GDX Volatility, technical inputs, holdout forecast and chain denominators = 0.5204568538042049
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "GDX", "bars": 922, "S": 99.32, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.5412754621512433, "rv63": 0.5027659448963145, "ewma": 0.5165978017188888, "forecast": 0.5204568538042049, "stress_vol": 0.4022127559170516, "ATR14": 3.984642857142855, "sma20_distance_pct": 2.553247510899892, "sma50_distance_pct": 17.655978278896313, "ret5_pct": -0.3411599438089552, "train_n": 682, "test_n": 165, "test_qlike": -0.1031121264257464, "test_rv21_qlike": -0.0687497191609192, "test_var_ratio": 1.0425517822389805}, "screen": {"retrieved": 950, "priced": 950, "ask_le_08": 35, "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=GDX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
SLV Best affordable positive-bid contract by adverse scenario = -0.0215041380149986
Options mispricing2026-09-06 02:16
{"symbol": "SLV", "occ": "SLV260909P00055000", "expiry": "2026-09-09", "type": "P", "K": 55.0, "S": 59.83, "bid": 0.01, "ask": 0.02, "bs": 660, "as": 311, "quote_time": "2026-09-04T19:59:59.560527336Z", "iv": 0.3843, "delta": -0.0171, "T": 0.0136986301369863, "sessions": 2, "forecast": 0.4025927485925749, "stress_vol": 0.31084748187763, "fair_calendar": 0.0387619363698981, "fair_session": 0.006387954726421, "stress": 0.0004958619850013, "affordable": true, "net_base": -0.0156120452735789, "net_stress": -0.0215041380149986, "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/SLV?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
SLV Volatility, technical inputs, holdout forecast and chain denominators = 0.4025927485925749
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "SLV", "bars": 922, "S": 59.83, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.3885593523470375, "rv63": 0.4267919752789179, "ewma": 0.3912965668123642, "forecast": 0.4025927485925749, "stress_vol": 0.31084748187763, "ATR14": 1.9296428571428568, "sma20_distance_pct": -0.4069946483116871, "sma50_distance_pct": 6.824406600509225, "ret5_pct": -0.3248646397334465, "train_n": 682, "test_n": 165, "test_qlike": 0.3682506397658981, "test_rv21_qlike": 0.2732270708339249, "test_var_ratio": 0.9406937962406274}, "screen": {"retrieved": 1510, "priced": 1510, "ask_le_08": 350, "ask_le_08_positivebid": 159, "base_positive": 1, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SLV&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
FXE Volatility, technical inputs, holdout forecast and chain denominators = 0.0439809321667581
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "FXE", "bars": 922, "S": 107.13, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.042567339806737, "rv63": 0.0464614741516177, "ewma": 0.0428056092610217, "forecast": 0.0439809321667581, "stress_vol": 0.0340538718453896, "ATR14": 0.221428571428569, "sma20_distance_pct": 0.0434240569275434, "sma50_distance_pct": 0.9774443177212432, "ret5_pct": 0.1121390524249976, "train_n": 682, "test_n": 165, "test_qlike": -4.525525415931474, "test_rv21_qlike": -4.384119892498847, "test_var_ratio": 1.026239379005836}, "screen": {"retrieved": 122, "priced": 122, "ask_le_08": 2, "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=FXE&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
VGK Volatility, technical inputs, holdout forecast and chain denominators = 0.1079954686800303
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "VGK", "bars": 922, "S": 91.74, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.081866352134268, "rv63": 0.1318851207451188, "ewma": 0.1043708727592698, "forecast": 0.1079954686800303, "stress_vol": 0.0654930817074144, "ATR14": 0.6514285714285718, "sma20_distance_pct": -0.3746538524189713, "sma50_distance_pct": 1.5079024355700188, "ret5_pct": -0.271768670507666, "train_n": 682, "test_n": 165, "test_qlike": -2.4792101867633303, "test_rv21_qlike": -2.487673028565516, "test_var_ratio": 0.9960082660673693}, "screen": {"retrieved": 98, "priced": 98, "ask_le_08": 0, "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=VGK&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
EFA Best affordable positive-bid contract by adverse scenario = -0.032
Options mispricing2026-09-06 02:16
{"symbol": "EFA", "occ": "EFA260918P00095000", "expiry": "2026-09-18", "type": "P", "K": 95.0, "S": 108.36, "bid": 0.01, "ask": 0.03, "bs": 1, "as": 10, "quote_time": "2026-09-04T19:59:58.665030436Z", "iv": 0.3032, "delta": -0.0094, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.1176485985766099, "stress_vol": 0.0746394114722054, "fair_calendar": 1.4537023357162e-09, "fair_session": 3.936623506220373e-10, "stress": 1.8708718585821865e-22, "affordable": true, "net_base": -0.0319999996063376, "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/EFA?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
EFA Volatility, technical inputs, holdout forecast and chain denominators = 0.1176485985766099
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "EFA", "bars": 922, "S": 108.36, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.0932992643402567, "rv63": 0.1407986129568268, "ewma": 0.1139937546715673, "forecast": 0.1176485985766099, "stress_vol": 0.0746394114722054, "ATR14": 0.8546428571428554, "sma20_distance_pct": 0.3609790659927059, "sma50_distance_pct": 2.34353085181438, "ret5_pct": 0.5988023952095745, "train_n": 682, "test_n": 165, "test_qlike": -2.439074851759333, "test_rv21_qlike": -2.4475563034544723, "test_var_ratio": 1.0038215480055726}, "screen": {"retrieved": 722, "priced": 722, "ask_le_08": 88, "ask_le_08_positivebid": 6, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EFA&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
ASHR Best affordable positive-bid contract by 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}; 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/ASHR?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
ASHR Volatility, technical inputs, holdout forecast and chain denominators = 0.1838664736019407
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "ASHR", "bars": 922, "S": 34.2, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1376965499031393, "rv63": 0.2340480568818185, "ewma": 0.1663785069023541, "forecast": 0.1838664736019407, "stress_vol": 0.1101572399225114, "ATR14": 0.2939285714285705, "sma20_distance_pct": -0.7645770162635901, "sma50_distance_pct": -1.5408001105506663, "ret5_pct": -0.2770083102493048, "train_n": 682, "test_n": 165, "test_qlike": -2.2404767176351124, "test_rv21_qlike": -2.253013828550784, "test_var_ratio": 1.0510148893277542}, "screen": {"retrieved": 354, "priced": 354, "ask_le_08": 22, "ask_le_08_positivebid": 2, "base_positive": 1, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ASHR&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
KWEB Best affordable positive-bid contract by adverse scenario = -0.0218717170819305
Options mispricing2026-09-06 02:16
{"symbol": "KWEB", "occ": "KWEB260925C00030000", "expiry": "2026-09-25", "type": "C", "K": 30.0, "S": 26.04, "bid": 0.01, "ask": 0.02, "bs": 10, "as": 1124, "quote_time": "2026-09-04T19:59:59.100538853Z", "iv": 0.2929, "delta": 0.023, "T": 0.0575342465753424, "sessions": 14, "forecast": 0.2371415680574228, "stress_vol": 0.1823390469371976, "fair_calendar": 0.0037301415698005, "fair_session": 0.0031957480973906, "stress": 0.0001282829180694, "affordable": true, "net_base": -0.0188042519026093, "net_stress": -0.0218717170819305, "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/KWEB?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
KWEB Volatility, technical inputs, holdout forecast and chain denominators = 0.2371415680574228
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "KWEB", "bars": 922, "S": 26.04, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2332135233528998, "rv63": 0.2497409855594494, "ewma": 0.2279238086714969, "forecast": 0.2371415680574228, "stress_vol": 0.1823390469371976, "ATR14": 0.4174999999999996, "sma20_distance_pct": -2.288930581613502, "sma50_distance_pct": -2.485423368297268, "ret5_pct": -1.0638297872340496, "train_n": 682, "test_n": 165, "test_qlike": -1.5001989826282955, "test_rv21_qlike": -1.4767263350153936, "test_var_ratio": 0.9936070056537596}, "screen": {"retrieved": 408, "priced": 408, "ask_le_08": 46, "ask_le_08_positivebid": 10, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=KWEB&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
INDA Volatility, technical inputs, holdout forecast and chain denominators = 0.1063463154738883
