Notes

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260925C00065000","S":58.1,"K":65.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.2259,"greeks":{"delta":0.0148,"gamma":0.0128,"rho":0.0004,"theta":-0.0031,"vega":0.0048},"bid":0.01,"ask":0.02,"bs":38,"as":106,"quote_time":"2026-09-04T19:59:59.734523483Z","fair_low":4.539e-07,"fair":4.45825e-05,"fair_high":0.0006034258,"hurdle":0.027,"surplus":-0.0269554175,"surplus_low":-0.0269995461,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260914C00060000","S":58.1,"K":60.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.1593,"greeks":{"delta":0.0784,"gamma":0.1142,"rho":0.0009,"theta":-0.0139,"vega":0.0118},"bid":0.04,"ask":0.05,"bs":225,"as":168,"quote_time":"2026-09-04T19:59:59.397815917Z","fair_low":0.0108318807,"fair":0.0341617253,"fair_high":0.0717431769,"hurdle":0.057,"surplus":-0.0228382747,"surplus_low":-0.0461681193,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF260918P00054000","S":58.1,"K":54.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2671,"greeks":{"delta":-0.052,"gamma":0.0395,"rho":-0.0009,"theta":-0.0127,"vega":0.0107},"bid":0.05,"ask":0.07,"bs":412,"as":448,"quote_time":"2026-09-04T19:59:59.407643688Z","fair_low":1.42372e-05,"fair":0.0003851475,"fair_high":0.0026569288,"hurdle":0.082,"surplus":-0.0816148525,"surplus_low":-0.0819857628,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260914P00054000","S":58.1,"K":54.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.2999,"greeks":{"delta":-0.036,"gamma":0.0327,"rho":-0.0004,"theta":-0.0134,"vega":0.0064},"bid":0.01,"ask":0.06,"bs":190,"as":239,"quote_time":"2026-09-04T19:59:59.964053712Z","fair_low":4.891e-07,"fair":3.88005e-05,"fair_high":0.0004748149,"hurdle":0.087,"surplus":-0.0869611995,"surplus_low":-0.0869995109,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260914P00053000","S":58.1,"K":53.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.3782,"greeks":{"delta":-0.0364,"gamma":0.0262,"rho":-0.0004,"theta":-0.0171,"vega":0.0064},"bid":0.03,"ask":0.06,"bs":5,"as":143,"quote_time":"2026-09-04T19:59:59.841208139Z","fair_low":8e-10,"fair":5.853e-07,"fair_high":2.40948e-05,"hurdle":0.077,"surplus":-0.0769994147,"surplus_low":-0.0769999992,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261002P00050000","S":58.1,"K":50.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.324,"greeks":{"delta":-0.0327,"gamma":0.0148,"rho":-0.0013,"theta":-0.007,"vega":0.0111},"bid":0.05,"ask":0.08,"bs":287,"as":305,"quote_time":"2026-09-04T19:59:59.606441767Z","fair_low":2.1e-09,"fair":1.3131e-06,"fair_high":5.01548e-05,"hurdle":0.097,"surplus":-0.0969986869,"surplus_low":-0.0969999979,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260915C00062000","S":58.1,"K":62.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.2533,"greeks":{"delta":0.0453,"gamma":0.0437,"rho":0.0006,"theta":-0.0132,"vega":0.0082},"bid":0.01,"ask":0.07,"bs":11,"as":47,"quote_time":"2026-09-04T19:59:59.665362765Z","fair_low":2.45152e-05,"fair":0.0005469672,"fair_high":0.0033737997,"hurdle":0.102,"surplus":-0.1014530328,"surplus_low":-0.1019754848,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261016P00043000","S":58.1,"K":43.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.4263,"greeks":{"delta":-0.012,"gamma":0.0038,"rho":-0.0008,"theta":-0.0032,"vega":0.0059},"bid":0.01,"ask":0.06,"bs":107,"as":106,"quote_time":"2026-09-04T19:59:58.700822459Z","fair_low":0.0,"fair":0.0,"fair_high":2e-10,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261009P00040000","S":58.1,"K":40.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.5874,"greeks":{"delta":-0.0122,"gamma":0.0031,"rho":-0.0007,"theta":-0.0049,"vega":0.0054},"bid":0.03,"ask":0.06,"bs":16,"as":51,"quote_time":"2026-09-04T19:59:59.592098088Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260925P00045000","S":58.1,"K":45.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.5288,"greeks":{"delta":-0.0122,"gamma":0.0047,"rho":-0.0004,"theta":-0.0059,"vega":0.0041},"bid":0.01,"ask":0.05,"bs":26,"as":54,"quote_time":"2026-09-04T19:59:58.700553842Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260918P00053000","S":58.1,"K":53.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2894,"greeks":{"delta":-0.0304,"gamma":0.0235,"rho":-0.0005,"theta":-0.0089,"vega":0.0069},"bid":0.01,"ask":0.06,"bs":358,"as":322,"quote_time":"2026-09-04T19:59:59.971421222Z","fair_low":1.3e-07,"fair":1.74353e-05,"fair_high":0.0002834713,"hurdle":0.087,"surplus":-0.0869825647,"surplus_low":-0.08699987,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260917C00063000","S":58.1,"K":63.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.282,"greeks":{"delta":0.0455,"gamma":0.0353,"rho":0.0007,"theta":-0.0132,"vega":0.0092},"bid":0.03,"ask":0.07,"bs":28,"as":51,"quote_time":"2026-09-04T19:59:58.700384201Z","fair_low":2.2742e-06,"fair":0.0001168994,"fair_high":0.0011318121,"hurdle":0.092,"surplus":-0.0918831006,"surplus_low":-0.0919977258,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260918C00061000","S":58.1,"K":61.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.1787,"greeks":{"delta":0.0644,"gamma":0.0698,"rho":0.0011,"theta":-0.0107,"vega":0.0127},"bid":0.02,"ask":0.08,"bs":432,"as":285,"quote_time":"2026-09-04T19:59:59.136648187Z","fair_low":0.0028520815,"fair":0.0141830923,"fair_high":0.0384600985,"hurdle":0.112,"surplus":-0.0978169077,"surplus_low":-0.1091479185,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260914P00055000","S":58.1,"K":55.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.2556,"greeks":{"delta":-0.0563,"gamma":0.0551,"rho":-0.0006,"theta":-0.0163,"vega":0.0091},"bid":0.03,"ask":0.07,"bs":364,"as":458,"quote_time":"2026-09-04T19:59:59.902508026Z","fair_low":7.57055e-05,"fair":0.0011095165,"fair_high":0.0055385939,"hurdle":0.092,"surplus":-0.0908904835,"surplus_low":-0.0919242945,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261002P00047000","S":58.1,"K":47.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.4133,"greeks":{"delta":-0.0208,"gamma":0.008,"rho":-0.0009,"theta":-0.0062,"vega":0.0076},"bid":0.03,"ask":0.07,"bs":94,"as":212,"quote_time":"2026-09-04T19:59:58.701988292Z","fair_low":0.0,"fair":0.0,"fair_high":2.59e-08,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260930C00066000","S":58.1,"K":66.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2624,"greeks":{"delta":0.0309,"gamma":0.0182,"rho":0.0011,"theta":-0.006,"vega":0.0102},"bid":0.03,"ask":0.06,"bs":48,"as":217,"quote_time":"2026-09-04T19:59:58.674853882Z","fair_low":3.05e-07,"fair":3.64338e-05,"fair_high":0.0005491324,"hurdle":0.077,"surplus":-0.0769635662,"surplus_low":-0.076999695,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260917C00062000","S":58.1,"K":62.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.2074,"greeks":{"delta":0.0324,"gamma":0.0364,"rho":0.0005,"theta":-0.0074,"vega":0.007},"bid":0.01,"ask":0.04,"bs":266,"as":256,"quote_time":"2026-09-04T19:59:59.451185899Z","fair_low":9.45583e-05,"fair":0.0013905309,"fair_high":0.0068248423,"hurdle":0.057,"surplus":-0.0556094691,"surplus_low":-0.0569054417,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260916P00051000","S":58.1,"K":51.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.3925,"greeks":{"delta":-0.0154,"gamma":0.0108,"rho":-0.0002,"theta":-0.0076,"vega":0.0035},"bid":0.01,"ask":0.03,"bs":23,"as":214,"quote_time":"2026-09-04T19:59:58.700375495Z","fair_low":0.0,"fair":3e-10,"fair_high":1.149e-07,"hurdle":0.042,"surplus":-0.0419999997,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261002P00040000","S":58.1,"K":40.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.6279,"greeks":{"delta":-0.0089,"gamma":0.0025,"rho":-0.0004,"theta":-0.0045,"vega":0.0037},"bid":0.01,"ask":0.05,"bs":30,"as":48,"quote_time":"2026-09-04T19:59:58.700715474Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261016P00038000","S":58.1,"K":38.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.577,"greeks":{"delta":-0.009,"gamma":0.0022,"rho":-0.0006,"theta":-0.0034,"vega":0.0046},"bid":0.01,"ask":0.06,"bs":47,"as":123,"quote_time":"2026-09-04T19:59:58.675109626Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260925P00052500","S":58.1,"K":52.5,"T":0.0575342466,"sigma":0.1240584425,"iv":0.258,"greeks":{"delta":-0.0337,"gamma":0.0225,"rho":-0.001,"theta":-0.0067,"vega":0.0097},"bid":0.01,"ask":0.08,"bs":176,"as":167,"quote_time":"2026-09-04T19:59:58.684144262Z","fair_low":1.5577e-06,"fair":9.5239e-05,"fair_high":0.0010164728,"hurdle":0.117,"surplus":-0.116904761,"surplus_low":-0.1169984423,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF261009P00050000","S":58.1,"K":50.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.2646,"greeks":{"delta":-0.0229,"gamma":0.0119,"rho":-0.0012,"theta":-0.0037,"vega":0.0093},"bid":0.01,"ask":0.07,"bs":226,"as":152,"quote_time":"2026-09-04T19:59:58.675057551Z","fair_low":6.62e-08,"fair":1.30409e-05,"fair_high":0.000253059,"hurdle":0.102,"surplus":-0.1019869591,"surplus_low":-0.1019999338,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260930C00069000","S":58.1,"K":69.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2999,"greeks":{"delta":0.0134,"gamma":0.0078,"rho":0.0005,"theta":-0.0033,"vega":0.005},"bid":0.01,"ask":0.03,"bs":6,"as":11,"quote_time":"2026-09-04T19:59:58.700584922Z","fair_low":0.0,"fair":4.54e-08,"fair_high":4.8352e-06,"hurdle":0.042,"surplus":-0.0419999546,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261016P00036000","S":58.1,"K":36.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.5995,"greeks":{"delta":-0.0052,"gamma":0.0013,"rho":-0.0003,"theta":-0.0022,"vega":0.0029},"bid":0.01,"ask":0.03,"bs":120,"as":328,"quote_time":"2026-09-04T19:59:58.675109626Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF260918C00064000","S":58.1,"K":64.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2841,"greeks":{"delta":0.0278,"gamma":0.0223,"rho":0.0005,"theta":-0.0085,"vega":0.0064},"bid":0.01,"ask":0.05,"bs":35,"as":72,"quote_time":"2026-09-04T19:59:58.700469918Z","fair_low":8.12e-08,"fair":1.33431e-05,"fair_high":0.0002462862,"hurdle":0.072,"surplus":-0.0719866569,"surplus_low":-0.0719999188,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF261002P00045000","S":58.1,"K":45.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.4111,"greeks":{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0024,"vega":0.003},"bid":0.01,"ask":0.02,"bs":63,"as":82,"quote_time":"2026-09-04T19:59:59.841917563Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.027,"surplus":-0.027,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260930P00042000","S":58.1,"K":42.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.5486,"greeks":{"delta":-0.0073,"gamma":0.0025,"rho":-0.0003,"theta":-0.0035,"vega":0.003},"bid":0.01,"ask":0.03,"bs":28,"as":52,"quote_time":"2026-09-04T19:59:58.70057639Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261016P00044000","S":58.1,"K":44.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.38,"greeks":{"delta":-0.0098,"gamma":0.0036,"rho":-0.0006,"theta":-0.0024,"vega":0.005},"bid":0.01,"ask":0.04,"bs":45,"as":66,"quote_time":"2026-09-04T19:59:59.835547378Z","fair_low":0.0,"fair":0.0,"fair_high":3e-09,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF261016C00072000","S":58.1,"K":72.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.31,"greeks":{"delta":0.0214,"gamma":0.0087,"rho":0.0013,"theta":-0.004,"vega":0.0097},"bid":0.03,"ask":0.06,"bs":42,"as":72,"quote_time":"2026-09-04T19:59:59.003250938Z","fair_low":0.0,"fair":1.083e-07,"fair_high":9.5749e-06,"hurdle":0.077,"surplus":-0.0769998917,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260911P00055500","S":58.1,"K":55.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.2627,"greeks":{"delta":-0.0452,"gamma":0.0595,"rho":-0.0003,"theta":-0.0187,"vega":0.0058},"bid":0.01,"ask":0.05,"bs":519,"as":341,"quote_time":"2026-09-04T19:59:58.657270633Z","fair_low":6.81611e-05,"fair":0.0009792476,"fair_high":0.0048192118,"hurdle":0.072,"surplus":-0.0710207524,"surplus_low":-0.0719318389,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260916P00054000","S":58.1,"K":54.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.2651,"greeks":{"delta":-0.0359,"gamma":0.0326,"rho":-0.0005,"theta":-0.0104,"vega":0.0072},"bid":0.03,"ask":0.04,"bs":132,"as":104,"quote_time":"2026-09-04T19:59:59.645455629Z","fair_low":3.4197e-06,"fair":0.0001425849,"fair_high":0.0012802908,"hurdle":0.047,"surplus":-0.0468574151,"surplus_low":-0.0469965803,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260930P00048000","S":58.1,"K":48.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.3941,"greeks":{"delta":-0.0226,"gamma":0.0093,"rho":-0.0009,"theta":-0.0066,"vega":0.0078},"bid":0.03,"ask":0.07,"bs":99,"as":109,"quote_time":"2026-09-04T19:59:59.849546682Z","fair_low":0.0,"fair":4e-10,"fair_high":1.608e-07,"hurdle":0.092,"surplus":-0.0919999996,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260925C00062500","S":58.1,"K":62.5,"T":0.0575342466,"sigma":0.1240584425,"iv":0.1916,"greeks":{"delta":0.0493,"gamma":0.0412,"rho":0.0014,"theta":-0.0073,"vega":0.0132},"bid":0.03,"ask":0.07,"bs":240,"as":202,"quote_time":"2026-09-04T19:59:58.684175518Z","fair_low":0.0005868993,"fair":0.0051638209,"fair_high":0.0191738964,"hurdle":0.092,"surplus":-0.0868361791,"surplus_low":-0.0914131007,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261002C00063500","S":58.1,"K":63.5,"T":0.0767123288,"sigma":0.1240584425,"iv":0.1778,"greeks":{"delta":0.0335,"gamma":0.0276,"rho":0.0013,"theta":-0.0042,"vega":0.0113},"bid":0.03,"ask":0.04,"bs":178,"as":213,"quote_time":"2026-09-04T19:59:58.684230999Z","fair_low":0.0003887772,"fair":0.0041276189,"fair_high":0.0168576056,"hurdle":0.047,"surplus":-0.0428723811,"surplus_low":-0.0466112228,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260918P00053500","S":58.1,"K":53.5,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2714,"greeks":{"delta":-0.0361,"gamma":0.029,"rho":-0.0006,"theta":-0.0097,"vega":0.008},"bid":0.01,"ask":0.07,"bs":867,"as":824,"quote_time":"2026-09-04T19:59:58.674703618Z","fair_low":1.4706e-06,"fair":8.60281e-05,"fair_high":0.0008958316,"hurdle":0.102,"surplus":-0.1019139719,"surplus_low":-0.1019985294,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260915P00053000","S":58.1,"K":53.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.3466,"greeks":{"delta":-0.0335,"gamma":0.025,"rho":-0.0004,"theta":-0.0137,"vega":0.0064},"bid":0.01,"ask":0.07,"bs":54,"as":231,"quote_time":"2026-09-04T19:59:58.700348962Z","fair_low":3.8e-09,"fair":1.6595e-06,"fair_high":5.12443e-05,"hurdle":0.102,"surplus":-0.1019983405,"surplus_low":-0.1019999962,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260911P00055000","S":58.1,"K":55.0,"T":0.0191780822,"sigma":0.1240584425,"iv":0.3037,"greeks":{"delta":-0.0398,"gamma":0.0465,"rho":-0.0003,"theta":-0.0196,"vega":0.0052},"bid":0.01,"ask":0.05,"bs":348,"as":187,"quote_time":"2026-09-04T19:59:58.683989027Z","fair_low":4.0228e-06,"fair":0.0001516205,"fair_high":0.0012213631,"hurdle":0.072,"surplus":-0.0718483795,"surplus_low":-0.0719959772,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF261016P00048000","S":58.1,"K":48.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2883,"greeks":{"delta":-0.0172,"gamma":0.0078,"rho":-0.0011,"theta":-0.0029,"vega":0.0081},"bid":0.02,"ask":0.05,"bs":686,"as":531,"quote_time":"2026-09-04T19:59:58.655337618Z","fair_low":5e-10,"fair":5.962e-07,"fair_high":3.0572e-05,"hurdle":0.067,"surplus":-0.0669994038,"surplus_low":-0.0669999995,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF260925P00048000","S":58.1,"K":48.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.437,"greeks":{"delta":-0.0209,"gamma":0.0089,"rho":-0.0006,"theta":-0.0077,"vega":0.0065},"bid":0.03,"ask":0.06,"bs":86,"as":104,"quote_time":"2026-09-04T19:59:59.637645963Z","fair_low":0.0,"fair":0.0,"fair_high":7e-09,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260911P00056500","S":58.1,"K":56.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.1781,"greeks":{"delta":-0.0633,"gamma":0.1146,"rho":-0.0004,"theta":-0.0164,"vega":0.0076},"bid":0.02,"ask":0.04,"bs":188,"as":196,"quote_time":"2026-09-04T19:59:59.903355394Z","fair_low":0.0052718857,"fair":0.0194503752,"fair_high":0.0443431454,"hurdle":0.052,"surplus":-0.0325496248,"surplus_low":-0.0467281143,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260925C00064000","S":58.1,"K":64.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.1985,"greeks":{"delta":0.0166,"gamma":0.0161,"rho":0.0005,"theta":-0.003,"vega":0.0053},"bid":0.01,"ask":0.02,"bs":171,"as":294,"quote_time":"2026-09-04T19:59:58.6747471Z","fair_low":1.06672e-05,"fair":0.0003447329,"fair_high":0.0026781186,"hurdle":0.027,"surplus":-0.0266552671,"surplus_low":-0.0269893328,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260930C00068000","S":58.1,"K":68.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.3072,"greeks":{"delta":0.0243,"gamma":0.0128,"rho":0.0009,"theta":-0.0057,"vega":0.0083},"bid":0.03,"ask":0.05,"bs":6,"as":11,"quote_time":"2026-09-04T19:59:58.700600516Z","fair_low":4e-10,"fair":5.079e-07,"fair_high":2.50636e-05,"hurdle":0.062,"surplus":-0.0619994921,"surplus_low":-0.0619999996,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261009C00063500","S":58.1,"K":63.5,"T":0.095890411,"sigma":0.1240584425,"iv":0.1665,"greeks":{"delta":0.0435,"gamma":0.0322,"rho":0.0022,"theta":-0.0044,"vega":0.0159},"bid":0.04,"ask":0.06,"bs":538,"as":852,"quote_time":"2026-09-04T19:59:58.675012443Z","fair_low":0.0015406918,"fair":0.0108294277,"fair_high":0.0355015036,"hurdle":0.072,"surplus":-0.0611705723,"surplus_low":-0.0704593082,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261002C00065000","S":58.1,"K":65.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.2214,"greeks":{"delta":0.0311,"gamma":0.0209,"rho":0.0012,"theta":-0.0049,"vega":0.0107},"bid":0.01,"ask":0.07,"bs":77,"as":286,"quote_time":"2026-09-04T19:59:58.684247608Z","fair_low":1.19261e-05,"fair":0.0003978463,"fair_high":0.0030981912,"hurdle":0.102,"surplus":-0.1016021537,"surplus_low":-0.1019880739,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260925C00062000","S":58.1,"K":62.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.181,"greeks":{"delta":0.0605,"gamma":0.0513,"rho":0.0017,"theta":-0.0081,"vega":0.0155},"bid":0.04,"ask":0.08,"bs":288,"as":164,"quote_time":"2026-09-04T19:59:58.088367045Z","fair_low":0.0018366834,"fair":0.0112746549,"fair_high":0.033920622,"hurdle":0.102,"surplus":-0.0907253451,"surplus_low":-0.1001633166,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260930C00064000","S":58.1,"K":64.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2041,"greeks":{"delta":0.0346,"gamma":0.0257,"rho":0.0012,"theta":-0.0052,"vega":0.0112},"bid":0.01,"ask":0.07,"bs":55,"as":52,"quote_time":"2026-09-04T19:59:59.662415473Z","fair_low":7.26678e-05,"fair":0.0013248188,"fair_high":0.007227116,"hurdle":0.102,"surplus":-0.1006751812,"surplus_low":-0.1019273322,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260918P00049000","S":58.1,"K":49.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.4962,"greeks":{"delta":-0.021,"gamma":0.0101,"rho":-0.0004,"theta":-0.0114,"vega":0.0051},"bid":0.03,"ask":0.05,"bs":176,"as":304,"quote_time":"2026-09-04T19:59:58.674668623Z","fair_low":0.0,"fair":0.0,"fair_high":3e-10,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF260915C00061000","S":58.1,"K":61.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.1831,"greeks":{"delta":0.0397,"gamma":0.0544,"rho":0.0005,"theta":-0.0087,"vega":0.0074},"bid":0.01,"ask":0.04,"bs":329,"as":351,"quote_time":"2026-09-04T19:59:59.643907314Z","fair_low":0.0008580814,"fair":0.0060083699,"fair_high":0.0198555567,"hurdle":0.057,"surplus":-0.0509916301,"surplus_low":-0.0561419186,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260917P00050000","S":58.1,"K":50.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.4674,"greeks":{"delta":-0.0232,"gamma":0.0122,"rho":-0.0004,"theta":-0.0122,"vega":0.0053},"bid":0.01,"ask":0.07,"bs":3,"as":31,"quote_time":"2026-09-04T19:59:59.646111151Z","fair_low":0.0,"fair":0.0,"fair_high":6.3e-09,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260915P00051000","S":58.1,"K":51.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.4533,"greeks":{"delta":-0.0234,"gamma":0.0142,"rho":-0.0003,"theta":-0.0133,"vega":0.0048},"bid":0.01,"ask":0.06,"bs":19,"as":59,"quote_time":"2026-09-04T19:59:58.70035954Z","fair_low":0.0,"fair":0.0,"fair_high":3.5e-08,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261016C00073000","S":58.1,"K":73.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.3269,"greeks":{"delta":0.0204,"gamma":0.0079,"rho":0.0012,"theta":-0.004,"vega":0.0094},"bid":0.03,"ask":0.06,"bs":19,"as":64,"quote_time":"2026-09-04T19:59:59.663252251Z","fair_low":0.0,"fair":1.73e-08,"fair_high":2.5544e-06,"hurdle":0.077,"surplus":-0.0769999827,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260918P00047000","S":58.1,"K":47.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.5983,"greeks":{"delta":-0.0177,"gamma":0.0072,"rho":-0.0003,"theta":-0.0119,"vega":0.0044},"bid":0.03,"ask":0.05,"bs":150,"as":382,"quote_time":"2026-09-04T19:59:58.674668623Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260918C00062000","S":58.1,"K":62.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.1816,"greeks":{"delta":0.0222,"gamma":0.0289,"rho":0.0004,"theta":-0.0045,"vega":0.0053},"bid":0.01,"ask":0.02,"bs":444,"as":321,"quote_time":"2026-09-04T19:59:59.951789171Z","fair_low":0.000161882,"fair":0.0019941123,"fair_high":0.009056384,"hurdle":0.027,"surplus":-0.0250058877,"surplus_low":-0.026838118,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260930C00062000","S":58.1,"K":62.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.1499,"greeks":{"delta":0.05,"gamma":0.0471,"rho":0.0018,"theta":-0.0052,"vega":0.015},"bid":0.03,"ask":0.06,"bs":203,"as":272,"quote_time":"2026-09-04T19:59:59.166454374Z","fair_low":0.0050142935,"fair":0.0230821405,"fair_high":0.0602927685,"hurdle":0.077,"surplus":-0.0539178595,"surplus_low":-0.0719857065,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260930P00052000","S":58.1,"K":52.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2303,"greeks":{"delta":-0.0234,"gamma":0.0165,"rho":-0.0009,"theta":-0.0039,"vega":0.0081},"bid":0.01,"ask":0.05,"bs":723,"as":369,"quote_time":"2026-09-04T19:59:59.70257653Z","fair_low":2.3951e-06,"fair":0.0001308456,"fair_high":0.0013135427,"hurdle":0.072,"surplus":-0.0718691544,"surplus_low":-0.0719976049,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260918P00050000","S":58.1,"K":50.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.4016,"greeks":{"delta":-0.0138,"gamma":0.0087,"rho":-0.0002,"theta":-0.0064,"vega":0.0035},"bid":0.01,"ask":0.03,"bs":460,"as":484,"quote_time":"2026-09-04T19:59:59.419411459Z","fair_low":0.0,"fair":0.0,"fair_high":2.05e-08,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261016C00066000","S":58.1,"K":66.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2096,"greeks":{"delta":0.0385,"gamma":0.021,"rho":0.0023,"theta":-0.0045,"vega":0.0159},"bid":0.04,"ask":0.08,"bs":162,"as":353,"quote_time":"2026-09-04T19:59:59.619217212Z","fair_low":6.02451e-05,"fair":0.0012700166,"fair_high":0.0074923041,"hurdle":0.102,"surplus":-0.1007299834,"surplus_low":-0.1019397549,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260915P00052000","S":58.1,"K":52.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.4213,"greeks":{"delta":-0.0342,"gamma":0.0209,"rho":-0.0004,"theta":-0.017,"vega":0.0065},"bid":0.03,"ask":0.07,"bs":26,"as":110,"quote_time":"2026-09-04T19:59:59.489061162Z","fair_low":0.0,"fair":1.51e-08,"fair_high":1.8526e-06,"hurdle":0.092,"surplus":-0.0919999849,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260918P00048000","S":58.1,"K":48.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.5238,"greeks":{"delta":-0.0155,"gamma":0.0074,"rho":-0.0003,"theta":-0.0093,"vega":0.0039},"bid":0.01,"ask":0.05,"bs":156,"as":376,"quote_time":"2026-09-04T19:59:58.674668623Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260930P00043000","S":58.1,"K":43.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.4955,"greeks":{"delta":-0.0062,"gamma":0.0024,"rho":-0.0002,"theta":-0.0027,"vega":0.0026},"bid":0.01,"ask":0.02,"bs":12,"as":52,"quote_time":"2026-09-04T19:59:58.700594976Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.027,"surplus":-0.027,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260916P00053000","S":58.1,"K":53.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.3342,"greeks":{"delta":-0.0364,"gamma":0.0262,"rho":-0.0005,"theta":-0.0133,"vega":0.0073},"bid":0.01,"ask":0.08,"bs":239,"as":369,"quote_time":"2026-09-04T19:59:58.674504219Z","fair_low":1.43e-08,"fair":4.0945e-06,"fair_high":9.77875e-05,"hurdle":0.117,"surplus":-0.1169959055,"surplus_low":-0.1169999857,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260916P00050000","S":58.1,"K":50.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.511,"greeks":{"delta":-0.0273,"gamma":0.0135,"rho":-0.0004,"theta":-0.0161,"vega":0.0057},"bid":0.03,"ask":0.07,"bs":15,"as":56,"quote_time":"2026-09-04T19:59:59.620735812Z","fair_low":0.0,"fair":0.0,"fair_high":1.6e-09,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260918P00051000","S":58.1,"K":51.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.3959,"greeks":{"delta":-0.0258,"gamma":0.015,"rho":-0.0005,"theta":-0.0107,"vega":0.006},"bid":0.03,"ask":0.05,"bs":255,"as":206,"quote_time":"2026-09-04T19:59:59.4043156Z","fair_low":0.0,"fair":4.3e-09,"fair_high":8.342e-07,"hurdle":0.062,"surplus":-0.0619999957,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260930P00051000","S":58.1,"K":51.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2562,"greeks":{"delta":-0.0181,"gamma":0.0119,"rho":-0.0007,"theta":-0.0035,"vega":0.0065},"bid":0.01,"ask":0.04,"bs":484,"as":285,"quote_time":"2026-09-04T19:59:59.662686693Z","fair_low":5.1e-08,"fair":1.04381e-05,"fair_high":0.0002133677,"hurdle":0.057,"surplus":-0.0569895619,"surplus_low":-0.056999949,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF261016C00068000","S":58.1,"K":68.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2423,"greeks":{"delta":0.029,"gamma":0.0144,"rho":0.0017,"theta":-0.0041,"vega":0.0126},"bid":0.03,"ask":0.07,"bs":145,"as":163,"quote_time":"2026-09-04T19:59:59.728801013Z","fair_low":9.446e-07,"fair":8.42886e-05,"fair_high":0.0010409193,"hurdle":0.092,"surplus":-0.0919157114,"surplus_low":-0.0919990554,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261009C00065000","S":58.1,"K":65.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.1903,"greeks":{"delta":0.0284,"gamma":0.0198,"rho":0.0014,"theta":-0.0035,"vega":0.0112},"bid":0.03,"ask":0.04,"bs":57,"as":51,"quote_time":"2026-09-04T19:59:59.855812623Z","fair_low":9.08922e-05,"fair":0.0016208977,"fair_high":0.0087358826,"hurdle":0.047,"surplus":-0.0453791023,"surplus_low":-0.0469091078,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261016P00041000","S":58.1,"K":41.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.5096,"greeks":{"delta":-0.0139,"gamma":0.0037,"rho":-0.0009,"theta":-0.0043,"vega":0.0067},"bid":0.03,"ask":0.07,"bs":82,"as":652,"quote_time":"2026-09-04T19:59:58.675115682Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261016C00070000","S":58.1,"K":70.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.275,"greeks":{"delta":0.0237,"gamma":0.0107,"rho":0.0014,"theta":-0.0039,"vega":0.0106},"bid":0.03,"ask":0.06,"bs":87,"as":519,"quote_time":"2026-09-04T19:59:58.675079649Z","fair_low":7.9e-09,"fair":3.737e-06,"fair_high":0.0001138048,"hurdle":0.077,"surplus":-0.076996263,"surplus_low":-0.0769999921,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260925P00046000","S":58.1,"K":46.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.5189,"greeks":{"delta":-0.0179,"gamma":0.0066,"rho":-0.0005,"theta":-0.0081,"vega":0.0057},"bid":0.03,"ask":0.06,"bs":48,"as":76,"quote_time":"2026-09-04T19:59:58.674787766Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260925P00049000","S":58.1,"K":49.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.3383,"greeks":{"delta":-0.0099,"gamma":0.0061,"rho":-0.0003,"theta":-0.0031,"vega":0.0034},"bid":0.01,"ask":0.02,"bs":113,"as":102,"quote_time":"2026-09-04T19:59:59.497628304Z","fair_low":0.0,"fair":5e-10,"fair_high":1.946e-07,"hurdle":0.027,"surplus":-0.0269999995,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260911P00054500","S":58.1,"K":54.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.3635,"greeks":{"delta":-0.0436,"gamma":0.0418,"rho":-0.0003,"theta":-0.0253,"vega":0.0056},"bid":0.03,"ask":0.05,"bs":13,"as":24,"quote_time":"2026-09-04T19:59:59.84572288Z","fair_low":1.492e-07,"fair":1.73777e-05,"fair_high":0.0002538466,"hurdle":0.062,"surplus":-0.0619826223,"surplus_low":-0.0619998508,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF260925C00063500","S":58.1,"K":63.5,"T":0.0575342466,"sigma":0.1240584425,"iv":0.2206,"greeks":{"delta":0.0399,"gamma":0.0302,"rho":0.0011,"theta":-0.007,"vega":0.0111},"bid":0.03,"ask":0.06,"bs":137,"as":197,"quote_time":"2026-09-04T19:59:58.684169327Z","fair_low":4.47646e-05,"fair":0.0009029304,"fair_high":0.0054034216,"hurdle":0.077,"surplus":-0.0760970696,"surplus_low":-0.0769552354,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260925P00052000","S":58.1,"K":52.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.2519,"greeks":{"delta":-0.0205,"gamma":0.0152,"rho":-0.0006,"theta":-0.0043,"vega":0.0064},"bid":0.01,"ask":0.04,"bs":202,"as":186,"quote_time":"2026-09-04T19:59:58.68414082Z","fair_low":1.974e-07,"fair":2.52076e-05,"fair_high":0.0003826604,"hurdle":0.057,"surplus":-0.0569747924,"surplus_low":-0.0569998026,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261016P00039000","S":58.1,"K":39.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.5456,"greeks":{"delta":-0.0095,"gamma":0.0025,"rho":-0.0006,"theta":-0.0033,"vega":0.0048},"bid":0.01,"ask":0.06,"bs":100,"as":128,"quote_time":"2026-09-04T19:59:58.675154831Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260911P00056000","S":58.1,"K":56.0,"T":0.0191780822,"sigma":0.1240584425,"iv":0.2475,"greeks":{"delta":-0.0736,"gamma":0.0927,"rho":-0.0005,"theta":-0.0258,"vega":0.0085},"bid":0.04,"ask":0.06,"bs":404,"as":366,"quote_time":"2026-09-04T19:59:58.684049742Z","fair_low":0.0007197955,"fair":0.0049104635,"fair_high":0.0158786502,"hurdle":0.072,"surplus":-0.0670895365,"surplus_low":-0.0712802045,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261009P00051000","S":58.1,"K":51.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.2599,"greeks":{"delta":-0.038,"gamma":0.0185,"rho":-0.002,"theta":-0.0055,"vega":0.0142},"bid":0.06,"ask":0.08,"bs":99,"as":63,"quote_time":"2026-09-04T19:59:59.851872963Z","fair_low":1.8591e-06,"fair":0.00011624,"fair_high":0.0012556348,"hurdle":0.092,"surplus":-0.09188376,"surplus_low":-0.0919981409,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260911P00054000","S":58.1,"K":54.0,"T":0.0191780822,"sigma":0.1240584425,"iv":0.3954,"greeks":{"delta":-0.0361,"gamma":0.0329,"rho":-0.0002,"theta":-0.0236,"vega":0.0048},"bid":0.03,"ask":0.04,"bs":10,"as":12,"quote_time":"2026-09-04T19:59:58.70023314Z","fair_low":3.5e-09,"fair":1.4434e-06,"fair_high":4.36209e-05,"hurdle":0.047,"surplus":-0.0469985566,"surplus_low":-0.0469999965,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260930P00049000","S":58.1,"K":49.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.3638,"greeks":{"delta":-0.0264,"gamma":0.0115,"rho":-0.001,"theta":-0.0069,"vega":0.0089},"bid":0.04,"ask":0.07,"bs":60,"as":424,"quote_time":"2026-09-04T19:59:58.213560777Z","fair_low":0.0,"fair":1.96e-08,"fair_high":2.5061e-06,"hurdle":0.087,"surplus":-0.0869999804,"surplus_low":-0.087,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260911C00059500","S":58.1,"K":59.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.191,"greeks":{"delta":0.1229,"gamma":0.175,"rho":0.0008,"theta":-0.0302,"vega":0.0124},"bid":0.06,"ask":0.08,"bs":500,"as":528,"quote_time":"2026-09-04T19:59:58.657327084Z","fair_low":0.0155736846,"fair":0.0420072471,"fair_high":0.080138135,"hurdle":0.092,"surplus":-0.0499927529,"surplus_low":-0.0764263154,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260930C00065000","S":58.1,"K":65.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2359,"greeks":{"delta":0.0339,"gamma":0.0219,"rho":0.0012,"theta":-0.0058,"vega":0.011},"bid":0.03,"ask":0.06,"bs":36,"as":144,"quote_time":"2026-09-04T19:59:58.674870435Z","fair_low":5.4463e-06,"fair":0.0002352589,"fair_high":0.0020753979,"hurdle":0.077,"surplus":-0.0767647411,"surplus_low":-0.0769945537,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261002C00064000","S":58.1,"K":64.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.1995,"greeks":{"delta":0.0378,"gamma":0.0271,"rho":0.0015,"theta":-0.0052,"vega":0.0125},"bid":0.01,"ask":0.08,"bs":106,"as":101,"quote_time":"2026-09-04T19:59:59.682359015Z","fair_low":0.0001301929,"fair":0.0019624613,"fair_high":0.0099011811,"hurdle":0.117,"surplus":-0.1150375387,"surplus_low":-0.1168698071,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF261009P00045000","S":58.1,"K":45.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.4073,"greeks":{"delta":-0.0137,"gamma":0.005,"rho":-0.0007,"theta":-0.0037,"vega":0.006},"bid":0.03,"ask":0.04,"bs":62,"as":122,"quote_time":"2026-09-04T19:59:58.67506395Z","fair_low":0.0,"fair":0.0,"fair_high":2.3e-09,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars