Notes

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 [["XLF261002P00048000",0.03,0.07,0.3859,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[5.21382035464024e-11,1.012583230177855e-10,2.995681709045953e-09,5.163743324246098e-09,2.227923945980029e-16,6.158093569666582e-16],-0.07199999999999979,{"ap":0.07,"as":41,"ax":"U","bp":0.03,"bs":120,"bx":"U","c":"A","t":"2026-09-04T19:59:59.002845321Z"},{"delta":-0.0225,"gamma":0.0093,"rho":-0.0009,"theta":-0.0063,"vega":0.008}],["XLF261002C00063500",0.03,0.04,0.1816,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[0.0017928697498792736,0.0012641448419466164,0.004557773979877921,0.003392230379037276,0.00011682069066921393,6.959400041628162e-05],-0.04193040599958372,{"ap":0.04,"as":213,"ax":"C","bp":0.03,"bs":178,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684230999Z"},{"delta":0.0334,"gamma":0.0275,"rho":0.0013,"theta":-0.0044,"vega":0.0111}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260925C00063500",0.03,0.06,0.2274,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[0.0002165944404733187,0.0001546378681473328,0.0007651600010986446,0.0005770412024369184,5.525738711583214e-06,3.343966666319959e-06],-0.06199665603333368,{"ap":0.06,"as":197,"ax":"C","bp":0.03,"bs":137,"bx":"U","c":"A","t":"2026-09-04T19:59:58.684169327Z"},{"delta":0.0398,"gamma":0.0301,"rho":0.0011,"theta":-0.0074,"vega":0.0108}],["XLF260916C00062000",0.01,0.07,0.2536,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[6.578571723546437e-05,5.159109247384267e-05,0.00026353808397528203,0.00021501652272712,1.05085938122309e-06,7.298514627893159e-07],-0.07199927014853721,{"ap":0.07,"as":106,"ax":"C","bp":0.01,"bs":58,"bx":"C","c":"A","t":"2026-09-04T19:59:59.879988288Z"},{"delta":0.0452,"gamma":0.0436,"rho":0.0006,"theta":-0.0132,"vega":0.0082}],["XLF260917C00063000",0.03,0.07,0.2979,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[4.62884288242105e-06,3.4486764405482838e-06,3.041585162036746e-05,2.3827087398497155e-05,1.7650185527435106e-08,1.1318190764924176e-08],-0.07199998868180925,{"ap":0.07,"as":51,"ax":"U","bp":0.03,"bs":28,"bx":"D","c":" ","t":"2026-09-04T19:59:58.700384201Z"},{"delta":0.0455,"gamma":0.0352,"rho":0.0006,"theta":-0.0147,"vega":0.0087}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260911C00059500",0.06,0.08,0.2215,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[0.005278661789143061,0.004756661149223723,0.009915649140003188,0.009078020591985567,0.0009664398884382739,0.0008313879568751009],-0.08116861204312491,{"ap":0.08,"as":528,"ax":"W","bp":0.06,"bs":500,"bx":"W","c":"A","t":"2026-09-04T19:59:58.657327084Z"},{"delta":0.1224,"gamma":0.1739,"rho":0.0006,"theta":-0.0401,"vega":0.0107}],["XLF260930P00047000",0.01,0.02,0.3713,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[3.4772581537192695e-14,7.201968489450444e-14,6.949981565604198e-12,1.2670352449559712e-11,1.1986474711791058e-21,3.690483988981271e-21],-0.022,{"ap":0.02,"as":62,"ax":"P","bp":0.01,"bs":110,"bx":"C","c":"B","t":"2026-09-04T19:59:59.743643653Z"},{"delta":-0.0083,"gamma":0.0043,"rho":-0.0003,"theta":-0.0027,"vega":0.0032}],["XLF260930C00063000",0.01,0.08,0.1841,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[0.00262692587697791,0.0019011217829270034,0.006387439094990286,0.004863602269855874,0.0002129384657460652,0.0001320938224606515],-0.08186790617753935,{"ap":0.08,"as":596,"ax":"E","bp":0.01,"bs":530,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674884044Z"},{"delta":0.0427,"gamma":0.0346,"rho":0.0015,"theta":-0.0057,"vega":0.013}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF261009C00063500",0.04,0.06,0.1692,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[0.006158239299239532,0.004288076703084401,0.013193289585331338,0