Notes

{"occ":"XLF260910P00055500","K":55.5,"exp":"2026-09-10","typ":"P","sessions":3,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":272,"ax":"C","bp":0.03,"bs":185,"bx":"D","c":" ","t":"2026-09-04T19:59:59.683471192Z"},"feed_iv":0.2857,"greeks":{"delta":-0.0595,"gamma":0.0681,"rho":-0.0004,"theta":-0.0254,"vega":0.0072},"blend":0.00005783320268844608,"blend_net":-0.06194216679731156,"har":0.0012693485805470306,"har_net":-0.06073065141945297,"low":0.0000011454712521347847,"low_net":-0.061998854528747864,"mid_iv":0.2737637076257682} 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":"XLF260930C00062000","K":62,"exp":"2026-09-30","typ":"C","sessions":17,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":272,"ax":"I","bp":0.03,"bs":203,"bx":"D","c":" ","t":"2026-09-04T19:59:59.166454374Z"},"feed_iv":0.1466,"greeks":{"delta":0.05,"gamma":0.0472,"rho":0.0019,"theta":-0.005,"vega":0.0154},"blend":0.0172393471335075,"blend_net":-0.0447606528664925,"har":0.06941959883181381,"har_net":0.0074195988318138135,"low":0.0033419537926350773,"low_net":-0.05865804620736492,"mid_iv":0.14597658838750366} 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":"XLF260911P00054000","K":54,"exp":"2026-09-11","typ":"P","sessions":4,"bid":0.03,"ask":0.04,"quote":{"ap":0.04,"as":12,"ax":"Q","bp":0.03,"bs":10,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.70023314Z"},"feed_iv":0.3541,"greeks":{"delta":-0.036,"gamma":0.0329,"rho":-0.0003,"theta":-0.0188,"vega":0.0054},"blend":1.7362072056450014e-7,"blend_net":-0.04199982637927944,"har":0.00003557319029107338,"har_net":-0.04196442680970893,"low":1.6284355238035958e-10,"low_net":-0.04199999983715645,"mid_iv":0.328626624670537} 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":"XLF260925P00048000","K":48,"exp":"2026-09-25","typ":"P","sessions":14,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":104,"ax":"C","bp":0.03,"bs":86,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.637645963Z"},"feed_iv":0.4255,"greeks":{"delta":-0.0209,"gamma":0.0089,"rho":-0.0007,"theta":-0.0073,"vega":0.0067},"blend":3.5654169886764704e-12,"blend_net":-0.06199999999643458,"har":6.034052473355946e-8,"har_net":-0.06199993965947526,"low":7.804162997928499e-18,"low_net":-0.06199999999999999,"mid_iv":0.4110745799480842} 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":"XLF261002P00048000","K":48,"exp":"2026-10-02","typ":"P","sessions":19,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":41,"ax":"U","bp":0.03,"bs":120,"bx":"U","c":"A","t":"2026-09-04T19:59:59.002845321Z"},"feed_iv":0.3711,"greeks":{"delta":-0.0225,"gamma":0.0093,"rho":-0.001,"theta":-0.0058,"vega":0.0083},"blend":1.6512371754143349e-9,"blend_net":-0.07199999834876283,"har":0.0000026901306323692505,"har_net":-0.07199730986936764,"low":9.012741462377356e-14,"low_net":-0.07199999999990989,"mid_iv":0.3597307563213466} 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":"XLF260917P00050000","K":50,"exp":"2026-09-17","typ":"P","sessions":8,"bid":0.01,"ask":0.07,"quote":{"ap":0.07,"as":31,"ax":"U","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.646111151Z"},"feed_iv":0.4459,"greeks":{"delta":-0.0232,"gamma":0.0122,"rho":-0.0004,"theta":-0.0111,"vega":0.0055},"blend":4.677063746276243e-13,"blend_net":-0.0719999999995323,"har":1.58983217495677e-8,"har_net":-0.07199998410167825,"low":3.9239172636704934e-19,"low_net":-0.07200000000000001,"mid_iv":0.43381281926793114} 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":"XLF261009C00064000","K":64,"exp":"2026-10-09","typ":"C","sessions":24,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":69,"ax":"U","bp":0.03,"bs":53,"bx":"C","c":" ","t":"2026-09-04T19:59:59.852946735Z"},"feed_iv":0.1688,"greeks":{"delta":0.0349,"gamma":0.0261,"rho":0.0018,"theta":-0.0036,"vega":0.0135},"blend":0.004896061984574818,"blend_net":-0.04710393801542519,"har":0.03240379672584415,"har_net":-0.019596203274155857,"low":0.0004898037484008452,"low_net":-0.05151019625159916,"mid_iv":0.16580967844043976} 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":"XLF260914P00055000","K":55,"exp":"2026-09-14","typ":"P","sessions":5,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":458,"ax":"E","bp":0.03,"bs":364,"bx":"E","c":"A","t":"2026-09-04T19:59:59.902508026Z"},"feed_iv":0.2394,"greeks":{"delta":-0.0562,"gamma":0.055,"rho":-0.0007,"theta":-0.0142,"vega":0.0097},"blend":0.00018532592417738053,"blend_net":-0.07181467407582262,"har":0.00291101527558546,"har_net":-0.06908898472441455,"low":0.000005780035480095142,"low_net":-0.0719942199645199,"mid_iv":0.25065435942530456} 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":"XLF261002P00040000","K":40,"exp":"2026-10-02","typ":"P","sessions":19,"bid":0.01,"ask":0.05,"quote":{"ap":0.05,"as":48,"ax":"Q","bp":0.01,"bs":30,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700715474Z"},"feed_iv":0.6158,"greeks":{"delta":-0.0089,"gamma":0.0025,"rho":-0.0004,"theta":-0.0044,"vega":0.0037},"blend":8.190633197905652e-30,"blend_net":-0.052000000000000005,"har":1.543313865379601e-18,"har_net":-0.052000000000000005,"low":3.5729251528427583e-45,"low_net":-0.052000000000000005,"mid_iv":0.59772304597192} 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":"XLF260915P00051000","K":51,"exp":"2026-09-15","typ":"P","sessions":6,"bid":0.01,"ask":0.06,"quote":{"ap":0.06,"as":59,"ax":"U","bp":0.01,"bs":19,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.70035954Z"},"feed_iv":0.4276,"greeks":{"delta":-0.0234,"gamma":0.0142,"rho":-0.0003,"theta":-0.0118,"vega":0.005},"blend":3.7710015602927845e-13,"blend_net":-0.0619999999996229,"har":1.323737318193175e-8,"har_net":-0.061999986762626816,"low":3.0269038035267143e-19,"low_net":-0.062,"mid_iv":0.4344170862248255} 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":"XLF260914P00053000","K":53,"exp":"2026-09-14","typ":"P","sessions":5,"bid":0.03,"ask":0.06,"quote":{"ap":0.06,"as":143,"ax":"P","bp":0.03,"bs":5,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.841208139Z"},"feed_iv":0.3541,"greeks":{"delta":-0.0364,"gamma":0.0262,"rho":-0.0005,"theta":-0.015,"vega":0.0069},"blend":8.24030558628674e-9,"blend_net":-0.061999991759694416,"har":0.000005669208559205743,"har_net":-0.061994330791440795,"low":1.4685849181581297e-12,"low_net":-0.06199999999853142,"mid_iv":0.3712820506124745} 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":"XLF260917P00049000","K":49,"exp":"2026-09-17","typ":"P","sessions":8,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":46,"ax":"U","bp":0.03,"bs":16,"bx":"U","c":" ","t":"2026-09-04T19:59:59.84195956Z"},"feed_iv":0.5145,"greeks":{"delta":-0.0248,"gamma":0.0112,"rho":-0.0004,"theta":-0.0135,"vega":0.0058},"blend":4.174072534049993e-16,"blend_net":-0.07199999999999959,"har":2.2694044842114815e-10,"har_net":-0.07199999977305956,"low":7.726431262215028e-24,"low_net":-0.07200000000000001,"mid_iv":0.500657006712763} 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":"XLF260914P00054000","K":54,"exp":"2026-09-14","typ":"P","sessions":5,"bid":0.01,"ask":0.06,"quote":{"ap":0.06,"as":239,"ax":"E","bp":0.01,"bs":190,"bx":"D","c":" ","t":"2026-09-04T19:59:59.964053712Z"},"feed_iv":0.2808,"greeks":{"delta":-0.0359,"gamma":0.0327,"rho":-0.0005,"theta":-0.0117,"vega":0.0068},"blend":0.0000021926597911381017,"blend_net":-0.06199780734020886,"har":0.0001787012599592415,"har_net":-0.06182129874004076,"low":7.260842112809923e-9,"low_net":-0.061999992739157885,"mid_iv":0.29427727577872087} 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":"XLF260909C00059500","K":59.5,"exp":"2026-09-09","typ":"C","sessions":2,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":215,"ax":"Q","bp":0.03,"bs":286,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.166621631Z"},"feed_iv":0.1899,"greeks":{"delta":0.0874,"gamma":0.1588,"rho":0.0004,"theta":-0.027,"vega":0.0084},"blend":0.003590088702445926,"blend_net":-0.04840991129755408,"har":0.017011911119714895,"har_net":-0.03498808888028511,"low":0.0005609744419433071,"low_net":-0.0514390255580567,"mid_iv":0.19380579758089306} 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":"XLF260915P00053000","K":53,"exp":"2026-09-15","typ":"P","sessions":6,"bid":0.01,"ask":0.07,"quote":{"ap":0.07,"as":231,"ax":"C","bp":0.01,"bs":54,"bx":"U","c":" ","t":"2026-09-04T19:59:58.700348962Z"},"feed_iv":0.3271,"greeks":{"delta":-0.0335,"gamma":0.025,"rho":-0.0005,"theta":-0.0121,"vega":0.0068},"blend":1.1057709100300301e-7,"blend_net":-0.07199988942290901,"har":0.00002899404240263269,"har_net":-0.07197100595759738,"low":7.397295816059501e-11,"low_net":-0.07199999992602706,"mid_iv":0.33203015344398634} 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":"XLF261002C00065000","K":65,"exp":"2026-10-02","typ":"C","sessions":19,"bid":0.01,"ask":0.07,"quote":{"ap":0.07,"as":286,"ax":"C","bp":0.01,"bs":77,"bx":"B","c":"A","t":"2026-09-04T19:59:58.684247608Z"},"feed_iv":0.2169,"greeks":{"delta":0.0312,"gamma":0.0209,"rho":0.0013,"theta":-0.0047,"vega":0.0109},"blend":0.00030257067754532047,"blend_net":-0.07169742932245468,"har":0.005223636003328036,"har_net":-0.06677636399667197,"low":0.000008301551271913806,"low_net":-0.07199169844872809,"mid_iv":0.21192479671189735} 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":"XLF260916P00051000","K":51,"exp":"2026-09-16","typ":"P","sessions":7,"bid":0.01,"ask":0.03,"quote":{"ap":0.03,"as":214,"ax":"C","bp":0.01,"bs":23,"bx":"C","c":" ","t":"2026-09-04T19:59:58.700375495Z"},"feed_iv":0.3726,"greeks":{"delta":-0.0154,"gamma":0.0108,"rho":-0.0003,"theta":-0.0068,"vega":0.0037},"blend":1.363354902109128e-11,"blend_net":-0.03199999998636645,"har":1.2042622005496945e-7,"har_net":-0.03199987957377994,"low":7.295217945368082e-17,"low_net":-0.031999999999999924,"mid_iv":0.3694361823357732} 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":"XLF260915P00056000","K":56,"exp":"2026-09-15","typ":"P","sessions":6,"bid":0.07,"ask":0.08,"quote":{"ap":0.08,"as":396,"ax":"A","bp":0.07,"bs":224,"bx":"W","c":" ","t":"2026-09-04T19:59:59.416753588Z"},"feed_iv":0.1845,"greeks":{"delta":-0.0941,"gamma":0.0997,"rho":-0.0014,"theta":-0.0151,"vega":0.0153},"blend":0.009896025997526037,"blend_net":-0.07210397400247397,"har":0.03964620510696948,"har_net":-0.042353794893030525,"low":0.0019314597581888138,"low_net":-0.08006854024181119,"mid_iv":0.18681067737165488} 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":"XLF260918P00051000","K":51,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":206,"ax":"Q","bp":0.03,"bs":255,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.4043156Z"},"feed_iv":0.3793,"greeks":{"delta":-0.0258,"gamma":0.015,"rho":-0.0005,"theta":-0.0098,"vega":0.0063},"blend":1.7341576743681343e-9,"blend_net":-0.05199999826584233,"har":0.0000024269754554797165,"har_net":-0.051997573024544524,"low":1.1661537267881863e-13,"low_net":-0.05199999999988339,"mid_iv":0.36332765917068366} 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":"XLF260918P00053000","K":53,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.01,"ask":0.06,"quote":{"ap":0.06,"as":322,"ax":"W","bp":0.01,"bs":358,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.971421222Z"},"feed_iv":0.2774,"greeks":{"delta":-0.0303,"gamma":0.0235,"rho":-0.0006,"theta":-0.0082,"vega":0.0072},"blend":0.000009545918630666237,"blend_net":-0.061990454081369335,"har":0.0004975991930198306,"har_net":-0.06150240080698017,"low":5.8201003281187056e-8,"low_net":-0.06199994179899672,"mid_iv":0.2655073720707342} 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":"XLF260930C00064000","K":64,"exp":"2026-09-30","typ":"C","sessions":17,"bid":0.01,"ask":0.07,"quote":{"ap":0.07,"as":52,"ax":"P","bp":0.01,"bs":55,"bx":"U","c":" ","t":"2026-09-04T19:59:59.662415473Z"},"feed_iv":0.1996,"greeks":{"delta":0.0347,"gamma":0.0258,"rho":0.0013,"theta":-0.0049,"vega":0.0114},"blend":0.0008215700864421249,"blend_net":-0.07117842991355788,"har":0.009647961224084622,"har_net":-0.062352038775915386,"low":0.00003798296423029781,"low_net":-0.07196201703576971,"mid_iv":0.19823936133920858} 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":"XLF260911P00054500","K":54.5,"exp":"2026-09-11","typ":"P","sessions":4,"bid":0.03,"ask":0.05,"quote":{"ap":0.05,"as":24,"ax":"S","bp":0.03,"bs":13,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.84572288Z"},"feed_iv":0.3256,"greeks":{"delta":-0.0436,"gamma":0.0417,"rho":-0.0004,"theta":-0.0202,"vega":0.0063},"blend":0.0000031179491862473596,"blend_net":-0.05199688205081376,"har":0.00021370555794934104,"har_net":-0.051786294442050664,"low":1.3081478388303484e-8,"low_net":-0.05199998691852162,"mid_iv":0.30215583652693345} 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":"XLF260918P00054000","K":54,"exp":"2026-09-18","typ":"P","sessions":9,"bid":0.05,"ask":0.07,"quote":{"ap":0.07,"as":448,"ax":"A","bp":0.05,"bs":412,"bx":"I","c":" ","t":"2026-09-04T19:59:59.407643688Z"},"feed_iv":0.256,"greeks":{"delta":-0.052,"gamma":0.0395,"rho":-0.001,"theta":-0.0116,"vega":0.0112},"blend":0.00025203322235213543,"blend_net":-0.07174796677764787,"har":0.003925491967523398,"har_net":-0.06807450803247661,"low":0.000007951029143219487,"low_net":-0.07199204897085679,"mid_iv":0.24491876957348682} 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":"XLF260930C00067000","K":67,"exp":"2026-09-30","typ":"C","sessions":17,"bid":0.01,"ask":0.06,"quote":{"ap":0.06,"as":327,"ax":"E","bp":0.01,"bs":27,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674823933Z"},"feed_iv":0.2707,"greeks":{"delta":0.0237,"gamma":0.0138,"rho":0.0009,"theta":-0.0048,"vega":0.0083},"blend":0.000002188236798536156,"blend_net":-0.06199781176320146,"har":0.00023425422528794773,"har_net":-0.061765745774712055,"low":4.990570613542012e-9,"low_net":-0.06199999500942938,"mid_iv":0.26840487924911915} 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":"XLF260916P00050000","K":50,"exp":"2026-09-16","typ":"P","sessions":7,"bid":0.03,"ask":0.07,"quote":{"ap":0.07,"as":56,"ax":"U","bp":0.03,"bs":15,"bx":"U","c":" ","t":"2026-09-04T19:59:59.620735812Z"},"feed_iv":0.4851,"greeks":{"delta":-0.0273,"gamma":0.0135,"rho":-0.0004,"theta":-0.0145,"vega":0.006},"blend":1.3528624745175721e-14,"blend_net":-0.07199999999998648,"har":1.8135495669844764e-9,"har_net":-0.07199999818645045,"low":1.719279394154486e-21,"low_net":-0.07200000000000001,"mid_iv":0.4810318611770559} 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