Runway

Notes

3327 observations, newest first
ETHA 06UTC hold10 train realized trade audit part 1/1 = 7
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-02-04 05:00:00+00:00","2025-02-19 05:00:00+00:00","21.25123","20.53944","0.4997501249374636","0.48301146362572556","-0.03447731425428076","-34.46008421217467","Closed"],["2025-02-24 05:00:00+00:00","2025-03-10 04:00:00+00:00","20.2202","15.97401","0.482528693547124","0.3811989088144003","-0.21089242960010282","-203.52329706783925","Closed"],["2025-04-04 04:00:00+00:00","2025-04-21 04:00:00+00:00","13.483469999999999","12.30768","0.3808179004097383","0.34760969220204757","-0.08815872879904053","-67.14484400809309","Closed"],["2025-05-01 04:00:00+00:00","2025-05-15 04:00:00+00:00","14.044029999999998","19.380599999999998","0.34726225622785023","0.4792179227080213","0.37879851331847053","263.08485278144155","Closed"],["2025-11-03 05:00:00+00:00","2025-11-17 05:00:00+00:00","28.173144999999998","23.53644","0.4787389442744825","0.3999486190690042","-0.1654966029706658","-158.45933797439517","Closed"],["2025-11-19 05:00:00+00:00","2025-12-04 05:00:00+00:00","22.89287","24.070905","0.3995488703242245","0.4201090951214822","0.05043286894565878","40.30079162890363","Closed"],["2025-12-08 05:00:00+00:00","2025-12-22 05:00:00+00:00","23.79377","23.096880000000002","0.4196891959759341","0.40739702017597973","-0.030274114820812142","-25.41143781605948","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
ETHA 06UTC hold5 train realized trade audit part 2/2 = 4
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-11-13 05:00:00+00:00","2025-11-20 05:00:00+00:00","25.945919999999997","22.72725","0.423849727726747","0.3712698846091441","-0.12499100378787872","-105.9548058475745","Closed"],["2025-11-24 05:00:00+00:00","2025-12-02 05:00:00+00:00","21.16114","21.593384999999998","0.3708988002666729","0.3784749115688989","0.019416143813612945","14.402848892549743","Closed"],["2025-12-08 05:00:00+00:00","2025-12-15 05:00:00+00:00","23.79377","23.62635","0.3780966258001399","0.3754362261623482","-0.008032777487552267","-6.074332127694872","Closed"],["2025-12-17 05:00:00+00:00","2025-12-24 05:00:00+00:00","22.252229999999997","22.092885","0.37506097756045165","0.3723752201568749","-0.008157274911323302","-6.118951004941102","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
ETHA 06UTC hold5 train realized trade audit part 1/2 = 7
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-02-04 05:00:00+00:00","2025-02-11 05:00:00+00:00","21.25123","20.11986","0.4997501249374636","0.4731444979290911","-0.05421124071406681","-54.184148639746944","Closed"],["2025-02-13 05:00:00+00:00","2025-02-21 05:00:00+00:00","20.060039999999997","21.36861","0.47267158988518077","0.5035052204450461","0.06420005518433676","60.691084309394","Closed"],["2025-02-25 05:00:00+00:00","2025-03-04 05:00:00+00:00","18.27826","15.604379999999999","0.5030019668513432","0.42941909303711706","-0.14721430376852063","-148.09816868845004","Closed"],["2025-04-04 04:00:00+00:00","2025-04-11 04:00:00+00:00","13.483469999999999","11.788200000000002","0.4289898885463117","0.3750532024888099","-0.12666663959648344","-108.67741520606599","Closed"],["2025-04-17 04:00:00+00:00","2025-04-25 04:00:00+00:00","12.102089999999999","13.3866","0.37467833671917106","0.4144465148024285","0.10508644829116304","78.74723131492361","Closed"],["2025-05-01 04:00:00+00:00","2025-05-08 04:00:00+00:00","14.044029999999998","14.89509","0.41403227540729404","0.4391223890220168","0.059569115132907316","49.32707256495691","Closed"],["2025-11-03 05:00:00+00:00","2025-11-10 05:00:00+00:00","28.173144999999998","27.247725","0.43868348608441465","0.4242737894853694","-0.03383116918611679","-29.682350473757992","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
ETHA 06UTC costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":-25.562193490640723,"dd":32.03147412279197,"n":11,"p":0.36363636363636365,"W":6.206794060550501,"L":7.187205849313457},{"period":"train","hold":10,"ret":-18.561335666821652,"dd":37.46929896330313,"n":7,"p":0.2857142857142857,"W":21.461569113206465,"L":10.58598380889804},{"period":"train","hold":20,"ret":-39.51124652014087,"dd":41.98484541365365,"n":3,"p":0.3333333333333333,"W":1.0332658432881199,"L":22.63106148770346},{"period":"test","hold":5,"ret":-3.2961577615080726,"dd":19.478436600718585,"n":6,"p":0.5,"W":6.012629940539893,"L":6.598800853676225},{"period":"test","hold":10,"ret":-6.68877159121663,"dd":19.478436600718585,"n":5,"p":0.4,"W":6.4743335564674735,"L":6.020303360610795},{"period":"test","hold":20,"ret":-7.918832897150287,"dd":19.65024647994891,"n":3,"p":0.3333333333333333,"W":2.5189894877493186,"L":5.093602022941892}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
ETHA 06UTC variance forecast windows part 4/4 = 4
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2026-06-26","test",3,0.450119007,0.242853128,0.496741364,0.156586092,0.204505149,0.047919056],["2026-07-13","test",3,0.306759113,0.229432602,0.338532561,0.038377801,0.066737804,0.028360003],["2026-07-27","test",0,0.251033083,0.074717199,0.307255518,0.509513286,0.657145507,0.147632221],["2026-08-10","test",0,0.164532061,0.537554993,0.20138136,1.083249115,0.687507733,-0.395741383]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
ETHA 06UTC variance forecast windows part 3/4 = 14
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-11-28","train",1,0.625421126,0.744651329,0.678742238,0.016149002,0.004430085,-0.011718917],["2025-12-12","train",1,0.597671905,0.267925274,0.648627219,0.250615363,0.297215157,0.046599794],["2026-01-02","test",1,0.349204184,0.202462802,0.378976052,0.124884066,0.16115324,0.036269174],["2026-01-16","test",0,0.260919963,0.993729329,0.319356705,1.471308823,0.976503321,-0.494805502],["2026-02-02","test",3,0.641025252,1.159132686,0.707421266,0.215889618,0.144731448,-0.07115817],["2026-02-17","test",3,0.96652932,0.607112109,1.066640344,0.093134423,0.132737303,0.039602879],["2026-03-03","test",1,0.818312033,0.585528313,0.888078316,0.050261022,0.075865977,0.025604955],["2026-03-17","test",1,0.635107327,0.288197533,0.689254248,0.243925566,0.290093589,0.046168023],["2026-03-31","test",3,0.465284186,0.173056369,0.513477319,0.360967921,0.424616748,0.063648827],["2026-04-15","test",0,0.286460286,0.187523732,0.350617148,0.07831834,0.160628495,0.082310155],["2026-04-29","test",2,0.224001814,0.067904196,0.274002649,0.496697596,0.642863078,0.146165482],["2026-05-13","test",2,0.151734607,0.145312017,0.18560423,0.00092193,0.027646622,0.026724692],["2026-05-28","test",3,0.131444857,0.680895032,0.145059632,2.535260475,2.147634182,-0.387626293],["2026-06-11","test",3,0.407575416,0.372710283,0.449791199,0.003881812,0.016611636,0.012729824]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
ETHA 06UTC variance forecast windows part 2/4 = 14
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-05-09","train",0,0.807300941,0.454826388,0.988107487,0.137172106,0.236176221,0.099004114],["2025-05-23","train",2,0.712319929,0.232658416,0.871321279,0.445576471,0.587457362,0.141880891],["2025-06-09","train",0,0.413202004,0.564711997,0.505744479,0.054293665,0.006311174,-0.047982491],["2025-06-24","train",2,0.455020819,0.388162458,0.556588839,0.011984486,0.05779817,0.045813684],["2025-07-09","train",0,0.471350871,0.533295765,0.576916613,0.00794651,0.003011244,-0.004935266],["2025-07-23","train",0,0.474520255,0.320210985,0.580795826,0.068134138,0.146750587,0.078616448],["2025-08-06","train",2,0.419703162,0.535575073,0.513387709,0.032287256,0.000907815,-0.031379441],["2025-08-20","train",2,0.446139917,0.887077891,0.545725576,0.301039934,0.139685222,-0.161354712],["2025-09-04","train",2,0.660849187,0.142810431,0.808361433,0.748108954,0.910157739,0.162048784],["2025-09-18","train",0,0.455646996,0.389849008,0.557695632,0.011553251,0.05708928,0.045536029],["2025-10-02","train",0,0.326551844,0.518567335,0.399687781,0.125528047,0.037044855,-0.088483193],["2025-10-16","train",3,0.451754016,0.390642147,0.498545724,0.010069034,0.027466721,0.017397687],["2025-10-30","train",3,0.445600941,0.9646309,0.491755326,0.392464756,0.287843174,-0.104621582],["2025-11-13","train",3,0.663994636,0.437579874,0.732769769,0.076025971,0.112731043,0.036705072]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
ETHA 06UTC variance forecast windows part 1/4 = 14
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-10-16","train",0,0.302183983,0.163054325,0.369862391,0.156538881,0.259898919,0.103360039],["2024-10-30","train",0,0.212795056,1.048513131,0.26045354,2.332538996,1.633016533,-0.699522462],["2024-11-13","train",0,0.621241639,0.638496591,0.760377554,0.000378727,0.014408696,0.014029969],["2024-11-27","train",0,0.762495399,0.504750768,0.933267106,0.07450391,0.15546944,0.080965529],["2024-12-12","train",0,0.589416112,0.465635092,0.721424247,0.025723974,0.083263766,0.057539792],["2024-12-27","train",2,0.511474577,0.43440877,0.62564399,0.012638146,0.059134142,0.046495997],["2025-01-14","train",3,0.474910364,0.422721322,0.524100556,0.006520525,0.021535717,0.015015192],["2025-01-29","train",3,0.438278986,1.234778912,0.483674979,0.78154387,0.615676394,-0.165867476],["2025-02-12","train",3,0.786635248,0.379402417,0.868113232,0.211477713,0.264767276,0.053289563],["2025-02-27","train",3,0.699102317,0.730413875,0.771513829,0.000974016,0.00147144,0.000497424],["2025-03-13","train",3,0.615069969,0.323044085,0.678777592,0.169162414,0.218425095,0.049262681],["2025-03-27","train",1,0.516839742,1.556528257,0.560903603,0.909146194,0.754372926,-0.154773268],["2025-04-10","train",3,0.998375995,0.33297685,1.101785629,0.431575472,0.498830115,0.067254643],["2025-04-25","train",1,0.835093763,0.9937081,0.906290794,0.01603647,0.004372851,-0.011663618]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
ETHA 06UTC bar audit and current indicators part 1/1 = 1
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"ETHA","date":"2026-09-04 04:00:00+00:00","S":18.52,"sigma":0.5625059914774319,"rv20":0.5870128789751659,"rv60":0.5202515835050644,"atr":0.7705999999999998,"group":0,"bars":533,"neg":false,"below":false,"calibrated_sigma":0.6223167900136077,"sha256":"beee71e045b66fed8ba13664dd11003a7dd15348f50c0f7a123f066156e776a0","bars_truncated":false,"chain_truncated":false,"first":"2024-07-23T04:00:00Z","last":"2026-09-04T04:00:00Z"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
IBIT 06UTC indicative American calendar flags part 2/2 = 8
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"IBIT","near":"IBIT260918P00057000","far":"IBIT261016P00057000","gap":0.08000000000000007},{"s":"IBIT","near":"IBIT261002P00060000","far":"IBIT261009P00060000","gap":0.11000000000000121},{"s":"IBIT","near":"IBIT260916P00058000","far":"IBIT260918P00058000","gap":0.1399999999999988},{"s":"IBIT","near":"IBIT260918P00085000","far":"IBIT261016P00085000","gap":0.01999999999999602},{"s":"IBIT","near":"IBIT260918P00090000","far":"IBIT261016P00090000","gap":0.8100000000000023},{"s":"IBIT","near":"IBIT260918P00095000","far":"IBIT261016P00095000","gap":1.1000000000000014},{"s":"IBIT","near":"IBIT260918P00105000","far":"IBIT261016P00105000","gap":0.8700000000000045},{"s":"IBIT","near":"IBIT260914P00033000","far":"IBIT260916P00033000","gap":0.009999999999999998}] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC indicative American calendar flags part 1/2 = 14
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"IBIT","near":"IBIT260911C00025000","far":"IBIT260918C00025000","gap":0.05999999999999872},{"s":"IBIT","near":"IBIT260925C00025000","far":"IBIT261002C00025000","gap":0.129999999999999},{"s":"IBIT","near":"IBIT260925C00031500","far":"IBIT261002C00031500","gap":0.2400000000000002},{"s":"IBIT","near":"IBIT260918C00032000","far":"IBIT260925C00032000","gap":0.15000000000000036},{"s":"IBIT","near":"IBIT260914C00034000","far":"IBIT260916C00034000","gap":0.06999999999999851},{"s":"IBIT","near":"IBIT260914C00053000","far":"IBIT260916C00053000","gap":0.009999999999999995},{"s":"IBIT","near":"IBIT260914C00056000","far":"IBIT260916C00056000","gap":0.010000000000000002},{"s":"IBIT","near":"IBIT260911C00034500","far":"IBIT260925C00034500","gap":0.11999999999999922},{"s":"IBIT","near":"IBIT261009P00020000","far":"IBIT261016P00020000","gap":0.010000000000000002},{"s":"IBIT","near":"IBIT260918P00031000","far":"IBIT260925P00031000","gap":0.010000000000000002},{"s":"IBIT","near":"IBIT260916P00032000","far":"IBIT260918P00032000","gap":0.009999999999999998},{"s":"IBIT","near":"IBIT260911P00055000","far":"IBIT260914P00055000","gap":0.030000000000001137},{"s":"IBIT","near":"IBIT260916P00055000","far":"IBIT260918P00055000","gap":0.10999999999999943},{"s":"IBIT","near":"IBIT260911P00053000","far":"IBIT260914P00053000","gap":0.1200000000000001}] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC indicative vertical flags part 4/4 = 9
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"IBIT","a":"IBIT261009P00060000","b":"IBIT261009P00065000","monotone_gap":-5.369999999999999,"width_gap":0.02999999999999936},{"s":"IBIT","a":"IBIT260911P00035000","b":"IBIT260911P00035500","monotone_gap":0.009999999999999998,"width_gap":-0.53},{"s":"IBIT","a":"IBIT260911P00051500","b":"IBIT260911P00052000","monotone_gap":-0.7400000000000002,"width_gap":0.009999999999999787},{"s":"IBIT","a":"IBIT260911P00052500","b":"IBIT260911P00053000","monotone_gap":-0.7800000000000002,"width_gap":0.10999999999999943},{"s":"IBIT","a":"IBIT260911P00054500","b":"IBIT260911P00055000","monotone_gap":-0.9700000000000006,"width_gap":0.08000000000000007},{"s":"IBIT","a":"IBIT261002P00032500","b":"IBIT261002P00033000","monotone_gap":0.01999999999999999,"width_gap":-0.54},{"s":"IBIT","a":"IBIT261002P00036000","b":"IBIT261002P00036500","monotone_gap":0.020000000000000018,"width_gap":-0.54},{"s":"IBIT","a":"IBIT261002P00037000","b":"IBIT261002P00037500","monotone_gap":0.010000000000000009,"width_gap":-0.54},{"s":"IBIT","a":"IBIT261002P00052000","b":"IBIT261002P00052500","monotone_gap":-0.8700000000000001,"width_gap":0.009999999999999787}] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC indicative vertical flags part 3/4 = 11
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"IBIT","a":"IBIT260918P00029000","b":"IBIT260918P00030000","monotone_gap":0.009999999999999998,"width_gap":-1.03},{"s":"IBIT","a":"IBIT260918P00031000","b":"IBIT260918P00032000","monotone_gap":0.02,"width_gap":-1.04},{"s":"IBIT","a":"IBIT260918P00060000","b":"IBIT260918P00065000","monotone_gap":-5.399999999999999,"width_gap":0.05000000000000071},{"s":"IBIT","a":"IBIT260918P00075000","b":"IBIT260918P00080000","monotone_gap":-5.700000000000003,"width_gap":0.13999999999999702},{"s":"IBIT","a":"IBIT260918P00085000","b":"IBIT260918P00090000","monotone_gap":-5.980000000000004,"width_gap":0.35999999999999943},{"s":"IBIT","a":"IBIT261016P00023000","b":"IBIT261016P00024000","monotone_gap":0.009999999999999995,"width_gap":-1.05},{"s":"IBIT","a":"IBIT261016P00031000","b":"IBIT261016P00032000","monotone_gap":0.020000000000000018,"width_gap":-1.05},{"s":"IBIT","a":"IBIT261016P00095000","b":"IBIT261016P00100000","monotone_gap":-6.609999999999999,"width_gap":1.2100000000000009},{"s":"IBIT","a":"IBIT260914P00053000","b":"IBIT260914P00054000","monotone_gap":-1.38,"width_gap":0.010000000000000675},{"s":"IBIT","a":"IBIT260914P00055000","b":"IBIT260914P00056000","monotone_gap":-1.3899999999999988,"width_gap":0.010000000000001563},{"s":"IBIT","a":"IBIT261009P00053000","b":"IBIT261009P00054000","monotone_gap":-1.13,"width_gap":0.02999999999999936}] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC indicative vertical flags part 2/4 = 11
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"IBIT","a":"IBIT260911C00035000","b":"IBIT260911C00035500","monotone_gap":-0.8499999999999996,"width_gap":0.08000000000000007},{"s":"IBIT","a":"IBIT260911C00054000","b":"IBIT260911C00054500","monotone_gap":0.02,"width_gap":-0.54},{"s":"IBIT","a":"IBIT261002C00020000","b":"IBIT261002C00025000","monotone_gap":-5.879999999999999,"width_gap":0.08999999999999986},{"s":"IBIT","a":"IBIT261002C00029000","b":"IBIT261002C00030000","monotone_gap":-1.4799999999999986,"width_gap":0.10999999999999943},{"s":"IBIT","a":"IBIT261002C00031000","b":"IBIT261002C00031500","monotone_gap":-0.8200000000000003,"width_gap":0.08000000000000007},{"s":"IBIT","a":"IBIT261002C00037500","b":"IBIT261002C00038000","monotone_gap":-0.6800000000000006,"width_gap":0.05000000000000071},{"s":"IBIT","a":"IBIT261002C00039000","b":"IBIT261002C00039500","monotone_gap":-0.6699999999999999,"width_gap":0.040000000000000036},{"s":"IBIT","a":"IBIT260916P00032000","b":"IBIT260916P00033000","monotone_gap":0.009999999999999998,"width_gap":-1.04},{"s":"IBIT","a":"IBIT260925P00034500","b":"IBIT260925P00035000","monotone_gap":0.020000000000000004,"width_gap":-0.55},{"s":"IBIT","a":"IBIT260925P00052500","b":"IBIT260925P00053000","monotone_gap":-0.8799999999999999,"width_gap":0.0600000000000005},{"s":"IBIT","a":"IBIT260925P00055000","b":"IBIT260925P00060000","monotone_gap":-5.520000000000001,"width_gap":0.129999999999999}] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC indicative vertical flags part 1/4 = 10
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"IBIT","a":"IBIT260916C00031000","b":"IBIT260916C00032000","monotone_gap":-1.5999999999999996,"width_gap":0.120000000000001},{"s":"IBIT","a":"IBIT260916C00053000","b":"IBIT260916C00054000","monotone_gap":0.020000000000000004,"width_gap":-1.04},{"s":"IBIT","a":"IBIT260925C00031500","b":"IBIT260925C00032000","monotone_gap":-0.9700000000000006,"width_gap":0.21000000000000085},{"s":"IBIT","a":"IBIT260918C00023000","b":"IBIT260918C00024000","monotone_gap":-1.5599999999999987,"width_gap":0.36999999999999744},{"s":"IBIT","a":"IBIT260918C00036000","b":"IBIT260918C00037000","monotone_gap":-1.3999999999999986,"width_gap":0.009999999999999787},{"s":"IBIT","a":"IBIT260918C00039000","b":"IBIT260918C00039500","monotone_gap":-0.7699999999999996,"width_gap":0.020000000000000462},{"s":"IBIT","a":"IBIT260918C00056000","b":"IBIT260918C00057000","monotone_gap":0.019999999999999997,"width_gap":-1.05},{"s":"IBIT","a":"IBIT261016C00027000","b":"IBIT261016C00028000","monotone_gap":-1.6900000000000013,"width_gap":0.14000000000000057},{"s":"IBIT","a":"IBIT260914C00031000","b":"IBIT260914C00032000","monotone_gap":-1.1999999999999993,"width_gap":0.040000000000000924},{"s":"IBIT","a":"IBIT260914C00041000","b":"IBIT260914C00041500","monotone_gap":-0.6200000000000001,"width_gap":0.04000000000000048}] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC chain census part 1/1 = 1
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"IBIT","contracts":786,"valid":786,"affordable_positive_bid":116}] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 39/39 = 2
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260914P00036000",0.04,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[3.0696811816701006e-05,3.2603673839705327e-05,0.00016164915366223402,0.0001699057917117498,2.2141956600171794e-07,2.4258964612122523e-07],-0.051999778580434,{"ap":0.05,"as":51,"ax":"Q","bp":0.04,"bs":52,"bx":"D","c":" ","t":"2026-09-04T19:59:59.892819447Z"},{}],["IBIT260914P00033000",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[1.5768084580366815e-08,1.7073455603874196e-08,3.065349877749669e-07,3.274041625282617e-07,1.5785664246189294e-12,1.7830381602204784e-12],-0.04199999999842144,{"ap":0.04,"as":45,"ax":"Q","bp":0.03,"bs":87,"bx":"T","c":" ","t":"2026-09-04T19:59:59.576224647Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 38/39 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT261016P00020000",0.01,0.03,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[5.49559648314681e-09,6.735556417984696e-09,1.636018158603654e-07,1.933933447255939e-07,2.341734422861807e-13,3.2027897736538444e-13],-0.03199999999976583,{"ap":0.03,"as":24,"ax":"N","bp":0.01,"bs":22,"bx":"D","c":"A","t":"2026-09-04T19:59:59.580780511Z"},{}],["IBIT260911P00041500",0.07,0.08,0.6234,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.015468242341828389,0.015888395152255964,0.028378055001682268,0.029031712966675328,0.0028407861774359,0.0029537420504451247],-0.0791592138225641,{"ap":0.08,"as":490,"ax":"Q","bp":0.07,"bs":481,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.895534248Z"},{"delta":-0.0658,"gamma":0.0502,"rho":-0.0003,"theta":-0.0541,"vega":0.0052}],["IBIT260914P00037000",0.01,0.05,0.7585,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.00021489047592135568,0.00022685690557219985,0.0008129082603913118,0.0008505130847166001,4.344988593783834e-06,4.71317381093309e-06],-0.05199565501140622,{"ap":0.05,"as":35,"ax":"Q","bp":0.01,"bs":59,"bx":"D","c":" ","t":"2026-09-04T19:59:59.627641933Z"},{"delta":-0.0182,"gamma":0.0102,"rho":-0.0001,"theta":-0.0163,"vega":0.0026}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 37/39 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260911C00051500",0.06,0.07,0.8494,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.0007243333235898374,0.0006981751685286694,0.0022200702071548564,0.00215268992689824,2.9792661486289276e-05,2.8213892739582182e-05],-0.07197178610726043,{"ap":0.07,"as":186,"ax":"B","bp":0.06,"bs":183,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.565491388Z"},{"delta":0.0466,"gamma":0.0281,"rho":0.0002,"theta":-0.0566,"vega":0.004}],["IBIT260911C00050500",0.03,0.04,0.6667,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.0034075622143874117,0.00329821315177296,0.008091438807126096,0.007872245847766999,0.00029742248402325977,0.0002835083631742211],-0.04171649163682578,{"ap":0.04,"as":152,"ax":"T","bp":0.03,"bs":225,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.894808569Z"},{"delta":0.0334,"gamma":0.0272,"rho":0.0001,"theta":-0.0339,"vega":0.003}],["IBIT261016P00015000",0.01,0.03,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[2.075534623284678e-15,2.7200783064819475e-15,9.935045996487833e-13,1.2390840141027795e-12,4.073646850481362e-24,6.20478638377675e-24],-0.032,{"ap":0.03,"as":22,"ax":"N","bp":0.01,"bs":33,"bx":"P","c":" ","t":"2026-09-04T19:59:58.675455773Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 36/39 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260914P00036500",0.04,0.05,0.8561,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[8.492977300935486e-05,8.990304770834857e-05,0.0003786678654843,0.0003970560726183926,1.0459875275520728e-06,1.1401983124871722e-06],-0.051998954012472454,{"ap":0.05,"as":56,"ax":"Q","bp":0.04,"bs":85,"bx":"P","c":" ","t":"2026-09-04T19:59:59.836852024Z"},{"delta":-0.0234,"gamma":0.0112,"rho":-0.0002,"theta":-0.0227,"vega":0.0032}],["IBIT260911P00034500",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[1.5456822915024474e-11,1.6531182702278674e-11,9.912614148732465e-10,1.047749551818908e-09,2.7138269129701e-17,3.010175165131265e-17],-0.041999999999999975,{"ap":0.04,"as":100,"ax":"C","bp":0.03,"bs":58,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.8956505Z"},{}],["IBIT260914C00058000",0.04,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[9.157550545911972e-06,8.57467802731538e-06,6.13341992427925e-05,5.806773558503737e-05,2.8000474649557593e-08,2.5345349613567223e-08],-0.051999974654650394,{"ap":0.05,"as":159,"ax":"U","bp":0.04,"bs":142,"bx":"D","c":" ","t":"2026-09-04T19:59:59.422704025Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 35/39 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260916C00057000",0.01,0.07,0.761,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.0003270202732081978,0.0003068196191998121,0.001224301232573854,0.0011605972536181072,6.763779954532636e-06,6.149835533761229e-06],-0.07199385016446624,{"ap":0.07,"as":119,"ax":"C","bp":0.01,"bs":104,"bx":"C","c":"A","t":"2026-09-04T19:59:59.536356094Z"},{"delta":0.022,"gamma":0.0103,"rho":0.0002,"theta":-0.0167,"vega":0.0035}],["IBIT260914P00038500",0.01,0.02,0.565,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.002430821912354,0.002544907444883295,0.006338950034752796,0.006586405718164588,0.00016815196233869407,0.0001799739263703517],-0.021831848037661306,{"ap":0.02,"as":29,"ax":"Q","bp":0.01,"bs":42,"bx":"D","c":" ","t":"2026-09-04T19:59:59.634574397Z"},{"delta":-0.0129,"gamma":0.0102,"rho":-0.0001,"theta":-0.009,"vega":0.0019}],["IBIT260916C00055000",0.06,0.08,0.7273,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.0021445439570671686,0.002026933114985594,0.00600443125661388,0.00572691160993277,0.00012093559046352651,0.00011130642018955239],-0.08188869357981045,{"ap":0.08,"as":101,"ax":"U","bp":0.06,"bs":102,"bx":"C","c":"A","t":"2026-09-04T19:59:59.53631445Z"},{"delta":0.0375,"gamma":0.0168,"rho":0.0004,"theta":-0.0249,"vega":0.0055}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 34/39 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260911P00041000",0.02,0.07,0.6232,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.006947127589701645,0.007153606288116669,0.014132228213192795,0.014487950415680982,0.000864971914496156,0.0009032159058192013],-0.07113502808550386,{"ap":0.07,"as":220,"ax":"X","bp":0.02,"bs":130,"bx":"T","c":" ","t":"2026-09-04T19:59:59.729472902Z"},{"delta":-0.0425,"gamma":0.0355,"rho":-0.0002,"theta":-0.0382,"vega":0.0037}],["IBIT261016C00100000",0.03,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[4.354538542079479e-08,3.547833819661092e-08,1.0242535831467573e-06,8.65174441119486e-07,3.942535810038327e-12,2.8902298336413957e-12],-0.051999999997109775,{"ap":0.05,"as":120,"ax":"D","bp":0.03,"bs":188,"bx":"B","c":" ","t":"2026-09-04T19:59:59.613974967Z"},{}],["IBIT260911C00052000",0.01,0.06,0.806,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.00032624256358034664,0.00031387252535368496,0.0011260826935125617,0.0010901893193408564,8.713144789610956e-06,8.224832485585927e-06],-0.06199177516751441,{"ap":0.06,"as":82,"ax":"Q","bp":0.01,"bs":191,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.785520894Z"},{"delta":0.0283,"gamma":0.0197,"rho":0.0001,"theta":-0.0358,"vega":0.0027}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 33/39 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260916C00058000",0.05,0.06,0.8482,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.00011417011513726363,0.00010670498943526415,0.0005255303235411542,0.0004967287224796664,1.4182619842931145e-06,1.2817872372033948e-06],-0.061998718212762795,{"ap":0.06,"as":101,"ax":"C","bp":0.05,"bs":49,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.892915155Z"},{"delta":0.0266,"gamma":0.0109,"rho":0.0003,"theta":-0.0219,"vega":0.0041}],["IBIT260914P00039500",0.02,0.03,0.5236,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.009642774227707316,0.010040040040057787,0.01957699016547566,0.02025426075002035,0.0012217807367063595,0.0012963507003120052],-0.03077821926329364,{"ap":0.03,"as":102,"ax":"Q","bp":0.02,"bs":99,"bx":"W","c":"A","t":"2026-09-04T19:59:58.602793338Z"},{"delta":-0.0217,"gamma":0.0172,"rho":-0.0002,"theta":-0.013,"vega":0.003}],["IBIT260911C00050000",0.04,0.05,0.6472,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.006958157612876119,0.006749149732987294,0.014618885480031688,0.014245454872865835,0.000855340916500948,0.0008180831181219891],-0.051181916881878016,{"ap":0.05,"as":342,"ax":"D","bp":0.04,"bs":557,"bx":"D","c":" ","t":"2026-09-04T19:59:59.485300497Z"},{"delta":0.0426,"gamma":0.0343,"rho":0.0002,"theta":-0.0402,"vega":0.0037}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 32/39 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260918P00036000",0.06,0.07,0.7459,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[0.001105246828501024,0.001176882629728778,0.00330380394754407,0.003483173694321847,4.6538063359317244e-05,5.112789451252289e-05],-0.07195346193664069,{"ap":0.07,"as":30,"ax":"D","bp":0.06,"bs":40,"bx":"T","c":" ","t":"2026-09-04T19:59:59.572731468Z"},{"delta":-0.029,"gamma":0.0119,"rho":-0.0004,"theta":-0.0183,"vega":0.0049}],["IBIT260914P00040000",0.02,0.04,0.496,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.01738713402319415,0.018060051031500275,0.03321082088443682,0.03428862545953965,0.0030118413085281023,0.003183104307869491],-0.0389881586914719,{"ap":0.04,"as":109,"ax":"T","bp":0.02,"bs":83,"bx":"T","c":" ","t":"2026-09-04T19:59:59.573954751Z"},{"delta":-0.0268,"gamma":0.0216,"rho":-0.0002,"theta":-0.0147,"vega":0.0036}],["IBIT261009P00020000",0.04,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.08557684995056658,[1.1204994637163886e-10,1.370891423611735e-10,5.667875389382938e-09,6.692505244192418e-09,3.7973831811440584e-16,5.191468873675059e-16],-0.05199999999999962,{"ap":0.05,"as":20,"ax":"Q","bp":0.04,"bs":30,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.900165511Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
IBIT 06UTC American-priced affordable legs part 31/39 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260916P00034000",0.01,0.03,0.8461,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[7.319247898290063e-06,7.882493703310062e-06,5.00885202931971e-05,5.3252872236136e-05,2.170294592981543e-08,2.4288770250564796e-08],-0.03199997829705407,{"ap":0.03,"as":59,"ax":"Q","bp":0.01,"bs":160,"bx":"C","c":"A","t":"2026-09-04T19:59:59.664625197Z"},{"delta":-0.01,"gamma":0.0047,"rho":-0.0001,"theta":-0.0094,"vega":0.0018}],["IBIT260916P00036000",0.05,0.06,0.8095,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.00027183342085688306,0.00028918173782079877,0.0010097201392536047,0.0010631817702058844,5.9716925533645904e-06,6.552512178403727e-06],-0.06199402830744664,{"ap":0.06,"as":44,"ax":"Q","bp":0.05,"bs":37,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.576916073Z"},{"delta":-0.0257,"gamma":0.0111,"rho":-0.0003,"theta":-0.0201,"vega":0.004}],["IBIT261016C00095000",0.04,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[3.5263438101831747e-07,2.9099025472536223e-07,5.266188161309388e-06,4.490058755395793e-06,9.5953471467267e-11,7.165764662725985e-11],-0.05199999992834236,{"ap":0.05,"as":140,"ax":"Q","bp":0.04,"bs":148,"bx":"D","c":" ","t":"2026-09-04T19:59:59.627060787Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
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