.009704699996222563,0.0006913101390082013,0.0004067184350136932],-0.06159328156498631,{"ap":0.06,"as":852,"ax":"E","bp":0.04,"bs":538,"bx":"E","c":"A","t":"2026-09-04T19:59:58.675012443Z"},{"delta":0.0435,"gamma":0.0322,"rho":0.0021,"theta":-0.0045,"vega":0.0156}],["XLF260916P00054000",0.03,0.04,0.2806,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[5.7953083987673885e-06,7.572894642669729e-06,3.634624872216329e-05,4.532714795802414e-05,2.8216002157684077e-08,4.2276214717085205e-08],-0.04199997178399784,{"ap":0.04,"as":104,"ax":"C","bp":0.03,"bs":132,"bx":"U","c":" ","t":"2026-09-04T19:59:59.645455629Z"},{"delta":-0.036,"gamma":0.0327,"rho":-0.0005,"theta":-0.0117,"vega":0.0068}],["XLF260930P00048000",0.03,0.07,0.4027,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[7.709587991247088e-12,1.488634373884302e-11,5.651576678137005e-10,9.75366615652574e-10,9.505909361745594e-18,2.6210533069612934e-17],-0.072,{"ap":0.07,"as":109,"ax":"C","bp":0.03,"bs":99,"bx":"C","c":"A","t":"2026-09-04T19:59:59.849546682Z"},{"delta":-0.0226,"gamma":0.0093,"rho":-0.0008,"theta":-0.0069,"vega":0.0076}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF261016P00040000",0.03,0.06,0.5399,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[8.806426427600652e-25,3.1072767823349776e-24,3.5151780165093235e-20,9.857712949058431e-20,2.0469004442283284e-41,1.4566693633574626e-40],-0.062,{"ap":0.06,"as":45,"ax":"C","bp":0.03,"bs":33,"bx":"C","c":" ","t":"2026-09-04T19:59:59.833517507Z"},{"delta":-0.0121,"gamma":0.0031,"rho":-0.0008,"theta":-0.0041,"vega":0.0059}],["XLF261009P00046000",0.03,0.04,0.3828,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.7527945069251535e-12,3.931404953181911e-12,1.8833952370673813e-10,3.6598673071666603e-10,8.443391648159941e-19,2.9236922090263327e-18],-0.042,{"ap":0.04,"as":59,"ax":"S","bp":0.03,"bs":65,"bx":"S","c":" ","t":"2026-09-04T19:59:59.799142277Z"},{"delta":-0.0147,"gamma":0.0057,"rho":-0.0008,"theta":-0.0038,"vega":0.0063}],["XLF260930C00065000",0.03,0.06,0.2414,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[5.941191722185342e-05,3.9251590219680985e-05,0.0002631633853450266,0.00018601785271482626,6.763738003005305e-07,3.622048344418462e-07],-0.061999637795165555,{"ap":0.06,"as":144,"ax":"E","bp":0.03,"bs":36,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674870435Z"},{"delta":0.0339,"gamma":0.0218,"rho":0.0012,"theta":-0.0061,"vega":0.0107}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260918P00053000",0.01,0.06,0.303,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[5.594466786406558e-07,7.776090305114199e-07,5.301938657764974e-06,6.958455110647363e-06,6.788811262829851e-10,1.1211876090313337e-09],-0.061999999321118875,{"ap":0.06,"as":322,"ax":"W","bp":0.01,"bs":358,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.971421222Z"},{"delta":-0.0304,"gamma":0.0236,"rho":-0.0005,"theta":-0.0099,"vega":0.0066}],["XLF260930C00067000",0.01,0.06,0.2832,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[5.307027622927009e-07,3.1974951235418123e-07,5.31867419439468e-06,3.49046467244563e-06,4.3567882195411184e-10,2.010280916576754e-10],-0.06199999979897191,{"ap":0.06,"as":327,"ax":"E","bp":0.01,"bs":27,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674823933Z"},{"delta":0.0237,"gamma":0.0138,"rho":0.0008,"theta":-0.0053,"vega":0.008}],["XLF260918C00063000",0.01,0.05,0.2573,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[1.2582996854725933e-05,9.353159586761322e-06,7.111394362491506e-05,5.5573796397432415e-05,7.880843470853448e-08,5.031193027701026e-08],-0.05199994968806973,{"ap":0.05,"as":516,"ax":"E","bp":0.01,"bs":246,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674683486Z"},{"delta":0.0316,"gamma":0.0287,"rho":0.0005,"theta":-0.0089,"vega":0.0068}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260930P00044000",0.01,0.06,0.5267,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[9.78718922958361e-24,2.516923623028167e-23,2.769657944485536e-19,5.983267959128901e-19,9.65666611714911e-39,4.1455042859175656e-38],-0.062,{"ap":0.06,"as":296,"ax":"J","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.903363825Z"},{"delta":-0.0128,"gamma":0.0044,"rho":-0.0005,"theta":-0.0056,"vega":0.0047}],["XLF260917P00055000",0.01,0.07,0.2155,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[0.0006671609073914183,0.0008260968545191715,0.0018092824736595649,0.002166825147970708,3.495336943626225e-05,4.8131973250972236e-05],-0.07196504663056374,{"ap":0.07,"as":82,"ax":"U","bp":0.01,"bs":56,"bx":"C","c":" ","t":"2026-09-04T19:59:59.662159499Z"},{"delta":-0.0483,"gamma":0.0511,"rho":-0.0007,"theta":-0.0107,"vega":0.0092}],["XLF260914C00060000",0.04,0.05,0.1728,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[0.00886775266558716,0.007698287986265236,0.01599572712900125,0.01418066616568224,0.0017152084634840003,0.001397891442857728],-0.05060210855714228,{"ap":0.05,"as":168,"ax":"C","bp":0.04,"bs":225,"bx":"M","c":" ","t":"2026-09-04T19:59:59.397815917Z"},{"delta":0.0781,"gamma":0.1134,"rho":0.0007,"theta":-0.0161,"vega":0.0109}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260930C00064000",0.01,0.07,0.2089,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[0.00043910711852389404,0.00030350072332777285,0.0014207281782698002,0.0010426262893756847,1.4561216449504826e-05,8.395543153818028e-06],-0.07199160445684619,{"ap":0.07,"as":52,"ax":"P","bp":0.01,"bs":55,"bx":"U","c":" ","t":"2026-09-04T19:59:59.662415473Z"},{"delta":0.0346,"gamma":0.0257,"rho":0.0012,"theta":-0.0054,"vega":0.0109}],["XLF260925P00046000",0.03,0.06,0.5336,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[1.63000859279769e-21,3.595914557954871e-21,9.509710686732263e-18,1.8256225599219177e-17,9.059298606340817e-35,3.1003664176129587e-34],-0.062,{"ap":0.06,"as":76,"ax":"U","bp":0.03,"bs":48,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674787766Z"},{"delta":-0.0179,"gamma":0.0066,"rho":-0.0005,"theta":-0.0086,"vega":0.0055}],["XLF261016C00072000",0.03,0.06,0.3141,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.5704409815294137e-08,7.401118759250934e-09,3.2489009168101614e-07,1.7457456033090536e-07,1.5422910687814756e-12,4.905382409402016e-13],-0.06199999999950946,{"ap":0.06,"as":72,"ax":"U","bp":0.03,"bs":42,"bx":"P","c":"A","t":"2026-09-04T19:59:59.003250938Z"},{"delta":0.0214,"gamma":0.0087,"rho":0.0012,"theta":-0.0041,"vega":0.0096}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260925P00048000",0.03,0.06,0.4493,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[8.740138883922874e-15,1.6819266122624702e-14,2.3325836287004403e-12,3.988670356296788e-12,1.3718383427206943e-22,3.7606066628383244e-22],-0.062,{"ap":0.06,"as":104,"ax":"C","bp":0.03,"bs":86,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.637645963Z"},{"delta":-0.0209,"gamma":0.0089,"rho":-0.0006,"theta":-0.0082,"vega":0.0063}],["XLF261016C00067000",0.03,0.07,0.2259,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[0.00014065918780510896,8.289028620132679e-05,0.0005780128329274846,0.0003715339427853819,2.199851669018699e-06,9.937163449852222e-07],-0.07199900628365502,{"ap":0.07,"as":404,"ax":"E","bp":0.03,"bs":348,"bx":"A","c":"A","t":"2026-09-04T19:59:59.62382322Z"},{"delta":0.0311,"gamma":0.0166,"rho":0.0018,"theta":-0.0041,"vega":0.0131}],["XLF260911P00053500",0.01,0.02,0.4381,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[6.731096797602385e-15,8.938996289824368e-15,1.9981327287845073e-12,2.518367975312034e-12,1.5553113099228402e-22,2.407185906353707e-22],-0.022,{"ap":0.02,"as":11,"ax":"Q","bp":0.01,"bs":11,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.730303324Z"},{"delta":-0.0177,"gamma":0.0189,"rho":-0.0001,"theta":-0.0167,"vega":0.0023}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF261002C00064000",0.01,0.08,0.2038,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[0.00076598629028326,0.0005278279544269998,0.0022772947659671183,0.0016663822319428485,3.218141877509005e-05,1.8473011721441882e-05],-0.08198152698827856,{"ap":0.08,"as":101,"ax":"C","bp":0.01,"bs":106,"bx":"C","c":"A","t":"2026-09-04T19:59:59.682359015Z"},{"delta":0.0377,"gamma":0.0271,"rho":0.0014,"theta":-0.0054,"vega":0.0122}],["XLF260918C00060500",0.04,0.07,0.1663,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[0.01292424870567949,0.010805793766754657,0.022757694904788274,0.019533093468645485,0.002668890559107092,0.0020618025330406743],-0.06993819746695934,{"ap":0.07,"as":508,"ax":"A","bp":0.04,"bs":371,"bx":"D","c":"A","t":"2026-09-04T19:59:59.404611235Z"},{"delta":0.0772,"gamma":0.0905,"rho":0.0012,"theta":-0.012,"vega":0.0139}],["XLF260916P00052000",0.01,0.03,0.3621,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[4.4801583323907894e-11,6.592320723426209e-11,2.500003452993693e-09,3.4318188061389154e-09,2.6174243311130256e-16,4.725251709623751e-16],-0.03199999999999974,{"ap":0.03,"as":101,"ax":"C","bp":0.01,"bs":42,"bx":"C","c":" ","t":"2026-09-04T19:59:59.664254475Z"},{"delta":-0.0175,"gamma":0.0139,"rho":-0.0002,"theta":-0.0083,"vega":0.0037}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260915P00054000",0.03,0.07,0.3208,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[1.6318618455868051e-06,2.1228955408874533e-06,1.2006162176996225e-05,1.4952769329818218e-05,3.944532218630144e-09,5.890212438567195e-09],-0.0719999960554678,{"ap":0.07,"as":218,"ax":"C","bp":0.03,"bs":260,"bx":"C","c":"A","t":"2026-09-04T19:59:58.68402416Z"},{"delta":-0.0462,"gamma":0.0375,"rho":-0.0005,"theta":-0.0176,"vega":0.0078}],["XLF260930C00066000",0.03,0.06,0.2685,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[6.334207062217576e-06,3.997335172372271e-06,4.031669031736765e-05,2.7433875680700918e-05,2.1123741358818156e-08,1.0502105407057423e-08],-0.06199998949789459,{"ap":0.06,"as":217,"ax":"E","bp":0.03,"bs":48,"bx":"P","c":"A","t":"2026-09-04T19:59:58.674853882Z"},{"delta":0.0309,"gamma":0.0182,"rho":0.0011,"theta":-0.0062,"vega":0.01}],["XLF260917C00062000",0.01,0.04,0.2191,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[0.00014881459683463484,0.00011627184393197678,0.0005302646163877349,0.00043129123797787855,3.712482586813118e-06,2.569657055621158e-06],-0.041997430342944383,{"ap":0.04,"as":256,"ax":"A","bp":0.01,"bs":266,"bx":"D","c":"A","t":"2026-09-04T19:59:59.451185899Z"},{"delta":0.0323,"gamma":0.0362,"rho":0.0005,"theta":-0.0082,"vega":0.0066}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260915P00056000",0.07,0.08,0.2081,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[0.0051658651343671575,0.006037397841526834,0.01006784287140374,0.011492937958827665,0.0007658288067538108,0.0009615748579597592],-0.08123417119324619,{"ap":0.08,"as":396,"ax":"A","bp":0.07,"bs":224,"bx":"W","c":" ","t":"2026-09-04T19:59:59.416753588Z"},{"delta":-0.0946,"gamma":0.1006,"rho":-0.0011,"theta":-0.0197,"vega":0.0136}],["XLF261002P00045000",0.01,0.02,0.4194,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[1.7366321618468605e-18,4.155612532208749e-18,2.987366714510556e-15,6.109522902695979e-15,5.0119744081562145e-29,1.9183820079791206e-28],-0.022,{"ap":0.02,"as":82,"ax":"U","bp":0.01,"bs":63,"bx":"U","c":" ","t":"2026-09-04T19:59:59.841917563Z"},{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0025,"vega":0.0029}],["XLF260925C00063000",0.01,0.03,0.1833,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[0.0006578631531036952,0.00048104286164985953,0.0019568430350683803,0.0015052451579313985,2.7657330477256183e-05,1.7342652501517577e-05],-0.03198265734749848,{"ap":0.03,"as":108,"ax":"C","bp":0.01,"bs":107,"bx":"U","c":"A","t":"2026-09-04T19:59:59.730850011Z"},{"delta":0.0235,"gamma":0.0242,"rho":0.0006,"theta":-0.0039,"vega":0.007}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF261016P00041000",0.03,0.07,0.5163,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.384099059053206e-21,4.503279216553827e-21,9.222860609879522e-18,2.4380617206503515e-17,6.16567194196031e-35,3.859272208035014e-34],-0.07200000000000001,{"ap":0.07,"as":652,"ax":"E","bp":0.03,"bs":82,"bx":"U","c":"A","t":"2026-09-04T19:59:58.675115682Z"},{"delta":-0.0139,"gamma":0.0037,"rho":-0.0009,"theta":-0.0044,"vega":0.0067}],["XLF260918C00061500",0.01,0.03,0.1788,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[0.001220582776330463,0.0009748523394746026,0.0030871834467572933,0.0025543707338512764,8.071351863780525e-05,5.7859000194913024e-05],-0.03194214099980509,{"ap":0.03,"as":580,"ax":"A","bp":0.01,"bs":281,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.405217689Z"},{"delta":0.0303,"gamma":0.0399,"rho":0.0005,"theta":-0.0061,"vega":0.0066}],["XLF260918P00049000",0.03,0.05,0.5199,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[2.280886597409629e-19,4.06657772384798e-19,5.248672373712705e-16,8.439416354328106e-16,1.4055940413551683e-30,3.441286121533048e-30],-0.052000000000000005,{"ap":0.05,"as":304,"ax":"E","bp":0.03,"bs":176,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674668623Z"},{"delta":-0.021,"gamma":0.0101,"rho":-0.0003,"theta":-0.0125,"vega":0.0049}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF261002P00049000",0.01,0.08,0.3446,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[3.729298478881641e-09,6.7904344359503045e-09,9.641731422616742e-08,1.5756539460772464e-07,2.2724509821102204e-13,5.670346423035557e-13],-0.08199999999977275,{"ap":0.08,"as":407,"ax":"C","bp":0.01,"bs":564,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674969282Z"},{"delta":-0.0228,"gamma":0.0105,"rho":-0.0009,"theta":-0.0056,"vega":0.0081}],["XLF260911P00054000",0.03,0.04,0.4558,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[3.8135010936957844e-12,4.906740942766077e-12,2.879684245906991e-10,3.5484324209660284e-10,5.0757408659787945e-18,7.484406920407701e-18],-0.041999999999999996,{"ap":0.04,"as":12,"ax":"Q","bp":0.03,"bs":10,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.70023314Z"},{"delta":-0.0361,"gamma":0.033,"rho":-0.0002,"theta":-0.0315,"vega":0.0042}],["XLF260918P00047000",0.03,0.05,0.627,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[2.9229406114548968e-30,5.977481313652745e-30,1.9627377111248004e-24,3.518994167754218e-24,0.0,0.0],-0.052000000000000005,{"ap":0.05,"as":382,"ax":"E","bp":0.03,"bs":150,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674668623Z"},{"delta":-0.0177,"gamma":0.0072,"rho":-0.0003,"theta":-0.0131,"vega":0.0042}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260911C00060000",0.04,0.06,0.2523,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[0.000605137346269832,0.0005328699895878985,0.0015506361691102677,0.001392939436270178,3.7218678812376536e-05,3.081318893584219e-05],-0.061969186811064156,{"ap":0.06,"as":328,"ax":"W","bp":0.04,"bs":257,"bx":"W","c":" ","t":"2026-09-04T19:59:59.950683982Z"},{"delta":0.0832,"gamma":0.1152,"rho":0.0004,"theta":-0.0343,"vega":0.0081}],["XLF260930C00069000",0.01,0.03,0.3069,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[1.8347939464535666e-09,1.007568262666484e-09,5.598926289984164e-08,3.414314408951605e-08,5.586430297349461e-14,2.2315130930697098e-14],-0.031999999999977685,{"ap":0.03,"as":11,"ax":"T","bp":0.01,"bs":6,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700584922Z"},{"delta":0.0134,"gamma":0.0078,"rho":0.0005,"theta":-0.0035,"vega":0.0049}],["XLF261016C00073000",0.03,0.06,0.3312,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.896248337724577e-09,8.573760675332335e-10,5.6255719059447125e-08,2.9192495053627105e-08,4.8244510579038546e-14,1.4307712724036812e-14],-0.06199999999998569,{"ap":0.06,"as":64,"ax":"U","bp":0.03,"bs":19,"bx":"T","c":" ","t":"2026-09-04T19:59:59.663252251Z"},{"delta":0.0204,"gamma":0.0079,"rho":0.0012,"theta":-0.0041,"vega":0.0092}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260918P00054500",0.02,0.04,0.2192,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[0.00023285664424196393,0.00029700047043938255,0.0007652853367445602,0.000937947758614583,7.130795330903892e-06,1.02700490778833e-05],-0.041992869204669096,{"ap":0.04,"as":351,"ax":"A","bp":0.02,"bs":559,"bx":"W","c":"A","t":"2026-09-04T19:59:58.448255418Z"},{"delta":-0.0354,"gamma":0.037,"rho":-0.0006,"theta":-0.008,"vega":0.0075}],["XLF261016C00068000",0.03,0.07,0.2455,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[2.7823408351793333e-05,1.5636165373496558e-05,0.00015585541368680225,9.665777545851474e-05,1.9272601000935274e-07,8.101072869921325e-08],-0.07199991898927131,{"ap":0.07,"as":163,"ax":"C","bp":0.03,"bs":145,"bx":"C","c":" ","t":"2026-09-04T19:59:59.728801013Z"},{"delta":0.029,"gamma":0.0144,"rho":0.0017,"theta":-0.0042,"vega":0.0124}],["XLF260930P00052000",0.01,0.05,0.2352,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[3.215655504603004e-05,4.849088871939928e-05,0.0001563301599604176,0.00021969350904935662,2.8380501710592097e-07,5.269645924552353e-07],-0.0519997161949829,{"ap":0.05,"as":369,"ax":"C","bp":0.01,"bs":723,"bx":"A","c":"A","t":"2026-09-04T19:59:59.70257653Z"},{"delta":-0.0234,"gamma":0.0165,"rho":-0.0008,"theta":-0.0041,"vega":0.0079}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260930P00042000",0.01,0.03,0.5608,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[8.984634810055514e-33,2.665533779916553e-32,2.4101523649030313e-26,5.904952479836904e-26,0.0,0.0],-0.032,{"ap":0.03,"as":52,"ax":"U","bp":0.01,"bs":28,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.70057639Z"},{"delta":-0.0073,"gamma":0.0025,"rho":-0.0003,"theta":-0.0036,"vega":0.0029}],["XLF261002P00047000",0.03,0.07,0.4216,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[3.9537286911438947e-13,8.195392741796874e-13,5.37729388915857e-11,9.800980144945107e-11,5.077288841341077e-20,1.573416265344246e-19],-0.07200000000000001,{"ap":0.07,"as":212,"ax":"C","bp":0.03,"bs":94,"bx":"U","c":"A","t":"2026-09-04T19:59:58.701988292Z"},{"delta":-0.0208,"gamma":0.008,"rho":-0.0008,"theta":-0.0064,"vega":0.0075}],["XLF261009P00049000",0.04,0.06,0.3097,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.6643126798803937e-07,3.055283604044594e-07,2.149879331361007e-06,3.553239360564838e-06,8.591155799049808e-11,2.1657533800498676e-10],-0.061999999914088444,{"ap":0.06,"as":50,"ax":"U","bp":0.04,"bs":103,"bx":"S","c":" ","t":"2026-09-04T19:59:59.851878268Z"},{"delta":-0.0245,"gamma":0.011,"rho":-0.0013,"theta":-0.0047,"vega":0.0097}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260918P00051000",0.03,0.05,0.4147,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[4.7479475536715154e-12,7.458960359275293e-12,3.959039592817125e-10,5.738314757247479e-10,5.129550346073758e-18,1.0290702509501306e-17],-0.052,{"ap":0.05,"as":206,"ax":"Q","bp":0.03,"bs":255,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.4043156Z"},{"delta":-0.0258,"gamma":0.0151,"rho":-0.0004,"theta":-0.0118,"vega":0.0058}],["XLF260911C00061000",0.03,0.04,0.322,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[1.9092831322576957e-06,1.6007715847686437e-06,1.2481663755615458e-05,1.07709444034091e-05,5.688415664003332e-09,4.3515916218809145e-09],-0.04199999564840838,{"ap":0.04,"as":257,"ax":"Q","bp":0.03,"bs":215,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.684101722Z"},{"delta":0.0499,"gamma":0.0608,"rho":0.0002,"theta":-0.0294,"vega":0.0054}],["XLF260918C00061000",0.02,0.08,0.1881,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[0.004142721196902678,0.003383749251277324,0.008886613307134498,0.007492233892464569,0.0005203726367511537,0.0003874528563032235],-0.08161254714369678,{"ap":0.08,"as":285,"ax":"C","bp":0.02,"bs":432,"bx":"D","c":"A","t":"2026-09-04T19:59:59.136648187Z"},{"delta":0.0642,"gamma":0.0695,"rho":0.001,"theta":-0.0117,"vega":0.0121}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260925P00052500",0.01,0.08,0.2651,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[1.5843064261712295e-05,2.3011302595237286e-05,8.899620406945861e-05,0.00012113584196881094,1.0430078865806558e-07,1.836423723926883e-07],-0.08199989569921134,{"ap":0.08,"as":167,"ax":"C","bp":0.01,"bs":176,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684144262Z"},{"delta":-0.0337,"gamma":0.0225,"rho":-0.0009,"theta":-0.0071,"vega":0.0094}],["XLF260930P00049000",0.04,0.07,0.3717,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[8.951539975163407e-10,1.6196008567456675e-09,2.6807979313306903e-08,4.383493900143384e-08,2.0219174581182835e-14,5.03712653909971e-14],-0.07199999999997979,{"ap":0.07,"as":424,"ax":"E","bp":0.04,"bs":60,"bx":"W","c":"A","t":"2026-09-04T19:59:58.213560777Z"},{"delta":-0.0264,"gamma":0.0115,"rho":-0.001,"theta":-0.0072,"vega":0.0087}],["XLF260930C00062000",0.03,0.06,0.1535,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[0.01284200839810718,0.00972763952209146,0.0240219865269269,0.01896270267299074,0.0021532146669981547,0.0014372033716186794],-0.06056279662838132,{"ap":0.06,"as":272,"ax":"I","bp":0.03,"bs":203,"bx":"D","c":" ","t":"2026-09-04T19:59:59.166454374Z"},{"delta":0.0499,"gamma":0.047,"rho":0.0017,"theta":-0.0054,"vega":0.0147}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF261016P00038000",0.01,0.06,0.5846,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.2184930044700528e-32,5.067511649814577e-32,2.7321696782465786e-26,8.846812957325479e-26,0.0,0.0],-0.062,{"ap":0.06,"as":123,"ax":"E","bp":0.01,"bs":47,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},{"delta":-0.009,"gamma":0.0022,"rho":-0.0006,"theta":-0.0034,"vega":0.0045}],["XLF260916P00050000",0.03,0.07,0.5414,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[9.717545098768027e-19,1.617526481601021e-18,1.6513822605281578e-15,2.5087215138500987e-15,1.7332741695531985e-29,3.823007357592202e-29],-0.07200000000000001,{"ap":0.07,"as":56,"ax":"U","bp":0.03,"bs":15,"bx":"U","c":" ","t":"2026-09-04T19:59:59.620735812Z"},{"delta":-0.0273,"gamma":0.0135,"rho":-0.0004,"theta":-0.0182,"vega":0.0054}],["XLF260915P00053000",0.01,0.07,0.3699,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[4.561328387013296e-09,6.289323575261006e-09,9.643837895700943e-08,1.2582357948571136e-07,3.139136241811772e-13,5.148640825875293e-13],-0.07199999999968609,{"ap":0.07,"as":231,"ax":"C","bp":0.01,"bs":54,"bx":"U","c":" ","t":"2026-09-04T19:59:58.700348962Z"},{"delta":-0.0335,"gamma":0.0251,"rho":-0.0004,"theta":-0.0157,"vega":0.006}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260925C00062500",0.03,0.07,0.1975,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[0.0018392183368552517,0.0013768511212334839,0.004604776662136696,0.003609340914846646,0.00013410882128108114,8.750574021825641e-05],-0.07191249425978175,{"ap":0.07,"as":202,"ax":"C","bp":0.03,"bs":240,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684175518Z"},{"delta":0.0492,"gamma":0.0411,"rho":0.0013,"theta":-0.0077,"vega":0.0128}],["XLF260918P00054000",0.05,0.07,0.2795,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[3.937491232327668e-05,5.163769280654641e-05,0.00017413108196817856,0.000218349019099106,4.5671278041766474e-07,6.890780782712158e-07],-0.0719995432872196,{"ap":0.07,"as":448,"ax":"A","bp":0.05,"bs":412,"bx":"I","c":" ","t":"2026-09-04T19:59:59.407643688Z"},{"delta":-0.0521,"gamma":0.0397,"rho":-0.0008,"theta":-0.0141,"vega":0.0103}],["XLF260911P00055000",0.01,0.05,0.35,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[8.726430066748725e-08,1.0597787343927689e-07,1.0122143464078652e-06,1.1901175407354998e-06,5.39057794648008e-11,7.256046710367509e-11],-0.05199999994609422,{"ap":0.05,"as":187,"ax":"Q","bp":0.01,"bs":348,"bx":"W","c":"A","t":"2026-09-04T19:59:58.683989027Z"},{"delta":-0.0399,"gamma":0.0466,"rho":-0.0002,"theta":-0.0262,"vega":0.0045}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260930P00045000",0.01,0.02,0.4377,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[5.2755738720679225e-20,1.2561828213972591e-19,1.6882586528825646e-16,3.4453450378651295e-16,8.663443156899962e-32,3.3105245197791884e-31],-0.022,{"ap":0.02,"as":563,"ax":"E","bp":0.01,"bs":268,"bx":"W","c":"A","t":"2026-09-04T19:59:58.674860733Z"},{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0028,"vega":0.0028}],["XLF260925P00047000",0.03,0.06,0.4912,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[6.703663427922843e-18,1.3807763892188134e-17,8.538972127188168e-15,1.5436009843224252e-14,5.277005581450718e-28,1.6073083798590661e-27],-0.062,{"ap":0.06,"as":205,"ax":"C","bp":0.03,"bs":47,"bx":"P","c":" ","t":"2026-09-04T19:59:58.70054444Z"},{"delta":-0.0193,"gamma":0.0076,"rho":-0.0005,"theta":-0.0084,"vega":0.0059}],["XLF260925P00051000",0.03,0.07,0.332,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[6.76408882467876e-08,1.0718764469612321e-07,9.463246871857603e-07,1.3849730783418943e-06,2.319013678141229e-11,4.689733574547261e-11],-0.07199999997680988,{"ap":0.07,"as":101,"ax":"C","bp":0.03,"bs":137,"bx":"U","c":"A","t":"2026-09-04T19:59:59.629511542Z"},{"delta":-0.0302,"gamma":0.0164,"rho":-0.0008,"theta":-0.0082,"vega":0.0086}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLF260930P00043000",0.01,0.02,0.5064,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[7.844149283191372e-28,2.1560785334102024e-27,1.5491546283648668e-22,3.549041029346635e-22,2.6132708263141332e-48,1.261661006724131e-47],-0.022,{"ap":0.02,"as":52,"ax":"U","bp":0.01,"bs":12,"bx":"U","c":" ","t":"2026-09-04T19:59:58.700594976Z"},{"delta":-0.0062,"gamma":0.0024,"rho":-0.0002,"theta":-0.0028,"vega":0.0025}],["XLF261009P00050000",0.01,0.07,0.2688,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[3.3121461123269827e-06,5.6964176960581836e-06,2.3862263439975136e-05,3.739581494606691e-05,7.391671445444127e-09,1.6946022392466435e-08],-0.07199999260832857,{"ap":0.07,"as":152,"ax":"C","bp":0.01,"bs":226,"bx":"E","c":"A","t":"2026-09-04T19:59:58.675057551Z"},{"delta":-0.0229,"gamma":0.0119,"rho":-0.0012,"theta":-0.0038,"vega":0.0092}],["XLF260925P00045000",0.01,0.05,0.5438,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[9.612035470055795e-26,2.272646628703033e-25,5.692225057538663e-21,1.1517757710215615e-20,3.022847523915491e-43,1.1482769902141083e-42],-0.052000000000000005,{"ap":0.05,"as":54,"ax":"U","bp":0.01,"bs":26,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700553842Z"},{"delta":-0.0122,"gamma":0.0047,"rho":-0.0003,"theta":-0.0063,"vega":0.004}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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