RIOT Sep8 CRR individual affordable leg values batch 214
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":"RIOT261002P00014000","S":21.8,"K":14.0,"T":0.0767123288,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":131,"as":25,"quote_time":"2026-09-04T19:59:59.914009396Z","fair_low":0.0218202499,"fair":0.0828692469,"fair_high":0.1920646615,"hurdle":0.117,"surplus":-0.0341307531,"surplus_low":-0.0951797501,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"RIOT","occ":"RIOT260911C00028000","S":21.8,"K":28.0,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":381,"as":14,"quote_time":"2026-09-04T19:59:59.494838515Z","fair_low":0.0074310536,"fair":0.0356312993,"fair_high":0.0933940481,"hurdle":0.087,"surplus":-0.0513687007,"surplus_low":-0.0795689464,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"RIOT","occ":"RIOT260911C00027000","S":21.8,"K":27.0,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":16,"as":12,"quote_time":"2026-09-04T19:59:58.071704364Z","fair_low":0.0198524303,"fair":0.0698619644,"fair_high":0.155057942,"hurdle":0.102,"surplus":-0.0321380356,"surplus_low":-0.0821475697,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"RIOT","occ":"RIOT260918C00037000","S":21.8,"K":37.0,"T":0.0383561644,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":1,"as":883,"quote_time":"2026-09-04T19:59:59.904681128Z","fair_low":0.0001842502,"fair":0.0033452976,"fair_high":0.018562435,"hurdle":0.077,"surplus":-0.0736547024,"surplus_low":-0.0768157498,"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
RIOT Sep8 CRR individual affordable leg values batch 213
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":"RIOT260911P00019000","S":21.8,"K":19.0,"T":0.0191780822,"sigma":0.9478839238,"iv":0.9056,"greeks":{"delta":-0.078,"gamma":0.0711,"rho":-0.0002,"theta":-0.0372,"vega":0.0033},"bid":0.07,"ask":0.08,"bs":33,"as":78,"quote_time":"2026-09-04T19:59:59.394646513Z","fair_low":0.0938556204,"fair":0.2011336809,"fair_high":0.3346346738,"hurdle":0.087,"surplus":0.1141336809,"surplus_low":0.0068556204,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"RIOT","occ":"RIOT260911P00018000","S":21.8,"K":18.0,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":88,"as":81,"quote_time":"2026-09-04T19:59:59.519326549Z","fair_low":0.0271634311,"fair":0.0823699342,"fair_high":0.1677013569,"hurdle":0.072,"surplus":0.0103699342,"surplus_low":-0.0448365689,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"RIOT","occ":"RIOT260918C00031000","S":21.8,"K":31.0,"T":0.0383561644,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":55,"as":32,"quote_time":"2026-09-04T19:59:59.732134834Z","fair_low":0.011630233,"fair":0.0546422119,"fair_high":0.1418334049,"hurdle":0.057,"surplus":-0.0023577881,"surplus_low":-0.045369767,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"RIOT","occ":"RIOT260911P00017000","S":21.8,"K":17.0,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":1,"as":89,"quote_time":"2026-09-04T19:59:59.494648478Z","fair_low":0.0058376058,"fair":0.0277932305,"fair_high":0.0727286884,"hurdle":0.072,"surplus":-0.0442067695,"surplus_low":-0.0661623942,"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 212
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":"PATH","occ":"PATH260911C00018000","S":15.19,"K":18.0,"T":0.0191780822,"sigma":0.8886457462,"iv":0.8365,"greeks":{"delta":0.03,"gamma":0.0511,"rho":0,"theta":-0.0114,"vega":0.0011},"bid":0.01,"ask":0.02,"bs":1,"as":14,"quote_time":"2026-09-04T19:59:01.811249353Z","fair_low":0.0284211058,"fair":0.0789890806,"fair_high":0.1527293611,"hurdle":0.027,"surplus":0.0519890806,"surplus_low":0.0014211058,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"PATH","occ":"PATH260918C00019000","S":15.19,"K":19.0,"T":0.0383561644,"sigma":0.8886457462,"iv":0.7678,"greeks":{"delta":0.055,"gamma":0.0549,"rho":0.0002,"theta":-0.0103,"vega":0.0029},"bid":0.03,"ask":0.06,"bs":8,"as":12,"quote_time":"2026-09-04T19:59:51.575696329Z","fair_low":0.0552842033,"fair":0.1402217098,"fair_high":0.2606191777,"hurdle":0.077,"surplus":0.0632217098,"surplus_low":-0.0217157967,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"RIOT","occ":"RIOT260918C00036000","S":21.8,"K":36.0,"T":0.0383561644,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1,"as":10,"quote_time":"2026-09-04T19:59:59.495076122Z","fair_low":0.0003805834,"fair":0.0054124869,"fair_high":0.0261532346,"hurdle":0.042,"surplus":-0.0365875131,"surplus_low":-0.0416194166,"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
PATH Sep8 CRR individual affordable leg values batch 211
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":"PATH","occ":"PATH260918P00012000","S":15.19,"K":12.0,"T":0.0383561644,"sigma":0.8886457462,"iv":0.8077,"greeks":{"delta":-0.0388,"gamma":0.0394,"rho":-0.0002,"theta":-0.0081,"vega":0.0022},"bid":0.03,"ask":0.04,"bs":20,"as":1431,"quote_time":"2026-09-04T19:59:59.597890063Z","fair_low":0.0336056796,"fair":0.093289059,"fair_high":0.1784967928,"hurdle":0.047,"surplus":0.046289059,"surplus_low":-0.0133943204,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"PATH","occ":"PATH260918C00020000","S":15.19,"K":20.0,"T":0.0383561644,"sigma":0.8886457462,"iv":0.9557,"greeks":{"delta":0.0589,"gamma":0.0466,"rho":0.0003,"theta":-0.0136,"vega":0.0031},"bid":0.05,"ask":0.07,"bs":25,"as":14,"quote_time":"2026-09-04T19:59:59.112454851Z","fair_low":0.0222083014,"fair":0.0747319651,"fair_high":0.1616209001,"hurdle":0.082,"surplus":-0.0072680349,"surplus_low":-0.0597916986,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"PATH","occ":"PATH261016P00011000","S":15.19,"K":11.0,"T":0.1150684932,"sigma":0.8886457462,"iv":0.6237,"greeks":{"delta":-0.0438,"gamma":0.0299,"rho":-0.0008,"theta":-0.0036,"vega":0.0046},"bid":0.05,"ask":0.07,"bs":319,"as":981,"quote_time":"2026-09-04T19:59:58.91172155Z","fair_low":0.1250146525,"fair":0.2733452961,"fair_high":0.4609669992,"hurdle":0.082,"surplus":0.1913452961,"surplus_low":0.0430146525,"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
PATH Sep8 CRR individual affordable leg values batch 210
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":"PATH","occ":"PATH261016C00025000","S":15.19,"K":25.0,"T":0.1150684932,"sigma":0.8886457462,"iv":0.7675,"greeks":{"delta":0.0328,"gamma":0.0192,"rho":0.0005,"theta":-0.0036,"vega":0.0036},"bid":0.01,"ask":0.08,"bs":492,"as":1698,"quote_time":"2026-09-04T19:59:59.076819619Z","fair_low":0.0347229362,"fair":0.1234268723,"fair_high":0.2753662622,"hurdle":0.117,"surplus":0.0064268723,"surplus_low":-0.0822770638,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"PATH","occ":"PATH260911C00019500","S":15.19,"K":19.5,"T":0.0191780822,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":2,"quote_time":"2026-09-04T19:55:00.345711672Z","fair_low":0.0030045546,"fair":0.0167705507,"fair_high":0.0474544702,"hurdle":0.047,"surplus":-0.0302294493,"surplus_low":-0.0439954454,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"PATH","occ":"PATH260911C00018500","S":15.19,"K":18.5,"T":0.0191780822,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":2,"as":2,"quote_time":"2026-09-04T19:59:58.897686745Z","fair_low":0.014048032,"fair":0.0483134206,"fair_high":0.1057144568,"hurdle":0.067,"surplus":-0.0186865794,"surplus_low":-0.052951968,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"PATH","occ":"PATH260918C00020500","S":15.19,"K":20.5,"T":0.0383561644,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":5,"as":707,"quote_time":"2026-09-04T19:59:59.078018472Z","fair_low":0.013943637,"fair":0.0538082607,"fair_high":0.1259218901,"hurdle":0.087,"surplus":-0.0331917393,"surplus_low":-0.073056363,"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
PATH Sep8 CRR individual affordable leg values batch 209
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":"PATH","occ":"PATH260911C00020000","S":15.19,"K":20.0,"T":0.0191780822,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":206,"as":424,"quote_time":"2026-09-04T19:59:59.100168857Z","fair_low":0.0013286989,"fair":0.0095064659,"fair_high":0.0314142627,"hurdle":0.027,"surplus":-0.0174935341,"surplus_low":-0.0256713011,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"PATH","occ":"PATH261016C00024000","S":15.19,"K":24.0,"T":0.1150684932,"sigma":0.8886457462,"iv":0.688,"greeks":{"delta":0.0287,"gamma":0.0192,"rho":0.0004,"theta":-0.0029,"vega":0.0033},"bid":0.01,"ask":0.06,"bs":1,"as":870,"quote_time":"2026-09-04T19:59:59.078258091Z","fair_low":0.0533747348,"fair":0.1659495116,"fair_high":0.34174309,"hurdle":0.087,"surplus":0.0789495116,"surplus_low":-0.0336252652,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"PATH","occ":"PATH260925C00023000","S":15.19,"K":23.0,"T":0.0575342466,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":1,"as":515,"quote_time":"2026-09-04T19:59:59.919308306Z","fair_low":0.0079923588,"fair":0.0396879894,"fair_high":0.1070658891,"hurdle":0.027,"surplus":0.0126879894,"surplus_low":-0.0190076412,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"PATH","occ":"PATH261002P00012000","S":15.19,"K":12.0,"T":0.0767123288,"sigma":0.8886457462,"iv":0.5529,"greeks":{"delta":-0.0423,"gamma":0.041,"rho":-0.0005,"theta":-0.0039,"vega":0.0036},"bid":0.01,"ask":0.07,"bs":469,"as":450,"quote_time":"2026-09-04T19:59:59.204304789Z","fair_low":0.1451268576,"fair":0.2916261788,"fair_high":0.4698980252,"hurdle":0.102,"surplus":0.1896261788,"surplus_low":0.0431268576,"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 CRR individual affordable leg values batch 208
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":"NVDA","occ":"NVDA260916C00275000","S":230.36,"K":275.0,"T":0.0328767123,"sigma":0.4468299881,"iv":0.4819,"greeks":{"delta":0.0096,"gamma":0.0015,"rho":0.0005,"theta":-0.025,"vega":0.0093},"bid":0.04,"ask":0.07,"bs":79,"as":37,"quote_time":"2026-09-04T19:59:59.939425009Z","fair_low":0.0161987478,"fair":0.1077132015,"fair_high":0.3385688241,"hurdle":0.087,"surplus":0.0207132015,"surplus_low":-0.0708012522,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00115000","S":230.36,"K":115.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":60,"as":125,"quote_time":"2026-09-04T19:59:59.47985625Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260911P00135000","S":230.36,"K":135.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":10,"as":1,"quote_time":"2026-09-04T19:59:59.397233518Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"PATH","occ":"PATH260911C00019000","S":15.19,"K":19.0,"T":0.0191780822,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":49,"as":812,"quote_time":"2026-09-04T19:59:59.940423934Z","fair_low":0.0066209641,"fair":0.0286592354,"fair_high":0.0716103258,"hurdle":0.117,"surplus":-0.0883407646,"surplus_low":-0.1103790359,"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
NVDA Sep8 CRR individual affordable leg values batch 207
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":"NVDA","occ":"NVDA261002P00060000","S":230.36,"K":60.0,"T":0.0767123288,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":35,"as":35,"quote_time":"2026-09-04T19:59:58.341068409Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260918P00085000","S":230.36,"K":85.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":10,"quote_time":"2026-09-04T19:59:58.685106423Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260911P00175000","S":230.36,"K":175.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.02,"ask":0.04,"bs":104,"as":20,"quote_time":"2026-09-04T19:59:59.405112583Z","fair_low":1.39e-08,"fair":9.1163e-06,"fair_high":0.0003340877,"hurdle":0.052,"surplus":-0.0519908837,"surplus_low":-0.0519999861,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261009P00085000","S":230.36,"K":85.0,"T":0.095890411,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.02,"ask":0.06,"bs":1,"as":5,"quote_time":"2026-09-04T19:59:59.397422623Z","fair_low":0.0,"fair":0.0,"fair_high":1.7e-09,"hurdle":0.082,"surplus":-0.082,"surplus_low":-0.082,"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
NVDA Sep8 CRR individual affordable leg values batch 206
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":"NVDA","occ":"NVDA261016C00380000","S":230.36,"K":380.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5398,"greeks":{"delta":0.003,"gamma":0.0002,"rho":0.0007,"theta":-0.0048,"vega":0.0069},"bid":0.03,"ask":0.04,"bs":33,"as":10,"quote_time":"2026-09-04T19:59:59.631505335Z","fair_low":0.0001479503,"fair":0.0060064485,"fair_high":0.0509342512,"hurdle":0.047,"surplus":-0.0409935515,"surplus_low":-0.0468520497,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260925C00310000","S":230.36,"K":310.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.5396,"greeks":{"delta":0.0075,"gamma":0.0007,"rho":0.0008,"theta":-0.0159,"vega":0.0105},"bid":0.05,"ask":0.08,"bs":64,"as":63,"quote_time":"2026-09-04T19:59:59.615585855Z","fair_low":0.0016252634,"fair":0.0252517421,"fair_high":0.127521346,"hurdle":0.097,"surplus":-0.0717482579,"surplus_low":-0.0953747366,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA261016P00065000","S":230.36,"K":65.0,"T":0.1150684932,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":5,"as":12,"quote_time":"2026-09-04T19:59:59.615149561Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261016C00360000","S":230.36,"K":360.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.4944,"greeks":{"delta":0.0037,"gamma":0.0003,"rho":0.0009,"theta":-0.0053,"vega":0.0082},"bid":0.01,"ask":0.07,"bs":5,"as":78,"quote_time":"2026-09-04T19:59:59.767585076Z","fair_low":0.0010175253,"fair":0.0214962793,"fair_high":0.127916859,"hurdle":0.102,"surplus":-0.0805037207,"surplus_low":-0.1009824747,"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
NVDA Sep8 CRR individual affordable leg values batch 205
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":"NVDA","occ":"NVDA261016C00355000","S":230.36,"K":355.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5053,"greeks":{"delta":0.0056,"gamma":0.0004,"rho":0.0013,"theta":-0.0079,"vega":0.0121},"bid":0.05,"ask":0.08,"bs":71,"as":99,"quote_time":"2026-09-04T19:59:59.147992111Z","fair_low":0.0016646509,"fair":0.0293141112,"fair_high":0.1596018959,"hurdle":0.097,"surplus":-0.0676858888,"surplus_low":-0.0953353491,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260911P00185000","S":230.36,"K":185.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":15,"as":300,"quote_time":"2026-09-04T19:59:59.480230656Z","fair_low":7.7962e-06,"fair":0.0005428923,"fair_high":0.0063797256,"hurdle":0.067,"surplus":-0.0664571077,"surplus_low":-0.0669922038,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260925P00120000","S":230.36,"K":120.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":12,"as":100,"quote_time":"2026-09-04T19:59:59.714889989Z","fair_low":0.0,"fair":7e-10,"fair_high":5.161e-07,"hurdle":0.087,"surplus":-0.0869999993,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260925P00125000","S":230.36,"K":125.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.02,"ask":0.06,"bs":100,"as":42,"quote_time":"2026-09-04T19:59:59.390672565Z","fair_low":0.0,"fair":9.5e-09,"fair_high":3.12e-06,"hurdle":0.082,"surplus":-0.0819999905,"surplus_low":-0.082,"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
NVDA Sep8 CRR individual affordable leg values batch 204
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":"NVDA","occ":"NVDA260918P00100000","S":230.36,"K":100.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":52,"as":10,"quote_time":"2026-09-04T19:59:58.169173322Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260911P00140000","S":230.36,"K":140.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":20,"as":15,"quote_time":"2026-09-04T19:59:59.40302586Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260914C00290000","S":230.36,"K":290.0,"T":0.0273972603,"sigma":0.4468299881,"iv":0.66,"greeks":{"delta":0.0061,"gamma":0.0008,"rho":0.0003,"theta":-0.0259,"vega":0.0055},"bid":0.03,"ask":0.05,"bs":32,"as":5,"quote_time":"2026-09-04T19:59:59.920013577Z","fair_low":0.0001734894,"fair":0.0048122737,"fair_high":0.0349001487,"hurdle":0.062,"surplus":-0.0571877263,"surplus_low":-0.0618265106,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260918P00130000","S":230.36,"K":130.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":74,"as":98,"quote_time":"2026-09-04T19:59:59.206010423Z","fair_low":0.0,"fair":0.0,"fair_high":5e-08,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"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
NVDA Sep8 CRR individual affordable leg values batch 203
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":"NVDA","occ":"NVDA261016C00400000","S":230.36,"K":400.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5707,"greeks":{"delta":0.0021,"gamma":0.0002,"rho":0.0005,"theta":-0.0037,"vega":0.005},"bid":0.01,"ask":0.04,"bs":63,"as":10,"quote_time":"2026-09-04T19:59:58.545570539Z","fair_low":1.93467e-05,"fair":0.0015895075,"fair_high":0.0197057198,"hurdle":0.057,"surplus":-0.0554104925,"surplus_low":-0.0569806533,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261016C00375000","S":230.36,"K":375.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.501,"greeks":{"delta":0.0019,"gamma":0.0002,"rho":0.0004,"theta":-0.003,"vega":0.0046},"bid":0.01,"ask":0.03,"bs":11,"as":10,"quote_time":"2026-09-04T19:59:59.805926657Z","fair_low":0.0002474352,"fair":0.0083065785,"fair_high":0.0631719642,"hurdle":0.042,"surplus":-0.0336934215,"surplus_low":-0.0417525648,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NVDA","occ":"NVDA260916C00290000","S":230.36,"K":290.0,"T":0.0328767123,"sigma":0.4468299881,"iv":0.5816,"greeks":{"delta":0.0061,"gamma":0.0008,"rho":0.0003,"theta":-0.0202,"vega":0.0062},"bid":0.01,"ask":0.07,"bs":33,"as":51,"quote_time":"2026-09-04T19:59:59.614330282Z","fair_low":0.000788959,"fair":0.0140071675,"fair_high":0.0771704259,"hurdle":0.102,"surplus":-0.0879928325,"surplus_low":-0.101211041,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261016P00085000","S":230.36,"K":85.0,"T":0.1150684932,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":1,"as":9,"quote_time":"2026-09-04T19:59:59.694004931Z","fair_low":0.0,"fair":0.0,"fair_high":5.27e-08,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
NVDA Sep8 CRR individual affordable leg values batch 202
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":"NVDA","occ":"NVDA260925P00110000","S":230.36,"K":110.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":3,"as":33,"quote_time":"2026-09-04T19:59:59.777188365Z","fair_low":0.0,"fair":0.0,"fair_high":8.5e-09,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260918C00320000","S":230.36,"K":320.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.7066,"greeks":{"delta":0.0041,"gamma":0.0004,"rho":0.0003,"theta":-0.0157,"vega":0.0049},"bid":0.03,"ask":0.04,"bs":23,"as":40,"quote_time":"2026-09-04T19:59:59.748369059Z","fair_low":4.4051e-06,"fair":0.0004835495,"fair_high":0.0068121081,"hurdle":0.047,"surplus":-0.0465164505,"surplus_low":-0.0469955949,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261016C00350000","S":230.36,"K":350.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.4723,"greeks":{"delta":0.0043,"gamma":0.0004,"rho":0.001,"theta":-0.0058,"vega":0.0094},"bid":0.02,"ask":0.07,"bs":83,"as":10,"quote_time":"2026-09-04T19:59:59.863834669Z","fair_low":0.0026780385,"fair":0.0404190561,"fair_high":0.2000253525,"hurdle":0.097,"surplus":-0.0565809439,"surplus_low":-0.0943219615,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918C00290000","S":230.36,"K":290.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.4888,"greeks":{"delta":0.0034,"gamma":0.0005,"rho":0.0002,"theta":-0.0092,"vega":0.0041},"bid":0.01,"ask":0.03,"bs":130,"as":36,"quote_time":"2026-09-04T19:59:59.990312421Z","fair_low":0.0024676117,"fair":0.0311580885,"fair_high":0.140175739,"hurdle":0.042,"surplus":-0.0108419115,"surplus_low":-0.0395323883,"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
NVDA Sep8 CRR individual affordable leg values batch 201
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":"NVDA","occ":"NVDA261016C00385000","S":230.36,"K":385.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5657,"greeks":{"delta":0.0036,"gamma":0.0003,"rho":0.0008,"theta":-0.006,"vega":0.0082},"bid":0.03,"ask":0.06,"bs":10,"as":14,"quote_time":"2026-09-04T19:59:59.810823259Z","fair_low":8.82025e-05,"fair":0.0042213144,"fair_high":0.0393840722,"hurdle":0.077,"surplus":-0.0727786856,"surplus_low":-0.0769117975,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA261002C00330000","S":230.36,"K":330.0,"T":0.0767123288,"sigma":0.4468299881,"iv":0.4888,"greeks":{"delta":0.0029,"gamma":0.0003,"rho":0.0004,"theta":-0.0053,"vega":0.0054},"bid":0.01,"ask":0.04,"bs":86,"as":121,"quote_time":"2026-09-04T19:59:59.964911559Z","fair_low":0.0009923231,"fair":0.0192585425,"fair_high":0.1085021349,"hurdle":0.057,"surplus":-0.0377414575,"surplus_low":-0.0560076769,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261016C00365000","S":230.36,"K":365.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5013,"greeks":{"delta":0.0032,"gamma":0.0003,"rho":0.0007,"theta":-0.0048,"vega":0.0073},"bid":0.01,"ask":0.06,"bs":32,"as":37,"quote_time":"2026-09-04T19:59:59.810873208Z","fair_low":0.0006443457,"fair":0.0158399136,"fair_high":0.100782744,"hurdle":0.087,"surplus":-0.0711600864,"surplus_low":-0.0863556543,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260918P00095000","S":230.36,"K":95.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":32,"as":10,"quote_time":"2026-09-04T19:59:58.685098265Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
NVDA Sep8 CRR individual affordable leg values batch 200
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":"NVDA","occ":"NVDA261016C00370000","S":230.36,"K":370.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.4767,"greeks":{"delta":0.0015,"gamma":0.0001,"rho":0.0004,"theta":-0.0023,"vega":0.0037},"bid":0.01,"ask":0.02,"bs":11,"as":10,"quote_time":"2026-09-04T19:59:59.804228699Z","fair_low":0.0004039752,"fair":0.0112854035,"fair_high":0.0810448596,"hurdle":0.027,"surplus":-0.0157145965,"surplus_low":-0.0265960248,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"NVDA","occ":"NVDA260918P00155000","S":230.36,"K":155.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":59,"as":80,"quote_time":"2026-09-04T19:59:59.559775638Z","fair_low":8.6e-09,"fair":7.2579e-06,"fair_high":0.0003267463,"hurdle":0.102,"surplus":-0.1019927421,"surplus_low":-0.1019999914,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260911P00120000","S":230.36,"K":120.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":24,"as":12,"quote_time":"2026-09-04T19:59:59.547169648Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NVDA","occ":"NVDA261016C00440000","S":230.36,"K":440.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.693,"greeks":{"delta":0.003,"gamma":0.0002,"rho":0.0007,"theta":-0.0063,"vega":0.007},"bid":0.03,"ask":0.06,"bs":5,"as":23,"quote_time":"2026-09-04T19:59:59.933105176Z","fair_low":2.759e-07,"fair":9.8346e-05,"fair_high":0.0027169696,"hurdle":0.077,"surplus":-0.076901654,"surplus_low":-0.0769997241,"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
NVDA Sep8 CRR individual affordable leg values batch 199
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":"NVDA","occ":"NVDA260911C00275000","S":230.36,"K":275.0,"T":0.0191780822,"sigma":0.4468299881,"iv":0.7072,"greeks":{"delta":0.0082,"gamma":0.0013,"rho":0.0002,"theta":-0.0476,"vega":0.0054},"bid":0.04,"ask":0.05,"bs":100,"as":271,"quote_time":"2026-09-04T19:59:59.362896708Z","fair_low":0.0005264409,"fair":0.0096804656,"fair_high":0.0536811945,"hurdle":0.057,"surplus":-0.0473195344,"surplus_low":-0.0564735591,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260911C00280000","S":230.36,"K":280.0,"T":0.0191780822,"sigma":0.4468299881,"iv":0.7466,"greeks":{"delta":0.0062,"gamma":0.001,"rho":0.0002,"theta":-0.0393,"vega":0.0042},"bid":0.03,"ask":0.04,"bs":103,"as":110,"quote_time":"2026-09-04T19:59:59.495858394Z","fair_low":0.0001097593,"fair":0.0034560695,"fair_high":0.0256519915,"hurdle":0.047,"surplus":-0.0435439305,"surplus_low":-0.0468902407,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260911P00160000","S":230.36,"K":160.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":13,"as":80,"quote_time":"2026-09-04T19:59:59.825443502Z","fair_low":0.0,"fair":2e-09,"fair_high":9.107e-07,"hurdle":0.102,"surplus":-0.101999998,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00110000","S":230.36,"K":110.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":150,"as":100,"quote_time":"2026-09-04T19:59:59.761500432Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
NVDA Sep8 CRR individual affordable leg values batch 198
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":"NVDA","occ":"NVDA260925C00320000","S":230.36,"K":320.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.5723,"greeks":{"delta":0.0056,"gamma":0.0005,"rho":0.0006,"theta":-0.013,"vega":0.0081},"bid":0.04,"ask":0.06,"bs":5,"as":2,"quote_time":"2026-09-04T19:59:59.672962319Z","fair_low":0.000342034,"fair":0.0091175656,"fair_high":0.06016461,"hurdle":0.072,"surplus":-0.0628824344,"surplus_low":-0.071657966,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260925P00075000","S":230.36,"K":75.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":1,"as":10,"quote_time":"2026-09-04T19:59:58.686487736Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260918P00125000","S":230.36,"K":125.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":8,"as":9,"quote_time":"2026-09-04T19:59:59.813423941Z","fair_low":0.0,"fair":0.0,"fair_high":4.4e-09,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260918C00285000","S":230.36,"K":285.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.5247,"greeks":{"delta":0.0101,"gamma":0.0013,"rho":0.0007,"theta":-0.0259,"vega":0.0108},"bid":0.06,"ask":0.08,"bs":308,"as":1335,"quote_time":"2026-09-04T19:59:59.559804519Z","fair_low":0.0062142725,"fair":0.0571604632,"fair_high":0.2194631657,"hurdle":0.092,"surplus":-0.0348395368,"surplus_low":-0.0857857275,"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
NVDA Sep8 CRR individual affordable leg values batch 197
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":"NVDA","occ":"NVDA260925P00100000","S":230.36,"K":100.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":4,"as":6,"quote_time":"2026-09-04T19:59:59.363722512Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00140000","S":230.36,"K":140.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":6,"as":11,"quote_time":"2026-09-04T19:59:59.793021206Z","fair_low":0.0,"fair":9e-09,"fair_high":2.9103e-06,"hurdle":0.072,"surplus":-0.071999991,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260925P00105000","S":230.36,"K":105.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":5,"as":50,"quote_time":"2026-09-04T19:59:59.61529755Z","fair_low":0.0,"fair":0.0,"fair_high":7e-10,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00090000","S":230.36,"K":90.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":73,"as":32,"quote_time":"2026-09-04T19:59:58.100179778Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
NVDA Sep8 CRR individual affordable leg values batch 196
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":"NVDA","occ":"NVDA261009C00325000","S":230.36,"K":325.0,"T":0.095890411,"sigma":0.4468299881,"iv":0.4619,"greeks":{"delta":0.0071,"gamma":0.0006,"rho":0.0014,"theta":-0.0098,"vega":0.0134},"bid":0.06,"ask":0.08,"bs":10,"as":110,"quote_time":"2026-09-04T19:59:59.542331652Z","fair_low":0.0082894376,"fair":0.0845158312,"fair_high":0.3339631096,"hurdle":0.092,"surplus":-0.0074841688,"surplus_low":-0.0837105624,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260925P00115000","S":230.36,"K":115.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":7,"as":30,"quote_time":"2026-09-04T19:59:59.397477748Z","fair_low":0.0,"fair":0.0,"fair_high":7.19e-08,"hurdle":0.117,"surplus":-0.117,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260918C00295000","S":230.36,"K":295.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.5797,"greeks":{"delta":0.0075,"gamma":0.0009,"rho":0.0005,"theta":-0.0218,"vega":0.0082},"bid":0.05,"ask":0.06,"bs":10,"as":126,"quote_time":"2026-09-04T19:59:59.125764098Z","fair_low":0.000925822,"fair":0.0160516098,"fair_high":0.0878667239,"hurdle":0.067,"surplus":-0.0509483902,"surplus_low":-0.066074178,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260911P00165000","S":230.36,"K":165.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":10,"as":100,"quote_time":"2026-09-04T19:59:59.598717598Z","fair_low":0.0,"fair":4.46e-08,"fair_high":8.1815e-06,"hurdle":0.102,"surplus":-0.1019999554,"surplus_low":-0.102,"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
NVDA Sep8 CRR individual affordable leg values batch 195
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":"NVDA","occ":"NVDA261016C00410000","S":230.36,"K":410.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5683,"greeks":{"delta":0.0013,"gamma":0.0001,"rho":0.0003,"theta":-0.0024,"vega":0.0032},"bid":0.01,"ask":0.02,"bs":43,"as":10,"quote_time":"2026-09-04T19:59:58.685870517Z","fair_low":7.022e-06,"fair":0.0007921714,"fair_high":0.0121402217,"hurdle":0.027,"surplus":-0.0262078286,"surplus_low":-0.026992978,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"NVDA","occ":"NVDA261009C00360000","S":230.36,"K":360.0,"T":0.095890411,"sigma":0.4468299881,"iv":0.5465,"greeks":{"delta":0.0037,"gamma":0.0003,"rho":0.0007,"theta":-0.0064,"vega":0.0074},"bid":0.01,"ask":0.07,"bs":32,"as":24,"quote_time":"2026-09-04T19:59:59.615245021Z","fair_low":0.0002047501,"fair":0.0070020494,"fair_high":0.0541149973,"hurdle":0.102,"surplus":-0.0949979506,"surplus_low":-0.1017952499,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261009C00335000","S":230.36,"K":335.0,"T":0.095890411,"sigma":0.4468299881,"iv":0.474,"greeks":{"delta":0.0046,"gamma":0.0004,"rho":0.0009,"theta":-0.0069,"vega":0.0092},"bid":0.04,"ask":0.05,"bs":23,"as":47,"quote_time":"2026-09-04T19:59:59.569190742Z","fair_low":0.0030065946,"fair":0.0421115822,"fair_high":0.2002016089,"hurdle":0.057,"surplus":-0.0148884178,"surplus_low":-0.0539934054,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260911P00150000","S":230.36,"K":150.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":104,"as":1,"quote_time":"2026-09-04T19:59:59.802047815Z","fair_low":0.0,"fair":0.0,"fair_high":4.7e-09,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"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
NVDA Sep8 CRR individual affordable leg values batch 194
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":"NVDA","occ":"NVDA260916C00285000","S":230.36,"K":285.0,"T":0.0328767123,"sigma":0.4468299881,"iv":0.5507,"greeks":{"delta":0.0071,"gamma":0.001,"rho":0.0004,"theta":-0.022,"vega":0.0071},"bid":0.01,"ask":0.08,"bs":46,"as":63,"quote_time":"2026-09-04T19:59:59.550903126Z","fair_low":0.0022877712,"fair":0.0288512123,"fair_high":0.1294605675,"hurdle":0.117,"surplus":-0.0881487877,"surplus_low":-0.1147122288,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260911P00130000","S":230.36,"K":130.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":101,"as":32,"quote_time":"2026-09-04T19:59:58.532835457Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260925C00335000","S":230.36,"K":335.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.6089,"greeks":{"delta":0.0033,"gamma":0.0003,"rho":0.0004,"theta":-0.0087,"vega":0.0051},"bid":0.01,"ask":0.05,"bs":9,"as":16,"quote_time":"2026-09-04T19:59:59.807657995Z","fair_low":2.96507e-05,"fair":0.0018178763,"fair_high":0.0192011188,"hurdle":0.072,"surplus":-0.0701821237,"surplus_low":-0.0719703493,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260914C00295000","S":230.36,"K":295.0,"T":0.0273972603,"sigma":0.4468299881,"iv":0.6536,"greeks":{"delta":0.0032,"gamma":0.0005,"rho":0.0001,"theta":-0.0147,"vega":0.0031},"bid":0.01,"ask":0.03,"bs":25,"as":7,"quote_time":"2026-09-04T19:59:59.708865834Z","fair_low":4.68289e-05,"fair":0.0020848169,"fair_high":0.0186966192,"hurdle":0.042,"surplus":-0.0399151831,"surplus_low":-0.0419531711,"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
NVDA Sep8 CRR individual affordable leg values batch 193
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":"NVDA","occ":"NVDA260918P00135000","S":230.36,"K":135.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.02,"ask":0.07,"bs":75,"as":59,"quote_time":"2026-09-04T19:59:59.095326196Z","fair_low":0.0,"fair":6e-10,"fair_high":3.952e-07,"hurdle":0.097,"surplus":-0.0969999994,"surplus_low":-0.097,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00080000","S":230.36,"K":80.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":58,"as":60,"quote_time":"2026-09-04T19:56:46.475277321Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.027,"surplus":-0.027,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"NVDA","occ":"NVDA260925C00325000","S":230.36,"K":325.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.5298,"greeks":{"delta":0.002,"gamma":0.0002,"rho":0.0002,"theta":-0.0047,"vega":0.0032},"bid":0.01,"ask":0.02,"bs":11,"as":16,"quote_time":"2026-09-04T19:59:59.808771386Z","fair_low":0.0001582944,"fair":0.0053825355,"fair_high":0.0411936596,"hurdle":0.027,"surplus":-0.0216174645,"surplus_low":-0.0268417056,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"NVDA","occ":"NVDA260918C00310000","S":230.36,"K":310.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.6365,"greeks":{"delta":0.0039,"gamma":0.0005,"rho":0.0003,"theta":-0.0136,"vega":0.0047},"bid":0.01,"ask":0.05,"bs":12,"as":117,"quote_time":"2026-09-04T19:59:59.74258126Z","fair_low":4.09796e-05,"fair":0.0020398909,"fair_high":0.0194417398,"hurdle":0.072,"surplus":-0.0699601091,"surplus_low":-0.0719590204,"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
NVDA Sep8 CRR individual affordable leg values batch 192
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":"NVDA","occ":"NVDA260925C00315000","S":230.36,"K":315.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.5541,"greeks":{"delta":0.0063,"gamma":0.0006,"rho":0.0007,"theta":-0.014,"vega":0.009},"bid":0.04,"ask":0.07,"bs":144,"as":103,"quote_time":"2026-09-04T19:59:59.418126302Z","fair_low":0.0007555819,"fair":0.0152678681,"fair_high":0.0880946475,"hurdle":0.087,"surplus":-0.0717321319,"surplus_low":-0.0862444181,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261002P00120000","S":230.36,"K":120.0,"T":0.0767123288,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":17,"as":274,"quote_time":"2026-09-04T19:59:59.499322053Z","fair_low":0.0,"fair":1.517e-07,"fair_high":2.13591e-05,"hurdle":0.107,"surplus":-0.1069998483,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260916C00295000","S":230.36,"K":295.0,"T":0.0328767123,"sigma":0.4468299881,"iv":0.6269,"greeks":{"delta":0.0063,"gamma":0.0008,"rho":0.0003,"theta":-0.0226,"vega":0.0064},"bid":0.03,"ask":0.06,"bs":49,"as":72,"quote_time":"2026-09-04T19:59:59.640246421Z","fair_low":0.0002577708,"fair":0.0068540706,"fair_high":0.0445489513,"hurdle":0.077,"surplus":-0.0701459294,"surplus_low":-0.0767422292,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260911P00145000","S":230.36,"K":145.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":3,"as":32,"quote_time":"2026-09-04T19:59:59.758147871Z","fair_low":0.0,"fair":0.0,"fair_high":2e-10,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
NVDA Sep8 CRR individual affordable leg values batch 191
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":"NVDA","occ":"NVDA260911P00170000","S":230.36,"K":170.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":20,"as":1,"quote_time":"2026-09-04T19:59:59.658159383Z","fair_low":3e-10,"fair":7.648e-07,"fair_high":5.708e-05,"hurdle":0.102,"surplus":-0.1019992352,"surplus_low":-0.1019999997,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260911P00155000","S":230.36,"K":155.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":64,"as":331,"quote_time":"2026-09-04T19:59:59.207947058Z","fair_low":0.0,"fair":1e-10,"fair_high":7.71e-08,"hurdle":0.087,"surplus":-0.0869999999,"surplus_low":-0.087,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261002P00070000","S":230.36,"K":70.0,"T":0.0767123288,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":10,"quote_time":"2026-09-04T19:59:58.68664507Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261002C00325000","S":230.36,"K":325.0,"T":0.0767123288,"sigma":0.4468299881,"iv":0.5192,"greeks":{"delta":0.0067,"gamma":0.0006,"rho":0.001,"theta":-0.0118,"vega":0.0112},"bid":0.05,"ask":0.08,"bs":113,"as":69,"quote_time":"2026-09-04T19:59:59.735042679Z","fair_low":0.0018509389,"fair":0.029058383,"fair_high":0.1481642611,"hurdle":0.097,"surplus":-0.067941617,"surplus_low":-0.0951490611,"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
NVDA Sep8 CRR individual affordable leg values batch 190
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":"NVDA","occ":"NVDA260914C00280000","S":230.36,"K":280.0,"T":0.0273972603,"sigma":0.4468299881,"iv":0.531,"greeks":{"delta":0.0039,"gamma":0.0007,"rho":0.0002,"theta":-0.0141,"vega":0.0037},"bid":0.01,"ask":0.03,"bs":39,"as":15,"quote_time":"2026-09-04T19:59:59.317486402Z","fair_low":0.0019598591,"fair":0.0250171598,"fair_high":0.1136710544,"hurdle":0.042,"surplus":-0.0169828402,"surplus_low":-0.0400401409,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NVDA","occ":"NVDA260911C00270000","S":230.36,"K":270.0,"T":0.0191780822,"sigma":0.4468299881,"iv":0.6604,"greeks":{"delta":0.0104,"gamma":0.0017,"rho":0.0003,"theta":-0.055,"vega":0.0066},"bid":0.05,"ask":0.06,"bs":87,"as":76,"quote_time":"2026-09-04T19:59:59.614077262Z","fair_low":0.0022558791,"fair":0.0254650879,"fair_high":0.1090573668,"hurdle":0.067,"surplus":-0.0415349121,"surplus_low":-0.0647441209,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260914P00175000","S":230.36,"K":175.0,"T":0.0273972603,"sigma":0.4468299881,"iv":0.8378,"greeks":{"delta":-0.0082,"gamma":0.0008,"rho":-0.0004,"theta":-0.0424,"vega":0.0071},"bid":0.07,"ask":0.08,"bs":49,"as":10,"quote_time":"2026-09-04T19:59:59.634448711Z","fair_low":2.925e-06,"fair":0.0003096574,"fair_high":0.0043673651,"hurdle":0.087,"surplus":-0.0866903426,"surplus_low":-0.086997075,"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