Runway

Notes

3327 observations, newest first
GLD 06UTC indicative American calendar flags part 2/2 = 13
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","near":"GLD260925P00620000","far":"GLD260930P00620000","gap":2.6100000000000136},{"s":"GLD","near":"GLD261009P00620000","far":"GLD261016P00620000","gap":1.1300000000000239},{"s":"GLD","near":"GLD260918P00640000","far":"GLD260925P00640000","gap":4.1200000000000045},{"s":"GLD","near":"GLD261009P00640000","far":"GLD261016P00640000","gap":2.5900000000000034},{"s":"GLD","near":"GLD260911P00650000","far":"GLD260918P00650000","gap":0.12000000000000455},{"s":"GLD","near":"GLD260911P00655000","far":"GLD260918P00655000","gap":0.0800000000000125},{"s":"GLD","near":"GLD260911P00660000","far":"GLD260918P00660000","gap":6.109000000000009},{"s":"GLD","near":"GLD260911P00670000","far":"GLD260918P00670000","gap":0.37000000000000455},{"s":"GLD","near":"GLD260918P00800000","far":"GLD261016P00800000","gap":0.05000000000001137},{"s":"GLD","near":"GLD260918P00810000","far":"GLD261016P00810000","gap":6.170000000000016},{"s":"GLD","near":"GLD260918P00880000","far":"GLD261016P00880000","gap":5.180000000000007},{"s":"GLD","near":"GLD260918P00900000","far":"GLD261016P00900000","gap":5.579999999999984},{"s":"GLD","near":"GLD260930P00450000","far":"GLD261002P00450000","gap":0.04999999999999716}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative American calendar flags part 1/2 = 15
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","near":"GLD260918C00205000","far":"GLD260925C00205000","gap":1.009999999999991},{"s":"GLD","near":"GLD260918C00225000","far":"GLD260925C00225000","gap":0.6799999999999784},{"s":"GLD","near":"GLD261002C00230000","far":"GLD261009C00230000","gap":1.7300000000000182},{"s":"GLD","near":"GLD260911C00245000","far":"GLD260918C00245000","gap":1.3599999999999852},{"s":"GLD","near":"GLD260911C00260000","far":"GLD260918C00260000","gap":1.9099999999999966},{"s":"GLD","near":"GLD261002C00275000","far":"GLD261009C00275000","gap":0.3400000000000034},{"s":"GLD","near":"GLD260930C00290000","far":"GLD261002C00290000","gap":0.28000000000000114},{"s":"GLD","near":"GLD261009C00320000","far":"GLD261016C00320000","gap":0.3199999999999932},{"s":"GLD","near":"GLD260918C00345000","far":"GLD260925C00345000","gap":0.22999999999999687},{"s":"GLD","near":"GLD260911P00575000","far":"GLD260918P00575000","gap":0.6799999999999784},{"s":"GLD","near":"GLD261002P00575000","far":"GLD261009P00575000","gap":1.6899999999999977},{"s":"GLD","near":"GLD260911P00580000","far":"GLD260918P00580000","gap":0.6899999999999977},{"s":"GLD","near":"GLD260925P00600000","far":"GLD260930P00600000","gap":0.75},{"s":"GLD","near":"GLD261009P00610000","far":"GLD261016P00610000","gap":2.6200000000000045},{"s":"GLD","near":"GLD260925P00615000","far":"GLD260930P00615000","gap":0.21999999999999886}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative vertical flags part 7/7 = 10
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD260911P00570000","b":"GLD260911P00575000","monotone_gap":-10.280000000000001,"width_gap":1.6599999999999966},{"s":"GLD","a":"GLD260911P00585000","b":"GLD260911P00590000","monotone_gap":-10.759999999999991,"width_gap":2.190000000000026},{"s":"GLD","a":"GLD260911P00605000","b":"GLD260911P00610000","monotone_gap":-10.740000000000009,"width_gap":0.9499999999999886},{"s":"GLD","a":"GLD260911P00645000","b":"GLD260911P00650000","monotone_gap":-7.389999999999986,"width_gap":0.8400000000000034},{"s":"GLD","a":"GLD260911P00655000","b":"GLD260911P00660000","monotone_gap":-8.549999999999983,"width_gap":0.4689999999999941},{"s":"GLD","a":"GLD260911P00665000","b":"GLD260911P00670000","monotone_gap":-13.009999999999991,"width_gap":6.0},{"s":"GLD","a":"GLD260911P00675000","b":"GLD260911P00680000","monotone_gap":-13.819999999999993,"width_gap":2.1399999999999864},{"s":"GLD","a":"GLD260911P00690000","b":"GLD260911P00695000","monotone_gap":-10.890000000000043,"width_gap":0.7899999999999636},{"s":"GLD","a":"GLD261009P00575000","b":"GLD261009P00580000","monotone_gap":-10.900000000000006,"width_gap":0.9199999999999875},{"s":"GLD","a":"GLD261009P00605000","b":"GLD261009P00610000","monotone_gap":-11.02000000000001,"width_gap":1.960000000000008}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative vertical flags part 6/7 = 11
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD261016P00425000","b":"GLD261016P00426000","monotone_gap":-1.5899999999999999,"width_gap":0.019999999999999574},{"s":"GLD","a":"GLD261016P00570000","b":"GLD261016P00575000","monotone_gap":-12.219999999999999,"width_gap":2.6799999999999784},{"s":"GLD","a":"GLD261016P00585000","b":"GLD261016P00590000","monotone_gap":-10.0,"width_gap":0.12000000000000455},{"s":"GLD","a":"GLD261016P00610000","b":"GLD261016P00615000","monotone_gap":-14.200000000000017,"width_gap":1.5900000000000034},{"s":"GLD","a":"GLD261016P00685000","b":"GLD261016P00690000","monotone_gap":-13.46999999999997,"width_gap":1.160000000000025},{"s":"GLD","a":"GLD261016P00700000","b":"GLD261016P00705000","monotone_gap":-10.480000000000018,"width_gap":2.7900000000000205},{"s":"GLD","a":"GLD261016P00810000","b":"GLD261016P00820000","monotone_gap":-20.670000000000016,"width_gap":4.930000000000007},{"s":"GLD","a":"GLD261016P00880000","b":"GLD261016P00890000","monotone_gap":-20.939999999999998,"width_gap":5.3700000000000045},{"s":"GLD","a":"GLD260911P00495000","b":"GLD260911P00500000","monotone_gap":-8.930000000000007,"width_gap":2.489999999999995},{"s":"GLD","a":"GLD260911P00520000","b":"GLD260911P00525000","monotone_gap":-9.310000000000002,"width_gap":1.2199999999999989},{"s":"GLD","a":"GLD260911P00550000","b":"GLD260911P00555000","monotone_gap":-7.6200000000000045,"width_gap":0.7800000000000011}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative vertical flags part 5/7 = 11
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD260918P00690000","b":"GLD260918P00695000","monotone_gap":-11.900000000000034,"width_gap":1.8599999999999568},{"s":"GLD","a":"GLD260918P00710000","b":"GLD260918P00715000","monotone_gap":1.5,"width_gap":-9.580000000000041},{"s":"GLD","a":"GLD260918P00745000","b":"GLD260918P00750000","monotone_gap":-11.760000000000048,"width_gap":1.2899999999999636},{"s":"GLD","a":"GLD260918P00750000","b":"GLD260918P00755000","monotone_gap":-13.430000000000007,"width_gap":0.2699999999999818},{"s":"GLD","a":"GLD260918P00770000","b":"GLD260918P00780000","monotone_gap":-18.71999999999997,"width_gap":1.9099999999999682},{"s":"GLD","a":"GLD260918P00800000","b":"GLD260918P00810000","monotone_gap":-15.979999999999961,"width_gap":0.08999999999997499},{"s":"GLD","a":"GLD260918P00820000","b":"GLD260918P00830000","monotone_gap":-18.859999999999957,"width_gap":4.480000000000018},{"s":"GLD","a":"GLD260918P00840000","b":"GLD260918P00850000","monotone_gap":-17.920000000000016,"width_gap":2.8500000000000227},{"s":"GLD","a":"GLD260918P00890000","b":"GLD260918P00900000","monotone_gap":-18.769999999999982,"width_gap":1.4699999999999704},{"s":"GLD","a":"GLD260925P00432000","b":"GLD260925P00433000","monotone_gap":-2.1900000000000013,"width_gap":0.17999999999999972},{"s":"GLD","a":"GLD260925P00640000","b":"GLD260925P00645000","monotone_gap":-12.800000000000011,"width_gap":2.230000000000018}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative vertical flags part 4/7 = 11
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD261002C00210000","b":"GLD261002C00215000","monotone_gap":-10.900000000000006,"width_gap":1.5800000000000125},{"s":"GLD","a":"GLD261002C00235000","b":"GLD261002C00240000","monotone_gap":-10.629999999999995,"width_gap":0.5199999999999818},{"s":"GLD","a":"GLD261002C00280000","b":"GLD261002C00285000","monotone_gap":-10.890000000000015,"width_gap":0.0799999999999983},{"s":"GLD","a":"GLD261002C00369000","b":"GLD261002C00370000","monotone_gap":-1.6499999999999986,"width_gap":0.2700000000000031},{"s":"GLD","a":"GLD261002C00374000","b":"GLD261002C00375000","monotone_gap":-1.8999999999999986,"width_gap":0.03999999999999915},{"s":"GLD","a":"GLD260918P00314000","b":"GLD260918P00315000","monotone_gap":0.010000000000000002,"width_gap":-1.04},{"s":"GLD","a":"GLD260918P00319000","b":"GLD260918P00320000","monotone_gap":0.030000000000000002,"width_gap":-1.07},{"s":"GLD","a":"GLD260918P00585000","b":"GLD260918P00590000","monotone_gap":-12.969999999999999,"width_gap":1.6800000000000068},{"s":"GLD","a":"GLD260918P00600000","b":"GLD260918P00605000","monotone_gap":-10.829999999999984,"width_gap":1.5700000000000216},{"s":"GLD","a":"GLD260918P00635000","b":"GLD260918P00640000","monotone_gap":-11.280000000000001,"width_gap":2.710000000000008},{"s":"GLD","a":"GLD260918P00660000","b":"GLD260918P00665000","monotone_gap":-15.699999999999989,"width_gap":5.120000000000033}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative vertical flags part 3/7 = 10
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD261016C00325000","b":"GLD261016C00330000","monotone_gap":-8.090000000000003,"width_gap":0.3399999999999892},{"s":"GLD","a":"GLD261016C00365000","b":"GLD261016C00366000","monotone_gap":-2.5700000000000003,"width_gap":0.6499999999999986},{"s":"GLD","a":"GLD261016C00372000","b":"GLD261016C00373000","monotone_gap":-2.3999999999999986,"width_gap":0.259999999999998},{"s":"GLD","a":"GLD261016C00375000","b":"GLD261016C00376000","monotone_gap":-2.460000000000001,"width_gap":0.14000000000000057},{"s":"GLD","a":"GLD260911C00205000","b":"GLD260911C00210000","monotone_gap":-7.6299999999999955,"width_gap":1.1699999999999875},{"s":"GLD","a":"GLD260911C00260000","b":"GLD260911C00265000","monotone_gap":-10.129999999999995,"width_gap":3.799999999999983},{"s":"GLD","a":"GLD260911C00285000","b":"GLD260911C00290000","monotone_gap":-10.739999999999995,"width_gap":0.769999999999996},{"s":"GLD","a":"GLD260911C00335000","b":"GLD260911C00340000","monotone_gap":-6.8700000000000045,"width_gap":0.4200000000000017},{"s":"GLD","a":"GLD260911C00358000","b":"GLD260911C00359000","monotone_gap":-2.8100000000000023,"width_gap":0.3100000000000023},{"s":"GLD","a":"GLD260911C00393000","b":"GLD260911C00394000","monotone_gap":-1.5600000000000005,"width_gap":0.009999999999999787}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative vertical flags part 2/7 = 10
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD260918C00360000","b":"GLD260918C00361000","monotone_gap":-3.719999999999999,"width_gap":0.05999999999999517},{"s":"GLD","a":"GLD260918C00381000","b":"GLD260918C00382000","monotone_gap":-1.8900000000000006,"width_gap":0.16000000000000014},{"s":"GLD","a":"GLD260918C00384000","b":"GLD260918C00385000","monotone_gap":-1.5399999999999991,"width_gap":0.07000000000000028},{"s":"GLD","a":"GLD260925C00220000","b":"GLD260925C00225000","monotone_gap":-10.860000000000014,"width_gap":1.4899999999999807},{"s":"GLD","a":"GLD260925C00349000","b":"GLD260925C00350000","monotone_gap":-4.1200000000000045,"width_gap":0.7899999999999991},{"s":"GLD","a":"GLD260925C00363000","b":"GLD260925C00364000","monotone_gap":-2.690000000000005,"width_gap":0.3100000000000023},{"s":"GLD","a":"GLD260925C00381000","b":"GLD260925C00382000","monotone_gap":-1.5899999999999999,"width_gap":0.08999999999999986},{"s":"GLD","a":"GLD260925C00383000","b":"GLD260925C00384000","monotone_gap":-1.4199999999999982,"width_gap":0.07000000000000028},{"s":"GLD","a":"GLD261016C00300000","b":"GLD261016C00305000","monotone_gap":-6.820000000000007,"width_gap":0.030000000000001137},{"s":"GLD","a":"GLD261016C00315000","b":"GLD261016C00320000","monotone_gap":-9.290000000000006,"width_gap":0.769999999999996}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative vertical flags part 1/7 = 11
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD260930C00280000","b":"GLD260930C00285000","monotone_gap":-10.088999999999984,"width_gap":0.45999999999999375},{"s":"GLD","a":"GLD260930C00382000","b":"GLD260930C00383000","monotone_gap":-2.0,"width_gap":0.05000000000000071},{"s":"GLD","a":"GLD260918C00240000","b":"GLD260918C00245000","monotone_gap":-13.129999999999995,"width_gap":1.4099999999999966},{"s":"GLD","a":"GLD260918C00304000","b":"GLD260918C00305000","monotone_gap":1.009999999999991,"width_gap":-3.8200000000000074},{"s":"GLD","a":"GLD260918C00305000","b":"GLD260918C00306000","monotone_gap":-5.160000000000011,"width_gap":1.7199999999999989},{"s":"GLD","a":"GLD260918C00306000","b":"GLD260918C00307000","monotone_gap":0.1700000000000017,"width_gap":-3.7700000000000102},{"s":"GLD","a":"GLD260918C00307000","b":"GLD260918C00308000","monotone_gap":-2.1200000000000045,"width_gap":0.06999999999999318},{"s":"GLD","a":"GLD260918C00314000","b":"GLD260918C00315000","monotone_gap":0.01999999999999602,"width_gap":-5.439999999999998},{"s":"GLD","a":"GLD260918C00328000","b":"GLD260918C00329000","monotone_gap":-3.269999999999996,"width_gap":0.46999999999999886},{"s":"GLD","a":"GLD260918C00337000","b":"GLD260918C00338000","monotone_gap":-2.6499999999999915,"width_gap":0.1600000000000108},{"s":"GLD","a":"GLD260918C00346000","b":"GLD260918C00347000","monotone_gap":-4.890000000000001,"width_gap":0.9500000000000028}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC chain census part 1/1 = 1
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","contracts":2756,"valid":2756,"affordable_positive_bid":127}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 43/43 = 1
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261016C00900000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.3276000421242818e-21,7.533722119057917e-22,2.7165932058615263e-17,1.706835604416127e-17,2.5599222606738182e-36,1.067596244044022e-36],-0.052000000000000005,{"ap":0.05,"as":83,"ax":"W","bp":0.03,"bs":88,"bx":"W","c":"A","t":"2026-09-04T19:59:59.487771212Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 42/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261009P00270000",0.05,0.08,0.5356,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[1.8601866542198752e-07,2.5153387918779765e-07,3.683752295877541e-06,4.7185942854483485e-06,2.138795353309768e-11,3.393665114435457e-11],-0.08199999997861206,{"ap":0.08,"as":99,"ax":"W","bp":0.05,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.85312554Z"},{"delta":-0.0032,"gamma":0.0002,"rho":-0.0012,"theta":-0.0098,"vega":0.0116}],["GLD261016C00810000",0.01,0.07,0.6945,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[6.324429779084687e-16,3.8566943840878597e-16,6.654957843566617e-13,4.4322588644618595e-13,8.465833868618925e-26,3.955519984968274e-26],-0.07200000000000001,{"ap":0.07,"as":99,"ax":"I","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.865251347Z"},{"delta":0.0016,"gamma":0.0001,"rho":0.0006,"theta":-0.0063,"vega":0.0069}],["GLD261016C00800000",0.01,0.07,0.6833,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[2.5388071638760014e-15,1.5620973993836191e-15,1.9610563486412303e-12,1.3155705071033203e-12,1.0136367463844543e-24,4.800273197664788e-25],-0.07200000000000001,{"ap":0.07,"as":109,"ax":"W","bp":0.01,"bs":4,"bx":"B","c":" ","t":"2026-09-04T19:59:59.770545433Z"},{"delta":0.0016,"gamma":0.0001,"rho":0.0007,"theta":-0.0063,"vega":0.007}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 41/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261016P00225000",0.03,0.06,0.6549,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[2.7364842450403762e-12,4.188675713781555e-12,4.1803922055664517e-10,5.93742083068247e-10,2.174210670385565e-19,4.2086431961791155e-19],-0.062,{"ap":0.06,"as":1,"ax":"A","bp":0.03,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.52163699Z"},{"delta":-0.0017,"gamma":0.0001,"rho":-0.0008,"theta":-0.0061,"vega":0.0072}],["GLD261016P00220000",0.01,0.06,0.6623,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[3.2861090977708836e-13,5.095299996957714e-13,8.479737099601649e-11,1.2164125869605064e-10,6.2341879345468555e-21,1.2355252039374963e-20],-0.062,{"ap":0.06,"as":1,"ax":"A","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.521411372Z"},{"delta":-0.0013,"gamma":0.0001,"rho":-0.0006,"theta":-0.005,"vega":0.0058}],["GLD261016C00820000",0.01,0.06,0.6978,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.518745668943497e-16,9.178466354703999e-17,2.12680206599356e-13,1.4057293839499893e-13,5.371220762969906e-27,2.46978681685345e-27],-0.062,{"ap":0.06,"as":34,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.879410229Z"},{"delta":0.0014,"gamma":0.0001,"rho":0.0006,"theta":-0.0057,"vega":0.0061}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 40/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261016C00780000",0.03,0.07,0.6732,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[3.715127207228938e-14,2.326811866298155e-14,1.3751694571039685e-11,9.338338281413094e-12,9.415992175943651e-23,4.572332519829677e-23],-0.07200000000000001,{"ap":0.07,"as":49,"ax":"A","bp":0.03,"bs":46,"bx":"W","c":"A","t":"2026-09-04T19:59:59.469508496Z"},{"delta":0.0021,"gamma":0.0001,"rho":0.0008,"theta":-0.0076,"vega":0.0085}],["GLD261009P00250000",0.03,0.06,0.6041,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[3.005807253972479e-10,4.2735813210905967e-10,2.001559799309765e-08,2.672111367108021e-08,5.65569861994004e-16,9.750151767941609e-16],-0.06199999999999943,{"ap":0.06,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469255811Z"},{"delta":-0.002,"gamma":0.0001,"rho":-0.0007,"theta":-0.0074,"vega":0.0077}],["GLD261016P00215000",0.01,0.04,0.6652,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[3.6511334826927344e-14,5.752062992946509e-14,1.1919002648094627e-11,1.7357194443204323e-11,1.3942011664834623e-22,2.8290495905363923e-22],-0.042,{"ap":0.04,"as":53,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.474384149Z"},{"delta":-0.001,"gamma":0,"rho":-0.0004,"theta":-0.0037,"vega":0.0043}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 39/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261016C00850000",0.01,0.06,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[2.5977289963109857e-18,1.5358136993013916e-18,8.484045817200779e-15,5.5054252594226635e-15,2.9334613374619666e-30,1.29770165777662e-30],-0.062,{"ap":0.06,"as":117,"ax":"W","bp":0.01,"bs":3,"bx":"T","c":"A","t":"2026-09-04T19:59:59.976357026Z"},{}],["GLD261016P00255000",0.03,0.08,0.5366,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[7.486252986016455e-08,1.0546078932198055e-07,1.8359508952783168e-06,2.4309515591286497e-06,5.015981365526709e-12,8.466834087819403e-12],-0.08199999999498402,{"ap":0.08,"as":104,"ax":"Z","bp":0.03,"bs":4,"bx":"S","c":" ","t":"2026-09-04T19:59:59.469968749Z"},{"delta":-0.0025,"gamma":0.0001,"rho":-0.0011,"theta":-0.0071,"vega":0.0102}],["GLD261016C00750000",0.01,0.03,0.5903,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.7259913861746991e-12,1.110130951835997e-12,3.383637999485048e-10,2.349756042913082e-10,6.691799124518575e-20,3.391592346698802e-20],-0.032,{"ap":0.03,"as":2,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.474586491Z"},{"delta":0.001,"gamma":0,"rho":0.0004,"theta":-0.0034,"vega":0.0043}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 38/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261016C00695000",0.04,0.08,0.5752,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.187683548020682e-09,8.019845176104063e-10,7.139149663439432e-08,5.1664509682100874e-08,4.076228597632283e-15,2.2371070976313117e-15],-0.08199999999999777,{"ap":0.08,"as":106,"ax":"Z","bp":0.04,"bs":64,"bx":"E","c":"A","t":"2026-09-04T19:59:59.471623709Z"},{"delta":0.0028,"gamma":0.0001,"rho":0.0011,"theta":-0.0086,"vega":0.0112}],["GLD261009P00255000",0.01,0.06,0.5677,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[1.8269206273443576e-09,2.559871717667219e-09,7.821719468255637e-08,1.0348995693823216e-07,1.03301841389501e-14,1.7438462126012696e-14],-0.06199999999998967,{"ap":0.06,"as":99,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.850193993Z"},{"delta":-0.0017,"gamma":0.0001,"rho":-0.0006,"theta":-0.0059,"vega":0.0066}],["GLD261016C00880000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[3.247171144629042e-20,1.8724703122738377e-20,2.4024160202304493e-16,1.52757573061652e-16,9.068486088673987e-34,3.871995231984391e-34],-0.052000000000000005,{"ap":0.05,"as":32,"ax":"B","bp":0.03,"bs":1,"bx":"U","c":"A","t":"2026-09-04T19:59:59.471489725Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 37/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261009P00260000",0.04,0.07,0.5705,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[9.034404843627388e-09,1.2523746083531005e-08,3.272789316076119e-07,4.276686671501911e-07,1.5688787750489657e-13,2.593754256759594e-13],-0.07199999999984312,{"ap":0.07,"as":99,"ax":"W","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.921940106Z"},{"delta":-0.0026,"gamma":0.0001,"rho":-0.0009,"theta":-0.0087,"vega":0.0095}],["GLD261016C00770000",0.04,0.08,0.6721,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.364273679829056e-13,8.620418046926e-14,4.020555884058091e-11,2.748666969679122e-11,7.798973887426899e-22,3.8335689962940417e-22],-0.082,{"ap":0.08,"as":281,"ax":"W","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.755920568Z"},{"delta":0.0024,"gamma":0.0001,"rho":0.001,"theta":-0.0089,"vega":0.0099}],["GLD261016C00870000",0.03,0.06,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.5184086003316325e-19,8.83269505983674e-20,7.698549127445573e-16,4.922098515423202e-16,1.4660890297594802e-32,6.334086839037955e-33],-0.062,{"ap":0.06,"as":119,"ax":"W","bp":0.03,"bs":1,"bx":"Z","c":"A","t":"2026-09-04T19:59:59.469358467Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 36/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261002C00650000",0.03,0.08,0.6393,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[8.734701514028883e-12,6.215226625484721e-12,1.2895684984929487e-09,9.747008171538772e-10,1.7349605228162525e-18,1.030177094408324e-18],-0.082,{"ap":0.08,"as":1,"ax":"Q","bp":0.03,"bs":408,"bx":"H","c":" ","t":"2026-09-04T19:59:59.472439617Z"},{"delta":0.0029,"gamma":0.0001,"rho":0.0007,"theta":-0.0123,"vega":0.0092}],["GLD260925P00280000",0.03,0.05,0.6301,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[6.099267152137638e-11,7.979563195469344e-11,5.056052953630588e-09,6.307293797749624e-09,5.1978390881422475e-17,7.86732673264607e-17],-0.051999999999999956,{"ap":0.05,"as":30,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.858613245Z"},{"delta":-0.0024,"gamma":0.0001,"rho":-0.0005,"theta":-0.0119,"vega":0.0064}],["GLD261009P00265000",0.04,0.08,0.5532,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[4.643719686938101e-08,6.344212785869243e-08,1.1469597178646183e-06,1.4851292728172928e-06,1.996787789250525e-12,3.2336711549922428e-12],-0.08199999999800321,{"ap":0.08,"as":99,"ax":"W","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.473746956Z"},{"delta":-0.0029,"gamma":0.0001,"rho":-0.0011,"theta":-0.0093,"vega":0.0105}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 35/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260925C00650000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[1.1020938841352904e-16,7.875905590011069e-17,1.368219513750405e-13,1.0368153461694005e-13,7.752904787475076e-27,4.6221958308720706e-27],-0.07200000000000001,{"ap":0.07,"as":100,"ax":"Z","bp":0.03,"bs":1,"bx":"N","c":" ","t":"2026-09-04T19:59:59.976205193Z"},{}],["GLD260930P00285000",0.03,0.07,0.5426,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06093619286637767,[6.631598393661458e-08,8.614144754169978e-08,1.6294093148478191e-06,2.018632870452551e-06,4.766651751511293e-12,7.105480966034672e-12],-0.07199999999523336,{"ap":0.07,"as":1,"ax":"C","bp":0.03,"bs":6,"bx":"S","c":" ","t":"2026-09-04T19:59:59.470916796Z"},{"delta":-0.0029,"gamma":0.0002,"rho":-0.0008,"theta":-0.011,"vega":0.009}],["GLD260930C00620000",0.03,0.05,0.59,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06093619286637767,[2.1165757802057747e-10,1.5572404814512113e-10,1.5885263729048882e-08,1.233361803538881e-08,2.847978264965168e-16,1.7779747843141821e-16],-0.051999999999999824,{"ap":0.05,"as":3,"ax":"C","bp":0.03,"bs":408,"bx":"W","c":"O","t":"2026-09-04T19:59:59.904118988Z"},{"delta":0.0024,"gamma":0.0001,"rho":0.0006,"theta":-0.0101,"vega":0.0074}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 34/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD261002P00255000",0.03,0.05,0.6524,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[4.35740071317323e-12,6.087589673037782e-12,6.348718680054275e-10,8.359266034618021e-10,6.56265173924603e-19,1.1014705562820578e-18],-0.052000000000000005,{"ap":0.05,"as":29,"ax":"C","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471489725Z"},{"delta":-0.0019,"gamma":0.0001,"rho":-0.0005,"theta":-0.0086,"vega":0.0064}],["GLD261002P00245000",0.03,0.04,0.6951,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[3.6300932928502945e-14,5.213289040622543e-14,1.1281299216582427e-11,1.5219073699106947e-11,1.4441777500792512e-22,2.537169931316265e-22],-0.042,{"ap":0.04,"as":29,"ax":"C","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471683905Z"},{"delta":-0.0016,"gamma":0.0001,"rho":-0.0005,"theta":-0.0078,"vega":0.0054}],["GLD260930P00255000",0.01,0.05,0.6629,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06093619286637767,[3.9591516811731753e-13,5.526685030603611e-13,8.80623676607427e-11,1.1593962767752443e-10,1.0291584905598552e-20,1.724230339885685e-20],-0.052000000000000005,{"ap":0.05,"as":104,"ax":"Z","bp":0.01,"bs":3,"bx":"C","c":" ","t":"2026-09-04T19:59:59.994258992Z"},{"delta":-0.0015,"gamma":0.0001,"rho":-0.0004,"theta":-0.0074,"vega":0.0049}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 33/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260925P00260000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[1.5617033458714678e-15,2.1471786203127595e-15,8.660933454139002e-13,1.1256506421113458e-12,8.807300603243497e-25,1.441787975987614e-24],-0.082,{"ap":0.08,"as":108,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.912692417Z"},{}],["GLD261002P00240000",0.03,0.04,0.7212,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[2.415286603929588e-15,3.5191628233512287e-15,1.5415084693014175e-12,2.0979526043466304e-12,1.8841617472557015e-24,3.374350076346589e-24],-0.042,{"ap":0.04,"as":29,"ax":"C","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471523729Z"},{"delta":-0.0015,"gamma":0.0001,"rho":-0.0004,"theta":-0.0078,"vega":0.0052}],["GLD260925C00640000",0.03,0.07,0.7318,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[1.5130185289953108e-15,1.0925513461751487e-15,1.2132459700623608e-12,9.286740695738332e-13,6.706212716997895e-25,4.0629933307703717e-25],-0.07200000000000001,{"ap":0.07,"as":1,"ax":"U","bp":0.03,"bs":1,"bx":"I","c":" ","t":"2026-09-04T16:17:18.634480489Z"},{"delta":0.0027,"gamma":0.0001,"rho":0.0005,"theta":-0.0159,"vega":0.0073}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 32/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260930C00650000",0.01,0.08,0.6557,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06093619286637767,[8.14827038467409e-13,5.810397550063612e-13,1.8714982735548664e-10,1.4165163544999555e-10,2.1688979580411115e-20,1.2850026613930628e-20],-0.082,{"ap":0.08,"as":31,"ax":"C","bp":0.01,"bs":3,"bx":"C","c":"A","t":"2026-09-04T19:59:59.468119146Z"},{"delta":0.0024,"gamma":0.0001,"rho":0.0006,"theta":-0.0113,"vega":0.0075}],["GLD261002P00280000",0.01,0.07,0.5313,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[5.965724815322986e-08,7.843048066624315e-08,1.3666753201944854e-06,1.7115239738572487e-06,3.500937840890119e-12,5.3200162985967354e-12],-0.07199999999649907,{"ap":0.07,"as":3,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.473734499Z"},{"delta":-0.0023,"gamma":0.0001,"rho":-0.0007,"theta":-0.0084,"vega":0.0076}],["GLD261002P00270000",0.04,0.06,0.5915,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[2.0172885699977763e-09,2.71360019056324e-09,8.13845928174702e-08,1.0393871648349169e-07,1.2203039333301089e-14,1.9281383849484577e-14],-0.061999999999987794,{"ap":0.06,"as":33,"ax":"C","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471523729Z"},{"delta":-0.0026,"gamma":0.0001,"rho":-0.0007,"theta":-0.0102,"vega":0.0084}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 31/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260918P00326000",0.01,0.07,0.5094,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[7.556688812033965e-07,8.903843842390318e-07,1.065342796656974e-05,1.220142374579927e-05,2.1603463102497852e-10,2.7789036228626503e-10],-0.07199999978396537,{"ap":0.07,"as":97,"ax":"E","bp":0.01,"bs":195,"bx":"N","c":"A","t":"2026-09-04T19:59:59.467571073Z"},{"delta":-0.0037,"gamma":0.0003,"rho":-0.0004,"theta":-0.0188,"vega":0.0074}],["GLD260925C00645000",0.01,0.03,0.686,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[3.924231501174015e-16,2.8168420870965667e-16,4.2305874347028375e-13,3.222489180068983e-13,7.441490764546664e-26,4.472350591703636e-26],-0.032,{"ap":0.03,"as":1,"ax":"N","bp":0.01,"bs":1,"bx":"N","c":" ","t":"2026-09-04T16:30:21.84540679Z"},{"delta":0.0012,"gamma":0.0001,"rho":0.0002,"theta":-0.0072,"vega":0.0036}],["GLD260925P00300000",0.05,0.07,0.5455,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[1.5581883141365015e-07,1.9503034074536902e-07,3.0585084929672654e-06,3.6771865167436766e-06,1.856768338744525e-11,2.616954482564256e-11],-0.07199999998143232,{"ap":0.07,"as":1,"ax":"X","bp":0.05,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.530392259Z"},{"delta":-0.0039,"gamma":0.0002,"rho":-0.0008,"theta":-0.0162,"vega":0.0102}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 30/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260911C00480000",0.01,0.05,0.6784,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.762955881050343e-11,1.5636575793165874e-11,1.697045009251683e-09,1.5372027776981162e-09,9.508612657927673e-18,7.907784229700155e-18],-0.052,{"ap":0.05,"as":58,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.921017214Z"},{"delta":0.0039,"gamma":0.0005,"rho":0.0001,"theta":-0.0489,"vega":0.0043}],["GLD260911P00353000",0.04,0.06,0.6375,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[8.667824203144585e-09,9.612385363902853e-09,2.3227752379357493e-07,2.531159779263001e-07,2.504385751778334e-13,2.936703973339927e-13],-0.06199999999974956,{"ap":0.06,"as":109,"ax":"Z","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.466123205Z"},{"delta":-0.0065,"gamma":0.0008,"rho":-0.0002,"theta":-0.0708,"vega":0.0067}],["GLD260918P00312000",0.01,0.07,0.6,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.821599310261856e-09,2.2085097669102056e-09,7.593914825028198e-08,8.897117760492849e-08,1.553606054163016e-14,2.088211820318483e-14],-0.07199999999998448,{"ap":0.07,"as":17,"ax":"B","bp":0.01,"bs":2,"bx":"U","c":"A","t":"2026-09-04T19:59:59.472344412Z"},{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0193,"vega":0.0065}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 29/43 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260918P00302000",0.03,0.07,0.6822,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[8.240763003005998e-12,1.0209922337504022e-11,9.897702996057102e-10,1.1805785147792623e-09,2.874225691837553e-18,4.001074630488179e-18],-0.07200000000000001,{"ap":0.07,"as":26,"ax":"Q","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469467811Z"},{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0237,"vega":0.007}],["GLD260918C00590000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[8.695671437452239e-18,6.6674417030735256e-18,1.7570598570053478e-14,1.412153749292665e-14,7.566934937277865e-29,5.0202695126462946e-29],-0.052000000000000005,{"ap":0.05,"as":1,"ax":"C","bp":0.03,"bs":10,"bx":"U","c":" ","t":"2026-09-04T19:59:58.170410228Z"},{}],["GLD260911C00520000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[3.1369575331438223e-25,2.6359515864948855e-25,2.5461082924358026e-20,2.2074117612172514e-20,1.8051204713923435e-43,1.3795686547676435e-43],-0.052000000000000005,{"ap":0.05,"as":87,"ax":"E","bp":0.01,"bs":3,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.484140585Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
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