Runway

Notes

3327 observations, newest first
XLE 06UTC indicative American calendar flags part 2/2 = 7
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"XLE","near":"XLE260916P00078000","far":"XLE260918P00078000","gap":10.97},{"s":"XLE","near":"XLE260916P00074000","far":"XLE260918P00074000","gap":7.600000000000001},{"s":"XLE","near":"XLE260918P00085000","far":"XLE260930P00085000","gap":16.09},{"s":"XLE","near":"XLE260918P00090000","far":"XLE260930P00090000","gap":19.06},{"s":"XLE","near":"XLE260916P00071000","far":"XLE260918P00071000","gap":5.33},{"s":"XLE","near":"XLE260916P00072000","far":"XLE260918P00072000","gap":5.76},{"s":"XLE","near":"XLE260916P00073000","far":"XLE260918P00073000","gap":6.8100000000000005}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC indicative American calendar flags part 1/2 = 16
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"XLE","near":"XLE261002C00051000","far":"XLE261009C00051000","gap":0.15000000000000036},{"s":"XLE","near":"XLE260918C00054000","far":"XLE260925C00054000","gap":0.019999999999999574},{"s":"XLE","near":"XLE260918C00053000","far":"XLE260925C00053000","gap":0.009999999999999787},{"s":"XLE","near":"XLE260916C00055000","far":"XLE260918C00055000","gap":0.040000000000000924},{"s":"XLE","near":"XLE260918C00057000","far":"XLE260925C00057000","gap":0.03000000000000025},{"s":"XLE","near":"XLE260930C00076000","far":"XLE261016C00076000","gap":16.51},{"s":"XLE","near":"XLE260930C00077000","far":"XLE261016C00077000","gap":16.88},{"s":"XLE","near":"XLE260930C00078000","far":"XLE261016C00078000","gap":15.07},{"s":"XLE","near":"XLE260930C00074000","far":"XLE261016C00074000","gap":18.2},{"s":"XLE","near":"XLE260930C00085000","far":"XLE261016C00085000","gap":10.0},{"s":"XLE","near":"XLE260918C00071000","far":"XLE260925C00071000","gap":21.49},{"s":"XLE","near":"XLE260918C00072000","far":"XLE261016C00072000","gap":20.790000000000003},{"s":"XLE","near":"XLE260918C00073000","far":"XLE261016C00073000","gap":19.75},{"s":"XLE","near":"XLE260930C00079000","far":"XLE261016C00079000","gap":14.99},{"s":"XLE","near":"XLE260916P00076000","far":"XLE260918P00076000","gap":9.350000000000001},{"s":"XLE","near":"XLE260916P00077000","far":"XLE260918P00077000","gap":10.020000000000001}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC indicative vertical flags part 3/3 = 10
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"XLE","a":"XLE260918P00070000","b":"XLE260918P00071000","monotone_gap":4.2700000000000005,"width_gap":-5.62},{"s":"XLE","a":"XLE260918P00074000","b":"XLE260918P00075000","monotone_gap":-9.26,"width_gap":7.800000000000001},{"s":"XLE","a":"XLE260918P00075000","b":"XLE260918P00076000","monotone_gap":8.530000000000001,"width_gap":-9.989999999999998},{"s":"XLE","a":"XLE260918P00079000","b":"XLE260918P00080000","monotone_gap":-13.519000000000002,"width_gap":12.040000000000001},{"s":"XLE","a":"XLE260918P00080000","b":"XLE260918P00081000","monotone_gap":12.420000000000002,"width_gap":-13.989},{"s":"XLE","a":"XLE260918P00084000","b":"XLE260918P00085000","monotone_gap":-18.17,"width_gap":15.669999999999998},{"s":"XLE","a":"XLE260918P00085000","b":"XLE260918P00086000","monotone_gap":15.989999999999998,"width_gap":-18.55},{"s":"XLE","a":"XLE260918P00089000","b":"XLE260918P00090000","monotone_gap":-21.68,"width_gap":18.869999999999997},{"s":"XLE","a":"XLE260918P00090000","b":"XLE260918P00091000","monotone_gap":18.849999999999998,"width_gap":-21.580000000000002},{"s":"XLE","a":"XLE261016P00077000","b":"XLE261016P00078000","monotone_gap":-1.3499999999999996,"width_gap":0.009999999999999787}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC indicative vertical flags part 2/3 = 12
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"XLE","a":"XLE260918C00079000","b":"XLE260918C00080000","monotone_gap":-17.46,"width_gap":14.110000000000001},{"s":"XLE","a":"XLE260918C00080000","b":"XLE260918C00081000","monotone_gap":13.76,"width_gap":-16.54},{"s":"XLE","a":"XLE260918C00084000","b":"XLE260918C00085000","monotone_gap":-13.75,"width_gap":10.64},{"s":"XLE","a":"XLE260918C00085000","b":"XLE260918C00086000","monotone_gap":9.89,"width_gap":-12.63},{"s":"XLE","a":"XLE260918C00089000","b":"XLE260918C00090000","monotone_gap":-9.28,"width_gap":7.879999999999999},{"s":"XLE","a":"XLE260918C00090000","b":"XLE260918C00091000","monotone_gap":6.93,"width_gap":-9.37},{"s":"XLE","a":"XLE261002C00052000","b":"XLE261002C00053000","monotone_gap":-1.42,"width_gap":0.02999999999999936},{"s":"XLE","a":"XLE260930P00070000","b":"XLE260930P00074000","monotone_gap":4.0200000000000005,"width_gap":-8.7},{"s":"XLE","a":"XLE260930P00074000","b":"XLE260930P00075000","monotone_gap":-9.5,"width_gap":7.809999999999999},{"s":"XLE","a":"XLE260930P00075000","b":"XLE260930P00076000","monotone_gap":8.49,"width_gap":-10.11},{"s":"XLE","a":"XLE260930P00079000","b":"XLE260930P00080000","monotone_gap":-13.56,"width_gap":11.709999999999999},{"s":"XLE","a":"XLE260930P00080000","b":"XLE260930P00081000","monotone_gap":12.24,"width_gap":-14.05}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC indicative vertical flags part 1/3 = 12
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"XLE","a":"XLE260930C00051500","b":"XLE260930C00052000","monotone_gap":-1.1199999999999992,"width_gap":0.10999999999999943},{"s":"XLE","a":"XLE260930C00052500","b":"XLE260930C00055000","monotone_gap":-2.8199999999999985,"width_gap":0.030000000000001137},{"s":"XLE","a":"XLE260930C00070000","b":"XLE260930C00074000","monotone_gap":18.18,"width_gap":-25.41},{"s":"XLE","a":"XLE260930C00074000","b":"XLE260930C00075000","monotone_gap":-21.52,"width_gap":17.279999999999998},{"s":"XLE","a":"XLE260930C00075000","b":"XLE260930C00076000","monotone_gap":16.54,"width_gap":-21.71},{"s":"XLE","a":"XLE260930C00079000","b":"XLE260930C00080000","monotone_gap":-17.4,"width_gap":14.02},{"s":"XLE","a":"XLE260930C00080000","b":"XLE260930C00081000","monotone_gap":12.52,"width_gap":-17.06},{"s":"XLE","a":"XLE260918C00047500","b":"XLE260918C00049000","monotone_gap":-2.34,"width_gap":0.10999999999999943},{"s":"XLE","a":"XLE260918C00054000","b":"XLE260918C00055000","monotone_gap":-1.5600000000000005,"width_gap":0.13000000000000078},{"s":"XLE","a":"XLE260918C00070000","b":"XLE260918C00071000","monotone_gap":21.53,"width_gap":-24.169999999999998},{"s":"XLE","a":"XLE260918C00074000","b":"XLE260918C00075000","monotone_gap":-21,"width_gap":18.599999999999998},{"s":"XLE","a":"XLE260918C00075000","b":"XLE260918C00076000","monotone_gap":17.509999999999998,"width_gap":-20.57}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC chain census part 1/1 = 1
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"XLE","contracts":876,"valid":876,"affordable_positive_bid":49}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 17/17 = 1
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 [["XLE260911P00061000",0.03,0.06,0.3397,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[0.0029999876718700344,0.003202727980491083,0.006628879576018235,0.007003411100046078,0.0003056396682907409,0.0003366513072454453],-0.06169436033170926,{"ap":0.06,"as":345,"ax":"W","bp":0.03,"bs":474,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.978100567Z"},{"delta":-0.0534,"gamma":0.0551,"rho":-0.0003,"theta":-0.0354,"vega":0.0063}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 16/17 = 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 [["XLE260911P00060500",0.01,0.07,0.3755,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[0.0007807726668007081,0.0008398798089466801,0.0021533901301882814,0.002290077213883809,4.290026462749537e-05,4.7836741761468736e-05],-0.07195709973537251,{"ap":0.07,"as":397,"ax":"W","bp":0.01,"bs":398,"bx":"W","c":"A","t":"2026-09-04T19:59:59.735907211Z"},{"delta":-0.0442,"gamma":0.0428,"rho":-0.0002,"theta":-0.0337,"vega":0.0054}],["XLE260911C00068500",0.04,0.06,0.4374,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[0.00015567359879583382,0.0001431567740005794,0.0005654493330155532,0.0005271478315727342,3.6803797967786913e-06,3.246876347565102e-06],-0.06199675312365244,{"ap":0.06,"as":238,"ax":"B","bp":0.04,"bs":231,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.976906369Z"},{"delta":0.0481,"gamma":0.0394,"rho":0.0002,"theta":-0.0426,"vega":0.0058}],["XLE260911P00059500",0.03,0.05,0.4623,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[3.2170385154760196e-05,3.5192047133368895e-05,0.00015107792693450073,0.00016272878483704906,3.401933720158333e-07,3.8925987497325674e-07],-0.05199965980662799,{"ap":0.05,"as":540,"ax":"W","bp":0.03,"bs":506,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.569077244Z"},{"delta":-0.0368,"gamma":0.03,"rho":-0.0002,"theta":-0.0358,"vega":0.0047}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 15/17 = 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 [["XLE260918P00059000",0.04,0.06,0.2903,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[0.007435802112318483,0.008310792166314751,0.015435851491647697,0.016962686712530668,0.0008892660962311335,0.0010481358113123788],-0.061110733903768866,{"ap":0.06,"as":370,"ax":"W","bp":0.04,"bs":451,"bx":"A","c":"A","t":"2026-09-04T19:59:59.10950349Z"},{"delta":-0.0396,"gamma":0.0278,"rho":-0.0007,"theta":-0.0129,"vega":0.0091}],["XLE261002C00075000",0.03,0.04,0.2907,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[0.0026534172525644207,0.0021616039438422468,0.0072951157662456394,0.006142383072434423,0.00015600331962793007,0.00011535084271756486],-0.04188464915728244,{"ap":0.04,"as":179,"ax":"Q","bp":0.03,"bs":327,"bx":"W","c":"A","t":"2026-09-04T19:59:59.726288454Z"},{"delta":0.0204,"gamma":0.0103,"rho":0.0008,"theta":-0.005,"vega":0.0081}],["XLE261016P00050000",0.04,0.06,0.3791,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.0001211815138639665,0.00016346933884567736,0.0005478535292917904,0.0007030206875155719,1.3692725813273879e-06,2.157527800387593e-06],-0.06199863072741867,{"ap":0.06,"as":260,"ax":"B","bp":0.04,"bs":93,"bx":"S","c":" ","t":"2026-09-04T19:59:59.164003274Z"},{"delta":-0.017,"gamma":0.0054,"rho":-0.0012,"theta":-0.0042,"vega":0.0087}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 14/17 = 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 [["XLE260916C00072000",0.03,0.07,0.419,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.022606281846528253,[7.404129606620666e-05,6.414593855630851e-05,0.0003394069816417708,0.00030119789252221305,9.426815245858011e-07,7.604310743968152e-07],-0.07199923956892561,{"ap":0.07,"as":50,"ax":"Q","bp":0.03,"bs":23,"bx":"T","c":" ","t":"2026-09-04T19:59:59.485734463Z"},{"delta":0.0328,"gamma":0.0184,"rho":0.0004,"theta":-0.0184,"vega":0.0069}],["XLE261002P00051000",0.01,0.07,0.4272,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[8.201502690272258e-06,1.0752350800174573e-05,5.8607027817257785e-05,7.326903028581543e-05,2.62870924819194e-08,3.9595316225556363e-08],-0.07199997371290753,{"ap":0.07,"as":36,"ax":"C","bp":0.01,"bs":7,"bx":"T","c":" ","t":"2026-09-04T19:59:59.486487839Z"},{"delta":-0.0154,"gamma":0.0055,"rho":-0.0007,"theta":-0.0056,"vega":0.0064}],["XLE260930P00052000",0.01,0.06,0.4049,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06093619286637767,[1.8794355341149297e-05,2.4092744323674682e-05,0.00011698174317264164,0.00014374996752566203,9.473166993162046e-08,1.3833646956252753e-07],-0.06199990526833007,{"ap":0.06,"as":528,"ax":"E","bp":0.01,"bs":193,"bx":"B","c":"A","t":"2026-09-04T19:59:59.224883501Z"},{"delta":-0.015,"gamma":0.0059,"rho":-0.0006,"theta":-0.0054,"vega":0.006}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 13/17 = 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 [["XLE260925P00056000",0.01,0.06,0.316,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.0013048161075058186,0.001547828469156888,0.0037865367571333964,0.004367033172223251,6.0504261069237045e-05,7.801709140635438e-05],-0.06193949573893076,{"ap":0.06,"as":492,"ax":"E","bp":0.01,"bs":383,"bx":"W","c":"A","t":"2026-09-04T19:59:59.106973842Z"},{"delta":-0.0212,"gamma":0.0116,"rho":-0.0006,"theta":-0.0064,"vega":0.007}],["XLE261009P00050000",0.03,0.05,0.405,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.08557684995056658,[2.0005831037213002e-05,2.6907353028818698e-05,0.00012673470192828832,0.00016181829307181125,9.841474856959714e-08,1.5421083724497526e-07],-0.05199990158525143,{"ap":0.05,"as":42,"ax":"S","bp":0.03,"bs":7,"bx":"U","c":"A","t":"2026-09-04T19:59:59.510869328Z"},{"delta":-0.0144,"gamma":0.0048,"rho":-0.0008,"theta":-0.0044,"vega":0.0068}],["XLE260918P00056000",0.04,0.05,0.4271,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[3.5778583335206957e-05,4.2046277710960534e-05,0.00018043800549427146,0.00020642663170295284,2.9824500461743333e-07,3.8082394329249287e-07],-0.05199970175499539,{"ap":0.05,"as":346,"ax":"W","bp":0.04,"bs":400,"bx":"W","c":"A","t":"2026-09-04T19:59:59.172388255Z"},{"delta":-0.0256,"gamma":0.0132,"rho":-0.0005,"theta":-0.0133,"vega":0.0063}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 12/17 = 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 [["XLE261002P00055000",0.05,0.08,0.3289,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[0.00233192009350914,0.0028344277653409656,0.006222248975197645,0.007326545606102074,0.0001316556201547076,0.00017605302166830462],-0.08186834437984529,{"ap":0.08,"as":434,"ax":"A","bp":0.05,"bs":163,"bx":"B","c":"A","t":"2026-09-04T19:59:59.510829231Z"},{"delta":-0.0301,"gamma":0.0126,"rho":-0.0013,"theta":-0.0075,"vega":0.0112}],["XLE261016C00079000",0.06,0.08,0.325,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.001992866289725651,0.0015235621508259039,0.00594593107052535,0.004746768492953417,8.574083969189409e-05,5.758178699808305e-05],-0.08194241821300192,{"ap":0.08,"as":340,"ax":"Q","bp":0.06,"bs":738,"bx":"W","c":"A","t":"2026-09-04T19:59:59.449844994Z"},{"delta":0.0281,"gamma":0.0096,"rho":0.0018,"theta":-0.0059,"vega":0.0133}],["XLE260918C00070000",0.03,0.08,0.3038,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[0.005672958496160404,0.005033644810663975,0.0124663242192786,0.011263372512054934,0.0005853244139550761,0.0004911934764863756],-0.08150880652351362,{"ap":0.08,"as":5,"ax":"N","bp":0.03,"bs":189,"bx":"W","c":"A","t":"2026-09-04T19:59:59.174393248Z"},{"delta":0.0427,"gamma":0.0282,"rho":0.0007,"theta":-0.0149,"vega":0.0096}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 11/17 = 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 [["XLE261016C00080000",0.04,0.08,0.3331,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.0010457613761043034,0.0007902566167562128,0.0034443219950216993,0.0027232293974282337,3.269914085325364e-05,2.154759349016685e-05],-0.08197845240650983,{"ap":0.08,"as":625,"ax":"W","bp":0.04,"bs":358,"bx":"W","c":"A","t":"2026-09-04T19:59:59.279728922Z"},{"delta":0.024,"gamma":0.0082,"rho":0.0015,"theta":-0.0053,"vega":0.0117}],["XLE260918P00057500",0.04,0.07,0.3689,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[0.0006658233444039598,0.0007631700737579472,0.0020862109069980715,0.002338019385053828,2.5890032521326714e-05,3.171052900052044e-05],-0.07197410996747867,{"ap":0.07,"as":381,"ax":"W","bp":0.04,"bs":373,"bx":"W","c":"A","t":"2026-09-04T19:59:59.498244353Z"},{"delta":-0.0348,"gamma":0.0197,"rho":-0.0006,"theta":-0.0148,"vega":0.0082}],["XLE260916C00069000",0.04,0.08,0.3001,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.022606281846528253,[0.00820335006613147,0.007404912613266351,0.016786547920389812,0.015387427120325946,0.0010524237994730715,0.0009060238407927342],-0.08109397615920727,{"ap":0.08,"as":98,"ax":"B","bp":0.04,"bs":66,"bx":"C","c":" ","t":"2026-09-04T19:59:59.060070827Z"},{"delta":0.0511,"gamma":0.0369,"rho":0.0007,"theta":-0.019,"vega":0.01}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 10/17 = 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 [["XLE260930C00080000",0.03,0.05,0.4151,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06093619286637767,[1.1136389180014964e-05,8.543951681837805e-06,7.216757122023279e-05,5.781223004471571e-05,3.43695295288205e-08,2.2989137674224967e-08],-0.05199997701086233,{"ap":0.05,"as":614,"ax":"E","bp":0.03,"bs":58,"bx":"W","c":"A","t":"2026-09-04T19:59:59.119517412Z"},{"delta":0.0175,"gamma":0.0066,"rho":0.0007,"theta":-0.0065,"vega":0.0068}],["XLE261002P00054500",0.04,0.06,0.3302,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[0.001303001182692305,0.0015976084875159913,0.003827407647183205,0.0045385375679343355,5.4703521031301154e-05,7.43134633431809e-05],-0.061945296478968695,{"ap":0.06,"as":207,"ax":"A","bp":0.04,"bs":166,"bx":"B","c":" ","t":"2026-09-04T19:59:59.08434356Z"},{"delta":-0.0238,"gamma":0.0104,"rho":-0.001,"theta":-0.0062,"vega":0.0092}],["XLE261016C00078000",0.06,0.08,0.3083,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.003719069199179199,0.0028782288645906565,0.010073271965185811,0.008119798462891483,0.00023021081158086743,0.00015781084694635312],-0.08184218915305365,{"ap":0.08,"as":240,"ax":"E","bp":0.06,"bs":150,"bx":"B","c":"A","t":"2026-09-04T19:59:59.22529423Z"},{"delta":0.0294,"gamma":0.0105,"rho":0.0019,"theta":-0.0058,"vega":0.0138}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 9/17 = 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 [["XLE260930P00052500",0.01,0.03,0.3599,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06093619286637767,[4.3865759515709956e-05,5.567839918917315e-05,0.00022982200619656602,0.0002802578742039801,3.3900454204208527e-07,4.865528938972188e-07],-0.03199966099545796,{"ap":0.03,"as":859,"ax":"A","bp":0.01,"bs":362,"bx":"W","c":"A","t":"2026-09-04T19:59:59.519996017Z"},{"delta":-0.0101,"gamma":0.0048,"rho":-0.0004,"theta":-0.0034,"vega":0.0042}],["XLE261016P00048000",0.03,0.07,0.4321,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[8.292467539892926e-06,1.1662995565236154e-05,5.8774008241114093e-05,7.791118883160151e-05,2.1463268536050294e-08,3.6052598358517934e-08],-0.07199997853673147,{"ap":0.07,"as":117,"ax":"B","bp":0.03,"bs":33,"bx":"B","c":" ","t":"2026-09-04T19:59:59.500013501Z"},{"delta":-0.0151,"gamma":0.0043,"rho":-0.0011,"theta":-0.0044,"vega":0.0079}],["XLE261002C00080000",0.03,0.04,0.3898,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[2.6718075485065532e-05,2.045652983084678e-05,0.00015018579659632214,0.00012008363649994139,1.3018719205303173e-07,8.695957123545753e-08],-0.041999913040428764,{"ap":0.04,"as":361,"ax":"A","bp":0.03,"bs":13,"bx":"T","c":"A","t":"2026-09-04T19:59:59.471796928Z"},{"delta":0.0158,"gamma":0.0062,"rho":0.0006,"theta":-0.0054,"vega":0.0065}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 8/17 = 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 [["XLE261016P00049000",0.01,0.03,0.3578,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[3.373068650221963e-05,4.644428349428444e-05,0.00018378740666938478,0.00023998883552204387,1.980544462040974e-07,3.21760881844517e-07],-0.031999801945553796,{"ap":0.03,"as":328,"ax":"A","bp":0.01,"bs":187,"bx":"B","c":"A","t":"2026-09-04T19:59:59.993295009Z"},{"delta":-0.0079,"gamma":0.0029,"rho":-0.0005,"theta":-0.0021,"vega":0.0045}],["XLE260914P00060000",0.01,0.05,0.282,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.01713058027226405,[0.005215550889169563,0.005695435819185469,0.011210831584507593,0.012077688269165329,0.0006083980762079473,0.0006926569364936728],-0.05139160192379206,{"ap":0.05,"as":183,"ax":"A","bp":0.01,"bs":419,"bx":"W","c":"A","t":"2026-09-04T19:59:59.420940494Z"},{"delta":-0.0326,"gamma":0.0315,"rho":-0.0003,"theta":-0.0139,"vega":0.006}],["XLE260925C00075000",0.04,0.06,0.3665,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.000318342798545853,0.00026171224685920115,0.001183467742395339,0.0010044047398948734,6.5986112545649136e-06,4.922221736949014e-06],-0.061995077778263054,{"ap":0.06,"as":50,"ax":"P","bp":0.04,"bs":31,"bx":"T","c":" ","t":"2026-09-04T19:59:59.464848748Z"},{"delta":0.0266,"gamma":0.0122,"rho":0.0008,"theta":-0.0093,"vega":0.0085}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 7/17 = 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 [["XLE260925P00055500",0.04,0.05,0.3474,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.0006529239809770005,0.0007809237293169423,0.002102895480339738,0.0024420159792485595,2.1420042106179205e-05,2.8026534560486824e-05],-0.051978579957893824,{"ap":0.05,"as":446,"ax":"E","bp":0.04,"bs":154,"bx":"B","c":"A","t":"2026-09-04T19:59:59.499415983Z"},{"delta":-0.0243,"gamma":0.0119,"rho":-0.0007,"theta":-0.0079,"vega":0.0079}],["XLE260925P00053000",0.01,0.02,0.3771,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[9.935444395151485e-06,1.2433824930969938e-05,6.464653961780036e-05,7.793288596119644e-05,3.537263922996455e-08,4.984140653701792e-08],-0.02199996462736077,{"ap":0.02,"as":51,"ax":"C","bp":0.01,"bs":44,"bx":"C","c":" ","t":"2026-09-04T19:59:59.982997143Z"},{"delta":-0.0084,"gamma":0.0044,"rho":-0.0003,"theta":-0.0035,"vega":0.0032}],["XLE260918P00057000",0.05,0.06,0.3932,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[0.0002749069185695508,0.0003175089245160735,0.0009812074388757554,0.0011066232074425336,6.553007907138142e-06,8.13617427403084e-06],-0.06199344699209286,{"ap":0.06,"as":350,"ax":"W","bp":0.05,"bs":3005,"bx":"N","c":"B","t":"2026-09-04T19:59:59.172388255Z"},{"delta":-0.0329,"gamma":0.0176,"rho":-0.0006,"theta":-0.0151,"vega":0.0078}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 6/17 = 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 [["XLE260914C00070000",0.01,0.03,0.3321,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.01713058027226405,[0.00039607242391726454,0.00035397994551399607,0.0013107143020976376,0.0011930051515628597,1.2352537589307398e-05,1.0446524129795456e-05],-0.0319895534758702,{"ap":0.03,"as":774,"ax":"W","bp":0.01,"bs":617,"bx":"W","c":"A","t":"2026-09-04T19:59:58.93022192Z"},{"delta":0.0202,"gamma":0.0179,"rho":0.0002,"theta":-0.0112,"vega":0.004}],["XLE260914C00069000",0.01,0.04,0.2963,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.01713058027226405,[0.002426607517126381,0.002199872772300885,0.005889283448392286,0.005420439771209885,0.0001827646166680826,0.00015808930754510587],-0.041841910692454895,{"ap":0.04,"as":148,"ax":"C","bp":0.01,"bs":5,"bx":"B","c":" ","t":"2026-09-04T19:59:59.990205763Z"},{"delta":0.0272,"gamma":0.0258,"rho":0.0003,"theta":-0.0129,"vega":0.0052}],["XLE260916P00059000",0.01,0.08,0.3176,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.022606281846528253,[0.0029483049951141327,0.0032853528014824265,0.007131133632834189,0.007807376587221692,0.0002447001451804323,0.0002872206013676895],-0.08175529985481957,{"ap":0.08,"as":344,"ax":"S","bp":0.01,"bs":162,"bx":"P","c":" ","t":"2026-09-04T19:59:59.064101378Z"},{"delta":-0.0368,"gamma":0.0268,"rho":-0.0005,"theta":-0.015,"vega":0.0076}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 5/17 = 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 [["XLE260925P00054500",0.01,0.07,0.377,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.00013557832016519313,0.00016507483688659778,0.0005764568972610515,0.0006790698477734834,2.122212794729776e-06,2.85651760878954e-06],-0.07199787778720527,{"ap":0.07,"as":601,"ax":"E","bp":0.01,"bs":329,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.499436571Z"},{"delta":-0.0203,"gamma":0.0094,"rho":-0.0006,"theta":-0.0074,"vega":0.0068}],["XLE261002P00054000",0.04,0.08,0.3565,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[0.000705092095471345,0.0008721808030429605,0.0022939937850298218,0.002739831566450418,2.2358065943370747e-05,3.077281472486071e-05],-0.08197764193405663,{"ap":0.08,"as":35,"ax":"S","bp":0.04,"bs":25,"bx":"T","c":" ","t":"2026-09-04T19:59:59.446696402Z"},{"delta":-0.0261,"gamma":0.0104,"rho":-0.0011,"theta":-0.0072,"vega":0.01}],["XLE261016P00051000",0.01,0.06,0.3349,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.0003857316262125611,0.0005102389277612304,0.0014380777509295263,0.0018157954458864495,7.78816398077507e-06,1.1902951960085061e-05],-0.061992211836019225,{"ap":0.06,"as":13,"ax":"T","bp":0.01,"bs":23,"bx":"U","c":" ","t":"2026-09-04T19:59:59.500460459Z"},{"delta":-0.0139,"gamma":0.0051,"rho":-0.001,"theta":-0.0031,"vega":0.0073}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 4/17 = 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 [["XLE260911C00069000",0.04,0.05,0.4657,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[3.713370627300609e-05,3.390875876157975e-05,0.0001667356600673326,0.00015452090948478743,3.850153008114383e-07,3.356824659256206e-07],-0.051999664317534076,{"ap":0.05,"as":479,"ax":"W","bp":0.04,"bs":268,"bx":"W","c":"A","t":"2026-09-04T19:59:59.226740159Z"},{"delta":0.0416,"gamma":0.0329,"rho":0.0002,"theta":-0.0403,"vega":0.0052}],["XLE260925P00054000",0.03,0.07,0.4094,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[6.023075864563065e-05,7.405958830354348e-05,0.00028138629102458253,0.0003340014145390838,5.545603718634893e-07,7.587699293292387e-07],-0.07199944543962815,{"ap":0.07,"as":138,"ax":"S","bp":0.03,"bs":60,"bx":"B","c":" ","t":"2026-09-04T19:59:59.476626452Z"},{"delta":-0.0229,"gamma":0.0096,"rho":-0.0007,"theta":-0.0089,"vega":0.0075}],["XLE261009P00053000",0.01,0.07,0.322,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.08557684995056658,[0.0009823582726012233,0.001246574062019846,0.0031323149470585576,0.0038206676528388093,3.4578121945164226e-05,4.933927128074894e-05],-0.07196542187805484,{"ap":0.07,"as":208,"ax":"M","bp":0.01,"bs":117,"bx":"B","c":" ","t":"2026-09-04T19:59:59.084510713Z"},{"delta":-0.0178,"gamma":0.0073,"rho":-0.001,"theta":-0.0041,"vega":0.0082}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 3/17 = 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 [["XLE261002P00052000",0.03,0.04,0.388,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[4.161173430242787e-05,5.34249547953123e-05,0.0002243907635061178,0.0002761645560923815,3.0563299438347704e-07,4.4637028520752775e-07],-0.04199969436700562,{"ap":0.04,"as":305,"ax":"A","bp":0.03,"bs":39,"bx":"S","c":"A","t":"2026-09-04T19:59:59.510213035Z"},{"delta":-0.015,"gamma":0.0059,"rho":-0.0007,"theta":-0.0049,"vega":0.0062}],["XLE260911C00068000",0.01,0.06,0.3722,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[0.0006147794147720109,0.0005695231867176951,0.0017511020800198543,0.001641944789620962,2.8327077661157932e-05,2.5281807971864853e-05],-0.061974718192028135,{"ap":0.06,"as":177,"ax":"Q","bp":0.01,"bs":367,"bx":"W","c":"A","t":"2026-09-04T19:59:59.224168903Z"},{"delta":0.0405,"gamma":0.0403,"rho":0.0002,"theta":-0.0316,"vega":0.0051}],["XLE260925P00056500",0.02,0.07,0.3109,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.002487276418568415,0.0029266026489450023,0.006586699242291644,0.007545553757154779,0.00016447870558238114,0.0002093457439675806],-0.07183552129441763,{"ap":0.07,"as":493,"ax":"E","bp":0.02,"bs":200,"bx":"B","c":"A","t":"2026-09-04T19:59:59.499347256Z"},{"delta":-0.0268,"gamma":0.0144,"rho":-0.0008,"theta":-0.0077,"vega":0.0086}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 2/17 = 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 [["XLE260916C00070000",0.03,0.07,0.3343,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.022606281846528253,[0.00203064104605619,0.001808511377242911,0.00520266316765324,0.0047190051165797485,0.00013262630169692723,0.00011175728738969025],-0.07188824271261032,{"ap":0.07,"as":744,"ax":"E","bp":0.03,"bs":163,"bx":"P","c":"A","t":"2026-09-04T19:59:59.323888934Z"},{"delta":0.0398,"gamma":0.0271,"rho":0.0005,"theta":-0.0172,"vega":0.0081}],["XLE261016C00085000",0.01,0.05,0.3717,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[2.786514525638149e-05,1.984297653537753e-05,0.00017168949084941866,0.00012936940016371526,1.2534642226904952e-07,7.501410787226826e-08],-0.051999924985892135,{"ap":0.05,"as":725,"ax":"E","bp":0.01,"bs":6,"bx":"B","c":" ","t":"2026-09-04T19:59:59.059755567Z"},{"delta":0.0118,"gamma":0.004,"rho":0.0008,"theta":-0.0032,"vega":0.0063}],["XLE260925P00055000",0.04,0.07,0.3781,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.00030864193003001954,0.00037233071257232475,0.0011245499382613398,0.0013151348588453793,6.749890372940875e-06,8.953018068107056e-06],-0.07199325010962707,{"ap":0.07,"as":205,"ax":"Q","bp":0.04,"bs":233,"bx":"B","c":" ","t":"2026-09-04T19:59:59.982997143Z"},{"delta":-0.0268,"gamma":0.0119,"rho":-0.0008,"theta":-0.0094,"vega":0.0086}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC American-priced affordable legs part 1/17 = 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 [["XLE260925P00053500",0.04,0.06,0.4281,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[2.5470369921016787e-05,3.158711311920763e-05,0.00013740541302318743,0.00016445469132970013,1.5487760566680542e-07,2.1460672786937712e-07],-0.061999845122394336,{"ap":0.06,"as":73,"ax":"Q","bp":0.04,"bs":43,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.645760809Z"},{"delta":-0.022,"gamma":0.0089,"rho":-0.0007,"theta":-0.009,"vega":0.0073}],["XLE260911P00060000",0.04,0.05,0.4287,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[0.00017784486668266232,0.00019286038728160522,0.0006236300106535192,0.0006673195909442804,4.52745579306256e-06,5.112509110676671e-06],-0.051995472544206944,{"ap":0.05,"as":531,"ax":"W","bp":0.04,"bs":411,"bx":"W","c":"A","t":"2026-09-04T19:59:59.223954277Z"},{"delta":-0.0436,"gamma":0.0371,"rho":-0.0002,"theta":-0.0381,"vega":0.0054}],["XLE260930P00055000",0.02,0.04,0.3028,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06093619286637767,[0.0014599111972040167,0.0017719147696715735,0.004246491596791867,0.004991753186772632,6.80431516105565e-05,9.077523515574558e-05],-0.04193195684838945,{"ap":0.04,"as":286,"ax":"C","bp":0.02,"bs":206,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.00653332Z"},{"delta":-0.0171,"gamma":0.0089,"rho":-0.0007,"theta":-0.0045,"vega":0.0067}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLE 06UTC hold20 test realized trade audit part 1/1 = 2
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-04-15 04:00:00+00:00","2026-05-13 04:00:00+00:00","55.255199999999995","57.00294","0.4997501249374636","0.5155573844055691","0.030614511032446133","30.599211426732765","Closed"],["2026-05-27 04:00:00+00:00","2026-06-25 04:00:00+00:00","56.6566","53.146800000000006","0.5150420846709949","0.4831359217742389","-0.06291767772863162","-64.81050380002903","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold10 test realized trade audit part 1/1 = 4
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-04-15 04:00:00+00:00","2026-04-29 04:00:00+00:00","55.255199999999995","57.80214","0.4997501249374636","0.5227856687996184","0.04507107620640253","45.048551930437306","Closed"],["2026-05-07 04:00:00+00:00","2026-05-21 04:00:00+00:00","55.52546999999999","59.98995","0.5222631443930368","0.5642552853488711","0.07936397998972378","82.89776348195605","Closed"],["2026-05-27 04:00:00+00:00","2026-06-10 04:00:00+00:00","56.65659999999999","57.47247","0.5636913120501958","0.5718086157846416","0.013393063914883766","15.099107541105274","Closed"],["2026-06-16 04:00:00+00:00","2026-07-01 04:00:00+00:00","54.66461","52.991955000000004","0.5712370929302324","0.5537580954641849","-0.0315831994868343","-36.08299012059293","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
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