Runway

Notes

3327 observations, newest first
GLD 06UTC American-priced affordable legs part 28/43 = 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 [["GLD260911C00475000",0.01,0.07,0.6599,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[3.4882699485588314e-10,3.115839150215217e-10,1.7694733573211685e-08,1.6111985296593216e-08,1.34108678098617e-15,1.1274930763868931e-15],-0.07199999999999888,{"ap":0.07,"as":55,"ax":"E","bp":0.01,"bs":400,"bx":"W","c":"A","t":"2026-09-04T19:59:59.91645681Z"},{"delta":0.0053,"gamma":0.0006,"rho":0.0002,"theta":-0.0616,"vega":0.0056}],["GLD260918P00327000",0.03,0.08,0.5207,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.1323722009907451e-06,1.330363978729004e-06,1.4672287201968187e-05,1.6765214153562714e-05,4.526522974575355e-10,5.79552973857363e-10],-0.08199999954734771,{"ap":0.08,"as":97,"ax":"E","bp":0.03,"bs":217,"bx":"N","c":"A","t":"2026-09-04T19:59:59.46820024Z"},{"delta":-0.0049,"gamma":0.0004,"rho":-0.0006,"theta":-0.0245,"vega":0.0095}],["GLD260911C00515000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.717891667021702e-23,2.2968326173189207e-23,9.639963518309536e-19,8.400318051350597e-19,6.903120839739097e-39,5.3296461734478456e-39],-0.07200000000000001,{"ap":0.07,"as":16,"ax":"A","bp":0.03,"bs":15,"bx":"N","c":"A","t":"2026-09-04T19:59:59.484095535Z"},{}]] 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 27/43 = 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 [["GLD260918P00307000",0.04,0.06,0.648,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.4861266526040943e-10,1.8203059618391774e-10,9.585627937850181e-09,1.1329581238874832e-08,2.631777284881045e-16,3.5991408911097946e-16],-0.061999999999999736,{"ap":0.06,"as":9,"ax":"B","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.973575725Z"},{"delta":-0.0036,"gamma":0.0002,"rho":-0.0004,"theta":-0.0235,"vega":0.0073}],["GLD260918P00322000",0.01,0.04,0.5102,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.4867667145944825e-07,1.7648541884425147e-07,2.9276805332734586e-06,3.3726696238284693e-06,1.8520801777726813e-11,2.412337824255352e-11],-0.0419999999814792,{"ap":0.04,"as":109,"ax":"W","bp":0.01,"bs":254,"bx":"W","c":"A","t":"2026-09-04T19:59:59.947743682Z"},{"delta":-0.0024,"gamma":0.0002,"rho":-0.0003,"theta":-0.0128,"vega":0.005}],["GLD260918P00314000",0.04,0.05,0.5941,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.782472645953709e-09,5.772370862021227e-09,1.5297953759493003e-07,1.7868199466261303e-07,7.37044310239974e-14,9.842252875212582e-14],-0.0519999999999263,{"ap":0.05,"as":3,"ax":"X","bp":0.04,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.520740445Z"},{"delta":-0.0036,"gamma":0.0003,"rho":-0.0004,"theta":-0.0212,"vega":0.0072}]] 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 26/43 = 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 [["GLD260911C00565000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[0.0,0.0,9.993976724484925e-40,8.269101042934215e-40,0.0,0.0],-0.07200000000000001,{"ap":0.07,"as":1,"ax":"X","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.860052077Z"},{}],["GLD260918P00290000",0.03,0.05,0.7491,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.174888405217128e-15,6.585073078069028e-15,2.3138981210868935e-12,2.8246816378603274e-12,8.740285896166896e-24,1.2695908392515522e-23],-0.052000000000000005,{"ap":0.05,"as":102,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469674051Z"},{"delta":-0.0026,"gamma":0.0002,"rho":-0.0003,"theta":-0.02,"vega":0.0054}],["GLD260918P00313000",0.04,0.08,0.6196,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.7212465926724268e-09,3.291292805003633e-09,1.1429004584202798e-07,1.337280389279764e-07,3.048690075086067e-14,4.091452989980935e-14],-0.08199999999996951,{"ap":0.08,"as":47,"ax":"A","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469679106Z"},{"delta":-0.0045,"gamma":0.0003,"rho":-0.0005,"theta":-0.0271,"vega":0.0088}]] 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 25/43 = 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 [["GLD260918C00600000",0.03,0.06,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.7278638114314487e-19,1.3104374881597307e-19,8.341843708292649e-16,6.644466615480593e-16,5.205500283977736e-32,3.3916738410156756e-32],-0.062,{"ap":0.06,"as":2,"ax":"Q","bp":0.03,"bs":5,"bx":"N","c":"B","t":"2026-09-04T19:59:05.31250979Z"},{}],["GLD260918P00319000",0.05,0.08,0.5843,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.3799471663686454e-08,5.234383410924021e-08,9.763928592830728e-07,1.1307515487033739e-06,2.5698062473625764e-12,3.3747823919734526e-12],-0.0819999999974302,{"ap":0.08,"as":11,"ax":"A","bp":0.05,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.870263593Z"},{"delta":-0.0051,"gamma":0.0004,"rho":-0.0006,"theta":-0.0286,"vega":0.0099}],["GLD260914P00355000",0.01,0.08,0.4302,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.01713058027226405,[0.0001286063257237635,0.00014267904716003347,0.0006935362400526816,0.0007563907590253748,7.861823119115427e-07,9.201147748458275e-07],-0.08199921381768809,{"ap":0.08,"as":288,"ax":"W","bp":0.01,"bs":275,"bx":"N","c":"A","t":"2026-09-04T19:59:59.971360424Z"},{"delta":-0.0061,"gamma":0.0008,"rho":-0.0004,"theta":-0.0321,"vega":0.009}]] 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 24/43 = 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 [["GLD260918P00320000",0.01,0.02,0.4982,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.739751614996936e-08,8.031474837888608e-08,1.5078401101264417e-06,1.7429629206864624e-06,5.061178198609229e-12,6.632806159474894e-12],-0.021999999994938825,{"ap":0.02,"as":10,"ax":"N","bp":0.01,"bs":36,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468119146Z"},{"delta":-0.0015,"gamma":0.0001,"rho":-0.0002,"theta":-0.0083,"vega":0.0033}],["GLD260918P00294000",0.03,0.04,0.7118,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[7.35869065956789e-14,9.277707353975837e-14,2.171716672149439e-11,2.6292526439988656e-11,6.96888683596977e-22,9.9946619256715e-22],-0.042,{"ap":0.04,"as":77,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.46954869Z"},{"delta":-0.0024,"gamma":0.0002,"rho":-0.0003,"theta":-0.0177,"vega":0.005}],["GLD260918P00283000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.584789461368577e-17,3.3495436698833965e-17,4.028311576897173e-14,4.9825038272119094e-14,7.926882035139218e-28,1.1817684753533364e-27],-0.042,{"ap":0.04,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469724388Z"},{}]] 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 23/43 = 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 [["GLD260918P00329000",0.04,0.08,0.5126,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.3000551660706824e-06,2.691881968700423e-06,2.6082724594663925e-05,2.9737666336166142e-05,1.4410098153077092e-09,1.8337393892110067e-09],-0.08199999855899019,{"ap":0.08,"as":98,"ax":"E","bp":0.04,"bs":37,"bx":"T","c":"A","t":"2026-09-04T19:59:59.467984119Z"},{"delta":-0.0053,"gamma":0.0004,"rho":-0.0006,"theta":-0.0262,"vega":0.0103}],["GLD260911P00360000",0.01,0.08,0.5515,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[8.70467207218718e-07,9.528577102234315e-07,1.0854278894023417e-05,1.1697658119093601e-05,3.689481528529306e-10,4.239520707814116e-10],-0.08199999963105185,{"ap":0.08,"as":345,"ax":"E","bp":0.01,"bs":422,"bx":"W","c":"A","t":"2026-09-04T19:59:59.896931052Z"},{"delta":-0.0067,"gamma":0.0009,"rho":-0.0002,"theta":-0.0633,"vega":0.0069}],["GLD260918C00630000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.525719992982761e-25,3.3210486732131243e-25,3.6636136643947836e-20,2.841094570002953e-20,3.3958188100957306e-44,2.095106034205625e-44],-0.052000000000000005,{"ap":0.05,"as":120,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.475587488Z"},{}]] 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 22/43 = 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 [["GLD260918C00510000",0.03,0.08,0.5207,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.68581804693816e-07,5.648988260786706e-07,1.0160193808952113e-05,8.836471151190207e-06,1.703378076810013e-10,1.317530375588685e-10],-0.08199999986824696,{"ap":0.08,"as":3,"ax":"U","bp":0.03,"bs":411,"bx":"W","c":"O","t":"2026-09-04T19:59:59.468219413Z"},{"delta":0.0051,"gamma":0.0004,"rho":0.0006,"theta":-0.0259,"vega":0.0099}],["GLD260911C00540000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[4.170065039862341e-35,3.416708785632554e-35,8.202838046583768e-28,6.957846777200052e-28,0.0,0.0],-0.042,{"ap":0.04,"as":69,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.470062843Z"},{}],["GLD260918C00620000",0.03,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.8217479622688814e-23,2.8332496063883536e-23,1.1948444140164328e-18,9.348205712028671e-19,1.801092281460366e-39,1.131696466969121e-39],-0.082,{"ap":0.08,"as":72,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471983515Z"},{}]] 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 21/43 = 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 [["GLD260918C00580000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.908233701084368e-16,2.252746468179593e-16,3.170948960704319e-13,2.5714104914247947e-13,6.073710792749323e-26,4.10338415725102e-26],-0.052000000000000005,{"ap":0.05,"as":7,"ax":"D","bp":0.03,"bs":1,"bx":"A","c":" ","t":"2026-09-04T19:59:50.514024441Z"},{}],["GLD260918P00282000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.4166417307655896e-17,1.8372200901175625e-17,2.3489034555636602e-14,2.907842387567552e-14,2.602994623327917e-28,3.896615650273997e-28],-0.042,{"ap":0.04,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.869992681Z"},{}],["GLD260918P00325000",0.03,0.06,0.5223,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.33462860844774e-07,6.292885728157909e-07,7.994536143520878e-06,9.165034589798168e-06,1.3561424413169882e-10,1.7470940375920284e-10],-0.06199999986438576,{"ap":0.06,"as":88,"ax":"E","bp":0.03,"bs":177,"bx":"N","c":"A","t":"2026-09-04T19:59:59.46820024Z"},{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0208,"vega":0.008}]] 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 20/43 = 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 [["GLD260914C00465000",0.04,0.06,0.4193,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.01713058027226405,[0.00022633971366495394,0.00020395323268819157,0.0011658671883058244,0.0010690761055955926,1.7637840388643002e-06,1.5076863050625254e-06],-0.06199849231369494,{"ap":0.06,"as":29,"ax":"A","bp":0.04,"bs":31,"bx":"E","c":"A","t":"2026-09-04T19:59:59.472029781Z"},{"delta":0.0071,"gamma":0.0009,"rho":0.0005,"theta":-0.0362,"vega":0.0103}],["GLD260918P00289000",0.03,0.05,0.7561,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.285870238330241e-15,2.9197836217194233e-15,1.4982755380221765e-12,1.8303129287963573e-12,2.100830695917456e-24,3.0683648889120932e-24],-0.052000000000000005,{"ap":0.05,"as":107,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469494518Z"},{"delta":-0.0025,"gamma":0.0002,"rho":-0.0003,"theta":-0.02,"vega":0.0053}],["GLD260918P00317000",0.01,0.08,0.5743,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.7637371529045056e-08,2.1173178797102096e-08,5.083606937380717e-07,5.905361658653235e-07,5.8221488137227e-13,7.699091958791585e-13],-0.08199999999941779,{"ap":0.08,"as":28,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.473316549Z"},{"delta":-0.0037,"gamma":0.0003,"rho":-0.0004,"theta":-0.0211,"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 19/43 = 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 [["GLD260911P00367000",0.03,0.08,0.4857,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[4.1153865644411204e-05,4.448831080673486e-05,0.00025932479735399236,0.0002767484872325321,1.559045988311564e-07,1.756112926828371e-07],-0.08199984409540118,{"ap":0.08,"as":383,"ax":"E","bp":0.03,"bs":400,"bx":"W","c":"A","t":"2026-09-04T19:59:59.47148135Z"},{"delta":-0.009,"gamma":0.0014,"rho":-0.0003,"theta":-0.0725,"vega":0.009}],["GLD260911P00354000",0.01,0.07,0.6102,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.7320040061713906e-08,1.9167889510264434e-08,4.438365169533958e-07,4.826891911181763e-07,8.019775070599516e-13,9.374008556045739e-13],-0.07199999999919802,{"ap":0.07,"as":109,"ax":"Z","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.859149683Z"},{"delta":-0.0055,"gamma":0.0007,"rho":-0.0002,"theta":-0.0587,"vega":0.0058}],["GLD260918P00309000",0.04,0.07,0.6409,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.106772447004301e-10,5.008310632644675e-10,2.1061700439514627e-08,2.4838160299193797e-08,1.3853740266941996e-15,1.8825525130059436e-15],-0.07199999999999862,{"ap":0.07,"as":25,"ax":"M","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472860756Z"},{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0254,"vega":0.008}]] 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 18/43 = 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 [["GLD260911P00355000",0.01,0.08,0.6073,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[3.208437833382512e-08,3.547033169792898e-08,7.676242106839898e-07,8.334085293368309e-07,2.4478885370988056e-12,2.8522355645357765e-12],-0.08199999999755211,{"ap":0.08,"as":13,"ax":"M","bp":0.01,"bs":178,"bx":"N","c":" ","t":"2026-09-04T19:59:59.447708479Z"},{"delta":-0.0061,"gamma":0.0008,"rho":-0.0002,"theta":-0.0645,"vega":0.0064}],["GLD260911P00350000",0.03,0.08,0.6791,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[9.432684723035944e-10,1.051851366843632e-09,3.67862229314313e-08,4.0271553721819115e-08,5.799601008850394e-15,6.8678283209543944e-15],-0.0819999999999942,{"ap":0.08,"as":155,"ax":"W","bp":0.03,"bs":10,"bx":"A","c":"A","t":"2026-09-04T19:59:59.912212499Z"},{"delta":-0.0066,"gamma":0.0007,"rho":-0.0002,"theta":-0.0773,"vega":0.0069}],["GLD260918P00318000",0.05,0.08,0.5911,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.914086702898379e-08,3.4869052292950775e-08,7.361083510058747e-07,8.540281200432603e-07,1.313573649211408e-12,1.7321502306294952e-12],-0.08199999999868643,{"ap":0.08,"as":25,"ax":"M","bp":0.05,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471839696Z"},{"delta":-0.005,"gamma":0.0004,"rho":-0.0006,"theta":-0.0287,"vega":0.0098}]] 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 17/43 = 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 [["GLD260911C00535000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.572544494653471e-32,2.120631235807354e-32,7.531183789785761e-26,6.422485103260014e-26,0.0,0.0],-0.082,{"ap":0.08,"as":165,"ax":"W","bp":0.01,"bs":50,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.908056204Z"},{}],["GLD260918P00310000",0.01,0.07,0.6132,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.667887462881963e-10,8.120986815072521e-10,3.5125097832797195e-08,4.1297888992042805e-08,2.9236725885128114e-15,3.95687900124097e-15],-0.07199999999999708,{"ap":0.07,"as":23,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472887632Z"},{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0194,"vega":0.0064}],["GLD260918C00615000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.078386626500952e-22,2.293636579264771e-22,6.486528276381046e-18,5.0976139306098155e-18,2.6417003201848175e-37,1.6784725347176443e-37],-0.082,{"ap":0.08,"as":100,"ax":"Z","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.466832523Z"},{}]] 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 16/43 = 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 [["GLD260911C00510000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[3.751751074088372e-21,3.1951265564448667e-21,2.9282754805436827e-17,2.5646418904197528e-17,6.376862398188042e-35,4.974118777119795e-35],-0.052000000000000005,{"ap":0.05,"as":102,"ax":"Z","bp":0.03,"bs":21,"bx":"A","c":"A","t":"2026-09-04T19:59:59.98260962Z"},{}],["GLD260918P00308000",0.04,0.07,0.6478,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.346883998300559e-10,2.8714993374360794e-10,1.532301322035455e-08,1.8083870769034332e-08,4.815394485870645e-16,6.578364225974236e-16],-0.07199999999999952,{"ap":0.07,"as":27,"ax":"E","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469783373Z"},{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0254,"vega":0.0079}],["GLD260918C00550000",0.04,0.08,0.6781,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[9.551264165898201e-12,7.67932210180343e-12,1.1576785522677345e-09,9.66949903496655e-10,1.855932266618597e-18,1.3246547465345132e-18],-0.082,{"ap":0.08,"as":206,"ax":"W","bp":0.04,"bs":312,"bx":"W","c":"A","t":"2026-09-04T19:59:59.470044546Z"},{"delta":0.0043,"gamma":0.0003,"rho":0.0005,"theta":-0.0293,"vega":0.0086}]] 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 15/43 = 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 [["GLD260918P00324000",0.01,0.05,0.5069,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.3359431347648196e-07,3.948029676882601e-07,5.34179371324812e-06,6.137966037359534e-06,6.465124187439464e-11,8.369448137990918e-11],-0.05199999993534876,{"ap":0.05,"as":41,"ax":"A","bp":0.01,"bs":40,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468225638Z"},{"delta":-0.0029,"gamma":0.0003,"rho":-0.0003,"theta":-0.0148,"vega":0.0059}],["GLD260911C00505000",0.01,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.1253414785928287e-19,1.8206525376391273e-19,8.420117696431341e-16,7.416708277217328e-16,2.175581101198467e-31,1.7146246746580914e-31],-0.07200000000000001,{"ap":0.07,"as":506,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.358556707Z"},{}],["GLD260911P00364000",0.01,0.08,0.5071,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[8.468986591199717e-06,9.203650311813627e-06,6.91823160227861e-05,7.415987784541206e-05,1.411444936214652e-08,1.6021463635096837e-08],-0.08199998588555064,{"ap":0.08,"as":479,"ax":"E","bp":0.01,"bs":373,"bx":"N","c":"A","t":"2026-09-04T19:59:59.357489719Z"},{"delta":-0.0072,"gamma":0.0011,"rho":-0.0002,"theta":-0.0623,"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 14/43 = 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 [["GLD260918P00284000",0.03,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.685119945148872e-17,8.628412742158799e-17,7.793903046396634e-14,9.610772669092432e-14,3.513543105433415e-27,5.226392431976664e-27],-0.082,{"ap":0.08,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469778898Z"},{}],["GLD260918C00565000",0.01,0.06,0.6939,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.850508385472458e-14,5.4069194351336506e-14,2.135822435398136e-11,1.7577362005419317e-11,4.929688005168157e-22,3.423683648395265e-22],-0.062,{"ap":0.06,"as":124,"ax":"E","bp":0.01,"bs":1,"bx":"N","c":"A","t":"2026-09-04T19:59:58.958318214Z"},{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.0188,"vega":0.0054}],["GLD260918P00311000",0.04,0.07,0.6273,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.0835212865375805e-09,1.3157988549770198e-09,5.018324850962635e-08,5.894745482406717e-08,6.721529373964268e-15,9.076673879817559e-15],-0.07199999999999329,{"ap":0.07,"as":27,"ax":"M","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.921094729Z"},{"delta":-0.0041,"gamma":0.0003,"rho":-0.0005,"theta":-0.0253,"vega":0.0081}]] 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 13/43 = 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 [["GLD260918P00300000",0.03,0.06,0.6885,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.736450639561642e-12,3.4044582307140655e-12,4.211569029947036e-10,5.04011593249605e-10,4.2993902976610996e-19,6.02390409695374e-19],-0.062,{"ap":0.06,"as":133,"ax":"A","bp":0.03,"bs":51,"bx":"W","c":"A","t":"2026-09-04T19:59:59.460235437Z"},{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0217,"vega":0.0063}],["GLD260911C00500000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.5183736756741128e-17,1.3105781876311475e-17,2.366182321173392e-14,2.096397156207059e-14,3.3756283977532177e-28,2.688105995347626e-28],-0.052000000000000005,{"ap":0.05,"as":5,"ax":"X","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.529975686Z"},{}],["GLD260918P00297000",0.03,0.05,0.7007,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.820236208147868e-13,6.041176764596988e-13,9.067020602088928e-11,1.0925567765341307e-10,1.9910175408946965e-20,2.821882817953354e-20],-0.052000000000000005,{"ap":0.05,"as":114,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469579323Z"},{"delta":-0.0027,"gamma":0.0002,"rho":-0.0003,"theta":-0.0198,"vega":0.0057}]] 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 12/43 = 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 [["GLD260911P00347000",0.03,0.06,0.6973,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[8.501987492783596e-11,9.534433299344227e-11,5.39343107186256e-09,5.928576008161804e-09,1.4798886858748716e-16,1.765897404616756e-16],-0.061999999999999854,{"ap":0.06,"as":98,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.470163137Z"},{"delta":-0.0054,"gamma":0.0006,"rho":-0.0002,"theta":-0.0661,"vega":0.0057}],["GLD260918P00287000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.373427589825615e-16,6.896549892102429e-16,4.726427679804785e-13,5.797389804380204e-13,2.0509592591571737e-25,3.01446761620214e-25],-0.052000000000000005,{"ap":0.05,"as":109,"ax":"Z","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469202043Z"},{}],["GLD260911P00361000",0.03,0.08,0.5536,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.5207009967578881e-06,1.6615572124378842e-06,1.6540847463209005e-05,1.7808817904571107e-05,9.776186640853299e-10,1.1198069781154527e-09],-0.08199999902238134,{"ap":0.08,"as":531,"ax":"E","bp":0.03,"bs":357,"bx":"N","c":"A","t":"2026-09-04T19:59:59.465346036Z"},{"delta":-0.008,"gamma":0.0011,"rho":-0.0003,"theta":-0.0744,"vega":0.0081}]] 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 11/43 = 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 [["GLD260911C00545000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.8284525087683573e-38,2.3001916083840407e-38,7.159597525495995e-30,6.0427974006728346e-30,0.0,0.0],-0.042,{"ap":0.04,"as":103,"ax":"Z","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.859826219Z"},{}],["GLD260911C00550000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.257733459428667e-41,1.8259240717795445e-41,4.5737586499685725e-32,3.8411650187349455e-32,0.0,0.0],-0.052000000000000005,{"ap":0.05,"as":22,"ax":"U","bp":0.03,"bs":88,"bx":"W","c":"A","t":"2026-09-04T19:59:59.868152863Z"},{}],["GLD260918P00293000",0.01,0.08,0.737,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.619501073915929e-14,4.579379338149521e-14,1.261615939648735e-11,1.5293775041674165e-11,2.6230422674876503e-22,3.767460477778187e-22],-0.082,{"ap":0.08,"as":87,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469579323Z"},{"delta":-0.0029,"gamma":0.0002,"rho":-0.0003,"theta":-0.022,"vega":0.006}]] 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 10/43 = 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 [["GLD260911P00366000",0.01,0.08,0.4849,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.4838376205564973e-05,2.6902824011554087e-05,0.00016736077747786111,0.00017881441069034703,6.771311645830352e-08,7.650800651497027e-08],-0.08199993228688354,{"ap":0.08,"as":59,"ax":"U","bp":0.01,"bs":375,"bx":"N","c":" ","t":"2026-09-04T19:59:59.689476077Z"},{"delta":-0.0075,"gamma":0.0012,"rho":-0.0003,"theta":-0.0618,"vega":0.0077}],["GLD260918P00299000",0.01,0.05,0.6678,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.650561087964684e-12,2.0589744858191426e-12,2.5511228818995276e-10,3.0614427034629475e-10,1.3806862792342604e-19,1.9445826829744294e-19],-0.052000000000000005,{"ap":0.05,"as":114,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.502065119Z"},{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0155,"vega":0.0047}],["GLD260918P00301000",0.01,0.05,0.6545,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.418723134913621e-12,6.7281918707061585e-12,6.850218466696087e-10,8.187368974374778e-10,8.71604494683608e-19,1.2199660619599844e-18],-0.052000000000000005,{"ap":0.05,"as":90,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469679106Z"},{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0154,"vega":0.0047}]] 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 9/43 = 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 [["GLD260918C00560000",0.03,0.06,0.6936,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.2590226576434606e-13,2.585617812407139e-13,8.63870723370778e-11,7.14620558698198e-11,9.147571384224015e-21,6.4102358472927266e-21],-0.062,{"ap":0.06,"as":108,"ax":"B","bp":0.03,"bs":213,"bx":"N","c":" ","t":"2026-09-04T19:59:59.471011305Z"},{"delta":0.0033,"gamma":0.0002,"rho":0.0004,"theta":-0.0232,"vega":0.0067}],["GLD260911C00555000",0.03,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[5.350352242282116e-45,4.303157051674515e-45,2.039185471350709e-34,1.704074337647274e-34,0.0,0.0],-0.082,{"ap":0.08,"as":24,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.972376306Z"},{}],["GLD260911C00585000",0.03,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[0.0,0.0,0.0,0.0,0.0,0.0],-0.082,{"ap":0.08,"as":155,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.908056204Z"},{}]] 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 8/43 = 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 [["GLD260918P00292000",0.03,0.08,0.7596,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.999077987194979e-14,2.5320263669527404e-14,7.2597091816534154e-12,8.825378777928252e-12,8.426973127435503e-23,1.216206278531993e-22],-0.082,{"ap":0.08,"as":40,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469642882Z"},{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.026,"vega":0.0069}],["GLD260911P00335000",0.03,0.06,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.0002221394142289e-15,1.1486494573357814e-15,5.685776980026658e-13,6.37058510835792e-13,7.0428151935964005e-25,8.723151551105826e-25],-0.062,{"ap":0.06,"as":195,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.478286203Z"},{}],["GLD260918P00291000",0.03,0.08,0.7667,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[9.29805965379953e-15,1.1819983804823408e-14,4.488019659775783e-12,5.4610261753408736e-12,1.88212785369584e-23,2.731842730302213e-23],-0.082,{"ap":0.08,"as":39,"ax":"T","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469654793Z"},{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0261,"vega":0.0068}]] 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 7/43 = 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 [["GLD260918P00316000",0.01,0.04,0.5475,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.2055973303163534e-08,1.4487603630887506e-08,3.426434538336409e-07,3.9906300816201584e-07,3.217894447420209e-13,4.269883197919231e-13],-0.04199999999967821,{"ap":0.04,"as":33,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469487727Z"},{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0129,"vega":0.0047}],["GLD260918P00285000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.2065574572137827e-16,1.556022406432975e-16,1.414741798184427e-13,1.742516619911687e-13,1.626086018768522e-26,2.405647258038114e-26],-0.07200000000000001,{"ap":0.07,"as":36,"ax":"T","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469637815Z"},{}],["GLD260911P00363000",0.04,0.08,0.5368,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[4.961214612622772e-06,5.401910513338715e-06,4.506634359798921e-05,4.835544221150758e-05,6.0589302810734954e-09,6.897647276956982e-09],-0.08199999394106973,{"ap":0.08,"as":84,"ax":"E","bp":0.04,"bs":325,"bx":"N","c":"A","t":"2026-09-04T19:59:59.469224447Z"},{"delta":-0.0089,"gamma":0.0012,"rho":-0.0003,"theta":-0.0792,"vega":0.0089}]] 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 6/43 = 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 [["GLD260918P00315000",0.01,0.03,0.5422,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.844148852562909e-09,8.253448919038828e-09,2.478084902373274e-07,2.8887250141231445e-07,1.3040662121168048e-13,1.739314591008488e-13],-0.03199999999986959,{"ap":0.03,"as":17,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.973575725Z"},{"delta":-0.0018,"gamma":0.0002,"rho":-0.0002,"theta":-0.0107,"vega":0.004}],["GLD260911P00351000",0.04,0.05,0.6522,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.8831655085385206e-09,2.095986650949439e-09,7.479487890043717e-08,8.172232568018568e-08,2.1279789058074036e-14,2.511713021223243e-14],-0.05199999999997872,{"ap":0.05,"as":111,"ax":"Z","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.466243706Z"},{"delta":-0.0057,"gamma":0.0007,"rho":-0.0002,"theta":-0.0653,"vega":0.006}],["GLD260918P00306000",0.04,0.06,0.6548,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[7.944749126326446e-11,9.765885636689155e-11,6.348985379063663e-09,7.522397536386097e-09,9.420331335557666e-17,1.29500541359671e-16],-0.0619999999999999,{"ap":0.06,"as":119,"ax":"W","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.972221418Z"},{"delta":-0.0036,"gamma":0.0002,"rho":-0.0004,"theta":-0.0235,"vega":0.0072}]] 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 5/43 = 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 [["GLD260918C00585000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.2282718565391905e-17,4.0294487340528523e-17,7.609451885022308e-14,6.143188207693702e-14,1.3987122067979116e-27,9.341210233515063e-28],-0.052000000000000005,{"ap":0.05,"as":107,"ax":"B","bp":0.03,"bs":2,"bx":"U","c":" ","t":"2026-09-04T19:59:59.473844487Z"},{}],["GLD260918P00323000",0.03,0.06,0.5352,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.4112567049231265e-07,2.856441932662558e-07,4.13314736666855e-06,4.7553178305940036e-06,3.855261187183934e-11,4.9978278735388515e-11],-0.06199999996144739,{"ap":0.06,"as":106,"ax":"A","bp":0.03,"bs":35,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468140673Z"},{"delta":-0.0039,"gamma":0.0003,"rho":-0.0005,"theta":-0.0209,"vega":0.0079}],["GLD260911C00560000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.8853333942675106e-50,1.5081232407229589e-50,5.916542694074806e-37,4.919754884941519e-37,0.0,0.0],-0.07200000000000001,{"ap":0.07,"as":1,"ax":"I","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.473890625Z"},{}]] 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 4/43 = 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 [["GLD260918C00595000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.3122115726035942e-18,1.000831396941556e-18,3.903167705791253e-15,3.1229489024186335e-15,1.1857238542859945e-30,7.775649823015895e-31],-0.052000000000000005,{"ap":0.05,"as":272,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.965009572Z"},{}],["GLD260918C00605000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.7917004877435286e-20,1.349728983879532e-20,1.7157273965518312e-16,1.3604929310713643e-16,7.0574467036366235e-34,4.556172696379243e-34],-0.052000000000000005,{"ap":0.05,"as":104,"ax":"B","bp":0.03,"bs":2,"bx":"U","c":" ","t":"2026-09-04T19:59:59.47800457Z"},{}],["GLD260918P00295000",0.03,0.07,0.7309,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.3493614008424208e-13,1.6991371124606944e-13,3.2881514543606467e-11,3.9723777248805054e-11,2.5305570215185756e-21,3.60975919886593e-21],-0.07200000000000001,{"ap":0.07,"as":51,"ax":"A","bp":0.03,"bs":2,"bx":"N","c":"A","t":"2026-09-04T19:59:59.469703379Z"},{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0239,"vega":0.0066}]] 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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