Runway

Notes

3327 observations, newest first
MARA Sep8 CRR individual affordable leg values batch 164
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":"MARA","occ":"MARA260925C00022000","S":11.31,"K":22.0,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":27,"as":60,"quote_time":"2026-09-04T19:59:59.887207233Z","fair_low":0.0001796722,"fair":0.0029367707,"fair_high":0.0153605394,"hurdle":0.057,"surplus":-0.0540632293,"surplus_low":-0.0568203278,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA260925P00007500","S":11.31,"K":7.5,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":184,"as":181,"quote_time":"2026-09-04T19:59:59.888013556Z","fair_low":0.0092937418,"fair":0.0365754934,"fair_high":0.0865113377,"hurdle":0.072,"surplus":-0.0354245066,"surplus_low":-0.0627062582,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"MARA","occ":"MARA261002C00017000","S":11.31,"K":17.0,"T":0.0767123288,"sigma":0.9935342097,"iv":0.94,"greeks":{"delta":0.0635,"gamma":0.0448,"rho":0.0004,"theta":-0.007,"vega":0.0037},"bid":0.06,"ask":0.08,"bs":447,"as":278,"quote_time":"2026-09-04T19:59:59.883297892Z","fair_low":0.0389753336,"fair":0.1189102922,"fair_high":0.2415680384,"hurdle":0.092,"surplus":0.0269102922,"surplus_low":-0.0530246664,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"MARA","occ":"MARA261009P00006500","S":11.31,"K":6.5,"T":0.095890411,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":475,"as":164,"quote_time":"2026-09-04T19:59:59.887207233Z","fair_low":0.0083171934,"fair":0.0359957624,"fair_high":0.0894374694,"hurdle":0.102,"surplus":-0.0660042376,"surplus_low":-0.0936828066,"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
MARA Sep8 CRR individual affordable leg values batch 163
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":"MARA","occ":"MARA260911C00013500","S":11.31,"K":13.5,"T":0.0191780822,"sigma":0.9935342097,"iv":1.0808,"greeks":{"delta":0.0654,"gamma":0.0996,"rho":0.0001,"theta":-0.0204,"vega":0.0015},"bid":0.03,"ask":0.04,"bs":895,"as":790,"quote_time":"2026-09-04T19:59:59.624695504Z","fair_low":0.0314748159,"fair":0.0801095301,"fair_high":0.1492014301,"hurdle":0.047,"surplus":0.0331095301,"surplus_low":-0.0155251841,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"MARA","occ":"MARA260911C00015500","S":11.31,"K":15.5,"T":0.0191780822,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":602,"as":541,"quote_time":"2026-09-04T19:59:59.884353866Z","fair_low":0.0008866593,"fair":0.0068489169,"fair_high":0.0237950398,"hurdle":0.042,"surplus":-0.0351510831,"surplus_low":-0.0411133407,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"MARA","occ":"MARA260925C00016500","S":11.31,"K":16.5,"T":0.0575342466,"sigma":0.9935342097,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":282,"as":479,"quote_time":"2026-09-04T19:59:59.884574844Z","fair_low":0.0234893108,"fair":0.0794264526,"fair_high":0.1718558304,"hurdle":0.087,"surplus":-0.0075735474,"surplus_low":-0.0635106892,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"MARA","occ":"MARA260925P00008000","S":11.31,"K":8.0,"T":0.0575342466,"sigma":0.9935342097,"iv":1.0271,"greeks":{"delta":-0.0508,"gamma":0.0405,"rho":-0.0003,"theta":-0.0074,"vega":0.0026},"bid":0.05,"ask":0.07,"bs":588,"as":294,"quote_time":"2026-09-04T19:59:59.88797342Z","fair_low":0.0238577854,"fair":0.0718607422,"fair_high":0.146065864,"hurdle":0.082,"surplus":-0.0101392578,"surplus_low":-0.0581422146,"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
KRE Sep8 CRR individual affordable leg values batch 162
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":"KRE","occ":"KRE260911C00080000","S":75.27,"K":80.0,"T":0.0191780822,"sigma":0.158723679,"iv":0.3395,"greeks":{"delta":0.0459,"gamma":0.036,"rho":0.0004,"theta":-0.0326,"vega":0.0076},"bid":0.03,"ask":0.07,"bs":37,"as":357,"quote_time":"2026-09-04T19:59:58.713591893Z","fair_low":0.0001023877,"fair":0.0015629942,"fair_high":0.0078248477,"hurdle":0.092,"surplus":-0.0904370058,"surplus_low":-0.0918976123,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"KRE","occ":"KRE260911P00070000","S":75.27,"K":70.0,"T":0.0191780822,"sigma":0.158723679,"iv":0.3545,"greeks":{"delta":-0.0236,"gamma":0.0199,"rho":-0.0002,"theta":-0.0192,"vega":0.0044},"bid":0.01,"ask":0.04,"bs":249,"as":663,"quote_time":"2026-09-04T19:59:58.757270621Z","fair_low":3.6536e-06,"fair":0.0001679318,"fair_high":0.0015250057,"hurdle":0.057,"surplus":-0.0568320682,"surplus_low":-0.0569963464,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"KRE","occ":"KRE260930P00060000","S":75.27,"K":60.0,"T":0.0712328767,"sigma":0.158723679,"iv":0.4381,"greeks":{"delta":-0.0163,"gamma":0.0049,"rho":-0.0008,"theta":-0.0072,"vega":0.0077},"bid":0.03,"ask":0.07,"bs":20,"as":8,"quote_time":"2026-09-04T19:59:39.558975481Z","fair_low":0.0,"fair":1.01e-08,"fair_high":1.8596e-06,"hurdle":0.092,"surplus":-0.0919999899,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
Sep8 CRR individual affordable leg values batch 161
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":"IREN","occ":"IREN261002P00019000","S":44.68,"K":19.0,"T":0.0767123288,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":21,"as":20,"quote_time":"2026-09-04T19:59:59.58007679Z","fair_low":7.42813e-05,"fair":0.0021067189,"fair_high":0.014689249,"hurdle":0.107,"surplus":-0.1048932811,"surplus_low":-0.1069257187,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN260918P00019000","S":44.68,"K":19.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":27,"as":25,"quote_time":"2026-09-04T19:59:58.638430014Z","fair_low":1.29e-08,"fair":6.3725e-06,"fair_high":0.0002119149,"hurdle":0.087,"surplus":-0.0869936275,"surplus_low":-0.0869999871,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260911P00031500","S":44.68,"K":31.5,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":80,"as":740,"quote_time":"2026-09-04T19:59:58.991481349Z","fair_low":0.0008649447,"fair":0.0094364533,"fair_high":0.0393614124,"hurdle":0.057,"surplus":-0.0475635467,"surplus_low":-0.0561350553,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"KRE","occ":"KRE260930C00085000","S":75.27,"K":85.0,"T":0.0712328767,"sigma":0.158723679,"iv":0.2497,"greeks":{"delta":0.0307,"gamma":0.0147,"rho":0.0014,"theta":-0.0073,"vega":0.0131},"bid":0.03,"ask":0.08,"bs":235,"as":180,"quote_time":"2026-09-04T19:59:59.593784662Z","fair_low":0.0001455594,"fair":0.0024763638,"fair_high":0.0130900341,"hurdle":0.107,"surplus":-0.1045236362,"surplus_low":-0.1068544406,"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
IREN Sep8 CRR individual affordable leg values batch 160
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":"IREN","occ":"IREN260911P00035500","S":44.68,"K":35.5,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":166,"as":15,"quote_time":"2026-09-04T19:59:59.576594018Z","fair_low":0.0301021849,"fair":0.1100602659,"fair_high":0.2498329736,"hurdle":0.057,"surplus":0.0530602659,"surplus_low":-0.0268978151,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IREN","occ":"IREN260918P00020000","S":44.68,"K":20.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":9,"as":20,"quote_time":"2026-09-04T19:59:59.624231652Z","fair_low":8.85e-08,"fair":2.2248e-05,"fair_high":0.0005194811,"hurdle":0.027,"surplus":-0.026977752,"surplus_low":-0.0269999115,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IREN","occ":"IREN260925P00020000","S":44.68,"K":20.0,"T":0.0575342466,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":92,"as":61,"quote_time":"2026-09-04T19:59:58.638721308Z","fair_low":1.50334e-05,"fair":0.0007008001,"fair_high":0.0064384791,"hurdle":0.092,"surplus":-0.0912991999,"surplus_low":-0.0919849666,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260918C00085000","S":44.68,"K":85.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":462,"as":80,"quote_time":"2026-09-04T19:59:58.6457266Z","fair_low":3.96256e-05,"fair":0.0016141354,"fair_high":0.0137444987,"hurdle":0.092,"surplus":-0.0903858646,"surplus_low":-0.0919603744,"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
IREN Sep8 CRR individual affordable leg values batch 159
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":"IREN","occ":"IREN260911P00034000","S":44.68,"K":34.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.02,"ask":0.08,"bs":11,"as":10,"quote_time":"2026-09-04T19:59:59.58885348Z","fair_low":0.0094358906,"fair":0.0484095559,"fair_high":0.1350655503,"hurdle":0.112,"surplus":-0.0635904441,"surplus_low":-0.1025641094,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN260911P00029500","S":44.68,"K":29.5,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":3,"as":456,"quote_time":"2026-09-04T19:59:59.713496281Z","fair_low":7.90038e-05,"fair":0.0018512646,"fair_high":0.0119903197,"hurdle":0.117,"surplus":-0.1151487354,"surplus_low":-0.1169209962,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN260918C00105000","S":44.68,"K":105.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":26,"as":22,"quote_time":"2026-09-04T19:59:58.638613832Z","fair_low":3.48e-08,"fair":1.64466e-05,"fair_high":0.0005317614,"hurdle":0.102,"surplus":-0.1019835534,"surplus_low":-0.1019999652,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260918C00100000","S":44.68,"K":100.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":44,"as":20,"quote_time":"2026-09-04T19:59:59.488016761Z","fair_low":2.084e-07,"fair":5.09907e-05,"fair_high":0.0011902632,"hurdle":0.027,"surplus":-0.0269490093,"surplus_low":-0.0269997916,"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
IREN Sep8 CRR individual affordable leg values batch 158
