Notes

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":84.3,"h":84.68,"l":84.03,"n":79727,"o":84.19,"t":"2026-05-01T04:00:00Z","v":21290812,"vw":84.34},{"c":83.66,"h":84.05,"l":83.46,"n":102916,"o":84.04,"t":"2026-05-04T04:00:00Z","v":27230138,"vw":83.7},{"c":84.12,"h":84.18,"l":83.78,"n":65148,"o":83.84,"t":"2026-05-05T04:00:00Z","v":18236043,"vw":84.04},{"c":84.76,"h":84.84,"l":84.6,"n":76852,"o":84.73,"t":"2026-05-06T04:00:00Z","v":22540695,"vw":84.76},{"c":84.34,"h":84.97,"l":84.28,"n":63468,"o":84.96,"t":"2026-05-07T04:00:00Z","v":21187971,"vw":84.46},{"c":84.76,"h":84.96,"l":84.67,"n":72187,"o":84.74,"t":"2026-05-08T04:00:00Z","v":30807175,"vw":84.77},{"c":84.25,"h":84.6,"l":84.18,"n":66853,"o":84.56,"t":"2026-05-11T04:00:00Z","v":17725265,"vw":84.34},{"c":83.69,"h":83.89,"l":83.62,"n":84099,"o":83.88,"t":"2026-05-12T04:00:00Z","v":27690635,"vw":83.73},{"c":83.5,"h":83.75,"l":83.29,"n":80016,"o":83.64,"t":"2026-05-13T04:00:00Z","v":26305012,"vw":83.47},{"c":83.62,"h":84.07,"l":83.6,"n":70365,"o":83.95,"t":"2026-05-14T04:00:00Z","v":25256367,"vw":83.8},{"c":82.38,"h":82.68,"l":82.31,"n":139751,"o":82.58,"t":"2026-05-15T04:00:00Z","v":50806662,"vw":82.46},{"c":82.28,"h":82.63,"l":82.04,"n":96623,"o":82.42,"t":"2026-05-18T04:00:00Z","v":26177240,"vw":82.33},{"c":81.75,"h":81.95,"l":81.5,"n":117471,"o":81.69,"t":"2026-05-19T04:00:00Z","v":35357313,"vw":81.73},{"c":82.62,"h":82.71,"l":81.77,"n":119159,"o":81.79,"t":"2026-05-20T04:00:00Z","v":44507187,"vw":82.49},{"c":82.93,"h":82.97,"l":82.05,"n":93096,"o":82.34,"t":"2026-05-21T04:00:00Z","v":24896544,"vw":82.63},{"c":83.38,"h":83.38,"l":82.84,"n":94419,"o":83.31,"t":"2026-05-22T04:00:00Z","v":27997197,"vw":83.2}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"symbol":"TLT","contract":"TLT260914P00081000","S":82.21,"K":81,"T":0.01713058027226405,"r":0.04,"rv20":0.10073024048324102,"rv60":0.09671872791382444,"sigma":0.0987448572764171,"atr14":0.6487571428571438,"bars":88,"lastbar":"2026-09-04T04:00:00Z","ask":0.06,"bid":0.05,"scenarios":[{"sigma_multiplier":1,"q":0,"fair":0.059327650840234745,"net_surplus_dollars":-0.26723491597652527},{"sigma_multiplier":1,"q":0.05,"fair":0.0674014768655239,"net_surplus_dollars":0.5401476865523906},{"sigma_multiplier":0.8,"q":0,"fair":0.02490029460654368,"net_surplus_dollars":-3.709970539345632},{"sigma_multiplier":0.8,"q":0.05,"fair":0.0297610680515111,"net_surplus_dollars":-3.2238931948488903},{"sigma_multiplier":1.2,"q":0,"fair":0.10597053757071209,"net_surplus_dollars":4.397053757071209},{"sigma_multiplier":1.2,"q":0.05,"fair":0.11693068130157903,"net_surplus_dollars":5.493068130157903}]}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"symbol":"TLT260914P00081000","bars":25,"regular_bars":23,"expected_regular_bins":104,"coverage_pct":22.115384615384617,"trades":114,"volume":3764,"first":"2026-09-01 14:15:00+00:00","last":"2026-09-04 20:00:00+00:00","quote":{"ap":0.06,"as":783,"ax":"W","bp":0.05,"bs":909,"bx":"W","c":"A","t":"2026-09-04T19:59:59.50367277Z"},"iv":0.0792,"greeks":{"delta":-0.1312,"gamma":0.2562,"rho":-0.0018,"theta":-0.0138,"vega":0.0224},"dailyBar":{"c":0.09,"h":0.1,"l":0.07,"n":43,"o":0.08,"t":"2026-09-04T04:00:00Z","v":2523,"vw":0.080143}}] https://runway.adityaperswal.workers.dev/data/option-snapshots?symbols=TLT260914P00081000,ETHA260925P00015500&feed=indicative

First query08:01 TLTIV.0913 ETHA.5953; second08:02 TLT.0792 ETHA.6017. Same Sep4 quote timestamps/prices/sizes both requests (TLT .05/.06 ETHA .07/.08). IV fields have no independent timestamp in returned payload; cause unresolved, cannot attribute this to new trading or changing market expectations. Raw second payload saved in audit observations. Explicit option-bars feed=opra and feed=indicative both HTTP400 unexpected query parameter(s): feed; default bars200. Do not infer all history unavailable or that default bars are indicative solely from quote entitlement. https://runway.adityaperswal.workers.dev/data/option-snapshots?symbols=TLT260914P00081000,ETHA260925P00015500&feed=indicative

Measured Sep8 08:02UTC; sample Sep1–4. Coverage is nonempty bars, NOT available quote coverage or chance of fill. {"audit":{"symbol":"ETHA260925P00015500","bars":6,"regular_bars":6,"expected_regular_bins":104,"coverage_pct":5.769230769230769,"trades":8,"volume":119,"first":"2026-09-01 18:00:00+00:00","last":"2026-09-04 13:45:00+00:00","quote":{"ap":0.08,"as":79,"ax":"T","bp":0.07,"bs":81,"bx":"T","c":" ","t":"2026-09-04T19:59:59.62321652Z"},"iv":0.6017,"greeks":{"delta":-0.067,"gamma":0.0537,"rho":-0.0006,"theta":-0.0091,"vega":0.0052},"dailyBar":{"c":0.1,"h":0.1,"l":0.1,"n":1,"o":0.1,"t":"2026-09-04T04:00:00Z","v":1,"vw":0.1}},"bars":[{"c":0.12,"h":0.12,"l":0.12,"n":1,"o":0.12,"t":"2026-09-01T18:00:00Z","v":25,"vw":0.12},{"c":0.14,"h":0.14,"l":0.14,"n":1,"o":0.14,"t":"2026-09-02T16:30:00Z","v":1,"vw":0.14},{"c":0.14,"h":0.14,"l":0.14,"n":1,"o":0.14,"t":"2026-09-02T17:00:00Z","v":1,"vw":0.14},{"c":0.08,"h":0.08,"l":0.08,"n":3,"o":0.08,"t":"2026-09-03T15:00:00Z","v":88,"vw":0.08},{"c":0.09,"h":0.09,"l":0.09,"n":1,"o":0.09,"t":"2026-09-03T19:45:00Z","v":3,"vw":0.09},{"c":0.1,"h":0.1,"l":0.1,"n":1,"o":0.1,"t":"2026-09-04T13:45:00Z","v":1,"vw":0.1}]} https://runway.adityaperswal.workers.dev/data/option-bars?symbols=TLT260914P00081000,ETHA260925P00015500&timeframe=15Min&start=2026-09-01T00:00:00Z&end=2026-09-05T00:00:00Z&limit=1000

Retrieved Sep8; provider documentation says historical option data available since February2024; indicative quotes are derived rather than actual OPRA and indicative trades derived/delayed15min. Primary provider definition, not independent market observation. Successful bar HTTP response alone does not establish executable-history provenance. https://docs.alpaca.markets/us/docs/historical-option-data

Measured September8 08:01UTC; response OPRA agreement is not signed. Closed session does not explain an unsigned-agreement message. Own query_trades fund mispricing returned []; user ledger equity850.99,cash850.99,fund42.55,no holdings/orders. Risk cap8.5099 full premium; actual fee schedule remains unverified. https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=opra&limit=1

Retrieved Sep8 06UTC; [{"symbol":"XLF","bars":251,"trades":[{"entryAt":"2025-10-10T04:00:00Z","exitAt":"2025-10-13T04:00:00Z","entry":52.18,"exit":52.66,"reason":"signal"},{"entryAt":"2025-10-16T04:00:00Z","exitAt":"2025-10-17T04:00:00Z","entry":51.755,"exit":52.19,"reason":"signal"},{"entryAt":"2025-11-17T05:00:00Z","exitAt":"2025-11-19T05:00:00Z","entry":51.45,"exit":51.57,"reason":"signal"},{"entryAt":"2026-01-20T05:00:00Z","exitAt":"2026-01-21T05:00:00Z","entry":53.2,"exit":53.445,"reason":"signal"},{"entryAt":"2026-02-12T05:00:00Z","exitAt":"2026-02-17T05:00:00Z","entry":51.685,"exit":52.19,"reason":"signal"},{"entryAt":"2026-02-23T05:00:00Z","exitAt":"2026-02-24T05:00:00Z","entry":50.74,"exit":50.97,"reason":"signal"},{"entryAt":"2026-03-11T04:00:00Z","exitAt":"2026-03-16T04:00:00Z","entry":49.645,"exit":49.31,"reason":"signal"}],"returnPct":3.2441373272174445,"buyAndHoldPct":9.416195856873832,"maxDrawdownPct":1.621512740457234,"winRate":85.71428571428571,"avgTradePct":0.45853236764129396}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day

Retrieved Sep8 06UTC; [{"multiplier":1.1816614045269924,"groups":{"0":1.2239642455402802,"1":1.0852563326935816,"2":1.2232162037036034,"3":1.1035778452020755},"group_counts":{"0":312,"1":114,"2":166,"3":233},"base":0.3034231808168519,"global":0.28148194450281344,"group":0.2757469481853037,"group_minus_global":-0.005734996317509693,"ci":[-0.015464736826189028,0.005064119784230978],"months":8}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Retrieved Sep8 06UTC; [{"s":"ETHA","near":"ETHA260918P00024000","far":"ETHA260925P00024000","gap":0.09999999999999964},{"s":"ETHA","near":"ETHA260925P00025000","far":"ETHA261002P00025000","gap":0.1299999999999999},{"s":"ETHA","near":"ETHA260925P00026000","far":"ETHA261002P00026000","gap":0.009999999999999787},{"s":"ETHA","near":"ETHA260918P00027000","far":"ETHA260925P00027000","gap":0.009999999999999787},{"s":"ETHA","near":"ETHA260911P00031000","far":"ETHA260918P00031000","gap":0.14999999999999858},{"s":"ETHA","near":"ETHA261009P00035000","far":"ETHA261016P00035000","gap":0.03999999999999915},{"s":"ETHA","near":"ETHA260911P00034000","far":"ETHA260918P00034000","gap":0.05000000000000071}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; [{"s":"ETHA","near":"ETHA260918C00003000","far":"ETHA261016C00003000","gap":0.02000000000000135},{"s":"ETHA","near":"ETHA260918C00006000","far":"ETHA260925C00006000","gap":0.09999999999999964},{"s":"ETHA","near":"ETHA261002C00006000","far":"ETHA261016C00006000","gap":0.009999999999999787},{"s":"ETHA","near":"ETHA260911C00007000","far":"ETHA260918C00007000","gap":0.28000000000000114},{"s":"ETHA","near":"ETHA260925C00007000","far":"ETHA261002C00007000","gap":0.02999999999999936},{"s":"ETHA","near":"ETHA261009C00007000","far":"ETHA261016C00007000","gap":0.07000000000000028},{"s":"ETHA","near":"ETHA260911C00008500","far":"ETHA260925C00008500","gap":0.11000000000000121},{"s":"ETHA","near":"ETHA261002C00010000","far":"ETHA261009C00010000","gap":0.1399999999999988},{"s":"ETHA","near":"ETHA260911C00011000","far":"ETHA260918C00011000","gap":0.1200000000000001},{"s":"ETHA","near":"ETHA260918C00011000","far":"ETHA260925C00011000","gap":0.03000000000000025},{"s":"ETHA","near":"ETHA261009C00011000","far":"ETHA261016C00011000","gap":0.019999999999999574},{"s":"ETHA","near":"ETHA261002C00013000","far":"ETHA261009C00013000","gap":0.05000000000000071},{"s":"ETHA","near":"ETHA260911C00008000","far":"ETHA260918C00008000","gap":0.009999999999999787},{"s":"ETHA","near":"ETHA260911C00011500","far":"ETHA260925C00011500","gap":0.02999999999999936}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; [{"s":"ETHA","a":"ETHA260925P00024000","b":"ETHA260925P00025000","monotone_gap":-1.33,"width_gap":0.1200000000000001},{"s":"ETHA","a":"ETHA260925P00029000","b":"ETHA260925P00030000","monotone_gap":-1.2799999999999994,"width_gap":0.030000000000001137},{"s":"ETHA","a":"ETHA260918P00012500","b":"ETHA260918P00013000","monotone_gap":0.009999999999999998,"width_gap":-0.53},{"s":"ETHA","a":"ETHA260918P00015500","b":"ETHA260918P00016000","monotone_gap":0.010000000000000009,"width_gap":-0.54},{"s":"ETHA","a":"ETHA260918P00031000","b":"ETHA260918P00032000","monotone_gap":-1.5699999999999985,"width_gap":0.049999999999998934},{"s":"ETHA","a":"ETHA260918P00043000","b":"ETHA260918P00044000","monotone_gap":-1.4600000000000009,"width_gap":0.13000000000000256},{"s":"ETHA","a":"ETHA261016P00008000","b":"ETHA261016P00009000","monotone_gap":0.019999999999999997,"width_gap":-1.06},{"s":"ETHA","a":"ETHA261009P00031000","b":"ETHA261009P00035000","monotone_gap":-4.420000000000002,"width_gap":0.11999999999999922},{"s":"ETHA","a":"ETHA260911P00026000","b":"ETHA260911P00027000","monotone_gap":-1.370000000000001,"width_gap":0.09000000000000075},{"s":"ETHA","a":"ETHA260911P00030000","b":"ETHA260911P00031000","monotone_gap":-1.2100000000000009,"width_gap":0.05999999999999872},{"s":"ETHA","a":"ETHA260911P00033000","b":"ETHA260911P00034000","monotone_gap":-1.3899999999999988,"width_gap":0.27999999999999936}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; [{"s":"ETHA","a":"ETHA260925C00008000","b":"ETHA260925C00008500","monotone_gap":-0.8200000000000003,"width_gap":0.16000000000000014},{"s":"ETHA","a":"ETHA260925C00010500","b":"ETHA260925C00011000","monotone_gap":-0.79,"width_gap":0.1299999999999999},{"s":"ETHA","a":"ETHA260925C00024000","b":"ETHA260925C00025000","monotone_gap":0.009999999999999995,"width_gap":-1.04},{"s":"ETHA","a":"ETHA260925C00031000","b":"ETHA260925C00032000","monotone_gap":0.009999999999999998,"width_gap":-1.05},{"s":"ETHA","a":"ETHA260918C00003000","b":"ETHA260918C00004000","monotone_gap":-1.4799999999999986,"width_gap":0.2400000000000002},{"s":"ETHA","a":"ETHA260918C00006000","b":"ETHA260918C00007000","monotone_gap":-1.5500000000000007,"width_gap":0.3000000000000007},{"s":"ETHA","a":"ETHA261016C00002000","b":"ETHA261016C00003000","monotone_gap":-1.7800000000000011,"width_gap":0.019999999999999574},{"s":"ETHA","a":"ETHA261016C00004000","b":"ETHA261016C00005000","monotone_gap":-1.4499999999999993,"width_gap":0.1899999999999995},{"s":"ETHA","a":"ETHA260911C00005000","b":"ETHA260911C00006000","monotone_gap":-1.200000000000001,"width_gap":0.0600000000000005},{"s":"ETHA","a":"ETHA260911C00021500","b":"ETHA260911C00022000","monotone_gap":0.02,"width_gap":-0.54},{"s":"ETHA","a":"ETHA260925P00011000","b":"ETHA260925P00011500","monotone_gap":0.009999999999999998,"width_gap":-0.54}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA261002C00028000",0.01,0.04,0.748,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[0.0021092101173213152,0.0019487671677252338,0.005885671406647188,0.005506962395490085,0.00012039509882854118,0.00010720892421102425],-0.04189279107578898,{"ap":0.04,"as":100,"ax":"C","bp":0.01,"bs":93,"bx":"C","c":"A","t":"2026-09-04T19:59:59.618479687Z"},{"delta":0.0204,"gamma":0.0138,"rho":0.0002,"theta":-0.0037,"vega":0.0023}],["ETHA261016C00030000",0.05,0.06,0.7588,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.10474180546049129,[0.005585899675105482,0.005083304679708702,0.013514986974088986,0.012474968397517308,0.00042300211126938613,0.00036833062491147743],-0.06163166937508852,{"ap":0.06,"as":1766,"ax":"E","bp":0.05,"bs":374,"bx":"W","c":"A","t":"2026-09-04T19:59:59.977661434Z"},{"delta":0.0335,"gamma":0.0165,"rho":0.0006,"theta":-0.0045,"vega":0.0045}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA261009P00008000",0.01,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[3.687568909559763e-08,4.23595714446795e-08,6.057214949120691e-07,6.791719557217536e-07,6.796899305242678e-12,8.412156091408513e-12],-0.0619999999932031,{"ap":0.06,"as":207,"ax":"W","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.702678478Z"},{}],["ETHA261002P00013500",0.02,0.05,0.6747,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[0.011053768942614924,0.011754999247783084,0.022113240962423307,0.023291120925113932,0.0015970337468232572,0.0017493924387271082],-0.05040296625317675,{"ap":0.05,"as":259,"ax":"W","bp":0.02,"bs":99,"bx":"C","c":"A","t":"2026-09-04T19:59:59.612195613Z"},{"delta":-0.0269,"gamma":0.0194,"rho":-0.0004,"theta":-0.0041,"vega":0.003}],["ETHA261002C00031000",0.01,0.03,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[0.00016219099488654429,0.0001477928244810725,0.0006795808134472097,0.0006285980460673778,2.1961600532079996e-06,1.9100059657514557e-06],-0.031998089994034244,{"ap":0.03,"as":101,"ax":"P","bp":0.01,"bs":100,"bx":"C","c":"A","t":"2026-09-04T19:59:59.61278742Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA260918C00031000",0.01,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[5.887309190389027e-09,5.400078999107764e-09,1.3637547533489439e-07,1.26935667858364e-07,3.023438388136621e-13,2.64831537132237e-13],-0.051999999999735175,{"ap":0.05,"as":75,"ax":"P","bp":0.01,"bs":70,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.124227918Z"},{}],["ETHA261009C00035000",0.03,0.07,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[5.1646739449306595e-05,4.612134597133068e-05,0.00026528391059959426,0.00024124808716089878,3.637058273141738e-07,3.069278110820072e-07],-0.07199969307218893,{"ap":0.07,"as":493,"ax":"W","bp":0.03,"bs":81,"bx":"P","c":" ","t":"2026-09-04T19:59:59.703265698Z"},{}],["ETHA260911C00022000",0.04,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[0.0001652645608266907,0.00016015754863810415,0.0005716183134534982,0.0005567741009384248,4.380229244269099e-06,4.179869387520991e-06],-0.051995820130612484,{"ap":0.05,"as":271,"ax":"U","bp":0.04,"bs":152,"bx":"U","c":" ","t":"2026-09-04T19:59:59.76615529Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA260918C00024000",0.01,0.07,0.8555,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[0.0018075914963085013,0.0017201525781572905,0.004667670163212971,0.004476566468903961,0.0001168946451812398,0.00010866319762764892],-0.07189133680237236,{"ap":0.07,"as":79,"ax":"T","bp":0.01,"bs":124,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.611282719Z"},{"delta":0.0398,"gamma":0.0327,"rho":0.0002,"theta":-0.0113,"vega":0.0026}],["ETHA260918P00016000",0.04,0.06,0.5943,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[0.04091080959662359,0.04227205916956973,0.06360600787916376,0.06540852352803311,0.012352066565958322,0.012948033057349276],-0.049647933434041676,{"ap":0.06,"as":108,"ax":"Q","bp":0.04,"bs":125,"bx":"U","c":" ","t":"2026-09-04T19:59:59.645819664Z"},{"delta":-0.0611,"gamma":0.0664,"rho":-0.0003,"theta":-0.0109,"vega":0.0037}],["ETHA260911C00023000",0.01,0.02,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[4.840887405086424e-06,4.661609382069744e-06,3.071852751954746e-05,2.976703585872222e-05,1.9252188771158422e-08,1.8182759930674384e-08],-0.02199998181724007,{"ap":0.02,"as":140,"ax":"U","bp":0.01,"bs":100,"bx":"U","c":" ","t":"2026-09-04T19:59:58.702450685Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA260918C00027000",0.01,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[1.3728218797144038e-05,1.2848180972559732e-05,8.030073244562393e-05,7.598651271137908e-05,6.97287743199469e-08,6.311603655592022e-08],-0.05199993688396345,{"ap":0.05,"as":274,"ax":"U","bp":0.01,"bs":146,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.979614537Z"},{}],["ETHA260925C00033000",0.03,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.047246938930717165,[5.414667038045838e-07,4.903960188667758e-07,5.819394290947281e-06,5.3575460959264575e-06,3.7717596854773763e-10,3.2451938915402947e-10],-0.051999999675480614,{"ap":0.05,"as":69,"ax":"P","bp":0.03,"bs":69,"bx":"P","c":" ","t":"2026-09-04T19:59:58.7025369Z"},{}],["ETHA260925P00012500",0.03,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.047246938930717165,[0.00028978742458513415,0.000310700873103395,0.0010018729891985369,0.0010617379958581666,7.798517492900185e-06,8.661331438736024e-06],-0.0619922014825071,{"ap":0.06,"as":121,"ax":"B","bp":0.03,"bs":300,"bx":"N","c":" ","t":"2026-09-04T19:59:59.62183189Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA260918P00014500",0.01,0.02,0.7273,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[0.0021607396406661213,0.0022618999811939776,0.005170782600124331,0.00537280091676728,0.00017362670117819238,0.00018583239678824002],-0.02182637329882181,{"ap":0.02,"as":144,"ax":"T","bp":0.01,"bs":1087,"bx":"W","c":" ","t":"2026-09-04T19:59:58.81069087Z"},{"delta":-0.0178,"gamma":0.0197,"rho":-0.0001,"theta":-0.0049,"vega":0.0013}],["ETHA261016C00034000",0.01,0.08,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.10474180546049129,[0.000500746099802786,0.0004476481301747918,0.0018242788872706076,0.001660286134381105,1.159907454415045e-05,9.823706357430608e-06],-0.08199017629364257,{"ap":0.08,"as":1105,"ax":"E","bp":0.01,"bs":177,"bx":"W","c":"A","t":"2026-09-04T19:59:59.820505644Z"},{}],["ETHA260911P00015000",0.03,0.04,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[5.952137110779745e-06,6.172975826848858e-06,3.611199294947867e-05,3.7213059964941755e-05,3.1770603794071924e-08,3.356918173650016e-08],-0.04199996822939621,{"ap":0.04,"as":125,"ax":"T","bp":0.03,"bs":252,"bx":"U","c":" ","t":"2026-09-04T19:59:59.977949671Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA261002P00009500",0.03,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[5.398761036854869e-07,6.038100287199433e-07,5.700980083648854e-06,6.251258539240015e-06,5.036594064587032e-10,5.974940312431465e-10],-0.061999999496340594,{"ap":0.06,"as":120,"ax":"P","bp":0.03,"bs":12,"bx":"D","c":" ","t":"2026-09-04T19:59:59.706694641Z"},{}],["ETHA261016P00008000",0.03,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.10474180546049129,[5.92900591063019e-07,6.820800479945818e-07,6.291639863038897e-06,7.060380513394185e-06,5.36722486439902e-10,6.64936895725431e-10],-0.061999999463277514,{"ap":0.06,"as":334,"ax":"N","bp":0.03,"bs":46,"bx":"D","c":"A","t":"2026-09-04T19:59:59.005359546Z"},{}],["ETHA261002C00030000",0.04,0.07,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[0.00037973928865419476,0.00034748075676662517,0.0013813543184187731,0.0012821407420566212,8.890835547487594e-06,7.79356177630405e-06],-0.07199220643822371,{"ap":0.07,"as":103,"ax":"C","bp":0.04,"bs":88,"bx":"C","c":"A","t":"2026-09-04T19:59:59.556472377Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA260911C00021500",0.01,0.02,0.8446,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[0.0007731646429549229,0.0007516560687942197,0.0020386234565517455,0.0019905374433010744,4.4575714291065666e-05,4.275000033913228e-05],-0.021957249999660866,{"ap":0.02,"as":167,"ax":"W","bp":0.01,"bs":152,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.582823491Z"},{"delta":0.0283,"gamma":0.0457,"rho":0,"theta":-0.0154,"vega":0.0011}],["ETHA260911C00020500",0.03,0.08,0.8106,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[0.01110438038026047,0.010863154177000617,0.01957854078641091,0.01921553009851652,0.0023119480145296525,0.0022401209826134615],-0.07975987901738654,{"ap":0.08,"as":555,"ax":"W","bp":0.03,"bs":397,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.584648229Z"},{"delta":0.0898,"gamma":0.1191,"rho":0.0001,"theta":-0.0369,"vega":0.0027}],["ETHA261009C00031000",0.03,0.04,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[0.0009564862003491206,0.0008689550754517432,0.0030354762130142964,0.00279969666551885,3.2312440804952034e-05,2.803014703677944e-05],-0.041971969852963226,{"ap":0.04,"as":61,"ax":"C","bp":0.03,"bs":62,"bx":"C","c":"A","t":"2026-09-04T19:59:59.618624937Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA260925C00028000",0.03,0.07,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.047246938930717165,[0.0002571324255749476,0.00023848579234875646,0.0009652560286201797,0.0009061742391459662,5.230817817912043e-06,4.675689507268656e-06],-0.07199532431049274,{"ap":0.07,"as":966,"ax":"E","bp":0.03,"bs":599,"bx":"W","c":"A","t":"2026-09-04T19:59:59.004926286Z"},{}],["ETHA261009P00009000",0.01,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[1.8884499668968078e-06,2.1305251197127612e-06,1.5158145483730851e-05,1.6760041370320986e-05,3.1889647686502837e-09,3.836102116083811e-09],-0.061999996811035234,{"ap":0.06,"as":106,"ax":"C","bp":0.01,"bs":53,"bx":"C","c":" ","t":"2026-09-04T19:59:58.702678478Z"},{}],["ETHA261009C00029000",0.01,0.05,0.722,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[0.00383304596023159,0.0035139689831624613,0.009834980028527033,0.009139953453938046,0.0002659043830763274,0.00023412398175310653],-0.0517658760182469,{"ap":0.05,"as":3,"ax":"Q","bp":0.01,"bs":15,"bx":"P","c":" ","t":"2026-09-04T19:59:59.616373237Z"},{"delta":0.0222,"gamma":0.0136,"rho":0.0003,"theta":-0.0034,"vega":0.0029}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?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 [["ETHA260911C00023500",0.01,0.03,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[6.87259056456434e-07,6.597202410268132e-07,6.182676165004192e-06,5.976445702158808e-06,9.40118440321663e-10,8.835796094281992e-10],-0.03199999911642039,{"ap":0.03,"as":289,"ax":"W","bp":0.01,"bs":227,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.925264226Z"},{}],["ETHA260925P00011000",0.03,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.047246938930717165,[2.8222929705507724e-06,3.081576754628866e-06,2.2005370286970357e-05,2.3669416871814886e-05,7.0744846619501766e-09,8.08956754305912e-09],-0.05199999292551534,{"ap":0.05,"as":105,"ax":"P","bp":0.03,"bs":86,"bx":"C","c":"A","t":"2026-09-04T19:59:59.611604506Z"},{}],["ETHA261009P00013000",0.05,0.06,0.7105,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[0.01340663505355237,0.014363300589663413,0.026226543851430115,0.02779910837645855,0.0019566477739376077,0.0021668250157144565],-0.06004335222606239,{"ap":0.06,"as":139,"ax":"N","bp":0.05,"bs":640,"bx":"E","c":"A","t":"2026-09-04T19:59:59.876608398Z"},{"delta":-0.0338,"gamma":0.0196,"rho":-0.0006,"theta":-0.0046,"vega":0.004}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000