PATH 04UTC simulation.json row 10
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "rv60", "ivfactor": 1, "paths": 30000, "sigma": 0.6875343265092484, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.2278, "avg_win": 8.12300174933503, "avg_loss": 4.324675691329445, "mean_pnl": -1.489094770346078, "capped_mean": -1.6633452340630395, "target_hit": 0.1723, "stop_hit": 0.7196333333333333, "time_exit": 0.10806666666666667, "quarterKelly": -0.04582957188418613}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 9
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "clip", "ivfactor": 0.8, "paths": 30000, "sigma": 0.7185273811168096, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.398787594309837, "mean_pnl": -6.398787594309837, "capped_mean": -6.398787594309837, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 8
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "clip", "ivfactor": 1, "paths": 30000, "sigma": 0.7185273811168096, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.2331, "avg_win": 8.485733431181558, "avg_loss": 4.346986736161353, "mean_pnl": -1.35567966515372, "capped_mean": -1.5612944349750912, "target_hit": 0.18593333333333334, "stop_hit": 0.7200666666666666, "time_exit": 0.094, "quarterKelly": -0.039939967362519264}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 7
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "base", "ivfactor": 0.8, "paths": 30000, "sigma": 0.8780023900982007, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.398787594309837, "mean_pnl": -6.398787594309837, "capped_mean": -6.398787594309837, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 6
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "base", "ivfactor": 1, "paths": 30000, "sigma": 0.8780023900982007, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.2637333333333333, "avg_win": 9.66916249143071, "avg_loss": 4.484038327023808, "mean_pnl": -0.7513674978367362, "capped_mean": -1.102137632404001, "target_hit": 0.24313333333333334, "stop_hit": 0.719, "time_exit": 0.037866666666666667, "quarterKelly": -0.019426902239533042}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 5
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "rv60", "ivfactor": 0.8, "paths": 30000, "sigma": 0.6875343265092484, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 7.200000000000002, "mean_pnl": -7.200000000000002, "capped_mean": -7.200000000000002, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 4
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "rv60", "ivfactor": 1, "paths": 30000, "sigma": 0.6875343265092484, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.051096885004794, "mean_pnl": -6.051096885004794, "capped_mean": -6.051096885004794, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 3
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "clip", "ivfactor": 0.8, "paths": 30000, "sigma": 0.7185273811168096, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 7.200000000000002, "mean_pnl": -7.200000000000002, "capped_mean": -7.200000000000002, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 2
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "clip", "ivfactor": 1, "paths": 30000, "sigma": 0.7185273811168096, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.051096885004794, "mean_pnl": -6.051096885004794, "capped_mean": -6.051096885004794, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 1
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "base", "ivfactor": 0.8, "paths": 30000, "sigma": 0.8780023900982007, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 7.200000000000002, "mean_pnl": -7.200000000000002, "capped_mean": -7.200000000000002, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 0
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "base", "ivfactor": 1, "paths": 30000, "sigma": 0.8780023900982007, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.051096885004794, "mean_pnl": -6.051096885004794, "capped_mean": -6.051096885004794, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 17
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "tuesday", "S": 15.19, "K": 18.0, "T": 0.008923135464231355, "model": "rv60", "sigma": 0.6875343265092484, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.0015125204338705116, "fair_low": 0.00012400222644548932, "fair_high": 0.006771308308798665, "net_hurdle": 0.027000000000000003, "surplus": -0.02548747956612949, "low_surplus": -0.026875997773554514, "hurdle_sigma": 1.0331536947784585}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 16
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "tuesday", "S": 15.19, "K": 18.0, "T": 0.008923135464231355, "model": "clip", "sigma": 0.7185273811168096, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.002269610440342606, "fair_low": 0.00022046405681184093, "fair_high": 0.009196210469988803, "net_hurdle": 0.027000000000000003, "surplus": -0.024730389559657395, "low_surplus": -0.026779535943188163, "hurdle_sigma": 1.0331536947784585}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 15
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "tuesday", "S": 15.19, "K": 18.0, "T": 0.008923135464231355, "model": "base", "sigma": 0.8780023900982007, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.010327465642577518, "fair_low": 0.001853485284818894, "fair_high": 0.02985443193812186, "net_hurdle": 0.027000000000000003, "surplus": -0.016672534357422483, "low_surplus": -0.02514651471518111, "hurdle_sigma": 1.0331536947784585}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 14
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "friday", "S": 15.19, "K": 18.0, "T": 0.019178082191780823, "model": "rv60", "sigma": 0.6875343265092484, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.023871843227416135, "fair_low": 0.0058179294954755385, "fair_high": 0.05794775220374951, "net_hurdle": 0.027000000000000003, "surplus": -0.0031281567725838684, "low_surplus": -0.021182070504524465, "hurdle_sigma": 0.703336455248456}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 13
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "friday", "S": 15.19, "K": 18.0, "T": 0.019178082191780823, "model": "clip", "sigma": 0.7185273811168096, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.030115721004349873, "fair_low": 0.00794897113302242, "fair_high": 0.06994391400961646, "net_hurdle": 0.027000000000000003, "surplus": 0.0031157210043498695, "low_surplus": -0.019051028866977585, "hurdle_sigma": 0.703336455248456}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 12
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "friday", "S": 15.19, "K": 18.0, "T": 0.019178082191780823, "model": "base", "sigma": 0.8780023900982007, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.07516864875426217, "fair_low": 0.026815059230466575, "fair_high": 0.1471088009592224, "net_hurdle": 0.027000000000000003, "surplus": 0.04816864875426217, "low_surplus": -0.00018494076953342806, "hurdle_sigma": 0.703336455248456}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 11
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "clock": "tuesday", "S": 15.19, "K": 11.0, "T": 0.10481354642313546, "model": "rv60", "sigma": 0.6875343265092484, "bid": 0.05, "ask": 0.07, "iv": 0.6319, "fair": 0.09004274056967965, "fair_low": 0.029843099342729475, "fair_high": 0.18311182670299533, "net_hurdle": 0.08200000000000002, "surplus": 0.00804274056967963, "low_surplus": -0.05215690065727054, "hurdle_sigma": 0.6731060339113442}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 10
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "clock": "tuesday", "S": 15.19, "K": 11.0, "T": 0.10481354642313546, "model": "clip", "sigma": 0.7185273811168096, "bid": 0.05, "ask": 0.07, "iv": 0.6319, "fair": 0.1080973447602633, "fair_low": 0.03807651259738075, "fair_high": 0.2130550002473664, "net_hurdle": 0.08200000000000002, "surplus": 0.026097344760263277, "low_surplus": -0.04392348740261927, "hurdle_sigma": 0.6731060339113442}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 9
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "clock": "tuesday", "S": 15.19, "K": 11.0, "T": 0.10481354642313546, "model": "base", "sigma": 0.8780023900982007, "bid": 0.05, "ask": 0.07, "iv": 0.6319, "fair": 0.22623452420802526, "fair_low": 0.09868328295902569, "fair_high": 0.3937387939682403, "net_hurdle": 0.08200000000000002, "surplus": 0.14423452420802524, "low_surplus": 0.016683282959025672, "hurdle_sigma": 0.6731060339113442}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 8
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "clock": "friday", "S": 15.19, "K": 11.0, "T": 0.11506849315068493, "model": "rv60", "sigma": 0.6875343265092484, "bid": 0.05, "ask": 0.07, "iv": 0.6319, "fair": 0.1088833040354572, "fair_low": 0.03837527257993044, "fair_high": 0.214205610548382, "net_hurdle": 0.08200000000000002, "surplus": 0.02688330403545719, "low_surplus": -0.04362472742006958, "hurdle_sigma": 0.6430657107444614}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 7
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "clock": "friday", "S": 15.19, "K": 11.0, "T": 0.11506849315068493, "model": "clip", "sigma": 0.7185273811168096, "bid": 0.05, "ask": 0.07, "iv": 0.6319, "fair": 0.13001747859710425, "fair_low": 0.04831202842121352, "fair_high": 0.24802035987882987, "net_hurdle": 0.08200000000000002, "surplus": 0.04801747859710423, "low_surplus": -0.033687971578786495, "hurdle_sigma": 0.6430657107444614}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 6
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "clock": "friday", "S": 15.19, "K": 11.0, "T": 0.11506849315068493, "model": "base", "sigma": 0.8780023900982007, "bid": 0.05, "ask": 0.07, "iv": 0.6319, "fair": 0.2626174257147104, "fair_low": 0.11901501971376624, "fair_high": 0.4454012032229501, "net_hurdle": 0.08200000000000002, "surplus": 0.1806174257147104, "low_surplus": 0.03701501971376622, "hurdle_sigma": 0.6430657107444614}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 5
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "clock": "tuesday", "S": 15.19, "K": 12.0, "T": 0.06645738203957383, "model": "rv60", "sigma": 0.6875343265092484, "bid": 0.01, "ask": 0.07, "iv": 0.5641, "fair": 0.09866533027716858, "fair_low": 0.036573312057730935, "fair_high": 0.18847628105817862, "net_hurdle": 0.10200000000000001, "surplus": -0.003334669722831432, "low_surplus": -0.06542668794226908, "hurdle_sigma": 0.6936303499073986}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 4
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "clock": "tuesday", "S": 15.19, "K": 12.0, "T": 0.06645738203957383, "model": "clip", "sigma": 0.7185273811168096, "bid": 0.01, "ask": 0.07, "iv": 0.5641, "fair": 0.11677316837844165, "fair_low": 0.04548103946708522, "fair_high": 0.2161219272509336, "net_hurdle": 0.10200000000000001, "surplus": 0.014773168378441642, "low_surplus": -0.05651896053291479, "hurdle_sigma": 0.6936303499073986}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative