ETHA Best affordable positive-bid contract by adverse scenario = -0.0182973587193028
Options mispricing2026-09-06 02:16
{"symbol": "ETHA", "occ": "ETHA260911P00016500", "expiry": "2026-09-11", "type": "P", "K": 16.5, "S": 18.53, "bid": 0.01, "ask": 0.02, "bs": 125, "as": 192, "quote_time": "2026-09-04T19:59:59.977931074Z", "iv": 0.4968, "delta": -0.0318, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.5334264661412368, "stress_vol": 0.4105865201430823, "fair_calendar": 0.0313577198250658, "fair_session": 0.0196628352866545, "stress": 0.0037026412806971, "affordable": true, "net_base": -0.0023371647133454, "net_stress": -0.0182973587193028, "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/ETHA?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
ETHA Volatility, technical inputs, holdout forecast and chain denominators = 0.5334264661412368
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "ETHA", "bars": 533, "S": 18.53, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.5529695308613414, "rv63": 0.5132331501788528, "ewma": 0.5333364940037981, "forecast": 0.5334264661412368, "stress_vol": 0.4105865201430823, "ATR14": 0.7667857142857145, "sma20_distance_pct": 9.963800367930698, "sma50_distance_pct": 23.50533878987431, "ret5_pct": 0.8435374149659891, "train_n": 293, "test_n": 165, "test_qlike": 0.137118265125243, "test_rv21_qlike": 0.371150207966706, "test_var_ratio": 0.9657783416332396}, "screen": {"retrieved": 520, "priced": 520, "ask_le_08": 159, "ask_le_08_positivebid": 92, "base_positive": 1, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
BITO Best affordable positive-bid contract by adverse scenario = -0.0271958514475289
Options mispricing2026-09-06 02:16
{"symbol": "BITO", "occ": "BITO260911P00010000", "expiry": "2026-09-11", "type": "P", "K": 10.0, "S": 10.74, "bid": 0.01, "ask": 0.03, "bs": 1034, "as": 826, "quote_time": "2026-09-04T19:59:59.724798589Z", "iv": 0.4034, "delta": -0.0781, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.4238143972833763, "stress_vol": 0.3072549971715686, "fair_calendar": 0.0320937501625138, "fair_session": 0.0226724959761127, "stress": 0.004804148552471, "affordable": true, "net_base": -0.0093275040238872, "net_stress": -0.0271958514475289, "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/BITO?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
BITO Volatility, technical inputs, holdout forecast and chain denominators = 0.4238143972833763
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "BITO", "bars": 922, "S": 10.74, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.4447286905664427, "rv63": 0.3840687464644607, "ewma": 0.4399585432859435, "forecast": 0.4238143972833763, "stress_vol": 0.3072549971715686, "ATR14": 0.3837857142857142, "sma20_distance_pct": 9.707701501075118, "sma50_distance_pct": 18.41730965575184, "ret5_pct": 2.873563218390806, "train_n": 682, "test_n": 165, "test_qlike": -0.479916949024148, "test_rv21_qlike": -0.3738085548130233, "test_var_ratio": 1.0018839124532075}, "screen": {"retrieved": 326, "priced": 326, "ask_le_08": 53, "ask_le_08_positivebid": 13, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BITO&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
LQD Best affordable positive-bid contract by adverse scenario = -0.0206656221585272
Options mispricing2026-09-06 02:16
{"symbol": "LQD", "occ": "LQD260918C00107500", "expiry": "2026-09-18", "type": "C", "K": 107.5, "S": 105.505, "bid": 0.01, "ask": 0.02, "bs": 999, "as": 37, "quote_time": "2026-09-04T19:59:59.437215099Z", "iv": 0.0521, "delta": 0.0365, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.0535068154230111, "stress_vol": 0.0414776328899103, "fair_calendar": 0.0235038888926242, "fair_session": 0.0191462827631001, "stress": 0.0013343778414727, "affordable": true, "net_base": -0.0028537172368998, "net_stress": -0.0206656221585272, "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/LQD?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
LQD Volatility, technical inputs, holdout forecast and chain denominators = 0.0535068154230111
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "LQD", "bars": 922, "S": 105.505, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.0559914520025123, "rv63": 0.0525906790284861, "ewma": 0.0518470411123879, "forecast": 0.0535068154230111, "stress_vol": 0.0414776328899103, "ATR14": 0.4350000000000002, "sma20_distance_pct": -0.2104466671395743, "sma50_distance_pct": -0.6160570465057136, "ret5_pct": -0.3918051359516727, "train_n": 682, "test_n": 165, "test_qlike": -4.688628581498219, "test_rv21_qlike": -4.648522962224015, "test_var_ratio": 1.0439767838834006}, "screen": {"retrieved": 560, "priced": 560, "ask_le_08": 232, "ask_le_08_positivebid": 26, "base_positive": 2, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LQD&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
HYG Best affordable positive-bid contract by adverse scenario = -0.022
Options mispricing2026-09-06 02:16
{"symbol": "HYG", "occ": "HYG260918P00076500", "expiry": "2026-09-18", "type": "P", "K": 76.5, "S": 79.155, "bid": 0.01, "ask": 0.02, "bs": 74, "as": 95, "quote_time": "2026-09-04T19:59:53.964783274Z", "iv": 0.0978, "delta": -0.0267, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.0264413729007243, "stress_vol": 0.0203934691505127, "fair_calendar": 1.630257944777531e-13, "fair_session": 2.97847714499232e-14, "stress": 7.847100257369983e-23, "affordable": true, "net_base": -0.0219999999999702, "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/HYG?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
HYG Volatility, technical inputs, holdout forecast and chain denominators = 0.0264413729007243
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "HYG", "bars": 922, "S": 79.155, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.0254918364381409, "rv63": 0.0277106308520526, "ewma": 0.026071551841381, "forecast": 0.0264413729007243, "stress_vol": 0.0203934691505127, "ATR14": 0.1750000000000012, "sma20_distance_pct": -0.0987590437095509, "sma50_distance_pct": 0.222717149220486, "ret5_pct": -0.1828499369482927, "train_n": 682, "test_n": 165, "test_qlike": -5.487783031668084, "test_rv21_qlike": -5.504841412056148, "test_var_ratio": 0.9973456235803364}, "screen": {"retrieved": 466, "priced": 466, "ask_le_08": 146, "ask_le_08_positivebid": 28, "base_positive": 1, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HYG&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
KRE Best affordable positive-bid contract by adverse scenario = -0.0419998717038504
Options mispricing2026-09-06 02:16
{"symbol": "KRE", "occ": "KRE260911P00070000", "expiry": "2026-09-11", "type": "P", "K": 70.0, "S": 75.26, "bid": 0.01, "ask": 0.04, "bs": 249, "as": 663, "quote_time": "2026-09-04T19:59:58.757270621Z", "iv": 0.2901, "delta": -0.0235, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.1616090200476388, "stress_vol": 0.1200783421588835, "fair_calendar": 0.0002300702123261, "fair_session": 6.025761469599655e-05, "stress": 1.2829614952883953e-07, "affordable": true, "net_base": -0.041939742385304, "net_stress": -0.0419998717038504, "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/KRE?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
KRE Volatility, technical inputs, holdout forecast and chain denominators = 0.1616090200476388
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "KRE", "bars": 922, "S": 75.26, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1500979276986044, "rv63": 0.1721669071897812, "ewma": 0.1618072750266938, "forecast": 0.1616090200476388, "stress_vol": 0.1200783421588835, "ATR14": 1.140357142857143, "sma20_distance_pct": -0.1565443498102836, "sma50_distance_pct": -0.4876449183379816, "ret5_pct": 1.2784282061633734, "train_n": 682, "test_n": 165, "test_qlike": -2.0606702850119105, "test_rv21_qlike": -1.986121153422553, "test_var_ratio": 0.96445843676832}, "screen": {"retrieved": 542, "priced": 542, "ask_le_08": 16, "ask_le_08_positivebid": 4, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=KRE&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
XBI Best affordable positive-bid contract by adverse scenario = -0.0715333806539294
Options mispricing2026-09-06 02:16
{"symbol": "XBI", "occ": "XBI260911P00148500", "expiry": "2026-09-11", "type": "P", "K": 148.5, "S": 163.85, "bid": 0.04, "ask": 0.07, "bs": 25, "as": 205, "quote_time": "2026-09-04T19:59:59.963815275Z", "iv": 0.3749, "delta": -0.0189, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.303677953225249, "stress_vol": 0.234633588215865, "fair_calendar": 0.020272722291825, "fair_session": 0.0090832551330616, "stress": 0.0004666193460705, "affordable": true, "net_base": -0.0629167448669383, "net_stress": -0.0715333806539294, "spread_pct": 42.85714285714286}; 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/XBI?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XBI Volatility, technical inputs, holdout forecast and chain denominators = 0.303677953225249
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "XBI", "bars": 922, "S": 163.85, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3192824304846431, "rv63": 0.2932919852698312, "ewma": 0.2978245100483331, "forecast": 0.303677953225249, "stress_vol": 0.234633588215865, "ATR14": 4.355714285714285, "sma20_distance_pct": 0.5288732912852367, "sma50_distance_pct": 3.652214399718612, "ret5_pct": 0.8990701397869394, "train_n": 682, "test_n": 165, "test_qlike": -1.334323489303393, "test_rv21_qlike": -1.292082822320343, "test_var_ratio": 1.067134988030585}, "screen": {"retrieved": 852, "priced": 852, "ask_le_08": 33, "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=XBI&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
XLU Best affordable positive-bid contract by adverse scenario = -0.0518474478128644
Options mispricing2026-09-06 02:16
{"symbol": "XLU", "occ": "XLU260918C00046000", "expiry": "2026-09-18", "type": "C", "K": 46.0, "S": 43.06, "bid": 0.03, "ask": 0.05, "bs": 87, "as": 757, "quote_time": "2026-09-04T19:59:59.539318208Z", "iv": 0.2112, "delta": 0.0556, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.1415311835567453, "stress_vol": 0.1104656652267888, "fair_calendar": 0.0041636045871797, "fair_session": 0.0030839363511629, "stress": 0.0001525521871355, "affordable": true, "net_base": -0.048916063648837, "net_stress": -0.0518474478128644, "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/XLU?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLU Volatility, technical inputs, holdout forecast and chain denominators = 0.1415311835567453
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "XLU", "bars": 922, "S": 43.06, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1389239693864953, "rv63": 0.1473997871307799, "ewma": 0.138082081533486, "forecast": 0.1415311835567453, "stress_vol": 0.1104656652267888, "ATR14": 0.6192857142857139, "sma20_distance_pct": -0.6752743482247303, "sma50_distance_pct": -3.0889551566983475, "ret5_pct": 0.7958801498127333, "train_n": 682, "test_n": 165, "test_qlike": -2.557463319963442, "test_rv21_qlike": -2.5223394562372263, "test_var_ratio": 1.0066147633764488}, "screen": {"retrieved": 428, "priced": 384, "ask_le_08": 53, "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=XLU&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
XLV Best affordable positive-bid contract by adverse scenario = -0.0496377054672943
Options mispricing2026-09-06 02:16
{"symbol": "XLV", "occ": "XLV260918C00185000", "expiry": "2026-09-18", "type": "C", "K": 185.0, "S": 171.44, "bid": 0.04, "ask": 0.05, "bs": 5, "as": 1, "quote_time": "2026-09-04T19:20:06.755805525Z", "iv": 0.1913, "delta": 0.02, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.1827171845430321, "stress_vol": 0.1403918743017406, "fair_calendar": 0.0429985353005908, "fair_session": 0.0333287478695845, "stress": 0.0023622945327056, "affordable": true, "net_base": -0.0186712521304154, "net_stress": -0.0496377054672943, "spread_pct": 20.000000000000004}; 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/XLV?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLV Volatility, technical inputs, holdout forecast and chain denominators = 0.1827171845430321
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "XLV", "bars": 922, "S": 171.44, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1861719107351213, "rv63": 0.1862794762773816, "ewma": 0.1754898428771758, "forecast": 0.1827171845430321, "stress_vol": 0.1403918743017406, "ATR14": 2.696785714285718, "sma20_distance_pct": 0.0704824472439691, "sma50_distance_pct": 3.441742822009486, "ret5_pct": 0.1665157313546217, "train_n": 682, "test_n": 165, "test_qlike": -2.5586621904952427, "test_rv21_qlike": -2.542688309871239, "test_var_ratio": 1.0842668688862955}, "screen": {"retrieved": 748, "priced": 748, "ask_le_08": 12, "ask_le_08_positivebid": 2, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
XLK Best affordable positive-bid contract by adverse scenario = -0.06199999962326
Options mispricing2026-09-06 02:16
{"symbol": "XLK", "occ": "XLK260911P00165000", "expiry": "2026-09-11", "type": "P", "K": 165.0, "S": 187.3, "bid": 0.03, "ask": 0.06, "bs": 259, "as": 1, "quote_time": "2026-09-04T19:59:59.647990691Z", "iv": 0.4451, "delta": -0.012, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.2671208492252391, "stress_vol": 0.1670743322153232, "fair_calendar": 0.0004676724459203, "fair_session": 0.0001070160346228, "stress": 3.7673999547193437e-10, "affordable": true, "net_base": -0.0618929839653771, "net_stress": -0.06199999962326, "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/XLK?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLK Volatility, technical inputs, holdout forecast and chain denominators = 0.2671208492252391
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "XLK", "bars": 922, "S": 187.3, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.208842915269154, "rv63": 0.3207011740946066, "ewma": 0.2599923805588551, "forecast": 0.2671208492252391, "stress_vol": 0.1670743322153232, "ATR14": 3.282500000000003, "sma20_distance_pct": 0.8621478844797137, "sma50_distance_pct": 2.5799430744299023, "ret5_pct": 0.8996390669611776, "train_n": 682, "test_n": 165, "test_qlike": -1.4134795576652504, "test_rv21_qlike": -1.3537601962976082, "test_var_ratio": 1.0728163345377482}, "screen": {"retrieved": 863, "priced": 826, "ask_le_08": 14, "ask_le_08_positivebid": 3, "base_positive": 1, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
XLF Best affordable positive-bid contract by adverse scenario = -0.0215484692471804
Options mispricing2026-09-06 02:16
{"symbol": "XLF", "occ": "XLF260908C00059000", "expiry": "2026-09-08", "type": "C", "K": 59.0, "S": 58.1, "bid": 0.01, "ask": 0.02, "bs": 173, "as": 117, "quote_time": "2026-09-04T19:59:59.379646717Z", "iv": 0.1075, "delta": 0.0615, "T": 0.010958904109589, "sessions": 1, "forecast": 0.1232151132308511, "stress_vol": 0.0935616130410142, "fair_calendar": 0.0461631648287781, "fair_session": 0.0042920428079442, "stress": 0.0004515307528195, "affordable": true, "net_base": -0.0177079571920557, "net_stress": -0.0215484692471804, "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/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
XLF Volatility, technical inputs, holdout forecast and chain denominators = 0.1232151132308511
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "XLF", "bars": 922, "S": 58.1, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1169520163012678, "rv63": 0.1267995609520675, "ewma": 0.1256582254009077, "forecast": 0.1232151132308511, "stress_vol": 0.0935616130410142, "ATR14": 0.65857142857143, "sma20_distance_pct": 0.4121911806641787, "sma50_distance_pct": 2.188882342077725, "ret5_pct": 0.0172146668961925, "train_n": 682, "test_n": 165, "test_qlike": -2.773522420701476, "test_rv21_qlike": -2.7390600187637064, "test_var_ratio": 0.9795736571642638}, "screen": {"retrieved": 1060, "priced": 1060, "ask_le_08": 378, "ask_le_08_positivebid": 145, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
UNG Best affordable positive-bid contract by adverse scenario = -0.0219999999521986
Options mispricing2026-09-06 02:16
{"symbol": "UNG", "occ": "UNG261016C00016000", "expiry": "2026-10-16", "type": "C", "K": 16.0, "S": 10.57, "bid": 0.01, "ask": 0.02, "bs": 3, "as": 55, "quote_time": "2026-09-04T19:59:54.07780615Z", "iv": 0.577, "delta": 0.0212, "T": 0.1150684931506849, "sessions": 29, "forecast": 0.2794263493077929, "stress_vol": 0.2004135381171273, "fair_calendar": 1.978571226337296e-06, "fair_session": 1.980620975330772e-06, "stress": 4.7801393764793e-11, "affordable": true, "net_base": -0.0219980193790246, "net_stress": -0.0219999999521986, "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/UNG?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
UNG Volatility, technical inputs, holdout forecast and chain denominators = 0.2794263493077929
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "UNG", "bars": 922, "S": 10.57, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2505169226464091, "rv63": 0.3141265083465036, "ewma": 0.2698204259952331, "forecast": 0.2794263493077929, "stress_vol": 0.2004135381171273, "ATR14": 0.2707142857142856, "sma20_distance_pct": 3.2957904766558466, "sma50_distance_pct": 1.0603206776873764, "ret5_pct": 2.174963750604153, "train_n": 682, "test_n": 165, "test_qlike": -0.2469842519711594, "test_rv21_qlike": -0.3481405636435429, "test_var_ratio": 0.887857288757747}, "screen": {"retrieved": 426, "priced": 426, "ask_le_08": 59, "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=UNG&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
USO Best affordable positive-bid contract by adverse scenario = -0.0219999997717821
Options mispricing2026-09-06 02:16
{"symbol": "USO", "occ": "USO260909P00120000", "expiry": "2026-09-09", "type": "P", "K": 120.0, "S": 142.0, "bid": 0.01, "ask": 0.02, "bs": 1, "as": 20, "quote_time": "2026-09-04T19:59:59.479636128Z", "iv": 0.6321, "delta": -0.005, "T": 0.0136986301369863, "sessions": 2, "forecast": 0.4600407256278594, "stress_vol": 0.3085659112832419, "fair_calendar": 0.0016436387241465, "fair_session": 2.2801505467288065e-05, "stress": 2.2821780744152892e-10, "affordable": true, "net_base": -0.0219771984945327, "net_stress": -0.0219999997717821, "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/USO?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
USO Volatility, technical inputs, holdout forecast and chain denominators = 0.4600407256278594
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "USO", "bars": 922, "S": 142.0, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3857073891040523, "rv63": 0.5196770197674152, "ewma": 0.4648419224046115, "forecast": 0.4600407256278594, "stress_vol": 0.3085659112832419, "ATR14": 3.7335714285714254, "sma20_distance_pct": 7.627329004238792, "sma50_distance_pct": 14.627521099132611, "ret5_pct": 9.487644088052738, "train_n": 682, "test_n": 165, "test_qlike": -0.0335521416234223, "test_rv21_qlike": -0.0516005984331082, "test_var_ratio": 1.088913763714097}, "screen": {"retrieved": 1390, "priced": 1390, "ask_le_08": 38, "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=USO&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
GDX Best affordable positive-bid contract by adverse scenario = -0.0307952964589758
Options mispricing2026-09-06 02:16
{"symbol": "GDX", "occ": "GDX260918P00078000", "expiry": "2026-09-18", "type": "P", "K": 78.0, "S": 99.32, "bid": 0.01, "ask": 0.03, "bs": 261, "as": 1, "quote_time": "2026-09-04T19:59:59.974799842Z", "iv": 0.5232, "delta": -0.0061, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.5204568538042049, "stress_vol": 0.4022127559170516, "fair_calendar": 0.0254340034767147, "fair_session": 0.0189261848774762, "stress": 0.0012047035410241, "affordable": true, "net_base": -0.0130738151225237, "net_stress": -0.0307952964589758, "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/GDX?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16