MARA Base-positive contract fails adverse scenario = -0.0621495522704374
Options mispricing2026-09-06 02:16
{"symbol": "MARA", "occ": "MARA260925C00016000", "expiry": "2026-09-25", "type": "C", "K": 16.0, "S": 11.3, "bid": 0.05, "ask": 0.08, "bs": 328, "as": 169, "quote_time": "2026-09-04T19:59:59.888047905Z", "iv": 0.9166, "delta": 0.0663, "T": 0.0575342465753424, "sessions": 14, "forecast": 0.967679009821838, "stress_vol": 0.7422022478478021, "fair_calendar": 0.093339417273129, "fair_session": 0.0863321509380146, "stress": 0.0198504477295625, "affordable": true, "net_base": 0.0043321509380146, "net_stress": -0.0621495522704374, "spread_pct": 37.5}; researchonly; spread/fee/currentfeed/optionholdoutgatesnotestablished.
https://runway.adityaperswal.workers.dev/data/option-chain/MARA?feed=indicative
ETHA Base-positive contract fails adverse scenario = -0.0245716078885088
Options mispricing2026-09-06 02:16
{"symbol": "ETHA", "occ": "ETHA260911P00017000", "expiry": "2026-09-11", "type": "P", "K": 17.0, "S": 18.53, "bid": 0.03, "ask": 0.04, "bs": 282, "as": 402, "quote_time": "2026-09-04T19:59:59.977594162Z", "iv": 0.4651, "delta": -0.07, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.5334264661412368, "stress_vol": 0.4105865201430823, "fair_calendar": 0.0770339182299997, "fair_session": 0.0552260702180711, "stress": 0.0174283921114911, "affordable": true, "net_base": 0.0132260702180711, "net_stress": -0.0245716078885088, "spread_pct": 25.000000000000004}; researchonly; spread/fee/currentfeed/optionholdoutgatesnotestablished.
https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative
LQD Base-positive contract fails adverse scenario = -0.0737369264125199
Options mispricing2026-09-06 02:16
{"symbol": "LQD", "occ": "LQD261009C00108000", "expiry": "2026-10-09", "type": "C", "K": 108.0, "S": 105.505, "bid": 0.05, "ask": 0.08, "bs": 34, "as": 47, "quote_time": "2026-09-04T19:59:53.479402408Z", "iv": 0.0489, "delta": 0.0897, "T": 0.0958904109589041, "sessions": 24, "forecast": 0.0535068154230111, "stress_vol": 0.0414776328899103, "fair_calendar": 0.1033453467198537, "fair_session": 0.101823653677183, "stress": 0.00826307358748, "affordable": true, "net_base": 0.019823653677183, "net_stress": -0.0737369264125199, "spread_pct": 37.5}; researchonly; spread/fee/currentfeed/optionholdoutgatesnotestablished.
https://runway.adityaperswal.workers.dev/data/option-chain/LQD?feed=indicative
LQD Base-positive contract fails adverse scenario = -0.0344919242838972
Options mispricing2026-09-06 02:16
{"symbol": "LQD", "occ": "LQD260918C00107000", "expiry": "2026-09-18", "type": "C", "K": 107.0, "S": 105.505, "bid": 0.01, "ask": 0.04, "bs": 86, "as": 31, "quote_time": "2026-09-04T19:59:54.464199332Z", "iv": 0.0452, "delta": 0.0641, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.0535068154230111, "stress_vol": 0.0414776328899103, "fair_calendar": 0.0628914933432263, "fair_session": 0.0542865260544864, "stress": 0.0075080757161027, "affordable": true, "net_base": 0.0122865260544864, "net_stress": -0.0344919242838972, "spread_pct": 75.0}; researchonly; spread/fee/currentfeed/optionholdoutgatesnotestablished.
https://runway.adityaperswal.workers.dev/data/option-chain/LQD?feed=indicative
HYG Base-positive contract fails adverse scenario = -0.0393183641164127
Options mispricing2026-09-06 02:16
{"symbol": "HYG", "occ": "HYG261016C00080000", "expiry": "2026-10-16", "type": "C", "K": 80.0, "S": 79.155, "bid": 0.01, "ask": 0.04, "bs": 3000, "as": 180, "quote_time": "2026-09-04T19:59:30.30140028Z", "iv": 0.016, "delta": 0.1197, "T": 0.1150684931506849, "sessions": 29, "forecast": 0.0264413729007243, "stress_vol": 0.0203934691505127, "fair_calendar": 0.1068862423515462, "fair_session": 0.1069056098697238, "stress": 0.0026816358835872, "affordable": true, "net_base": 0.0649056098697238, "net_stress": -0.0393183641164127, "spread_pct": 75.0}; researchonly; spread/fee/currentfeed/optionholdoutgatesnotestablished.
https://runway.adityaperswal.workers.dev/data/option-chain/HYG?feed=indicative
XLK Base-positive contract fails adverse scenario = -0.0711748422393575
Options mispricing2026-09-06 02:16
{"symbol": "XLK", "occ": "XLK260918C00207500", "expiry": "2026-09-18", "type": "C", "K": 207.5, "S": 187.3, "bid": 0.01, "ask": 0.07, "bs": 1, "as": 4, "quote_time": "2026-09-04T13:43:50.092463644Z", "iv": 0.2404, "delta": 0.0136, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.2671208492252391, "stress_vol": 0.1670743322153232, "fair_calendar": 0.1057482887252261, "fair_session": 0.0842875718853974, "stress": 0.0008251577606424, "affordable": true, "net_base": 0.0122875718853974, "net_stress": -0.0711748422393575, "spread_pct": 85.71428571428572}; researchonly; spread/fee/currentfeed/optionholdoutgatesnotestablished.
https://runway.adityaperswal.workers.dev/data/option-chain/XLK?feed=indicative
SLV Base-positive contract fails adverse scenario = -0.0596945123492268
Options mispricing2026-09-06 02:16
{"symbol": "SLV", "occ": "SLV260911P00055500", "expiry": "2026-09-11", "type": "P", "K": 55.5, "S": 59.83, "bid": 0.07, "ask": 0.08, "bs": 620, "as": 110, "quote_time": "2026-09-04T19:59:59.677635899Z", "iv": 0.382, "delta": -0.0586, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.4025927485925749, "stress_vol": 0.31084748187763, "fair_calendar": 0.1281547600915038, "fair_session": 0.0868648044324724, "stress": 0.0223054876507731, "affordable": true, "net_base": 0.0048648044324724, "net_stress": -0.0596945123492268, "spread_pct": 12.499999999999996}; researchonly; spread/fee/currentfeed/optionholdoutgatesnotestablished.
https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative
ASHR Base-positive contract fails adverse scenario = -0.0534712641365972
Options mispricing2026-09-06 02:16
{"symbol": "ASHR", "occ": "ASHR260911C00035000", "expiry": "2026-09-11", "type": "C", "K": 35.0, "S": 34.2, "bid": 0.05, "ask": 0.06, "bs": 472, "as": 3, "quote_time": "2026-09-04T19:59:59.574248292Z", "iv": 0.1662, "delta": 0.1477, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.1838664736019407, "stress_vol": 0.1101572399225114, "fair_calendar": 0.0920660208779287, "fair_session": 0.0705508815874065, "stress": 0.0085287358634027, "affordable": true, "net_base": 0.0085508815874065, "net_stress": -0.0534712641365972, "spread_pct": 16.66666666666666}; researchonly; spread/fee/currentfeed/optionholdoutgatesnotestablished.
https://runway.adityaperswal.workers.dev/data/option-chain/ASHR?feed=indicative
LRCX Best affordable positive-bid contract by adverse scenario = -0.0419999996610627
Options mispricing2026-09-06 02:16
{"symbol": "LRCX", "occ": "LRCX260918C00500000", "expiry": "2026-09-18", "type": "C", "K": 500.0, "S": 307.645, "bid": 0.01, "ask": 0.04, "bs": 1, "as": 36, "quote_time": "2026-09-04T19:59:59.568183037Z", "iv": null, "delta": null, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.6735000652349896, "stress_vol": 0.4025354315426541, "fair_calendar": 0.0015123949315016, "fair_session": 0.0008316779665289, "stress": 3.3893726157617556e-10, "affordable": true, "net_base": -0.041168322033471, "net_stress": -0.0419999996610627, "spread_pct": 75.0}; indicativeSep4quotes,model.py BSMr4%q0 base andlowvol/r0–6/q0–4calendar/sessionstress. $0.20roundtripallowance; fullpremium100*ask<=8.00 beforefees. Inconclusivefairvalue, rejectforentry.
https://runway.adityaperswal.workers.dev/data/option-chain/LRCX?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
LRCX Volatility, technical inputs, holdout forecast and chain denominators = 0.6735000652349896
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "LRCX", "bars": 922, "S": 307.645, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.5031692894283176, "rv63": 0.8320538961398949, "ewma": 0.6444485966384199, "forecast": 0.6735000652349896, "stress_vol": 0.4025354315426541, "ATR14": 13.4825, "sma20_distance_pct": -1.6391346085444125, "sma50_distance_pct": -4.414407948475851, "ret5_pct": 1.9434687520710536, "train_n": 682, "test_n": 165, "test_qlike": 0.299250025932021, "test_rv21_qlike": 0.3030995224063249, "test_var_ratio": 1.044040675235528}, "screen": {"retrieved": 858, "priced": 858, "ask_le_08": 7, "ask_le_08_positivebid": 1, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LRCX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX Best affordable positive-bid contract by adverse scenario = -0.0176485986216221
Options mispricing2026-09-06 02:16
{"symbol": "NFLX", "occ": "NFLX260911P00071000", "expiry": "2026-09-11", "type": "P", "K": 71.0, "S": 78.25, "bid": 0.01, "ask": 0.02, "bs": 270, "as": 302, "quote_time": "2026-09-04T19:59:59.714951598Z", "iv": 0.3461, "delta": -0.0123, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.3803026990155099, "stress_vol": 0.301523254496671, "fair_calendar": 0.0479974534258165, "fair_session": 0.0270242366701396, "stress": 0.0043514013783778, "affordable": true, "net_base": 0.0050242366701396, "net_stress": -0.0176485986216221, "spread_pct": 50.0}; indicativeSep4quotes,model.py BSMr4%q0 base andlowvol/r0–6/q0–4calendar/sessionstress. $0.20roundtripallowance; fullpremium100*ask<=8.00 beforefees. Inconclusivefairvalue, rejectforentry.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
NFLX Volatility, technical inputs, holdout forecast and chain denominators = 0.3803026990155099
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "NFLX", "bars": 922, "S": 78.25, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3851875937747063, "rv63": 0.3787667747723638, "ewma": 0.3769040681208387, "forecast": 0.3803026990155099, "stress_vol": 0.301523254496671, "ATR14": 2.305, "sma20_distance_pct": -1.3452349433286548, "sma50_distance_pct": 3.729351893706912, "ret5_pct": -4.257922427505201, "train_n": 682, "test_n": 165, "test_qlike": -0.8137779883467076, "test_rv21_qlike": -0.6352489064700844, "test_var_ratio": 1.0368761724988764}, "screen": {"retrieved": 1024, "priced": 1022, "ask_le_08": 168, "ask_le_08_positivebid": 71, "base_positive": 7, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
BE Best affordable positive-bid contract by adverse scenario = -0.0619999999999999
Options mispricing2026-09-06 02:16
{"symbol": "BE", "occ": "BE260911P00130000", "expiry": "2026-09-11", "type": "P", "K": 130.0, "S": 252.87, "bid": 0.01, "ask": 0.06, "bs": 2, "as": 1, "quote_time": "2026-09-04T19:59:34.152671383Z", "iv": null, "delta": null, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.9869159668887, "stress_vol": 0.6199986507670019, "fair_calendar": 2.581068898314877e-06, "fair_session": 1.678746008988848e-07, "stress": 1.1829746814522555e-17, "affordable": true, "net_base": -0.0619998321253991, "net_stress": -0.0619999999999999, "spread_pct": 83.33333333333334}; indicativeSep4quotes,model.py BSMr4%q0 base andlowvol/r0–6/q0–4calendar/sessionstress. $0.20roundtripallowance; fullpremium100*ask<=8.00 beforefees. Inconclusivefairvalue, rejectforentry.
https://runway.adityaperswal.workers.dev/data/option-chain/BE?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
BE Volatility, technical inputs, holdout forecast and chain denominators = 0.9869159668887
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "BE", "bars": 922, "S": 252.87, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.7749983134587523, "rv63": 1.1811219367728003, "ewma": 0.9624645249097394, "forecast": 0.9869159668887, "stress_vol": 0.6199986507670019, "ATR14": 15.616785714285712, "sma20_distance_pct": 15.758055729765095, "sma50_distance_pct": 11.666788106009918, "ret5_pct": 20.042724899121755, "train_n": 682, "test_n": 165, "test_qlike": 1.250689491659582, "test_rv21_qlike": 1.2802187667851217, "test_var_ratio": 0.9649205083766124}, "screen": {"retrieved": 746, "priced": 746, "ask_le_08": 13, "ask_le_08_positivebid": 1, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BE&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
SOXX Volatility, technical inputs, holdout forecast and chain denominators = 0.4716211166153966
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "SOXX", "bars": 922, "S": 519.76, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3399183733296019, "rv63": 0.5978722643000467, "ewma": 0.4407762334409069, "forecast": 0.4716211166153966, "stress_vol": 0.2719346986636816, "ATR14": 15.737857142857123, "sma20_distance_pct": -0.7028517172010695, "sma50_distance_pct": -3.4160244737877377, "ret5_pct": 2.28274559193955, "train_n": 682, "test_n": 165, "test_qlike": -0.3895685484098247, "test_rv21_qlike": -0.3867112010332366, "test_var_ratio": 1.0636498860633312}, "screen": {"retrieved": 1580, "priced": 1580, "ask_le_08": 20, "ask_le_08_positivebid": 0, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SOXX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
GOOG Best affordable positive-bid contract by adverse scenario = -0.0219999999999999
Options mispricing2026-09-06 02:16
{"symbol": "GOOG", "occ": "GOOG260911C00395000", "expiry": "2026-09-11", "type": "C", "K": 395.0, "S": 335.255, "bid": 0.01, "ask": 0.02, "bs": 138, "as": 3, "quote_time": "2026-09-04T19:59:59.947159545Z", "iv": 0.4484, "delta": 0.0026, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.2901918987506724, "stress_vol": 0.1573119020526049, "fair_calendar": 7.931805325096797e-05, "fair_session": 1.0783318845294888e-05, "stress": 4.1633492153416726e-17, "affordable": true, "net_base": -0.0219892166811547, "net_stress": -0.0219999999999999, "spread_pct": 50.0}; indicativeSep4quotes,model.py BSMr4%q0 base andlowvol/r0–6/q0–4calendar/sessionstress. $0.20roundtripallowance; fullpremium100*ask<=8.00 beforefees. Inconclusivefairvalue, rejectforentry.
https://runway.adityaperswal.workers.dev/data/option-chain/GOOG?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
GOOG Volatility, technical inputs, holdout forecast and chain denominators = 0.2901918987506724
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "GOOG", "bars": 922, "S": 335.255, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1966398775657562, "rv63": 0.3580086831070406, "ewma": 0.2929104908883402, "forecast": 0.2901918987506724, "stress_vol": 0.1573119020526049, "ATR14": 6.219285714285726, "sma20_distance_pct": -1.5684947544350458, "sma50_distance_pct": -3.1882849320480022, "ret5_pct": -2.132473143390945, "train_n": 682, "test_n": 165, "test_qlike": -1.216258274337398, "test_rv21_qlike": -1.181192817489768, "test_var_ratio": 1.045598081016706}, "screen": {"retrieved": 804, "priced": 804, "ask_le_08": 51, "ask_le_08_positivebid": 18, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GOOG&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
GOOGL Best affordable positive-bid contract by adverse scenario = -0.022
Options mispricing2026-09-06 02:16
{"symbol": "GOOGL", "occ": "GOOGL260909P00290000", "expiry": "2026-09-09", "type": "P", "K": 290.0, "S": 338.34, "bid": 0.01, "ask": 0.02, "bs": 9, "as": 283, "quote_time": "2026-09-04T19:59:59.519734533Z", "iv": 0.5375, "delta": -0.0026, "T": 0.0136986301369863, "sessions": 2, "forecast": 0.2999559570244701, "stress_vol": 0.1713175449643187, "fair_calendar": 1.1980069642330074e-05, "fair_session": 5.084871559433105e-09, "stress": 9.159007152414586e-25, "affordable": true, "net_base": -0.0219999949151284, "net_stress": -0.022, "spread_pct": 50.0}; indicativeSep4quotes,model.py BSMr4%q0 base andlowvol/r0–6/q0–4calendar/sessionstress. $0.20roundtripallowance; fullpremium100*ask<=8.00 beforefees. Inconclusivefairvalue, rejectforentry.
https://runway.adityaperswal.workers.dev/data/option-chain/GOOGL?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
GOOGL Volatility, technical inputs, holdout forecast and chain denominators = 0.2999559570244701
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "GOOGL", "bars": 922, "S": 338.34, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2141469312053984, "rv63": 0.364049843981538, "ewma": 0.3025384792315275, "forecast": 0.2999559570244701, "stress_vol": 0.1713175449643187, "ATR14": 6.491071428571429, "sma20_distance_pct": -1.4657529858200902, "sma50_distance_pct": -2.8552527761794733, "ret5_pct": -2.3239700915153483, "train_n": 682, "test_n": 165, "test_qlike": -1.1763262539707706, "test_rv21_qlike": -1.14127630991298, "test_var_ratio": 1.0493044233290414}, "screen": {"retrieved": 1454, "priced": 1454, "ask_le_08": 155, "ask_le_08_positivebid": 37, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GOOGL&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
DELL Best affordable positive-bid contract by adverse scenario = -0.022
Options mispricing2026-09-06 02:16
{"symbol": "DELL", "occ": "DELL260911P00245000", "expiry": "2026-09-11", "type": "P", "K": 245.0, "S": 523.65, "bid": 0.01, "ask": 0.02, "bs": 2, "as": 3, "quote_time": "2026-09-04T17:44:15.193174275Z", "iv": null, "delta": null, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.8178150285279522, "stress_vol": 0.6217825125367772, "fair_calendar": 5.5015846991393975e-11, "fair_session": 3.874626966662622e-13, "stress": 3.932392737352874e-22, "affordable": true, "net_base": -0.0219999999996125, "net_stress": -0.022, "spread_pct": 50.0}; indicativeSep4quotes,model.py BSMr4%q0 base andlowvol/r0–6/q0–4calendar/sessionstress. $0.20roundtripallowance; fullpremium100*ask<=8.00 beforefees. Inconclusivefairvalue, rejectforentry.
https://runway.adityaperswal.workers.dev/data/option-chain/DELL?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
DELL Volatility, technical inputs, holdout forecast and chain denominators = 0.8178150285279522
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "DELL", "bars": 922, "S": 523.65, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.8001419093006431, "rv63": 0.7772281406709715, "ewma": 0.8730140920903807, "forecast": 0.8178150285279522, "stress_vol": 0.6217825125367772, "ATR14": 28.96750000000001, "sma20_distance_pct": 12.382277873847048, "sma50_distance_pct": 19.28254165093961, "ret5_pct": 14.8443411226739, "train_n": 682, "test_n": 165, "test_qlike": 0.7197176698748666, "test_rv21_qlike": 0.7670384387469635, "test_var_ratio": 1.1208214405511818}, "screen": {"retrieved": 1218, "priced": 1218, "ask_le_08": 61, "ask_le_08_positivebid": 11, "base_positive": 1, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DELL&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
SMH Best affordable positive-bid contract by adverse scenario = -0.022
Options mispricing2026-09-06 02:16
{"symbol": "SMH", "occ": "SMH260908P00450000", "expiry": "2026-09-08", "type": "P", "K": 450.0, "S": 567.05, "bid": 0.01, "ask": 0.02, "bs": 50, "as": 1, "quote_time": "2026-09-04T19:54:40.358355061Z", "iv": null, "delta": null, "T": 0.010958904109589, "sessions": 1, "forecast": 0.409071652228767, "stress_vol": 0.2514487889225734, "fair_calendar": 1.191238622936653e-07, "fair_session": 1.94924065026904e-19, "stress": 6.465365889737615e-49, "affordable": true, "net_base": -0.022, "net_stress": -0.022, "spread_pct": 50.0}; indicativeSep4quotes,model.py BSMr4%q0 base andlowvol/r0–6/q0–4calendar/sessionstress. $0.20roundtripallowance; fullpremium100*ask<=8.00 beforefees. Inconclusivefairvalue, rejectforentry.
https://runway.adityaperswal.workers.dev/data/option-chain/SMH?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
SMH Volatility, technical inputs, holdout forecast and chain denominators = 0.409071652228767
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "SMH", "bars": 922, "S": 567.05, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3143109861532168, "rv63": 0.5049246762227917, "ewma": 0.3850695070973827, "forecast": 0.409071652228767, "stress_vol": 0.2514487889225734, "ATR14": 15.288928571428544, "sma20_distance_pct": 0.2971505385853445, "sma50_distance_pct": -1.186786684220298, "ret5_pct": 2.5230746978367025, "train_n": 682, "test_n": 165, "test_qlike": -0.6617404442503391, "test_rv21_qlike": -0.6537823726878823, "test_var_ratio": 1.0559165852604802}, "screen": {"retrieved": 2536, "priced": 2536, "ask_le_08": 71, "ask_le_08_positivebid": 34, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SMH&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
AMD Best affordable positive-bid contract by adverse scenario = -0.021999999984887
Options mispricing2026-09-06 02:16
{"symbol": "AMD", "occ": "AMD260911C00650000", "expiry": "2026-09-11", "type": "C", "K": 650.0, "S": 477.45, "bid": 0.01, "ask": 0.02, "bs": 11, "as": 86, "quote_time": "2026-09-04T19:59:59.733177545Z", "iv": null, "delta": null, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.604480123184114, "stress_vol": 0.3592928121547917, "fair_calendar": 0.001332292034753, "fair_session": 0.0002504655144439, "stress": 1.51129505635909e-11, "affordable": true, "net_base": -0.021749534485556, "net_stress": -0.021999999984887, "spread_pct": 50.0}; indicativeSep4quotes,model.py BSMr4%q0 base andlowvol/r0–6/q0–4calendar/sessionstress. $0.20roundtripallowance; fullpremium100*ask<=8.00 beforefees. Inconclusivefairvalue, rejectforentry.
https://runway.adityaperswal.workers.dev/data/option-chain/AMD?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
AMD Volatility, technical inputs, holdout forecast and chain denominators = 0.604480123184114
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "AMD", "bars": 922, "S": 477.45, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.4491160151934896, "rv63": 0.7342735708619832, "ewma": 0.59609209523727, "forecast": 0.604480123184114, "stress_vol": 0.3592928121547917, "ATR14": 18.068928571428568, "sma20_distance_pct": 0.4837933184433263, "sma50_distance_pct": -4.373713416361014, "ret5_pct": 2.5429007108953794, "train_n": 682, "test_n": 165, "test_qlike": 0.5423886296945246, "test_rv21_qlike": 0.6383254392194926, "test_var_ratio": 1.0523248056780896}, "screen": {"retrieved": 2336, "priced": 2336, "ask_le_08": 177, "ask_le_08_positivebid": 42, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AMD&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex