Runway

Notes

3327 observations, newest first
GLD 06UTC American-priced affordable legs part 3/43 = 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 [["GLD260918C00635000",0.01,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.1578893199984385e-26,3.034985784196809e-26,6.113591756459656e-21,4.720359761949948e-21,2.4076894946705382e-46,1.4763746265660314e-46],-0.042,{"ap":0.04,"as":107,"ax":"Z","bp":0.01,"bs":6,"bx":"X","c":" ","t":"2026-09-04T19:59:59.902951667Z"},{}],["GLD260911P00369000",0.01,0.05,0.4305,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[0.00011010189749995635,0.00011863577213489537,0.000568742945010472,0.0006053844374336048,7.415998637211101e-07,8.302769344862993e-07],-0.051999258400136285,{"ap":0.05,"as":2,"ax":"Q","bp":0.01,"bs":472,"bx":"A","c":" ","t":"2026-09-04T19:59:59.466274096Z"},{"delta":-0.0058,"gamma":0.001,"rho":-0.0002,"theta":-0.0436,"vega":0.0061}],["GLD260918P00334000",0.05,0.08,0.4844,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.3742316230206861e-05,1.592465955637509e-05,0.00011290713260501289,0.00012768886613716098,2.235928492059458e-08,2.7993387626700274e-08],-0.08199997764071508,{"ap":0.08,"as":95,"ax":"E","bp":0.05,"bs":164,"bx":"N","c":"A","t":"2026-09-04T19:59:59.470269412Z"},{"delta":-0.006,"gamma":0.0005,"rho":-0.0007,"theta":-0.0277,"vega":0.0115}]] 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 2/43 = 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 [["GLD260911C00575000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[0.0,0.0,1.9434283606839234e-46,1.592118154218363e-46,0.0,0.0],-0.082,{"ap":0.08,"as":179,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.487458873Z"},{}],["GLD260911C00530000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[6.252693735046722e-30,5.1834629179104675e-30,7.853468823739153e-24,6.737393181946206e-24,0.0,0.0],-0.082,{"ap":0.08,"as":68,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472116663Z"},{}],["GLD260918C00535000",0.01,0.05,0.5814,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[8.695027000634447e-10,7.121363674545613e-10,4.1403014554261457e-08,3.509040297010427e-08,3.5250278737948272e-15,2.592095442842373e-15],-0.05199999999999741,{"ap":0.05,"as":94,"ax":"Q","bp":0.01,"bs":328,"bx":"N","c":"A","t":"2026-09-04T19:59:59.470630301Z"},{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.016,"vega":0.0055}]] 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 1/43 = 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 [["GLD260918C00625000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.365810781666516e-24,3.2202375529883445e-24,2.1268681549366649e-19,1.6566477320520433e-19,2.539112173023744e-41,1.5853429483118897e-41],-0.042,{"ap":0.04,"as":99,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.46954869Z"},{}],["GLD260914C00495000",0.03,0.08,0.5942,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.01713058027226405,[1.7917656546687933e-08,1.5509759094648938e-08,4.587236664441096e-07,4.0685610618224876e-07,5.819655314038201e-13,4.663778757506766e-13],-0.08199999999953363,{"ap":0.08,"as":37,"ax":"E","bp":0.03,"bs":10,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468119146Z"},{"delta":0.0057,"gamma":0.0005,"rho":0.0004,"theta":-0.042,"vega":0.0084}],["GLD260918C00575000",0.03,0.06,0.7444,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.1689697738254025e-15,1.692761824950324e-15,1.2718410370684112e-12,1.0359841145723473e-12,9.08929109006941e-25,6.183886259966919e-25],-0.062,{"ap":0.06,"as":258,"ax":"E","bp":0.03,"bs":4,"bx":"T","c":"A","t":"2026-09-04T19:59:59.986917768Z"},{"delta":0.0031,"gamma":0.0002,"rho":0.0003,"theta":-0.0235,"vega":0.0063}]] 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 hold20 test realized trade audit part 1/1 = 1
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-06-16 04:00:00+00:00","2026-07-16 04:00:00+00:00","398.2278299999999","367.08254999999997","0.4997501249374636","0.4606648164817803","-0.07917059736884766","-79.1310318529212","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold10 test realized trade audit part 1/1 = 2
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-06-16 04:00:00+00:00","2026-07-01 04:00:00+00:00","398.2278299999999","370.833795","0.4997501249374636","0.4653723859086114","-0.06975546086897011","-69.72060056868577","Closed"],["2026-07-13 04:00:00+00:00","2026-07-27 04:00:00+00:00","373.1427699999999","373.51610999999997","0.4649072460925936","0.46537239907214256","2.830015985769015e-08","2.631389876683876e-05","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold5 test realized trade audit part 1/1 = 3
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-06-16 04:00:00+00:00","2026-06-24 04:00:00+00:00","398.2278299999999","364.44519","0.4997501249374636","0.45735510055985384","-0.0857900275578426","-85.74715398085218","Closed"],["2026-06-26 04:00:00+00:00","2026-07-06 04:00:00+00:00","372.64226999999994","379.82979","0.4568979740224677","0.46571061711387557","0.01827834499290729","16.702677591489586","Closed"],["2026-07-13 04:00:00+00:00","2026-07-20 04:00:00+00:00","373.1427699999999","367.42221","0.46524513923566246","0.4581125804735247","-0.016323088586172735","-15.188475244061223","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold20 train realized trade audit part 2/2 = 2
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-11-12 05:00:00+00:00","2024-12-11 05:00:00+00:00","241.53128999999996","249.10065","0.568136309762167","0.5859411592194355","0.030323375617296023","34.45562144548733","Closed"],["2024-12-17 05:00:00+00:00","2025-01-17 05:00:00+00:00","244.0438","249.4503","0.5853555108842556","0.5983233657104289","0.021142733189698042","24.752030775495825","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold20 train realized trade audit part 1/2 = 7
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-06-14 04:00:00+00:00","2022-07-14 04:00:00+00:00","169.77961","158.86098","0.4997501249374636","0.46761089039313186","-0.06527845301918159","-65.24583010412954","Closed"],["2022-09-16 04:00:00+00:00","2022-10-14 04:00:00+00:00","154.81465999999998","153.86598","0.4671435131913313","0.4642809308745594","-0.007124779526693265","-6.656589077626443","Closed"],["2022-10-18 04:00:00+00:00","2022-11-15 05:00:00+00:00","154.23408","165.10473000000002","0.4638168819681141","0.4965073936110055","0.06944626372459325","64.42069901015572","Closed"],["2023-02-14 05:00:00+00:00","2023-03-15 04:00:00+00:00","172.14197","178.68114000000003","0.4960111343469862","0.5148531467242989","0.036968081897750124","36.67316047347362","Closed"],["2023-08-03 04:00:00+00:00","2023-08-31 04:00:00+00:00","179.61943999999997","180.18963","0.5143385508754363","0.5159712844945534","0.0021728464636125377","2.2351574027388503","Closed"],["2023-10-03 04:00:00+00:00","2023-10-31 04:00:00+00:00","169.30913999999996","184.89492","0.5154555710666955","0.5629059162189667","0.09100913258433702","93.82232881710215","Closed"],["2024-06-05 04:00:00+00:00","2024-07-05 04:00:00+00:00","216.90668999999997","219.36042","0.5623432916149795","0.5687047302822232","0.01030671965442859","11.591829312449802","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold10 train realized trade audit part 2/2 = 6
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-10-03 04:00:00+00:00","2023-10-17 04:00:00+00:00","169.30913999999996","178.19163","0.49346696138161406","0.519355790241095","0.05143691365392357","50.764834967302136","Closed"],["2024-06-05 04:00:00+00:00","2024-06-20 04:00:00+00:00","216.90668999999994","216.10368","0.5188366939989919","0.5169159092889777","-0.0047002477655252","-4.877322023282327","Closed"],["2024-06-25 04:00:00+00:00","2024-07-10 04:00:00+00:00","215.17495999999997","219.91986","0.5163992517084353","0.5277865562974124","0.021040331969853946","21.73042336986113","Closed"],["2024-11-12 05:00:00+00:00","2024-11-26 05:00:00+00:00","241.53128999999996","242.46729000000002","0.5272590335025598","0.5293023068827788","0.0028733366596106684","3.0299854201473173","Closed"],["2024-11-29 05:00:00+00:00","2024-12-13 05:00:00+00:00","245.49524999999997","245.42433","0.5287732690946996","0.5286205142034258","-0.0012887409837866212","-1.3629035660265751","Closed"],["2024-12-17 05:00:00+00:00","2025-01-02 05:00:00+00:00","244.04379999999998","243.97578","0.528092157867377","0.5279449677786517","-0.001278581098966642","-1.350417303123507","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold10 train realized trade audit part 1/2 = 7
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-06-14 04:00:00+00:00","2022-06-29 04:00:00+00:00","169.77961","170.40942","0.4997501249374636","0.501603984928062","0.0027077190541315447","2.7063658711959473","Closed"],["2022-07-01 04:00:00+00:00","2022-07-18 04:00:00+00:00","167.30213499999996","159.91992000000002","0.5011026316196876","0.4789914531600331","-0.04510298704496465","-45.20245100429","Closed"],["2022-09-16 04:00:00+00:00","2022-09-30 04:00:00+00:00","154.81465999999998","154.78506","0.47851270108287736","0.47842121119460235","-0.001191100765263361","-1.139913688896188","Closed"],["2022-10-11 04:00:00+00:00","2022-10-25 04:00:00+00:00","155.64549","153.80594010000002","0.4779430290743676","0.4722942945602868","-0.012812935440981678","-12.24770635199677","Closed"],["2022-10-31 04:00:00+00:00","2022-11-14 05:00:00+00:00","152.31215999999998","164.0358","0.47182223629476994","0.5081389298688712","0.07593265055134168","71.65342598186022","Closed"],["2023-02-14 05:00:00+00:00","2023-03-01 05:00:00+00:00","172.14197","170.77904999999998","0.5076310448814638","0.5036119175083755","-0.00891345968679223","-9.049497708630863","Closed"],["2023-08-03 04:00:00+00:00","2023-08-17 04:00:00+00:00","179.61943999999997","176.35347","0.5031085572709344","0.4939606751999233","-0.019173628728605098","-19.29283337459608","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold5 train realized trade audit part 3/3 = 4
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-11-12 05:00:00+00:00","2024-11-19 05:00:00+00:00","241.53128999999996","242.50725","0.5134151186477993","0.5154896847182437","0.003038698340078463","3.1202273376122385","Closed"],["2024-11-27 05:00:00+00:00","2024-12-05 05:00:00+00:00","245.09484999999998","243.91584","0.5149744526495397","0.5124972074956191","-0.00580801818153242","-5.981961968026701","Closed"],["2024-12-09 05:00:00+00:00","2024-12-16 05:00:00+00:00","246.52627999999999","245.16459","0.5119849664085905","0.5091570131011778","-0.006520746733370476","-6.677048594488217","Closed"],["2024-12-18 05:00:00+00:00","2024-12-26 05:00:00+00:00","243.81356999999997","242.14761","0.5086481105392977","0.5051725558102499","-0.007829509202461397","-7.9649301245650035","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold5 train realized trade audit part 2/3 = 7
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-10-31 04:00:00+00:00","2022-11-07 05:00:00+00:00","152.31215999999998","156.06378","0.4972595019654591","0.5095075633991427","0.023618810408834262","23.489355801831106","Closed"],["2023-02-14 05:00:00+00:00","2023-02-22 05:00:00+00:00","172.14197","170.63919","0.5089983104621751","0.5045548125691858","-0.009725522369704365","-9.900548909083941","Closed"],["2023-08-03 04:00:00+00:00","2023-08-10 04:00:00+00:00","179.61943999999997","178.04178","0.50405050990787","0.49962325900759175","-0.009778956052863544","-9.858175569626553","Closed"],["2023-10-03 04:00:00+00:00","2023-10-10 04:00:00+00:00","169.30913999999996","171.90792000000002","0.49912388543532415","0.5067850971749832","0.014341644343595809","14.316514496615483","Closed"],["2024-06-05 04:00:00+00:00","2024-06-12 04:00:00+00:00","216.90668999999997","216.25353","0.5062785653436777","0.5047540346446482","-0.004009743129637623","-4.060093998139578","Closed"],["2024-06-14 04:00:00+00:00","2024-06-24 04:00:00+00:00","215.55533999999997","215.33445","0.5042495328608538","0.5037328039349795","-0.0020242360732049577","-2.041440188627546","Closed"],["2024-06-26 04:00:00+00:00","2024-07-03 04:00:00+00:00","212.60238999999996","217.12266","0.5032293228715616","0.5139287906023797","0.020250983420271113","20.3817773481331","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC hold5 train realized trade audit part 1/3 = 7
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-06-14 04:00:00+00:00","2022-06-22 04:00:00+00:00","169.77961","171.43839000000003","0.4997501249374636","0.5046327814134408","0.008765310510490882","8.76093004546815","Closed"],["2022-06-24 04:00:00+00:00","2022-07-01 04:00:00+00:00","170.41024","166.967865","0.5041284008223101","0.49394474634369107","-0.021190417034211036","-21.365382104429845","Closed"],["2022-07-06 04:00:00+00:00","2022-07-13 04:00:00+00:00","164.48431999999997","159.9399","0.493451048446218","0.47981784125925053","-0.02861447285674379","-28.23968326379661","Closed"],["2022-09-16 04:00:00+00:00","2022-09-23 04:00:00+00:00","154.81465999999998","153.7461","0.47933826320695516","0.47602978005346813","-0.00789873762600998","-7.572334350359088","Closed"],["2022-09-27 04:00:00+00:00","2022-10-04 04:00:00+00:00","152.40224999999998","159.02082000000001","0.4755539881692812","0.49620648745646095","0.04240658169416822","40.33323809858267","Closed"],["2022-10-11 04:00:00+00:00","2022-10-18 04:00:00+00:00","155.64549","153.92592000000002","0.49571052894816603","0.4902339233989199","-0.012042467179742646","-11.939155551024543","Closed"],["2022-10-20 04:00:00+00:00","2022-10-27 04:00:00+00:00","152.07191999999998","154.5600852","0.48974393446997055","0.49775701022163843","0.015353585312791695","15.038650558614373","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":0.983993906468936,"dd":6.974682048947479,"n":18,"p":0.3888888888888889,"W":1.8253659147175778,"L":1.0494802403589294},{"period":"train","hold":10,"ret":5.536199058952457,"dd":8.509858541862636,"n":13,"p":0.38461538461538464,"W":3.079819037777228,"L":1.1807710189360685},{"period":"train","hold":20,"ret":19.60484080551473,"dd":10.401464075548372,"n":9,"p":0.7777777777777778,"W":3.733845044738794,"L":3.6201616272937427},{"period":"test","hold":5,"ret":-8.423295163342392,"dd":9.665601988506756,"n":3,"p":0.3333333333333333,"W":1.827834499290729,"L":5.105655807200766},{"period":"test","hold":10,"ret":-6.972057425478703,"dd":9.057571430924849,"n":2,"p":0.5,"W":2.830015985769015e-06,"L":6.975546086897011},{"period":"test","hold":20,"ret":-7.913103185292118,"dd":8.158821689010798,"n":1,"p":0.0,"W":null,"L":7.917059736884766}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC variance forecast windows part 8/8 = 12
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2026-03-03","test",2,0.17683887,0.029381787,0.216312171,0.961014026,1.132178083,0.171164057],["2026-03-17","test",2,0.090575262,0.232110585,0.110793128,0.621593912,0.355441641,-0.266152272],["2026-03-31","test",1,0.148558145,0.037919729,0.161223667,0.620756671,0.682520633,0.061763962],["2026-04-15","test",1,0.120922707,0.047783822,0.131232133,0.323624464,0.374397413,0.050772949],["2026-04-29","test",3,0.061128487,0.042208348,0.067460044,0.060845702,0.094596684,0.033750982],["2026-05-13","test",3,0.052728212,0.036474522,0.058189687,0.060282511,0.093915223,0.033632712],["2026-05-28","test",3,0.043837066,0.123227514,0.048377615,0.777482045,0.612205935,-0.16527611],["2026-06-11","test",3,0.08522815,0.069821195,0.094055898,0.018621085,0.040288883,0.021667798],["2026-06-26","test",3,0.088984629,0.044467772,0.098201465,0.193423136,0.24507831,0.051655173],["2026-07-13","test",3,0.06155838,0.041644962,0.067934464,0.067317254,0.102379792,0.035062538],["2026-07-27","test",1,0.048752867,0.075590349,0.052909358,0.111915462,0.071927966,-0.039987496],["2026-08-10","test",0,0.062307688,0.066324781,0.076262382,0.001993091,0.009308158,0.007315067]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC variance forecast windows part 7/8 = 14
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-08-06","train",0,0.022212087,0.011722079,0.027186801,0.166896699,0.272425452,0.105528753],["2025-08-20","train",3,0.018149621,0.024220816,0.02002952,0.04594534,0.0192507,-0.02669464],["2025-09-04","train",0,0.019941185,0.012987706,0.024407297,0.080084572,0.163002815,0.082918243],["2025-09-18","train",0,0.017930583,0.02294067,0.021946392,0.033012216,0.000996283,-0.032015933],["2025-10-02","train",0,0.018547468,0.065805337,0.022701438,1.281574092,0.834457213,-0.447116879],["2025-10-16","train",0,0.04336493,0.18448299,0.053077123,1.806291611,1.229942106,-0.576349505],["2025-10-30","train",2,0.111535308,0.039825727,0.136431797,0.386896441,0.523221151,0.13632471],["2025-11-13","train",0,0.092026153,0.024830363,0.112636721,0.579824146,0.732547001,0.152722855],["2025-11-28","train",0,0.041017597,0.006716323,0.050204072,0.97320282,1.145335757,0.172132937],["2025-12-12","train",0,0.022967364,0.073209259,0.028111232,1.028286576,0.647118026,-0.38116855],["2026-01-02","test",2,0.044331069,0.037185106,0.054226483,0.014582091,0.0629981,0.04841601],["2026-01-16","test",0,0.048200149,0.44820875,0.058995259,6.069011013,4.569566975,-1.499444038],["2026-02-02","test",2,0.251945187,0.230750571,0.308183435,0.003750287,0.038102063,0.034351776],["2026-02-17","test",2,0.28998634,0.108006385,0.35471599,0.360096825,0.493614029,0.133517204]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC variance forecast windows part 6/8 = 14
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-01-14","train",0,0.01853331,0.015944618,0.022684109,0.010770512,0.055441436,0.044670923],["2025-01-29","train",2,0.016609993,0.017624292,0.020317613,0.001791912,0.009649071,0.007857158],["2025-02-12","train",0,0.01714793,0.026101982,0.020988454,0.102031381,0.025596514,-0.076434867],["2025-02-27","train",2,0.021591153,0.021631052,0.026410648,1.705e-06,0.018665071,0.018663365],["2025-03-13","train",0,0.023041047,0.011716755,0.028201418,0.184774018,0.293819266,0.109045247],["2025-03-27","train",0,0.017196621,0.082300206,0.021048049,2.220175226,1.546545161,-0.673630065],["2025-04-10","train",0,0.049938533,0.08849322,0.061122978,0.199909817,0.077751658,-0.12215816],["2025-04-25","train",2,0.077304562,0.078170022,0.094560193,6.2205e-05,0.017019813,0.016957608],["2025-05-09","train",0,0.0788445,0.07040033,0.096502849,0.00618057,0.04489014,0.038709569],["2025-05-23","train",0,0.072716633,0.035647996,0.089002559,0.203108879,0.315499952,0.112391074],["2025-06-09","train",2,0.053540109,0.021350599,0.065491129,0.318128922,0.446842388,0.128713466],["2025-06-24","train",2,0.033867053,0.019497969,0.041426727,0.127853207,0.224277539,0.096424332],["2025-07-09","train",3,0.02505305,0.016146691,0.027647991,0.083780464,0.121847502,0.038067039],["2025-07-23","train",0,0.021075478,0.024291846,0.025795631,0.010581314,0.001768286,-0.008813028]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC variance forecast windows part 5/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-06-24","train",3,0.033714211,0.017849289,0.037206256,0.165385008,0.214252174,0.048867166],["2024-07-09","train",0,0.022713117,0.028351939,0.027800043,0.026509979,0.000194488,-0.026315491],["2024-07-23","train",2,0.025072823,0.026128615,0.030669483,0.000862457,0.012178861,0.011316404],["2024-08-06","train",2,0.026846963,0.028307647,0.03283964,0.001428518,0.010500605,0.009072087],["2024-08-20","train",0,0.027254241,0.011163753,0.033358216,0.302152215,0.429294694,0.127142479],["2024-09-04","train",2,0.019573079,0.016515518,0.023942107,0.013642103,0.061148832,0.047506729],["2024-09-18","train",0,0.01597741,0.021625424,0.019555778,0.050806166,0.005234097,-0.045572068],["2024-10-02","train",2,0.018967658,0.007848274,0.023201547,0.296213065,0.422190431,0.125977366],["2024-10-16","train",0,0.014323666,0.015620964,0.017531655,0.003869526,0.006409041,0.002539515],["2024-10-30","train",0,0.013133703,0.057015729,0.016075183,1.873031389,1.280766228,-0.592265161],["2024-11-13","train",3,0.035396481,0.040620307,0.039062772,0.009924669,0.000774394,-0.009150275],["2024-11-27","train",3,0.043541662,0.020066404,0.048051614,0.235526525,0.290829798,0.055303273],["2024-12-12","train",0,0.030570911,0.019470991,0.037417702,0.08803558,0.173586629,0.08555105],["2024-12-27","train",1,0.022370661,0.014425015,0.024277901,0.083604914,0.11476502,0.031160106]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC variance forecast windows part 4/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-11-30","train",0,0.013306571,0.041258287,0.016286767,0.969001016,0.603740825,-0.365260191],["2023-12-14","train",0,0.02673673,0.009201485,0.032724801,0.410824832,0.549946047,0.139121214],["2023-12-29","train",0,0.021658125,0.008400728,0.02650877,0.334941117,0.466060986,0.131119869],["2024-01-16","train",0,0.011386761,0.009183833,0.013936988,0.021542747,0.07605561,0.054512863],["2024-01-30","train",0,0.010075275,0.011872887,0.012331777,0.014245158,0.000710036,-0.013535123],["2024-02-13","train",3,0.011183536,0.003439563,0.012341903,0.486654307,0.556345705,0.069691398],["2024-02-28","train",0,0.007747446,0.025550258,0.009482597,1.104610023,0.703247518,-0.401362505],["2024-03-13","train",0,0.01479724,0.007822913,0.018111293,0.166057464,0.271414291,0.105356827],["2024-03-27","train",0,0.014279336,0.03551364,0.017477397,0.575961839,0.322966975,-0.252994864],["2024-04-11","train",0,0.022439636,0.031996176,0.027465312,0.071090146,0.01227421,-0.058815936],["2024-04-25","train",2,0.030158541,0.022585881,0.036890417,0.038048155,0.10286933,0.064821175],["2024-05-09","train",0,0.026076902,0.037219765,0.031917195,0.071517783,0.012440166,-0.059077617],["2024-05-23","train",2,0.031004512,0.048109572,0.037925222,0.112347418,0.030672876,-0.081674542],["2024-06-07","train",3,0.043394403,0.019850058,0.047889102,0.239557134,0.29518155,0.055624416]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC variance forecast windows part 3/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-05-11","train",2,0.019682549,0.015403249,0.024076012,0.027737996,0.086413305,0.058675308],["2023-05-25","train",3,0.018737975,0.017682953,0.020678814,0.001647196,0.01163277,0.009985574],["2023-06-09","train",1,0.017573251,0.008253114,0.019071482,0.225428026,0.270349869,0.044921844],["2023-06-26","train",3,0.013412446,0.004155778,0.014801679,0.481528306,0.551004866,0.06947656],["2023-07-11","train",1,0.007805979,0.010239739,0.008471488,0.040395381,0.019159729,-0.021235652],["2023-07-25","train",2,0.008279785,0.013485161,0.010127968,0.140911978,0.045188259,-0.095723719],["2023-08-08","train",3,0.011226119,0.002176662,0.012388896,0.834343148,0.914702567,0.080359419],["2023-08-22","train",3,0.007245529,0.007655727,0.007996005,0.001544542,0.000932047,-0.000612495],["2023-09-06","train",3,0.005959719,0.002928925,0.006577013,0.201841393,0.254272819,0.052431426],["2023-09-20","train",0,0.005237664,0.01412633,0.006410713,0.704902183,0.413480615,-0.291421568],["2023-10-04","train",3,0.008883198,0.041873706,0.009803301,2.163313128,1.819449417,-0.343863711],["2023-10-18","train",0,0.026645851,0.009914449,0.032613569,0.360722587,0.494732955,0.134010368],["2023-11-01","train",2,0.021947219,0.01148675,0.026846194,0.170826904,0.276802437,0.105975533],["2023-11-15","train",0,0.012921252,0.01333752,0.015815151,0.000508045,0.013725421,0.013217376]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC variance forecast windows part 2/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-10-19","train",3,0.027942436,0.017580386,0.030836654,0.092527095,0.132033478,0.039506383],["2022-11-02","train",3,0.020025214,0.061900848,0.022099383,0.962603652,0.771037363,-0.191566289],["2022-11-16","train",0,0.038560372,0.018991676,0.047196517,0.20074232,0.312715042,0.111972723],["2022-12-01","train",0,0.035333615,0.026381427,0.043247082,0.038812744,0.104285862,0.065473119],["2022-12-15","train",2,0.025898432,0.016566379,0.031679381,0.086474407,0.171229608,0.084755201],["2022-12-30","train",0,0.022119367,0.02506075,0.027073315,0.008128402,0.002908087,-0.005220315],["2023-01-17","train",0,0.022135744,0.010319606,0.02709336,0.229344585,0.346133681,0.116789096],["2023-01-31","train",2,0.017290051,0.033760443,0.02114947,0.283435074,0.128603487,-0.154831586],["2023-02-14","train",2,0.022077591,0.006986252,0.027005666,0.467059755,0.610798288,0.143738533],["2023-03-01","train",1,0.017701946,0.040597962,0.019211149,0.463374752,0.365023008,-0.098351744],["2023-03-15","train",0,0.02577838,0.04881634,0.031551816,0.255164145,0.110746103,-0.144418043],["2023-03-29","train",2,0.040078198,0.021462512,0.049024302,0.160040616,0.263801677,0.10376106],["2023-04-13","train",0,0.032073848,0.014012272,0.039257243,0.264982775,0.387137139,0.122154363],["2023-04-27","train",2,0.019458617,0.022238927,0.023802095,0.009329015,0.002255834,-0.007073181]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC variance forecast windows part 1/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-03-30","train",2,0.039918318,0.006762538,0.048828733,0.944846439,1.115415721,0.170569282],["2022-04-13","train",0,0.0177425,0.020213272,0.021716185,0.008880737,0.002511373,-0.006369364],["2022-04-28","train",3,0.017140578,0.026704774,0.018915962,0.114591903,0.066922467,-0.047669436],["2022-05-12","train",3,0.02366466,0.013291354,0.026115795,0.138523192,0.184365846,0.045842655],["2022-05-26","train",1,0.019306113,0.016214654,0.020952081,0.014377877,0.03021487,0.015836993],["2022-06-10","train",1,0.016201983,0.030548706,0.017583305,0.251303112,0.184997527,-0.066305585],["2022-06-27","train",3,0.022151212,0.020134593,0.024445587,0.004414064,0.017659719,0.013245655],["2022-07-12","train",3,0.022873561,0.013463439,0.025242755,0.11860659,0.161919951,0.043313361],["2022-07-26","train",1,0.016837027,0.020363987,0.01827249,0.019288869,0.006090175,-0.013198693],["2022-08-09","train",0,0.017679636,0.011686837,0.021639242,0.074984092,0.156121329,0.081137238],["2022-08-23","train",3,0.015676865,0.014859385,0.017300641,0.001408778,0.011004069,0.009595291],["2022-09-07","train",3,0.014344777,0.018066462,0.015830578,0.028773904,0.009124393,-0.019649511],["2022-09-21","train",3,0.016460307,0.042301672,0.01816523,0.62604524,0.483399283,-0.142645956],["2022-10-05","train",1,0.029492397,0.019918168,0.032006811,0.067866429,0.096626747,0.028760318]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
GLD 06UTC bar audit and current indicators part 1/1 = 1
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"GLD","date":"2026-09-04 04:00:00+00:00","S":406.77,"sigma":0.26768441537626697,"rv20":0.26493605793901054,"rv60":0.25602865210674003,"atr":8.614992857142868,"group":2,"bars":1173,"neg":true,"below":false,"calibrated_sigma":0.29605656775449324,"sha256":"1af86b93f4a7c1f3e236723093b16c4d89d752313f1a8ed1c620dc49550070ae","bars_truncated":false,"chain_truncated":false,"first":"2022-01-03T05:00:00Z","last":"2026-09-04T04:00:00Z"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
TLT 06UTC indicative American calendar flags part 3/3 = 2
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","near":"TLT260914P00091000","far":"TLT260916P00091000","gap":0.08000000000000007},{"s":"TLT","near":"TLT260918P00115000","far":"TLT260930P00115000","gap":0.11999999999999744}] https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
TLT 06UTC indicative American calendar flags part 2/3 = 15
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","near":"TLT260930P00074000","far":"TLT261016P00074000","gap":0.009999999999999998},{"s":"TLT","near":"TLT261002P00077000","far":"TLT261009P00077000","gap":0.009999999999999995},{"s":"TLT","near":"TLT260914P00088000","far":"TLT260916P00088000","gap":0.0600000000000005},{"s":"TLT","near":"TLT260918P00088000","far":"TLT260925P00088000","gap":0.05999999999999961},{"s":"TLT","near":"TLT260911P00092000","far":"TLT260914P00092000","gap":0.14000000000000057},{"s":"TLT","near":"TLT260914P00089000","far":"TLT260916P00089000","gap":0.009999999999999787},{"s":"TLT","near":"TLT260918P00089000","far":"TLT260925P00089000","gap":0.05999999999999961},{"s":"TLT","near":"TLT260916P00095000","far":"TLT260918P00095000","gap":0.019999999999999574},{"s":"TLT","near":"TLT260911P00096000","far":"TLT260914P00096000","gap":0.09999999999999964},{"s":"TLT","near":"TLT260916P00094000","far":"TLT260918P00094000","gap":0.20000000000000107},{"s":"TLT","near":"TLT261002P00100000","far":"TLT261009P00100000","gap":0.019999999999999574},{"s":"TLT","near":"TLT260918P00099000","far":"TLT260930P00099000","gap":0.07000000000000028},{"s":"TLT","near":"TLT261002P00105000","far":"TLT261009P00105000","gap":0.379999999999999},{"s":"TLT","near":"TLT260918P00101000","far":"TLT260930P00101000","gap":0.6099999999999994},{"s":"TLT","near":"TLT261002P00110000","far":"TLT261009P00110000","gap":0.33999999999999986}] https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
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