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":"SMCI","occ":"SMCI260911C00060000","S":39.59,"K":60.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":33,"as":93,"quote_time":"2026-09-04T19:59:59.767979747Z","fair_low":1.881e-06,"fair":0.0001631686,"fair_high":0.0021342078,"hurdle":0.047,"surplus":-0.0468368314,"surplus_low":-0.046998119,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260918C00065000","S":39.59,"K":65.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":76,"as":106,"quote_time":"2026-09-04T19:59:59.232978044Z","fair_low":8.41478e-05,"fair":0.0023051795,"fair_high":0.0157869531,"hurdle":0.087,"surplus":-0.0846948205,"surplus_low":-0.0869158522,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260911P00245000","S":354.08,"K":245.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":313,"as":51,"quote_time":"2026-09-04T19:59:59.406629787Z","fair_low":4e-10,"fair":1.0354e-06,"fair_high":8.86784e-05,"hurdle":0.092,"surplus":-0.0919989646,"surplus_low":-0.0919999996,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260911P00190000","S":354.08,"K":190.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":54,"as":57,"quote_time":"2026-09-04T19:59:59.960163523Z","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":"SMCI","occ":"SMCI260918P00023000","S":39.59,"K":23.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":45,"as":111,"quote_time":"2026-09-04T19:59:59.253021917Z","fair_low":8.3443e-06,"fair":0.0004157518,"fair_high":0.0039691481,"hurdle":0.042,"surplus":-0.0415842482,"surplus_low":-0.0419916557,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SMCI","occ":"SMCI260925P00021000","S":39.59,"K":21.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":16,"as":22,"quote_time":"2026-09-04T19:59:59.246469143Z","fair_low":2.46636e-05,"fair":0.0008963013,"fair_high":0.0071211965,"hurdle":0.027,"surplus":-0.0261036987,"surplus_low":-0.0269753364,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260911C00050000","S":39.59,"K":50.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":175,"quote_time":"2026-09-04T19:59:59.59456661Z","fair_low":0.0066152646,"fair":0.0378546133,"fair_high":0.1087228099,"hurdle":0.047,"surplus":-0.0091453867,"surplus_low":-0.0403847354,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260918P00020000","S":39.59,"K":20.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":22,"as":300,"quote_time":"2026-09-04T19:59:58.701115805Z","fair_low":2.39e-08,"fair":8.4348e-06,"fair_high":0.0002394531,"hurdle":0.047,"surplus":-0.0469915652,"surplus_low":-0.0469999761,"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":"SMCI","occ":"SMCI260911P00032000","S":39.59,"K":32.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":124,"as":243,"quote_time":"2026-09-04T19:59:59.458397543Z","fair_low":0.0102388233,"fair":0.0471054753,"fair_high":0.1213412791,"hurdle":0.042,"surplus":0.0051054753,"surplus_low":-0.0317611767,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SMCI","occ":"SMCI260925P00028000","S":39.59,"K":28.0,"T":0.0575342466,"sigma":0.8215351446,"iv":0.8281,"greeks":{"delta":-0.024,"gamma":0.0078,"rho":-0.0005,"theta":-0.0113,"vega":0.005},"bid":0.06,"ask":0.08,"bs":186,"as":130,"quote_time":"2026-09-04T19:59:59.373631554Z","fair_low":0.0246067513,"fair":0.1006652608,"fair_high":0.2432916828,"hurdle":0.092,"surplus":0.0086652608,"surplus_low":-0.0673932487,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SMCI","occ":"SMCI260918P00026000","S":39.59,"K":26.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":33,"as":135,"quote_time":"2026-09-04T19:59:59.232296437Z","fair_low":0.0005320231,"fair":0.0068973799,"fair_high":0.0311993246,"hurdle":0.027,"surplus":-0.0201026201,"surplus_low":-0.0264679769,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260918C00085000","S":39.59,"K":85.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":5,"as":10,"quote_time":"2026-09-04T19:59:58.678962152Z","fair_low":1e-09,"fair":1.5693e-06,"fair_high":8.61469e-05,"hurdle":0.057,"surplus":-0.0569984307,"surplus_low":-0.056999999,"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":"SMCI","occ":"SMCI260925P00019000","S":39.59,"K":19.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":15,"quote_time":"2026-09-04T19:59:58.679055948Z","fair_low":1.0001e-06,"fair":0.0001097848,"fair_high":0.0015403728,"hurdle":0.047,"surplus":-0.0468902152,"surplus_low":-0.0469989999,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260911P00031000","S":39.59,"K":31.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":91,"as":84,"quote_time":"2026-09-04T19:59:59.941788425Z","fair_low":0.0032839551,"fair":0.0217363815,"fair_high":0.0685328931,"hurdle":0.027,"surplus":-0.0052636185,"surplus_low":-0.0237160449,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260911P00031500","S":39.59,"K":31.5,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":163,"as":210,"quote_time":"2026-09-04T19:59:59.458397543Z","fair_low":0.0059475289,"fair":0.0323540589,"fair_high":0.0919480348,"hurdle":0.102,"surplus":-0.0696459411,"surplus_low":-0.0960524711,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SMCI","occ":"SMCI260911C00055000","S":39.59,"K":55.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":208,"as":211,"quote_time":"2026-09-04T19:59:59.707487161Z","fair_low":0.0001527707,"fair":0.0029663826,"fair_high":0.0166790302,"hurdle":0.062,"surplus":-0.0590336174,"surplus_low":-0.0618472293,"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":"SMCI","occ":"SMCI260918C00070000","S":39.59,"K":70.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":6,"as":15,"quote_time":"2026-09-04T19:59:59.263987089Z","fair_low":5.9344e-06,"fair":0.0003938338,"fair_high":0.0045134999,"hurdle":0.057,"surplus":-0.0566061662,"surplus_low":-0.0569940656,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SMCI","occ":"SMCI260925P00025000","S":39.59,"K":25.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":18,"as":1,"quote_time":"2026-09-04T19:59:59.459661399Z","fair_low":0.0023464902,"fair":0.0196630033,"fair_high":0.0706523631,"hurdle":0.042,"surplus":-0.0223369967,"surplus_low":-0.0396535098,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SMCI","occ":"SMCI260918P00024000","S":39.59,"K":24.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":12,"as":11,"quote_time":"2026-09-04T19:59:58.679004523Z","fair_low":3.98945e-05,"fair":0.0011489941,"fair_high":0.0085121449,"hurdle":0.042,"surplus":-0.0408510059,"surplus_low":-0.0419601055,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SMCI","occ":"SMCI260925C00065000","S":39.59,"K":65.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":182,"as":177,"quote_time":"2026-09-04T19:59:59.245831858Z","fair_low":0.0018175914,"fair":0.0192882353,"fair_high":0.0790324857,"hurdle":0.087,"surplus":-0.0677117647,"surplus_low":-0.0851824086,"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":"SMCI","occ":"SMCI260918P00030000","S":39.59,"K":30.0,"T":0.0383561644,"sigma":0.8215351446,"iv":0.8513,"greeks":{"delta":-0.0257,"gamma":0.0102,"rho":-0.0003,"theta":-0.0158,"vega":0.0041},"bid":0.05,"ask":0.07,"bs":75,"as":89,"quote_time":"2026-09-04T19:59:59.248590372Z","fair_low":0.0235254939,"fair":0.0926808566,"fair_high":0.2194614357,"hurdle":0.082,"surplus":0.0106808566,"surplus_low":-0.0584745061,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260925P00023000","S":39.59,"K":23.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":14,"as":11,"quote_time":"2026-09-04T19:59:59.238009191Z","fair_low":0.0003067158,"fair":0.0049214003,"fair_high":0.0251445173,"hurdle":0.027,"surplus":-0.0220785997,"surplus_low":-0.0266932842,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260918P00028000","S":39.59,"K":28.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.05,"ask":0.08,"bs":126,"as":96,"quote_time":"2026-09-04T19:59:59.458661082Z","fair_low":0.0043160256,"fair":0.0287294198,"fair_high":0.090806436,"hurdle":0.097,"surplus":-0.0682705802,"surplus_low":-0.0926839744,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SMCI","occ":"SMCI260918P00025000","S":39.59,"K":25.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":10,"as":10,"quote_time":"2026-09-04T19:59:59.245639607Z","fair_low":0.0001566934,"fair":0.0029609654,"fair_high":0.0167224018,"hurdle":0.057,"surplus":-0.0540390346,"surplus_low":-0.0568433066,"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":"SMCI","occ":"SMCI260918P00027000","S":39.59,"K":27.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":93,"as":114,"quote_time":"2026-09-04T19:59:59.458661082Z","fair_low":0.0015994182,"fair":0.0145379895,"fair_high":0.0538546773,"hurdle":0.102,"surplus":-0.0874620105,"surplus_low":-0.1004005818,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260911P00029000","S":39.59,"K":29.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":18,"as":34,"quote_time":"2026-09-04T19:59:59.208513637Z","fair_low":0.0002227553,"fair":0.0034671724,"fair_high":0.0173021265,"hurdle":0.062,"surplus":-0.0585328276,"surplus_low":-0.0617772447,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SMCI","occ":"SMCI260925P00024000","S":39.59,"K":24.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":73,"as":162,"quote_time":"2026-09-04T19:59:59.208975932Z","fair_low":0.0008971051,"fair":0.0099921288,"fair_high":0.0427320577,"hurdle":0.092,"surplus":-0.0820078712,"surplus_low":-0.0911028949,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260911C00051000","S":39.59,"K":51.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":195,"as":63,"quote_time":"2026-09-04T19:59:59.593554867Z","fair_low":0.0033140663,"fair":0.0233821435,"fair_high":0.076335436,"hurdle":0.077,"surplus":-0.0536178565,"surplus_low":-0.0736859337,"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":"SMCI","occ":"SMCI260911P00030500","S":39.59,"K":30.5,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":108,"as":119,"quote_time":"2026-09-04T19:59:59.208513637Z","fair_low":0.0018117889,"fair":0.0142688202,"fair_high":0.0500975595,"hurdle":0.077,"surplus":-0.0627311798,"surplus_low":-0.0751882111,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SMCI","occ":"SMCI260918C00075000","S":39.59,"K":75.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":11,"as":24,"quote_time":"2026-09-04T19:59:59.23739888Z","fair_low":3.541e-07,"fair":6.44748e-05,"fair_high":0.0012633633,"hurdle":0.047,"surplus":-0.0469355252,"surplus_low":-0.0469996459,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260925C00070000","S":39.59,"K":70.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":10,"as":17,"quote_time":"2026-09-04T19:59:59.534419783Z","fair_low":0.0003012935,"fair":0.0058249929,"fair_high":0.0326710018,"hurdle":0.077,"surplus":-0.0711750071,"surplus_low":-0.0766987065,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260918P00022000","S":39.59,"K":22.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":39,"as":771,"quote_time":"2026-09-04T19:59:59.233610034Z","fair_low":1.4776e-06,"fair":0.000132381,"fair_high":0.0017528044,"hurdle":0.092,"surplus":-0.091867619,"surplus_low":-0.0919985224,"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":"SMCI","occ":"SMCI260911P00029500","S":39.59,"K":29.5,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":46,"as":1,"quote_time":"2026-09-04T19:59:59.941814045Z","fair_low":0.0004676908,"fair":0.0057075868,"fair_high":0.0251874236,"hurdle":0.047,"surplus":-0.0412924132,"surplus_low":-0.0465323092,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260918C00090000","S":39.59,"K":90.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":14,"quote_time":"2026-09-04T19:59:58.678967872Z","fair_low":0.0,"fair":2.164e-07,"fair_high":2.24763e-05,"hurdle":0.047,"surplus":-0.0469997836,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260911C00049500","S":39.59,"K":49.5,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.02,"ask":0.07,"bs":55,"as":181,"quote_time":"2026-09-04T19:59:59.768926316Z","fair_low":0.0093941348,"fair":0.0473660485,"fair_high":0.1304020491,"hurdle":0.097,"surplus":-0.0496339515,"surplus_low":-0.0876058652,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI261002P00025000","S":39.59,"K":25.0,"T":0.0767123288,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":28,"as":16,"quote_time":"2026-09-04T19:59:59.339724034Z","fair_low":0.009796681,"fair":0.0548303315,"fair_high":0.1566902691,"hurdle":0.072,"surplus":-0.0171696685,"surplus_low":-0.062203319,"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":"SMCI","occ":"SMCI260911P00030000","S":39.59,"K":30.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":1,"as":154,"quote_time":"2026-09-04T19:59:59.594807132Z","fair_low":0.0009509216,"fair":0.0091413844,"fair_high":0.035892433,"hurdle":0.027,"surplus":-0.0178586156,"surplus_low":-0.0260490784,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260918C00060000","S":39.59,"K":60.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":41,"as":166,"quote_time":"2026-09-04T19:59:59.939798354Z","fair_low":0.0010254458,"fair":0.0121534708,"fair_high":0.0528203641,"hurdle":0.077,"surplus":-0.0648465292,"surplus_low":-0.0759745542,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260918C00080000","S":39.59,"K":80.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":6,"as":10,"quote_time":"2026-09-04T19:59:58.678962152Z","fair_low":2.09e-08,"fair":1.0071e-05,"fair_high":0.0003381239,"hurdle":0.057,"surplus":-0.056989929,"surplus_low":-0.0569999791,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260925P00026000","S":39.59,"K":26.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":13,"as":1,"quote_time":"2026-09-04T19:59:59.95687416Z","fair_low":0.0055153436,"fair":0.035282299,"fair_high":0.1109599061,"hurdle":0.102,"surplus":-0.066717701,"surplus_low":-0.0964846564,"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 computation. Long-stock only; z=(close-MA20)/sampleSD20; yesterdayz<-entry,nextopenentry,yesterdayz>=0,nextopenexit;fee.0005perside+slippage.001perside;training2024-25,2026holdout,parameterneighborsnotselected. [{"symbol":"EWJ","entry":1.5,"period":"training","return":17.715227967635506,"drawdown":10.110974106041915,"win_rate":72.72727272727273,"sample":11,"avg_win_pct":2.3889247912988893,"avg_loss_pct":0.8098238830089257,"open_positions":0},{"symbol":"EWJ","entry":1.5,"period":"holdout","return":2.739769756375688,"drawdown":8.341845420497119,"win_rate":66.66666666666666,"sample":3,"avg_win_pct":2.0375558843681945,"avg_loss_pct":1.3191969319150945,"open_positions":0},{"symbol":"EWJ","entry":2,"period":"training","return":33.39823977676606,"drawdown":3.2017752417181855,"win_rate":100,"sample":6,"avg_win_pct":4.996414489656648,"avg_loss_pct":0,"open_positions":0},{"symbol":"EWJ","entry":2,"period":"holdout","return":6.608426482187724,"drawdown":6.082102570066262,"win_rate":100,"sample":3,"avg_win_pct":2.1578714283491793,"avg_loss_pct":0,"open_positions":0},{"symbol":"EWJ","entry":2.5,"period":"training","return":33.18577222185779,"drawdown":3.2017752417181855,"win_rate":100,"sample":5,"avg_win_pct":5.969590361143103,"avg_loss_pct":0,"open_positions":0},{"symbol":"EWJ","entry":2.5,"period":"holdout","return":0,"drawdown":0,"win_rate":0,"sample":0,"avg_win_pct":0,"avg_loss_pct":0,"open_positions":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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":"SLV","occ":"SLV261016P00040000","S":59.82,"K":40.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.558,"greeks":{"delta":-0.0102,"gamma":0.0025,"rho":-0.0007,"theta":-0.0037,"vega":0.0053},"bid":0.03,"ask":0.05,"bs":1653,"as":723,"quote_time":"2026-09-04T19:59:59.779248145Z","fair_low":6.21574e-05,"fair":0.0017764591,"fair_high":0.0120926303,"hurdle":0.062,"surplus":-0.0602235409,"surplus_low":-0.0619378426,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV261009P00030000","S":59.82,"K":30.0,"T":0.095890411,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1,"as":269,"quote_time":"2026-09-04T19:59:59.696875256Z","fair_low":0.0,"fair":2.2e-09,"fair_high":7.53e-07,"hurdle":0.042,"surplus":-0.0419999978,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV261016C00105000","S":59.82,"K":105.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.7361,"greeks":{"delta":0.0139,"gamma":0.0025,"rho":0.0008,"theta":-0.0066,"vega":0.0069},"bid":0.05,"ask":0.08,"bs":706,"as":557,"quote_time":"2026-09-04T19:59:59.816589449Z","fair_low":6.63e-08,"fair":2.25039e-05,"fair_high":0.0006128376,"hurdle":0.097,"surplus":-0.0969774961,"surplus_low":-0.0969999337,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016P00036000","S":59.82,"K":36.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.7166,"greeks":{"delta":-0.0107,"gamma":0.002,"rho":-0.0007,"theta":-0.005,"vega":0.0055},"bid":0.04,"ask":0.07,"bs":59,"as":52,"quote_time":"2026-09-04T19:59:57.060235373Z","fair_low":4.292e-07,"fair":6.60409e-05,"fair_high":0.0011475814,"hurdle":0.087,"surplus":-0.0869339591,"surplus_low":-0.0869995708,"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":"SLV","occ":"SLV261016P00030000","S":59.82,"K":30.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":2,"quote_time":"2026-09-04T19:59:55.081432289Z","fair_low":0.0,"fair":4.82e-08,"fair_high":6.879e-06,"hurdle":0.047,"surplus":-0.0469999518,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV261016P00041000","S":59.82,"K":41.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.552,"greeks":{"delta":-0.0137,"gamma":0.0032,"rho":-0.0009,"theta":-0.0048,"vega":0.0068},"bid":0.03,"ask":0.08,"bs":52,"as":760,"quote_time":"2026-09-04T19:59:59.552970945Z","fair_low":0.0001750944,"fair":0.0034704328,"fair_high":0.0200799373,"hurdle":0.107,"surplus":-0.1035295672,"surplus_low":-0.1068249056,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016P00031000","S":59.82,"K":31.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":646,"as":260,"quote_time":"2026-09-04T19:59:59.514850107Z","fair_low":1e-10,"fair":2.1e-07,"fair_high":1.91072e-05,"hurdle":0.062,"surplus":-0.06199979,"surplus_low":-0.0619999999,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV261002P00035000","S":59.82,"K":35.0,"T":0.0767123288,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":343,"as":989,"quote_time":"2026-09-04T19:59:59.69707546Z","fair_low":1e-10,"fair":1.944e-07,"fair_high":1.74113e-05,"hurdle":0.042,"surplus":-0.0419998056,"surplus_low":-0.0419999999,"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 computation. Long-stock only; z=(close-MA20)/sampleSD20; yesterdayz<-entry,nextopenentry,yesterdayz>=0,nextopenexit;fee.0005perside+slippage.001perside;training2024-25,2026holdout,parameterneighborsnotselected. [{"symbol":"RIOT","entry":1.5,"period":"training","return":40.084661442145084,"drawdown":35.634066838044745,"win_rate":83.33333333333334,"sample":12,"avg_win_pct":8.27865483067583,"avg_loss_pct":19.73955343800729,"open_positions":1},{"symbol":"RIOT","entry":1.5,"period":"holdout","return":96.63843125865226,"drawdown":23.728751638578338,"win_rate":83.33333333333334,"sample":6,"avg_win_pct":15.1888413402613,"avg_loss_pct":2.573865258355935,"open_positions":0},{"symbol":"RIOT","entry":2,"period":"training","return":9.786890637173586,"drawdown":26.61662817551964,"win_rate":60,"sample":5,"avg_win_pct":9.256150016928215,"avg_loss_pct":8.160748479508054,"open_positions":0},{"symbol":"RIOT","entry":2,"period":"holdout","return":69.52496458272182,"drawdown":23.728751638578327,"win_rate":75,"sample":4,"avg_win_pct":20.321761026773665,"avg_loss_pct":2.5738652583559407,"open_positions":0},{"symbol":"RIOT","entry":2.5,"period":"training","return":0.9891608221640468,"drawdown":22.96519494661847,"win_rate":50,"sample":2,"avg_win_pct":9.690240029029288,"avg_loss_pct":7.932308983892061,"open_positions":0},{"symbol":"RIOT","entry":2.5,"period":"holdout","return":60.93161189923008,"drawdown":20.157411456055975,"win_rate":100,"sample":3,"avg_win_pct":17.74605005907829,"avg_loss_pct":0,"open_positions":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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":"SLV","occ":"SLV261009P00035000","S":59.82,"K":35.0,"T":0.095890411,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":2,"as":113,"quote_time":"2026-09-04T19:59:55.019598446Z","fair_low":5.2e-09,"fair":3.5941e-06,"fair_high":0.0001362906,"hurdle":0.077,"surplus":-0.0769964059,"surplus_low":-0.0769999948,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV261016P00035000","S":59.82,"K":35.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.7422,"greeks":{"delta":-0.0095,"gamma":0.0017,"rho":-0.0007,"theta":-0.0047,"vega":0.005},"bid":0.04,"ask":0.06,"bs":52,"as":61,"quote_time":"2026-09-04T19:59:47.331041632Z","fair_low":9.89e-08,"fair":2.51682e-05,"fair_high":0.0005553172,"hurdle":0.072,"surplus":-0.0719748318,"surplus_low":-0.0719999011,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV261002C00100000","S":59.82,"K":100.0,"T":0.0767123288,"sigma":0.3892471821,"iv":0.8035,"greeks":{"delta":0.01,"gamma":0.0021,"rho":0.0004,"theta":-0.0068,"vega":0.0042},"bid":0.03,"ask":0.05,"bs":10,"as":655,"quote_time":"2026-09-04T19:59:59.536588757Z","fair_low":9e-10,"fair":1.4022e-06,"fair_high":7.81218e-05,"hurdle":0.062,"surplus":-0.0619985978,"surplus_low":-0.0619999991,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV261016P00033000","S":59.82,"K":33.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":95,"as":46,"quote_time":"2026-09-04T19:59:59.602911734Z","fair_low":3.4e-09,"fair":2.7416e-06,"fair_high":0.0001185074,"hurdle":0.062,"surplus":-0.0619972584,"surplus_low":-0.0619999966,"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":"SLV","occ":"SLV261002P00040000","S":59.82,"K":40.0,"T":0.0767123288,"sigma":0.3892471821,"iv":0.7061,"greeks":{"delta":-0.0112,"gamma":0.0027,"rho":-0.0005,"theta":-0.0064,"vega":0.0046},"bid":0.01,"ask":0.08,"bs":83,"as":286,"quote_time":"2026-09-04T19:59:59.042149455Z","fair_low":8.211e-07,"fair":9.73154e-05,"fair_high":0.0013940011,"hurdle":0.117,"surplus":-0.1169026846,"surplus_low":-0.1169991789,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016P00034000","S":59.82,"K":34.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.7556,"greeks":{"delta":-0.0076,"gamma":0.0014,"rho":-0.0005,"theta":-0.0039,"vega":0.0041},"bid":0.03,"ask":0.05,"bs":712,"as":114,"quote_time":"2026-09-04T19:59:58.074511412Z","fair_low":1.98e-08,"fair":8.6369e-06,"fair_high":0.0002628234,"hurdle":0.062,"surplus":-0.0619913631,"surplus_low":-0.0619999802,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV261016P00037000","S":59.82,"K":37.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.6295,"greeks":{"delta":-0.007,"gamma":0.0016,"rho":-0.0005,"theta":-0.003,"vega":0.0038},"bid":0.01,"ask":0.05,"bs":563,"as":845,"quote_time":"2026-09-04T19:59:59.530402105Z","fair_low":1.7702e-06,"fair":0.0001665091,"fair_high":0.0022134541,"hurdle":0.072,"surplus":-0.0718334909,"surplus_low":-0.0719982298,"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 computation. Long-stock only; z=(close-MA20)/sampleSD20; yesterdayz<-entry,nextopenentry,yesterdayz>=0,nextopenexit;fee.0005perside+slippage.001perside;training2024-25,2026holdout,parameterneighborsnotselected. [{"symbol":"PATH","entry":1.5,"period":"training","return":-40.7866872495944,"drawdown":47.504275883796275,"win_rate":44.44444444444444,"sample":9,"avg_win_pct":6.685560474265831,"avg_loss_pct":13.588303668933987,"open_positions":0},{"symbol":"PATH","entry":1.5,"period":"holdout","return":-9.860140980082873,"drawdown":36.060426528815725,"win_rate":50,"sample":4,"avg_win_pct":11.014117219323904,"avg_loss_pct":13.49872384271977,"open_positions":0},{"symbol":"PATH","entry":2,"period":"training","return":-12.79632211992383,"drawdown":27.00145312234259,"win_rate":28.57142857142857,"sample":7,"avg_win_pct":9.833839276649694,"avg_loss_pct":6.087356561324218,"open_positions":0},{"symbol":"PATH","entry":2,"period":"holdout","return":-10.077163443412928,"drawdown":34.389438943894405,"win_rate":66.66666666666666,"sample":3,"avg_win_pct":8.6612661633446,"avg_loss_pct":23.8453325759647,"open_positions":0},{"symbol":"PATH","entry":2.5,"period":"training","return":-12.7528603343466,"drawdown":24.738422363655545,"win_rate":40,"sample":5,"avg_win_pct":2.239298352383739,"avg_loss_pct":5.567481434328563,"open_positions":0},{"symbol":"PATH","entry":2.5,"period":"holdout","return":15.75391167925411,"drawdown":0,"win_rate":100,"sample":1,"avg_win_pct":15.761788635093746,"avg_loss_pct":0,"open_positions":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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":"SLV","occ":"SLV261016P00032000","S":59.82,"K":32.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":52,"as":52,"quote_time":"2026-09-04T19:59:55.055827656Z","fair_low":5e-10,"fair":8.208e-07,"fair_high":4.79315e-05,"hurdle":0.042,"surplus":-0.0419991792,"surplus_low":-0.0419999995,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV261002P00045000","S":59.82,"K":45.0,"T":0.0767123288,"sigma":0.3892471821,"iv":0.5579,"greeks":{"delta":-0.0207,"gamma":0.0057,"rho":-0.0009,"theta":-0.0086,"vega":0.0078},"bid":0.06,"ask":0.08,"bs":65,"as":275,"quote_time":"2026-09-04T19:59:57.078843271Z","fair_low":0.0004715009,"fair":0.0064410936,"fair_high":0.0304060343,"hurdle":0.092,"surplus":-0.0855589064,"surplus_low":-0.0915284991,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016P00038000","S":59.82,"K":38.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.6306,"greeks":{"delta":-0.0101,"gamma":0.0022,"rho":-0.0007,"theta":-0.0042,"vega":0.0052},"bid":0.01,"ask":0.08,"bs":73,"as":55,"quote_time":"2026-09-04T19:59:59.530352359Z","fair_low":6.5405e-06,"fair":0.0003867755,"fair_high":0.0040509306,"hurdle":0.117,"surplus":-0.1166132245,"surplus_low":-0.1169934595,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016C00115000","S":59.82,"K":115.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1223,"as":152,"quote_time":"2026-09-04T19:59:57.089443529Z","fair_low":3e-10,"fair":6.584e-07,"fair_high":5.25533e-05,"hurdle":0.047,"surplus":-0.0469993416,"surplus_low":-0.0469999997,"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":"SLV","occ":"SLV260914C00075000","S":59.82,"K":75.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.7951,"greeks":{"delta":0.0232,"gamma":0.0083,"rho":0.0003,"theta":-0.0259,"vega":0.0045},"bid":0.04,"ask":0.07,"bs":70,"as":82,"quote_time":"2026-09-04T19:59:58.120901956Z","fair_low":3.7096e-06,"fair":0.0002409363,"fair_high":0.0026216301,"hurdle":0.087,"surplus":-0.0867590637,"surplus_low":-0.0869962904,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260911P00053500","S":59.82,"K":53.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.5116,"greeks":{"delta":-0.017,"gamma":0.0132,"rho":-0.0001,"theta":-0.0168,"vega":0.0026},"bid":0.01,"ask":0.03,"bs":907,"as":203,"quote_time":"2026-09-04T19:59:55.810880894Z","fair_low":0.003429526,"fair":0.0204378188,"fair_high":0.0606740921,"hurdle":0.042,"surplus":-0.0215621812,"surplus_low":-0.038570474,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260930C00101000","S":59.82,"K":101.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":453,"as":57,"quote_time":"2026-09-04T19:59:57.38293261Z","fair_low":1e-10,"fair":3.011e-07,"fair_high":2.69224e-05,"hurdle":0.047,"surplus":-0.0469996989,"surplus_low":-0.0469999999,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260930P00036000","S":59.82,"K":36.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":1,"as":938,"quote_time":"2026-09-04T19:59:59.614197753Z","fair_low":1e-10,"fair":3.164e-07,"fair_high":2.36059e-05,"hurdle":0.077,"surplus":-0.0769996836,"surplus_low":-0.0769999999,"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":"SLV","occ":"SLV260911P00054500","S":59.82,"K":54.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.5546,"greeks":{"delta":-0.0505,"gamma":0.0299,"rho":-0.0003,"theta":-0.0448,"vega":0.0065},"bid":0.07,"ask":0.08,"bs":942,"as":224,"quote_time":"2026-09-04T19:59:57.079544182Z","fair_low":0.0127135519,"fair":0.050557862,"fair_high":0.120398354,"hurdle":0.087,"surplus":-0.036442138,"surplus_low":-0.0742864481,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918C00086000","S":59.82,"K":86.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":32,"as":260,"quote_time":"2026-09-04T19:59:59.692724069Z","fair_low":6e-10,"fair":9.049e-07,"fair_high":5.03989e-05,"hurdle":0.067,"surplus":-0.0669990951,"surplus_low":-0.0669999994,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260914P00047000","S":59.82,"K":47.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.8174,"greeks":{"delta":-0.0141,"gamma":0.0053,"rho":-0.0002,"theta":-0.0173,"vega":0.003},"bid":0.03,"ask":0.04,"bs":10,"as":23,"quote_time":"2026-09-04T19:59:59.486973935Z","fair_low":5.425e-07,"fair":6.34724e-05,"fair_high":0.0009113912,"hurdle":0.047,"surplus":-0.0469365276,"surplus_low":-0.0469994575,"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":"SLV","occ":"SLV260930C00100000","S":59.82,"K":100.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.08,"bs":1191,"as":667,"quote_time":"2026-09-04T19:59:59.782568549Z","fair_low":2e-10,"fair":4.8e-07,"fair_high":3.80358e-05,"hurdle":0.097,"surplus":-0.09699952,"surplus_low":-0.0969999998,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260911C00071000","S":59.82,"K":71.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.6951,"greeks":{"delta":0.0104,"gamma":0.0063,"rho":0.0001,"theta":-0.015,"vega":0.0017},"bid":0.01,"ask":0.02,"bs":218,"as":50,"quote_time":"2026-09-04T19:59:59.001390913Z","fair_low":2.13298e-05,"fair":0.0007134974,"fair_high":0.0053684692,"hurdle":0.027,"surplus":-0.0262865026,"surplus_low":-0.0269786702,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SLV","occ":"SLV260918C00088000","S":59.82,"K":88.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":738,"as":288,"quote_time":"2026-09-04T19:59:58.06744455Z","fair_low":0.0,"fair":1.727e-07,"fair_high":1.62573e-05,"hurdle":0.042,"surplus":-0.0419998273,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260916P00047000","S":59.82,"K":47.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.7486,"greeks":{"delta":-0.0171,"gamma":0.006,"rho":-0.0003,"theta":-0.0164,"vega":0.004},"bid":0.03,"ask":0.06,"bs":56,"as":81,"quote_time":"2026-09-04T19:59:56.741628954Z","fair_low":4.7306e-06,"fair":0.0002622284,"fair_high":0.002652505,"hurdle":0.077,"surplus":-0.0767377716,"surplus_low":-0.0769952694,"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":"SLV","occ":"SLV260911P00051000","S":59.82,"K":51.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7557,"greeks":{"delta":-0.0197,"gamma":0.0101,"rho":-0.0001,"theta":-0.0281,"vega":0.003},"bid":0.03,"ask":0.04,"bs":57,"as":25,"quote_time":"2026-09-04T19:59:59.798742218Z","fair_low":5.22473e-05,"fair":0.0011919693,"fair_high":0.0075781348,"hurdle":0.047,"surplus":-0.0458080307,"surplus_low":-0.0469477527,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260930P00043000","S":59.82,"K":43.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6078,"greeks":{"delta":-0.0121,"gamma":0.0034,"rho":-0.0005,"theta":-0.0061,"vega":0.0047},"bid":0.01,"ask":0.07,"bs":116,"as":45,"quote_time":"2026-09-04T19:59:57.095076514Z","fair_low":2.55076e-05,"fair":0.0009201637,"fair_high":0.0072115629,"hurdle":0.102,"surplus":-0.1010798363,"surplus_low":-0.1019744924,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260918P00042500","S":59.82,"K":42.5,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":49,"as":27,"quote_time":"2026-09-04T19:59:55.024796428Z","fair_low":3e-09,"fair":2.1931e-06,"fair_high":8.81334e-05,"hurdle":0.057,"surplus":-0.0569978069,"surplus_low":-0.056999997,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260918P00040000","S":59.82,"K":40.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":1,"as":130,"quote_time":"2026-09-04T19:59:50.86507548Z","fair_low":0.0,"fair":2.7e-08,"fair_high":3.8329e-06,"hurdle":0.057,"surplus":-0.056999973,"surplus_low":-0.057,"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":"SLV","occ":"SLV260914C00071000","S":59.82,"K":71.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.5887,"greeks":{"delta":0.0201,"gamma":0.01,"rho":0.0002,"theta":-0.017,"vega":0.004},"bid":0.01,"ask":0.06,"bs":67,"as":126,"quote_time":"2026-09-04T19:59:59.57774121Z","fair_low":0.0004028525,"fair":0.005231902,"fair_high":0.0242726921,"hurdle":0.087,"surplus":-0.081768098,"surplus_low":-0.0865971475,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260911P00055500","S":59.82,"K":55.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.4669,"greeks":{"delta":-0.0587,"gamma":0.04,"rho":-0.0004,"theta":-0.0424,"vega":0.0073},"bid":0.07,"ask":0.08,"bs":620,"as":110,"quote_time":"2026-09-04T19:59:59.677635899Z","fair_low":0.0395256801,"fair":0.1125040888,"fair_high":0.221861222,"hurdle":0.087,"surplus":0.0255040888,"surplus_low":-0.0474743199,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918P00041500","S":59.82,"K":41.5,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":28,"as":126,"quote_time":"2026-09-04T19:59:57.091694777Z","fair_low":2e-10,"fair":4.089e-07,"fair_high":2.71872e-05,"hurdle":0.062,"surplus":-0.0619995911,"surplus_low":-0.0619999998,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930C00120000","S":59.82,"K":120.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1141,"as":537,"quote_time":"2026-09-04T19:59:59.782728973Z","fair_low":0.0,"fair":0.0,"fair_high":1.56e-08,"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":"SLV","occ":"SLV260930C00105000","S":59.82,"K":105.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":1157,"as":485,"quote_time":"2026-09-04T19:59:59.79987455Z","fair_low":0.0,"fair":3.43e-08,"fair_high":5.8028e-06,"hurdle":0.072,"surplus":-0.0719999657,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260925P00048000","S":59.82,"K":48.0,"T":0.0575342466,"sigma":0.3892471821,"iv":0.5273,"greeks":{"delta":-0.0253,"gamma":0.0084,"rho":-0.0008,"theta":-0.0113,"vega":0.0079},"bid":0.06,"ask":0.08,"bs":537,"as":727,"quote_time":"2026-09-04T19:59:59.04159219Z","fair_low":0.0015906373,"fair":0.0142007737,"fair_high":0.0523756836,"hurdle":0.092,"surplus":-0.0777992263,"surplus_low":-0.0904093627,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918C00083000","S":59.82,"K":83.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.8744,"greeks":{"delta":0.019,"gamma":0.0051,"rho":0.0003,"theta":-0.0193,"vega":0.0048},"bid":0.04,"ask":0.08,"bs":1742,"as":328,"quote_time":"2026-09-04T19:59:57.065315561Z","fair_low":2.21e-08,"fair":9.3928e-06,"fair_high":0.0002715359,"hurdle":0.102,"surplus":-0.1019906072,"surplus_low":-0.1019999779,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260916P00049000","S":59.82,"K":49.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.6121,"greeks":{"delta":-0.0164,"gamma":0.0071,"rho":-0.0003,"theta":-0.013,"vega":0.0038},"bid":0.01,"ask":0.06,"bs":66,"as":59,"quote_time":"2026-09-04T19:59:56.796991629Z","fair_low":0.0001291004,"fair":0.0023772937,"fair_high":0.0134593058,"hurdle":0.087,"surplus":-0.0846227063,"surplus_low":-0.0868708996,"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":"SLV","occ":"SLV260918P00047000","S":59.82,"K":47.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.6659,"greeks":{"delta":-0.0156,"gamma":0.0057,"rho":-0.0003,"theta":-0.0122,"vega":0.0041},"bid":0.01,"ask":0.07,"bs":103,"as":115,"quote_time":"2026-09-04T19:59:57.059839294Z","fair_low":2.19623e-05,"fair":0.0007625933,"fair_high":0.0058814708,"hurdle":0.102,"surplus":-0.1012374067,"surplus_low":-0.1019780377,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930C00096000","S":59.82,"K":96.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":537,"as":260,"quote_time":"2026-09-04T19:59:55.019470106Z","fair_low":4.9e-09,"fair":3.8992e-06,"fair_high":0.0001638203,"hurdle":0.067,"surplus":-0.0669961008,"surplus_low":-0.0669999951,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260930C00102000","S":59.82,"K":102.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":541,"as":52,"quote_time":"2026-09-04T19:59:55.026300916Z","fair_low":0.0,"fair":1.745e-07,"fair_high":1.8374e-05,"hurdle":0.117,"surplus":-0.1169998255,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918C00090000","S":59.82,"K":90.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":1,"as":241,"quote_time":"2026-09-04T19:59:55.022542109Z","fair_low":0.0,"fair":3.09e-08,"fair_high":5.0618e-06,"hurdle":0.072,"surplus":-0.0719999691,"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