INTC Best affordable positive-bid contract by adverse scenario = -0.0219999800882112
Options mispricing2026-09-06 02:16
{"symbol": "INTC", "occ": "INTC260909P00080000", "expiry": "2026-09-09", "type": "P", "K": 80.0, "S": 95.8, "bid": 0.01, "ask": 0.02, "bs": 5, "as": 77, "quote_time": "2026-09-04T19:59:59.906495277Z", "iv": 0.7071, "delta": -0.0064, "T": 0.0136986301369863, "sessions": 2, "forecast": 0.6330090305651708, "stress_vol": 0.3775138176454727, "fair_calendar": 0.0156116164858747, "fair_session": 0.0009083134162462, "stress": 1.9911788765560235e-08, "affordable": true, "net_base": -0.0210916865837537, "net_stress": -0.0219999800882112, "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/INTC?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
INTC Volatility, technical inputs, holdout forecast and chain denominators = 0.6330090305651708
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "INTC", "bars": 922, "S": 95.8, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.4718922720568409, "rv63": 0.7899328598084472, "ewma": 0.5961753591847391, "forecast": 0.6330090305651708, "stress_vol": 0.3775138176454727, "ATR14": 4.217857142857144, "sma20_distance_pct": 1.969403856848984, "sma50_distance_pct": -4.764461039419377, "ret5_pct": 7.051067158341717, "train_n": 682, "test_n": 165, "test_qlike": 0.8044177915054174, "test_rv21_qlike": 0.8907528172771362, "test_var_ratio": 1.0426000957186885}, "screen": {"retrieved": 962, "priced": 962, "ask_le_08": 140, "ask_le_08_positivebid": 60, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=INTC&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
MSFT Best affordable positive-bid contract by adverse scenario = -0.0219798187087017
Options mispricing2026-09-06 02:16
{"symbol": "MSFT", "occ": "MSFT260909C00535000", "expiry": "2026-09-09", "type": "C", "K": 535.0, "S": 499.545, "bid": 0.01, "ask": 0.02, "bs": 25, "as": 55, "quote_time": "2026-09-04T19:59:59.773125941Z", "iv": 0.2441, "delta": 0.0038, "T": 0.0136986301369863, "sessions": 2, "forecast": 0.3470294011220605, "stress_vol": 0.182375757384245, "fair_calendar": 0.4081331961128853, "fair_session": 0.0764019676482448, "stress": 2.01812912982869e-05, "affordable": true, "net_base": 0.0544019676482448, "net_stress": -0.0219798187087017, "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/MSFT?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
MSFT Volatility, technical inputs, holdout forecast and chain denominators = 0.3470294011220605
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "MSFT", "bars": 922, "S": 499.545, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2279696967303062, "rv63": 0.4185987666482559, "ewma": 0.3661872549156498, "forecast": 0.3470294011220605, "stress_vol": 0.182375757384245, "ATR14": 9.888928571428568, "sma20_distance_pct": 0.8468759463005959, "sma50_distance_pct": 12.626058803768746, "ret5_pct": -2.749819923297048, "train_n": 682, "test_n": 165, "test_qlike": -0.598342863248448, "test_rv21_qlike": -0.4282832537492039, "test_var_ratio": 1.1199752132315588}, "screen": {"retrieved": 1248, "priced": 1248, "ask_le_08": 119, "ask_le_08_positivebid": 37, "base_positive": 11, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MSFT&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
AVGO Best affordable positive-bid contract by adverse scenario = -0.021999996041409
Options mispricing2026-09-06 02:16
{"symbol": "AVGO", "occ": "AVGO260911P00290000", "expiry": "2026-09-11", "type": "P", "K": 290.0, "S": 357.835, "bid": 0.01, "ask": 0.02, "bs": 1, "as": 100, "quote_time": "2026-09-04T19:59:59.922749285Z", "iv": 0.5705, "delta": -0.0019, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.3985986878919997, "stress_vol": 0.2852732125122485, "fair_calendar": 0.0002757838094759, "fair_session": 4.713851468998633e-05, "stress": 3.9585909558611276e-09, "affordable": true, "net_base": -0.02195286148531, "net_stress": -0.021999996041409, "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/AVGO?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
AVGO Volatility, technical inputs, holdout forecast and chain denominators = 0.3985986878919997
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "AVGO", "bars": 922, "S": 357.835, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3565915156403106, "rv63": 0.4462907354008607, "ewma": 0.387698094445119, "forecast": 0.3985986878919997, "stress_vol": 0.2852732125122485, "ATR14": 11.431428571428578, "sma20_distance_pct": -5.408039926697095, "sma50_distance_pct": -6.7188447823578805, "ret5_pct": -2.960000000000007, "train_n": 682, "test_n": 165, "test_qlike": -0.4537490086268114, "test_rv21_qlike": -0.4363825090414299, "test_var_ratio": 0.9518332630929248}, "screen": {"retrieved": 1290, "priced": 1290, "ask_le_08": 124, "ask_le_08_positivebid": 39, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVGO&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
META Best affordable positive-bid contract by adverse scenario = -0.032
Options mispricing2026-09-06 02:16
{"symbol": "META", "occ": "META261016P00270000", "expiry": "2026-10-16", "type": "P", "K": 270.0, "S": 616.75, "bid": 0.01, "ask": 0.03, "bs": 30, "as": 1, "quote_time": "2026-09-04T19:59:59.535425268Z", "iv": null, "delta": null, "T": 0.1150684931506849, "sessions": 29, "forecast": 0.3877801805024286, "stress_vol": 0.256773316143841, "fair_calendar": 1.094278105006389e-09, "fair_session": 1.0964654842863343e-09, "stress": 2.075060537107815e-21, "affordable": true, "net_base": -0.0319999989035345, "net_stress": -0.032, "spread_pct": 66.66666666666666}; 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/META?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
META Volatility, technical inputs, holdout forecast and chain denominators = 0.3877801805024286
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "META", "bars": 922, "S": 616.75, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3209666451798013, "rv63": 0.4553611311311905, "ewma": 0.3751627088456882, "forecast": 0.3877801805024286, "stress_vol": 0.256773316143841, "ATR14": 18.45464285714288, "sma20_distance_pct": 6.910157765070668, "sma50_distance_pct": 3.5726910678944845, "ret5_pct": 6.722616369614132, "train_n": 682, "test_n": 165, "test_qlike": -0.5739933442028494, "test_rv21_qlike": -0.3959934306698057, "test_var_ratio": 1.0544379944877194}, "screen": {"retrieved": 2470, "priced": 2470, "ask_le_08": 196, "ask_le_08_positivebid": 36, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=META&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
AMZN Best affordable positive-bid contract by adverse scenario = -0.0319652300040015
Options mispricing2026-09-06 02:16
{"symbol": "AMZN", "occ": "AMZN260909P00240000", "expiry": "2026-09-09", "type": "P", "K": 240.0, "S": 258.405, "bid": 0.02, "ask": 0.03, "bs": 18, "as": 47, "quote_time": "2026-09-04T19:59:59.44989741Z", "iv": 0.3007, "delta": -0.0091, "T": 0.0136986301369863, "sessions": 2, "forecast": 0.3631325056703985, "stress_vol": 0.2092471496103369, "fair_calendar": 0.1705176400219752, "fair_session": 0.0300274770101318, "stress": 3.47699959984786e-05, "affordable": true, "net_base": -0.0019725229898681, "net_stress": -0.0319652300040015, "spread_pct": 33.33333333333333}; 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/AMZN?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
AMZN Volatility, technical inputs, holdout forecast and chain denominators = 0.3631325056703985
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "AMZN", "bars": 922, "S": 258.405, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2615589370129212, "rv63": 0.4242093083928637, "ewma": 0.3837043590642476, "forecast": 0.3631325056703985, "stress_vol": 0.2092471496103369, "ATR14": 5.819999999999998, "sma20_distance_pct": -1.4328013770151138, "sma50_distance_pct": 1.783420573639316, "ret5_pct": -2.997484890573976, "train_n": 682, "test_n": 165, "test_qlike": -0.8939161265286486, "test_rv21_qlike": -0.7852921362284621, "test_var_ratio": 1.103821745299289}, "screen": {"retrieved": 844, "priced": 844, "ask_le_08": 97, "ask_le_08_positivebid": 39, "base_positive": 1, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AMZN&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
AAPL Best affordable positive-bid contract by adverse scenario = -0.0219999999892329
Options mispricing2026-09-06 02:16
{"symbol": "AAPL", "occ": "AAPL260918C00395000", "expiry": "2026-09-18", "type": "C", "K": 395.0, "S": 319.95, "bid": 0.01, "ask": 0.02, "bs": 82, "as": 58, "quote_time": "2026-09-04T19:59:59.168594005Z", "iv": 0.385, "delta": 0.0022, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.2698661087505645, "stress_vol": 0.166013323856454, "fair_calendar": 0.0001614662031707, "fair_session": 8.129440483705883e-05, "stress": 1.0767046299621846e-11, "affordable": true, "net_base": -0.0219187055951629, "net_stress": -0.0219999999892329, "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/AAPL?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
AAPL Volatility, technical inputs, holdout forecast and chain denominators = 0.2698661087505645
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "AAPL", "bars": 922, "S": 319.95, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2075166548205675, "rv63": 0.3203674900501029, "ewma": 0.2697863214612506, "forecast": 0.2698661087505645, "stress_vol": 0.166013323856454, "ATR14": 7.379642857142857, "sma20_distance_pct": 2.1675682234753912, "sma50_distance_pct": 1.5950373229588477, "ret5_pct": 0.1157769572563971, "train_n": 682, "test_n": 165, "test_qlike": -1.4699385381405277, "test_rv21_qlike": -1.3814167657878602, "test_var_ratio": 1.1045641580158303}, "screen": {"retrieved": 1122, "priced": 1122, "ask_le_08": 164, "ask_le_08_positivebid": 55, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AAPL&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
TSLA Best affordable positive-bid contract by adverse scenario = -0.022
Options mispricing2026-09-06 02:16
{"symbol": "TSLA", "occ": "TSLA260909C00510000", "expiry": "2026-09-09", "type": "C", "K": 510.0, "S": 353.89, "bid": 0.01, "ask": 0.02, "bs": 8, "as": 36, "quote_time": "2026-09-04T19:59:59.407297861Z", "iv": null, "delta": null, "T": 0.0136986301369863, "sessions": 2, "forecast": 0.5546224571985227, "stress_vol": 0.3997391792141342, "fair_calendar": 4.398460706120119e-08, "fair_session": 2.0237333848484938e-13, "stress": 6.93313509319319e-25, "affordable": true, "net_base": -0.0219999999997976, "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/TSLA?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
TSLA Volatility, technical inputs, holdout forecast and chain denominators = 0.5546224571985227
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "TSLA", "bars": 922, "S": 353.89, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.4996739740176677, "rv63": 0.5922567807544344, "ewma": 0.567781679368546, "forecast": 0.5546224571985227, "stress_vol": 0.3997391792141342, "ATR14": 15.203214285714276, "sma20_distance_pct": 1.5683410083360716, "sma50_distance_pct": -1.1187946378551583, "ret5_pct": 1.4738351254480309, "train_n": 682, "test_n": 165, "test_qlike": -0.5027125300069182, "test_rv21_qlike": -0.49689805429149, "test_var_ratio": 1.0649504376418637}, "screen": {"retrieved": 1782, "priced": 1782, "ask_le_08": 228, "ask_le_08_positivebid": 119, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TSLA&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
SNDK Volatility, technical inputs, holdout forecast and chain denominators = 1.1250062708986297
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "SNDK", "bars": 392, "S": 1739.915, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.8778189525907739, "rv63": 1.3505421018992485, "ewma": 1.096534197439241, "forecast": 1.1250062708986297, "stress_vol": 0.7022551620726192, "ATR14": 107.7742857142857, "sma20_distance_pct": 13.73680931746084, "sma50_distance_pct": 12.24297843939286, "ret5_pct": 17.221249073637402, "train_n": 152, "test_n": 165, "test_qlike": 1.297251226224971, "test_rv21_qlike": 1.31341862729086, "test_var_ratio": 0.9897139462422474}, "screen": {"retrieved": 3346, "priced": 3346, "ask_le_08": 21, "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=SNDK&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NVDA Best affordable positive-bid contract by adverse scenario = -0.0219524796599455
Options mispricing2026-09-06 02:16
{"symbol": "NVDA", "occ": "NVDA261016C00370000", "expiry": "2026-10-16", "type": "C", "K": 370.0, "S": 230.19, "bid": 0.01, "ask": 0.02, "bs": 11, "as": 10, "quote_time": "2026-09-04T19:59:59.804228699Z", "iv": 0.4647, "delta": 0.0015, "T": 0.1150684931506849, "sessions": 29, "forecast": 0.4335037242791807, "stress_vol": 0.3252872072581277, "fair_calendar": 0.0080277393436654, "fair_session": 0.0080326961383402, "stress": 4.752034005440749e-05, "affordable": true, "net_base": -0.0139673038616597, "net_stress": -0.0219524796599455, "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/NVDA?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
NVDA Volatility, technical inputs, holdout forecast and chain denominators = 0.4335037242791807
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "NVDA", "bars": 922, "S": 230.19, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.44527185994142, "rv63": 0.4066090090726597, "ewma": 0.4474131439475355, "forecast": 0.4335037242791807, "stress_vol": 0.3252872072581277, "ATR14": 7.572142857142855, "sma20_distance_pct": 4.5833295472099245, "sma50_distance_pct": 9.325094808732135, "ret5_pct": 5.812590498517545, "train_n": 682, "test_n": 165, "test_qlike": -0.8042674115420966, "test_rv21_qlike": -0.7705050267386787, "test_var_ratio": 1.0875728867536545}, "screen": {"retrieved": 1164, "priced": 1164, "ask_le_08": 231, "ask_le_08_positivebid": 93, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NVDA&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
MU Best affordable positive-bid contract by adverse scenario = -0.022
Options mispricing2026-09-06 02:16
{"symbol": "MU", "occ": "MU260918C02380000", "expiry": "2026-09-18", "type": "C", "K": 2380.0, "S": 1015.0, "bid": 0.01, "ask": 0.02, "bs": 1, "as": 1, "quote_time": "2026-09-04T16:55:19.015003114Z", "iv": null, "delta": null, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.7639130414332309, "stress_vol": 0.4225889169188289, "fair_calendar": 2.5076875068407454e-07, "fair_session": 6.822045641545539e-08, "stress": 6.534506824969065e-26, "affordable": true, "net_base": -0.0219999317795435, "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/MU?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
MU Volatility, technical inputs, holdout forecast and chain denominators = 0.7639130414332309
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "MU", "bars": 922, "S": 1015.0, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.5282361461485361, "rv63": 0.9704936057611884, "ewma": 0.7278723374975153, "forecast": 0.7639130414332309, "stress_vol": 0.4225889169188289, "ATR14": 46.18642857142855, "sma20_distance_pct": 7.661265836614195, "sma50_distance_pct": 8.238357285113285, "ret5_pct": 8.837847691350875, "train_n": 682, "test_n": 165, "test_qlike": 0.7472474678261753, "test_rv21_qlike": 0.7824514815865471, "test_var_ratio": 1.017203328186892}, "screen": {"retrieved": 3688, "priced": 3688, "ask_le_08": 166, "ask_le_08_positivebid": 21, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
AAL Best affordable positive-bid contract by adverse scenario = -0.0213068575264828
Options mispricing2026-09-06 02:16
{"symbol": "AAL", "occ": "AAL260918P00011500", "expiry": "2026-09-18", "type": "P", "K": 11.5, "S": 13.12, "bid": 0.01, "ask": 0.02, "bs": 546, "as": 1, "quote_time": "2026-09-04T19:59:59.612645071Z", "iv": 0.4062, "delta": -0.0364, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.4188692514863273, "stress_vol": 0.2644222042448917, "fair_calendar": 0.0220310288715465, "fair_session": 0.0185105850616621, "stress": 0.0006931424735171, "affordable": true, "net_base": -0.0034894149383378, "net_stress": -0.0213068575264828, "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/AAL?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
AAL Volatility, technical inputs, holdout forecast and chain denominators = 0.4188692514863273
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "AAL", "bars": 922, "S": 13.12, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3305277553061146, "rv63": 0.5044020942615695, "ewma": 0.4033413936096723, "forecast": 0.4188692514863273, "stress_vol": 0.2644222042448917, "ATR14": 0.3671428571428574, "sma20_distance_pct": -6.012142486165095, "sma50_distance_pct": -14.009503522857614, "ret5_pct": -3.741746148202507, "train_n": 682, "test_n": 165, "test_qlike": -0.3233277545154174, "test_rv21_qlike": -0.3014437421483544, "test_var_ratio": 1.0255239691268223}, "screen": {"retrieved": 356, "priced": 356, "ask_le_08": 87, "ask_le_08_positivebid": 23, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AAL&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
RIVN Best affordable positive-bid contract by adverse scenario = -0.0205385020386396
Options mispricing2026-09-06 02:16
{"symbol": "RIVN", "occ": "RIVN260911P00014000", "expiry": "2026-09-11", "type": "P", "K": 14.0, "S": 15.745, "bid": 0.01, "ask": 0.02, "bs": 20, "as": 14, "quote_time": "2026-09-04T19:59:59.042834006Z", "iv": 0.5064, "delta": -0.0362, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.5998971318775743, "stress_vol": 0.3775639564805818, "fair_calendar": 0.0429255107988215, "fair_session": 0.0284457778038783, "stress": 0.0014614979613603, "affordable": true, "net_base": 0.0064457778038783, "net_stress": -0.0205385020386396, "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/RIVN?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
RIVN Volatility, technical inputs, holdout forecast and chain denominators = 0.5998971318775743
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "RIVN", "bars": 922, "S": 15.745, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.4719549456007272, "rv63": 0.7491377915898212, "ewma": 0.5437653952209165, "forecast": 0.5998971318775743, "stress_vol": 0.3775639564805818, "ATR14": 0.6571428571428573, "sma20_distance_pct": -1.476753644953388, "sma50_distance_pct": -4.608132997285786, "ret5_pct": -2.083333333333326, "train_n": 682, "test_n": 165, "test_qlike": 0.4019046286519454, "test_rv21_qlike": 0.574931355724326, "test_var_ratio": 0.927965040080355}, "screen": {"retrieved": 418, "priced": 418, "ask_le_08": 33, "ask_le_08_positivebid": 14, "base_positive": 3, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RIVN&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
WBD Best affordable positive-bid contract by adverse scenario = -0.0219848500672431
Options mispricing2026-09-06 02:16
{"symbol": "WBD", "occ": "WBD260925C00031000", "expiry": "2026-09-25", "type": "C", "K": 31.0, "S": 28.25, "bid": 0.01, "ask": 0.02, "bs": 20, "as": 10, "quote_time": "2026-09-04T19:42:33.832580788Z", "iv": 0.2029, "delta": 0.0294, "T": 0.0575342465753424, "sessions": 14, "forecast": 0.1648662170299287, "stress_vol": 0.1073559139292247, "fair_calendar": 0.004395493150902, "fair_session": 0.0038125154084801, "stress": 1.5149932756835204e-05, "affordable": true, "net_base": -0.0181874845915198, "net_stress": -0.0219848500672431, "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/WBD?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
WBD Volatility, technical inputs, holdout forecast and chain denominators = 0.1648662170299287
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "WBD", "bars": 922, "S": 28.25, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1341948924115309, "rv63": 0.1967967177633654, "ewma": 0.1574972738859394, "forecast": 0.1648662170299287, "stress_vol": 0.1073559139292247, "ATR14": 0.3107142857142858, "sma20_distance_pct": 0.0283266057644837, "sma50_distance_pct": 4.268166651903016, "ret5_pct": -1.8074383037886663, "train_n": 682, "test_n": 165, "test_qlike": -2.51966964032403, "test_rv21_qlike": -2.582500423261429, "test_var_ratio": 0.6975165034995385}, "screen": {"retrieved": 328, "priced": 328, "ask_le_08": 83, "ask_le_08_positivebid": 5, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WBD&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex