SNAP Best affordable positive-bid contract by adverse scenario = -0.0097748551627874
Options mispricing2026-09-06 02:16
{"symbol": "SNAP", "occ": "SNAP261002P00004500", "expiry": "2026-10-02", "type": "P", "K": 4.5, "S": 5.48, "bid": 0.01, "ask": 0.03, "bs": 126, "as": 116, "quote_time": "2026-09-04T19:59:59.956559832Z", "iv": 0.4901, "delta": -0.0604, "T": 0.0767123287671232, "sessions": 19, "forecast": 0.6545699775371281, "stress_vol": 0.504449174610631, "fair_calendar": 0.0610688259125892, "fair_session": 0.0594411034674828, "stress": 0.0222251448372125, "affordable": true, "net_base": 0.0274411034674828, "net_stress": -0.0097748551627874, "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/SNAP?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
SNAP Volatility, technical inputs, holdout forecast and chain denominators = 0.6545699775371281
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "SNAP", "bars": 922, "S": 5.48, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.6305614682632887, "rv63": 0.6629124201093171, "ewma": 0.6695707016330112, "forecast": 0.6545699775371281, "stress_vol": 0.504449174610631, "ATR14": 0.3164285714285714, "sma20_distance_pct": 1.3547879964858731, "sma50_distance_pct": 9.53865835132326, "ret5_pct": 0.5504587155963359, "train_n": 682, "test_n": 165, "test_qlike": 0.3199482983340784, "test_rv21_qlike": 0.5641457985698893, "test_var_ratio": 1.1153904793401053}, "screen": {"retrieved": 214, "priced": 214, "ask_le_08": 55, "ask_le_08_positivebid": 22, "base_positive": 4, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SNAP&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
LCID Best affordable positive-bid contract by adverse scenario = -0.0419407073367301
Options mispricing2026-09-06 02:16
{"symbol": "LCID", "occ": "LCID261016C00008000", "expiry": "2026-10-16", "type": "C", "K": 8.0, "S": 4.67, "bid": 0.03, "ask": 0.04, "bs": 3, "as": 2, "quote_time": "2026-09-04T19:59:46.568977302Z", "iv": 0.9437, "delta": 0.0617, "T": 0.1150684931506849, "sessions": 29, "forecast": 0.9035668800696204, "stress_vol": 0.4594824165612658, "fair_calendar": 0.0306251965330934, "fair_session": 0.030632943912961, "stress": 5.929266326987941e-05, "affordable": true, "net_base": -0.0113670560870389, "net_stress": -0.0419407073367301, "spread_pct": 25.000000000000004}; 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/LCID?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
LCID Volatility, technical inputs, holdout forecast and chain denominators = 0.9035668800696204
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "LCID", "bars": 922, "S": 4.67, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.5743530207015822, "rv63": 1.1426285998965668, "ewma": 0.9021185124946852, "forecast": 0.9035668800696204, "stress_vol": 0.4594824165612658, "ATR14": 0.3753571428571426, "sma20_distance_pct": -15.37938844847112, "sma50_distance_pct": -24.67255951996904, "ret5_pct": -6.412825651302612, "train_n": 682, "test_n": 165, "test_qlike": 0.8511864575982803, "test_rv21_qlike": 0.8763227408365081, "test_var_ratio": 1.0964402332313474}, "screen": {"retrieved": 282, "priced": 282, "ask_le_08": 29, "ask_le_08_positivebid": 11, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LCID&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NIO Best affordable positive-bid contract by adverse scenario = -0.0169610990529735
Options mispricing2026-09-06 02:16
{"symbol": "NIO", "occ": "NIO260911C00004000", "expiry": "2026-09-11", "type": "C", "K": 4.0, "S": 3.8, "bid": 0.01, "ask": 0.02, "bs": 548, "as": 269, "quote_time": "2026-09-04T19:59:59.709548656Z", "iv": 0.3697, "delta": 0.161, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.3999305627027546, "stress_vol": 0.2908068637751973, "fair_calendar": 0.0211889370428872, "fair_session": 0.016190846594006, "stress": 0.0050389009470264, "affordable": true, "net_base": -0.0058091534059939, "net_stress": -0.0169610990529735, "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/NIO?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
NIO Volatility, technical inputs, holdout forecast and chain denominators = 0.3999305627027546
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "NIO", "bars": 922, "S": 3.8, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.4141879057314139, "rv63": 0.3635085797189966, "ewma": 0.4196942412849253, "forecast": 0.3999305627027546, "stress_vol": 0.2908068637751973, "ATR14": 0.1457142857142857, "sma20_distance_pct": -13.152782539138386, "sma50_distance_pct": -18.154601649830926, "ret5_pct": -13.043478260869568, "train_n": 682, "test_n": 165, "test_qlike": -0.2969885148613483, "test_rv21_qlike": -0.2911277767610865, "test_var_ratio": 0.9423594554972072}, "screen": {"retrieved": 198, "priced": 198, "ask_le_08": 73, "ask_le_08_positivebid": 11, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NIO&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NOK Best affordable positive-bid contract by adverse scenario = -0.0219991833787463
Options mispricing2026-09-06 02:16
{"symbol": "NOK", "occ": "NOK261016C00018000", "expiry": "2026-10-16", "type": "C", "K": 18.0, "S": 10.04, "bid": 0.01, "ask": 0.02, "bs": 363, "as": 1008, "quote_time": "2026-09-04T19:59:59.933064988Z", "iv": 0.7694, "delta": 0.0174, "T": 0.1150684931506849, "sessions": 29, "forecast": 0.5538602343805831, "stress_vol": 0.3789623984315547, "fair_calendar": 0.0007138931123627, "fair_session": 0.0007143073338203, "stress": 8.166212536692363e-07, "affordable": true, "net_base": -0.0212856926661796, "net_stress": -0.0219991833787463, "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/NOK?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
NOK Volatility, technical inputs, holdout forecast and chain denominators = 0.5538602343805831
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "NOK", "bars": 922, "S": 10.04, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.4737029980394434, "rv63": 0.645923808715048, "ewma": 0.527893342132511, "forecast": 0.5538602343805831, "stress_vol": 0.3789623984315547, "ATR14": 0.3775000000000001, "sma20_distance_pct": -1.1543478795934092, "sma50_distance_pct": -4.48265561050234, "ret5_pct": -1.66503428011755, "train_n": 682, "test_n": 165, "test_qlike": 0.0577939959681855, "test_rv21_qlike": 0.1176908890255123, "test_var_ratio": 1.0677133802071537}, "screen": {"retrieved": 374, "priced": 374, "ask_le_08": 84, "ask_le_08_positivebid": 31, "base_positive": 1, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NOK&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
VALE Best affordable positive-bid contract by adverse scenario = -0.0246918809046365
Options mispricing2026-09-06 02:16
{"symbol": "VALE", "occ": "VALE260918P00014000", "expiry": "2026-09-18", "type": "P", "K": 14.0, "S": 15.24, "bid": 0.01, "ask": 0.03, "bs": 1203, "as": 1, "quote_time": "2026-09-04T19:59:59.749456815Z", "iv": 0.3012, "delta": -0.0533, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.3063103746267646, "stress_vol": 0.241894343159098, "fair_calendar": 0.0293553363956042, "fair_session": 0.0252824437628425, "stress": 0.0073081190953634, "affordable": true, "net_base": -0.0067175562371575, "net_stress": -0.0246918809046365, "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/VALE?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
VALE Volatility, technical inputs, holdout forecast and chain denominators = 0.3063103746267646
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "VALE", "bars": 922, "S": 15.24, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.309843796478098, "rv63": 0.3023679289488725, "ewma": 0.3066734323986594, "forecast": 0.3063103746267646, "stress_vol": 0.241894343159098, "ATR14": 0.4774999999999997, "sma20_distance_pct": 4.155276107162398, "sma50_distance_pct": 5.397106420647879, "ret5_pct": 1.2961116650049842, "train_n": 682, "test_n": 165, "test_qlike": -1.0071850945694556, "test_rv21_qlike": -0.9782809157786124, "test_var_ratio": 1.0171554905665114}, "screen": {"retrieved": 338, "priced": 338, "ask_le_08": 36, "ask_le_08_positivebid": 11, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VALE&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
TSM Best affordable positive-bid contract by adverse scenario = -0.0219999991931149
Options mispricing2026-09-06 02:16
{"symbol": "TSM", "occ": "TSM260911C00500000", "expiry": "2026-09-11", "type": "C", "K": 500.0, "S": 428.635, "bid": 0.01, "ask": 0.02, "bs": 2, "as": 2, "quote_time": "2026-09-04T19:59:59.518914662Z", "iv": 0.4211, "delta": 0.0022, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.3556006581664777, "stress_vol": 0.2002873000487758, "fair_calendar": 0.0058365083322349, "fair_session": 0.0016406270201056, "stress": 8.068850180188475e-10, "affordable": true, "net_base": -0.0203593729798943, "net_stress": -0.0219999991931149, "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/TSM?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
TSM Volatility, technical inputs, holdout forecast and chain denominators = 0.3556006581664777
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "TSM", "bars": 922, "S": 428.635, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2503591250609698, "rv63": 0.4551278566295573, "ewma": 0.3309598569068268, "forecast": 0.3556006581664777, "stress_vol": 0.2002873000487758, "ATR14": 10.264285714285718, "sma20_distance_pct": 2.0707161809714103, "sma50_distance_pct": 1.9518643822687756, "ret5_pct": 2.67690317635223, "train_n": 682, "test_n": 165, "test_qlike": -0.6816580411169727, "test_rv21_qlike": -0.6956949118740949, "test_var_ratio": 1.004376276779884}, "screen": {"retrieved": 888, "priced": 888, "ask_le_08": 55, "ask_le_08_positivebid": 17, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TSM&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
PDD Best affordable positive-bid contract by adverse scenario = -0.0519997665182348
Options mispricing2026-09-06 02:16
{"symbol": "PDD", "occ": "PDD260911C00095000", "expiry": "2026-09-11", "type": "C", "K": 95.0, "S": 82.19, "bid": 0.03, "ask": 0.05, "bs": 10, "as": 2, "quote_time": "2026-09-04T19:59:43.289396065Z", "iv": 0.531, "delta": 0.0199, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.3153657795680106, "stress_vol": 0.2354644771854002, "fair_calendar": 0.0004928296151052, "fair_session": 0.0001216803226584, "stress": 2.334817651764067e-07, "affordable": true, "net_base": -0.0518783196773415, "net_stress": -0.0519997665182348, "spread_pct": 40.00000000000001}; 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/PDD?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
PDD Volatility, technical inputs, holdout forecast and chain denominators = 0.3153657795680106
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "PDD", "bars": 922, "S": 82.19, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3165791031521611, "rv63": 0.3339369643955093, "ewma": 0.2943305964817503, "forecast": 0.3153657795680106, "stress_vol": 0.2354644771854002, "ATR14": 2.234642857142856, "sma20_distance_pct": -4.919180146282621, "sma50_distance_pct": -3.9873462822110906, "ret5_pct": -4.118058796080259, "train_n": 682, "test_n": 165, "test_qlike": -0.9920914207801144, "test_rv21_qlike": -0.9622655892265748, "test_var_ratio": 1.0030409687162232}, "screen": {"retrieved": 438, "priced": 438, "ask_le_08": 15, "ask_le_08_positivebid": 3, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PDD&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
BABA Best affordable positive-bid contract by adverse scenario = -0.0219992285119676
Options mispricing2026-09-06 02:16
{"symbol": "BABA", "occ": "BABA260918C00155000", "expiry": "2026-09-18", "type": "C", "K": 155.0, "S": 113.22, "bid": 0.01, "ask": 0.02, "bs": 6, "as": 1, "quote_time": "2026-09-04T19:59:57.194353186Z", "iv": 0.6096, "delta": 0.0039, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.4352124242839659, "stress_vol": 0.3406727809923109, "fair_calendar": 0.0003350339478467, "fair_session": 0.0001840374439304, "stress": 7.714880323746816e-07, "affordable": true, "net_base": -0.0218159625560695, "net_stress": -0.0219992285119676, "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/BABA?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
BABA Volatility, technical inputs, holdout forecast and chain denominators = 0.4352124242839659
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "BABA", "bars": 922, "S": 113.22, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.442642922082234, "rv63": 0.4369854336685773, "ewma": 0.4258409762403886, "forecast": 0.4352124242839659, "stress_vol": 0.3406727809923109, "ATR14": 3.877857142857144, "sma20_distance_pct": -6.407514182088702, "sma50_distance_pct": -2.5321664511619213, "ret5_pct": -4.761103633916552, "train_n": 682, "test_n": 165, "test_qlike": -0.5634717059961639, "test_rv21_qlike": -0.4035049573358912, "test_var_ratio": 1.0526940158254798}, "screen": {"retrieved": 774, "priced": 694, "ask_le_08": 42, "ask_le_08_positivebid": 9, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BABA&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
RIOT Best affordable positive-bid contract by adverse scenario = -0.0309451531008568
Options mispricing2026-09-06 02:16
{"symbol": "RIOT", "occ": "RIOT260911P00019000", "expiry": "2026-09-11", "type": "P", "K": 19.0, "S": 21.8, "bid": 0.07, "ask": 0.08, "bs": 33, "as": 78, "quote_time": "2026-09-04T19:59:59.394646513Z", "iv": 0.7405, "delta": -0.0779, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.9451476119066582, "stress_vol": 0.7204274641838668, "fair_calendar": 0.198853256053499, "fair_session": 0.1473376110158093, "stress": 0.0510548468991431, "affordable": true, "net_base": 0.0653376110158093, "net_stress": -0.0309451531008568, "spread_pct": 12.499999999999996}; 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/RIOT?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
RIOT Volatility, technical inputs, holdout forecast and chain denominators = 0.9451476119066582
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "RIOT", "bars": 922, "S": 21.8, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.9005343302298334, "rv63": 0.9417757310205151, "ewma": 0.9909633784438538, "forecast": 0.9451476119066582, "stress_vol": 0.7204274641838668, "ATR14": 1.609642857142857, "sma20_distance_pct": 9.689673824169477, "sma50_distance_pct": 3.475445941199373, "ret5_pct": 14.857744994731291, "train_n": 682, "test_n": 165, "test_qlike": 0.8676540166478807, "test_rv21_qlike": 0.8930046895458008, "test_var_ratio": 1.0387011798199255}, "screen": {"retrieved": 408, "priced": 408, "ask_le_08": 38, "ask_le_08_positivebid": 11, "base_positive": 2, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RIOT&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
MARA Best affordable positive-bid contract by adverse scenario = -0.011702055003623
Options mispricing2026-09-06 02:16
{"symbol": "MARA", "occ": "MARA260918P00008500", "expiry": "2026-09-18", "type": "P", "K": 8.5, "S": 11.3, "bid": 0.01, "ask": 0.02, "bs": 479, "as": 151, "quote_time": "2026-09-04T19:59:59.920467564Z", "iv": 0.7873, "delta": -0.0227, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.967679009821838, "stress_vol": 0.7422022478478021, "fair_calendar": 0.0529273956489749, "fair_session": 0.0450656726667695, "stress": 0.0102979449963769, "affordable": true, "net_base": 0.0230656726667695, "net_stress": -0.011702055003623, "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/MARA?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
MARA Volatility, technical inputs, holdout forecast and chain denominators = 0.967679009821838
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "MARA", "bars": 922, "S": 11.3, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.9933711934043784, "rv63": 0.9277528098097524, "ewma": 0.9806612025331624, "forecast": 0.967679009821838, "stress_vol": 0.7422022478478021, "ATR14": 0.9792857142857144, "sma20_distance_pct": 8.071920428462143, "sma50_distance_pct": -1.2099594348859877, "ret5_pct": 6.003752345215774, "train_n": 682, "test_n": 165, "test_qlike": 0.8435349232637255, "test_rv21_qlike": 0.8664738644921971, "test_var_ratio": 1.0684367236670598}, "screen": {"retrieved": 392, "priced": 392, "ask_le_08": 101, "ask_le_08_positivebid": 65, "base_positive": 4, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MARA&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
MSTR Best affordable positive-bid contract by adverse scenario = -0.0319951970632948
Options mispricing2026-09-06 02:16
{"symbol": "MSTR", "occ": "MSTR260911P00095000", "expiry": "2026-09-11", "type": "P", "K": 95.0, "S": 142.64, "bid": 0.01, "ask": 0.03, "bs": 206, "as": 24, "quote_time": "2026-09-04T19:59:59.978725432Z", "iv": null, "delta": null, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.9654503567190886, "stress_vol": 0.7058158773785884, "fair_calendar": 0.0050443164866332, "fair_session": 0.0015044800538865, "stress": 4.8029367051283245e-06, "affordable": true, "net_base": -0.0304955199461134, "net_stress": -0.0319951970632948, "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/MSTR?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
MSTR Volatility, technical inputs, holdout forecast and chain denominators = 0.9654503567190886
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "MSTR", "bars": 922, "S": 142.64, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.997376516409346, "rv63": 0.8822698467232355, "ewma": 1.011495514545251, "forecast": 0.9654503567190886, "stress_vol": 0.7058158773785884, "ATR14": 10.038928571428569, "sma20_distance_pct": 23.491420359115512, "sma50_distance_pct": 37.85331919750503, "ret5_pct": 12.059077696598308, "train_n": 682, "test_n": 165, "test_qlike": 0.792290658357017, "test_rv21_qlike": 0.8324213171891826, "test_var_ratio": 1.1002962658614015}, "screen": {"retrieved": 1194, "priced": 1194, "ask_le_08": 110, "ask_le_08_positivebid": 41, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MSTR&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
COIN Best affordable positive-bid contract by adverse scenario = -0.0219999999560081
Options mispricing2026-09-06 02:16
{"symbol": "COIN", "occ": "COIN260911P00115000", "expiry": "2026-09-11", "type": "P", "K": 115.0, "S": 184.63, "bid": 0.01, "ask": 0.02, "bs": 8, "as": 3, "quote_time": "2026-09-04T19:59:55.124440749Z", "iv": null, "delta": null, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.7904566579533687, "stress_vol": 0.574740143955006, "fair_calendar": 2.484717112983593e-05, "fair_session": 2.7280994601929485e-06, "stress": 4.399186159118281e-11, "affordable": true, "net_base": -0.0219972719005398, "net_stress": -0.0219999999560081, "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/COIN?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
COIN Volatility, technical inputs, holdout forecast and chain denominators = 0.7904566579533687
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "COIN", "bars": 922, "S": 184.63, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.8253543960999987, "rv63": 0.7184251799437575, "ewma": 0.8228733596183637, "forecast": 0.7904566579533687, "stress_vol": 0.574740143955006, "ATR14": 13.117142857142852, "sma20_distance_pct": 8.637195426917167, "sma50_distance_pct": 13.171833251298114, "ret5_pct": 3.416792695905446, "train_n": 682, "test_n": 165, "test_qlike": 0.4905504698294829, "test_rv21_qlike": 0.5185044325736338, "test_var_ratio": 1.072722931308409}, "screen": {"retrieved": 972, "priced": 972, "ask_le_08": 86, "ask_le_08_positivebid": 15, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=COIN&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
ETHE Volatility, technical inputs, holdout forecast and chain denominators = 0.5313465290395145
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "ETHE", "bars": 533, "S": 19.745, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.5506368977395232, "rv63": 0.5107255343823952, "ewma": 0.5319265335971027, "forecast": 0.5313465290395145, "stress_vol": 0.4085804275059161, "ATR14": 0.7953571428571422, "sma20_distance_pct": 9.950996770241694, "sma50_distance_pct": 23.42784987372792, "ret5_pct": 0.8426966292135019, "train_n": 293, "test_n": 165, "test_qlike": 0.1374767132242105, "test_rv21_qlike": 0.378009269233974, "test_var_ratio": 0.9642137706425092}, "screen": {"retrieved": 466, "priced": 466, "ask_le_08": 1, "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=ETHE&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex