XLF Affordable contract independent valuation XLF260918P00052500 = -0.061998551106326245
Options mispricing2026-09-06 06:09
{"occ":"XLF260918P00052500","K":52.5,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":496,"ax":"C","bp":0.03,"bs":454,"bx":"C","c":"A","t":"2026-09-04T19:59:59.166164569Z"},"feed_iv":0.3144,"greeks":{"delta":-0.0338,"gamma":0.0227,"rho":-0.0007,"theta":-0.0102,"vega":0.0079},"blend":0.0000014488936737534655,"blend_net":-0.061998551106326245,"har":0.00015354699036742442,"har_net":-0.061846453009632575,"low":3.3504796319933882e-9,"low_net":-0.06199999664952037,"mid_iv":0.30100605061400476} 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 XLF260910C00060000 = -0.06966997423117777
Options mispricing2026-09-06 06:09
{"occ":"XLF260910C00060000","K":60,"exp":"2026-09-10","typ":"C","sessions":3,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":404,"ax":"A","bp":0.03,"bs":214,"bx":"D","c":"A","t":"2026-09-04T19:59:59.16604816Z"},"feed_iv":0.2178,"greeks":{"delta":0.0834,"gamma":0.1158,"rho":0.0005,"theta":-0.0259,"vega":0.0093},"blend":0.0023300257688222414,"blend_net":-0.06966997423117777,"har":0.013760001325040516,"har_net":-0.05823999867495949,"low":0.0002715088328048565,"low_net":-0.07172849116719515,"mid_iv":0.20938175780543333} 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 XLF261009P00051000 = -0.08187887527431134
Options mispricing2026-09-06 06:09
{"occ":"XLF261009P00051000","K":51,"exp":"2026-10-09","typ":"P","sessions":24,"bid":0.06,"ask":0.08,"quote":{"ap":0.08,"as":63,"ax":"S","bp":0.06,"bs":99,"bx":"S","c":" ","t":"2026-09-04T19:59:59.851872963Z"},"feed_iv":0.2561,"greeks":{"delta":-0.038,"gamma":0.0185,"rho":-0.0021,"theta":-0.0054,"vega":0.0144},"blend":0.00012112472568866217,"blend_net":-0.08187887527431134,"har":0.0029209353856984033,"har_net":-0.0790790646143016,"low":0.000002110746825800846,"low_net":-0.08199788925317421,"mid_iv":0.24826909806992195} 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 XLF260930P00051000 = -0.04199321906553018
Options mispricing2026-09-06 06:09
{"occ":"XLF260930P00051000","K":51,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.01,"ask":0.04,"quote":{"ap":0.04,"as":285,"ax":"I","bp":0.01,"bs":484,"bx":"A","c":" ","t":"2026-09-04T19:59:59.662686693Z"},"feed_iv":0.2509,"greeks":{"delta":-0.0181,"gamma":0.0119,"rho":-0.0007,"theta":-0.0033,"vega":0.0066},"blend":0.000006780934469826781,"blend_net":-0.04199321906553018,"har":0.0004495622733436677,"har_net":-0.041550437726656335,"low":2.9770901861298167e-8,"low_net":-0.04199997022909814,"mid_iv":0.24669317585815284} 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 XLF260915C00060000 = -0.059556643561026565
Options mispricing2026-09-06 06:09
{"occ":"XLF260915C00060000","K":60,"exp":"2026-09-15","typ":"C","sessions":6,"bid":0.06,"ask":0.08,"quote":{"ap":0.08,"as":414,"ax":"E","bp":0.06,"bs":208,"bx":"E","c":"A","t":"2026-09-04T19:59:59.323405845Z"},"feed_iv":0.1565,"greeks":{"delta":0.1038,"gamma":0.1263,"rho":0.0015,"theta":-0.0149,"vega":0.0165},"blend":0.02244335643897344,"blend_net":-0.059556643561026565,"har":0.06935013239918586,"har_net":-0.012649867600814142,"low":0.006160592360719974,"low_net":-0.07583940763928003,"mid_iv":0.16033393073707156} 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 XLF260911P00053500 = -0.021999993268795835
Options mispricing2026-09-06 06:09
{"occ":"XLF260911P00053500","K":53.5,"exp":"2026-09-11","typ":"P","sessions":4,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":11,"ax":"Q","bp":0.01,"bs":11,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.730303324Z"},"feed_iv":0.3402,"greeks":{"delta":-0.0177,"gamma":0.0189,"rho":-0.0001,"theta":-0.01,"vega":0.003},"blend":6.731204163818695e-9,"blend_net":-0.021999993268795835,"har":0.000004805184262340282,"har_net":-0.02199519481573766,"low":1.1403671735516115e-12,"low_net":-0.021999999998859633,"mid_iv":0.31579042884530667} 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 XLF260917C00062000 = -0.04134915234110379
Options mispricing2026-09-06 06:09
{"occ":"XLF260917C00062000","K":62,"exp":"2026-09-17","typ":"C","sessions":8,"bid":0.01,"ask":0.04,"quote":{"ap":0.04,"as":256,"ax":"A","bp":0.01,"bs":266,"bx":"D","c":"A","t":"2026-09-04T19:59:59.451185899Z"},"feed_iv":0.1975,"greeks":{"delta":0.0324,"gamma":0.0365,"rho":0.0006,"theta":-0.0068,"vega":0.0073},"blend":0.0006508476588962114,"blend_net":-0.04134915234110379,"har":0.00721888447219432,"har_net":-0.03478111552780568,"low":0.000032504224039917734,"low_net":-0.04196749577596008,"mid_iv":0.19307696152327605} 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 XLF260930P00043000 = -0.022
Options mispricing2026-09-06 06:09
{"occ":"XLF260930P00043000","K":43,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":52,"ax":"U","bp":0.01,"bs":12,"bx":"U","c":" ","t":"2026-09-04T19:59:58.700594976Z"},"feed_iv":0.4852,"greeks":{"delta":-0.0062,"gamma":0.0024,"rho":-0.0002,"theta":-0.0026,"vega":0.0026},"blend":2.21357681325775e-22,"blend_net":-0.022,"har":4.31834361099264e-14,"har_net":-0.021999999999956818,"low":1.2458901878527799e-33,"low_net":-0.022,"mid_iv":0.4780917487794481} 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 XLF260925P00051000 = -0.07199912352005783
Options mispricing2026-09-06 06:09
{"occ":"XLF260925P00051000","K":51,"exp":"2026-09-25","typ":"P","sessions":14,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":101,"ax":"C","bp":0.03,"bs":137,"bx":"U","c":"A","t":"2026-09-04T19:59:59.629511542Z"},"feed_iv":0.3146,"greeks":{"delta":-0.0302,"gamma":0.0164,"rho":-0.0009,"theta":-0.0073,"vega":0.0091},"blend":8.764799421800431e-7,"blend_net":-0.07199912352005783,"har":0.00012157759782457922,"har_net":-0.07187842240217543,"low":1.4023298888062073e-9,"low_net":-0.07199999859767012,"mid_iv":0.3036813861594354} 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 XLF260917P00052000 = -0.08199996217898323
Options mispricing2026-09-06 06:09
{"occ":"XLF260917P00052000","K":52,"exp":"2026-09-17","typ":"P","sessions":8,"bid":0.01,"ask":0.08,"quote":{"ap":0.08,"as":64,"ax":"C","bp":0.01,"bs":51,"bx":"C","c":" ","t":"2026-09-04T19:59:58.700413519Z"},"feed_iv":0.3533,"greeks":{"delta":-0.0317,"gamma":0.02,"rho":-0.0006,"theta":-0.0113,"vega":0.0072},"blend":3.782101677216782e-8,"blend_net":-0.08199996217898323,"har":0.000015766504846972344,"har_net":-0.08198423349515303,"low":1.3400523843611158e-11,"low_net":-0.08199999998659947,"mid_iv":0.3436087700177815} 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 XLF261002P00050000 = -0.08199875773746662
Options mispricing2026-09-06 06:09
{"occ":"XLF261002P00050000","K":50,"exp":"2026-10-02","typ":"P","sessions":19,"bid":0.05,"ask":0.08,"quote":{"ap":0.08,"as":305,"ax":"W","bp":0.05,"bs":287,"bx":"W","c":" ","t":"2026-09-04T19:59:59.606441767Z"},"feed_iv":0.3179,"greeks":{"delta":-0.0326,"gamma":0.0148,"rho":-0.0014,"theta":-0.0067,"vega":0.0113},"blend":0.0000012422625333850996,"blend_net":-0.08199875773746662,"har":0.00015928982460872328,"har_net":-0.08184071017539128,"low":2.213253633246026e-9,"low_net":-0.08199999778674637,"mid_iv":0.3079040095266528} 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 XLF260911C00061000 = -0.04176715681582751
Options mispricing2026-09-06 06:09
{"occ":"XLF260911C00061000","K":61,"exp":"2026-09-11","typ":"C","sessions":4,"bid":0.03,"ask":0.04,"quote":{"ap":0.04,"as":257,"ax":"Q","bp":0.03,"bs":215,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.684101722Z"},"feed_iv":0.2484,"greeks":{"delta":0.0501,"gamma":0.0612,"rho":0.0004,"theta":-0.0177,"vega":0.007},"blend":0.00023284318417249317,"blend_net":-0.04176715681582751,"har":0.003293971275674379,"har_net":-0.038706028724325624,"low":0.000008368221107359769,"low_net":-0.041991631778892646,"mid_iv":0.23107352358767055} 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 XLF260911P00055500 = -0.05164002553626204
Options mispricing2026-09-06 06:09
{"occ":"XLF260911P00055500","K":55.5,"exp":"2026-09-11","typ":"P","sessions":4,"bid":0.01,"ask":0.05,"quote":{"ap":0.05,"as":341,"ax":"W","bp":0.01,"bs":519,"bx":"W","c":"A","t":"2026-09-04T19:59:58.657270633Z"},"feed_iv":0.2353,"greeks":{"delta":-0.0451,"gamma":0.0594,"rho":-0.0004,"theta":-0.0149,"vega":0.0065},"blend":0.0003599744637379637,"blend_net":-0.05164002553626204,"har":0.004276451980596674,"har_net":-0.04772354801940333,"low":0.0000163850272565276,"low_net":-0.05198361497274348,"mid_iv":0.21831958889380668} 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 XLF260916P00052000 = -0.031999994961532274
Options mispricing2026-09-06 06:09
{"occ":"XLF260916P00052000","K":52,"exp":"2026-09-16","typ":"P","sessions":7,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":101,"ax":"C","bp":0.01,"bs":42,"bx":"C","c":" ","t":"2026-09-04T19:59:59.664254475Z"},"feed_iv":0.3246,"greeks":{"delta":-0.0174,"gamma":0.0138,"rho":-0.0003,"theta":-0.0066,"vega":0.0041},"blend":5.038467724600947e-9,"blend_net":-0.031999994961532274,"har":0.000004458133602460086,"har_net":-0.03199554186639754,"low":6.357715198471154e-13,"low_net":-0.031999999999364225,"mid_iv":0.32172283989608974} 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 XLF260915P00052000 = -0.07199999964617641
Options mispricing2026-09-06 06:09
{"occ":"XLF260915P00052000","K":52,"exp":"2026-09-15","typ":"P","sessions":6,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":110,"ax":"C","bp":0.03,"bs":26,"bx":"C","c":" ","t":"2026-09-04T19:59:59.489061162Z"},"feed_iv":0.3975,"greeks":{"delta":-0.0342,"gamma":0.0209,"rho":-0.0005,"theta":-0.0151,"vega":0.0069},"blend":3.53823595893764e-10,"blend_net":-0.07199999964617641,"har":8.52605892254308e-7,"har_net":-0.07199914739410776,"low":1.1282175318949587e-14,"low_net":-0.07199999999998873,"mid_iv":0.4037208171371595} 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 XLF261002P00049000 = -0.08199994436715552
Options mispricing2026-09-06 06:09
{"occ":"XLF261002P00049000","K":49,"exp":"2026-10-02","typ":"P","sessions":19,"bid":0.01,"ask":0.08,"quote":{"ap":0.08,"as":407,"ax":"C","bp":0.01,"bs":564,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674969282Z"},"feed_iv":0.3314,"greeks":{"delta":-0.0228,"gamma":0.0105,"rho":-0.001,"theta":-0.0052,"vega":0.0084},"blend":5.5632844488064695e-8,"blend_net":-0.08199994436715552,"har":0.000023330538929578707,"har_net":-0.08197666946107042,"low":1.955010221398782e-11,"low_net":-0.0819999999804499,"mid_iv":0.3211385781715799} 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 XLF260908P00057500 = -0.02379690531948616
Options mispricing2026-09-06 06:09
{"occ":"XLF260908P00057500","K":57.5,"exp":"2026-09-08","typ":"P","sessions":1,"bid":0.01,"ask":0.04,"quote":{"ap":0.04,"as":582,"ax":"A","bp":0.01,"bs":115,"bx":"U","c":"A","t":"2026-09-04T19:59:59.404606437Z"},"feed_iv":0.1147,"greeks":{"delta":-0.1055,"gamma":0.3701,"rho":-0.0003,"theta":-0.0219,"vega":0.0078},"blend":0.018203094680513843,"blend_net":-0.02379690531948616,"har":0.04486454844492194,"har_net":0.002864548444921936,"low":0.006695911849841529,"low_net":-0.03530408815015847,"mid_iv":0.13386719182015183} 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 XLF260916P00054000 = -0.04195595085648356
Options mispricing2026-09-06 06:09
{"occ":"XLF260916P00054000","K":54,"exp":"2026-09-16","typ":"P","sessions":7,"bid":0.03,"ask":0.04,"quote":{"ap":0.04,"as":104,"ax":"C","bp":0.03,"bs":132,"bx":"U","c":" ","t":"2026-09-04T19:59:59.645455629Z"},"feed_iv":0.2518,"greeks":{"delta":-0.0359,"gamma":0.0326,"rho":-0.0006,"theta":-0.0093,"vega":0.0076},"blend":0.00004404914351643745,"blend_net":-0.04195595085648356,"har":0.001243433694681495,"har_net":-0.04075656630531851,"low":6.196181383906138e-7,"low_net":-0.041999380381861615,"mid_iv":0.24929218551324486} 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 XLF260925P00049000 = -0.021999999612696705
Options mispricing2026-09-06 06:09
{"occ":"XLF260925P00049000","K":49,"exp":"2026-09-25","typ":"P","sessions":14,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":102,"ax":"C","bp":0.01,"bs":113,"bx":"C","c":"A","t":"2026-09-04T19:59:59.497628304Z"},"feed_iv":0.3294,"greeks":{"delta":-0.0099,"gamma":0.0061,"rho":-0.0003,"theta":-0.003,"vega":0.0035},"blend":3.8730329655751367e-10,"blend_net":-0.021999999612696705,"har":0.0000010500660872255613,"har_net":-0.021998949933912777,"low":1.0502953264064484e-14,"low_net":-0.0219999999999895,"mid_iv":0.31812493516455564} 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 XLF260930P00048000 = -0.07199999978445694
Options mispricing2026-09-06 06:09
{"occ":"XLF260930P00048000","K":48,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":109,"ax":"C","bp":0.03,"bs":99,"bx":"C","c":"A","t":"2026-09-04T19:59:59.849546682Z"},"feed_iv":0.3859,"greeks":{"delta":-0.0225,"gamma":0.0093,"rho":-0.0009,"theta":-0.0063,"vega":0.008},"blend":2.1554306509840282e-10,"blend_net":-0.07199999978445694,"har":7.596739997238412e-7,"har_net":-0.07199924032600029,"low":4.0764424728931994e-15,"low_net":-0.07199999999999593,"mid_iv":0.37994651570255017} 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 XLF260918P00050000 = -0.03199999999250004
Options mispricing2026-09-06 06:09
{"occ":"XLF260918P00050000","K":50,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":484,"ax":"A","bp":0.01,"bs":460,"bx":"D","c":"A","t":"2026-09-04T19:59:59.419411459Z"},"feed_iv":0.3847,"greeks":{"delta":-0.0137,"gamma":0.0087,"rho":-0.0003,"theta":-0.0058,"vega":0.0037},"blend":7.499954106594616e-12,"blend_net":-0.03199999999250004,"har":8.762840801423136e-8,"har_net":-0.031999912371591985,"low":2.732152896097586e-17,"low_net":-0.03199999999999997,"mid_iv":0.36856812974113706} 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 XLF260925P00052500 = -0.08192202759663274
Options mispricing2026-09-06 06:09
{"occ":"XLF260925P00052500","K":52.5,"exp":"2026-09-25","typ":"P","sessions":14,"bid":0.01,"ask":0.08,"quote":{"ap":0.08,"as":167,"ax":"C","bp":0.01,"bs":176,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684144262Z"},"feed_iv":0.2513,"greeks":{"delta":-0.0336,"gamma":0.0224,"rho":-0.001,"theta":-0.0064,"vega":0.0099},"blend":0.00007797240336726921,"blend_net":-0.08192202759663274,"har":0.0020144805778751496,"har_net":-0.07998551942212485,"low":0.0000012372300868326858,"low_net":-0.08199876276991316,"mid_iv":0.24236939411359346} 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 XLF260918P00048000 = -0.05199999999999999
Options mispricing2026-09-06 06:09
{"occ":"XLF260918P00048000","K":48,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.01,"ask":0.05,"quote":{"ap":0.05,"as":376,"ax":"E","bp":0.01,"bs":156,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674668623Z"},"feed_iv":0.5018,"greeks":{"delta":-0.0155,"gamma":0.0074,"rho":-0.0003,"theta":-0.0085,"vega":0.0041},"blend":1.1073855082864806e-17,"blend_net":-0.05199999999999999,"har":2.5951241838634774e-11,"har_net":-0.05199999997404876,"low":2.7445191155861035e-26,"low_net":-0.052000000000000005,"mid_iv":0.4808661573434968} 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 XLF260914C00061000 = -0.07116306225480779
Options mispricing2026-09-06 06:09
{"occ":"XLF260914C00061000","K":61,"exp":"2026-09-14","typ":"C","sessions":5,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":222,"ax":"C","bp":0.03,"bs":152,"bx":"D","c":" ","t":"2026-09-04T19:59:59.17265888Z"},"feed_iv":0.2106,"greeks":{"delta":0.0641,"gamma":0.0693,"rho":0.0008,"theta":-0.0146,"vega":0.0108},"blend":0.0008369377451922233,"blend_net":-0.07116306225480779,"har":0.007777561171798175,"har_net":-0.06422243882820183,"low":0.00005306599406737847,"low_net":-0.07194693400593263,"mid_iv":0.22236622135089734} 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 XLF260918P00049000 = -0.051999999999985835
Options mispricing2026-09-06 06:09
{"occ":"XLF260918P00049000","K":49,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":304,"ax":"E","bp":0.03,"bs":176,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674668623Z"},"feed_iv":0.4753,"greeks":{"delta":-0.021,"gamma":0.0101,"rho":-0.0004,"theta":-0.0104,"vega":0.0053},"blend":1.4172068193705601e-14,"blend_net":-0.051999999999985835,"har":1.952230986263965e-9,"har_net":-0.05199999804776902,"low":1.734835529012845e-21,"low_net":-0.052000000000000005,"mid_iv":0.45547562278547854} 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