Notes

{"occ":"NFLX260918P00066000","bid":0.05,"ask":0.06,"timestamp":"2026-09-04T19:59:59.911468101Z","K":66,"sessions":9,"feed_iv":0.4788,"greeks":{"delta":-0.0212,"gamma":0.0075,"rho":-0.0006,"theta":-0.0143,"vega":0.0072},"base":0.01451523888968309,"winsor":0.008947164264068497,"low":0.0014935208136050565,"base_net":-0.04748476111031691,"winsor_net":-0.0530528357359315,"low_net":-0.06050647918639494}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911C00091000","bid":0.01,"ask":0.04,"timestamp":"2026-09-04T19:59:59.943696917Z","K":91,"sessions":4,"feed_iv":0.5717,"greeks":{"delta":0.0139,"gamma":0.0068,"rho":0.0001,"theta":-0.0187,"vega":0.0032},"base":0.0009431821288217179,"winsor":0.0004496493801298129,"low":0.000027691050675571205,"base_net":-0.041056817871178285,"winsor_net":-0.04155035061987019,"low_net":-0.04197230894932443}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918P00067000","bid":0.01,"ask":0.07,"timestamp":"2026-09-04T19:59:59.51643732Z","K":67,"sessions":9,"feed_iv":0.4215,"greeks":{"delta":-0.018,"gamma":0.0074,"rho":-0.0005,"theta":-0.0109,"vega":0.0063},"base":0.026917621856587637,"winsor":0.01762795146254381,"low":0.0037185074645484095,"base_net":-0.04508237814341237,"winsor_net":-0.0543720485374562,"low_net":-0.0682814925354516}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918P00062000","bid":0.01,"ask":0.05,"timestamp":"2026-09-04T19:59:59.758242401Z","K":62,"sessions":9,"feed_iv":0.5739,"greeks":{"delta":-0.0105,"gamma":0.0034,"rho":-0.0003,"theta":-0.0093,"vega":0.0039},"base":0.0007438453251562005,"winsor":0.0003381039825480908,"low":0.00001729413786492385,"base_net":-0.051256154674843804,"winsor_net":-0.051661896017451914,"low_net":-0.05198270586213508}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911P00067000","bid":0.03,"ask":0.04,"timestamp":"2026-09-04T19:59:58.035005914Z","K":67,"sessions":4,"feed_iv":0.6376,"greeks":{"delta":-0.0163,"gamma":0.007,"rho":-0.0002,"theta":-0.0237,"vega":0.0037},"base":0.0005275040923133356,"winsor":0.0002403307301024893,"low":0.00001240596279227543,"base_net":-0.04147249590768667,"winsor_net":-0.04175966926989751,"low_net":-0.041987594037207726}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260925P00064000","bid":0.01,"ask":0.04,"timestamp":"2026-09-04T19:59:59.943918155Z","K":64,"sessions":14,"feed_iv":0.3929,"greeks":{"delta":-0.0102,"gamma":0.0039,"rho":-0.0004,"theta":-0.0049,"vega":0.0048},"base":0.02549160657873384,"winsor":0.016284794443564787,"low":0.0031211049026231563,"base_net":-0.016508393421266164,"winsor_net":-0.025715205556435215,"low_net":-0.038878895097376846}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260925C00100000","bid":0.01,"ask":0.07,"timestamp":"2026-09-04T19:59:59.77962591Z","K":100,"sessions":14,"feed_iv":0.4717,"greeks":{"delta":0.014,"gamma":0.0042,"rho":0.0005,"theta":-0.008,"vega":0.0064},"base":0.00808369425526223,"winsor":0.004495526740257105,"low":0.0005036511236937713,"base_net":-0.06391630574473778,"winsor_net":-0.0675044732597429,"low_net":-0.07149634887630624}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260925P00063000","bid":0.01,"ask":0.07,"timestamp":"2026-09-04T19:59:59.799639605Z","K":63,"sessions":14,"feed_iv":0.4473,"greeks":{"delta":-0.0138,"gamma":0.0044,"rho":-0.0006,"theta":-0.0073,"vega":0.0063},"base":0.014994706711515482,"winsor":0.009091507578421143,"low":0.0014237242594234978,"base_net":-0.057005293288484526,"winsor_net":-0.06290849242157887,"low_net":-0.07057627574057651}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260925C00120000","bid":0.03,"ask":0.04,"timestamp":"2026-09-04T19:59:59.431641173Z","K":120,"sessions":14,"feed_iv":0.75,"greeks":{"delta":0.0083,"gamma":0.0017,"rho":0.0003,"theta":-0.008,"vega":0.004},"base":0.000001761344847750479,"winsor":3.883798882498013e-7,"low":1.1806662314484129e-9,"base_net":-0.04199823865515225,"winsor_net":-0.04199961162011175,"low_net":-0.04199999881933377}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911C00087000","bid":0.06,"ask":0.07,"timestamp":"2026-09-04T19:59:59.467692032Z","K":87,"sessions":4,"feed_iv":0.4918,"greeks":{"delta":0.0369,"gamma":0.0179,"rho":0.0004,"theta":-0.0367,"vega":0.0074},"base":0.019361642927705702,"winsor":0.01261049806562653,"low":0.0026046380344979525,"base_net":-0.052638357072294306,"winsor_net":-0.05938950193437348,"low_net":-0.06939536196550206}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911C00089000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.713909124Z","K":89,"sessions":4,"feed_iv":0.4656,"greeks":{"delta":0.0105,"gamma":0.0065,"rho":0.0001,"theta":-0.0119,"vega":0.0025},"base":0.004619988321422852,"winsor":0.0026019947520694586,"low":0.0003062003429761262,"base_net":-0.017380011678577147,"winsor_net":-0.01939800524793054,"low_net":-0.021693799657023873}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918P00061000","bid":0.03,"ask":0.07,"timestamp":"2026-09-04T19:59:59.94393479Z","K":61,"sessions":9,"feed_iv":0.6534,"greeks":{"delta":-0.0147,"gamma":0.004,"rho":-0.0004,"theta":-0.0142,"vega":0.0053},"base":0.00030789385002958497,"winsor":0.0001274651926210478,"low":0.0000045311057067859905,"base_net":-0.07169210614997043,"winsor_net":-0.07187253480737896,"low_net":-0.07199546889429322}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918C00101000","bid":0.04,"ask":0.05,"timestamp":"2026-09-04T19:59:59.381727992Z","K":101,"sessions":9,"feed_iv":0.6255,"greeks":{"delta":0.0148,"gamma":0.0042,"rho":0.0004,"theta":-0.014,"vega":0.0053},"base":0.00032957765110097625,"winsor":0.00013376662555231178,"low":0.000004401952438115586,"base_net":-0.05167042234889903,"winsor_net":-0.05186623337444769,"low_net":-0.05199559804756189}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918C00099000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.94411502Z","K":99,"sessions":9,"feed_iv":0.5089,"greeks":{"delta":0.0066,"gamma":0.0026,"rho":0.0002,"theta":-0.0056,"vega":0.0026},"base":0.0009608539520797876,"winsor":0.00043776437406961577,"low":0.000022596525013796054,"base_net":-0.02103914604792021,"winsor_net":-0.021562235625930383,"low_net":-0.021977403474986203}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918C00093000","bid":0.06,"ask":0.07,"timestamp":"2026-09-04T19:59:59.579878247Z","K":93,"sessions":9,"feed_iv":0.4742,"greeks":{"delta":0.0262,"gamma":0.009,"rho":0.0007,"theta":-0.0172,"vega":0.0086},"base":0.017535627072987836,"winsor":0.010827964054755057,"low":0.0018198235421067466,"base_net":-0.05446437292701217,"winsor_net":-0.06117203594524495,"low_net":-0.07018017645789326}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918C00098000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.753351061Z","K":98,"sessions":9,"feed_iv":0.4894,"greeks":{"delta":0.0068,"gamma":0.0027,"rho":0.0002,"theta":-0.0056,"vega":0.0027},"base":0.0016108156963241527,"winsor":0.0007755681719174845,"low":0.0000496339055473527,"base_net":-0.020389184303675846,"winsor_net":-0.021224431828082514,"low_net":-0.021950366094452646}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918P00055000","bid":0.03,"ask":0.04,"timestamp":"2026-09-04T19:59:59.960348159Z","K":55,"sessions":9,"feed_iv":null,"greeks":null,"base":3.7418957200920346e-7,"winsor":7.425202698740548e-8,"low":1.4948628638083655e-10,"base_net":-0.041999625810427994,"winsor_net":-0.04199992574797302,"low_net":-0.04199999985051372}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918C00097000","bid":0.04,"ask":0.06,"timestamp":"2026-09-04T19:59:59.903824299Z","K":97,"sessions":9,"feed_iv":0.548,"greeks":{"delta":0.0183,"gamma":0.0058,"rho":0.0005,"theta":-0.0147,"vega":0.0064},"base":0.0026665213249117414,"winsor":0.0013543945927949608,"low":0.00010671251868643594,"base_net":-0.05933347867508826,"winsor_net":-0.06064560540720504,"low_net":-0.061893287481313564}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918C00102000","bid":0.03,"ask":0.07,"timestamp":"2026-09-04T19:59:59.761780925Z","K":102,"sessions":9,"feed_iv":0.6554,"greeks":{"delta":0.0157,"gamma":0.0042,"rho":0.0004,"theta":-0.0154,"vega":0.0056},"base":0.00018963423040929683,"winsor":0.0000724679969579256,"low":0.000001885676581991902,"base_net":-0.07181036576959071,"winsor_net":-0.07192753200304208,"low_net":-0.07199811432341802}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911C00088000","bid":0.01,"ask":0.06,"timestamp":"2026-09-04T19:59:59.89349213Z","K":88,"sessions":4,"feed_iv":0.4838,"greeks":{"delta":0.0217,"gamma":0.0117,"rho":0.0002,"theta":-0.0232,"vega":0.0048},"base":0.009647365414593878,"winsor":0.005858954514621928,"low":0.0009234302075498135,"base_net":-0.05235263458540612,"winsor_net":-0.05614104548537807,"low_net":-0.061076569792450186}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911P00071000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.714951598Z","K":71,"sessions":4,"feed_iv":0.3788,"greeks":{"delta":-0.0123,"gamma":0.0092,"rho":-0.0001,"theta":-0.011,"vega":0.0029},"base":0.027024236670139867,"winsor":0.018365449198102457,"low":0.004468821069252837,"base_net":0.005024236670139867,"winsor_net":-0.0036345508018975434,"low_net":-0.01753117893074716}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911C00093000","bid":0.01,"ask":0.04,"timestamp":"2026-09-04T19:59:59.748868444Z","K":93,"sessions":4,"feed_iv":0.6422,"greeks":{"delta":0.0125,"gamma":0.0055,"rho":0.0001,"theta":-0.0192,"vega":0.003},"base":0.00016575077957270423,"winsor":0.00006554350245835394,"low":0.0000019486828364279063,"base_net":-0.0418342492204273,"winsor_net":-0.04193445649754165,"low_net":-0.041998051317163575}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918C00105000","bid":0.01,"ask":0.03,"timestamp":"2026-09-04T19:59:59.928913728Z","K":105,"sessions":9,"feed_iv":0.6398,"greeks":{"delta":0.007,"gamma":0.0021,"rho":0.0002,"theta":-0.0074,"vega":0.0028},"base":0.00003377673272098036,"winsor":0.000010674571456092963,"low":1.3238026497219835e-7,"base_net":-0.03196622326727902,"winsor_net":-0.03198932542854391,"low_net":-0.03199986761973503}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918P00065000","bid":0.04,"ask":0.06,"timestamp":"2026-09-04T19:59:59.943863914Z","K":65,"sessions":9,"feed_iv":0.5074,"greeks":{"delta":-0.0185,"gamma":0.0063,"rho":-0.0005,"theta":-0.0135,"vega":0.0064},"base":0.007465105013759854,"winsor":0.004305534277764728,"low":0.0005555817647668951,"base_net":-0.054534894986240146,"winsor_net":-0.05769446572223527,"low_net":-0.061444418235233104}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260925P00060000","bid":0.03,"ask":0.08,"timestamp":"2026-09-04T19:59:59.381807053Z","K":60,"sessions":14,"feed_iv":0.558,"greeks":{"delta":-0.0149,"gamma":0.0038,"rho":-0.0006,"theta":-0.0098,"vega":0.0067},"base":0.0024488742413046327,"winsor":0.0012354291010779964,"low":0.00009480001706295253,"base_net":-0.07955112575869537,"winsor_net":-0.080764570898922,"low_net":-0.08190519998293705}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative