Runway

Notes

3327 observations, newest first
TLT 06UTC indicative American calendar flags part 1/3 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","near":"TLT260930C00081000","far":"TLT261002C00081000","gap":0.010000000000000009},{"s":"TLT","near":"TLT260918C00086500","far":"TLT260925C00086500","gap":0.010000000000000002},{"s":"TLT","near":"TLT260918C00065000","far":"TLT260925C00065000","gap":0.08999999999999986},{"s":"TLT","near":"TLT260916C00069000","far":"TLT261016C00069000","gap":0.129999999999999},{"s":"TLT","near":"TLT260916C00071000","far":"TLT260918C00071000","gap":0.049999999999998934},{"s":"TLT","near":"TLT260918C00074000","far":"TLT260930C00074000","gap":0.009999999999999787},{"s":"TLT","near":"TLT260911C00084000","far":"TLT260914C00084000","gap":0.020000000000000004},{"s":"TLT","near":"TLT260925C00090000","far":"TLT260930C00090000","gap":0.009999999999999998},{"s":"TLT","near":"TLT261002C00090000","far":"TLT261009C00090000","gap":0.020000000000000004},{"s":"TLT","near":"TLT261009C00089000","far":"TLT261016C00089000","gap":0.010000000000000009},{"s":"TLT","near":"TLT261002C00093000","far":"TLT261009C00093000","gap":0.009999999999999998},{"s":"TLT","near":"TLT260925P00077500","far":"TLT261002P00077500","gap":0.010000000000000002},{"s":"TLT","near":"TLT260911P00081000","far":"TLT260914P00081000","gap":0.010000000000000009},{"s":"TLT","near":"TLT261002P00088500","far":"TLT261009P00088500","gap":0.0600000000000005}] 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 vertical flags part 5/5 = 6
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","a":"TLT260914P00096000","b":"TLT260914P00097000","monotone_gap":-1.3900000000000006,"width_gap":0.129999999999999},{"s":"TLT","a":"TLT260914P00097000","b":"TLT260914P00098000","monotone_gap":-1.370000000000001,"width_gap":0.120000000000001},{"s":"TLT","a":"TLT260911P00088500","b":"TLT260911P00089000","monotone_gap":-0.8099999999999996,"width_gap":0.02999999999999936},{"s":"TLT","a":"TLT260911P00093000","b":"TLT260911P00094000","monotone_gap":-1.5299999999999994,"width_gap":0.06999999999999851},{"s":"TLT","a":"TLT261002P00077000","b":"TLT261002P00077500","monotone_gap":0.019999999999999997,"width_gap":-0.54},{"s":"TLT","a":"TLT261002P00100000","b":"TLT261002P00105000","monotone_gap":-5.440000000000001,"width_gap":0.10000000000000142}] 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 vertical flags part 4/5 = 11
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","a":"TLT260918P00095000","b":"TLT260918P00096000","monotone_gap":-1.3100000000000005,"width_gap":0.14999999999999858},{"s":"TLT","a":"TLT260918P00100000","b":"TLT260918P00101000","monotone_gap":-1.75,"width_gap":0.21999999999999886},{"s":"TLT","a":"TLT260918P00130000","b":"TLT260918P00135000","monotone_gap":-5.690000000000005,"width_gap":0.44000000000000483},{"s":"TLT","a":"TLT261016P00070000","b":"TLT261016P00071000","monotone_gap":0.009999999999999998,"width_gap":-1.03},{"s":"TLT","a":"TLT261016P00073000","b":"TLT261016P00074000","monotone_gap":0.02,"width_gap":-1.04},{"s":"TLT","a":"TLT261016P00075000","b":"TLT261016P00076000","monotone_gap":0.019999999999999997,"width_gap":-1.04},{"s":"TLT","a":"TLT261016P00093000","b":"TLT261016P00094000","monotone_gap":-1.2200000000000006,"width_gap":0.009999999999999787},{"s":"TLT","a":"TLT261016P00115000","b":"TLT261016P00120000","monotone_gap":-5.991,"width_gap":0.8200000000000003},{"s":"TLT","a":"TLT261016P00125000","b":"TLT261016P00130000","monotone_gap":-6.229999999999997,"width_gap":0.5399999999999991},{"s":"TLT","a":"TLT260914P00087000","b":"TLT260914P00088000","monotone_gap":-1.1399999999999997,"width_gap":0.040000000000000036},{"s":"TLT","a":"TLT260914P00093000","b":"TLT260914P00094000","monotone_gap":-1.5,"width_gap":0.07000000000000028}] 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 vertical flags part 3/5 = 11
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","a":"TLT260930P00094000","b":"TLT260930P00095000","monotone_gap":-1.4299999999999997,"width_gap":0.05000000000000071},{"s":"TLT","a":"TLT260930P00099000","b":"TLT260930P00100000","monotone_gap":-1.4800000000000004,"width_gap":0.3000000000000007},{"s":"TLT","a":"TLT260930P00101000","b":"TLT260930P00102000","monotone_gap":-1.4500000000000028,"width_gap":0.129999999999999},{"s":"TLT","a":"TLT260930P00102000","b":"TLT260930P00103000","monotone_gap":-1.5100000000000016,"width_gap":0.14999999999999858},{"s":"TLT","a":"TLT260930P00104000","b":"TLT260930P00105000","monotone_gap":-1.8599999999999994,"width_gap":0.629999999999999},{"s":"TLT","a":"TLT260916P00091000","b":"TLT260916P00092000","monotone_gap":-1.3600000000000012,"width_gap":0.120000000000001},{"s":"TLT","a":"TLT260925P00075000","b":"TLT260925P00076000","monotone_gap":0.009999999999999998,"width_gap":-1.03},{"s":"TLT","a":"TLT260925P00078000","b":"TLT260925P00078500","monotone_gap":0.010000000000000002,"width_gap":-0.53},{"s":"TLT","a":"TLT260925P00088000","b":"TLT260925P00088500","monotone_gap":-0.7400000000000002,"width_gap":0.009999999999999787},{"s":"TLT","a":"TLT260925P00105000","b":"TLT260925P00110000","monotone_gap":-5.41,"width_gap":0.18999999999999773},{"s":"TLT","a":"TLT260918P00094000","b":"TLT260918P00095000","monotone_gap":-1.2200000000000006,"width_gap":0.10999999999999943}] 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 vertical flags part 2/5 = 11
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","a":"TLT261016C00065000","b":"TLT261016C00067000","monotone_gap":-2.4399999999999995,"width_gap":0.17999999999999972},{"s":"TLT","a":"TLT261016C00100000","b":"TLT261016C00101000","monotone_gap":0.009999999999999998,"width_gap":-1.03},{"s":"TLT","a":"TLT260914C00074000","b":"TLT260914C00075000","monotone_gap":-1.2599999999999998,"width_gap":0.040000000000000924},{"s":"TLT","a":"TLT260914C00084000","b":"TLT260914C00085000","monotone_gap":0.010000000000000002,"width_gap":-1.03},{"s":"TLT","a":"TLT261009C00087000","b":"TLT261009C00087500","monotone_gap":0.009999999999999995,"width_gap":-0.53},{"s":"TLT","a":"TLT261009C00090000","b":"TLT261009C00091000","monotone_gap":0.020000000000000004,"width_gap":-1.04},{"s":"TLT","a":"TLT261009C00093000","b":"TLT261009C00094000","monotone_gap":0.02,"width_gap":-1.04},{"s":"TLT","a":"TLT260911C00070000","b":"TLT260911C00071000","monotone_gap":-1.42,"width_gap":0.15000000000000036},{"s":"TLT","a":"TLT260911C00072000","b":"TLT260911C00073000","monotone_gap":-1.3899999999999988,"width_gap":0.15000000000000036},{"s":"TLT","a":"TLT261002C00086000","b":"TLT261002C00086500","monotone_gap":0.009999999999999995,"width_gap":-0.53},{"s":"TLT","a":"TLT260930P00089000","b":"TLT260930P00090000","monotone_gap":-1.29,"width_gap":0.04999999999999982}] 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 vertical flags part 1/5 = 11
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","a":"TLT260930C00070000","b":"TLT260930C00074000","monotone_gap":-4.24,"width_gap":0.019999999999999574},{"s":"TLT","a":"TLT260930C00090000","b":"TLT260930C00091000","monotone_gap":0.02,"width_gap":-1.04},{"s":"TLT","a":"TLT260930C00092000","b":"TLT260930C00093000","monotone_gap":0.009999999999999998,"width_gap":-1.03},{"s":"TLT","a":"TLT260925C00075000","b":"TLT260925C00076000","monotone_gap":-1.2400000000000002,"width_gap":0.040000000000000036},{"s":"TLT","a":"TLT260925C00085500","b":"TLT260925C00086000","monotone_gap":0.009999999999999995,"width_gap":-0.53},{"s":"TLT","a":"TLT260925C00086500","b":"TLT260925C00087000","monotone_gap":0.019999999999999997,"width_gap":-0.54},{"s":"TLT","a":"TLT260925C00088000","b":"TLT260925C00088500","monotone_gap":0.02,"width_gap":-0.54},{"s":"TLT","a":"TLT260925C00089000","b":"TLT260925C00090000","monotone_gap":0.009999999999999998,"width_gap":-1.03},{"s":"TLT","a":"TLT260918C00055000","b":"TLT260918C00060000","monotone_gap":-5.940000000000001,"width_gap":0.39000000000000057},{"s":"TLT","a":"TLT260918C00065000","b":"TLT260918C00070000","monotone_gap":-5.5,"width_gap":0.1999999999999975},{"s":"TLT","a":"TLT260918C00074000","b":"TLT260918C00075000","monotone_gap":-1.4200000000000008,"width_gap":0.10000000000000053}] 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 chain census part 1/1 = 1
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","contracts":714,"valid":714,"affordable_positive_bid":108}] 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 American-priced affordable legs part 36/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260925C00087500",0.02,0.07,0.1583,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.047246938930717165,[0.000992057327034269,0.0006725422447882655,0.0016600517045901703,0.001161265514914396,5.081393193844772e-05,2.853135879392232e-05],-0.07197146864120609,{"ap":0.07,"as":517,"ax":"A","bp":0.02,"bs":250,"bx":"A","c":"B","t":"2026-09-04T19:59:59.181543737Z"},{"delta":0.0401,"gamma":0.0308,"rho":0.0015,"theta":-0.0075,"vega":0.0153}],["TLT260918P00079000",0.01,0.06,0.1456,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.028081983420792454,[0.0023754192924801644,0.0030802508206343275,0.00360755847440948,0.004580124068372771,0.0002157706644645385,0.00031688978627998556],-0.061784229335535464,{"ap":0.06,"as":671,"ax":"W","bp":0.01,"bs":113,"bx":"U","c":"A","t":"2026-09-04T19:59:59.78961791Z"},{"delta":-0.0429,"gamma":0.046,"rho":-0.001,"theta":-0.0087,"vega":0.0124}],["TLT261016P00074000",0.01,0.02,0.1496,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[0.00013490590048836185,0.0002556060159691442,0.0002761326838728554,0.0004955192076039416,2.1648138725604757e-06,5.656224638637685e-06],-0.02199783518612744,{"ap":0.02,"as":142,"ax":"A","bp":0.01,"bs":99,"bx":"D","c":" ","t":"2026-09-04T19:59:59.484222363Z"},{"delta":-0.0109,"gamma":0.0072,"rho":-0.0009,"theta":-0.0014,"vega":0.0076}]] 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 American-priced affordable legs part 35/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261016C00093000",0.01,0.06,0.178,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[3.786627043464864e-05,1.835007434464732e-05,9.040625471169098e-05,4.668818981583277e-05,2.828441243626268e-07,9.47061974199511e-08],-0.06199990529380258,{"ap":0.06,"as":637,"ax":"Q","bp":0.01,"bs":727,"bx":"W","c":" ","t":"2026-09-04T19:59:58.819326791Z"},{"delta":0.0205,"gamma":0.0105,"rho":0.0017,"theta":-0.0032,"vega":0.0131}],["TLT261016C00092000",0.02,0.03,0.1563,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[0.00016711718503287375,8.549545097084894e-05,0.00034212681172089747,0.00018523816231729928,2.7437923691399447e-06,1.0026400252546886e-06],-0.031998997359974746,{"ap":0.03,"as":319,"ax":"W","bp":0.02,"bs":314,"bx":"W","c":" ","t":"2026-09-04T19:59:58.826435789Z"},{"delta":0.017,"gamma":0.0102,"rho":0.0014,"theta":-0.0024,"vega":0.0112}],["TLT261016C00100000",0.01,0.02,0.2396,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[8.031447911471173e-11,2.7141890288554914e-11,6.314679669042812e-10,2.3519996914180264e-10,2.55523776791384e-16,4.819523424349734e-17],-0.02199999999999995,{"ap":0.02,"as":314,"ax":"W","bp":0.01,"bs":562,"bx":"W","c":"A","t":"2026-09-04T19:59:59.195471416Z"},{"delta":0.0074,"gamma":0.0032,"rho":0.0006,"theta":-0.0018,"vega":0.0054}]] 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 American-priced affordable legs part 34/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260911P00080000",0.03,0.04,0.1947,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.008917027910867747,[0.0002456334119449248,0.0002907964080987994,0.00042727114039190677,0.0004988538918562409,9.934141722567035e-06,1.2782853665057684e-05],-0.041990065858277435,{"ap":0.04,"as":341,"ax":"W","bp":0.03,"bs":318,"bx":"W","c":"A","t":"2026-09-04T19:59:58.829093478Z"},{"delta":-0.0562,"gamma":0.0779,"rho":-0.0004,"theta":-0.027,"vega":0.0084}],["TLT260914C00084000",0.02,0.03,0.1007,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.01713058027226405,[0.021664917061669772,0.018409728224426457,0.027470059685163556,0.023618054657896095,0.006015179946727078,0.004768941813863218],-0.027231058186136782,{"ap":0.03,"as":374,"ax":"D","bp":0.02,"bs":695,"bx":"C","c":" ","t":"2026-09-04T19:59:59.176618985Z"},{"delta":0.0556,"gamma":0.1057,"rho":0.0007,"theta":-0.0103,"vega":0.0118}],["TLT261009C00088500",0.07,0.08,0.146,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.08557684995056658,[0.004926340312775129,0.003064806241112569,0.007451966362152383,0.004814894688873106,0.0004716116444145757,0.00023464186191422007],-0.08176535813808579,{"ap":0.08,"as":305,"ax":"W","bp":0.07,"bs":503,"bx":"C","c":"A","t":"2026-09-04T19:59:59.683523215Z"},{"delta":0.0518,"gamma":0.0303,"rho":0.0036,"theta":-0.0064,"vega":0.0254}]] 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 American-priced affordable legs part 33/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260930P00076000",0.04,0.05,0.1797,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06093619286637767,[0.0001568993618704364,0.00025276619423665424,0.0003106695739415591,0.0004806615462659237,2.9224280641884444e-06,6.013470923912358e-06],-0.051997077571935814,{"ap":0.05,"as":547,"ax":"I","bp":0.04,"bs":316,"bx":"W","c":" ","t":"2026-09-04T19:59:59.088924544Z"},{"delta":-0.0313,"gamma":0.0195,"rho":-0.0016,"theta":-0.0056,"vega":0.0142}],["TLT260916P00078000",0.01,0.04,0.1907,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.022606281846528253,[2.9489729230842424e-05,4.0328420997381715e-05,6.556113812480258e-05,8.727553006672301e-05,3.1810879872175864e-07,5.104185468808898e-07],-0.04199968189120128,{"ap":0.04,"as":266,"ax":"C","bp":0.01,"bs":79,"bx":"D","c":"A","t":"2026-09-04T19:59:59.33431226Z"},{"delta":-0.0278,"gamma":0.0275,"rho":-0.0005,"theta":-0.0091,"vega":0.0078}],["TLT260930C00089000",0.01,0.06,0.1622,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06093619286637767,[0.00031279997188098964,0.00019284765400232255,0.0005875907877471488,0.0003771480343824886,8.561368054619034e-06,4.163540273779335e-06],-0.06199583645972622,{"ap":0.06,"as":404,"ax":"I","bp":0.01,"bs":184,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.099028772Z"},{"delta":0.0282,"gamma":0.0197,"rho":0.0014,"theta":-0.005,"vega":0.0131}]] 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 American-priced affordable legs part 32/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261009C00095000",0.03,0.04,0.2274,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.08557684995056658,[9.318968672924341e-08,4.1105521075311467e-08,3.6864531187943184e-07,1.7490902047474607e-07,2.4758724788456e-11,7.1029464340890845e-12],-0.04199999999289706,{"ap":0.04,"as":87,"ax":"P","bp":0.03,"bs":421,"bx":"C","c":"A","t":"2026-09-04T19:59:59.68424347Z"},{"delta":0.0181,"gamma":0.0082,"rho":0.0012,"theta":-0.0041,"vega":0.0107}],["TLT260914P00080000",0.04,0.05,0.1466,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.01713058027226405,[0.0048857849168851795,0.0058798268320682,0.006808893515128917,0.008076669964947781,0.0006812498725308147,0.0008945472832642597],-0.05131875012746919,{"ap":0.05,"as":417,"ax":"I","bp":0.04,"bs":1,"bx":"I","c":" ","t":"2026-09-04T19:59:59.091721217Z"},{"delta":-0.066,"gamma":0.083,"rho":-0.0009,"theta":-0.0161,"vega":0.0135}],["TLT260930P00075000",0.03,0.04,0.1955,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06093619286637767,[1.4904873596006042e-05,2.5653697070164574e-05,3.552745621725587e-05,5.840621095120713e-05,8.42236195123694e-08,1.917245630517016e-07],-0.04199991577638049,{"ap":0.04,"as":335,"ax":"W","bp":0.03,"bs":317,"bx":"W","c":"A","t":"2026-09-04T19:59:59.095334794Z"},{"delta":-0.0233,"gamma":0.014,"rho":-0.0012,"theta":-0.0047,"vega":0.0111}]] 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 American-priced affordable legs part 31/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260914C00085000",0.04,0.05,0.1629,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.01713058027226405,[0.0015893407655157784,0.0012816789224795243,0.002441165193459613,0.0020021342151686555,0.0001295867524835024,9.431928320386742e-05],-0.05190568071679614,{"ap":0.05,"as":1096,"ax":"W","bp":0.04,"bs":691,"bx":"W","c":"A","t":"2026-09-04T19:59:59.824426775Z"},{"delta":0.0611,"gamma":0.0704,"rho":0.0008,"theta":-0.0177,"vega":0.0127}],["TLT260925C00087000",0.06,0.07,0.1571,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.047246938930717165,[0.0024303704870444537,0.0016894071224134292,0.0038600656650136967,0.0027650565138111565,0.0001974116860454403,0.00011563043824061716],-0.07188436956175939,{"ap":0.07,"as":697,"ax":"W","bp":0.06,"bs":760,"bx":"W","c":"A","t":"2026-09-04T19:59:59.505852679Z"},{"delta":0.0555,"gamma":0.0402,"rho":0.0021,"theta":-0.0096,"vega":0.0199}],["TLT261016C00096000",0.01,0.05,0.2126,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[2.660453070993179e-07,1.1031442538836394e-07,9.516570315452105e-07,4.263938494799813e-07,1.147011377943841e-10,2.987899752837531e-11],-0.05199999997012101,{"ap":0.05,"as":73,"ax":"C","bp":0.01,"bs":83,"bx":"U","c":"A","t":"2026-09-04T19:59:59.515929329Z"},{"delta":0.0153,"gamma":0.0068,"rho":0.0013,"theta":-0.003,"vega":0.0102}]] 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 American-priced affordable legs part 30/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261009P00077000",0.04,0.05,0.1325,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.08557684995056658,[0.00547833234957862,0.008463946548953013,0.00806162616177185,0.012029449540018649,0.0005691889838410183,0.001083111216393784],-0.051430811016158984,{"ap":0.05,"as":922,"ax":"W","bp":0.04,"bs":850,"bx":"W","c":"A","t":"2026-09-04T19:59:59.335786509Z"},{"delta":-0.0353,"gamma":0.0245,"rho":-0.0025,"theta":-0.0037,"vega":0.0186}],["TLT260925P00076000",0.01,0.02,0.1711,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.047246938930717165,[2.277665753271104e-05,3.627200003848024e-05,5.2817289232946397e-05,8.084101943744733e-05,1.7118201759614508e-07,3.4640387321883636e-07],-0.021999828817982403,{"ap":0.02,"as":247,"ax":"D","bp":0.01,"bs":220,"bx":"I","c":" ","t":"2026-09-04T19:59:59.165033986Z"},{"delta":-0.0139,"gamma":0.0117,"rho":-0.0005,"theta":-0.0031,"vega":0.0063}],["TLT260925P00078500",0.03,0.04,0.1271,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.047246938930717165,[0.006320113134306755,0.008632818024097573,0.009178928316017224,0.012243105240720555,0.0008235290478119648,0.001302642197678855],-0.041176470952188036,{"ap":0.04,"as":244,"ax":"E","bp":0.03,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.715643394Z"},{"delta":-0.0383,"gamma":0.0369,"rho":-0.0015,"theta":-0.0052,"vega":0.0148}]] 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 American-priced affordable legs part 29/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260918P00077000",0.03,0.04,0.2168,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.028081983420792454,[4.884763299228729e-06,7.162761028655277e-06,1.2547354901260229e-05,1.781300518142046e-05,1.687150219928982e-08,3.01837128695845e-08],-0.0419999831284978,{"ap":0.04,"as":513,"ax":"W","bp":0.03,"bs":687,"bx":"W","c":"A","t":"2026-09-04T19:59:59.872062013Z"},{"delta":-0.0302,"gamma":0.0232,"rho":-0.0007,"theta":-0.0099,"vega":0.0093}],["TLT260911C00084000",0.05,0.06,0.1728,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.008917027910867747,[0.002535717639561833,0.0021951728754297513,0.003724050938433133,0.0032606185237357937,0.00031516565120113876,0.00025535438218730444],-0.0617446456178127,{"ap":0.06,"as":1850,"ax":"W","bp":0.05,"bs":345,"bx":"W","c":"A","t":"2026-09-04T19:59:59.72631432Z"},{"delta":0.0922,"gamma":0.1283,"rho":0.0006,"theta":-0.0362,"vega":0.0123}],["TLT261009C00089000",0.07,0.08,0.1552,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.08557684995056658,[0.0025876199301807044,0.0015683840896783654,0.004090503022375852,0.0025796691323562854,0.00017896267378407976,8.5172881388081e-05],-0.08191482711861192,{"ap":0.08,"as":458,"ax":"E","bp":0.07,"bs":314,"bx":"W","c":"A","t":"2026-09-04T19:59:59.093884269Z"},{"delta":0.0492,"gamma":0.0274,"rho":0.0034,"theta":-0.0065,"vega":0.0244}]] 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 American-priced affordable legs part 28/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260916C00087000",0.01,0.02,0.1797,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.022606281846528253,[1.5957178433990954e-05,1.1430370186010984e-05,3.72106909008838e-05,2.7420741546051033e-05,1.1187455777280013e-07,6.75841296536776e-08],-0.021999932415870345,{"ap":0.02,"as":515,"ax":"W","bp":0.01,"bs":434,"bx":"W","c":"A","t":"2026-09-04T19:59:58.825500813Z"},{"delta":0.019,"gamma":0.0212,"rho":0.0003,"theta":-0.0065,"vega":0.0056}],["TLT260916P00080000",0.06,0.07,0.1393,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.022606281846528253,[0.011762457998321384,0.014288321172467252,0.015815657261504357,0.018938163271392677,0.002371368824540339,0.0031438018333945004],-0.06962863117545967,{"ap":0.07,"as":321,"ax":"W","bp":0.06,"bs":397,"bx":"D","c":" ","t":"2026-09-04T19:59:59.165758295Z"},{"delta":-0.0832,"gamma":0.0903,"rho":-0.0015,"theta":-0.0156,"vega":0.0186}],["TLT261016C00097000",0.01,0.04,0.2196,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[4.133152393627494e-08,1.6282633933331013e-08,1.7426827273071083e-07,7.451419742372801e-08,6.065972106490658e-12,1.4614104389974168e-12],-0.041999999998538595,{"ap":0.04,"as":101,"ax":"W","bp":0.01,"bs":774,"bx":"C","c":"A","t":"2026-09-04T19:59:59.75933087Z"},{"delta":0.0126,"gamma":0.0056,"rho":0.0011,"theta":-0.0026,"vega":0.0087}]] 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 American-priced affordable legs part 27/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261002C00090000",0.05,0.06,0.1872,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06641189444064187,[9.751981314538445e-05,5.676286452670223e-05,0.00020764452854221788,0.0001266573420968129,1.4442897869714973e-06,6.424745412874604e-07],-0.06199935752545871,{"ap":0.06,"as":508,"ax":"I","bp":0.05,"bs":92,"bx":"U","c":" ","t":"2026-09-04T19:59:59.093665773Z"},{"delta":0.0357,"gamma":0.0199,"rho":0.0019,"theta":-0.0068,"vega":0.0166}],["TLT261009C00093000",0.01,0.02,0.1763,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.08557684995056658,[4.86500451810423e-06,2.388666983393204e-06,1.3171694569283044e-05,6.866179035256624e-06,1.2250160628773845e-08,4.162832306206482e-09],-0.021999995837167698,{"ap":0.02,"as":107,"ax":"C","bp":0.01,"bs":193,"bx":"I","c":"A","t":"2026-09-04T19:59:59.176085489Z"},{"delta":0.0106,"gamma":0.0066,"rho":0.0007,"theta":-0.002,"vega":0.0067}],["TLT260918P00079500",0.02,0.03,0.1192,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.028081983420792454,[0.007497523002703681,0.009455623909536238,0.010626876353871967,0.013150802294772466,0.001192899462382713,0.0016725427369300352],-0.030807100537617288,{"ap":0.03,"as":458,"ax":"I","bp":0.02,"bs":325,"bx":"W","c":" ","t":"2026-09-04T19:59:59.077086947Z"},{"delta":-0.0382,"gamma":0.0511,"rho":-0.0009,"theta":-0.0064,"vega":0.0113}]] 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 American-priced affordable legs part 26/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261002P00076500",0.05,0.06,0.1668,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06641189444064187,[0.0007391552274861175,0.001161069784345625,0.0012966651023591804,0.00196050568201174,3.0725923823484496e-05,6.0197551312562e-05],-0.061969274076176514,{"ap":0.06,"as":418,"ax":"W","bp":0.05,"bs":502,"bx":"C","c":"A","t":"2026-09-04T19:59:59.861335578Z"},{"delta":-0.0384,"gamma":0.0237,"rho":-0.0021,"theta":-0.0058,"vega":0.0176}],["TLT261009C00091000",0.05,0.06,0.1804,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.08557684995056658,[0.00014559053121895402,7.945433713490323e-05,0.00029853546409478924,0.00017147600347565541,2.3404790175539615e-06,9.419528097700679e-07],-0.06199905804719023,{"ap":0.06,"as":202,"ax":"Q","bp":0.05,"bs":400,"bx":"D","c":" ","t":"2026-09-04T19:59:59.165751374Z"},{"delta":0.033,"gamma":0.017,"rho":0.0023,"theta":-0.0054,"vega":0.0177}],["TLT261016P00076000",0.03,0.04,0.1333,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[0.0030784506133257907,0.005125596240970417,0.004838669437614784,0.00774400161625613,0.00023440065314072456,0.0004992571435874883],-0.04176559934685928,{"ap":0.04,"as":306,"ax":"D","bp":0.03,"bs":1072,"bx":"J","c":" ","t":"2026-09-04T19:59:59.170211347Z"},{"delta":-0.0257,"gamma":0.0169,"rho":-0.0022,"theta":-0.0026,"vega":0.0159}]] 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 American-priced affordable legs part 25/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260925C00090000",0.03,0.04,0.2077,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.047246938930717165,[3.882758918278186e-06,2.296031468468964e-06,1.0349345920484769e-05,6.402582742809478e-06,9.833519300086385e-09,4.4233808213222544e-09],-0.04199999557661918,{"ap":0.04,"as":688,"ax":"W","bp":0.03,"bs":599,"bx":"W","c":"A","t":"2026-09-04T19:59:59.722554466Z"},{"delta":0.0255,"gamma":0.0161,"rho":0.001,"theta":-0.0066,"vega":0.0105}],["TLT260930C00091000",0.04,0.05,0.2087,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06093619286637767,[5.8630054209301135e-06,3.2489763320915506e-06,1.628766077470577e-05,9.512550539960076e-06,1.946943252720716e-08,7.981023731727321e-09],-0.051999992018976274,{"ap":0.05,"as":459,"ax":"E","bp":0.04,"bs":322,"bx":"W","c":"A","t":"2026-09-04T19:59:59.094021726Z"},{"delta":0.0283,"gamma":0.0154,"rho":0.0014,"theta":-0.0064,"vega":0.0131}],["TLT261016C00090000",0.03,0.04,0.1359,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[0.002240546375660695,0.0012711073415465966,0.0036743617838727,0.002183992034364594,0.0001363262949293025,5.8853351132876166e-05],-0.041941146648867125,{"ap":0.04,"as":466,"ax":"W","bp":0.03,"bs":1072,"bx":"C","c":"A","t":"2026-09-04T19:59:59.818157557Z"},{"delta":0.026,"gamma":0.0167,"rho":0.0022,"theta":-0.0031,"vega":0.016}]] 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 American-priced affordable legs part 24/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261002C00087500",0.03,0.08,0.137,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06641189444064187,[0.005633011032886829,0.0037489146670455324,0.008292083736422004,0.005692638893003283,0.0006163198994704277,0.0003391855793234094],-0.08166081442067659,{"ap":0.08,"as":237,"ax":"W","bp":0.03,"bs":241,"bx":"W","c":"A","t":"2026-09-04T19:59:59.75688455Z"},{"delta":0.0467,"gamma":0.0338,"rho":0.0025,"theta":-0.0063,"vega":0.0206}],["TLT261002C00091000",0.04,0.05,0.1994,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06641189444064187,[1.4806335731130339e-05,8.183589700458296e-06,3.707163146624291e-05,2.1567414515816537e-05,7.393658573049813e-08,3.010624232420339e-08],-0.05199996989375768,{"ap":0.05,"as":346,"ax":"D","bp":0.04,"bs":222,"bx":"W","c":" ","t":"2026-09-04T19:59:59.484179818Z"},{"delta":0.0283,"gamma":0.0154,"rho":0.0015,"theta":-0.0059,"vega":0.0137}],["TLT260925C00089000",0.01,0.02,0.1634,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.047246938930717165,[4.282033170831514e-05,2.6751283250921143e-05,9.641950539143789e-05,6.274074408677866e-05,4.2736613118156955e-07,2.1047573653796326e-07],-0.021999789524263465,{"ap":0.02,"as":142,"ax":"X","bp":0.01,"bs":102,"bx":"H","c":" ","t":"2026-09-04T19:59:59.089013306Z"},{"delta":0.0148,"gamma":0.0129,"rho":0.0006,"theta":-0.0033,"vega":0.0066}]] 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 American-priced affordable legs part 23/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261002C00095000",0.03,0.04,0.2596,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06641189444064187,[1.1453793066847325e-09,5.110768466017839e-10,6.325311425242926e-09,3.025148109874258e-09,2.1319480591726367e-14,6.171800014573214e-15],-0.041999999999993834,{"ap":0.04,"as":53,"ax":"P","bp":0.03,"bs":67,"bx":"W","c":"A","t":"2026-09-04T19:59:59.525518853Z"},{"delta":0.018,"gamma":0.0081,"rho":0.001,"theta":-0.0052,"vega":0.0093}],["TLT261002C00088000",0.06,0.07,0.1522,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06641189444064187,[0.0027593088528824164,0.0017885392335250617,0.004367180931983335,0.002932990151509494,0.00021474310917802075,0.00011335432233421508],-0.0718866456776658,{"ap":0.07,"as":902,"ax":"W","bp":0.06,"bs":907,"bx":"C","c":"A","t":"2026-09-04T19:59:59.33144984Z"},{"delta":0.0493,"gamma":0.0318,"rho":0.0026,"theta":-0.0072,"vega":0.0215}],["TLT261002P00076000",0.05,0.06,0.1787,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06641189444064187,[0.0002720429643907658,0.000440405791356254,0.0005122619559239893,0.000796472840826883,6.89197932069244e-06,1.4205758395479142e-05],-0.061993108020679304,{"ap":0.06,"as":263,"ax":"C","bp":0.05,"bs":166,"bx":"W","c":"B","t":"2026-09-04T19:59:59.849991922Z"},{"delta":-0.0361,"gamma":0.021,"rho":-0.002,"theta":-0.0059,"vega":0.0167}]] 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 American-priced affordable legs part 22/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261002P00075000",0.01,0.05,0.1831,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06641189444064187,[3.125840408223259e-05,5.403275174448962e-05,7.052556016274553e-05,0.00011638806554763794,2.461760850291823e-07,5.647490468970915e-07],-0.051999753823914974,{"ap":0.05,"as":240,"ax":"I","bp":0.01,"bs":217,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.826398126Z"},{"delta":-0.0207,"gamma":0.0129,"rho":-0.0011,"theta":-0.0038,"vega":0.0105}],["TLT260918C00089000",0.01,0.02,0.2148,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.028081983420792454,[1.215880674595189e-07,7.7229365467332e-08,4.809860878415718e-07,3.184886078259846e-07,5.995074092680565e-11,3.010277749185633e-11],-0.021999999969897224,{"ap":0.02,"as":582,"ax":"W","bp":0.01,"bs":725,"bx":"W","c":"A","t":"2026-09-04T19:59:59.712695641Z"},{"delta":0.0147,"gamma":0.0127,"rho":0.0003,"theta":-0.0055,"vega":0.0051}],["TLT261016C00098000",0.03,0.04,0.2423,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[5.752563624722056e-09,2.1530686089025742e-09,2.9255008657080772e-08,1.1942829677127222e-08,2.5972890439953807e-13,5.756089869877714e-14],-0.041999999999942444,{"ap":0.04,"as":50,"ax":"P","bp":0.03,"bs":195,"bx":"D","c":" ","t":"2026-09-04T19:59:59.824393306Z"},{"delta":0.0157,"gamma":0.0061,"rho":0.0013,"theta":-0.0035,"vega":0.0104}]] 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 American-priced affordable legs part 21/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260918P00078500",0.01,0.05,0.159,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.028081983420792454,[0.0006212691975949788,0.0008310584285325236,0.001074471207088627,0.0014029147305271137,3.075036239221716e-05,4.7357301380002125e-05],-0.05196924963760779,{"ap":0.05,"as":842,"ax":"W","bp":0.01,"bs":707,"bx":"W","c":"A","t":"2026-09-04T19:59:59.755912212Z"},{"delta":-0.0347,"gamma":0.0355,"rho":-0.0008,"theta":-0.008,"vega":0.0104}],["TLT260916C00086000",0.04,0.05,0.1791,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.022606281846528253,[0.00038797890691602,0.00029373590044314533,0.0006848857017069253,0.0005305488794469904,1.4845208104031367e-05,9.805905775678198e-06],-0.051990194094224326,{"ap":0.05,"as":726,"ax":"W","bp":0.04,"bs":627,"bx":"W","c":"A","t":"2026-09-04T19:59:59.503741019Z"},{"delta":0.0499,"gamma":0.0472,"rho":0.0009,"theta":-0.0144,"vega":0.0125}],["TLT260918C00087500",0.01,0.02,0.1742,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.028081983420792454,[2.2422430004698278e-05,1.5510003936169698e-05,5.0363497407249096e-05,3.592449577406708e-05,1.8282792826288703e-07,1.048980498511369e-07],-0.021999895101950148,{"ap":0.02,"as":512,"ax":"A","bp":0.01,"bs":461,"bx":"W","c":"A","t":"2026-09-04T19:59:58.825465603Z"},{"delta":0.0177,"gamma":0.0184,"rho":0.0004,"theta":-0.0053,"vega":0.0059}]] 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 American-priced affordable legs part 20/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT261016P00072000",0.01,0.04,0.1948,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[2.5735825041003623e-06,5.564830976221916e-06,7.612731144385028e-06,1.539646643739395e-05,4.9741221533899115e-09,1.612678314264168e-08],-0.04199999502587785,{"ap":0.04,"as":109,"ax":"D","bp":0.01,"bs":291,"bx":"A","c":"A","t":"2026-09-04T19:59:59.128490858Z"},{"delta":-0.0135,"gamma":0.0067,"rho":-0.0012,"theta":-0.0022,"vega":0.0092}],["TLT260930C00088000",0.06,0.07,0.1594,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.06093619286637767,[0.001715175830077678,0.0011156145652760079,0.0028282345093618585,0.0019063162731327759,0.00011140810083224022,5.911267748705814e-05],-0.07194088732251296,{"ap":0.07,"as":224,"ax":"I","bp":0.06,"bs":115,"bx":"P","c":" ","t":"2026-09-04T19:59:59.099063685Z"},{"delta":0.0492,"gamma":0.0316,"rho":0.0024,"theta":-0.0078,"vega":0.0205}],["TLT261016C00094000",0.05,0.06,0.2052,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[7.928943328730436e-06,3.6407374651534027e-06,2.172726640045393e-05,1.070056163978673e-05,2.5367389662665764e-08,7.830382899802649e-09],-0.0619999921696171,{"ap":0.06,"as":316,"ax":"W","bp":0.05,"bs":94,"bx":"W","c":"A","t":"2026-09-04T19:59:58.919685509Z"},{"delta":0.0271,"gamma":0.0115,"rho":0.0023,"theta":-0.0047,"vega":0.0166}]] 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 American-priced affordable legs part 19/36 = 3
Options mispricing2026-09-08 06:09
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 [["TLT260916P00079000",0.03,0.04,0.1621,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.022606281846528253,[0.0008608721267968553,0.0011084257946319272,0.0014258194272061184,0.0017973432084227115,5.0617083334698585e-05,7.363537061878098e-05],-0.041949382916665306,{"ap":0.04,"as":83,"ax":"P","bp":0.03,"bs":199,"bx":"E","c":"A","t":"2026-09-04T19:59:59.136435651Z"},{"delta":-0.0431,"gamma":0.0463,"rho":-0.0008,"theta":-0.011,"vega":0.0111}],["TLT261016C00091000",0.02,0.07,0.1565,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.10474180546049129,[0.0006494107062821897,0.0003501064279633106,0.0011763348619567543,0.0006675044784748192,2.135484939683889e-05,8.492921071588023e-06],-0.07199150707892842,{"ap":0.07,"as":318,"ax":"W","bp":0.02,"bs":880,"bx":"C","c":"A","t":"2026-09-04T19:59:59.683831017Z"},{"delta":0.0287,"gamma":0.0158,"rho":0.0024,"theta":-0.0038,"vega":0.0174}],["TLT261009C00087000",0.07,0.08,0.1173,82.21,0.09664805051714843,0.10153004646655651,0.6487571428571438,0.08557684995056658,[0.02747448992694991,0.01845358403094782,0.03595348891409898,0.024847252232662407,0.005827103364273715,0.0032797612396621052],-0.0787202387603379,{"ap":0.08,"as":596,"ax":"W","bp":0.07,"bs":314,"bx":"W","c":"A","t":"2026-09-04T19:59:59.505064008Z"},{"delta":0.0624,"gamma":0.0437,"rho":0.0043,"theta":-0.0061,"vega":0.0294}]] 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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