Notes

{"occ":"XLF261009P00047000","K":47,"exp":"2026-10-09","typ":"P","sessions":24,"bid":0.01,"ask":0.08,"quote":{"ap":0.08,"as":45,"ax":"C","bp":0.01,"bs":89,"bx":"S","c":"A","t":"2026-09-04T19:59:59.515068217Z"},"feed_iv":0.355,"greeks":{"delta":-0.0192,"gamma":0.0075,"rho":-0.001,"theta":-0.0043,"vega":0.0082},"blend":2.6543913984044687e-9,"blend_net":-0.0819999973456086,"har":0.000003746728882247474,"har_net":-0.08199625327111776,"low":1.7640591650700558e-13,"low_net":-0.0819999999998236,"mid_iv":0.34472243090038146} 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

{"occ":"XLF260910P00055000","K":55,"exp":"2026-09-10","typ":"P","sessions":3,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":357,"ax":"I","bp":0.01,"bs":26,"bx":"D","c":"A","t":"2026-09-04T19:59:59.165979555Z"},"feed_iv":0.2691,"greeks":{"delta":-0.0241,"gamma":0.0347,"rho":-0.0002,"theta":-0.0115,"vega":0.0035},"blend":0.000003337656557999549,"blend_net":-0.021996662343442004,"har":0.0002115879788899891,"har_net":-0.02178841202111001,"low":1.5578728326312908e-8,"low_net":-0.021999984421271677,"mid_iv":0.2578167851007462} 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

{"occ":"XLF261009C00063500","K":63.5,"exp":"2026-10-09","typ":"C","sessions":24,"bid":0.04,"ask":0.06,"quote":{"ap":0.06,"as":852,"ax":"E","bp":0.04,"bs":538,"bx":"E","c":"A","t":"2026-09-04T19:59:58.675012443Z"},"feed_iv":0.1638,"greeks":{"delta":0.0435,"gamma":0.0322,"rho":0.0022,"theta":-0.0043,"vega":0.0161},"blend":0.009054470254554303,"blend_net":-0.052945529745445696,"har":0.048333820161724717,"har_net":-0.013666179838275281,"low":0.0012073043052625854,"low_net":-0.060792695694737414,"mid_iv":0.1609529531187999} 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

{"occ":"XLF260910P00056500","K":56.5,"exp":"2026-09-10","typ":"P","sessions":3,"bid":0.04,"ask":0.08,"quote":{"ap":0.08,"as":547,"ax":"E","bp":0.04,"bs":288,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.60860283Z"},"feed_iv":0.2112,"greeks":{"delta":-0.0981,"gamma":0.1348,"rho":-0.0006,"theta":-0.0272,"vega":0.0105},"blend":0.004923612253318943,"blend_net":-0.07707638774668106,"har":0.022250719601054403,"har_net":-0.0597492803989456,"low":0.000819317150499127,"low_net":-0.08118068284950088,"mid_iv":0.20217265639829365} 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

{"occ":"XLF260917P00051000","K":51,"exp":"2026-09-17","typ":"P","sessions":8,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":59,"ax":"U","bp":0.03,"bs":6,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.663554378Z"},"feed_iv":0.4113,"greeks":{"delta":-0.0303,"gamma":0.0165,"rho":-0.0005,"theta":-0.0128,"vega":0.0069},"blend":2.0597134998585715e-10,"blend_net":-0.07199999979402866,"har":6.457294141538515e-7,"har_net":-0.07199935427058586,"low":4.575373783834193e-15,"low_net":-0.07199999999999543,"mid_iv":0.4001192988133975} 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

{"occ":"XLF260930P00042000","K":42,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":52,"ax":"U","bp":0.01,"bs":28,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.70057639Z"},"feed_iv":0.5372,"greeks":{"delta":-0.0073,"gamma":0.0025,"rho":-0.0003,"theta":-0.0033,"vega":0.003},"blend":1.3461995304383568e-25,"blend_net":-0.032,"har":5.076981952836029e-16,"har_net":-0.031999999999999494,"low":1.2830377590804947e-38,"low_net":-0.032,"mid_iv":0.5294807509966284} 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

{"occ":"XLF260918P00054500","K":54.5,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.02,"ask":0.04,"quote":{"ap":0.04,"as":351,"ax":"A","bp":0.02,"bs":559,"bx":"W","c":"A","t":"2026-09-04T19:59:58.448255418Z"},"feed_iv":0.2008,"greeks":{"delta":-0.0353,"gamma":0.0368,"rho":-0.0007,"theta":-0.0067,"vega":0.0082},"blend":0.001023514656677993,"blend_net":-0.04097648534332201,"har":0.009633665709724792,"har_net":-0.03236633429027521,"low":0.00006378770631159172,"low_net":-0.04193621229368841,"mid_iv":0.19204949753939118} 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

{"occ":"XLF260930C00063000","K":63,"exp":"2026-09-30","typ":"C","sessions":17,"bid":0.01,"ask":0.08,"quote":{"ap":0.08,"as":596,"ax":"E","bp":0.01,"bs":530,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674884044Z"},"feed_iv":0.1759,"greeks":{"delta":0.0428,"gamma":0.0348,"rho":0.0016,"theta":-0.0052,"vega":0.0136},"blend":0.004130489628413059,"blend_net":-0.07786951037158694,"har":0.027247248571363514,"har_net":-0.05475275142863649,"low":0.00041504775293198237,"low_net":-0.08158495224706802,"mid_iv":0.1748399526723296} 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

{"occ":"XLF260918P00052000","K":52,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":764,"ax":"E","bp":0.03,"bs":555,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674668623Z"},"feed_iv":0.3386,"greeks":{"delta":-0.0316,"gamma":0.0199,"rho":-0.0006,"theta":-0.0104,"vega":0.0075},"blend":1.847215347372961e-7,"blend_net":-0.061999815278465265,"har":0.000042842267641653164,"har_net":-0.061957157732358346,"low":1.4619553267938598e-10,"low_net":-0.061999999853804465,"mid_iv":0.324211489173538} 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

{"occ":"XLF260930P00044000","K":44,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.01,"ask":0.06,"quote":{"ap":0.06,"as":296,"ax":"J","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.903363825Z"},"feed_iv":0.5046,"greeks":{"delta":-0.0128,"gamma":0.0044,"rho":-0.0005,"theta":-0.0051,"vega":0.0049},"blend":1.8378658260532797e-19,"blend_net":-0.062,"har":2.4571772867028967e-12,"har_net":-0.06199999999754282,"low":4.14420608287819e-29,"low_net":-0.062,"mid_iv":0.4972246478135613} 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

{"occ":"XLF260918C00062000","K":62,"exp":"2026-09-18","typ":"C","sessions":9,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":321,"ax":"W","bp":0.01,"bs":444,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.951789171Z"},"feed_iv":0.1737,"greeks":{"delta":0.0223,"gamma":0.029,"rho":0.0004,"theta":-0.0042,"vega":0.0056},"blend":0.0012362938625315456,"blend_net":-0.020763706137468453,"har":0.01113176951896877,"har_net":-0.01086823048103123,"low":0.00008179104323221414,"low_net":-0.021918208956767785,"mid_iv":0.16723739991123177} 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

{"occ":"XLF261002P00045000","K":45,"exp":"2026-10-02","typ":"P","sessions":19,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":82,"ax":"U","bp":0.01,"bs":63,"bx":"U","c":" ","t":"2026-09-04T19:59:59.841917563Z"},"feed_iv":0.4033,"greeks":{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0023,"vega":0.0031},"blend":2.7332940816740937e-15,"blend_net":-0.021999999999997265,"har":8.229796334118038e-10,"har_net":-0.02199999917702037,"low":1.1408952896363375e-22,"low_net":-0.022,"mid_iv":0.3911054485811898} 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

{"occ":"XLF260917P00053000","K":53,"exp":"2026-09-17","typ":"P","sessions":8,"bid":0.01,"ask":0.04,"quote":{"ap":0.04,"as":126,"ax":"S","bp":0.01,"bs":114,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.684080086Z"},"feed_iv":0.2735,"greeks":{"delta":-0.0238,"gamma":0.0203,"rho":-0.0004,"theta":-0.0069,"vega":0.0056},"blend":0.000003067640002137376,"blend_net":-0.041996932359997866,"har":0.0002397895590687607,"har_net":-0.04176021044093124,"low":1.0754618874150161e-8,"low_net":-0.04199998924538113,"mid_iv":0.26587171270207544} 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

{"occ":"XLF261009P00045000","K":45,"exp":"2026-10-09","typ":"P","sessions":24,"bid":0.03,"ask":0.04,"quote":{"ap":0.04,"as":122,"ax":"E","bp":0.03,"bs":62,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.67506395Z"},"feed_iv":0.4012,"greeks":{"delta":-0.0137,"gamma":0.005,"rho":-0.0008,"theta":-0.0036,"vega":0.0061},"blend":1.4776415344324042e-12,"blend_net":-0.04199999999852236,"har":3.879852525958934e-8,"har_net":-0.04199996120147474,"low":1.7680269874930318e-18,"low_net":-0.042,"mid_iv":0.38980926764642687} 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

{"occ":"XLF261009P00040000","K":40,"exp":"2026-10-09","typ":"P","sessions":24,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":51,"ax":"U","bp":0.03,"bs":16,"bx":"P","c":" ","t":"2026-09-04T19:59:59.592098088Z"},"feed_iv":0.5785,"greeks":{"delta":-0.0122,"gamma":0.0031,"rho":-0.0007,"theta":-0.0048,"vega":0.0055},"blend":3.8488614451561544e-24,"blend_net":-0.062,"har":4.014731261518535e-15,"har_net":-0.06199999999999598,"low":2.1533186602039438e-36,"low_net":-0.062,"mid_iv":0.5626131885711095} 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

{"occ":"XLF260925C00063500","K":63.5,"exp":"2026-09-25","typ":"C","sessions":14,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":197,"ax":"C","bp":0.03,"bs":137,"bx":"U","c":"A","t":"2026-09-04T19:59:58.684169327Z"},"feed_iv":0.2146,"greeks":{"delta":0.0399,"gamma":0.0302,"rho":0.0012,"theta":-0.0067,"vega":0.0114},"blend":0.0006379006418308353,"blend_net":-0.061362099358169164,"har":0.007914336139461242,"har_net":-0.05408566386053876,"low":0.000027379926387056594,"low_net":-0.06197262007361294,"mid_iv":0.20862000531348288} 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

{"occ":"XLF260918P00047000","K":47,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":382,"ax":"E","bp":0.03,"bs":150,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674668623Z"},"feed_iv":0.5731,"greeks":{"delta":-0.0177,"gamma":0.0072,"rho":-0.0004,"theta":-0.0109,"vega":0.0046},"blend":3.3767465007286805e-21,"blend_net":-0.052000000000000005,"har":1.987385832038832e-13,"har_net":-0.05199999999980127,"low":9.896501219666269e-32,"low_net":-0.052000000000000005,"mid_iv":0.5492879149224131} 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

{"occ":"XLF260925C00062500","K":62.5,"exp":"2026-09-25","typ":"C","sessions":14,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":202,"ax":"C","bp":0.03,"bs":240,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684175518Z"},"feed_iv":0.1863,"greeks":{"delta":0.0493,"gamma":0.0413,"rho":0.0015,"theta":-0.0069,"vega":0.0135},"blend":0.003867313165592412,"blend_net":-0.0681326868344076,"har":0.025202063116262385,"har_net":-0.04679793688373762,"low":0.00039500351177394755,"low_net":-0.07160499648822606,"mid_iv":0.18126712517253205} 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

{"occ":"XLF260911P00055000","K":55,"exp":"2026-09-11","typ":"P","sessions":4,"bid":0.01,"ask":0.05,"quote":{"ap":0.05,"as":187,"ax":"Q","bp":0.01,"bs":348,"bx":"W","c":"A","t":"2026-09-04T19:59:58.683989027Z"},"feed_iv":0.272,"greeks":{"delta":-0.0397,"gamma":0.0463,"rho":-0.0003,"theta":-0.0156,"vega":0.0058},"blend":0.00003955450172992564,"blend_net":-0.05196044549827008,"har":0.0010513466901524993,"har_net":-0.050948653309847505,"low":6.038780611325185e-7,"low_net":-0.05199939612193887,"mid_iv":0.25243562096678723} 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

{"occ":"XLF260918C00060500","K":60.5,"exp":"2026-09-18","typ":"C","sessions":9,"bid":0.04,"ask":0.07,"quote":{"ap":0.07,"as":508,"ax":"A","bp":0.04,"bs":371,"bx":"D","c":"A","t":"2026-09-04T19:59:59.404611235Z"},"feed_iv":0.1509,"greeks":{"delta":0.0776,"gamma":0.0914,"rho":0.0015,"theta":-0.0101,"vega":0.0153},"blend":0.02513571243146373,"blend_net":-0.04686428756853628,"har":0.08006858546620776,"har_net":0.008068585466207758,"low":0.00663090695121904,"low_net":-0.06536909304878097,"mid_iv":0.14557228864198946} 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

{"occ":"XLF260925C00062000","K":62,"exp":"2026-09-25","typ":"C","sessions":14,"bid":0.04,"ask":0.08,"quote":{"ap":0.08,"as":164,"ax":"E","bp":0.04,"bs":288,"bx":"C","c":"A","t":"2026-09-04T19:59:58.088367045Z"},"feed_iv":0.176,"greeks":{"delta":0.0606,"gamma":0.0514,"rho":0.0018,"theta":-0.0077,"vega":0.0159},"blend":0.008728601353014898,"blend_net":-0.0732713986469851,"har":0.04285319475221039,"har_net":-0.039146805247789615,"low":0.0013011002178052178,"low_net":-0.08069889978219479,"mid_iv":0.17136040630504412} 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

{"occ":"XLF260917C00063000","K":63,"exp":"2026-09-17","typ":"C","sessions":8,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":51,"ax":"U","bp":0.03,"bs":28,"bx":"D","c":" ","t":"2026-09-04T19:59:58.700384201Z"},"feed_iv":0.2686,"greeks":{"delta":0.0456,"gamma":0.0353,"rho":0.0008,"theta":-0.0121,"vega":0.0097},"blend":0.00004121761666524802,"blend_net":-0.07195878238333477,"har":0.001257756607609961,"har_net":-0.07074224339239005,"low":5.214579962902974e-7,"low_net":-0.07199947854200371,"mid_iv":0.2624718048928986} 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

{"occ":"XLF260925C00065000","K":65,"exp":"2026-09-25","typ":"C","sessions":14,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":106,"ax":"C","bp":0.01,"bs":38,"bx":"P","c":"A","t":"2026-09-04T19:59:59.734523483Z"},"feed_iv":0.2197,"greeks":{"delta":0.0148,"gamma":0.0128,"rho":0.0004,"theta":-0.003,"vega":0.005},"blend":0.000027829779265207966,"blend_net":-0.02197217022073479,"har":0.0010967302446727029,"har_net":-0.020903269755327296,"low":2.484888899138241e-7,"low_net":-0.02199975151111009,"mid_iv":0.21342518258346604} 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

{"occ":"XLF260930P00046000","K":46,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":142,"ax":"P","bp":0.03,"bs":142,"bx":"D","c":" ","t":"2026-09-04T19:59:59.698241107Z"},"feed_iv":0.4504,"greeks":{"delta":-0.0178,"gamma":0.0065,"rho":-0.0007,"theta":-0.006,"vega":0.0065},"blend":1.9363536881342464e-14,"blend_net":-0.06199999999998063,"har":2.639327697392371e-9,"har_net":-0.0619999973606723,"low":2.4049697378452077e-21,"low_net":-0.062,"mid_iv":0.44360427517136525} 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

{"occ":"XLF260918C00063000","K":63,"exp":"2026-09-18","typ":"C","sessions":9,"bid":0.01,"ask":0.05,"quote":{"ap":0.05,"as":516,"ax":"E","bp":0.01,"bs":246,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674683486Z"},"feed_iv":0.2342,"greeks":{"delta":0.0316,"gamma":0.0288,"rho":0.0006,"theta":-0.0075,"vega":0.0075},"blend":0.00010319554526952782,"blend_net":-0.05189680445473048,"har":0.002292544011839648,"har_net":-0.04970745598816036,"low":0.000002010578957239019,"low_net":-0.051997989421042765,"mid_iv":0.22532770190115414} 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