Notes

{"symbol":"QQQ","occ":"QQQ260908C00733000","S":719.1,"K":733,"type":"C","expiry":"2026-09-08","T":0.010958904109589,"bid":0.01,"ask":0.02,"quote_time":"2026-09-04T19:59:59.550975895Z","bid_size":146,"ask_size":133,"iv":0.0952,"delta":0.0074,"forecast":0.1634886938907712,"fair":0.8642500956286767,"low":0.1210874091117411,"high":3.551375970659336,"net_gap":0.8422500956286767,"robust_gap":0.099087409111741,"affordable":true,"spread":0.01,"sessions":1,"session_fair":0.09557345375727877,"session_low":0.0025164120229554943,"session_gap":-0.019483587977044504}; Pricing anchoredSep4close, not liveSep6. Fee allowance0.002/share=$0.20/contract roundtrip. BSM r4%,q0 main; calendar low min acrosssigma0.8*min(forecast,RV21,RV63),rates0/6%,q0/4%; session_low r0,q4% and actual sessions/252. This is an adverse scenario not a proven fair-value bound; American/dividend adjustments unresolved. https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=indicative

{"symbol":"QQQ","occ":"QQQ260909C00739000","S":719.1,"K":739,"type":"C","expiry":"2026-09-09","T":0.0136986301369863,"bid":0.01,"ask":0.02,"quote_time":"2026-09-04T19:59:59.246061585Z","bid_size":173,"ask_size":172,"iv":0.1097,"delta":0.0057,"forecast":0.1634886938907712,"fair":0.5136458510715016,"low":0.0369970887151325,"high":2.968574670755544,"net_gap":0.4916458510715016,"robust_gap":0.0149970887151325,"affordable":true,"spread":0.01,"sessions":2,"session_fair":0.13266393490177464,"session_low":0.0031801824810666623,"session_gap":-0.018819817518933336}; Pricing anchoredSep4close, not liveSep6. Fee allowance0.002/share=$0.20/contract roundtrip. BSM r4%,q0 main; calendar low min acrosssigma0.8*min(forecast,RV21,RV63),rates0/6%,q0/4%; session_low r0,q4% and actual sessions/252. This is an adverse scenario not a proven fair-value bound; American/dividend adjustments unresolved. https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=indicative

{"symbol":"TLT","occ":"TLT260909P00081000","S":82.22,"K":81,"type":"P","expiry":"2026-09-09","T":0.0136986301369863,"bid":0.01,"ask":0.02,"quote_time":"2026-09-04T19:59:59.505774368Z","bid_size":2,"ask_size":311,"iv":0.0892,"delta":-0.047,"forecast":0.1139528564650405,"fair":0.0659621887891201,"low":0.0117562910252035,"high":0.1311745829481605,"net_gap":0.0439621887891201,"robust_gap":-0.0102437089747964,"affordable":true,"spread":0.01,"sessions":2,"session_fair":0.024062002859205123,"session_low":0.003254900983356235,"session_gap":-0.018745099016643764}; Pricing anchoredSep4close, not liveSep6. Fee allowance0.002/share=$0.20/contract roundtrip. BSM r4%,q0 main; calendar low min acrosssigma0.8*min(forecast,RV21,RV63),rates0/6%,q0/4%; session_low r0,q4% and actual sessions/252. This is an adverse scenario not a proven fair-value bound; American/dividend adjustments unresolved. https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

{"symbol":"SOFI","occ":"SOFI260911C00020500","S":18.215,"K":20.5,"type":"C","expiry":"2026-09-11","T":0.0191780821917808,"bid":0.01,"ask":0.02,"quote_time":"2026-09-04T19:59:59.966070927Z","bid_size":2024,"ask_size":1090,"iv":0.5,"delta":0.0335,"forecast":0.6066404078716822,"fair":0.0597834347972745,"low":0.0077134745589905,"high":0.1181934783588767,"net_gap":0.0377834347972745,"robust_gap":-0.0142865254410094,"affordable":true,"spread":0.01,"sessions":4,"session_fair":0.039640637887820684,"session_low":0.003954709298539999,"session_gap":-0.01804529070146}; Pricing anchoredSep4close, not liveSep6. Fee allowance0.002/share=$0.20/contract roundtrip. BSM r4%,q0 main; calendar low min acrosssigma0.8*min(forecast,RV21,RV63),rates0/6%,q0/4%; session_low r0,q4% and actual sessions/252. This is an adverse scenario not a proven fair-value bound; American/dividend adjustments unresolved. https://runway.adityaperswal.workers.dev/data/option-chain/SOFI?feed=indicative

{"symbol":"QQQ","occ":"QQQ260910C00743000","S":719.1,"K":743,"type":"C","expiry":"2026-09-10","T":0.0164383561643835,"bid":0.01,"ask":0.02,"quote_time":"2026-09-04T19:59:59.532002503Z","bid_size":58,"ask_size":173,"iv":0.1139,"delta":0.005,"forecast":0.1634886938907712,"fair":0.4205498659437765,"low":0.0216434500181419,"high":2.857799224241859,"net_gap":0.3985498659437765,"robust_gap":-0.000356549981858,"affordable":true,"spread":0.01,"sessions":3,"session_fair":0.18319475913682837,"session_low":0.0047483271694042095,"session_gap":-0.01725167283059579}; Pricing anchoredSep4close, not liveSep6. Fee allowance0.002/share=$0.20/contract roundtrip. BSM r4%,q0 main; calendar low min acrosssigma0.8*min(forecast,RV21,RV63),rates0/6%,q0/4%; session_low r0,q4% and actual sessions/252. This is an adverse scenario not a proven fair-value bound; American/dividend adjustments unresolved. https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=indicative

{"symbol":"QQQ","occ":"QQQ260909C00737000","S":719.1,"K":737,"type":"C","expiry":"2026-09-09","T":0.0136986301369863,"bid":0.01,"ask":0.02,"quote_time":"2026-09-04T19:59:59.759261698Z","bid_size":24,"ask_size":227,"iv":0.1006,"delta":0.0062,"forecast":0.1634886938907712,"fair":0.6952215556344044,"low":0.0684366674645424,"high":3.410655461693437,"net_gap":0.6732215556344043,"robust_gap":0.0464366674645424,"affordable":true,"spread":0.01,"sessions":2,"session_fair":0.2103426950949583,"session_low":0.008376625540308158,"session_gap":-0.013623374459691842}; Pricing anchoredSep4close, not liveSep6. Fee allowance0.002/share=$0.20/contract roundtrip. BSM r4%,q0 main; calendar low min acrosssigma0.8*min(forecast,RV21,RV63),rates0/6%,q0/4%; session_low r0,q4% and actual sessions/252. This is an adverse scenario not a proven fair-value bound; American/dividend adjustments unresolved. https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=indicative

{"symbol":"QQQ","occ":"QQQ260909C00736000","S":719.1,"K":736,"type":"C","expiry":"2026-09-09","T":0.0136986301369863,"bid":0.01,"ask":0.02,"quote_time":"2026-09-04T19:59:59.220501554Z","bid_size":401,"ask_size":25,"iv":0.0961,"delta":0.0064,"forecast":0.1634886938907712,"fair":0.8044810112412506,"low":0.091748282348341,"high":3.650126724898115,"net_gap":0.7824810112412506,"robust_gap":0.069748282348341,"affordable":true,"spread":0.01,"sessions":2,"session_fair":0.2622535446952412,"session_low":0.013243669206024045,"session_gap":-0.008756330793975956}; Pricing anchoredSep4close, not liveSep6. Fee allowance0.002/share=$0.20/contract roundtrip. BSM r4%,q0 main; calendar low min acrosssigma0.8*min(forecast,RV21,RV63),rates0/6%,q0/4%; session_low r0,q4% and actual sessions/252. This is an adverse scenario not a proven fair-value bound; American/dividend adjustments unresolved. https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=indicative

{"columns":["period","threshold","one_way_cost_fraction","return_pct","drawdown_pct","win_pct","closed_trades","avg_win_pct","avg_loss_pct"],"rows":[["train",1.5,0.001,9.37193,15.90236,57.14286,21,3.74771,-3.75586],["train",1.5,0.003,0.55996,18.18364,57.14286,21,3.33668,-4.1444],["train",2,0.001,6.21277,9.13711,50,14,3.46347,-2.47193],["train",2,0.003,0.42832,12.65983,50,14,3.05329,-2.86432],["train",2.5,0.001,-0.94394,1.98334,33.33333,3,1.24275,-1.08283],["train",2.5,0.003,-2.12551,2.95842,33.33333,3,0.83923,-1.47939],["holdout",1.5,0.001,-30.64149,35.79822,50,6,1.61833,-12.49423],["holdout",1.5,0.003,-32.28628,36.69066,33.33333,6,1.88083,-9.6726],["holdout",2,0.001,-23.24315,25.34159,25,4,1.76054,-8.81892],["holdout",2,0.003,-24.46148,26.37938,25,4,1.35547,-9.19229],["holdout",2.5,0.001,-6.34195,6.34195,33.33333,3,0.79332,-3.60391],["holdout",2.5,0.003,-7.45913,7.45913,33.33333,3,0.39114,-3.99292]],"method":"20day population z, next-close trades, fees/slippage split equally; train beforeDec15 2025, holdoutJan1-Sep4 2026. No option returns; no optimized choice."} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex

{"columns":["period","threshold","one_way_cost_fraction","return_pct","drawdown_pct","win_pct","closed_trades","avg_win_pct","avg_loss_pct"],"rows":[["train",1.5,0.001,62.74688,18.21911,59.25926,27,5.41539,-3.06352],["train",1.5,0.003,46.08607,18.87075,59.25926,27,4.99936,-3.45414],["train",2,0.001,18.09484,20.58898,64.28571,14,4.88892,-4.92845],["train",2,0.003,11.66328,21.69283,64.28571,14,4.47447,-5.31348],["train",2.5,0.001,-0.37969,3.8961,33.33333,6,3.98094,-2.01686],["train",2.5,0.003,-2.74212,5.0605,33.33333,6,3.56921,-2.41061],["holdout",1.5,0.001,-20.87081,26.0591,45.45455,11,1.61482,-5.00964],["holdout",1.5,0.003,-24.27701,27.79843,45.45455,11,1.21018,-5.39443],["holdout",2,0.001,3.36226,11.95401,57.14286,7,2.21199,-1.78567],["holdout",2,0.003,0.50826,12.12975,57.14286,7,1.80556,-2.18012],["holdout",2.5,0.001,-2.73774,2.73774,0,2,0,-1.3787],["holdout",2.5,0.003,-3.51274,3.51274,0,2,0,-1.77436]],"method":"20day population z, next-close trades, fees/slippage split equally; train beforeDec15 2025, holdoutJan1-Sep4 2026. No option returns; no optimized choice."} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SOFI&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex

{"columns":["period","threshold","one_way_cost_fraction","return_pct","drawdown_pct","win_pct","closed_trades","avg_win_pct","avg_loss_pct"],"rows":[["train",1.5,0.001,14.20396,13.86024,58.82353,34,2.69635,-2.76062],["train",1.5,0.003,-0.31793,15.04514,52.94118,34,2.55793,-2.7752],["train",2,0.001,11.23602,6.23956,64.70588,17,2.09683,-1.97587],["train",2,0.003,3.92341,7.54287,58.82353,17,1.87238,-2.04915],["train",2.5,0.001,3.03737,5.12196,57.14286,7,2.31183,-2.00061],["train",2.5,0.003,0.19234,6.62793,57.14286,7,1.9051,-2.39441],["holdout",1.5,0.001,-4.64996,9.06615,60,5,2.31235,-5.57444],["holdout",1.5,0.003,-6.53802,9.60994,60,5,1.90562,-5.95753],["holdout",2,0.001,-0.85975,5.29058,50,2,3.82208,-4.50998],["holdout",2,0.003,-1.64971,5.47962,50,2,3.41083,-4.89626],["holdout",2.5,0.001,-3.78974,3.78974,0,1,0,-3.79163],["holdout",2.5,0.003,-4.17381,4.17381,0,1,0,-4.18007]],"method":"20day population z, next-close trades, fees/slippage split equally; train beforeDec15 2025, holdoutJan1-Sep4 2026. No option returns; no optimized choice."} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=F&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex

Issuer registration filedDec19 2025, effectiveDec22: objective tracks Nasdaq100 before fees; annual expenses0.18%; non-diversified, significant technology exposure as ofOct31 2025. Older source statements about unit investment trust structure need updating: filing reclassifies to open-end management company. Structural facts, notSep2026 holdings weights. Exchange primary https://www.nyse.com/trade/hours-calendars confirmsSep7 2026 LaborDay closure. ThereforeSep4close toSep8close has1 regular session, not4. Not evidence zero weekend variance. https://www.sec.gov/Archives/edgar/data/1067839/000110465925123273/tm2529177d1_485bpos.htm

{"symbol":"SOFI","bars":922,"close":18.215,"rv21":0.5178578213935339,"rv63":0.5450827159986797,"forecast":0.6066404078716822,"atr14":0.9017857142857141,"rsi14":51.1687005711569,"sma20":18.236749999999997,"sma50":17.880200000000002,"contracts":448,"cheap":114,"cheap_bid":69,"cheap_model_positive":12,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/SOFI?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"SOFI","n":16,"mse_model":7.674433902911756e-7,"mse_rv21":0.0000010719169589901019,"forecast":0.6066404078716822,"coefficients":[0.0012961482627398958,-0.011705599128074826,0.21952065028830242,-0.03830066419851612]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/SOFI?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"IWM","bars":922,"close":295.94,"rv21":0.12488938914847743,"rv63":0.14697862345527776,"forecast":0.21235762050171722,"atr14":3.0964285714285813,"rsi14":48.0491939721214,"sma20":298.86075000000005,"sma50":296.9629,"contracts":2657,"cheap":599,"cheap_bid":240,"cheap_model_positive":99,"cheap_robust_positive":1,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/IWM?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"IWM","n":16,"mse_model":8.2834673894477e-9,"mse_rv21":1.072799542559839e-8,"forecast":0.21235762050171722,"coefficients":[0.00019052149654987292,0.11912275533329073,0.156476779218531,-0.3362720795439698]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/IWM?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"GLD","bars":922,"close":406.78,"rv21":0.27491388315702747,"rv63":0.26784945491133233,"forecast":0.19710067770239834,"atr14":8.509285714285719,"rsi14":52.413126680483444,"sma20":409.88800000000003,"sma50":388.8721,"contracts":3622,"cheap":352,"cheap_bid":179,"cheap_model_positive":0,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"GLD","n":16,"mse_model":2.3444850789903566e-7,"mse_rv21":2.6252505235155875e-7,"forecast":0.19710067770239834,"coefficients":[0.0000765218351618309,0.23795308190338002,0.2691047371429911,-0.25407907385134204]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"SPY","bars":922,"close":770.18,"rv21":0.08199495975799727,"rv63":0.126740289579067,"forecast":0.13386675231499393,"atr14":5.476428571428561,"rsi14":55.684541901701294,"sma20":769.0065,"sma50":756.8225,"contracts":5196,"cheap":837,"cheap_bid":507,"cheap_model_positive":118,"cheap_robust_positive":2,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/SPY?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"SPY","n":16,"mse_model":2.182697082067272e-9,"mse_rv21":3.716160580346569e-9,"forecast":0.13386675231499393,"coefficients":[0.00006668006870995563,0.197124372396409,0.17051943016633336,-0.12316909581450732]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/SPY?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"EEM","bars":922,"close":68.72,"rv21":0.1771536104950043,"rv63":0.29138717203391623,"forecast":0.10716823479360747,"atr14":0.9446428571428588,"rsi14":62.488619993566694,"sma20":66.76475,"sma50":65.8079,"contracts":948,"cheap":102,"cheap_bid":22,"cheap_model_positive":0,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/EEM?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"EEM","n":16,"mse_model":8.104272903394989e-8,"mse_rv21":4.132804823529751e-8,"forecast":0.10716823479360747,"coefficients":[0.0001090107972533404,0.06375338601951333,0.1899893899288318,-0.27766941598089223]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/EEM?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"PATH","bars":922,"close":15.2,"rv21":0.8853698240296946,"rv63":0.6785664430684183,"forecast":0.5455505834663663,"atr14":0.9496428571428577,"rsi14":45.300564417816204,"sma20":16.684,"sma50":13.894,"contracts":436,"cheap":57,"cheap_bid":14,"cheap_model_positive":0,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"PATH","n":16,"mse_model":4.813812353387763e-7,"mse_rv21":5.753007795891491e-7,"forecast":0.5455505834663663,"coefficients":[0.0019695363972681663,-0.003998918818602065,0.012975613041667363,-0.43880749390788826]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"CHWY","bars":922,"close":23.67,"rv21":0.39702879954066295,"rv63":0.4731033285091863,"forecast":0.5035096958205946,"atr14":0.9878571428571435,"rsi14":54.27197960812248,"sma20":23.3475,"sma50":22.2467,"contracts":416,"cheap":22,"cheap_bid":4,"cheap_model_positive":0,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"CHWY","n":16,"mse_model":2.0065042324579958e-7,"mse_rv21":2.7644993674513573e-7,"forecast":0.5035096958205946,"coefficients":[0.0008379257275496251,-0.011924804018817042,0.1371270292426375,0.10141813742657728]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"ORCL","bars":922,"close":158.77,"rv21":0.49947198735166176,"rv63":0.5743264591140733,"forecast":0.5193617733743715,"atr14":6.137499999999995,"rsi14":60.93941444976834,"sma20":148.26625,"sma50":139.75160000000002,"contracts":760,"cheap":45,"cheap_bid":34,"cheap_model_positive":0,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/ORCL?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"ORCL","n":16,"mse_model":9.564135408298406e-7,"mse_rv21":0.0000015065632208092425,"forecast":0.5193617733743715,"coefficients":[0.0005140060845051582,0.02178228385716252,-0.18952717136120364,0.5375900796201512]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/ORCL?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"XLE","bars":922,"close":64.07,"rv21":0.21720805799361992,"rv63":0.22454947227890787,"forecast":0.20873725576479005,"atr14":1.1217857142857162,"rsi14":63.2353104393717,"sma20":62.86725,"sma50":59.20260000000001,"contracts":1020,"cheap":217,"cheap_bid":52,"cheap_model_positive":1,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"XLE","n":16,"mse_model":1.4010777255689793e-8,"mse_rv21":1.5430556708764406e-8,"forecast":0.20873725576479005,"coefficients":[0.00014830341935680025,0.1696230133442755,0.024119034282114336,-0.023557533154678297]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"QQQ","bars":922,"close":719.1,"rv21":0.13161534742329536,"rv63":0.2379855332697847,"forecast":0.16348869389077128,"atr14":8.16750000000001,"rsi14":53.727663221116266,"sma20":717.5169999999999,"sma50":711.0402,"contracts":5364,"cheap":966,"cheap_bid":445,"cheap_model_positive":59,"cheap_robust_positive":14,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"QQQ","n":16,"mse_model":1.125914953390486e-8,"mse_rv21":1.6753356953239863e-8,"forecast":0.16348869389077128,"coefficients":[0.00012033286104473262,0.1679413593323398,0.23629237887147445,-0.18120113394177387]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/QQQ?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"F","bars":922,"close":14.615,"rv21":0.31092278373827253,"rv63":0.29428851255643595,"forecast":0.37729716394351515,"atr14":0.3789285714285714,"rsi14":59.053696269402494,"sma20":14.07075,"sma50":14.019699999999998,"contracts":420,"cheap":147,"cheap_bid":42,"cheap_model_positive":11,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/F?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"F","n":16,"mse_model":4.409014387524141e-7,"mse_rv21":6.942633806006114e-7,"forecast":0.37729716394351515,"coefficients":[0.0007667908022085487,0.07126428809475405,-0.03676818271292339,-0.6047587153108555]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/F?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"TLT","bars":922,"close":82.22,"rv21":0.10114690727377429,"rv63":0.0960463187687177,"forecast":0.11395285646504054,"atr14":0.6435714285714269,"rsi14":48.21900786803266,"sma20":82.114,"sma50":82.9294,"contracts":950,"cheap":333,"cheap_bid":128,"cheap_model_positive":12,"cheap_robust_positive":1,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"TLT","n":16,"mse_model":6.40041701843131e-10,"mse_rv21":6.31782238440224e-10,"forecast":0.11395285646504054,"coefficients":[0.0000317540786377437,0.09159311443129275,0.24927646847659854,0.25890328433394344]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"IBIT","bars":665,"close":45.22,"rv21":0.44190318323247785,"rv63":0.3848239985382234,"forecast":0.47596036354624816,"atr14":1.6264285714285711,"rsi14":67.32965337611452,"sma20":41.1425,"sma50":38.0459,"contracts":987,"cheap":201,"cheap_bid":138,"cheap_model_positive":20,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"IBIT","n":16,"mse_model":6.23219431341556e-7,"mse_rv21":8.807835978980779e-7,"forecast":0.47596036354624816,"coefficients":[0.0006160634782394989,0.0005777831448364745,0.33204762175704194,0.004316409231383203]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06

{"symbol":"FXI","bars":922,"close":35.89,"rv21":0.1491216905174036,"rv63":0.1758631803588582,"forecast":0.2589391232452511,"atr14":0.39250000000000035,"rsi14":57.86254530249389,"sma20":35.47449999999999,"sma50":34.757299999999994,"contracts":554,"cheap":109,"cheap_bid":8,"cheap_model_positive":4,"cheap_robust_positive":0,"source":"https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06","validation":{"symbol":"FXI","n":16,"mse_model":2.553084597494972e-8,"mse_rv21":5.85873559538141e-9,"forecast":0.2589391232452511,"coefficients":[0.00025599417854602633,0.2385076187751054,0.13536246221708512,-0.12612366561702806]},"period":"Bars Jan2023-Sep4 2026; IBIT startsJan2024; IEX adjusted bars, raw daily snapshot close; Sep4 indicative quotes collectedSep6","method":"RV21/RV63 annualized sample log-return std sqrt252; ATR14 mean true range; RSI14 EWMA alpha1/14. OLS next10-session mean squared log return on intercept/prior5,21,63-day squared returns; train cutoffDec15 2025 purges10 labels; fixed2026 holdout every10th forecast. BSM calendar clock preliminary only, session-clock sensitivity separately recorded. No executable OPRA."} https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-11-06