Notes

{"occ":"NFLX260918P00068000","bid":0.02,"ask":0.04,"timestamp":"2026-09-04T19:59:59.911468101Z","K":68,"sessions":9,"feed_iv":0.3708,"greeks":{"delta":-0.0156,"gamma":0.0075,"rho":-0.0004,"theta":-0.0085,"vega":0.0056},"base":0.047728675354995254,"winsor":0.033023086334913465,"low":0.00860963914302565,"base_net":0.005728675354995253,"winsor_net":-0.008976913665086536,"low_net":-0.03339036085697435}; 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":"NFLX260911P00069000","bid":0.04,"ask":0.05,"timestamp":"2026-09-04T19:59:59.910598433Z","K":69,"sessions":4,"feed_iv":0.5546,"greeks":{"delta":-0.0231,"gamma":0.0108,"rho":-0.0003,"theta":-0.0277,"vega":0.005},"base":0.004548546628559413,"winsor":0.0025912258755919904,"low":0.000318762914538695,"base_net":-0.04745145337144059,"winsor_net":-0.049408774124408014,"low_net":-0.05168123708546131}; 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":"NFLX260925P00062000","bid":0.04,"ask":0.06,"timestamp":"2026-09-04T19:59:59.943942529Z","K":62,"sessions":14,"feed_iv":0.4911,"greeks":{"delta":-0.0154,"gamma":0.0044,"rho":-0.0007,"theta":-0.0088,"vega":0.0069},"base":0.008513590878553245,"winsor":0.00487784388354362,"low":0.0006134547435505122,"base_net":-0.053486409121446754,"winsor_net":-0.05712215611645638,"low_net":-0.06138654525644949}; 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":"NFLX260918C00095000","bid":0.01,"ask":0.06,"timestamp":"2026-09-04T19:59:59.94397518Z","K":95,"sessions":9,"feed_iv":0.4777,"greeks":{"delta":0.015,"gamma":0.0056,"rho":0.0004,"theta":-0.0108,"vega":0.0054},"base":0.007026333129829254,"winsor":0.003950028128571148,"low":0.0004615326926682428,"base_net":-0.054973666870170745,"winsor_net":-0.05804997187142885,"low_net":-0.06153846730733176}; 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":"NFLX260918P00070000","bid":0.06,"ask":0.08,"timestamp":"2026-09-04T19:59:59.911468101Z","K":70,"sessions":9,"feed_iv":0.3511,"greeks":{"delta":-0.0347,"gamma":0.0154,"rho":-0.0009,"theta":-0.0157,"vega":0.0109},"base":0.1324603575022829,"winsor":0.10071726737325815,"low":0.03770426526129067,"base_net":0.05046035750228291,"winsor_net":0.018717267373258142,"low_net":-0.04429573473870933}; 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":"NFLX260918C00108000","bid":0.03,"ask":0.07,"timestamp":"2026-09-04T19:59:59.495638936Z","K":108,"sessions":9,"feed_iv":0.7743,"greeks":{"delta":0.0136,"gamma":0.0032,"rho":0.0003,"theta":-0.016,"vega":0.0049},"base":0.000005473182355331119,"winsor":0.0000014120625451141677,"low":7.92911691860354e-9,"base_net":-0.07199452681764468,"winsor_net":-0.0719985879374549,"low_net":-0.07199999207088309}; 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":"NFLX260918C00106000","bid":0.01,"ask":0.06,"timestamp":"2026-09-04T19:59:59.911553547Z","K":106,"sessions":9,"feed_iv":0.7028,"greeks":{"delta":0.0107,"gamma":0.0028,"rho":0.0003,"theta":-0.0118,"vega":0.004},"base":0.000018601842214138742,"winsor":0.000005501939753571605,"low":5.2681841111734684e-8,"base_net":-0.06198139815778586,"winsor_net":-0.06199449806024643,"low_net":-0.06199994731815889}; 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":"NFLX260911P00072000","bid":0.02,"ask":0.03,"timestamp":"2026-09-04T19:59:59.890329665Z","K":72,"sessions":4,"feed_iv":0.3575,"greeks":{"delta":-0.0204,"gamma":0.015,"rho":-0.0002,"theta":-0.016,"vega":0.0045},"base":0.05804987954838037,"winsor":0.042402538156986136,"low":0.01361528003448731,"base_net":0.026049879548380367,"winsor_net":0.010402538156986137,"low_net":-0.01838471996551269}; 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":"NFLX260911C00092000","bid":0.03,"ask":0.04,"timestamp":"2026-09-04T19:59:59.743694936Z","K":92,"sessions":4,"feed_iv":0.636,"greeks":{"delta":0.0171,"gamma":0.0073,"rho":0.0002,"theta":-0.0248,"vega":0.0039},"base":0.00040270217154159127,"winsor":0.0001752803129164704,"low":0.000007574019591061187,"base_net":-0.04159729782845841,"winsor_net":-0.04182471968708353,"low_net":-0.04199242598040894}; 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":"NFLX260918C00110000","bid":0.03,"ask":0.04,"timestamp":"2026-09-04T19:59:58.22751205Z","K":110,"sessions":9,"feed_iv":0.7763,"greeks":{"delta":0.0098,"gamma":0.0024,"rho":0.0002,"theta":-0.0121,"vega":0.0037},"base":0.0000015492960017127189,"winsor":3.468324365485387e-7,"low":1.1186500614712713e-9,"base_net":-0.04199845070399829,"winsor_net":-0.041999653167563454,"low_net":-0.04199999888134994}; 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":"NFLX260911P00068000","bid":0.01,"ask":0.03,"timestamp":"2026-09-04T19:59:59.964567887Z","K":68,"sessions":4,"feed_iv":0.5406,"greeks":{"delta":-0.0115,"gamma":0.0061,"rho":-0.0001,"theta":-0.0148,"vega":0.0028},"base":0.001627209669018373,"winsor":0.0008341519220038535,"low":0.00006812154145912925,"base_net":-0.030372790330981628,"winsor_net":-0.031165848077996147,"low_net":-0.03193187845854087}; 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":"NFLX260925P00065000","bid":0.02,"ask":0.04,"timestamp":"2026-09-04T19:59:59.732894216Z","K":65,"sessions":14,"feed_iv":0.3757,"greeks":{"delta":-0.0125,"gamma":0.0048,"rho":-0.0005,"theta":-0.0056,"vega":0.0058},"base":0.041907401639371455,"winsor":0.028090849776871152,"low":0.006481965829537917,"base_net":-0.00009259836062854541,"winsor_net":-0.013909150223128849,"low_net":-0.035518034170462086}; 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":"NFLX260918P00056000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.964449299Z","K":56,"sessions":9,"feed_iv":0.7284,"greeks":{"delta":-0.0045,"gamma":0.0013,"rho":-0.0001,"theta":-0.0056,"vega":0.0019},"base":0.0000013816809745348645,"winsor":3.171287458233155e-7,"low":1.1276669095431463e-9,"base_net":-0.021998618319025463,"winsor_net":-0.02199968287125418,"low_net":-0.021999998872333087}; 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":"NFLX260925P00066000","bid":0.03,"ask":0.06,"timestamp":"2026-09-04T19:59:59.943823172Z","K":66,"sessions":14,"feed_iv":0.3702,"greeks":{"delta":-0.0182,"gamma":0.0068,"rho":-0.0008,"theta":-0.0076,"vega":0.008},"base":0.06673951362731612,"winsor":0.04675651326131369,"low":0.01278923410537458,"base_net":0.004739513627316118,"winsor_net":-0.015243486738686305,"low_net":-0.04921076589462542}; 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":"NFLX260918C00092000","bid":0.03,"ask":0.08,"timestamp":"2026-09-04T19:59:59.717240003Z","K":92,"sessions":9,"feed_iv":0.4374,"greeks":{"delta":0.0242,"gamma":0.0091,"rho":0.0006,"theta":-0.0149,"vega":0.0081},"base":0.027123037630232716,"winsor":0.017500236499060406,"low":0.0034855704176806057,"base_net":-0.05487696236976729,"winsor_net":-0.0644997635009396,"low_net":-0.0785144295823194}; 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":"NFLX260925C00115000","bid":0.03,"ask":0.05,"timestamp":"2026-09-04T19:59:59.358767322Z","K":115,"sessions":14,"feed_iv":0.6959,"greeks":{"delta":0.01,"gamma":0.0021,"rho":0.0004,"theta":-0.0088,"vega":0.0047},"base":0.00001767547037445638,"winsor":0.000005050880702128779,"low":4.227294425618311e-8,"base_net":-0.05198232452962555,"winsor_net":-0.051994949119297876,"low_net":-0.05199995772705575}; 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":"NFLX260918C00100000","bid":0.04,"ask":0.05,"timestamp":"2026-09-04T19:59:59.943823804Z","K":100,"sessions":9,"feed_iv":0.6046,"greeks":{"delta":0.0153,"gamma":0.0045,"rho":0.0004,"theta":-0.0139,"vega":0.0055},"base":0.0005661299407080378,"winsor":0.00024364873509341578,"low":0.000010075111347873644,"base_net":-0.05143387005929197,"winsor_net":-0.05175635126490659,"low_net":-0.05198992488865213}; 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":"NFLX260918P00063000","bid":0.04,"ask":0.08,"timestamp":"2026-09-04T19:59:59.911406707Z","K":63,"sessions":9,"feed_iv":0.596,"greeks":{"delta":-0.0188,"gamma":0.0054,"rho":-0.0005,"theta":-0.016,"vega":0.0065},"base":0.0016946806758122296,"winsor":0.0008396122332911815,"low":0.00006005199866130576,"base_net":-0.08030531932418777,"winsor_net":-0.08116038776670882,"low_net":-0.08193994800133869}; 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":"NFLX260911C00090000","bid":0.03,"ask":0.05,"timestamp":"2026-09-04T19:59:59.715076682Z","K":90,"sessions":4,"feed_iv":0.5727,"greeks":{"delta":0.0211,"gamma":0.0096,"rho":0.0002,"theta":-0.0267,"vega":0.0046},"base":0.002127792829497821,"winsor":0.001105432782694038,"low":0.00009508542356684302,"base_net":-0.049872207170502184,"winsor_net":-0.05089456721730597,"low_net":-0.05190491457643316}; 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":"NFLX260918C00094000","bid":0.01,"ask":0.03,"timestamp":"2026-09-04T19:59:59.964449299Z","K":94,"sessions":9,"feed_iv":0.4231,"greeks":{"delta":0.0101,"gamma":0.0045,"rho":0.0003,"theta":-0.0068,"vega":0.0038},"base":0.011177406696518233,"winsor":0.006591964457498989,"low":0.0009273817311310495,"base_net":-0.020822593303481768,"winsor_net":-0.025408035542501012,"low_net":-0.03107261826886895}; 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":"NFLX260918P00058000","bid":0.01,"ask":0.07,"timestamp":"2026-09-04T19:59:59.380398865Z","K":58,"sessions":9,"feed_iv":0.744,"greeks":{"delta":-0.0106,"gamma":0.0027,"rho":-0.0003,"theta":-0.0123,"vega":0.004},"base":0.00001486833960891729,"winsor":0.00000443543778096909,"low":4.3911994741487356e-8,"base_net":-0.0719851316603911,"winsor_net":-0.07199556456221903,"low_net":-0.07199995608800527}; 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

{"total":748,"fresh":469,"old2025":258,"affordable_fresh_positive_bid":53,"all_vertical_flags":9,"all_largest":[{"lower":"NFLX260918C00266000","upper":"NFLX260918C00300000","gap":827.2},{"lower":"NFLX260918P00266000","upper":"NFLX260918P00300000","gap":185.13},{"lower":"NFLX260918P00192000","upper":"NFLX260918P00200000","gap":111.25}],"fresh_vertical_flags":5,"fresh_largest":[{"lower":"NFLX260918P00241000","upper":"NFLX260918P00242000","gap":0.6599999999999966},{"lower":"NFLX260911P00070000","upper":"NFLX260911P00071000","gap":0.02},{"lower":"NFLX260918C00099000","upper":"NFLX260918C00100000","gap":0.02}]}; model/assumptions notempiricaloptionedge; scriptNumPyseed2026090604. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex

{"blend":{"paths":100000,"win_pct":16.93,"avgwin":18.276481972484095,"avgloss":2.9419827087627697,"mean":0.6503033617723251,"qKelly":0.008895357470209253,"zero_bid_pct":62.742},"winsor":{"paths":100000,"win_pct":15.723,"avgwin":15.476015428823713,"avgloss":2.938458635503281,"mean":-0.043150878369147994,"qKelly":0,"zero_bid_pct":63.221000000000004},"low":{"paths":100000,"win_pct":11.264000000000001,"avgwin":9.464302206478049,"avgloss":2.9468042682341076,"mean":-1.5488172349225304,"qKelly":0,"zero_bid_pct":66.19699999999999}}; model/assumptions notempiricaloptionedge; scriptNumPyseed2026090604. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex

{"S":78.25,"K":72,"T_sessions":0.015873015873015872,"T_calendar":0.019178082191780823,"r":0.04,"q":0,"session_mid_IV":0.3294477704123655,"feed_IV":0.3575,"fees_contract":0.2,"prices":{"adjusted":{"session":0.05804987954838037,"calendar":0.0928775563125086,"net_session":0.026049879548380367},"winsorized":{"session":0.042402538156986136,"calendar":0.07024099119419436,"net_session":0.010402538156986135}},"low_sigma":0.30152325449667106,"low_price":0.01361528003448731,"feed_iv_session_price":0.041176681150406846,"feed_iv_calendar_price":0.06843537948404865}; model/assumptions notempiricaloptionedge; scriptNumPyseed2026090604. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex