT Required CLI raw-price diagnostic, not adjusted holdout = -14.249832604744839
Options mispricing2026-09-06 06:13
{"symbol":"TLT","bars":1173,"returnPct":-14.249832604744839,"buyAndHoldPct":-43.03332640476686,"maxDrawdownPct":19.218213686386274,"winRate":21.428571428571427,"avgTradePct":-1.0521572796784784,"sample":14} RunSep6 --symbols XLF,XLE,GLD,EEM,IWM,TLT --strategy sma-cross --fast 10 --slow 50 --days 1709. No adjustment in source; no temporal holdout in aggregate CLI. Independent adjusted vectorbt records350-355 are controlling; rawCLI not valid option validation.
backtest CLI; /app/agent/src/backtest/bars.ts
IWM Required CLI raw-price diagnostic, not adjusted holdout = 20.885375945022844
Options mispricing2026-09-06 06:13
{"symbol":"IWM","bars":1173,"returnPct":20.885375945022844,"buyAndHoldPct":31.34792064267009,"maxDrawdownPct":18.157517104648385,"winRate":42.857142857142854,"avgTradePct":1.5604087352622105,"sample":14} RunSep6 --symbols XLF,XLE,GLD,EEM,IWM,TLT --strategy sma-cross --fast 10 --slow 50 --days 1709. No adjustment in source; no temporal holdout in aggregate CLI. Independent adjusted vectorbt records350-355 are controlling; rawCLI not valid option validation.
backtest CLI; /app/agent/src/backtest/bars.ts
EEM Required CLI raw-price diagnostic, not adjusted holdout = 6.97467758575101
Options mispricing2026-09-06 06:13
{"symbol":"EEM","bars":1173,"returnPct":6.97467758575101,"buyAndHoldPct":39.646413330623844,"maxDrawdownPct":22.50798321018416,"winRate":40,"avgTradePct":0.41377493752313615,"sample":15} RunSep6 --symbols XLF,XLE,GLD,EEM,IWM,TLT --strategy sma-cross --fast 10 --slow 50 --days 1709. No adjustment in source; no temporal holdout in aggregate CLI. Independent adjusted vectorbt records350-355 are controlling; rawCLI not valid option validation.
backtest CLI; /app/agent/src/backtest/bars.ts
GLD Required CLI raw-price diagnostic, not adjusted holdout = 93.12255475847557
Options mispricing2026-09-06 06:13
{"symbol":"GLD","bars":1173,"returnPct":93.12255475847557,"buyAndHoldPct":141.6562704211964,"maxDrawdownPct":17.498425776329572,"winRate":50,"avgTradePct":6.042913743683957,"sample":12} RunSep6 --symbols XLF,XLE,GLD,EEM,IWM,TLT --strategy sma-cross --fast 10 --slow 50 --days 1709. No adjustment in source; no temporal holdout in aggregate CLI. Independent adjusted vectorbt records350-355 are controlling; rawCLI not valid option validation.
backtest CLI; /app/agent/src/backtest/bars.ts
XLE Required CLI raw-price diagnostic, not adjusted holdout = -73.16125641141933
Options mispricing2026-09-06 06:13
{"symbol":"XLE","bars":1173,"returnPct":-73.16125641141933,"buyAndHoldPct":11.971338692764766,"maxDrawdownPct":81.33267246622275,"winRate":18.181818181818183,"avgTradePct":-5.283641128665127,"sample":22} RunSep6 --symbols XLF,XLE,GLD,EEM,IWM,TLT --strategy sma-cross --fast 10 --slow 50 --days 1709. No adjustment in source; no temporal holdout in aggregate CLI. Independent adjusted vectorbt records350-355 are controlling; rawCLI not valid option validation.
backtest CLI; /app/agent/src/backtest/bars.ts
XLF Required CLI raw-price diagnostic, not adjusted holdout = 34.055909954400775
Options mispricing2026-09-06 06:13
{"symbol":"XLF","bars":1173,"returnPct":34.055909954400775,"buyAndHoldPct":46.976979509233495,"maxDrawdownPct":16.663545100380848,"winRate":30.76923076923077,"avgTradePct":1.7105195697474416,"sample":13} RunSep6 --symbols XLF,XLE,GLD,EEM,IWM,TLT --strategy sma-cross --fast 10 --slow 50 --days 1709. No adjustment in source; no temporal holdout in aggregate CLI. Independent adjusted vectorbt records350-355 are controlling; rawCLI not valid option validation.
backtest CLI; /app/agent/src/backtest/bars.ts
XLF Planned exit Monte Carlo XLF260918C00060500 low fee1.3 = -4.8323048150761
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00060500","paths":100000,"steps":52,"stop":0.03,"target":0.11,"rawtarget":0.11933820014620501,"horizon":2,"scenario":"low","fee":1.3,"win_probability":0.06828,"avgwin":3.065361016245978,"avgloss":5.41107592974861,"mean":-4.8323048150761,"mean_se":0.007196226581788915,"stop_probability":0.87599,"target_probability":0.05966,"time_probability":0.06435,"quarterKelly":0,"loss_premium_probability":0} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00060500 low fee0.2 = -3.7323048150760996
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00060500","paths":100000,"steps":52,"stop":0.03,"target":0.11,"rawtarget":0.11933820014620501,"horizon":2,"scenario":"low","fee":0.2,"win_probability":0.07601,"avgwin":3.7942663612478755,"avgloss":4.3514615971975354,"mean":-3.7323048150760996,"mean_se":0.007196226581788915,"stop_probability":0.87599,"target_probability":0.05966,"time_probability":0.06435,"quarterKelly":0,"loss_premium_probability":0} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00060500 har fee1.3 = -4.218743445566253
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00060500","paths":100000,"steps":52,"stop":0.03,"target":0.11,"rawtarget":0.11933820014620501,"horizon":2,"scenario":"har","fee":1.3,"win_probability":0.15695,"avgwin":3.7657758191528297,"avgloss":5.70521553927085,"mean":-4.218743445566253,"mean_se":0.011036831779053735,"stop_probability":0.83762,"target_probability":0.15578,"time_probability":0.0066,"quarterKelly":0,"loss_premium_probability":0.00178} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00060500 har fee0.2 = -3.118743445566255
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00060500","paths":100000,"steps":52,"stop":0.03,"target":0.11,"rawtarget":0.11933820014620501,"horizon":2,"scenario":"har","fee":0.2,"win_probability":0.15786,"avgwin":4.840697360813814,"avgloss":4.6107487246114935,"mean":-3.118743445566255,"mean_se":0.011036831779053735,"stop_probability":0.83762,"target_probability":0.15578,"time_probability":0.0066,"quarterKelly":0,"loss_premium_probability":0} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00060500 blend fee1.3 = -4.555346279260549
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00060500","paths":100000,"steps":52,"stop":0.03,"target":0.11,"rawtarget":0.11933820014620501,"horizon":2,"scenario":"blend","fee":1.3,"win_probability":0.11052,"avgwin":3.4442701790374244,"avgloss":5.549317600674288,"mean":-4.555346279260549,"mean_se":0.009145155593989963,"stop_probability":0.86398,"target_probability":0.10609,"time_probability":0.02993,"quarterKelly":0,"loss_premium_probability":0.00013} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00060500 blend fee0.2 = -3.45534627926055
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00060500","paths":100000,"steps":52,"stop":0.03,"target":0.11,"rawtarget":0.11933820014620501,"horizon":2,"scenario":"blend","fee":0.2,"win_probability":0.11486,"avgwin":4.3926598941630575,"avgloss":4.473741097119234,"mean":-3.45534627926055,"mean_se":0.009145155593989963,"stop_probability":0.86398,"target_probability":0.10609,"time_probability":0.02993,"quarterKelly":0,"loss_premium_probability":0} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00062000 low fee1.3 = -2.7614915220924288
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00062000","paths":100000,"steps":52,"stop":0,"target":0.02,"rawtarget":0.02583451298979778,"horizon":2,"scenario":"low","fee":1.3,"win_probability":0,"avgwin":0,"avgloss":2.7614915220924288,"mean":-2.7614915220924288,"mean_se":0.002535181124754197,"stop_probability":0.51193,"target_probability":0.16928,"time_probability":0.31879,"quarterKelly":0,"loss_premium_probability":0.80987} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00062000 low fee0.2 = -1.661491522092428
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00062000","paths":100000,"steps":52,"stop":0,"target":0.02,"rawtarget":0.02583451298979778,"horizon":2,"scenario":"low","fee":0.2,"win_probability":0.04469,"avgwin":0.1248198659605763,"avgloss":1.745056287385463,"mean":-1.661491522092428,"mean_se":0.002535181124754198,"stop_probability":0.51193,"target_probability":0.16928,"time_probability":0.31879,"quarterKelly":0,"loss_premium_probability":0.57977} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00062000 har fee1.3 = -2.325397783333777
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00062000","paths":100000,"steps":52,"stop":0,"target":0.02,"rawtarget":0.02583451298979778,"horizon":2,"scenario":"har","fee":1.3,"win_probability":0.00092,"avgwin":0.16843571883974937,"avgloss":2.3276942228801594,"mean":-2.325397783333777,"mean_se":0.00346852594922174,"stop_probability":0.51519,"target_probability":0.41226,"time_probability":0.07255,"quarterKelly":0,"loss_premium_probability":0.57995} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00062000 har fee0.2 = -1.225397783333777
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00062000","paths":100000,"steps":52,"stop":0,"target":0.02,"rawtarget":0.02583451298979778,"horizon":2,"scenario":"har","fee":0.2,"win_probability":0.19372,"avgwin":0.23028826026524615,"avgloss":1.5751466303422639,"mean":-1.225397783333777,"mean_se":0.0034685259492217412,"stop_probability":0.51519,"target_probability":0.41226,"time_probability":0.07255,"quarterKelly":0,"loss_premium_probability":0.52694} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00062000 blend fee1.3 = -2.5629464198207024
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00062000","paths":100000,"steps":52,"stop":0,"target":0.02,"rawtarget":0.02583451298979778,"horizon":2,"scenario":"blend","fee":1.3,"win_probability":0.00001,"avgwin":0.06622265669931426,"avgloss":2.562972711774387,"mean":-2.5629464198207024,"mean_se":0.0030534747282022845,"stop_probability":0.52704,"target_probability":0.28569,"time_probability":0.18727,"quarterKelly":0,"loss_premium_probability":0.69869} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative
XLF Planned exit Monte Carlo XLF260918C00062000 blend fee0.2 = -1.4629464198207016
Options mispricing2026-09-06 06:11
{"contract":"XLF260918C00062000","paths":100000,"steps":52,"stop":0,"target":0.02,"rawtarget":0.02583451298979778,"horizon":2,"scenario":"blend","fee":0.2,"win_probability":0.10301,"avgwin":0.16568367814306853,"avgloss":1.649977698197549,"mean":-1.4629464198207016,"mean_se":0.0030534747282022854,"stop_probability":0.52704,"target_probability":0.28569,"time_probability":0.18727,"quarterKelly":0,"loss_premium_probability":0.56096} Conditional GBM, zero arithmetic drift; 15min session grid, fixed midpoint-calibrated IV and initial halfspread; no closurejumps/stochasticIV/liquidity; fees assumptions not verified venuecharges. Seed2026090606; means USD/contract, not actual backtest.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative