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":"XLF260918C00060500","S":58.1,"K":60.5,"T":0.0383561644,"sigma":0.1240584425,"iv":0.158,"greeks":{"delta":0.0775,"gamma":0.0911,"rho":0.0013,"theta":-0.011,"vega":0.0146},"bid":0.04,"ask":0.07,"bs":371,"as":508,"quote_time":"2026-09-04T19:59:59.404611235Z","fair_low":0.0096143797,"fair":0.0331153786,"fair_high":0.0726907965,"hurdle":0.087,"surplus":-0.0538846214,"surplus_low":-0.0773856203,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260911C00060000","S":58.1,"K":60.0,"T":0.0191780822,"sigma":0.1240584425,"iv":0.2178,"greeks":{"delta":0.0834,"gamma":0.1158,"rho":0.0005,"theta":-0.0259,"vega":0.0093},"bid":0.04,"ask":0.06,"bs":257,"as":328,"quote_time":"2026-09-04T19:59:59.950683982Z","fair_low":0.0030715626,"fair":0.013395081,"fair_high":0.0334780638,"hurdle":0.072,"surplus":-0.058604919,"surplus_low":-0.0689284374,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261009P00046000","S":58.1,"K":46.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.3769,"greeks":{"delta":-0.0147,"gamma":0.0057,"rho":-0.0008,"theta":-0.0037,"vega":0.0064},"bid":0.03,"ask":0.04,"bs":65,"as":59,"quote_time":"2026-09-04T19:59:59.799142277Z","fair_low":0.0,"fair":0.0,"fair_high":4.2e-08,"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

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":"XLF260915P00054000","S":58.1,"K":54.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.3007,"greeks":{"delta":-0.0461,"gamma":0.0374,"rho":-0.0006,"theta":-0.0153,"vega":0.0083},"bid":0.03,"ask":0.07,"bs":260,"as":218,"quote_time":"2026-09-04T19:59:58.68402416Z","fair_low":1.3455e-06,"fair":7.79643e-05,"fair_high":0.0008077663,"hurdle":0.092,"surplus":-0.0919220357,"surplus_low":-0.0919986545,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261009P00047000","S":58.1,"K":47.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.3603,"greeks":{"delta":-0.0192,"gamma":0.0075,"rho":-0.001,"theta":-0.0044,"vega":0.008},"bid":0.01,"ask":0.08,"bs":89,"as":45,"quote_time":"2026-09-04T19:59:59.515068217Z","fair_low":0.0,"fair":2e-09,"fair_high":5.607e-07,"hurdle":0.117,"surplus":-0.116999998,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260925P00050000","S":58.1,"K":50.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.3152,"greeks":{"delta":-0.0137,"gamma":0.0086,"rho":-0.0004,"theta":-0.0039,"vega":0.0045},"bid":0.01,"ask":0.03,"bs":124,"as":107,"quote_time":"2026-09-04T19:59:59.00288063Z","fair_low":0.0,"fair":3.34e-08,"fair_high":3.5326e-06,"hurdle":0.042,"surplus":-0.0419999666,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08}] 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":"XLF261009P00049000","S":58.1,"K":49.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.3049,"greeks":{"delta":-0.0245,"gamma":0.011,"rho":-0.0013,"theta":-0.0046,"vega":0.0099},"bid":0.04,"ask":0.06,"bs":103,"as":50,"quote_time":"2026-09-04T19:59:59.851878268Z","fair_low":1.3e-09,"fair":1.0201e-06,"fair_high":4.16522e-05,"hurdle":0.072,"surplus":-0.0719989799,"surplus_low":-0.0719999987,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260914C00061000","S":58.1,"K":61.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.2255,"greeks":{"delta":0.064,"gamma":0.0691,"rho":0.0007,"theta":-0.0166,"vega":0.0101},"bid":0.03,"ask":0.07,"bs":152,"as":222,"quote_time":"2026-09-04T19:59:59.17265888Z","fair_low":0.0005051154,"fair":0.0041735569,"fair_high":0.01465288,"hurdle":0.092,"surplus":-0.0878264431,"surplus_low":-0.0914948846,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260911P00053500","S":58.1,"K":53.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.38,"greeks":{"delta":-0.0177,"gamma":0.0189,"rho":-0.0001,"theta":-0.0125,"vega":0.0027},"bid":0.01,"ask":0.02,"bs":11,"as":11,"quote_time":"2026-09-04T19:59:59.730303324Z","fair_low":0.0,"fair":8.79e-08,"fair_high":6.1806e-06,"hurdle":0.027,"surplus":-0.0269999121,"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":"XLF260930P00050000","S":58.1,"K":50.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.3326,"greeks":{"delta":-0.0309,"gamma":0.0144,"rho":-0.0012,"theta":-0.0072,"vega":0.0102},"bid":0.04,"ask":0.08,"bs":814,"as":784,"quote_time":"2026-09-04T19:59:58.674860733Z","fair_low":5e-10,"fair":5.448e-07,"fair_high":2.70277e-05,"hurdle":0.102,"surplus":-0.1019994552,"surplus_low":-0.1019999995,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260930C00063000","S":58.1,"K":63.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.1798,"greeks":{"delta":0.0428,"gamma":0.0347,"rho":0.0015,"theta":-0.0054,"vega":0.0133},"bid":0.01,"ask":0.08,"bs":530,"as":596,"quote_time":"2026-09-04T19:59:58.674884044Z","fair_low":0.0007061838,"fair":0.0060489398,"fair_high":0.022201169,"hurdle":0.117,"surplus":-0.1109510602,"surplus_low":-0.1162938162,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260925P00051000","S":58.1,"K":51.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.323,"greeks":{"delta":-0.0302,"gamma":0.0164,"rho":-0.0009,"theta":-0.0077,"vega":0.0088},"bid":0.03,"ask":0.07,"bs":137,"as":101,"quote_time":"2026-09-04T19:59:59.629511542Z","fair_low":1.9e-09,"fair":1.1336e-06,"fair_high":4.37915e-05,"hurdle":0.092,"surplus":-0.0919988664,"surplus_low":-0.0919999981,"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":"XLF261002P00048000","S":58.1,"K":48.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.3783,"greeks":{"delta":-0.0225,"gamma":0.0093,"rho":-0.0009,"theta":-0.006,"vega":0.0081},"bid":0.03,"ask":0.07,"bs":120,"as":41,"quote_time":"2026-09-04T19:59:59.002845321Z","fair_low":0.0,"fair":1.6e-09,"fair_high":4.429e-07,"hurdle":0.092,"surplus":-0.0919999984,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261002P00046000","S":58.1,"K":46.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.4337,"greeks":{"delta":-0.0163,"gamma":0.0062,"rho":-0.0007,"theta":-0.0053,"vega":0.0062},"bid":0.01,"ask":0.07,"bs":67,"as":160,"quote_time":"2026-09-04T19:59:59.003096468Z","fair_low":0.0,"fair":0.0,"fair_high":1e-09,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260911C00061000","S":58.1,"K":61.0,"T":0.0191780822,"sigma":0.1240584425,"iv":0.2782,"greeks":{"delta":0.05,"gamma":0.061,"rho":0.0003,"theta":-0.0221,"vega":0.0063},"bid":0.03,"ask":0.04,"bs":215,"as":257,"quote_time":"2026-09-04T19:59:58.684101722Z","fair_low":4.56445e-05,"fair":0.0007677202,"fair_high":0.0041201111,"hurdle":0.047,"surplus":-0.0462322798,"surplus_low":-0.0469543555,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF261016P00042000","S":58.1,"K":42.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.4233,"greeks":{"delta":-0.0073,"gamma":0.0025,"rho":-0.0005,"theta":-0.002,"vega":0.0038},"bid":0.01,"ask":0.03,"bs":118,"as":594,"quote_time":"2026-09-04T19:59:58.675115682Z","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}] 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":"XLF261002C00063000","S":58.1,"K":63.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.1721,"greeks":{"delta":0.0429,"gamma":0.0348,"rho":0.0017,"theta":-0.005,"vega":0.0139},"bid":0.04,"ask":0.05,"bs":192,"as":221,"quote_time":"2026-09-04T19:59:58.684230999Z","fair_low":0.001084088,"fair":0.0082711837,"fair_high":0.0279864035,"hurdle":0.057,"surplus":-0.0487288163,"surplus_low":-0.055915912,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF261016P00035000","S":58.1,"K":35.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.6313,"greeks":{"delta":-0.005,"gamma":0.0012,"rho":-0.0003,"theta":-0.0022,"vega":0.0027},"bid":0.01,"ask":0.03,"bs":57,"as":317,"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":"XLF260917P00049000","S":58.1,"K":49.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.5393,"greeks":{"delta":-0.0248,"gamma":0.0112,"rho":-0.0004,"theta":-0.0149,"vega":0.0056},"bid":0.03,"ask":0.07,"bs":16,"as":46,"quote_time":"2026-09-04T19:59:59.84195956Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260930P00046000","S":58.1,"K":46.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.4599,"greeks":{"delta":-0.0178,"gamma":0.0065,"rho":-0.0007,"theta":-0.0063,"vega":0.0064},"bid":0.03,"ask":0.06,"bs":142,"as":142,"quote_time":"2026-09-04T19:59:59.698241107Z","fair_low":0.0,"fair":0.0,"fair_high":3e-10,"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":"XLF260916C00063000","S":58.1,"K":63.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.2539,"greeks":{"delta":0.0234,"gamma":0.0238,"rho":0.0003,"theta":-0.0072,"vega":0.005},"bid":0.01,"ask":0.03,"bs":1,"as":64,"quote_time":"2026-09-04T19:59:59.682548068Z","fair_low":8.914e-07,"fair":6.30089e-05,"fair_high":0.0007109476,"hurdle":0.042,"surplus":-0.0419369911,"surplus_low":-0.0419991086,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF260930P00044000","S":58.1,"K":44.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.5153,"greeks":{"delta":-0.0128,"gamma":0.0044,"rho":-0.0005,"theta":-0.0053,"vega":0.0048},"bid":0.01,"ask":0.06,"bs":1,"as":296,"quote_time":"2026-09-04T19:59:59.903363825Z","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":"XLF260918C00063000","S":58.1,"K":63.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2449,"greeks":{"delta":0.0316,"gamma":0.0288,"rho":0.0005,"theta":-0.0082,"vega":0.0072},"bid":0.01,"ask":0.05,"bs":246,"as":516,"quote_time":"2026-09-04T19:59:58.674683486Z","fair_low":5.0144e-06,"fair":0.0001999574,"fair_high":0.0016861805,"hurdle":0.072,"surplus":-0.0718000426,"surplus_low":-0.0719949856,"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":"XLF260916C00062000","S":58.1,"K":62.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.2385,"greeks":{"delta":0.0453,"gamma":0.0438,"rho":0.0006,"theta":-0.0118,"vega":0.0087},"bid":0.01,"ask":0.07,"bs":58,"as":106,"quote_time":"2026-09-04T19:59:59.879988288Z","fair_low":5.07927e-05,"fair":0.0009042622,"fair_high":0.004848434,"hurdle":0.102,"surplus":-0.1010957378,"surplus_low":-0.1019492073,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260917P00055000","S":58.1,"K":55.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.205,"greeks":{"delta":-0.0482,"gamma":0.0508,"rho":-0.0008,"theta":-0.0096,"vega":0.0096},"bid":0.01,"ask":0.07,"bs":56,"as":82,"quote_time":"2026-09-04T19:59:59.662159499Z","fair_low":0.0003903114,"fair":0.0035574303,"fair_high":0.0133619013,"hurdle":0.102,"surplus":-0.0984425697,"surplus_low":-0.1016096886,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261016C00067000","S":58.1,"K":67.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2229,"greeks":{"delta":0.0311,"gamma":0.0166,"rho":0.0019,"theta":-0.004,"vega":0.0133},"bid":0.03,"ask":0.07,"bs":348,"as":404,"quote_time":"2026-09-04T19:59:59.62382322Z","fair_low":8.1688e-06,"fair":0.000335338,"fair_high":0.0028772902,"hurdle":0.092,"surplus":-0.091664662,"surplus_low":-0.0919918312,"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":"XLE","occ":"XLE261002C00075000","S":64.06,"K":75.0,"T":0.0767123288,"sigma":0.2079989225,"iv":0.2846,"greeks":{"delta":0.0204,"gamma":0.0103,"rho":0.0009,"theta":-0.0048,"vega":0.0083},"bid":0.03,"ask":0.04,"bs":327,"as":179,"quote_time":"2026-09-04T19:59:59.726288454Z","fair_low":0.0003072327,"fair":0.0043575848,"fair_high":0.0206760089,"hurdle":0.047,"surplus":-0.0426424152,"surplus_low":-0.0466927673,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260918P00052500","S":58.1,"K":52.5,"T":0.0383561644,"sigma":0.1240584425,"iv":0.3281,"greeks":{"delta":-0.0338,"gamma":0.0227,"rho":-0.0006,"theta":-0.0111,"vega":0.0076},"bid":0.03,"ask":0.06,"bs":454,"as":496,"quote_time":"2026-09-04T19:59:59.166164569Z","fair_low":8.1e-09,"fair":2.9258e-06,"fair_high":7.95175e-05,"hurdle":0.077,"surplus":-0.0769970742,"surplus_low":-0.0769999919,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260915C00060000","S":58.1,"K":60.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.1664,"greeks":{"delta":0.1036,"gamma":0.1258,"rho":0.0013,"theta":-0.0167,"vega":0.0155},"bid":0.06,"ask":0.08,"bs":208,"as":414,"quote_time":"2026-09-04T19:59:59.323405845Z","fair_low":0.0144942614,"fair":0.0428547442,"fair_high":0.0857211537,"hurdle":0.092,"surplus":-0.0491452558,"surplus_low":-0.0775057386,"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":"XLE","occ":"XLE261016P00051000","S":64.06,"K":51.0,"T":0.1150684932,"sigma":0.2079989225,"iv":0.3307,"greeks":{"delta":-0.0139,"gamma":0.0051,"rho":-0.001,"theta":-0.0031,"vega":0.0074},"bid":0.01,"ask":0.06,"bs":23,"as":13,"quote_time":"2026-09-04T19:59:59.500460459Z","fair_low":1.20704e-05,"fair":0.0004931738,"fair_high":0.0042291998,"hurdle":0.087,"surplus":-0.0865068262,"surplus_low":-0.0869879296,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLE","occ":"XLE260925P00053000","S":64.06,"K":53.0,"T":0.0575342466,"sigma":0.2079989225,"iv":0.3668,"greeks":{"delta":-0.0084,"gamma":0.0044,"rho":-0.0003,"theta":-0.0033,"vega":0.0033},"bid":0.01,"ask":0.02,"bs":44,"as":51,"quote_time":"2026-09-04T19:59:59.982997143Z","fair_low":2.792e-07,"fair":3.68901e-05,"fair_high":0.0006119098,"hurdle":0.027,"surplus":-0.0269631099,"surplus_low":-0.0269997208,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLE","occ":"XLE261016C00078000","S":64.06,"K":78.0,"T":0.1150684932,"sigma":0.2079989225,"iv":0.3043,"greeks":{"delta":0.0294,"gamma":0.0105,"rho":0.0019,"theta":-0.0057,"vega":0.014},"bid":0.06,"ask":0.08,"bs":150,"as":240,"quote_time":"2026-09-04T19:59:59.22529423Z","fair_low":0.0003160498,"fair":0.0047282818,"fair_high":0.0235588964,"hurdle":0.092,"surplus":-0.0872717182,"surplus_low":-0.0916839502,"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":"XLE","occ":"XLE261009P00050000","S":64.06,"K":50.0,"T":0.095890411,"sigma":0.2079989225,"iv":0.3987,"greeks":{"delta":-0.0144,"gamma":0.0048,"rho":-0.0008,"theta":-0.0042,"vega":0.0069},"bid":0.03,"ask":0.05,"bs":7,"as":42,"quote_time":"2026-09-04T19:59:59.510869328Z","fair_low":2.158e-07,"fair":3.52627e-05,"fair_high":0.0006320707,"hurdle":0.062,"surplus":-0.0619647373,"surplus_low":-0.0619997842,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLE","occ":"XLE260925P00054000","S":64.06,"K":54.0,"T":0.0575342466,"sigma":0.2079989225,"iv":0.3982,"greeks":{"delta":-0.0229,"gamma":0.0096,"rho":-0.0007,"theta":-0.0084,"vega":0.0077},"bid":0.03,"ask":0.07,"bs":60,"as":138,"quote_time":"2026-09-04T19:59:59.476626452Z","fair_low":3.0533e-06,"fair":0.0001806531,"fair_high":0.0018939573,"hurdle":0.092,"surplus":-0.0918193469,"surplus_low":-0.0919969467,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLE","occ":"XLE260925P00055500","S":64.06,"K":55.5,"T":0.0575342466,"sigma":0.2079989225,"iv":0.3379,"greeks":{"delta":-0.0242,"gamma":0.0118,"rho":-0.0008,"theta":-0.0074,"vega":0.0081},"bid":0.04,"ask":0.05,"bs":154,"as":446,"quote_time":"2026-09-04T19:59:59.499415983Z","fair_low":7.06288e-05,"fair":0.0014589765,"fair_high":0.0085532862,"hurdle":0.057,"surplus":-0.0555410235,"surplus_low":-0.0569293712,"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":"XLE","occ":"XLE261016C00079000","S":64.06,"K":79.0,"T":0.1150684932,"sigma":0.2079989225,"iv":0.3207,"greeks":{"delta":0.0281,"gamma":0.0096,"rho":0.0019,"theta":-0.0057,"vega":0.0135},"bid":0.06,"ask":0.08,"bs":738,"as":340,"quote_time":"2026-09-04T19:59:59.449844994Z","fair_low":0.000125536,"fair":0.0025114055,"fair_high":0.0151252837,"hurdle":0.092,"surplus":-0.0894885945,"surplus_low":-0.091874464,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLE","occ":"XLE260925P00053500","S":64.06,"K":53.5,"T":0.0575342466,"sigma":0.2079989225,"iv":0.4164,"greeks":{"delta":-0.022,"gamma":0.0089,"rho":-0.0007,"theta":-0.0085,"vega":0.0075},"bid":0.04,"ask":0.06,"bs":43,"as":73,"quote_time":"2026-09-04T19:59:59.645760809Z","fair_low":9.278e-07,"fair":8.48351e-05,"fair_high":0.0010920132,"hurdle":0.072,"surplus":-0.0719151649,"surplus_low":-0.0719990722,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLE","occ":"XLE260925P00056500","S":64.06,"K":56.5,"T":0.0575342466,"sigma":0.2079989225,"iv":0.3025,"greeks":{"delta":-0.0268,"gamma":0.0144,"rho":-0.0009,"theta":-0.0072,"vega":0.0088},"bid":0.02,"ask":0.07,"bs":200,"as":493,"quote_time":"2026-09-04T19:59:59.499347256Z","fair_low":0.0004195145,"fair":0.004856315,"fair_high":0.0208985638,"hurdle":0.097,"surplus":-0.092143685,"surplus_low":-0.0965804855,"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":"XLE","occ":"XLE261009P00053000","S":64.06,"K":53.0,"T":0.095890411,"sigma":0.2079989225,"iv":0.317,"greeks":{"delta":-0.0178,"gamma":0.0073,"rho":-0.001,"theta":-0.004,"vega":0.0083},"bid":0.01,"ask":0.07,"bs":117,"as":208,"quote_time":"2026-09-04T19:59:59.084510713Z","fair_low":5.589e-05,"fair":0.0013770908,"fair_high":0.0088691292,"hurdle":0.102,"surplus":-0.1006229092,"surplus_low":-0.10194411,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLE","occ":"XLE261002P00054000","S":64.06,"K":54.0,"T":0.0767123288,"sigma":0.2079989225,"iv":0.3495,"greeks":{"delta":-0.0261,"gamma":0.0103,"rho":-0.0012,"theta":-0.0069,"vega":0.0102},"bid":0.04,"ask":0.08,"bs":25,"as":35,"quote_time":"2026-09-04T19:59:59.446696402Z","fair_low":4.72185e-05,"fair":0.0011524859,"fair_high":0.0076895434,"hurdle":0.102,"surplus":-0.1008475141,"surplus_low":-0.1019527815,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLE","occ":"XLE260911P00060500","S":64.06,"K":60.5,"T":0.0191780822,"sigma":0.2079989225,"iv":0.3259,"greeks":{"delta":-0.0441,"gamma":0.0427,"rho":-0.0003,"theta":-0.0252,"vega":0.0063},"bid":0.01,"ask":0.07,"bs":398,"as":397,"quote_time":"2026-09-04T19:59:59.735907211Z","fair_low":0.0027234272,"fair":0.0145428335,"fair_high":0.0417015086,"hurdle":0.102,"surplus":-0.0874571665,"surplus_low":-0.0992765728,"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":"XLE","occ":"XLE261016P00048000","S":64.06,"K":48.0,"T":0.1150684932,"sigma":0.2079989225,"iv":0.4266,"greeks":{"delta":-0.0151,"gamma":0.0043,"rho":-0.0011,"theta":-0.0042,"vega":0.008},"bid":0.03,"ask":0.07,"bs":33,"as":117,"quote_time":"2026-09-04T19:59:59.500013501Z","fair_low":4.13e-08,"fair":1.1965e-05,"fair_high":0.0002941927,"hurdle":0.092,"surplus":-0.091988035,"surplus_low":-0.0919999587,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLE","occ":"XLE260914C00069000","S":64.06,"K":69.0,"T":0.0273972603,"sigma":0.2079989225,"iv":0.2737,"greeks":{"delta":0.0273,"gamma":0.0259,"rho":0.0003,"theta":-0.0111,"vega":0.0056},"bid":0.01,"ask":0.04,"bs":5,"as":148,"quote_time":"2026-09-04T19:59:59.990205763Z","fair_low":0.0021480635,"fair":0.0136343026,"fair_high":0.0419556676,"hurdle":0.057,"surplus":-0.0433656974,"surplus_low":-0.0548519365,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLE","occ":"XLE260911P00060000","S":64.06,"K":60.0,"T":0.0191780822,"sigma":0.2079989225,"iv":0.3719,"greeks":{"delta":-0.0435,"gamma":0.037,"rho":-0.0003,"theta":-0.0285,"vega":0.0062},"bid":0.04,"ask":0.05,"bs":411,"as":531,"quote_time":"2026-09-04T19:59:59.223954277Z","fair_low":0.0008110074,"fair":0.006414945,"fair_high":0.0226736088,"hurdle":0.057,"surplus":-0.050585055,"surplus_low":-0.0561889926,"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":"XLE","occ":"XLE260911P00061000","S":64.06,"K":61.0,"T":0.0191780822,"sigma":0.2079989225,"iv":0.2949,"greeks":{"delta":-0.0533,"gamma":0.0549,"rho":-0.0004,"theta":-0.0265,"vega":0.0073},"bid":0.03,"ask":0.06,"bs":474,"as":345,"quote_time":"2026-09-04T19:59:59.978100567Z","fair_low":0.0077969048,"fair":0.0305976385,"fair_high":0.0723111244,"hurdle":0.077,"surplus":-0.0464023615,"surplus_low":-0.0692030952,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLE","occ":"XLE261016C00085000","S":64.06,"K":85.0,"T":0.1150684932,"sigma":0.2079989225,"iv":0.3669,"greeks":{"delta":0.0118,"gamma":0.004,"rho":0.0008,"theta":-0.0031,"vega":0.0064},"bid":0.01,"ask":0.05,"bs":6,"as":725,"quote_time":"2026-09-04T19:59:59.059755567Z","fair_low":2.456e-07,"fair":4.24865e-05,"fair_high":0.0007951054,"hurdle":0.072,"surplus":-0.0719575135,"surplus_low":-0.0719997544,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLE","occ":"XLE260911C00068000","S":64.06,"K":68.0,"T":0.0191780822,"sigma":0.2079989225,"iv":0.3217,"greeks":{"delta":0.0406,"gamma":0.0404,"rho":0.0003,"theta":-0.0238,"vega":0.0058},"bid":0.01,"ask":0.06,"bs":367,"as":177,"quote_time":"2026-09-04T19:59:59.224168903Z","fair_low":0.0025032058,"fair":0.01419909,"fair_high":0.0410347754,"hurdle":0.087,"surplus":-0.07280091,"surplus_low":-0.0844967942,"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":"XLE","occ":"XLE260930P00052000","S":64.06,"K":52.0,"T":0.0712328767,"sigma":0.2079989225,"iv":0.3962,"greeks":{"delta":-0.015,"gamma":0.0059,"rho":-0.0006,"theta":-0.0051,"vega":0.0061},"bid":0.01,"ask":0.06,"bs":193,"as":528,"quote_time":"2026-09-04T19:59:59.224883501Z","fair_low":3.818e-07,"fair":4.86677e-05,"fair_high":0.000744239,"hurdle":0.087,"surplus":-0.0869513323,"surplus_low":-0.0869996182,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLE","occ":"XLE260918P00056000","S":64.06,"K":56.0,"T":0.0383561644,"sigma":0.2079989225,"iv":0.4078,"greeks":{"delta":-0.0256,"gamma":0.0131,"rho":-0.0005,"theta":-0.0121,"vega":0.0066},"bid":0.04,"ask":0.05,"bs":400,"as":346,"quote_time":"2026-09-04T19:59:59.172388255Z","fair_low":5.5317e-06,"fair":0.0002551782,"fair_high":0.0023214386,"hurdle":0.057,"surplus":-0.0567448218,"surplus_low":-0.0569944683,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLE","occ":"XLE260918P00057500","S":64.06,"K":57.5,"T":0.0383561644,"sigma":0.2079989225,"iv":0.3522,"greeks":{"delta":-0.0347,"gamma":0.0196,"rho":-0.0007,"theta":-0.0134,"vega":0.0085},"bid":0.04,"ask":0.07,"bs":373,"as":381,"quote_time":"2026-09-04T19:59:59.498244353Z","fair_low":0.0001897108,"fair":0.0026592339,"fair_high":0.012815556,"hurdle":0.087,"surplus":-0.0843407661,"surplus_low":-0.0868102892,"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":"XLE","occ":"XLE260925C00075000","S":64.06,"K":75.0,"T":0.0575342466,"sigma":0.2079989225,"iv":0.3558,"greeks":{"delta":0.0266,"gamma":0.0122,"rho":0.0008,"theta":-0.0088,"vega":0.0088},"bid":0.04,"ask":0.06,"bs":31,"as":50,"quote_time":"2026-09-04T19:59:59.464848748Z","fair_low":2.76671e-05,"fair":0.0008404536,"fair_high":0.0060576045,"hurdle":0.072,"surplus":-0.0711595464,"surplus_low":-0.0719723329,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLE","occ":"XLE260911C00068500","S":64.06,"K":68.5,"T":0.0191780822,"sigma":0.2079989225,"iv":0.3782,"greeks":{"delta":0.0482,"gamma":0.0395,"rho":0.0003,"theta":-0.032,"vega":0.0067},"bid":0.04,"ask":0.06,"bs":231,"as":238,"quote_time":"2026-09-04T19:59:59.976906369Z","fair_low":0.0008780399,"fair":0.0069260464,"fair_high":0.0241281126,"hurdle":0.072,"surplus":-0.0650739536,"surplus_low":-0.0711219601,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLE","occ":"XLE261002P00054500","S":64.06,"K":54.5,"T":0.0767123288,"sigma":0.2079989225,"iv":0.3237,"greeks":{"delta":-0.0238,"gamma":0.0103,"rho":-0.0011,"theta":-0.0059,"vega":0.0094},"bid":0.04,"ask":0.06,"bs":166,"as":207,"quote_time":"2026-09-04T19:59:59.08434356Z","fair_low":0.0001110253,"fair":0.002062752,"fair_high":0.0116488001,"hurdle":0.072,"surplus":-0.069937248,"surplus_low":-0.0718889747,"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":"XLE","occ":"XLE261002C00080000","S":64.06,"K":80.0,"T":0.0767123288,"sigma":0.2079989225,"iv":0.3817,"greeks":{"delta":0.0158,"gamma":0.0062,"rho":0.0007,"theta":-0.0052,"vega":0.0066},"bid":0.03,"ask":0.04,"bs":13,"as":361,"quote_time":"2026-09-04T19:59:59.471796928Z","fair_low":4.814e-07,"fair":6.22176e-05,"fair_high":0.0009766293,"hurdle":0.047,"surplus":-0.0469377824,"surplus_low":-0.0469995186,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLE","occ":"XLE261002P00052000","S":64.06,"K":52.0,"T":0.0767123288,"sigma":0.2079989225,"iv":0.3804,"greeks":{"delta":-0.015,"gamma":0.0059,"rho":-0.0007,"theta":-0.0047,"vega":0.0063},"bid":0.03,"ask":0.04,"bs":39,"as":305,"quote_time":"2026-09-04T19:59:59.510213035Z","fair_low":9.26e-07,"fair":8.99192e-05,"fair_high":0.0011846098,"hurdle":0.047,"surplus":-0.0469100808,"surplus_low":-0.046999074,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLE","occ":"XLE261016P00049000","S":64.06,"K":49.0,"T":0.1150684932,"sigma":0.2079989225,"iv":0.3532,"greeks":{"delta":-0.0079,"gamma":0.0029,"rho":-0.0006,"theta":-0.002,"vega":0.0045},"bid":0.01,"ask":0.03,"bs":187,"as":328,"quote_time":"2026-09-04T19:59:59.993295009Z","fair_low":3.366e-07,"fair":4.63385e-05,"fair_high":0.0007851685,"hurdle":0.042,"surplus":-0.0419536615,"surplus_low":-0.0419996634,"fullrisk":3.2,"required_bid_target":0.08}] 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":"XLE","occ":"XLE260930C00080000","S":64.06,"K":80.0,"T":0.0712328767,"sigma":0.2079989225,"iv":0.4058,"greeks":{"delta":0.0175,"gamma":0.0066,"rho":0.0007,"theta":-0.0063,"vega":0.007},"bid":0.03,"ask":0.05,"bs":58,"as":614,"quote_time":"2026-09-04T19:59:59.119517412Z","fair_low":1.775e-07,"fair":3.12654e-05,"fair_high":0.0005929929,"hurdle":0.062,"surplus":-0.0619687346,"surplus_low":-0.0619998225,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLE","occ":"XLE260930P00052500","S":64.06,"K":52.5,"T":0.0712328767,"sigma":0.2079989225,"iv":0.3522,"greeks":{"delta":-0.0101,"gamma":0.0048,"rho":-0.0004,"theta":-0.0032,"vega":0.0043},"bid":0.01,"ask":0.03,"bs":362,"as":859,"quote_time":"2026-09-04T19:59:59.519996017Z","fair_low":1.208e-06,"fair":0.0001013782,"fair_high":0.0012673118,"hurdle":0.042,"surplus":-0.0418986218,"surplus_low":-0.041998792,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLE","occ":"XLE260914C00070000","S":64.06,"K":70.0,"T":0.0273972603,"sigma":0.2079989225,"iv":0.3069,"greeks":{"delta":0.0203,"gamma":0.018,"rho":0.0002,"theta":-0.0096,"vega":0.0043},"bid":0.01,"ask":0.03,"bs":617,"as":774,"quote_time":"2026-09-04T19:59:58.93022192Z","fair_low":0.0003505415,"fair":0.0039364635,"fair_high":0.0167088018,"hurdle":0.042,"surplus":-0.0380635365,"surplus_low":-0.0416494585,"fullrisk":3.2,"required_bid_target":0.08}] 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":"XLE","occ":"XLE260916P00059000","S":64.06,"K":59.0,"T":0.0328767123,"sigma":0.2079989225,"iv":0.3,"greeks":{"delta":-0.0368,"gamma":0.0267,"rho":-0.0006,"theta":-0.0132,"vega":0.0081},"bid":0.01,"ask":0.08,"bs":162,"as":344,"quote_time":"2026-09-04T19:59:59.064101378Z","fair_low":0.0015228128,"fair":0.0107660985,"fair_high":0.0350475179,"hurdle":0.117,"surplus":-0.1062339015,"surplus_low":-0.1154771872,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLE","occ":"XLE261002P00055000","S":64.06,"K":55.0,"T":0.0767123288,"sigma":0.2079989225,"iv":0.3225,"greeks":{"delta":-0.0301,"gamma":0.0126,"rho":-0.0014,"theta":-0.0072,"vega":0.0114},"bid":0.05,"ask":0.08,"bs":163,"as":434,"quote_time":"2026-09-04T19:59:59.510829231Z","fair_low":0.0002494275,"fair":0.0035632816,"fair_high":0.0173010796,"hurdle":0.097,"surplus":-0.0934367184,"surplus_low":-0.0967505725,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLE","occ":"XLE260925P00055000","S":64.06,"K":55.0,"T":0.0575342466,"sigma":0.2079989225,"iv":0.3678,"greeks":{"delta":-0.0268,"gamma":0.0118,"rho":-0.0009,"theta":-0.0088,"vega":0.0088},"bid":0.04,"ask":0.07,"bs":233,"as":205,"quote_time":"2026-09-04T19:59:59.982997143Z","fair_low":2.54225e-05,"fair":0.0007608058,"fair_high":0.0052673272,"hurdle":0.087,"surplus":-0.0862391942,"surplus_low":-0.0869745775,"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":"XLE","occ":"XLE260918P00057000","S":64.06,"K":57.0,"T":0.0383561644,"sigma":0.2079989225,"iv":0.3755,"greeks":{"delta":-0.0328,"gamma":0.0175,"rho":-0.0007,"theta":-0.0137,"vega":0.0081},"bid":0.05,"ask":0.06,"bs":3005,"as":350,"quote_time":"2026-09-04T19:59:59.172388255Z","fair_low":6.35425e-05,"fair":0.0012765967,"fair_high":0.0074161912,"hurdle":0.067,"surplus":-0.0657234033,"surplus_low":-0.0669364575,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLE","occ":"XLE261002P00051000","S":64.06,"K":51.0,"T":0.0767123288,"sigma":0.2079989225,"iv":0.4187,"greeks":{"delta":-0.0154,"gamma":0.0055,"rho":-0.0007,"theta":-0.0053,"vega":0.0065},"bid":0.01,"ask":0.07,"bs":7,"as":36,"quote_time":"2026-09-04T19:59:59.486487839Z","fair_low":9.52e-08,"fair":1.94491e-05,"fair_high":0.0004067557,"hurdle":0.102,"surplus":-0.1019805509,"surplus_low":-0.1019999048,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLE","occ":"XLE260911C00069000","S":64.06,"K":69.0,"T":0.0191780822,"sigma":0.2079989225,"iv":0.4027,"greeks":{"delta":0.0417,"gamma":0.033,"rho":0.0003,"theta":-0.0303,"vega":0.006},"bid":0.04,"ask":0.05,"bs":268,"as":479,"quote_time":"2026-09-04T19:59:59.226740159Z","fair_low":0.0002793648,"fair":0.0031878075,"fair_high":0.0136220347,"hurdle":0.057,"surplus":-0.0538121925,"surplus_low":-0.0567206352,"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":"XLE","occ":"XLE260916C00072000","S":64.06,"K":72.0,"T":0.0328767123,"sigma":0.2079989225,"iv":0.3945,"greeks":{"delta":0.0328,"gamma":0.0185,"rho":0.0005,"theta":-0.0164,"vega":0.0074},"bid":0.03,"ask":0.07,"bs":23,"as":50,"quote_time":"2026-09-04T19:59:59.485734463Z","fair_low":2.79567e-05,"fair":0.0007397597,"fair_high":0.0051115644,"hurdle":0.092,"surplus":-0.0912602403,"surplus_low":-0.0919720433,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLE","occ":"XLE260916C00070000","S":64.06,"K":70.0,"T":0.0328767123,"sigma":0.2079989225,"iv":0.3146,"greeks":{"delta":0.0399,"gamma":0.0272,"rho":0.0006,"theta":-0.0154,"vega":0.0086},"bid":0.03,"ask":0.07,"bs":163,"as":744,"quote_time":"2026-09-04T19:59:59.323888934Z","fair_low":0.0010728506,"fair":0.008722009,"fair_high":0.030630917,"hurdle":0.092,"surplus":-0.083277991,"surplus_low":-0.0909271494,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLE","occ":"XLE260911P00059500","S":64.06,"K":59.5,"T":0.0191780822,"sigma":0.2079989225,"iv":0.401,"greeks":{"delta":-0.0368,"gamma":0.0299,"rho":-0.0003,"theta":-0.0268,"vega":0.0054},"bid":0.03,"ask":0.05,"bs":506,"as":540,"quote_time":"2026-09-04T19:59:59.569077244Z","fair_low":0.0002200497,"fair":0.0026164082,"fair_high":0.011553354,"hurdle":0.062,"surplus":-0.0593835918,"surplus_low":-0.0617799503,"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":"XLE","occ":"XLE260925P00054500","S":64.06,"K":54.5,"T":0.0575342466,"sigma":0.2079989225,"iv":0.3667,"greeks":{"delta":-0.0203,"gamma":0.0094,"rho":-0.0007,"theta":-0.007,"vega":0.007},"bid":0.01,"ask":0.07,"bs":329,"as":601,"quote_time":"2026-09-04T19:59:59.499436571Z","fair_low":9.3627e-06,"fair":0.0003731834,"fair_high":0.0031982525,"hurdle":0.102,"surplus":-0.1016268166,"surplus_low":-0.1019906373,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLE","occ":"XLE260916C00069000","S":64.06,"K":69.0,"T":0.0328767123,"sigma":0.2079989225,"iv":0.2823,"greeks":{"delta":0.0512,"gamma":0.037,"rho":0.0008,"theta":-0.0169,"vega":0.0106},"bid":0.04,"ask":0.08,"bs":66,"as":98,"quote_time":"2026-09-04T19:59:59.060070827Z","fair_low":0.0050907478,"fair":0.0249467472,"fair_high":0.0678630878,"hurdle":0.102,"surplus":-0.0770532528,"surplus_low":-0.0969092522,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLE","occ":"XLE260925P00056000","S":64.06,"K":56.0,"T":0.0575342466,"sigma":0.2079989225,"iv":0.3074,"greeks":{"delta":-0.0211,"gamma":0.0116,"rho":-0.0007,"theta":-0.006,"vega":0.0072},"bid":0.01,"ask":0.06,"bs":383,"as":492,"quote_time":"2026-09-04T19:59:59.106973842Z","fair_low":0.0001760002,"fair":0.0026676997,"fair_high":0.0135389053,"hurdle":0.087,"surplus":-0.0843323003,"surplus_low":-0.0868239998,"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":"XLE","occ":"XLE260914P00060000","S":64.06,"K":60.0,"T":0.0273972603,"sigma":0.2079989225,"iv":0.2617,"greeks":{"delta":-0.0326,"gamma":0.0314,"rho":-0.0004,"theta":-0.0119,"vega":0.0065},"bid":0.01,"ask":0.05,"bs":419,"as":183,"quote_time":"2026-09-04T19:59:59.420940494Z","fair_low":0.0043550914,"fair":0.0216187801,"fair_high":0.0578510446,"hurdle":0.072,"surplus":-0.0503812199,"surplus_low":-0.0676449086,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLE","occ":"XLE261016C00080000","S":64.06,"K":80.0,"T":0.1150684932,"sigma":0.2079989225,"iv":0.3288,"greeks":{"delta":0.024,"gamma":0.0082,"rho":0.0016,"theta":-0.0051,"vega":0.0118},"bid":0.04,"ask":0.08,"bs":358,"as":625,"quote_time":"2026-09-04T19:59:59.279728922Z","fair_low":4.824e-05,"fair":0.0013615615,"fair_high":0.0095708202,"hurdle":0.102,"surplus":-0.1006384385,"surplus_low":-0.10195176,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLE","occ":"XLE260918P00059000","S":64.06,"K":59.0,"T":0.0383561644,"sigma":0.2079989225,"iv":0.2773,"greeks":{"delta":-0.0395,"gamma":0.0277,"rho":-0.0008,"theta":-0.0117,"vega":0.0095},"bid":0.04,"ask":0.06,"bs":451,"as":370,"quote_time":"2026-09-04T19:59:59.10950349Z","fair_low":0.0031438563,"fair":0.0181235608,"fair_high":0.0527388552,"hurdle":0.072,"surplus":-0.0538764392,"surplus_low":-0.0688561437,"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":"XLE","occ":"XLE260930P00055000","S":64.06,"K":55.0,"T":0.0712328767,"sigma":0.2079989225,"iv":0.2963,"greeks":{"delta":-0.0171,"gamma":0.0089,"rho":-0.0007,"theta":-0.0043,"vega":0.0068},"bid":0.02,"ask":0.04,"bs":206,"as":286,"quote_time":"2026-09-04T19:59:59.00653332Z","fair_low":0.0001464278,"fair":0.0024783177,"fair_high":0.013001129,"hurdle":0.052,"surplus":-0.0495216823,"surplus_low":-0.0518535722,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLE","occ":"XLE260918C00070000","S":64.06,"K":70.0,"T":0.0383561644,"sigma":0.2079989225,"iv":0.2891,"greeks":{"delta":0.0427,"gamma":0.0283,"rho":0.0008,"theta":-0.0136,"vega":0.0101},"bid":0.03,"ask":0.08,"bs":189,"as":5,"quote_time":"2026-09-04T19:59:59.174393248Z","fair_low":0.0024495089,"fair":0.0157040717,"fair_high":0.0484538964,"hurdle":0.107,"surplus":-0.0912959283,"surplus_low":-0.1045504911,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLE","occ":"XLE261016P00050000","S":64.06,"K":50.0,"T":0.1150684932,"sigma":0.2079989225,"iv":0.3742,"greeks":{"delta":-0.017,"gamma":0.0054,"rho":-0.0012,"theta":-0.0041,"vega":0.0088},"bid":0.04,"ask":0.06,"bs":93,"as":260,"quote_time":"2026-09-04T19:59:59.164003274Z","fair_low":2.078e-06,"fair":0.0001594244,"fair_high":0.0019044844,"hurdle":0.072,"surplus":-0.0718405756,"surplus_low":-0.071997922,"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