XLF Affordable contract independent valuation XLF261016P00036000 = -0.032
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00036000","K":36,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":328,"ax":"E","bp":0.01,"bs":120,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},"feed_iv":0.592,"greeks":{"delta":-0.0052,"gamma":0.0013,"rho":-0.0004,"theta":-0.0021,"vega":0.0029},"blend":6.643111755850595e-32,"blend_net":-0.032,"har":9.253636393904599e-20,"har_net":-0.032,"low":1.8425469391440323e-48,"low_net":-0.032,"mid_iv":0.5766466020375253} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016C00066000 = -0.08095315013234615
Options mispricing2026-09-06 06:10
{"occ":"XLF261016C00066000","K":66,"exp":"2026-10-16","typ":"C","sessions":29,"bid":0.04,"ask":0.08,"quote":{"ap":0.08,"as":353,"ax":"E","bp":0.04,"bs":162,"bx":"C","c":" ","t":"2026-09-04T19:59:59.619217212Z"},"feed_iv":0.2068,"greeks":{"delta":0.0385,"gamma":0.021,"rho":0.0024,"theta":-0.0044,"vega":0.0161},"blend":0.001046849867653854,"blend_net":-0.08095315013234615,"har":0.012465756313114529,"har_net":-0.06953424368688547,"low":0.00004749469988955552,"low_net":-0.08195250530011045,"mid_iv":0.20329282419679745} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00038000 = -0.062
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00038000","K":38,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.01,"ask":0.06,"quote":{"ap":0.06,"as":123,"ax":"E","bp":0.01,"bs":47,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},"feed_iv":0.5699,"greeks":{"delta":-0.009,"gamma":0.0022,"rho":-0.0006,"theta":-0.0033,"vega":0.0047},"blend":1.158965283654059e-25,"blend_net":-0.062,"har":5.060497658996261e-16,"har_net":-0.06199999999999949,"low":9.027255624917068e-39,"low_net":-0.062,"mid_iv":0.5549926635665141} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00042000 = -0.03199999999999946
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00042000","K":42,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":594,"ax":"E","bp":0.01,"bs":118,"bx":"U","c":"A","t":"2026-09-04T19:59:58.675115682Z"},"feed_iv":0.4181,"greeks":{"delta":-0.0073,"gamma":0.0025,"rho":-0.0005,"theta":-0.002,"vega":0.0039},"blend":5.386724280240652e-16,"blend_net":-0.03199999999999946,"har":3.310884848823097e-10,"har_net":-0.03199999966891151,"low":8.421785805438597e-24,"low_net":-0.032,"mid_iv":0.40681588438613325} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00039000 = -0.062
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00039000","K":39,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.01,"ask":0.06,"quote":{"ap":0.06,"as":128,"ax":"C","bp":0.01,"bs":100,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675154831Z"},"feed_iv":0.5389,"greeks":{"delta":-0.0095,"gamma":0.0025,"rho":-0.0006,"theta":-0.0032,"vega":0.0049},"blend":6.426099038036626e-23,"blend_net":-0.062,"har":2.2427457079981518e-14,"har_net":-0.06199999999997757,"low":1.623592562785825e-34,"low_net":-0.062,"mid_iv":0.5246876107853238} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016C00072000 = -0.06199990002636318
Options mispricing2026-09-06 06:10
{"occ":"XLF261016C00072000","K":72,"exp":"2026-10-16","typ":"C","sessions":29,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":72,"ax":"U","bp":0.03,"bs":42,"bx":"P","c":"A","t":"2026-09-04T19:59:59.003250938Z"},"feed_iv":0.306,"greeks":{"delta":0.0214,"gamma":0.0087,"rho":0.0013,"theta":-0.0039,"vega":0.0098},"blend":9.99736368212793e-8,"blend_net":-0.06199990002636318,"har":0.00003906628340039336,"har_net":-0.06196093371659961,"low":3.8703514270026266e-11,"low_net":-0.06199999996129649,"mid_iv":0.29996101083261273} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00043000 = -0.06199999999995526
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00043000","K":43,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.01,"ask":0.06,"quote":{"ap":0.06,"as":106,"ax":"Q","bp":0.01,"bs":107,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700822459Z"},"feed_iv":0.421,"greeks":{"delta":-0.012,"gamma":0.0038,"rho":-0.0008,"theta":-0.0031,"vega":0.006},"blend":4.474037273065532e-14,"blend_net":-0.06199999999995526,"har":4.7997809259759805e-9,"har_net":-0.06199999520021907,"low":7.724292899845372e-21,"low_net":-0.062,"mid_iv":0.4096470451530419} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016C00073000 = -0.06199998408561303
Options mispricing2026-09-06 06:10
{"occ":"XLF261016C00073000","K":73,"exp":"2026-10-16","typ":"C","sessions":29,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":64,"ax":"U","bp":0.03,"bs":19,"bx":"T","c":" ","t":"2026-09-04T19:59:59.663252251Z"},"feed_iv":0.3227,"greeks":{"delta":0.0204,"gamma":0.0079,"rho":0.0013,"theta":-0.0039,"vega":0.0095},"blend":1.5914386965786136e-8,"blend_net":-0.06199998408561303,"har":0.000012671350431918199,"har_net":-0.06198732864956808,"low":2.3208057102044696e-12,"low_net":-0.061999999997679196,"mid_iv":0.3162307177423231} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016C00071000 = -0.061999419827987276
Options mispricing2026-09-06 06:10
{"occ":"XLF261016C00071000","K":71,"exp":"2026-10-16","typ":"C","sessions":29,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":73,"ax":"U","bp":0.03,"bs":40,"bx":"P","c":"A","t":"2026-09-04T19:59:59.003476571Z"},"feed_iv":0.2889,"greeks":{"delta":0.0224,"gamma":0.0096,"rho":0.0014,"theta":-0.0038,"vega":0.0103},"blend":5.801720127209458e-7,"blend_net":-0.061999419827987276,"har":0.00011519289128883795,"har_net":-0.061884807108711165,"low":5.680491277737699e-10,"low_net":-0.06199999943195087,"mid_iv":0.2833132457198178} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00044000 = -0.04199999999750575
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00044000","K":44,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.01,"ask":0.04,"quote":{"ap":0.04,"as":66,"ax":"S","bp":0.01,"bs":45,"bx":"C","c":" ","t":"2026-09-04T19:59:59.835547378Z"},"feed_iv":0.3753,"greeks":{"delta":-0.0098,"gamma":0.0036,"rho":-0.0007,"theta":-0.0023,"vega":0.0051},"blend":2.494256914766099e-12,"blend_net":-0.04199999999750575,"har":5.506392967602761e-8,"har_net":-0.04199994493607033,"low":3.788114645218636e-18,"low_net":-0.041999999999999996,"mid_iv":0.3650962241416935} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00045000 = -0.08199999990421548
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00045000","K":45,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.01,"ask":0.08,"quote":{"ap":0.08,"as":69,"ax":"U","bp":0.01,"bs":71,"bx":"U","c":"A","t":"2026-09-04T19:59:59.00327059Z"},"feed_iv":0.379,"greeks":{"delta":-0.0165,"gamma":0.0056,"rho":-0.0011,"theta":-0.0036,"vega":0.0079},"blend":9.578452551475703e-11,"blend_net":-0.08199999990421548,"har":5.077088730080702e-7,"har_net":-0.08199949229112699,"low":1.033974280507074e-15,"low_net":-0.08199999999999896,"mid_iv":0.3685810097816542} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016C00070000 = -0.06199689903382235
Options mispricing2026-09-06 06:10
{"occ":"XLF261016C00070000","K":70,"exp":"2026-10-16","typ":"C","sessions":29,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":519,"ax":"E","bp":0.03,"bs":87,"bx":"P","c":"A","t":"2026-09-04T19:59:58.675079649Z"},"feed_iv":0.2714,"greeks":{"delta":0.0237,"gamma":0.0107,"rho":0.0015,"theta":-0.0038,"vega":0.0107},"blend":0.0000031009661776528787,"blend_net":-0.06199689903382235,"har":0.0003243493401771068,"har_net":-0.06167565065982289,"low":7.299915539039832e-9,"low_net":-0.06199999270008446,"mid_iv":0.2662620078800783} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00041000 = -0.07200000000000001
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00041000","K":41,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":652,"ax":"E","bp":0.03,"bs":82,"bx":"U","c":"A","t":"2026-09-04T19:59:58.675115682Z"},"feed_iv":0.5034,"greeks":{"delta":-0.0139,"gamma":0.0037,"rho":-0.0009,"theta":-0.0042,"vega":0.0068},"blend":4.233345751081135e-18,"blend_net":-0.07200000000000001,"har":1.777385917970511e-11,"har_net":-0.07199999998222614,"low":4.701591741529587e-27,"low_net":-0.07200000000000001,"mid_iv":0.48998310337312934} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00048000 = -0.051999268381591544
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00048000","K":48,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.02,"ask":0.05,"quote":{"ap":0.05,"as":531,"ax":"W","bp":0.02,"bs":686,"bx":"E","c":"A","t":"2026-09-04T19:59:58.655337618Z"},"feed_iv":0.2849,"greeks":{"delta":-0.0172,"gamma":0.0078,"rho":-0.0011,"theta":-0.0028,"vega":0.0082},"blend":7.316184084570011e-7,"blend_net":-0.051999268381591544,"har":0.00012337516698385578,"har_net":-0.05187662483301615,"low":8.958619476981367e-10,"low_net":-0.05199999910413806,"mid_iv":0.2766883131888458} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00040000 = -0.062
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00040000","K":40,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":45,"ax":"C","bp":0.03,"bs":33,"bx":"C","c":" ","t":"2026-09-04T19:59:59.833517507Z"},"feed_iv":0.5264,"greeks":{"delta":-0.0121,"gamma":0.0031,"rho":-0.0008,"theta":-0.0039,"vega":0.0061},"blend":2.1068999398070956e-20,"blend_net":-0.062,"har":7.29279778294585e-13,"har_net":-0.06199999999927072,"low":1.2823004861021497e-30,"low_net":-0.062,"mid_iv":0.5124664248464997} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016P00035000 = -0.032
Options mispricing2026-09-06 06:10
{"occ":"XLF261016P00035000","K":35,"exp":"2026-10-16","typ":"P","sessions":29,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":317,"ax":"E","bp":0.01,"bs":57,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},"feed_iv":0.6235,"greeks":{"delta":-0.005,"gamma":0.0012,"rho":-0.0003,"theta":-0.0021,"vega":0.0028},"blend":1.930291183613817e-35,"blend_net":-0.032,"har":7.110207891801891e-22,"har_net":-0.032,"low":5.882300151186493e-54,"low_net":-0.032,"mid_iv":0.6073703825791099} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016C00067000 = -0.0717195622171347
Options mispricing2026-09-06 06:10
{"occ":"XLF261016C00067000","K":67,"exp":"2026-10-16","typ":"C","sessions":29,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":404,"ax":"E","bp":0.03,"bs":348,"bx":"A","c":"A","t":"2026-09-04T19:59:59.62382322Z"},"feed_iv":0.22,"greeks":{"delta":0.0311,"gamma":0.0166,"rho":0.0019,"theta":-0.0039,"vega":0.0135},"blend":0.00028043778286530874,"blend_net":-0.0717195622171347,"har":0.005405819448984217,"har_net":-0.06659418055101579,"low":0.000006624947029453877,"low_net":-0.07199337505297056,"mid_iv":0.21611741548972144} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016C00075000 = -0.0519999996783015
Options mispricing2026-09-06 06:10
{"occ":"XLF261016C00075000","K":75,"exp":"2026-10-16","typ":"C","sessions":29,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":41,"ax":"U","bp":0.03,"bs":22,"bx":"D","c":" ","t":"2026-09-04T19:59:58.700816661Z"},"feed_iv":0.3491,"greeks":{"delta":0.0172,"gamma":0.0063,"rho":0.001,"theta":-0.0037,"vega":0.0082},"blend":3.216985003101325e-10,"blend_net":-0.0519999996783015,"har":0.0000011735468648941454,"har_net":-0.05199882645313511,"low":5.802639548469311e-15,"low_net":-0.051999999999994204,"mid_iv":0.3419665617171065} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261016C00068000 = -0.07193161969046215
Options mispricing2026-09-06 06:09
{"occ":"XLF261016C00068000","K":68,"exp":"2026-10-16","typ":"C","sessions":29,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":163,"ax":"C","bp":0.03,"bs":145,"bx":"C","c":" ","t":"2026-09-04T19:59:59.728801013Z"},"feed_iv":0.2391,"greeks":{"delta":0.029,"gamma":0.0144,"rho":0.0018,"theta":-0.004,"vega":0.0127},"blend":0.00006838030953786132,"blend_net":-0.07193161969046215,"har":0.0022252745339200186,"har_net":-0.06977472546607999,"low":7.924857908701112e-7,"low_net":-0.07199920751420914,"mid_iv":0.23480733611801355} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260930C00069000 = -0.031999982086694516
Options mispricing2026-09-06 06:09
{"occ":"XLF260930C00069000","K":69,"exp":"2026-09-30","typ":"C","sessions":17,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":11,"ax":"T","bp":0.01,"bs":6,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700584922Z"},"feed_iv":0.2935,"greeks":{"delta":0.0134,"gamma":0.0079,"rho":0.0005,"theta":-0.0032,"vega":0.0051},"blend":1.7913305481410068e-8,"blend_net":-0.031999982086694516,"har":0.000012162180574392268,"har_net":-0.03198783781942561,"low":3.2508144087361324e-12,"low_net":-0.031999999996749184,"mid_iv":0.29075246588785825} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260925P00047000 = -0.06199999999998199
Options mispricing2026-09-06 06:09
{"occ":"XLF260925P00047000","K":47,"exp":"2026-09-25","typ":"P","sessions":14,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":205,"ax":"C","bp":0.03,"bs":47,"bx":"P","c":" ","t":"2026-09-04T19:59:58.70054444Z"},"feed_iv":0.4651,"greeks":{"delta":-0.0193,"gamma":0.0076,"rho":-0.0006,"theta":-0.0075,"vega":0.0062},"blend":1.8003894392379406e-14,"blend_net":-0.06199999999998199,"har":2.4412818592672814e-9,"har_net":-0.06199999755871814,"low":2.2521736064162215e-21,"low_net":-0.062,"mid_iv":0.44942438888422376} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261002P00047000 = -0.07199999996842636
Options mispricing2026-09-06 06:09
{"occ":"XLF261002P00047000","K":47,"exp":"2026-10-02","typ":"P","sessions":19,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":212,"ax":"C","bp":0.03,"bs":94,"bx":"U","c":"A","t":"2026-09-04T19:59:58.701988292Z"},"feed_iv":0.4054,"greeks":{"delta":-0.0208,"gamma":0.008,"rho":-0.0009,"theta":-0.0059,"vega":0.0078},"blend":3.157364929683491e-11,"blend_net":-0.07199999996842636,"har":2.4003587794068837e-7,"har_net":-0.07199975996412207,"low":2.076327125069606e-16,"low_net":-0.0719999999999998,"mid_iv":0.39307379621756944} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260918P00053500 = -0.07194682916695061
Options mispricing2026-09-06 06:09
{"occ":"XLF260918P00053500","K":53.5,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.01,"ask":0.07,"quote":{"ap":0.07,"as":824,"ax":"E","bp":0.01,"bs":867,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674703618Z"},"feed_iv":0.2601,"greeks":{"delta":-0.0361,"gamma":0.0289,"rho":-0.0007,"theta":-0.0088,"vega":0.0083},"blend":0.000053170833049395044,"blend_net":-0.07194682916695061,"har":0.001463912839225312,"har_net":-0.0705360871607747,"low":7.737729355316604e-7,"low_net":-0.07199922622706448,"mid_iv":0.2489404581616518} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF260908P00057000 = -0.0510488502230161
Options mispricing2026-09-06 06:09
{"occ":"XLF260908P00057000","K":57,"exp":"2026-09-08","typ":"P","sessions":1,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":302,"ax":"I","bp":0.03,"bs":165,"bx":"W","c":"A","t":"2026-09-04T19:59:59.165974422Z"},"feed_iv":0.2022,"greeks":{"delta":-0.0971,"gamma":0.1976,"rho":-0.0003,"theta":-0.0368,"vega":0.0074},"blend":0.0009511497769839061,"blend_net":-0.0510488502230161,"har":0.006282725605880168,"har_net":-0.045717274394119836,"low":0.00009540924236367543,"low_net":-0.05190459075763633,"mid_iv":0.2367119050117813} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Affordable contract independent valuation XLF261002C00064000 = -0.0804596604908241
Options mispricing2026-09-06 06:09
{"occ":"XLF261002C00064000","K":64,"exp":"2026-10-02","typ":"C","sessions":19,"bid":0.01,"ask":0.08,"quote":{"ap":0.08,"as":101,"ax":"C","bp":0.01,"bs":106,"bx":"C","c":"A","t":"2026-09-04T19:59:59.682359015Z"},"feed_iv":0.1955,"greeks":{"delta":0.0378,"gamma":0.0271,"rho":0.0015,"theta":-0.005,"vega":0.0128},"blend":0.0015403395091758976,"blend_net":-0.0804596604908241,"har":0.0147274009297782,"har_net":-0.0672725990702218,"low":0.00009398641191935529,"low_net":-0.08190601358808065,"mid_iv":0.19114374354219327} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16