Runway

Notes

3327 observations, newest first
SLV Sep8 CRR individual affordable leg values batch 239
Options mispricing2026-09-08 02:19
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":"SLV260930P00034500","S":59.82,"K":34.5,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":1,"as":2,"quote_time":"2026-09-04T19:59:55.075156809Z","fair_low":0.0,"fair":2.97e-08,"fair_high":4.4283e-06,"hurdle":0.027,"surplus":-0.0269999703,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SLV","occ":"SLV260914C00069000","S":59.82,"K":69.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.5432,"greeks":{"delta":0.0321,"gamma":0.016,"rho":0.0004,"theta":-0.0233,"vega":0.006},"bid":0.04,"ask":0.07,"bs":67,"as":52,"quote_time":"2026-09-04T19:59:58.120918616Z","fair_low":0.0029278101,"fair":0.0201207965,"fair_high":0.0644444924,"hurdle":0.087,"surplus":-0.0668792035,"surplus_low":-0.0840721899,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260911C00067500","S":59.82,"K":67.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.6279,"greeks":{"delta":0.036,"gamma":0.0201,"rho":0.0002,"theta":-0.0391,"vega":0.005},"bid":0.05,"ask":0.06,"bs":423,"as":146,"quote_time":"2026-09-04T19:59:59.041157152Z","fair_low":0.0021402819,"fair":0.0152832276,"fair_high":0.0505860288,"hurdle":0.067,"surplus":-0.0517167724,"surplus_low":-0.0648597181,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260930P00037500","S":59.82,"K":37.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.8266,"greeks":{"delta":-0.009,"gamma":0.002,"rho":-0.0004,"theta":-0.0065,"vega":0.0037},"bid":0.03,"ask":0.05,"bs":162,"as":59,"quote_time":"2026-09-04T19:59:58.066863254Z","fair_low":3.3e-09,"fair":2.5368e-06,"fair_high":0.0001057667,"hurdle":0.062,"surplus":-0.0619974632,"surplus_low":-0.0619999967,"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
SLV Sep8 CRR individual affordable leg values batch 238
Options mispricing2026-09-08 02:19
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":"SLV260930P00039500","S":59.82,"K":39.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7561,"greeks":{"delta":-0.0109,"gamma":0.0025,"rho":-0.0004,"theta":-0.007,"vega":0.0043},"bid":0.01,"ask":0.08,"bs":742,"as":938,"quote_time":"2026-09-04T19:59:59.776925878Z","fair_low":1.399e-07,"fair":2.89385e-05,"fair_high":0.0006021048,"hurdle":0.117,"surplus":-0.1169710615,"surplus_low":-0.1169998601,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260930C00115000","S":59.82,"K":115.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":683,"as":77,"quote_time":"2026-09-04T19:59:59.769492158Z","fair_low":0.0,"fair":1e-10,"fair_high":1.12e-07,"hurdle":0.027,"surplus":-0.0269999999,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SLV","occ":"SLV260914C00073000","S":59.82,"K":73.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.7345,"greeks":{"delta":0.0287,"gamma":0.0108,"rho":0.0003,"theta":-0.0287,"vega":0.0054},"bid":0.05,"ask":0.08,"bs":75,"as":74,"quote_time":"2026-09-04T19:59:58.120918616Z","fair_low":4.38631e-05,"fair":0.0011923064,"fair_high":0.0082539618,"hurdle":0.097,"surplus":-0.0958076936,"surplus_low":-0.0969561369,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260930C00110000","S":59.82,"K":110.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":50,"as":64,"quote_time":"2026-09-04T19:59:55.018401102Z","fair_low":0.0,"fair":2.2e-09,"fair_high":8.712e-07,"hurdle":0.077,"surplus":-0.0769999978,"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
SLV Sep8 CRR individual affordable leg values batch 237
Options mispricing2026-09-08 02:19
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":"SLV260925P00046000","S":59.82,"K":46.0,"T":0.0575342466,"sigma":0.3892471821,"iv":0.5396,"greeks":{"delta":-0.0117,"gamma":0.0043,"rho":-0.0004,"theta":-0.006,"vega":0.0041},"bid":0.02,"ask":0.04,"bs":285,"as":1,"quote_time":"2026-09-04T19:59:56.257072119Z","fair_low":0.0001749762,"fair":0.003155569,"fair_high":0.0175812132,"hurdle":0.052,"surplus":-0.048844431,"surplus_low":-0.0518250238,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260911P00052000","S":59.82,"K":52.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7049,"greeks":{"delta":-0.0261,"gamma":0.0137,"rho":-0.0002,"theta":-0.0333,"vega":0.0038},"bid":0.04,"ask":0.05,"bs":964,"as":133,"quote_time":"2026-09-04T19:59:59.548231764Z","fair_low":0.0003236156,"fair":0.0041509202,"fair_high":0.018634166,"hurdle":0.057,"surplus":-0.0528490798,"surplus_low":-0.0566763844,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918C00077000","S":59.82,"K":77.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7035,"greeks":{"delta":0.0229,"gamma":0.0074,"rho":0.0004,"theta":-0.0182,"vega":0.0056},"bid":0.05,"ask":0.07,"bs":407,"as":721,"quote_time":"2026-09-04T19:59:57.065636628Z","fair_low":1.54273e-05,"fair":0.0006467021,"fair_high":0.0055905428,"hurdle":0.082,"surplus":-0.0813532979,"surplus_low":-0.0819845727,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930C00103000","S":59.82,"K":103.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":717,"as":99,"quote_time":"2026-09-04T19:59:58.121298064Z","fair_low":0.0,"fair":9.63e-08,"fair_high":1.25998e-05,"hurdle":0.092,"surplus":-0.0919999037,"surplus_low":-0.092,"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
SLV Sep8 CRR individual affordable leg values batch 236
Options mispricing2026-09-08 02:19
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":"SLV260925C00090000","S":59.82,"K":90.0,"T":0.0575342466,"sigma":0.3892471821,"iv":0.7365,"greeks":{"delta":0.0081,"gamma":0.0023,"rho":0.0002,"theta":-0.0061,"vega":0.0029},"bid":0.01,"ask":0.04,"bs":1149,"as":741,"quote_time":"2026-09-04T19:59:59.781516668Z","fair_low":1.72e-08,"fair":8.0498e-06,"fair_high":0.0002669232,"hurdle":0.057,"surplus":-0.0569919502,"surplus_low":-0.0569999828,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260918P00048500","S":59.82,"K":48.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.6458,"greeks":{"delta":-0.0264,"gamma":0.0091,"rho":-0.0005,"theta":-0.0185,"vega":0.0063},"bid":0.06,"ask":0.08,"bs":946,"as":246,"quote_time":"2026-09-04T19:59:56.683510295Z","fair_low":0.0002077874,"fair":0.0033653614,"fair_high":0.0172665623,"hurdle":0.092,"surplus":-0.0886346386,"surplus_low":-0.0917922126,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260930P00038500","S":59.82,"K":38.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7849,"greeks":{"delta":-0.0095,"gamma":0.0022,"rho":-0.0004,"theta":-0.0064,"vega":0.0038},"bid":0.03,"ask":0.05,"bs":89,"as":74,"quote_time":"2026-09-04T19:59:58.066863254Z","fair_low":2.36e-08,"fair":8.6524e-06,"fair_high":0.0002508737,"hurdle":0.062,"surplus":-0.0619913476,"surplus_low":-0.0619999764,"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
SLV Sep8 CRR individual affordable leg values batch 235
Options mispricing2026-09-08 02:19
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":"SLV260930C00088000","S":59.82,"K":88.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6999,"greeks":{"delta":0.0181,"gamma":0.0042,"rho":0.0006,"theta":-0.0102,"vega":0.0067},"bid":0.05,"ask":0.08,"bs":1007,"as":672,"quote_time":"2026-09-04T19:59:59.781465686Z","fair_low":1.942e-06,"fair":0.000187483,"fair_high":0.0025178678,"hurdle":0.097,"surplus":-0.096812517,"surplus_low":-0.096998058,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918P00043500","S":59.82,"K":43.5,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":974,"as":823,"quote_time":"2026-09-04T19:59:57.0685389Z","fair_low":2.91e-08,"fair":9.9521e-06,"fair_high":0.0002579887,"hurdle":0.062,"surplus":-0.0619900479,"surplus_low":-0.0619999709,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260916P00050000","S":59.82,"K":50.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.5315,"greeks":{"delta":-0.0139,"gamma":0.0071,"rho":-0.0002,"theta":-0.0097,"vega":0.0033},"bid":0.01,"ask":0.04,"bs":75,"as":83,"quote_time":"2026-09-04T19:59:58.120782574Z","fair_low":0.0005522506,"fair":0.0062244164,"fair_high":0.0268256372,"hurdle":0.057,"surplus":-0.0507755836,"surplus_low":-0.0564477494,"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
SLV Sep8 CRR individual affordable leg values batch 234
Options mispricing2026-09-08 02:19
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":"SLV260930P00035000","S":59.82,"K":35.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":397,"as":330,"quote_time":"2026-09-04T19:59:59.500686345Z","fair_low":0.0,"fair":6.75e-08,"fair_high":8.0279e-06,"hurdle":0.062,"surplus":-0.0619999325,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930P00036500","S":59.82,"K":36.5,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":57,"as":85,"quote_time":"2026-09-04T19:59:59.805638643Z","fair_low":4e-10,"fair":6.535e-07,"fair_high":3.82697e-05,"hurdle":0.062,"surplus":-0.0619993465,"surplus_low":-0.0619999996,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930P00042000","S":59.82,"K":42.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6846,"greeks":{"delta":-0.0155,"gamma":0.0038,"rho":-0.0006,"theta":-0.0086,"vega":0.0058},"bid":0.05,"ask":0.07,"bs":72,"as":72,"quote_time":"2026-09-04T19:59:57.09249539Z","fair_low":6.6496e-06,"fair":0.0003675165,"fair_high":0.0037102406,"hurdle":0.082,"surplus":-0.0816324835,"surplus_low":-0.0819933504,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260911P00052500","S":59.82,"K":52.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.6371,"greeks":{"delta":-0.0229,"gamma":0.0136,"rho":-0.0002,"theta":-0.027,"vega":0.0034},"bid":0.01,"ask":0.06,"bs":657,"as":812,"quote_time":"2026-09-04T19:59:59.041029892Z","fair_low":0.0007634361,"fair":0.0072117088,"fair_high":0.0282192315,"hurdle":0.087,"surplus":-0.0797882912,"surplus_low":-0.0862365639,"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
SLV Sep8 CRR individual affordable leg values batch 233
Options mispricing2026-09-08 02:19
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":"SLV260918C00084000","S":59.82,"K":84.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.07,"bs":52,"as":176,"quote_time":"2026-09-04T19:59:58.116822238Z","fair_low":7.1e-09,"fair":4.3948e-06,"fair_high":0.0001570607,"hurdle":0.082,"surplus":-0.0819956052,"surplus_low":-0.0819999929,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260916P00045000","S":59.82,"K":45.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.8499,"greeks":{"delta":-0.0137,"gamma":0.0044,"rho":-0.0002,"theta":-0.0154,"vega":0.0033},"bid":0.03,"ask":0.05,"bs":46,"as":83,"quote_time":"2026-09-04T19:59:57.09373818Z","fair_low":8.34e-08,"fair":1.861e-05,"fair_high":0.0003933696,"hurdle":0.062,"surplus":-0.06198139,"surplus_low":-0.0619999166,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00043000","S":59.82,"K":43.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.876,"greeks":{"delta":-0.0121,"gamma":0.0035,"rho":-0.0002,"theta":-0.0129,"vega":0.0033},"bid":0.03,"ask":0.05,"bs":469,"as":909,"quote_time":"2026-09-04T19:59:58.13119152Z","fair_low":9.7e-09,"fair":4.7579e-06,"fair_high":0.000152716,"hurdle":0.062,"surplus":-0.0619952421,"surplus_low":-0.0619999903,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00041000","S":59.82,"K":41.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":63,"as":147,"quote_time":"2026-09-04T19:59:57.095337761Z","fair_low":1e-10,"fair":1.665e-07,"fair_high":1.45267e-05,"hurdle":0.072,"surplus":-0.0719998335,"surplus_low":-0.0719999999,"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
SLV Sep8 CRR individual affordable leg values batch 232
Options mispricing2026-09-08 02:19
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":"SLV260930P00041500","S":59.82,"K":41.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6958,"greeks":{"delta":-0.0141,"gamma":0.0034,"rho":-0.0006,"theta":-0.0081,"vega":0.0054},"bid":0.04,"ask":0.07,"bs":424,"as":287,"quote_time":"2026-09-04T19:59:58.99877015Z","fair_low":3.2601e-06,"fair":0.0002310739,"fair_high":0.0026822881,"hurdle":0.087,"surplus":-0.0867689261,"surplus_low":-0.0869967399,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260918P00047500","S":59.82,"K":47.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.6519,"greeks":{"delta":-0.0177,"gamma":0.0064,"rho":-0.0003,"theta":-0.0133,"vega":0.0045},"bid":0.01,"ask":0.08,"bs":103,"as":672,"quote_time":"2026-09-04T19:59:58.811749255Z","fair_low":4.9276e-05,"fair":0.0012796585,"fair_high":0.0085085831,"hurdle":0.117,"surplus":-0.1157203415,"surplus_low":-0.116950724,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918P00046500","S":59.82,"K":46.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7036,"greeks":{"delta":-0.0165,"gamma":0.0056,"rho":-0.0003,"theta":-0.0135,"vega":0.0043},"bid":0.01,"ask":0.08,"bs":240,"as":956,"quote_time":"2026-09-04T19:59:59.549723398Z","fair_low":9.9093e-06,"fair":0.0004438222,"fair_high":0.0039743271,"hurdle":0.117,"surplus":-0.1165561778,"surplus_low":-0.1169900907,"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
SLV Sep8 CRR individual affordable leg values batch 231
Options mispricing2026-09-08 02:19
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":"SLV260918C00081000","S":59.82,"K":81.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7293,"greeks":{"delta":0.0101,"gamma":0.0036,"rho":0.0002,"theta":-0.0093,"vega":0.0028},"bid":0.02,"ask":0.03,"bs":122,"as":50,"quote_time":"2026-09-04T19:59:59.535469393Z","fair_low":2.242e-07,"fair":4.02405e-05,"fair_high":0.0007809997,"hurdle":0.037,"surplus":-0.0369597595,"surplus_low":-0.0369997758,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260916P00048000","S":59.82,"K":48.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.692,"greeks":{"delta":-0.0184,"gamma":0.0069,"rho":-0.0003,"theta":-0.0162,"vega":0.0042},"bid":0.03,"ask":0.06,"bs":92,"as":91,"quote_time":"2026-09-04T19:59:57.077930845Z","fair_low":2.77368e-05,"fair":0.0008287943,"fair_high":0.0062308501,"hurdle":0.077,"surplus":-0.0761712057,"surplus_low":-0.0769722632,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260918P00044000","S":59.82,"K":44.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.8222,"greeks":{"delta":-0.0128,"gamma":0.0039,"rho":-0.0002,"theta":-0.0128,"vega":0.0034},"bid":0.03,"ask":0.05,"bs":72,"as":95,"quote_time":"2026-09-04T19:59:59.528372672Z","fair_low":9.11e-08,"fair":2.01356e-05,"fair_high":0.0004249226,"hurdle":0.062,"surplus":-0.0619798644,"surplus_low":-0.0619999089,"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
SLV Sep8 CRR individual affordable leg values batch 230
Options mispricing2026-09-08 02:19
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":"SLV260916C00074000","S":59.82,"K":74.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.6562,"greeks":{"delta":0.0225,"gamma":0.0087,"rho":0.0003,"theta":-0.0185,"vega":0.005},"bid":0.04,"ask":0.06,"bs":596,"as":217,"quote_time":"2026-09-04T19:59:57.29946378Z","fair_low":7.44143e-05,"fair":0.0017574205,"fair_high":0.0112144402,"hurdle":0.072,"surplus":-0.0702425795,"surplus_low":-0.0719255857,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260918P00050500","S":59.82,"K":50.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.5255,"greeks":{"delta":-0.0278,"gamma":0.0117,"rho":-0.0005,"theta":-0.0157,"vega":0.0066},"bid":0.05,"ask":0.07,"bs":719,"as":1298,"quote_time":"2026-09-04T19:59:59.696643585Z","fair_low":0.0024798557,"fair":0.0180177895,"fair_high":0.0596678778,"hurdle":0.082,"surplus":-0.0639822105,"surplus_low":-0.0795201443,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260911P00051500","S":59.82,"K":51.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7314,"greeks":{"delta":-0.0228,"gamma":0.0118,"rho":-0.0002,"theta":-0.0308,"vega":0.0034},"bid":0.03,"ask":0.05,"bs":62,"as":47,"quote_time":"2026-09-04T19:59:57.062434415Z","fair_low":0.0001374133,"fair":0.0022863167,"fair_high":0.0120269243,"hurdle":0.062,"surplus":-0.0597136833,"surplus_low":-0.0618625867,"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
SLV Sep8 CRR individual affordable leg values batch 229
Options mispricing2026-09-08 02:19
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":"SLV260918C00091000","S":59.82,"K":91.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":101,"as":647,"quote_time":"2026-09-04T19:59:57.067862206Z","fair_low":0.0,"fair":1.28e-08,"fair_high":2.7496e-06,"hurdle":0.057,"surplus":-0.0569999872,"surplus_low":-0.057,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00044500","S":59.82,"K":44.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7645,"greeks":{"delta":-0.0106,"gamma":0.0035,"rho":-0.0002,"theta":-0.0101,"vega":0.0029},"bid":0.01,"ask":0.05,"bs":157,"as":109,"quote_time":"2026-09-04T19:59:59.602911734Z","fair_low":2.52e-07,"fair":3.95025e-05,"fair_high":0.000682346,"hurdle":0.072,"surplus":-0.0719604975,"surplus_low":-0.071999748,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260914C00076000","S":59.82,"K":76.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.8095,"greeks":{"delta":0.0191,"gamma":0.0069,"rho":0.0002,"theta":-0.0224,"vega":0.0039},"bid":0.03,"ask":0.06,"bs":672,"as":136,"quote_time":"2026-09-04T19:59:59.682495023Z","fair_low":1.0492e-06,"fair":0.0001036113,"fair_high":0.0014085942,"hurdle":0.077,"surplus":-0.0768963887,"surplus_low":-0.0769989508,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260911C00069500","S":59.82,"K":69.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.6815,"greeks":{"delta":0.0196,"gamma":0.0112,"rho":0.0001,"theta":-0.0256,"vega":0.003},"bid":0.02,"ask":0.04,"bs":699,"as":385,"quote_time":"2026-09-04T19:59:59.798694183Z","fair_low":0.0001795162,"fair":0.0028732311,"fair_high":0.0148189582,"hurdle":0.052,"surplus":-0.0491267689,"surplus_low":-0.0518204838,"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
SLV Sep8 CRR individual affordable leg values batch 228
Options mispricing2026-09-08 02:19
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":"SLV260911P00050500","S":59.82,"K":50.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7569,"greeks":{"delta":-0.0145,"gamma":0.0078,"rho":-0.0001,"theta":-0.0218,"vega":0.0023},"bid":0.01,"ask":0.04,"bs":87,"as":26,"quote_time":"2026-09-04T19:59:59.677569545Z","fair_low":1.9384e-05,"fair":0.0006147338,"fair_high":0.0046550337,"hurdle":0.057,"surplus":-0.0563852662,"surplus_low":-0.056980616,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260925C00100000","S":59.82,"K":100.0,"T":0.0575342466,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":1,"as":57,"quote_time":"2026-09-04T19:59:57.060203037Z","fair_low":0.0,"fair":1.68e-08,"fair_high":3.5895e-06,"hurdle":0.092,"surplus":-0.0919999832,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930C00104000","S":59.82,"K":104.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":1538,"as":287,"quote_time":"2026-09-04T19:59:59.696583878Z","fair_low":0.0,"fair":6.03e-08,"fair_high":8.7398e-06,"hurdle":0.117,"surplus":-0.1169999397,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918C00085000","S":59.82,"K":85.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":835,"as":339,"quote_time":"2026-09-04T19:59:59.041593297Z","fair_low":2.1e-09,"fair":2.0141e-06,"fair_high":8.96143e-05,"hurdle":0.067,"surplus":-0.0669979859,"surplus_low":-0.0669999979,"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
SLV Sep8 CRR individual affordable leg values batch 227
Options mispricing2026-09-08 02:19
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":"SLV260930C00106000","S":59.82,"K":106.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":759,"as":135,"quote_time":"2026-09-04T19:59:59.603321996Z","fair_low":0.0,"fair":1.9e-08,"fair_high":4.0999e-06,"hurdle":0.072,"surplus":-0.071999981,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260911C00073000","S":59.82,"K":73.0,"T":0.0191780822,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":615,"as":62,"quote_time":"2026-09-04T19:59:59.67587515Z","fair_low":9.952e-07,"fair":9.0732e-05,"fair_high":0.0012375311,"hurdle":0.072,"surplus":-0.071909268,"surplus_low":-0.0719990048,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930C00097000","S":59.82,"K":97.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7688,"greeks":{"delta":0.0083,"gamma":0.002,"rho":0.0003,"theta":-0.0057,"vega":0.0034},"bid":0.01,"ask":0.05,"bs":521,"as":55,"quote_time":"2026-09-04T19:59:58.17850983Z","fair_low":2.2e-09,"fair":2.3274e-06,"fair_high":0.0001161188,"hurdle":0.072,"surplus":-0.0719976726,"surplus_low":-0.0719999978,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00048000","S":59.82,"K":48.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.5753,"greeks":{"delta":-0.0118,"gamma":0.0051,"rho":-0.0002,"theta":-0.0083,"vega":0.0032},"bid":0.01,"ask":0.04,"bs":1475,"as":640,"quote_time":"2026-09-04T19:59:59.528610818Z","fair_low":0.0001037353,"fair":0.0020985233,"fair_high":0.0120649949,"hurdle":0.057,"surplus":-0.0549014767,"surplus_low":-0.0568962647,"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
SLV Sep8 CRR individual affordable leg values batch 226
Options mispricing2026-09-08 02:19
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":"SLV260918P00040500","S":59.82,"K":40.5,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":2,"as":182,"quote_time":"2026-09-04T19:59:59.531963142Z","fair_low":0.0,"fair":6.84e-08,"fair_high":7.5615e-06,"hurdle":0.072,"surplus":-0.0719999316,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930P00035500","S":59.82,"K":35.5,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":290,"as":565,"quote_time":"2026-09-04T19:59:59.698193196Z","fair_low":0.0,"fair":1.485e-07,"fair_high":1.40397e-05,"hurdle":0.072,"surplus":-0.0719998515,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00042000","S":59.82,"K":42.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":72,"as":145,"quote_time":"2026-09-04T19:59:58.795379815Z","fair_low":8e-10,"fair":9.7e-07,"fair_high":4.9582e-05,"hurdle":0.042,"surplus":-0.04199903,"surplus_low":-0.0419999992,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260911C00072000","S":59.82,"K":72.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.8926,"greeks":{"delta":0.0267,"gamma":0.011,"rho":0.0002,"theta":-0.0432,"vega":0.0039},"bid":0.05,"ask":0.06,"bs":370,"as":134,"quote_time":"2026-09-04T19:59:59.581796446Z","fair_low":4.8677e-06,"fair":0.0002624463,"fair_high":0.0026133831,"hurdle":0.067,"surplus":-0.0667375537,"surplus_low":-0.0669951323,"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
SLV Sep8 CRR individual affordable leg values batch 225
Options mispricing2026-09-08 02:19
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":"SLV260911C00074000","S":59.82,"K":74.0,"T":0.0191780822,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":56,"as":23,"quote_time":"2026-09-04T19:59:59.042674013Z","fair_low":1.804e-07,"fair":3.04041e-05,"fair_high":0.0005656205,"hurdle":0.057,"surplus":-0.0569695959,"surplus_low":-0.0569998196,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918C00087000","S":59.82,"K":87.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":741,"as":226,"quote_time":"2026-09-04T19:59:57.065405717Z","fair_low":2e-10,"fair":3.989e-07,"fair_high":2.84605e-05,"hurdle":0.042,"surplus":-0.0419996011,"surplus_low":-0.0419999998,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260930P00040000","S":59.82,"K":40.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7467,"greeks":{"delta":-0.0121,"gamma":0.0028,"rho":-0.0005,"theta":-0.0076,"vega":0.0047},"bid":0.04,"ask":0.06,"bs":155,"as":81,"quote_time":"2026-09-04T19:59:59.803172491Z","fair_low":3.224e-07,"fair":5.08354e-05,"fair_high":0.0008835076,"hurdle":0.072,"surplus":-0.0719491646,"surplus_low":-0.0719996776,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260918C00082000","S":59.82,"K":82.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.8139,"greeks":{"delta":0.0156,"gamma":0.0046,"rho":0.0003,"theta":-0.0152,"vega":0.0041},"bid":0.01,"ask":0.08,"bs":718,"as":513,"quote_time":"2026-09-04T19:59:58.813282979Z","fair_low":7.57e-08,"fair":1.96528e-05,"fair_high":0.0004633883,"hurdle":0.117,"surplus":-0.1169803472,"surplus_low":-0.1169999243,"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
SLV Sep8 CRR individual affordable leg values batch 224
Options mispricing2026-09-08 02:19
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":"SLV260930C00098000","S":59.82,"K":98.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.8097,"greeks":{"delta":0.0103,"gamma":0.0022,"rho":0.0004,"theta":-0.0073,"vega":0.0041},"bid":0.01,"ask":0.07,"bs":277,"as":4,"quote_time":"2026-09-04T19:59:57.789922852Z","fair_low":9e-10,"fair":1.4456e-06,"fair_high":7.74626e-05,"hurdle":0.102,"surplus":-0.1019985544,"surplus_low":-0.1019999991,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930P00038000","S":59.82,"K":38.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7388,"greeks":{"delta":-0.0054,"gamma":0.0014,"rho":-0.0002,"theta":-0.0037,"vega":0.0023},"bid":0.01,"ask":0.03,"bs":83,"as":74,"quote_time":"2026-09-04T19:59:59.805638643Z","fair_low":9.1e-09,"fair":4.7635e-06,"fair_high":0.0001664143,"hurdle":0.042,"surplus":-0.0419952365,"surplus_low":-0.0419999909,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260918P00045000","S":59.82,"K":45.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7825,"greeks":{"delta":-0.0149,"gamma":0.0046,"rho":-0.0003,"theta":-0.0138,"vega":0.0039},"bid":0.04,"ask":0.05,"bs":140,"as":75,"quote_time":"2026-09-04T19:59:59.041377284Z","fair_low":6.44e-07,"fair":7.52828e-05,"fair_high":0.0010692447,"hurdle":0.057,"surplus":-0.0569247172,"surplus_low":-0.056999356,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260911C00075000","S":59.82,"K":75.0,"T":0.0191780822,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":558,"as":10,"quote_time":"2026-09-04T19:59:59.041150873Z","fair_low":3.03e-08,"fair":9.9808e-06,"fair_high":0.0002528157,"hurdle":0.057,"surplus":-0.0569900192,"surplus_low":-0.0569999697,"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
SLV Sep8 CRR individual affordable leg values batch 223
Options mispricing2026-09-08 02:19
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":"SLV260918P00046000","S":59.82,"K":46.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7035,"greeks":{"delta":-0.0132,"gamma":0.0046,"rho":-0.0002,"theta":-0.0112,"vega":0.0035},"bid":0.01,"ask":0.06,"bs":2,"as":224,"quote_time":"2026-09-04T19:59:59.784378501Z","fair_low":4.3039e-06,"fair":0.0002520631,"fair_high":0.0026250605,"hurdle":0.087,"surplus":-0.0867479369,"surplus_low":-0.0869956961,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260930P00039000","S":59.82,"K":39.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7005,"greeks":{"delta":-0.0056,"gamma":0.0015,"rho":-0.0002,"theta":-0.0036,"vega":0.0024},"bid":0.01,"ask":0.03,"bs":394,"as":140,"quote_time":"2026-09-04T19:59:57.095091608Z","fair_low":5.86e-08,"fair":1.60176e-05,"fair_high":0.0003950009,"hurdle":0.042,"surplus":-0.0419839824,"surplus_low":-0.0419999414,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260914P00051000","S":59.82,"K":51.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.5722,"greeks":{"delta":-0.0196,"gamma":0.0101,"rho":-0.0002,"theta":-0.016,"vega":0.0039},"bid":0.01,"ask":0.06,"bs":92,"as":76,"quote_time":"2026-09-04T19:59:57.078052124Z","fair_low":0.0006828385,"fair":0.007211962,"fair_high":0.0292886267,"hurdle":0.087,"surplus":-0.079788038,"surplus_low":-0.0863171615,"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
SLV Sep8 CRR individual affordable leg values batch 222
Options mispricing2026-09-08 02:19
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":"SLV260911C00069000","S":59.82,"K":69.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7602,"greeks":{"delta":0.0401,"gamma":0.0182,"rho":0.0003,"theta":-0.0517,"vega":0.0054},"bid":0.07,"ask":0.08,"bs":209,"as":94,"quote_time":"2026-09-04T19:59:59.583485038Z","fair_low":0.0003449749,"fair":0.0044494028,"fair_high":0.0204415417,"hurdle":0.087,"surplus":-0.0825505972,"surplus_low":-0.0866550251,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260914P00052000","S":59.82,"K":52.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.5693,"greeks":{"delta":-0.034,"gamma":0.016,"rho":-0.0004,"theta":-0.0252,"vega":0.0062},"bid":0.05,"ask":0.08,"bs":620,"as":993,"quote_time":"2026-09-04T19:59:59.785656486Z","fair_low":0.0026068112,"fair":0.0178783554,"fair_high":0.057292866,"hurdle":0.097,"surplus":-0.0791216446,"surplus_low":-0.0943931888,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260930P00041000","S":59.82,"K":41.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.716,"greeks":{"delta":-0.0137,"gamma":0.0033,"rho":-0.0006,"theta":-0.0081,"vega":0.0053},"bid":0.04,"ask":0.07,"bs":89,"as":91,"quote_time":"2026-09-04T19:59:58.116757592Z","fair_low":1.5536e-06,"fair":0.0001438012,"fair_high":0.0018888099,"hurdle":0.087,"surplus":-0.0868561988,"surplus_low":-0.0869984464,"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
SLV Sep8 CRR individual affordable leg values batch 221
Options mispricing2026-09-08 02:19
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":"SLV260914P00048000","S":59.82,"K":48.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.7701,"greeks":{"delta":-0.0168,"gamma":0.0066,"rho":-0.0002,"theta":-0.0189,"vega":0.0035},"bid":0.03,"ask":0.05,"bs":49,"as":66,"quote_time":"2026-09-04T19:59:59.79015167Z","fair_low":4.4192e-06,"fair":0.000243966,"fair_high":0.0024622813,"hurdle":0.062,"surplus":-0.061756034,"surplus_low":-0.0619955808,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930P00037000","S":59.82,"K":37.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.8171,"greeks":{"delta":-0.007,"gamma":0.0016,"rho":-0.0003,"theta":-0.0052,"vega":0.0029},"bid":0.01,"ask":0.05,"bs":48,"as":80,"quote_time":"2026-09-04T19:59:58.116812301Z","fair_low":1.1e-09,"fair":1.3081e-06,"fair_high":6.47257e-05,"hurdle":0.072,"surplus":-0.0719986919,"surplus_low":-0.0719999989,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00045500","S":59.82,"K":45.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.756,"greeks":{"delta":-0.0154,"gamma":0.0049,"rho":-0.0003,"theta":-0.0137,"vega":0.004},"bid":0.04,"ask":0.05,"bs":387,"as":2,"quote_time":"2026-09-04T19:59:57.059778682Z","fair_low":1.7462e-06,"fair":0.0001395781,"fair_high":0.0016945994,"hurdle":0.057,"surplus":-0.0568604219,"surplus_low":-0.0569982538,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918C00089000","S":59.82,"K":89.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":624,"as":253,"quote_time":"2026-09-04T19:59:57.065315561Z","fair_low":0.0,"fair":7.36e-08,"fair_high":9.1482e-06,"hurdle":0.062,"surplus":-0.0619999264,"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
SLV Sep8 CRR individual affordable leg values batch 220
Options mispricing2026-09-08 02:19
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":"SLV260911P00054000","S":59.82,"K":54.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.5813,"greeks":{"delta":-0.0428,"gamma":0.025,"rho":-0.0003,"theta":-0.0412,"vega":0.0057},"bid":0.06,"ask":0.07,"bs":700,"as":207,"quote_time":"2026-09-04T19:59:57.079523797Z","fair_low":0.0067508209,"fair":0.0326854289,"fair_high":0.0862964649,"hurdle":0.077,"surplus":-0.0443145711,"surplus_low":-0.0702491791,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260925P00045000","S":59.82,"K":45.0,"T":0.0575342466,"sigma":0.3892471821,"iv":0.6561,"greeks":{"delta":-0.0207,"gamma":0.0057,"rho":-0.0006,"theta":-0.0119,"vega":0.0066},"bid":0.06,"ask":0.08,"bs":540,"as":912,"quote_time":"2026-09-04T19:59:59.293745861Z","fair_low":4.89208e-05,"fair":0.0013787382,"fair_high":0.0093009519,"hurdle":0.092,"surplus":-0.0906212618,"surplus_low":-0.0919510792,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260925C00095000","S":59.82,"K":95.0,"T":0.0575342466,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":120,"as":50,"quote_time":"2026-09-04T19:59:55.020170267Z","fair_low":2e-10,"fair":3.955e-07,"fair_high":3.21743e-05,"hurdle":0.047,"surplus":-0.0469996045,"surplus_low":-0.0469999998,"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
SLV Sep8 CRR individual affordable leg values batch 219
Options mispricing2026-09-08 02:19
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":"SLV260918C00080000","S":59.82,"K":80.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7343,"greeks":{"delta":0.0136,"gamma":0.0046,"rho":0.0002,"theta":-0.0122,"vega":0.0036},"bid":0.03,"ask":0.04,"bs":648,"as":150,"quote_time":"2026-09-04T19:59:57.064348928Z","fair_low":6.974e-07,"fair":8.17003e-05,"fair_high":0.0013004852,"hurdle":0.047,"surplus":-0.0469182997,"surplus_low":-0.0469993026,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260911P00053000","S":59.82,"K":53.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.5978,"greeks":{"delta":-0.0243,"gamma":0.0152,"rho":-0.0002,"theta":-0.0266,"vega":0.0036},"bid":0.01,"ask":0.06,"bs":507,"as":72,"quote_time":"2026-09-04T19:59:59.001235049Z","fair_low":0.0016461599,"fair":0.0122940507,"fair_high":0.0418128167,"hurdle":0.087,"surplus":-0.0747059493,"surplus_low":-0.0853538401,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260925P00040000","S":59.82,"K":40.0,"T":0.0575342466,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":802,"as":808,"quote_time":"2026-09-04T19:59:59.549860094Z","fair_low":1.24e-08,"fair":6.0662e-06,"fair_high":0.0001897707,"hurdle":0.077,"surplus":-0.0769939338,"surplus_low":-0.0769999876,"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
SLV Sep8 CRR individual affordable leg values batch 218
Options mispricing2026-09-08 02:19
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":"SLV260930P00042500","S":59.82,"K":42.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6267,"greeks":{"delta":-0.0117,"gamma":0.0033,"rho":-0.0005,"theta":-0.0062,"vega":0.0046},"bid":0.01,"ask":0.07,"bs":360,"as":93,"quote_time":"2026-09-04T19:59:59.628427124Z","fair_low":1.31974e-05,"fair":0.0005894797,"fair_high":0.005259849,"hurdle":0.102,"surplus":-0.1014105203,"surplus_low":-0.1019868026,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930C00099000","S":59.82,"K":99.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7806,"greeks":{"delta":0.0069,"gamma":0.0016,"rho":0.0002,"theta":-0.005,"vega":0.0029},"bid":0.01,"ask":0.04,"bs":82,"as":65,"quote_time":"2026-09-04T19:59:59.698072327Z","fair_low":4e-10,"fair":8.466e-07,"fair_high":5.64776e-05,"hurdle":0.057,"surplus":-0.0569991534,"surplus_low":-0.0569999996,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260914P00050000","S":59.82,"K":50.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.6456,"greeks":{"delta":-0.0198,"gamma":0.009,"rho":-0.0002,"theta":-0.0182,"vega":0.004},"bid":0.03,"ask":0.05,"bs":277,"as":16,"quote_time":"2026-09-04T19:59:55.05335983Z","fair_low":0.0001555617,"fair":0.0026200282,"fair_high":0.0139011794,"hurdle":0.062,"surplus":-0.0593799718,"surplus_low":-0.0618444383,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930C00107000","S":59.82,"K":107.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":1714,"as":75,"quote_time":"2026-09-04T19:59:58.177737478Z","fair_low":0.0,"fair":1.16e-08,"fair_high":2.6376e-06,"hurdle":0.102,"surplus":-0.1019999884,"surplus_low":-0.102,"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
SLV Sep8 CRR individual affordable leg values batch 217
Options mispricing2026-09-08 02:19
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":"SLV260914P00049000","S":59.82,"K":49.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.6779,"greeks":{"delta":-0.0146,"gamma":0.0066,"rho":-0.0002,"theta":-0.0148,"vega":0.0031},"bid":0.01,"ask":0.05,"bs":72,"as":61,"quote_time":"2026-09-04T19:59:57.0780462Z","fair_low":2.90649e-05,"fair":0.000841847,"fair_high":0.0060981846,"hurdle":0.072,"surplus":-0.071158153,"surplus_low":-0.0719709351,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260911P00050000","S":59.82,"K":50.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7424,"greeks":{"delta":-0.0094,"gamma":0.0054,"rho":-0.0001,"theta":-0.0146,"vega":0.0016},"bid":0.01,"ask":0.02,"bs":1,"as":57,"quote_time":"2026-09-04T19:59:59.536658803Z","fair_low":6.7076e-06,"fair":0.000306469,"fair_high":0.0027828398,"hurdle":0.027,"surplus":-0.026693531,"surplus_low":-0.0269932924,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SLV","occ":"SLV260930C00092000","S":59.82,"K":92.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.731,"greeks":{"delta":0.0125,"gamma":0.0029,"rho":0.0004,"theta":-0.0078,"vega":0.0049},"bid":0.02,"ask":0.07,"bs":492,"as":7,"quote_time":"2026-09-04T19:59:59.53503829Z","fair_low":1.095e-07,"fair":2.85556e-05,"fair_high":0.0006707008,"hurdle":0.097,"surplus":-0.0969714444,"surplus_low":-0.0969998905,"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
SLV Sep8 CRR individual affordable leg values batch 216
Options mispricing2026-09-08 02:18
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":"SLV260911C00070000","S":59.82,"K":70.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.754,"greeks":{"delta":0.0258,"gamma":0.0127,"rho":0.0002,"theta":-0.0356,"vega":0.0038},"bid":0.02,"ask":0.07,"bs":484,"as":112,"quote_time":"2026-09-04T19:59:57.079490348Z","fair_low":9.0422e-05,"fair":0.0018309126,"fair_high":0.0105742415,"hurdle":0.097,"surplus":-0.0951690874,"surplus_low":-0.096909578,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260916P00046000","S":59.82,"K":46.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.7923,"greeks":{"delta":-0.0146,"gamma":0.005,"rho":-0.0002,"theta":-0.0152,"vega":0.0035},"bid":0.03,"ask":0.05,"bs":64,"as":69,"quote_time":"2026-09-04T19:59:57.752574487Z","fair_low":6.781e-07,"fair":7.436e-05,"fair_high":0.0010534215,"hurdle":0.062,"surplus":-0.06192564,"surplus_low":-0.0619993219,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260914C00072000","S":59.82,"K":72.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.6153,"greeks":{"delta":0.0168,"gamma":0.0082,"rho":0.0002,"theta":-0.0153,"vega":0.0035},"bid":0.01,"ask":0.05,"bs":59,"as":55,"quote_time":"2026-09-04T19:59:55.018416267Z","fair_low":0.000136978,"fair":0.0025557587,"fair_high":0.0141443743,"hurdle":0.072,"surplus":-0.0694442413,"surplus_low":-0.071863022,"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 CRR individual affordable leg values batch 215
Options mispricing2026-09-08 02:18
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":"RIOT","occ":"RIOT260918P00014000","S":21.8,"K":14.0,"T":0.0383561644,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":1,"as":1,"quote_time":"2026-09-04T19:55:06.737855354Z","fair_low":0.0009669206,"fair":0.0087821546,"fair_high":0.032825307,"hurdle":0.062,"surplus":-0.0532178454,"surplus_low":-0.0610330794,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"RIOT","occ":"RIOT260911P00016500","S":21.8,"K":16.5,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1,"as":11,"quote_time":"2026-09-04T19:59:34.764195875Z","fair_low":0.0023529024,"fair":0.0145647434,"fair_high":0.0454902547,"hurdle":0.042,"surplus":-0.0274352566,"surplus_low":-0.0396470976,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260930P00040500","S":59.82,"K":40.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6916,"greeks":{"delta":-0.0095,"gamma":0.0024,"rho":-0.0004,"theta":-0.0057,"vega":0.0038},"bid":0.01,"ask":0.06,"bs":97,"as":81,"quote_time":"2026-09-04T19:59:59.487355186Z","fair_low":7.188e-07,"fair":8.67739e-05,"fair_high":0.0012839022,"hurdle":0.087,"surplus":-0.0869132261,"surplus_low":-0.0869992812,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260914C00074000","S":59.82,"K":74.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.733,"greeks":{"delta":0.0208,"gamma":0.0082,"rho":0.0002,"theta":-0.0218,"vega":0.0041},"bid":0.01,"ask":0.08,"bs":59,"as":82,"quote_time":"2026-09-04T19:59:59.57774121Z","fair_low":1.31892e-05,"fair":0.0005490666,"fair_high":0.0047222661,"hurdle":0.117,"surplus":-0.1164509334,"surplus_low":-0.1169868108,"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
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