Notes

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"NBIS","occ":"NBIS260911P00120000","S":226.39,"K":120.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":29,"as":35,"quote_time":"2026-09-04T19:59:59.932837488Z","fair_low":1.18037e-05,"fair":0.0009914158,"fair_high":0.0121718645,"hurdle":0.062,"surplus":-0.0610085842,"surplus_low":-0.0619881963,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NBIS","occ":"NBIS260911P00125000","S":226.39,"K":125.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":7,"as":87,"quote_time":"2026-09-04T19:59:59.970881784Z","fair_low":5.1035e-05,"fair":0.0025398857,"fair_high":0.02422696,"hurdle":0.117,"surplus":-0.1144601143,"surplus_low":-0.116948965,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260918P00120000","S":230.36,"K":120.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":220,"as":125,"quote_time":"2026-09-04T19:59:59.741944816Z","fair_low":0.0,"fair":0.0,"fair_high":3e-10,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NVDA","occ":"NVDA260918C00300000","S":230.36,"K":300.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.5368,"greeks":{"delta":0.0024,"gamma":0.0004,"rho":0.0002,"theta":-0.0074,"vega":0.003},"bid":0.01,"ask":0.02,"bs":53,"as":991,"quote_time":"2026-09-04T19:59:59.86316321Z","fair_low":0.0003534429,"fair":0.0084528154,"fair_high":0.0540766614,"hurdle":0.027,"surplus":-0.0185471846,"surplus_low":-0.0266465571,"fullrisk":2.2,"required_bid_target":0.055}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"NBIS","occ":"NBIS260911P00160000","S":226.39,"K":160.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":46,"as":1,"quote_time":"2026-09-04T19:59:59.481705169Z","fair_low":0.0574104367,"fair":0.2950210787,"fair_high":0.8268657579,"hurdle":0.107,"surplus":0.1880210787,"surplus_low":-0.0495895633,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NBIS","occ":"NBIS260911P00145000","S":226.39,"K":145.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":33,"as":30,"quote_time":"2026-09-04T19:59:59.960246387Z","fair_low":0.0049893001,"fair":0.0547980919,"fair_high":0.2316737113,"hurdle":0.072,"surplus":-0.0172019081,"surplus_low":-0.0670106999,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NBIS","occ":"NBIS260918P00033000","S":226.39,"K":33.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:59.556592845Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NBIS","occ":"NBIS260911P00115000","S":226.39,"K":115.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":8,"as":2,"quote_time":"2026-09-04T19:59:59.513140068Z","fair_low":2.3269e-06,"fair":0.0003390536,"fair_high":0.0056865266,"hurdle":0.042,"surplus":-0.0416609464,"surplus_low":-0.0419976731,"fullrisk":3.2,"required_bid_target":0.08}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"NBIS","occ":"NBIS260918P00050000","S":226.39,"K":50.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":5,"as":2,"quote_time":"2026-09-04T19:34:55.821052923Z","fair_low":0.0,"fair":1.2e-09,"fair_high":8.62e-07,"hurdle":0.087,"surplus":-0.0869999988,"surplus_low":-0.087,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NBIS","occ":"NBIS260918C00440000","S":226.39,"K":440.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":29,"as":3,"quote_time":"2026-09-04T19:57:56.019167139Z","fair_low":0.0066563694,"fair":0.0890890327,"fair_high":0.4231281107,"hurdle":0.087,"surplus":0.0020890327,"surplus_low":-0.0803436306,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NBIS","occ":"NBIS260918P00060000","S":226.39,"K":60.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":2,"as":2,"quote_time":"2026-09-04T18:48:57.817694392Z","fair_low":0.0,"fair":1.555e-07,"fair_high":2.50119e-05,"hurdle":0.102,"surplus":-0.1019998445,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NBIS","occ":"NBIS260911P00110000","S":226.39,"K":110.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":5,"as":7,"quote_time":"2026-09-04T19:59:59.953094782Z","fair_low":4.068e-07,"fair":0.0001023126,"fair_high":0.0024261276,"hurdle":0.107,"surplus":-0.1068976874,"surplus_low":-0.1069995932,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"META","occ":"META261016P00330000","S":616.77,"K":330.0,"T":0.1150684932,"sigma":0.3523089041,"iv":0.6642,"greeks":{"delta":-0.0014,"gamma":0,"rho":-0.001,"theta":-0.0076,"vega":0.009},"bid":0.03,"ask":0.08,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:59.987128713Z","fair_low":1e-10,"fair":4.318e-07,"fair_high":6.33721e-05,"hurdle":0.107,"surplus":-0.1069995682,"surplus_low":-0.1069999999,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"META","occ":"META261016C01210000","S":616.77,"K":1210.0,"T":0.1150684932,"sigma":0.3523089041,"iv":0.6376,"greeks":{"delta":0.0009,"gamma":0,"rho":0.0006,"theta":-0.0051,"vega":0.0061},"bid":0.01,"ask":0.05,"bs":13,"as":31,"quote_time":"2026-09-04T19:46:59.733524803Z","fair_low":0.0,"fair":1.141e-07,"fair_high":2.96083e-05,"hurdle":0.072,"surplus":-0.0719998859,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NBIS","occ":"NBIS260918P00035000","S":226.39,"K":35.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1,"as":9,"quote_time":"2026-09-04T13:35:55.094445463Z","fair_low":0.0,"fair":0.0,"fair_high":4e-10,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NBIS","occ":"NBIS260911P00135000","S":226.39,"K":135.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":31,"as":86,"quote_time":"2026-09-04T19:59:59.950785208Z","fair_low":0.0006121556,"fair":0.013685508,"fair_high":0.0834501816,"hurdle":0.092,"surplus":-0.078314492,"surplus_low":-0.0913878444,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"META","occ":"META260925C01020000","S":616.77,"K":1020.0,"T":0.0575342466,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":7,"as":45,"quote_time":"2026-09-04T19:59:59.745058874Z","fair_low":0.0,"fair":8.8e-09,"fair_high":4.3525e-06,"hurdle":0.087,"surplus":-0.0869999912,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META261016C01180000","S":616.77,"K":1180.0,"T":0.1150684932,"sigma":0.3523089041,"iv":0.6236,"greeks":{"delta":0.0011,"gamma":0,"rho":0.0007,"theta":-0.0058,"vega":0.0071},"bid":0.01,"ask":0.06,"bs":1,"as":38,"quote_time":"2026-09-04T18:01:43.608966038Z","fair_low":0.0,"fair":4.227e-07,"fair_high":6.9626e-05,"hurdle":0.087,"surplus":-0.0869995773,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META261016P00270000","S":616.77,"K":270.0,"T":0.1150684932,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":30,"as":1,"quote_time":"2026-09-04T19:59:59.535425268Z","fair_low":0.0,"fair":0.0,"fair_high":2.02e-08,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"META","occ":"META261016C01120000","S":616.77,"K":1120.0,"T":0.1150684932,"sigma":0.3523089041,"iv":0.5903,"greeks":{"delta":0.0014,"gamma":0,"rho":0.0009,"theta":-0.0071,"vega":0.0092},"bid":0.03,"ask":0.06,"bs":11,"as":13,"quote_time":"2026-09-04T19:59:59.314286677Z","fair_low":1.7e-09,"fair":5.1e-06,"fair_high":0.000420106,"hurdle":0.077,"surplus":-0.0769949,"surplus_low":-0.0769999983,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"META","occ":"META260911C00775000","S":616.77,"K":775.0,"T":0.0191780822,"sigma":0.3523089041,"iv":0.7897,"greeks":{"delta":0.003,"gamma":0.0002,"rho":0.0002,"theta":-0.0583,"vega":0.0059},"bid":0.03,"ask":0.06,"bs":1,"as":364,"quote_time":"2026-09-04T16:43:39.732625327Z","fair_low":7.1e-09,"fair":8.0308e-06,"fair_high":0.0004306071,"hurdle":0.077,"surplus":-0.0769919692,"surplus_low":-0.0769999929,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META260918C01190000","S":616.77,"K":1190.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":10,"quote_time":"2026-09-04T13:44:23.281661465Z","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":"META","occ":"META260918P00280000","S":616.77,"K":280.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":15,"as":10,"quote_time":"2026-09-04T19:59:59.026515053Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"META","occ":"META260925C01000000","S":616.77,"K":1000.0,"T":0.0575342466,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":2,"as":93,"quote_time":"2026-09-04T19:59:59.764067062Z","fair_low":0.0,"fair":4.3e-08,"fair_high":1.30535e-05,"hurdle":0.117,"surplus":-0.116999957,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"META","occ":"META260911P00517500","S":616.77,"K":517.5,"T":0.0191780822,"sigma":0.3523089041,"iv":0.6074,"greeks":{"delta":-0.0029,"gamma":0.0002,"rho":-0.0002,"theta":-0.0435,"vega":0.0057},"bid":0.01,"ask":0.06,"bs":62,"as":1,"quote_time":"2026-09-04T19:59:59.754221502Z","fair_low":1.17716e-05,"fair":0.0009573653,"fair_high":0.0116819219,"hurdle":0.087,"surplus":-0.0860426347,"surplus_low":-0.0869882284,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META260918C00860000","S":616.77,"K":860.0,"T":0.0383561644,"sigma":0.3523089041,"iv":0.6754,"greeks":{"delta":0.0026,"gamma":0.0001,"rho":0.0005,"theta":-0.0268,"vega":0.0087},"bid":0.03,"ask":0.08,"bs":16,"as":29,"quote_time":"2026-09-04T19:59:59.788572523Z","fair_low":3.6e-09,"fair":5.9181e-06,"fair_high":0.0003910103,"hurdle":0.107,"surplus":-0.1069940819,"surplus_low":-0.1069999964,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"META","occ":"META260918P00400000","S":616.77,"K":400.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":1,"as":81,"quote_time":"2026-09-04T19:59:59.734775002Z","fair_low":0.0,"fair":4e-10,"fair_high":3.786e-07,"hurdle":0.067,"surplus":-0.0669999996,"surplus_low":-0.067,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META260918P00350000","S":616.77,"K":350.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":2,"as":5,"quote_time":"2026-09-04T19:59:58.333061297Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.102,"surplus":-0.102,"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

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":"META","occ":"META260918P00075000","S":616.77,"K":75.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":32,"as":7,"quote_time":"2026-09-04T19:25:00.574216368Z","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":"META","occ":"META260918P00450000","S":616.77,"K":450.0,"T":0.0383561644,"sigma":0.3523089041,"iv":0.6642,"greeks":{"delta":-0.0027,"gamma":0.0001,"rho":-0.0005,"theta":-0.027,"vega":0.009},"bid":0.04,"ask":0.08,"bs":5,"as":51,"quote_time":"2026-09-04T19:59:59.504495802Z","fair_low":1.42e-08,"fair":1.32084e-05,"fair_high":0.0005928828,"hurdle":0.102,"surplus":-0.1019867916,"surplus_low":-0.1019999858,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"META","occ":"META260911C00745000","S":616.77,"K":745.0,"T":0.0191780822,"sigma":0.3523089041,"iv":0.6602,"greeks":{"delta":0.0032,"gamma":0.0002,"rho":0.0002,"theta":-0.0512,"vega":0.0062},"bid":0.01,"ask":0.07,"bs":14,"as":128,"quote_time":"2026-09-04T19:59:59.66719161Z","fair_low":2.8172e-06,"fair":0.0004026324,"fair_high":0.0066402035,"hurdle":0.102,"surplus":-0.1015973676,"surplus_low":-0.1019971828,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"META","occ":"META260918P00340000","S":616.77,"K":340.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":30,"as":1,"quote_time":"2026-09-04T19:59:59.529495033Z","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}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"META","occ":"META260918P00100000","S":616.77,"K":100.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":15,"as":20,"quote_time":"2026-09-04T19:59:30.934632195Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"META","occ":"META260911C00740000","S":616.77,"K":740.0,"T":0.0191780822,"sigma":0.3523089041,"iv":0.6394,"greeks":{"delta":0.0033,"gamma":0.0002,"rho":0.0002,"theta":-0.0509,"vega":0.0063},"bid":0.01,"ask":0.07,"bs":5,"as":27,"quote_time":"2026-09-04T19:59:59.888625808Z","fair_low":6.7546e-06,"fair":0.0007309061,"fair_high":0.0099519605,"hurdle":0.102,"surplus":-0.1012690939,"surplus_low":-0.1019932454,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"META","occ":"META260918C00840000","S":616.77,"K":840.0,"T":0.0383561644,"sigma":0.3523089041,"iv":0.6211,"greeks":{"delta":0.0024,"gamma":0.0001,"rho":0.0004,"theta":-0.0223,"vega":0.0079},"bid":0.01,"ask":0.08,"bs":51,"as":138,"quote_time":"2026-09-04T19:59:59.537007492Z","fair_low":5.63e-08,"fair":3.61629e-05,"fair_high":0.0013498334,"hurdle":0.117,"surplus":-0.1169638371,"surplus_low":-0.1169999437,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"META","occ":"META260918P00320000","S":616.77,"K":320.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":20,"as":1,"quote_time":"2026-09-04T19:59:26.012206941Z","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}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"META","occ":"META260918P00360000","S":616.77,"K":360.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":5,"as":5,"quote_time":"2026-09-04T18:21:46.326647444Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"META","occ":"META260911C00730000","S":616.77,"K":730.0,"T":0.0191780822,"sigma":0.3523089041,"iv":0.6043,"greeks":{"delta":0.0038,"gamma":0.0003,"rho":0.0003,"theta":-0.0555,"vega":0.0073},"bid":0.01,"ask":0.08,"bs":83,"as":277,"quote_time":"2026-09-04T19:59:59.343304755Z","fair_low":4.13336e-05,"fair":0.002299366,"fair_high":0.023260619,"hurdle":0.117,"surplus":-0.114700634,"surplus_low":-0.1169586664,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"META","occ":"META260911C00735000","S":616.77,"K":735.0,"T":0.0191780822,"sigma":0.3523089041,"iv":0.6184,"greeks":{"delta":0.0034,"gamma":0.0003,"rho":0.0002,"theta":-0.0505,"vega":0.0065},"bid":0.01,"ask":0.07,"bs":5,"as":50,"quote_time":"2026-09-04T19:59:59.90361973Z","fair_low":1.72645e-05,"fair":0.0013064302,"fair_high":0.0153477119,"hurdle":0.102,"surplus":-0.1006935698,"surplus_low":-0.1019827355,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"META","occ":"META260918P00300000","S":616.77,"K":300.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:59.53021214Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260918P00008500","S":11.31,"K":8.5,"T":0.0383561644,"sigma":0.9935342097,"iv":0.8554,"greeks":{"delta":-0.0227,"gamma":0.0322,"rho":-0.0001,"theta":-0.0041,"vega":0.0011},"bid":0.01,"ask":0.02,"bs":479,"as":151,"quote_time":"2026-09-04T19:59:59.920467564Z","fair_low":0.0191483389,"fair":0.0589114434,"fair_high":0.1203972647,"hurdle":0.027,"surplus":0.0319114434,"surplus_low":-0.0078516611,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"META","occ":"META260911C00720000","S":616.77,"K":720.0,"T":0.0191780822,"sigma":0.3523089041,"iv":0.5726,"greeks":{"delta":0.0048,"gamma":0.0004,"rho":0.0003,"theta":-0.0647,"vega":0.009},"bid":0.04,"ask":0.07,"bs":30,"as":1,"quote_time":"2026-09-04T19:59:59.75487566Z","fair_low":0.0002048899,"fair":0.0068001857,"fair_high":0.050868611,"hurdle":0.087,"surplus":-0.0801998143,"surplus_low":-0.0867951101,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"META","occ":"META260918P00310000","S":616.77,"K":310.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":20,"as":10,"quote_time":"2026-09-04T19:59:54.66491877Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"META","occ":"META260918C00900000","S":616.77,"K":900.0,"T":0.0383561644,"sigma":0.3523089041,"iv":0.7432,"greeks":{"delta":0.002,"gamma":0.0001,"rho":0.0004,"theta":-0.0231,"vega":0.0068},"bid":0.03,"ask":0.06,"bs":1,"as":1,"quote_time":"2026-09-04T19:29:24.503999429Z","fair_low":0.0,"fair":1.454e-07,"fair_high":2.79641e-05,"hurdle":0.077,"surplus":-0.0769998546,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260925C00024000","S":11.31,"K":24.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":23,"as":36,"quote_time":"2026-09-04T19:59:57.101232542Z","fair_low":2.62538e-05,"fair":0.0008396494,"fair_high":0.0062472987,"hurdle":0.057,"surplus":-0.0561603506,"surplus_low":-0.0569737462,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA260918C00018000","S":11.31,"K":18.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":1302,"as":879,"quote_time":"2026-09-04T19:59:59.964332477Z","fair_low":0.000879446,"fair":0.007812061,"fair_high":0.0289549845,"hurdle":0.027,"surplus":-0.019187939,"surplus_low":-0.026120554,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"MARA","occ":"MARA260918C00022000","S":11.31,"K":22.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":207,"as":795,"quote_time":"2026-09-04T19:59:59.886661251Z","fair_low":4.4695e-06,"fair":0.0002357897,"fair_high":0.0023193924,"hurdle":0.077,"surplus":-0.0767642103,"surplus_low":-0.0769955305,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"MARA","occ":"MARA260918C00031000","S":11.31,"K":31.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":144,"as":245,"quote_time":"2026-09-04T19:59:59.918907801Z","fair_low":0.0,"fair":5.49e-08,"fair_high":6.4471e-06,"hurdle":0.027,"surplus":-0.0269999451,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260918P00007500","S":11.31,"K":7.5,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":450,"as":216,"quote_time":"2026-09-04T19:59:59.624691227Z","fair_low":0.0017594697,"fair":0.0107760506,"fair_high":0.0332415075,"hurdle":0.057,"surplus":-0.0462239494,"surplus_low":-0.0552405303,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA260911C00014000","S":11.31,"K":14.0,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":1103,"as":690,"quote_time":"2026-09-04T19:59:59.624695504Z","fair_low":0.0140221717,"fair":0.0452411117,"fair_high":0.0965377294,"hurdle":0.102,"surplus":-0.0567588883,"surplus_low":-0.0879778283,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA260911P00009000","S":11.31,"K":9.0,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":506,"as":702,"quote_time":"2026-09-04T19:59:59.490194607Z","fair_low":0.0074895773,"fair":0.027461346,"fair_high":0.0624399522,"hurdle":0.027,"surplus":0.000461346,"surplus_low":-0.0195104227,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"MARA","occ":"MARA260918C00021000","S":11.31,"K":21.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1049,"as":213,"quote_time":"2026-09-04T19:59:59.490270897Z","fair_low":1.73939e-05,"fair":0.0005886863,"fair_high":0.0044561309,"hurdle":0.042,"surplus":-0.0414113137,"surplus_low":-0.0419826061,"fullrisk":3.2,"required_bid_target":0.08}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260911C00017500","S":11.31,"K":17.5,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":644,"as":770,"quote_time":"2026-09-04T19:59:59.885963193Z","fair_low":1.14902e-05,"fair":0.0003884363,"fair_high":0.0029343241,"hurdle":0.062,"surplus":-0.0616115637,"surplus_low":-0.0619885098,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"MARA","occ":"MARA260925P00006000","S":11.31,"K":6.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":60,"as":167,"quote_time":"2026-09-04T19:59:57.455388017Z","fair_low":0.000164782,"fair":0.0022266025,"fair_high":0.0105524581,"hurdle":0.072,"surplus":-0.0697733975,"surplus_low":-0.071835218,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"MARA","occ":"MARA260925P00007000","S":11.31,"K":7.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":801,"as":1349,"quote_time":"2026-09-04T19:59:59.88797342Z","fair_low":0.0030393246,"fair":0.0166948155,"fair_high":0.047504181,"hurdle":0.102,"surplus":-0.0853051845,"surplus_low":-0.0989606754,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA261016P00005000","S":11.31,"K":5.0,"T":0.1150684932,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":359,"as":300,"quote_time":"2026-09-04T19:59:58.434287755Z","fair_low":0.0006346313,"fair":0.0059727365,"fair_high":0.0232669949,"hurdle":0.047,"surplus":-0.0410272635,"surplus_low":-0.0463653687,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA261002P00006500","S":11.31,"K":6.5,"T":0.0767123288,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":726,"as":610,"quote_time":"2026-09-04T19:59:59.884045912Z","fair_low":0.0033633437,"fair":0.0184812581,"fair_high":0.0526000581,"hurdle":0.072,"surplus":-0.0535187419,"surplus_low":-0.0686366563,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"MARA","occ":"MARA260925C00020000","S":11.31,"K":20.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":389,"as":10,"quote_time":"2026-09-04T19:59:59.491127383Z","fair_low":0.0011258492,"fair":0.0099778,"fair_high":0.0371317782,"hurdle":0.087,"surplus":-0.0770222,"surplus_low":-0.0858741508,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"MARA","occ":"MARA260918P00008000","S":11.31,"K":8.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":694,"as":239,"quote_time":"2026-09-04T19:59:59.88338524Z","fair_low":0.0064871171,"fair":0.0271600859,"fair_high":0.066428593,"hurdle":0.027,"surplus":0.0001600859,"surplus_low":-0.0205128829,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"MARA","occ":"MARA261002C00020000","S":11.31,"K":20.0,"T":0.0767123288,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":31,"as":92,"quote_time":"2026-09-04T19:59:59.897427192Z","fair_low":0.00510706,"fair":0.0294354529,"fair_high":0.0856812648,"hurdle":0.087,"surplus":-0.0575645471,"surplus_low":-0.08189294,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260918C00019000","S":11.31,"K":19.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":30,"as":252,"quote_time":"2026-09-04T19:59:59.624691227Z","fair_low":0.0002531644,"fair":0.0033544235,"fair_high":0.0157854826,"hurdle":0.027,"surplus":-0.0236455765,"surplus_low":-0.0267468356,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"MARA","occ":"MARA260911P00008500","S":11.31,"K":8.5,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":242,"as":560,"quote_time":"2026-09-04T19:59:59.964235394Z","fair_low":0.0015415369,"fair":0.0091175727,"fair_high":0.0270169381,"hurdle":0.047,"surplus":-0.0378824273,"surplus_low":-0.0454584631,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA260911C00016000","S":11.31,"K":16.0,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1093,"as":426,"quote_time":"2026-09-04T19:59:59.494880814Z","fair_low":0.0003211449,"fair":0.003450602,"fair_high":0.0142889576,"hurdle":0.047,"surplus":-0.043549398,"surplus_low":-0.0466788551,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA261009C00022000","S":11.31,"K":22.0,"T":0.095890411,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":639,"as":718,"quote_time":"2026-09-04T19:59:59.981322471Z","fair_low":0.0041076463,"fair":0.0267537333,"fair_high":0.083312912,"hurdle":0.092,"surplus":-0.0652462667,"surplus_low":-0.0878923537,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260918P00007000","S":11.31,"K":7.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":278,"as":552,"quote_time":"2026-09-04T19:59:59.915033605Z","fair_low":0.0003643317,"fair":0.0037050811,"fair_high":0.0148102206,"hurdle":0.027,"surplus":-0.0232949189,"surplus_low":-0.0266356683,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"MARA","occ":"MARA260925P00005500","S":11.31,"K":5.5,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":62,"as":100,"quote_time":"2026-09-04T19:59:54.890611004Z","fair_low":2.3955e-05,"fair":0.0006100647,"fair_high":0.0040075285,"hurdle":0.047,"surplus":-0.0463899353,"surplus_low":-0.046976045,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA260911C00014500","S":11.31,"K":14.5,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":642,"as":360,"quote_time":"2026-09-04T19:59:59.884353866Z","fair_low":0.0058213339,"fair":0.0249771414,"fair_high":0.0618004949,"hurdle":0.072,"surplus":-0.0470228586,"surplus_low":-0.0661786661,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"MARA","occ":"MARA260911C00015000","S":11.31,"K":15.0,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":654,"as":1178,"quote_time":"2026-09-04T19:59:59.96420917Z","fair_low":0.0023280332,"fair":0.0133409785,"fair_high":0.0383492184,"hurdle":0.057,"surplus":-0.0436590215,"surplus_low":-0.0546719668,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260918C00017500","S":11.31,"K":17.5,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.05,"ask":0.07,"bs":82,"as":212,"quote_time":"2026-09-04T19:59:59.530581886Z","fair_low":0.0016404004,"fair":0.0118454093,"fair_high":0.0394741488,"hurdle":0.082,"surplus":-0.0701545907,"surplus_low":-0.0803595996,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA260918C00028000","S":11.31,"K":28.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":228,"as":506,"quote_time":"2026-09-04T19:59:59.902414843Z","fair_low":8e-10,"fair":8.829e-07,"fair_high":4.62313e-05,"hurdle":0.042,"surplus":-0.0419991171,"surplus_low":-0.0419999992,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"MARA","occ":"MARA260918C00016500","S":11.31,"K":16.5,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.05,"ask":0.07,"bs":614,"as":395,"quote_time":"2026-09-04T19:59:59.888069872Z","fair_low":0.0053738592,"fair":0.0267088253,"fair_high":0.0718624129,"hurdle":0.082,"surplus":-0.0552911747,"surplus_low":-0.0766261408,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA261016P00006000","S":11.31,"K":6.0,"T":0.1150684932,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1416,"as":385,"quote_time":"2026-09-04T19:59:59.884165316Z","fair_low":0.0065299658,"fair":0.0306205115,"fair_high":0.079482486,"hurdle":0.042,"surplus":-0.0113794885,"surplus_low":-0.0354700342,"fullrisk":3.2,"required_bid_target":0.08}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260925C00019000","S":11.31,"K":19.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":203,"as":127,"quote_time":"2026-09-04T19:59:59.888168081Z","fair_low":0.0027880097,"fair":0.0184881767,"fair_high":0.0580652522,"hurdle":0.087,"surplus":-0.0685118233,"surplus_low":-0.0842119903,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA260918C00025000","S":11.31,"K":25.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":36,"as":110,"quote_time":"2026-09-04T19:59:59.937562898Z","fair_low":6.12e-08,"fair":1.50308e-05,"fair_high":0.0003219173,"hurdle":0.027,"surplus":-0.0269849692,"surplus_low":-0.0269999388,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"MARA","occ":"MARA260918C00020000","S":11.31,"K":20.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":399,"as":399,"quote_time":"2026-09-04T19:59:59.949024766Z","fair_low":6.70163e-05,"fair":0.0014197074,"fair_high":0.0084059429,"hurdle":0.057,"surplus":-0.0555802926,"surplus_low":-0.0569329837,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"MARA","occ":"MARA261009P00006000","S":11.31,"K":6.0,"T":0.095890411,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":747,"as":395,"quote_time":"2026-09-04T19:59:59.883723058Z","fair_low":0.0029623604,"fair":0.017416955,"fair_high":0.0509277349,"hurdle":0.062,"surplus":-0.044583045,"surplus_low":-0.0590376396,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260918C00029000","S":11.31,"K":29.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":284,"as":782,"quote_time":"2026-09-04T19:59:59.490270897Z","fair_low":2e-10,"fair":3.517e-07,"fair_high":2.3974e-05,"hurdle":0.042,"surplus":-0.0419996483,"surplus_low":-0.0419999998,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"MARA","occ":"MARA260918C00027000","S":11.31,"K":27.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":118,"as":250,"quote_time":"2026-09-04T19:59:59.939943282Z","fair_low":3.6e-09,"fair":2.3639e-06,"fair_high":8.88983e-05,"hurdle":0.027,"surplus":-0.0269976361,"surplus_low":-0.0269999964,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"MARA","occ":"MARA260911C00017000","S":11.31,"K":17.0,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":750,"as":606,"quote_time":"2026-09-04T19:59:59.964235394Z","fair_low":3.65965e-05,"fair":0.0008067119,"fair_high":0.0050570852,"hurdle":0.057,"surplus":-0.0561932881,"surplus_low":-0.0569634035,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA261002P00007500","S":11.31,"K":7.5,"T":0.0767123288,"sigma":0.9935342097,"iv":1.0391,"greeks":{"delta":-0.0492,"gamma":0.0331,"rho":-0.0004,"theta":-0.0062,"vega":0.003},"bid":0.06,"ask":0.08,"bs":162,"as":99,"quote_time":"2026-09-04T19:59:58.462479891Z","fair_low":0.0233229403,"fair":0.0731725926,"fair_high":0.1511764125,"hurdle":0.092,"surplus":-0.0188274074,"surplus_low":-0.0686770597,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260918C00016000","S":11.31,"K":16.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":584,"as":29,"quote_time":"2026-09-04T19:59:59.883844751Z","fair_low":0.0095716645,"fair":0.0395821519,"fair_high":0.0961138237,"hurdle":0.077,"surplus":-0.0374178481,"surplus_low":-0.0674283355,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA260925C00021000","S":11.31,"K":21.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":183,"as":947,"quote_time":"2026-09-04T19:59:59.888198255Z","fair_low":0.0004455315,"fair":0.0054665635,"fair_high":0.0239644457,"hurdle":0.047,"surplus":-0.0415334365,"surplus_low":-0.0465544685,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA261016P00004000","S":11.31,"K":4.0,"T":0.1150684932,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":37,"as":100,"quote_time":"2026-09-04T19:59:50.298497665Z","fair_low":2.0258e-05,"fair":0.0005770802,"fair_high":0.0040446197,"hurdle":0.047,"surplus":-0.0464229198,"surplus_low":-0.046979742,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA260925P00006500","S":11.31,"K":6.5,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":107,"as":223,"quote_time":"2026-09-04T19:59:59.888003303Z","fair_low":0.0008098124,"fair":0.0066725393,"fair_high":0.0238088211,"hurdle":0.042,"surplus":-0.0353274607,"surplus_low":-0.0411901876,"fullrisk":3.2,"required_bid_target":0.08}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA260911C00016500","S":11.31,"K":16.5,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":557,"as":844,"quote_time":"2026-09-04T19:59:59.882990718Z","fair_low":0.0001109637,"fair":0.0017104974,"fair_high":0.0085178008,"hurdle":0.072,"surplus":-0.0702895026,"surplus_low":-0.0718890363,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"MARA","occ":"MARA261002C00024000","S":11.31,"K":24.0,"T":0.0767123288,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":84,"as":677,"quote_time":"2026-09-04T19:59:59.893523127Z","fair_low":0.000286418,"fair":0.0043151122,"fair_high":0.0211106764,"hurdle":0.107,"surplus":-0.1026848878,"surplus_low":-0.106713582,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"MARA","occ":"MARA261009P00007000","S":11.31,"K":7.0,"T":0.095890411,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.06,"ask":0.08,"bs":85,"as":120,"quote_time":"2026-09-04T19:59:59.37566197Z","fair_low":0.0201572564,"fair":0.0666887503,"fair_high":0.1443170059,"hurdle":0.092,"surplus":-0.0253112497,"surplus_low":-0.0718427436,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"MARA","occ":"MARA260918C00017000","S":11.31,"K":17.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":898,"as":332,"quote_time":"2026-09-04T19:59:59.884251819Z","fair_low":0.0030220168,"fair":0.0178546956,"fair_high":0.0534276722,"hurdle":0.067,"surplus":-0.0491453044,"surplus_low":-0.0639779832,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA261002P00006000","S":11.31,"K":6.0,"T":0.0767123288,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":469,"as":205,"quote_time":"2026-09-04T19:59:59.490972493Z","fair_low":0.0009715509,"fair":0.0077876414,"fair_high":0.0275090756,"hurdle":0.062,"surplus":-0.0542123586,"surplus_low":-0.0610284491,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"MARA","occ":"MARA260925C00018000","S":11.31,"K":18.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":927,"as":50,"quote_time":"2026-09-04T19:59:59.887241435Z","fair_low":0.0067035829,"fair":0.0333839401,"fair_high":0.0903901869,"hurdle":0.107,"surplus":-0.0736160599,"surplus_low":-0.1002964171,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"MARA","occ":"MARA260918C00030000","S":11.31,"K":30.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":231,"as":249,"quote_time":"2026-09-04T19:59:59.937487154Z","fair_low":0.0,"fair":1.407e-07,"fair_high":1.24267e-05,"hurdle":0.047,"surplus":-0.0469998593,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA261016C00022000","S":11.31,"K":22.0,"T":0.1150684932,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":845,"as":690,"quote_time":"2026-09-04T19:59:59.888635801Z","fair_low":0.0097070604,"fair":0.0487112963,"fair_high":0.134458076,"hurdle":0.117,"surplus":-0.0682887037,"surplus_low":-0.1072929396,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA261002P00007000","S":11.31,"K":7.0,"T":0.0767123288,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":574,"as":229,"quote_time":"2026-09-04T19:59:59.88755347Z","fair_low":0.0096445464,"fair":0.0387660945,"fair_high":0.0927425947,"hurdle":0.102,"surplus":-0.0632339055,"surplus_low":-0.0923554536,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA260925C00023000","S":11.31,"K":23.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":14,"as":32,"quote_time":"2026-09-04T19:59:59.491232043Z","fair_low":6.95808e-05,"fair":0.0015449447,"fair_high":0.0098046249,"hurdle":0.042,"surplus":-0.0404550553,"surplus_low":-0.0419304192,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"MARA","occ":"MARA260925C00016000","S":11.31,"K":16.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.05,"ask":0.08,"bs":328,"as":169,"quote_time":"2026-09-04T19:59:59.888047905Z","fair_low":0.0354775968,"fair":0.1054180309,"fair_high":0.2123345728,"hurdle":0.097,"surplus":0.0084180309,"surplus_low":-0.0615224032,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"MARA","occ":"MARA260918C00023000","S":11.31,"K":23.0,"T":0.0383561644,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":20,"as":1838,"quote_time":"2026-09-04T19:59:59.490040661Z","fair_low":1.108e-06,"fair":9.55501e-05,"fair_high":0.0012306919,"hurdle":0.072,"surplus":-0.0719044499,"surplus_low":-0.071998892,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"MARA","occ":"MARA261002C00019000","S":11.31,"K":19.0,"T":0.0767123288,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":799,"as":730,"quote_time":"2026-09-04T19:59:59.520785173Z","fair_low":0.0102523397,"fair":0.0471065939,"fair_high":0.1208882989,"hurdle":0.102,"surplus":-0.0548934061,"surplus_low":-0.0917476603,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA261009C00023000","S":11.31,"K":23.0,"T":0.095890411,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":256,"as":1333,"quote_time":"2026-09-04T19:59:58.455324022Z","fair_low":0.0023141269,"fair":0.0180412188,"fair_high":0.0626657485,"hurdle":0.087,"surplus":-0.0689587812,"surplus_low":-0.0846858731,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA260911P00009500","S":11.31,"K":9.5,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":1505,"as":605,"quote_time":"2026-09-04T19:59:59.884353866Z","fair_low":0.0269419441,"fair":0.0682471657,"fair_high":0.126826755,"hurdle":0.067,"surplus":0.0012471657,"surplus_low":-0.0400580559,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"MARA","occ":"MARA261009P00005000","S":11.31,"K":5.0,"T":0.095890411,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":7,"as":500,"quote_time":"2026-09-04T19:59:59.488271095Z","fair_low":0.0001973931,"fair":0.0026556574,"fair_high":0.0124961354,"hurdle":0.057,"surplus":-0.0543443426,"surplus_low":-0.0568026069,"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