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":"IREN","occ":"IREN261016P00018000","S":44.68,"K":18.0,"T":0.1150684932,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.02,"ask":0.04,"bs":52,"as":300,"quote_time":"2026-09-04T19:59:58.170659206Z","fair_low":0.0007320911,"fair":0.0101092575,"fair_high":0.0488665591,"hurdle":0.052,"surplus":-0.0418907425,"surplus_low":-0.0512679089,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IREN","occ":"IREN260918C00080000","S":44.68,"K":80.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":47,"as":183,"quote_time":"2026-09-04T19:59:58.645670974Z","fair_low":0.000220194,"fair":0.004833069,"fair_high":0.0306174593,"hurdle":0.057,"surplus":-0.052166931,"surplus_low":-0.056779806,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IREN","occ":"IREN260918P00022000","S":44.68,"K":22.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.05,"ask":0.07,"bs":11,"as":10,"quote_time":"2026-09-04T19:59:59.302154049Z","fair_low":2.451e-06,"fair":0.0002072946,"fair_high":0.0025540963,"hurdle":0.082,"surplus":-0.0817927054,"surplus_low":-0.081997549,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260925P00018000","S":44.68,"K":18.0,"T":0.0575342466,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":3,"as":5,"quote_time":"2026-09-04T19:59:59.625886256Z","fair_low":9.069e-07,"fair":0.0001083337,"fair_high":0.0016581549,"hurdle":0.117,"surplus":-0.1168916663,"surplus_low":-0.1169990931,"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
IREN Sep8 CRR individual affordable leg values batch 157
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":"IREN","occ":"IREN260918P00015000","S":44.68,"K":15.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":26,"as":1110,"quote_time":"2026-09-04T19:59:58.638619034Z","fair_low":0.0,"fair":7e-09,"fair_high":1.6809e-06,"hurdle":0.102,"surplus":-0.101999993,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260911P00028500","S":44.68,"K":28.5,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":26,"as":29,"quote_time":"2026-09-04T19:59:59.511048358Z","fair_low":1.94978e-05,"fair":0.0007219447,"fair_high":0.0059572794,"hurdle":0.057,"surplus":-0.0562780553,"surplus_low":-0.0569805022,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IREN","occ":"IREN260918C00095000","S":44.68,"K":95.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":8,"as":25,"quote_time":"2026-09-04T19:59:58.645675101Z","fair_low":1.1906e-06,"fair":0.0001657268,"fair_high":0.0027315243,"hurdle":0.117,"surplus":-0.1168342732,"surplus_low":-0.1169988094,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN260911P00030500","S":44.68,"K":30.5,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":84,"as":231,"quote_time":"2026-09-04T19:59:59.717671381Z","fair_low":0.0002776193,"fair":0.0043926435,"fair_high":0.0222480801,"hurdle":0.057,"surplus":-0.0526073565,"surplus_low":-0.0567223807,"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
IREN Sep8 CRR individual affordable leg values batch 156
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":"IREN","occ":"IREN260911P00029000","S":44.68,"K":29.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":44,"as":62,"quote_time":"2026-09-04T19:59:59.690119492Z","fair_low":4.0033e-05,"fair":0.0011576838,"fair_high":0.0085717001,"hurdle":0.072,"surplus":-0.0708423162,"surplus_low":-0.071959967,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IREN","occ":"IREN260911P00028000","S":44.68,"K":28.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":30,"as":31,"quote_time":"2026-09-04T19:59:58.638691807Z","fair_low":9.069e-06,"fair":0.0004410345,"fair_high":0.0041557539,"hurdle":0.027,"surplus":-0.0265589655,"surplus_low":-0.026990931,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IREN","occ":"IREN260925P00019000","S":44.68,"K":19.0,"T":0.0575342466,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":20,"as":17,"quote_time":"2026-09-04T19:59:59.58541143Z","fair_low":3.981e-06,"fair":0.0002845827,"fair_high":0.0033117425,"hurdle":0.087,"surplus":-0.0867154173,"surplus_low":-0.086996019,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IREN","occ":"IREN260911C00065000","S":44.68,"K":65.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":121,"as":89,"quote_time":"2026-09-04T19:59:59.788003946Z","fair_low":0.0005407739,"fair":0.0077273925,"fair_high":0.0374499632,"hurdle":0.057,"surplus":-0.0492726075,"surplus_low":-0.0564592261,"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
IREN Sep8 CRR individual affordable leg values batch 155
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":"IREN","occ":"IREN260918P00023000","S":44.68,"K":23.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":39,"as":39,"quote_time":"2026-09-04T19:59:58.638613832Z","fair_low":1.01787e-05,"fair":0.0005178638,"fair_high":0.0049970525,"hurdle":0.077,"surplus":-0.0764821362,"surplus_low":-0.0769898213,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260918C00075000","S":44.68,"K":75.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.02,"ask":0.08,"bs":62,"as":153,"quote_time":"2026-09-04T19:59:59.899190908Z","fair_low":0.0011364085,"fair":0.0146636319,"fair_high":0.0670325737,"hurdle":0.112,"surplus":-0.0973363681,"surplus_low":-0.1108635915,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN260911P00033000","S":44.68,"K":33.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":121,"as":116,"quote_time":"2026-09-04T19:59:58.638686585Z","fair_low":0.0038999473,"fair":0.0265991263,"fair_high":0.0848066771,"hurdle":0.102,"surplus":-0.0754008737,"surplus_low":-0.0981000527,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260911C00060000","S":44.68,"K":60.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.07,"ask":0.08,"bs":200,"as":193,"quote_time":"2026-09-04T19:59:59.95057911Z","fair_low":0.0070036059,"fair":0.0430317194,"fair_high":0.1334341008,"hurdle":0.087,"surplus":-0.0439682806,"surplus_low":-0.0799963941,"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
IREN Sep8 CRR individual affordable leg values batch 154
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":"IREN","occ":"IREN260911P00032000","S":44.68,"K":32.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":10,"as":255,"quote_time":"2026-09-04T19:59:59.674201817Z","fair_low":0.0014655466,"fair":0.0133522884,"fair_high":0.0514268369,"hurdle":0.067,"surplus":-0.0536477116,"surplus_low":-0.0655344534,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IREN","occ":"IREN260911P00030000","S":44.68,"K":30.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":12,"as":812,"quote_time":"2026-09-04T19:59:59.616585327Z","fair_low":0.000150504,"fair":0.0028873589,"fair_high":0.0162854986,"hurdle":0.107,"surplus":-0.1041126411,"surplus_low":-0.106849496,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN260911P00031000","S":44.68,"K":31.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":2,"as":268,"quote_time":"2026-09-04T19:59:59.820970605Z","fair_low":0.0004969835,"fair":0.0065187391,"fair_high":0.0300003378,"hurdle":0.102,"surplus":-0.0954812609,"surplus_low":-0.1015030165,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN260918P00018000","S":44.68,"K":18.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":39,"as":25,"quote_time":"2026-09-04T19:59:58.638613832Z","fair_low":1.3e-09,"fair":1.5473e-06,"fair_high":7.6357e-05,"hurdle":0.077,"surplus":-0.0769984527,"surplus_low":-0.0769999987,"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
IREN Sep8 CRR individual affordable leg values batch 153
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":"IREN","occ":"IREN260911P00032500","S":44.68,"K":32.5,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":80,"as":529,"quote_time":"2026-09-04T19:59:59.988313839Z","fair_low":0.0024203598,"fair":0.0190609213,"fair_high":0.066890622,"hurdle":0.062,"surplus":-0.0429390787,"surplus_low":-0.0595796402,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IREN","occ":"IREN260911P00034500","S":44.68,"K":34.5,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":511,"as":88,"quote_time":"2026-09-04T19:59:58.646140241Z","fair_low":0.0141901054,"fair":0.0645687545,"fair_high":0.1656888042,"hurdle":0.102,"surplus":-0.0374312455,"surplus_low":-0.0878098946,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260918C00110000","S":44.68,"K":110.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":85,"as":458,"quote_time":"2026-09-04T19:59:59.95646242Z","fair_low":5.6e-09,"fair":5.1873e-06,"fair_high":0.0002263297,"hurdle":0.092,"surplus":-0.0919948127,"surplus_low":-0.0919999944,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IREN","occ":"IREN260911P00035000","S":44.68,"K":35.0,"T":0.0191780822,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":159,"as":73,"quote_time":"2026-09-04T19:59:59.61181787Z","fair_low":0.0208845233,"fair":0.085167408,"fair_high":0.2055190629,"hurdle":0.107,"surplus":-0.021832592,"surplus_low":-0.0861154767,"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 CRR individual affordable leg values batch 152
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":"INTC","occ":"INTC260918P00052500","S":95.8,"K":52.5,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":100,"as":3,"quote_time":"2026-09-04T19:59:59.031700502Z","fair_low":0.0,"fair":4.9e-09,"fair_high":1.5535e-06,"hurdle":0.057,"surplus":-0.0569999951,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IOT","occ":"IOT260918P00032000","S":40.2,"K":32.0,"T":0.0383561644,"sigma":0.5512606302,"iv":0.7045,"greeks":{"delta":-0.028,"gamma":0.0131,"rho":-0.0004,"theta":-0.0142,"vega":0.0045},"bid":0.03,"ask":0.08,"bs":22,"as":190,"quote_time":"2026-09-04T19:59:59.567813934Z","fair_low":0.0036840598,"fair":0.0228068783,"fair_high":0.0708977923,"hurdle":0.107,"surplus":-0.0841931217,"surplus_low":-0.1033159402,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN261016P00020000","S":44.68,"K":20.0,"T":0.1150684932,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":380,"as":729,"quote_time":"2026-09-04T19:59:59.831885965Z","fair_low":0.0032279575,"fair":0.0287161097,"fair_high":0.1051135519,"hurdle":0.102,"surplus":-0.0732838903,"surplus_low":-0.0987720425,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IREN","occ":"IREN260918C00090000","S":44.68,"K":90.0,"T":0.0383561644,"sigma":1.0017887326,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":140,"as":71,"quote_time":"2026-09-04T19:59:59.877536294Z","fair_low":7.3733e-06,"fair":0.0005236931,"fair_high":0.0060089307,"hurdle":0.042,"surplus":-0.0414763069,"surplus_low":-0.0419926267,"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
INTC Sep8 CRR individual affordable leg values batch 151
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":"INTC","occ":"INTC260911C00117000","S":95.8,"K":117.0,"T":0.0191780822,"sigma":0.5418566515,"iv":0.8823,"greeks":{"delta":0.0177,"gamma":0.0049,"rho":0.0002,"theta":-0.0485,"vega":0.0044},"bid":0.03,"ask":0.08,"bs":56,"as":47,"quote_time":"2026-09-04T19:59:59.810897729Z","fair_low":0.0007215536,"fair":0.0095168679,"fair_high":0.0446521438,"hurdle":0.107,"surplus":-0.0974831321,"surplus_low":-0.1062784464,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"INTC","occ":"INTC260918C00150000","S":95.8,"K":150.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":86,"as":1,"quote_time":"2026-09-04T19:59:59.892819447Z","fair_low":9.01e-08,"fair":2.9811e-05,"fair_high":0.0007911801,"hurdle":0.087,"surplus":-0.086970189,"surplus_low":-0.0869999099,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"INTC","occ":"INTC260911P00078000","S":95.8,"K":78.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.05,"ask":0.08,"bs":187,"as":99,"quote_time":"2026-09-04T19:59:59.711719962Z","fair_low":0.0003637646,"fair":0.0057152218,"fair_high":0.0287053958,"hurdle":0.097,"surplus":-0.0912847782,"surplus_low":-0.0966362354,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"INTC","occ":"INTC260911C00118000","S":95.8,"K":118.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":34,"as":36,"quote_time":"2026-09-04T19:59:59.542495662Z","fair_low":0.0004142259,"fair":0.0066212302,"fair_high":0.0340604607,"hurdle":0.092,"surplus":-0.0853787698,"surplus_low":-0.0915857741,"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
INTC Sep8 CRR individual affordable leg values batch 150
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":"INTC","occ":"INTC261016P00044000","S":95.8,"K":44.0,"T":0.1150684932,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":1,"as":3,"quote_time":"2026-09-04T19:59:59.572590888Z","fair_low":6.08e-08,"fair":2.21055e-05,"fair_high":0.000626547,"hurdle":0.102,"surplus":-0.1019778945,"surplus_low":-0.1019999392,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"INTC","occ":"INTC260911C00121000","S":95.8,"K":121.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":37,"as":41,"quote_time":"2026-09-04T19:59:59.623249904Z","fair_low":7.19029e-05,"fair":0.0020059608,"fair_high":0.0146078796,"hurdle":0.087,"surplus":-0.0849940392,"surplus_low":-0.0869280971,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"INTC","occ":"INTC260925P00060000","S":95.8,"K":60.0,"T":0.0575342466,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":70,"as":97,"quote_time":"2026-09-04T19:59:59.696698886Z","fair_low":4.0453e-06,"fair":0.0003342828,"fair_high":0.0041040267,"hurdle":0.102,"surplus":-0.1016657172,"surplus_low":-0.1019959547,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"INTC","occ":"INTC261002P00060000","S":95.8,"K":60.0,"T":0.0767123288,"sigma":0.5418566515,"iv":0.7891,"greeks":{"delta":-0.0085,"gamma":0.0012,"rho":-0.0006,"theta":-0.0091,"vega":0.0058},"bid":0.04,"ask":0.08,"bs":15,"as":26,"quote_time":"2026-09-04T19:59:59.714199809Z","fair_low":8.30496e-05,"fair":0.0024797704,"fair_high":0.0186514905,"hurdle":0.102,"surplus":-0.0995202296,"surplus_low":-0.1019169504,"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
INTC Sep8 CRR individual affordable leg values batch 149
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":"INTC","occ":"INTC260918P00065000","S":95.8,"K":65.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":13,"as":199,"quote_time":"2026-09-04T19:59:59.849542452Z","fair_low":2.4853e-06,"fair":0.0002253816,"fair_high":0.0030232677,"hurdle":0.087,"surplus":-0.0867746184,"surplus_low":-0.0869975147,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"INTC","occ":"INTC260911P00075000","S":95.8,"K":75.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":21,"as":31,"quote_time":"2026-09-04T19:59:59.636996169Z","fair_low":2.12862e-05,"fair":0.0008382466,"fair_high":0.0072037573,"hurdle":0.087,"surplus":-0.0861617534,"surplus_low":-0.0869787138,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"INTC","occ":"INTC261016P00041000","S":95.8,"K":41.0,"T":0.1150684932,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":4,"as":13,"quote_time":"2026-09-04T19:59:59.688066076Z","fair_low":2.9e-09,"fair":3.2372e-06,"fair_high":0.000156558,"hurdle":0.062,"surplus":-0.0619967628,"surplus_low":-0.0619999971,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"INTC","occ":"INTC260911C00125000","S":95.8,"K":125.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":68,"as":3,"quote_time":"2026-09-04T19:59:59.806646573Z","fair_low":5.6851e-06,"fair":0.0003797658,"fair_high":0.0043489355,"hurdle":0.077,"surplus":-0.0766202342,"surplus_low":-0.0769943149,"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
INTC Sep8 CRR individual affordable leg values batch 148
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":"INTC","occ":"INTC261002P00055000","S":95.8,"K":55.0,"T":0.0767123288,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":1,"as":72,"quote_time":"2026-09-04T19:59:59.810012004Z","fair_low":2.3859e-06,"fair":0.0002366695,"fair_high":0.003357859,"hurdle":0.062,"surplus":-0.0617633305,"surplus_low":-0.0619976141,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"INTC","occ":"INTC260918C00160000","S":95.8,"K":160.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":21,"as":3,"quote_time":"2026-09-04T19:59:59.207887502Z","fair_low":8e-10,"fair":1.3956e-06,"fair_high":9.40073e-05,"hurdle":0.027,"surplus":-0.0269986044,"surplus_low":-0.0269999992,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"INTC","occ":"INTC261016P00035000","S":95.8,"K":35.0,"T":0.1150684932,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":3,"as":121,"quote_time":"2026-09-04T19:59:59.716523993Z","fair_low":0.0,"fair":2.26e-08,"fair_high":4.719e-06,"hurdle":0.092,"surplus":-0.0919999774,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"INTC","occ":"INTC260918P00067500","S":95.8,"K":67.5,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":20,"as":40,"quote_time":"2026-09-04T19:59:59.769595597Z","fair_low":2.22076e-05,"fair":0.0009780187,"fair_high":0.0086705471,"hurdle":0.062,"surplus":-0.0610219813,"surplus_low":-0.0619777924,"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
INTC Sep8 CRR individual affordable leg values batch 147
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":"INTC","occ":"INTC260911C00127000","S":95.8,"K":127.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":72,"as":25,"quote_time":"2026-09-04T19:59:59.878453054Z","fair_low":1.4572e-06,"fair":0.000162656,"fair_high":0.0023158123,"hurdle":0.077,"surplus":-0.076837344,"surplus_low":-0.0769985428,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"INTC","occ":"INTC260918C00155000","S":95.8,"K":155.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":22,"as":51,"quote_time":"2026-09-04T19:59:59.20787794Z","fair_low":8.2e-09,"fair":6.4783e-06,"fair_high":0.0002783203,"hurdle":0.027,"surplus":-0.0269935217,"surplus_low":-0.0269999918,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"INTC","occ":"INTC260918P00060000","S":95.8,"K":60.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":16,"as":14,"quote_time":"2026-09-04T19:59:59.856964404Z","fair_low":1.09e-08,"fair":6.7042e-06,"fair_high":0.0002364859,"hurdle":0.087,"surplus":-0.0869932958,"surplus_low":-0.0869999891,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"INTC","occ":"INTC260914P00065000","S":95.8,"K":65.0,"T":0.0273972603,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":6,"as":3,"quote_time":"2026-09-04T19:59:58.668003875Z","fair_low":1.94e-08,"fair":9.3146e-06,"fair_high":0.0002928831,"hurdle":0.047,"surplus":-0.0469906854,"surplus_low":-0.0469999806,"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
INTC Sep8 CRR individual affordable leg values batch 146
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":"INTC","occ":"INTC260918P00062500","S":95.8,"K":62.5,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":28,"as":99,"quote_time":"2026-09-04T19:59:59.415195266Z","fair_low":2.051e-07,"fair":4.41782e-05,"fair_high":0.0009223359,"hurdle":0.027,"surplus":-0.0269558218,"surplus_low":-0.0269997949,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"INTC","occ":"INTC261016C00195000","S":95.8,"K":195.0,"T":0.1150684932,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":134,"as":5,"quote_time":"2026-09-04T19:59:59.707342067Z","fair_low":2.3211e-06,"fair":0.0003225395,"fair_high":0.0052446475,"hurdle":0.067,"surplus":-0.0666774605,"surplus_low":-0.0669976789,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"INTC","occ":"INTC260914C00125000","S":95.8,"K":125.0,"T":0.0273972603,"sigma":0.5418566515,"iv":0.7872,"greeks":{"delta":0.0089,"gamma":0.0023,"rho":0.0002,"theta":-0.018,"vega":0.0032},"bid":0.01,"ask":0.05,"bs":12,"as":10,"quote_time":"2026-09-04T19:59:59.926003598Z","fair_low":0.0001911431,"fair":0.0041686201,"fair_high":0.0262014771,"hurdle":0.072,"surplus":-0.0678313799,"surplus_low":-0.0718088569,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"INTC","occ":"INTC260925P00055000","S":95.8,"K":55.0,"T":0.0575342466,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":1,"as":5,"quote_time":"2026-09-04T19:59:59.897956809Z","fair_low":3.85e-08,"fair":1.53941e-05,"fair_high":0.0004532603,"hurdle":0.027,"surplus":-0.0269846059,"surplus_low":-0.0269999615,"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
INTC Sep8 CRR individual affordable leg values batch 145
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":"INTC","occ":"INTC260911P00077000","S":95.8,"K":77.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":32,"as":44,"quote_time":"2026-09-04T19:59:59.6855373Z","fair_low":0.0001512077,"fair":0.0031579767,"fair_high":0.0185405391,"hurdle":0.102,"surplus":-0.0988420233,"surplus_low":-0.1018487923,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"INTC","occ":"INTC260918P00057500","S":95.8,"K":57.5,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":21,"as":3,"quote_time":"2026-09-04T19:59:59.850053169Z","fair_low":5e-10,"fair":7.901e-07,"fair_high":5.49248e-05,"hurdle":0.072,"surplus":-0.0719992099,"surplus_low":-0.0719999995,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"INTC","occ":"INTC261016P00045000","S":95.8,"K":45.0,"T":0.1150684932,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":13,"as":2,"quote_time":"2026-09-04T19:59:59.858377252Z","fair_low":1.49e-07,"fair":3.97836e-05,"fair_high":0.000971985,"hurdle":0.087,"surplus":-0.0869602164,"surplus_low":-0.086999851,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"INTC","occ":"INTC260911C00124000","S":95.8,"K":124.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":72,"as":75,"quote_time":"2026-09-04T19:59:59.72003006Z","fair_low":1.09642e-05,"fair":0.0005962105,"fair_high":0.0059643469,"hurdle":0.057,"surplus":-0.0564037895,"surplus_low":-0.0569890358,"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
INTC Sep8 CRR individual affordable leg values batch 144
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":"INTC","occ":"INTC260914P00070000","S":95.8,"K":70.0,"T":0.0273972603,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":6,"as":16,"quote_time":"2026-09-04T19:59:59.287366315Z","fair_low":5.7924e-06,"fair":0.0003856153,"fair_high":0.0042524906,"hurdle":0.057,"surplus":-0.0566143847,"surplus_low":-0.0569942076,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"INTC","occ":"INTC260911P00076000","S":95.8,"K":76.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":3,"as":72,"quote_time":"2026-09-04T19:59:59.782649528Z","fair_low":5.84503e-05,"fair":0.0016625912,"fair_high":0.0116989063,"hurdle":0.102,"surplus":-0.1003374088,"surplus_low":-0.1019415497,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"INTC","occ":"INTC260916C00130000","S":95.8,"K":130.0,"T":0.0328767123,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":6,"as":14,"quote_time":"2026-09-04T19:59:59.706705575Z","fair_low":0.0001018574,"fair":0.0028124226,"fair_high":0.0202177563,"hurdle":0.117,"surplus":-0.1141875774,"surplus_low":-0.1168981426,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"INTC","occ":"INTC260925C00150000","S":95.8,"K":150.0,"T":0.0575342466,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":106,"as":106,"quote_time":"2026-09-04T19:59:59.728835997Z","fair_low":2.04386e-05,"fair":0.0011201617,"fair_high":0.011241524,"hurdle":0.117,"surplus":-0.1158798383,"surplus_low":-0.1169795614,"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
INTC Sep8 CRR individual affordable leg values batch 143
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":"INTC","occ":"INTC260911P00070000","S":95.8,"K":70.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":12,"as":456,"quote_time":"2026-09-04T19:59:59.21489614Z","fair_low":4.81e-08,"fair":1.62706e-05,"fair_high":0.0004176352,"hurdle":0.057,"surplus":-0.0569837294,"surplus_low":-0.0569999519,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"INTC","occ":"INTC260911P00072000","S":95.8,"K":72.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":39,"as":10,"quote_time":"2026-09-04T19:59:59.840868895Z","fair_low":7.159e-07,"fair":8.84612e-05,"fair_high":0.0014321357,"hurdle":0.027,"surplus":-0.0269115388,"surplus_low":-0.0269992841,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"INTC","occ":"INTC260911C00120000","S":95.8,"K":120.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.02,"ask":0.08,"bs":8,"as":85,"quote_time":"2026-09-04T19:59:59.706717584Z","fair_low":0.0001307496,"fair":0.0030427343,"fair_high":0.0194841031,"hurdle":0.112,"surplus":-0.1089572657,"surplus_low":-0.1118692504,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"INTC","occ":"INTC260918P00055000","S":95.8,"K":55.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":40,"as":451,"quote_time":"2026-09-04T19:59:59.713967859Z","fair_low":0.0,"fair":7.3e-08,"fair_high":1.01658e-05,"hurdle":0.062,"surplus":-0.061999927,"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
INTC Sep8 CRR individual affordable leg values batch 142
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":"INTC","occ":"INTC260911C00128000","S":95.8,"K":128.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":6,"as":6,"quote_time":"2026-09-04T19:59:59.067007384Z","fair_low":7.195e-07,"fair":0.0001026926,"fair_high":0.001698845,"hurdle":0.092,"surplus":-0.0918973074,"surplus_low":-0.0919992805,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"INTC","occ":"INTC260911C00123000","S":95.8,"K":123.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":71,"as":71,"quote_time":"2026-09-04T19:59:59.811066676Z","fair_low":2.08266e-05,"fair":0.0009140864,"fair_high":0.0081226133,"hurdle":0.072,"surplus":-0.0710859136,"surplus_low":-0.0719791734,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"INTC","occ":"INTC260911P00073000","S":95.8,"K":73.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":106,"as":107,"quote_time":"2026-09-04T19:59:59.592685873Z","fair_low":2.2569e-06,"fair":0.0002006341,"fair_high":0.0025248136,"hurdle":0.027,"surplus":-0.0267993659,"surplus_low":-0.0269977431,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"INTC","occ":"INTC260911P00074000","S":95.8,"K":74.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":46,"as":19,"quote_time":"2026-09-04T19:59:59.618387135Z","fair_low":7.4195e-06,"fair":0.0004217966,"fair_high":0.0043232437,"hurdle":0.077,"surplus":-0.0765782034,"surplus_low":-0.0769925805,"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
INTC Sep8 CRR individual affordable leg values batch 141
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":"INTC","occ":"INTC260918C00140000","S":95.8,"K":140.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.02,"ask":0.07,"bs":399,"as":100,"quote_time":"2026-09-04T19:59:59.313282154Z","fair_low":7.3272e-06,"fair":0.0005222595,"fair_high":0.0059948215,"hurdle":0.097,"surplus":-0.0964777405,"surplus_low":-0.0969926728,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"INTC","occ":"INTC260911C00126000","S":95.8,"K":126.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":9,"as":11,"quote_time":"2026-09-04T19:59:59.263595401Z","fair_low":2.9018e-06,"fair":0.0002497124,"fair_high":0.0032363862,"hurdle":0.042,"surplus":-0.0417502876,"surplus_low":-0.0419970982,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"INTC","occ":"INTC260918C00170000","S":95.8,"K":170.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":3,"as":40,"quote_time":"2026-09-04T19:59:59.850263415Z","fair_low":0.0,"fair":5.52e-08,"fair_high":9.6213e-06,"hurdle":0.047,"surplus":-0.0469999448,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"INTC","occ":"INTC260911C00122000","S":95.8,"K":122.0,"T":0.0191780822,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":102,"as":3,"quote_time":"2026-09-04T19:59:59.596224177Z","fair_low":3.89791e-05,"fair":0.0013688819,"fair_high":0.0106944382,"hurdle":0.072,"surplus":-0.0706311181,"surplus_low":-0.0719610209,"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 CRR individual affordable leg values batch 140
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":"IBIT","occ":"IBIT260916C00053000","S":45.23,"K":53.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.5363,"greeks":{"delta":0.0313,"gamma":0.0186,"rho":0.0003,"theta":-0.015,"vega":0.005},"bid":0.04,"ask":0.05,"bs":64,"as":45,"quote_time":"2026-09-04T19:59:59.634017232Z","fair_low":0.0078573747,"fair":0.0390410165,"fair_high":0.1061335492,"hurdle":0.057,"surplus":-0.0179589835,"surplus_low":-0.0491426253,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"INTC","occ":"INTC260918C00145000","S":95.8,"K":145.0,"T":0.0383561644,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":13,"as":26,"quote_time":"2026-09-04T19:59:59.764944451Z","fair_low":8.61e-07,"fair":0.0001305839,"fair_high":0.0021943867,"hurdle":0.117,"surplus":-0.1168694161,"surplus_low":-0.116999139,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"INTC","occ":"INTC261016P00049000","S":95.8,"K":49.0,"T":0.1150684932,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.05,"ask":0.08,"bs":1,"as":23,"quote_time":"2026-09-04T19:59:59.809045219Z","fair_low":3.6342e-06,"fair":0.0003357119,"fair_high":0.0044855349,"hurdle":0.097,"surplus":-0.0966642881,"surplus_low":-0.0969963658,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"INTC","occ":"INTC261016P00042000","S":95.8,"K":42.0,"T":0.1150684932,"sigma":0.5418566515,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":4,"as":87,"quote_time":"2026-09-04T19:59:59.710880554Z","fair_low":8.6e-09,"fair":6.3892e-06,"fair_high":0.0002594233,"hurdle":0.117,"surplus":-0.1169936108,"surplus_low":-0.1169999914,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
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