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "INDA", "bars": 922, "S": 49.89, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.0889369344813836, "rv63": 0.1240447875304314, "ewma": 0.1031102750272712, "forecast": 0.1063463154738883, "stress_vol": 0.0711495475851069, "ATR14": 0.331785714285714, "sma20_distance_pct": 0.2597428696311743, "sma50_distance_pct": 0.9230545154419012, "ret5_pct": 0.6557046302834824, "train_n": 682, "test_n": 165, "test_qlike": -2.5554038261166303, "test_rv21_qlike": -2.5740464070224887, "test_var_ratio": 0.9975002344540018}, "screen": {"retrieved": 96, "priced": 96, "ask_le_08": 2, "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=INDA&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
EWH Volatility, technical inputs, holdout forecast and chain denominators = 0.1461572879810158
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "EWH", "bars": 922, "S": 23.19, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1451716598740849, "rv63": 0.1467258380863723, "ewma": 0.1465693559280092, "forecast": 0.1461572879810158, "stress_vol": 0.1161373278992679, "ATR14": 0.2414285714285713, "sma20_distance_pct": 1.595785461594912, "sma50_distance_pct": 3.75467544785868, "ret5_pct": 1.133885739206297, "train_n": 682, "test_n": 165, "test_qlike": -2.597086155427594, "test_rv21_qlike": -2.5731589507371897, "test_var_ratio": 0.9351225348433976}, "screen": {"retrieved": 84, "priced": 84, "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=EWH&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
EWT Volatility, technical inputs, holdout forecast and chain denominators = 0.3057710902654745
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "EWT", "bars": 922, "S": 112.19, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2089123191534409, "rv63": 0.3861544693563364, "ewma": 0.2961895467913545, "forecast": 0.3057710902654745, "stress_vol": 0.1671298553227527, "ATR14": 1.9703571428571425, "sma20_distance_pct": 5.180014953393686, "sma50_distance_pct": 8.627138484835871, "ret5_pct": 3.961451142102579, "train_n": 682, "test_n": 165, "test_qlike": -1.0538429915498642, "test_rv21_qlike": -1.0244866007885918, "test_var_ratio": 1.081091498120777}, "screen": {"retrieved": 156, "priced": 156, "ask_le_08": 5, "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=EWT&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
EWU Volatility, technical inputs, holdout forecast and chain denominators = 0.1027708934641878
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "EWU", "bars": 922, "S": 48.58, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.0813812167961181, "rv63": 0.1240285910670828, "ewma": 0.0983848351169014, "forecast": 0.1027708934641878, "stress_vol": 0.0651049734368945, "ATR14": 0.3546428571428573, "sma20_distance_pct": 0.1056075007083379, "sma50_distance_pct": 1.834829691833284, "ret5_pct": 0.0308864408524733, "train_n": 682, "test_n": 165, "test_qlike": -2.605668004482716, "test_rv21_qlike": -2.6150920911847075, "test_var_ratio": 0.9838269490566268}, "screen": {"retrieved": 94, "priced": 94, "ask_le_08": 0, "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=EWU&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
EWG Best affordable positive-bid contract by adverse scenario = -0.0814882715820166
Options mispricing2026-09-06 02:16
{"symbol": "EWG", "occ": "EWG260918P00042000", "expiry": "2026-09-18", "type": "P", "K": 42.0, "S": 43.89, "bid": 0.03, "ask": 0.08, "bs": 37, "as": 10, "quote_time": "2026-09-04T19:59:59.647268092Z", "iv": 0.1748, "delta": -0.0823, "T": 0.0383561643835616, "sessions": 9, "forecast": 0.1327925646564502, "stress_vol": 0.0868147031880505, "fair_calendar": 0.0179781864778756, "fair_session": 0.0149526652065881, "stress": 0.0005117284179833, "affordable": true, "net_base": -0.0670473347934118, "net_stress": -0.0814882715820166, "spread_pct": 62.5}; 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/EWG?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
EWG Volatility, technical inputs, holdout forecast and chain denominators = 0.1327925646564502
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "EWG", "bars": 922, "S": 43.89, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1085183789850631, "rv63": 0.1546836176001545, "ewma": 0.1311424246866585, "forecast": 0.1327925646564502, "stress_vol": 0.0868147031880505, "ATR14": 0.3403571428571434, "sma20_distance_pct": -0.3332443924676465, "sma50_distance_pct": 2.657781665680381, "ret5_pct": -1.6139878950907849, "train_n": 682, "test_n": 165, "test_qlike": -2.2152292854284714, "test_rv21_qlike": -2.225343192713952, "test_var_ratio": 1.008628951320378}, "screen": {"retrieved": 94, "priced": 94, "ask_le_08": 3, "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=EWG&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
EWW Volatility, technical inputs, holdout forecast and chain denominators = 0.163220028866773
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "EWW", "bars": 922, "S": 76.64, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1532107574091318, "rv63": 0.1793742688892318, "ewma": 0.1558000928895242, "forecast": 0.163220028866773, "stress_vol": 0.1225686059273054, "ATR14": 1.1514285714285737, "sma20_distance_pct": 0.4475841595837249, "sma50_distance_pct": 0.8612158093112221, "ret5_pct": 0.2223094023800165, "train_n": 682, "test_n": 165, "test_qlike": -1.8349872868342283, "test_rv21_qlike": -1.7879612506329423, "test_var_ratio": 0.9839434134037328}, "screen": {"retrieved": 118, "priced": 118, "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=EWW&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
EWZ Best affordable positive-bid contract by adverse scenario = -0.0219687095699172
Options mispricing2026-09-06 02:16
{"symbol": "EWZ", "occ": "EWZ260911P00035000", "expiry": "2026-09-11", "type": "P", "K": 35.0, "S": 37.855, "bid": 0.01, "ask": 0.02, "bs": 415, "as": 622, "quote_time": "2026-09-04T19:49:59.926284319Z", "iv": 0.319, "delta": -0.0252, "T": 0.0191780821917808, "sessions": 4, "forecast": 0.2390229709910715, "stress_vol": 0.1749605245863123, "fair_calendar": 0.0033546600311546, "fair_session": 0.0014807424582036, "stress": 3.129043008279035e-05, "affordable": true, "net_base": -0.0205192575417963, "net_stress": -0.0219687095699172, "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/EWZ?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
EWZ Volatility, technical inputs, holdout forecast and chain denominators = 0.2390229709910715
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "EWZ", "bars": 922, "S": 37.855, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.2514796615443297, "rv63": 0.2187006557328904, "ewma": 0.2456093340973607, "forecast": 0.2390229709910715, "stress_vol": 0.1749605245863123, "ATR14": 0.8610714285714286, "sma20_distance_pct": 7.145384299684388, "sma50_distance_pct": 6.831516355621514, "ret5_pct": 6.483825597749648, "train_n": 682, "test_n": 165, "test_qlike": -1.630488394143399, "test_rv21_qlike": -1.5762411802467788, "test_var_ratio": 0.9935162245968948}, "screen": {"retrieved": 506, "priced": 506, "ask_le_08": 54, "ask_le_08_positivebid": 20, "base_positive": 0, "stress_positive": 0}}; collectedSep6; inputsSep4close. QLIKE uses165overlapping5dayheldoutlabels forlonghistories; nooptionpayoffvalidation. Stress isassumption,notfairvaluebound.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EWZ&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
EWJ Volatility, technical inputs, holdout forecast and chain denominators = 0.1946730884494216
Options mispricing2026-09-06 02:16
{"inputs": {"symbol": "EWJ", "bars": 922, "S": 98.29, "last_bar": "2026-09-04 04:00:00+00:00", "rv21": 0.1676334950136913, "rv63": 0.2267480524698678, "ewma": 0.1848706741209265, "forecast": 0.1946730884494216, "stress_vol": 0.134106796010953, "ATR14": 1.1757142857142893, "sma20_distance_pct": 2.095083772189521, "sma50_distance_pct": 4.316023743596342, "ret5_pct": 2.534946797412907, "train_n": 682, "test_n": 165, "test_qlike": -1.8358963644734168, "test_rv21_qlike": -1.8078006893655445, "test_var_ratio": 1.0361044799005836}, "screen": {"retrieved": 518, "priced": 518, "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=EWJ&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
Foreign market context quotes group 3
Options mispricing2026-09-06 02:12
[{"symbol": "^STOXX50E", "currency": "EUR", "exchange": "ZRH", "price": 6392.93, "previousClose": 6420.16, "changePct": -0.42413273189452544, "asOf": "2026-09-04T16:00:00.000Z"}, {"symbol": "EURUSD=X", "currency": "USD", "exchange": "CCY", "price": 1.1621, "previousClose": 1.1589, "changePct": 0.2761239106048727, "asOf": "2026-09-04T21:29:30.000Z"}, {"symbol": "BZ=F", "currency": "USD", "exchange": "NYM", "price": 96.28, "previousClose": 90.49, "changePct": 6.39849707149962, "asOf": "2026-09-04T20:59:51.000Z"}]; readSep6 viaworldCLI, exchangeclosingtimesdiffer. previousClose referschartwindowbaseline notnecessarilyprior-dayclose; changePctnotusedasdailyreturn. Secondarymarketdata, noforeignoptionvenueeligibilityverified.
https://query1.finance.yahoo.com/v8/finance/chart/
Foreign market context quotes group 2
Options mispricing2026-09-06 02:12
[{"symbol": "0700.HK", "currency": "HKD", "exchange": "HKG", "price": 442.8, "previousClose": 455.2, "changePct": -2.7240773286467435, "asOf": "2026-09-04T08:08:01.000Z"}, {"symbol": "9988.HK", "currency": "HKD", "exchange": "HKG", "price": 110.1, "previousClose": 113.9, "changePct": -3.336259877085172, "asOf": "2026-09-04T08:08:02.000Z"}, {"symbol": "^N225", "currency": "JPY", "exchange": "OSA", "price": 65020.94, "previousClose": 66311.93, "changePct": -1.9468442556263872, "asOf": "2026-09-04T06:45:02.000Z"}, {"symbol": "^FTSE", "currency": "GBP", "exchange": "FGI", "price": 10831.09, "previousClose": 10792.5, "changePct": 0.35756312253880146, "asOf": "2026-09-04T15:35:30.000Z"}]; readSep6 viaworldCLI, exchangeclosingtimesdiffer. previousClose referschartwindowbaseline notnecessarilyprior-dayclose; changePctnotusedasdailyreturn. Secondarymarketdata, noforeignoptionvenueeligibilityverified.
https://query1.finance.yahoo.com/v8/finance/chart/
Foreign market context quotes group 1
Options mispricing2026-09-06 02:12
[{"symbol": "7203.T", "currency": "JPY", "exchange": "JPX", "price": 3081, "previousClose": 3156, "changePct": -2.376425855513308, "asOf": "2026-09-04T06:30:00.000Z"}, {"symbol": "9984.T", "currency": "JPY", "exchange": "JPX", "price": 5590, "previousClose": 5200, "changePct": 7.5, "asOf": "2026-09-04T06:30:00.000Z"}, {"symbol": "SAP.DE", "currency": "EUR", "exchange": "GER", "price": 185.68, "previousClose": 191.32, "changePct": -2.9479406230399263, "asOf": "2026-09-04T15:38:16.000Z"}, {"symbol": "ASML.AS", "currency": "EUR", "exchange": "AMS", "price": 1467.4, "previousClose": 1451.8, "changePct": 1.074528171924517, "asOf": "2026-09-04T15:39:38.000Z"}]; readSep6 viaworldCLI, exchangeclosingtimesdiffer. previousClose referschartwindowbaseline notnecessarilyprior-dayclose; changePctnotusedasdailyreturn. Secondarymarketdata, noforeignoptionvenueeligibilityverified.
https://query1.finance.yahoo.com/v8/finance/chart/
Listing dollar-volume ranking group 6
Options mispricing2026-09-06 02:12
[{"symbol": "ORCL", "close": 158.77, "volume": 1002286, "dollarvolume": 159132948.22, "range_pct": 1.87377968129999, "change_pct": 3.0639402791301507, "date": "2026-09-04T04:00:00Z", "ETF": "N"}, {"symbol": "LRCX", "close": 307.645, "volume": 504330, "dollarvolume": 155154602.85, "range_pct": 3.9591087129646207, "change_pct": 5.120276088293574, "date": "2026-09-04T04:00:00Z", "ETF": "N"}, {"symbol": "HYG", "close": 79.155, "volume": 1929374, "dollarvolume": 152719598.97, "range_pct": 0.10106752574063331, "change_pct": -0.03788596325061677, "date": "2026-09-04T04:00:00Z", "ETF": "Y"}, {"symbol": "EEM", "close": 68.72, "volume": 2089116, "dollarvolume": 143564051.52, "range_pct": 1.4551804423748544, "change_pct": 1.8300363043639356, "date": "2026-09-04T04:00:00Z", "ETF": "Y"}, {"symbol": "ASML", "close": 1714.855, "volume": 77726, "dollarvolume": 133288819.73, "range_pct": 2.632584096031442, "change_pct": 4.1452083080286695, "date": "2026-09-04T04:00:00Z", "ETF": "N"}]; asofSep4IEXdailybars; ranking isresearchtriage, notvalidatedalphasignal; duplicateissuerclasses countasdistinctlistings.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex