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":"IBIT","occ":"IBIT260914C00056000","S":45.23,"K":56.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.7759,"greeks":{"delta":0.0254,"gamma":0.0122,"rho":0.0002,"theta":-0.0206,"vega":0.0037},"bid":0.04,"ask":0.05,"bs":129,"as":91,"quote_time":"2026-09-04T19:59:59.893075358Z","fair_low":0.0001125331,"fair":0.0021504505,"fair_high":0.011984512,"hurdle":0.057,"surplus":-0.0548495495,"surplus_low":-0.0568874669,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260914P00039000","S":45.23,"K":39.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.554,"greeks":{"delta":-0.0259,"gamma":0.0174,"rho":-0.0002,"theta":-0.0148,"vega":0.0038},"bid":0.01,"ask":0.06,"bs":22,"as":17,"quote_time":"2026-09-04T19:59:59.893010496Z","fair_low":0.0045643786,"fair":0.024825161,"fair_high":0.070878085,"hurdle":0.087,"surplus":-0.062174839,"surplus_low":-0.0824356214,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260925C00065000","S":45.23,"K":65.0,"T":0.0575342466,"sigma":0.446808915,"iv":0.6919,"greeks":{"delta":0.011,"gamma":0.0042,"rho":0.0002,"theta":-0.0056,"vega":0.0029},"bid":0.02,"ask":0.03,"bs":71,"as":125,"quote_time":"2026-09-04T19:59:59.789642822Z","fair_low":1.12334e-05,"fair":0.0005393935,"fair_high":0.0050453832,"hurdle":0.037,"surplus":-0.0364606065,"surplus_low":-0.0369887666,"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":"IBIT","occ":"IBIT260911P00037000","S":45.23,"K":37.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.8411,"greeks":{"delta":-0.0108,"gamma":0.0071,"rho":-0.0001,"theta":-0.014,"vega":0.0013},"bid":0.01,"ask":0.02,"bs":160,"as":125,"quote_time":"2026-09-04T19:59:59.53707285Z","fair_low":9.318e-06,"fair":0.0003521368,"fair_high":0.0029629944,"hurdle":0.027,"surplus":-0.0266478632,"surplus_low":-0.026990682,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT260916C00054000","S":45.23,"K":54.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.6414,"greeks":{"delta":0.0421,"gamma":0.0198,"rho":0.0004,"theta":-0.0228,"vega":0.0064},"bid":0.07,"ask":0.08,"bs":87,"as":57,"quote_time":"2026-09-04T19:59:59.977456692Z","fair_low":0.0031650235,"fair":0.0210737557,"fair_high":0.0662733434,"hurdle":0.087,"surplus":-0.0659262443,"surplus_low":-0.0838349765,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260911P00035500","S":45.23,"K":35.5,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":57,"as":56,"quote_time":"2026-09-04T19:59:59.495819282Z","fair_low":1.348e-07,"fair":2.21164e-05,"fair_high":0.0003915976,"hurdle":0.027,"surplus":-0.0269778836,"surplus_low":-0.0269998652,"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":"IBIT","occ":"IBIT260918C00057000","S":45.23,"K":57.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.7085,"greeks":{"delta":0.0335,"gamma":0.0134,"rho":0.0004,"theta":-0.0189,"vega":0.0058},"bid":0.06,"ask":0.08,"bs":75,"as":48,"quote_time":"2026-09-04T19:59:59.562882796Z","fair_low":0.0004600824,"fair":0.0058730848,"fair_high":0.0267490969,"hurdle":0.092,"surplus":-0.0861269152,"surplus_low":-0.0915399176,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT261016P00024000","S":45.23,"K":24.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":20,"as":26,"quote_time":"2026-09-04T19:59:59.785084203Z","fair_low":3.4e-08,"fair":1.20372e-05,"fair_high":0.0003167564,"hurdle":0.062,"surplus":-0.0619879628,"surplus_low":-0.061999966,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT261009P00025000","S":45.23,"K":25.0,"T":0.095890411,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.02,"ask":0.07,"bs":20,"as":19,"quote_time":"2026-09-04T19:59:59.893158145Z","fair_low":1.53e-08,"fair":6.801e-06,"fair_high":0.0002064884,"hurdle":0.097,"surplus":-0.096993199,"surplus_low":-0.0969999847,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260925P00030000","S":45.23,"K":30.0,"T":0.0575342466,"sigma":0.446808915,"iv":0.7571,"greeks":{"delta":-0.0059,"gamma":0.0022,"rho":-0.0001,"theta":-0.0035,"vega":0.0017},"bid":0.01,"ask":0.02,"bs":39,"as":41,"quote_time":"2026-09-04T19:59:59.895304301Z","fair_low":3.472e-07,"fair":4.76165e-05,"fair_high":0.0008109363,"hurdle":0.027,"surplus":-0.0269523835,"surplus_low":-0.0269996528,"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":"IBIT","occ":"IBIT260916P00032000","S":45.23,"K":32.0,"T":0.0328767123,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":146,"as":107,"quote_time":"2026-09-04T19:59:59.536356094Z","fair_low":1.25e-08,"fair":5.0428e-06,"fair_high":0.000148498,"hurdle":0.062,"surplus":-0.0619949572,"surplus_low":-0.0619999875,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260916P00038000","S":45.23,"K":38.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.6346,"greeks":{"delta":-0.0376,"gamma":0.0182,"rho":-0.0004,"theta":-0.0203,"vega":0.0058},"bid":0.06,"ask":0.08,"bs":117,"as":87,"quote_time":"2026-09-04T19:59:59.664735623Z","fair_low":0.0026644822,"fair":0.0178522001,"fair_high":0.0566835592,"hurdle":0.092,"surplus":-0.0741477999,"surplus_low":-0.0893355178,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260911C00053500","S":45.23,"K":53.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.7181,"greeks":{"delta":0.013,"gamma":0.0099,"rho":0.0001,"theta":-0.0142,"vega":0.0016},"bid":0.01,"ask":0.02,"bs":182,"as":110,"quote_time":"2026-09-04T19:59:59.667559341Z","fair_low":0.0002118088,"fair":0.003116766,"fair_high":0.0150180005,"hurdle":0.027,"surplus":-0.023883234,"surplus_low":-0.0267881912,"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":"IBIT","occ":"IBIT260911C00054000","S":45.23,"K":54.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.7516,"greeks":{"delta":0.0125,"gamma":0.0091,"rho":0.0001,"theta":-0.0144,"vega":0.0015},"bid":0.01,"ask":0.02,"bs":169,"as":166,"quote_time":"2026-09-04T19:59:59.894442143Z","fair_low":0.0001025756,"fair":0.0018910026,"fair_high":0.0104888461,"hurdle":0.027,"surplus":-0.0251089974,"surplus_low":-0.0268974244,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT260918C00060000","S":45.23,"K":60.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.7509,"greeks":{"delta":0.0172,"gamma":0.0073,"rho":0.0002,"theta":-0.0115,"vega":0.0033},"bid":0.01,"ask":0.06,"bs":99,"as":88,"quote_time":"2026-09-04T19:59:59.898929073Z","fair_low":2.18594e-05,"fair":0.0007643405,"fair_high":0.0060045668,"hurdle":0.087,"surplus":-0.0862356595,"surplus_low":-0.0869781406,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260911P00040500","S":45.23,"K":40.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.4959,"greeks":{"delta":-0.0174,"gamma":0.0184,"rho":-0.0001,"theta":-0.0125,"vega":0.002},"bid":0.01,"ask":0.02,"bs":183,"as":175,"quote_time":"2026-09-04T19:59:59.895630193Z","fair_low":0.0089564362,"fair":0.0380138126,"fair_high":0.093707546,"hurdle":0.027,"surplus":0.0110138126,"surplus_low":-0.0180435638,"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":"IBIT","occ":"IBIT260916P00035000","S":45.23,"K":35.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.7858,"greeks":{"delta":-0.0168,"gamma":0.0075,"rho":-0.0002,"theta":-0.0128,"vega":0.003},"bid":0.01,"ask":0.06,"bs":146,"as":112,"quote_time":"2026-09-04T19:59:59.664625197Z","fair_low":1.77377e-05,"fair":0.0006143983,"fair_high":0.0047231719,"hurdle":0.087,"surplus":-0.0863856017,"surplus_low":-0.0869822623,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT261002P00029000","S":45.23,"K":29.0,"T":0.0767123288,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.07,"ask":0.08,"bs":18,"as":46,"quote_time":"2026-09-04T19:59:59.930178702Z","fair_low":1.8802e-06,"fair":0.0001528065,"fair_high":0.0018694026,"hurdle":0.087,"surplus":-0.0868471935,"surplus_low":-0.0869981198,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260916P00033000","S":45.23,"K":33.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.8412,"greeks":{"delta":-0.0074,"gamma":0.0034,"rho":-0.0001,"theta":-0.0067,"vega":0.0014},"bid":0.01,"ask":0.02,"bs":23,"as":34,"quote_time":"2026-09-04T19:59:59.90008735Z","fair_low":1.934e-07,"fair":3.05733e-05,"fair_high":0.0005277369,"hurdle":0.027,"surplus":-0.0269694267,"surplus_low":-0.0269998066,"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":"IBIT","occ":"IBIT260914C00059000","S":45.23,"K":59.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.8551,"greeks":{"delta":0.0138,"gamma":0.0066,"rho":0.0001,"theta":-0.0135,"vega":0.0022},"bid":0.01,"ask":0.04,"bs":129,"as":95,"quote_time":"2026-09-04T19:59:59.606837574Z","fair_low":2.0081e-06,"fair":0.0001517818,"fair_high":0.0017827553,"hurdle":0.057,"surplus":-0.0568482182,"surplus_low":-0.0569979919,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260918P00027000","S":45.23,"K":27.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":19,"as":435,"quote_time":"2026-09-04T19:59:59.592032024Z","fair_low":0.0,"fair":5e-10,"fair_high":2.221e-07,"hurdle":0.047,"surplus":-0.0469999995,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260914P00034000","S":45.23,"K":34.0,"T":0.0273972603,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":173,"as":137,"quote_time":"2026-09-04T19:59:59.664860907Z","fair_low":2.163e-07,"fair":3.252e-05,"fair_high":0.0005539927,"hurdle":0.042,"surplus":-0.04196748,"surplus_low":-0.0419997837,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"IBIT","occ":"IBIT260914C00058000","S":45.23,"K":58.0,"T":0.0273972603,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":142,"as":159,"quote_time":"2026-09-04T19:59:59.422704025Z","fair_low":8.1978e-06,"fair":0.0003785549,"fair_high":0.0034676594,"hurdle":0.057,"surplus":-0.0566214451,"surplus_low":-0.0569918022,"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":"IBIT","occ":"IBIT261016P00023000","S":45.23,"K":23.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.06,"ask":0.08,"bs":25,"as":28,"quote_time":"2026-09-04T19:59:59.896553499Z","fair_low":4.2e-09,"fair":2.9777e-06,"fair_high":0.0001157457,"hurdle":0.092,"surplus":-0.0919970223,"surplus_low":-0.0919999958,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260914P00037500","S":45.23,"K":37.5,"T":0.0273972603,"sigma":0.446808915,"iv":0.5987,"greeks":{"delta":-0.0114,"gamma":0.008,"rho":-0.0001,"theta":-0.0079,"vega":0.0019},"bid":0.01,"ask":0.02,"bs":76,"as":95,"quote_time":"2026-09-04T19:59:59.738962606Z","fair_low":0.0004564162,"fair":0.0050941091,"fair_high":0.0217349418,"hurdle":0.027,"surplus":-0.0219058909,"surplus_low":-0.0265435838,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT261016P00015000","S":45.23,"K":15.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":33,"as":22,"quote_time":"2026-09-04T19:59:58.675455773Z","fair_low":0.0,"fair":0.0,"fair_high":2e-10,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"IBIT","occ":"IBIT260918P00035000","S":45.23,"K":35.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.764,"greeks":{"delta":-0.0234,"gamma":0.0093,"rho":-0.0003,"theta":-0.0149,"vega":0.0043},"bid":0.05,"ask":0.06,"bs":187,"as":52,"quote_time":"2026-09-04T19:59:59.591856571Z","fair_low":6.99192e-05,"fair":0.0015499924,"fair_high":0.0094138697,"hurdle":0.067,"surplus":-0.0654500076,"surplus_low":-0.0669300808,"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":"IBIT","occ":"IBIT260911C00050500","S":45.23,"K":50.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.5768,"greeks":{"delta":0.0334,"gamma":0.0273,"rho":0.0002,"theta":-0.0255,"vega":0.0035},"bid":0.03,"ask":0.04,"bs":225,"as":152,"quote_time":"2026-09-04T19:59:59.894808569Z","fair_low":0.0110883101,"fair":0.0455790111,"fair_high":0.1103790691,"hurdle":0.047,"surplus":-0.0014209889,"surplus_low":-0.0359116899,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260916C00055000","S":45.23,"K":55.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.6851,"greeks":{"delta":0.0375,"gamma":0.0168,"rho":0.0004,"theta":-0.0222,"vega":0.0058},"bid":0.06,"ask":0.08,"bs":102,"as":101,"quote_time":"2026-09-04T19:59:59.53631445Z","fair_low":0.0012032389,"fair":0.0107674831,"fair_high":0.0409641788,"hurdle":0.092,"surplus":-0.0812325169,"surplus_low":-0.0907967611,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260911P00038500","S":45.23,"K":38.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.6915,"greeks":{"delta":-0.0129,"gamma":0.0102,"rho":-0.0001,"theta":-0.0135,"vega":0.0016},"bid":0.01,"ask":0.02,"bs":343,"as":352,"quote_time":"2026-09-04T19:59:58.664645951Z","fair_low":0.0002731972,"fair":0.0035344666,"fair_high":0.0159041515,"hurdle":0.027,"surplus":-0.0234655334,"surplus_low":-0.0267268028,"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":"IBIT","occ":"IBIT261002P00033500","S":45.23,"K":33.5,"T":0.0767123288,"sigma":0.446808915,"iv":0.5995,"greeks":{"delta":-0.0232,"gamma":0.0078,"rho":-0.0008,"theta":-0.0077,"vega":0.0065},"bid":0.06,"ask":0.07,"bs":89,"as":45,"quote_time":"2026-09-04T19:59:59.605829917Z","fair_low":0.0011378863,"fair":0.0109853819,"fair_high":0.0434350662,"hurdle":0.077,"surplus":-0.0660146181,"surplus_low":-0.0758621137,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260925P00029000","S":45.23,"K":29.0,"T":0.0575342466,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":96,"as":23,"quote_time":"2026-09-04T19:59:59.788473734Z","fair_low":3.83e-08,"fair":1.13509e-05,"fair_high":0.000284844,"hurdle":0.087,"surplus":-0.0869886491,"surplus_low":-0.0869999617,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260911P00035000","S":45.23,"K":35.0,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":67,"as":100,"quote_time":"2026-09-04T19:59:59.895604117Z","fair_low":2.66e-08,"fair":7.6129e-06,"fair_high":0.0001883194,"hurdle":0.047,"surplus":-0.0469923871,"surplus_low":-0.0469999734,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT261002P00025000","S":45.23,"K":25.0,"T":0.0767123288,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":107,"as":35,"quote_time":"2026-09-04T19:59:59.895090526Z","fair_low":3e-10,"fair":4.542e-07,"fair_high":2.9738e-05,"hurdle":0.072,"surplus":-0.0719995458,"surplus_low":-0.0719999997,"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":"IBIT","occ":"IBIT260916C00057000","S":45.23,"K":57.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.717,"greeks":{"delta":0.022,"gamma":0.0103,"rho":0.0002,"theta":-0.0149,"vega":0.0037},"bid":0.01,"ask":0.07,"bs":104,"as":119,"quote_time":"2026-09-04T19:59:59.536356094Z","fair_low":0.0001465452,"fair":0.0026483104,"fair_high":0.0146170285,"hurdle":0.102,"surplus":-0.0993516896,"surplus_low":-0.1018534548,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260914P00038000","S":45.23,"K":38.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.6364,"greeks":{"delta":-0.0229,"gamma":0.0136,"rho":-0.0002,"theta":-0.0153,"vega":0.0034},"bid":0.01,"ask":0.06,"bs":107,"as":80,"quote_time":"2026-09-04T19:59:59.738010163Z","fair_low":0.0010316954,"fair":0.0090403382,"fair_high":0.0330399597,"hurdle":0.087,"surplus":-0.0779596618,"surplus_low":-0.0859683046,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT261016P00021000","S":45.23,"K":21.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":24,"as":29,"quote_time":"2026-09-04T19:59:59.896449667Z","fair_low":0.0,"fair":1.118e-07,"fair_high":1.1342e-05,"hurdle":0.042,"surplus":-0.0419998882,"surplus_low":-0.042,"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":"IBIT","occ":"IBIT260911P00041500","S":45.23,"K":41.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.5406,"greeks":{"delta":-0.0657,"gamma":0.0501,"rho":-0.0003,"theta":-0.0405,"vega":0.006},"bid":0.07,"ask":0.08,"bs":481,"as":490,"quote_time":"2026-09-04T19:59:59.895534248Z","fair_low":0.0342591393,"fair":0.0973732497,"fair_high":0.1919089714,"hurdle":0.087,"surplus":0.0103732497,"surplus_low":-0.0527408607,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260914P00033000","S":45.23,"K":33.0,"T":0.0273972603,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":87,"as":45,"quote_time":"2026-09-04T19:59:59.576224647Z","fair_low":1.26e-08,"fair":4.8624e-06,"fair_high":0.0001416638,"hurdle":0.047,"surplus":-0.0469951376,"surplus_low":-0.0469999874,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260914P00040000","S":45.23,"K":40.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.4598,"greeks":{"delta":-0.0268,"gamma":0.0216,"rho":-0.0002,"theta":-0.0126,"vega":0.0039},"bid":0.02,"ask":0.04,"bs":83,"as":109,"quote_time":"2026-09-04T19:59:59.573954751Z","fair_low":0.0164052082,"fair":0.0608087391,"fair_high":0.1391499385,"hurdle":0.052,"surplus":0.0088087391,"surplus_low":-0.0355947918,"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":"IBIT","occ":"IBIT260914P00037000","S":45.23,"K":37.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.7027,"greeks":{"delta":-0.0182,"gamma":0.0102,"rho":-0.0002,"theta":-0.0139,"vega":0.0028},"bid":0.01,"ask":0.05,"bs":59,"as":35,"quote_time":"2026-09-04T19:59:59.627641933Z","fair_low":0.000182602,"fair":0.0028197311,"fair_high":0.0139131046,"hurdle":0.072,"surplus":-0.0691802689,"surplus_low":-0.071817398,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260918C00059000","S":45.23,"K":59.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.7733,"greeks":{"delta":0.0271,"gamma":0.0103,"rho":0.0004,"theta":-0.0174,"vega":0.0049},"bid":0.05,"ask":0.07,"bs":82,"as":114,"quote_time":"2026-09-04T19:59:59.537773953Z","fair_low":6.18256e-05,"fair":0.0015581498,"fair_high":0.0100440506,"hurdle":0.082,"surplus":-0.0804418502,"surplus_low":-0.0819381744,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260925P00025000","S":45.23,"K":25.0,"T":0.0575342466,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":133,"as":92,"quote_time":"2026-09-04T19:59:59.796672648Z","fair_low":0.0,"fair":5.4e-09,"fair_high":1.3139e-06,"hurdle":0.047,"surplus":-0.0469999946,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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":"IBIT261009P00020000","S":45.23,"K":20.0,"T":0.095890411,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":30,"as":20,"quote_time":"2026-09-04T19:59:59.900165511Z","fair_low":0.0,"fair":6e-10,"fair_high":2.852e-07,"hurdle":0.057,"surplus":-0.0569999994,"surplus_low":-0.057,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260911C00053000","S":45.23,"K":53.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.774,"greeks":{"delta":0.0259,"gamma":0.0165,"rho":0.0001,"theta":-0.0276,"vega":0.0028},"bid":0.01,"ask":0.06,"bs":229,"as":89,"quote_time":"2026-09-04T19:59:59.54013144Z","fair_low":0.0004515315,"fair":0.0050521578,"fair_high":0.0215786017,"hurdle":0.087,"surplus":-0.0819478422,"surplus_low":-0.0865484685,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260911P00036500","S":45.23,"K":36.5,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":101,"as":67,"quote_time":"2026-09-04T19:59:59.639231469Z","fair_low":2.5114e-06,"fair":0.0001515454,"fair_high":0.0016003079,"hurdle":0.057,"surplus":-0.0568484546,"surplus_low":-0.0569974886,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260911C00052500","S":45.23,"K":52.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.736,"greeks":{"delta":0.0271,"gamma":0.018,"rho":0.0001,"theta":-0.0273,"vega":0.003},"bid":0.01,"ask":0.06,"bs":255,"as":179,"quote_time":"2026-09-04T19:59:59.294249384Z","fair_low":0.0009018503,"fair":0.008052264,"fair_high":0.0306457639,"hurdle":0.087,"surplus":-0.078947736,"surplus_low":-0.0860981497,"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":"IBIT","occ":"IBIT260918P00031000","S":45.23,"K":31.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":36,"as":67,"quote_time":"2026-09-04T19:59:59.685444844Z","fair_low":9e-09,"fair":4.3647e-06,"fair_high":0.0001365813,"hurdle":0.057,"surplus":-0.0569956353,"surplus_low":-0.056999991,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT261016C00100000","S":45.23,"K":100.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":188,"as":120,"quote_time":"2026-09-04T19:59:59.613974967Z","fair_low":0.0,"fair":1.188e-07,"fair_high":1.55529e-05,"hurdle":0.062,"surplus":-0.0619998812,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260911C00052000","S":45.23,"K":52.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.6974,"greeks":{"delta":0.0284,"gamma":0.0197,"rho":0.0001,"theta":-0.0269,"vega":0.0031},"bid":0.01,"ask":0.06,"bs":191,"as":82,"quote_time":"2026-09-04T19:59:59.785520894Z","fair_low":0.0017402295,"fair":0.0127315307,"fair_high":0.0429807931,"hurdle":0.087,"surplus":-0.0742684693,"surplus_low":-0.0852597705,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT261016P00022000","S":45.23,"K":22.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":10,"as":1,"quote_time":"2026-09-04T19:59:58.676588525Z","fair_low":3e-10,"fair":6.335e-07,"fair_high":3.72084e-05,"hurdle":0.077,"surplus":-0.0769993665,"surplus_low":-0.0769999997,"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":"IBIT","occ":"IBIT260918C00065000","S":45.23,"K":65.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":69,"as":13,"quote_time":"2026-09-04T19:59:59.900798434Z","fair_low":6.28e-08,"fair":1.67847e-05,"fair_high":0.0003995231,"hurdle":0.027,"surplus":-0.0269832153,"surplus_low":-0.0269999372,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT261016C00095000","S":45.23,"K":95.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":148,"as":140,"quote_time":"2026-09-04T19:59:59.627060787Z","fair_low":4e-10,"fair":8.398e-07,"fair_high":5.78739e-05,"hurdle":0.057,"surplus":-0.0569991602,"surplus_low":-0.0569999996,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260916C00052000","S":45.23,"K":52.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.5092,"greeks":{"delta":0.0421,"gamma":0.0249,"rho":0.0005,"theta":-0.0182,"vega":0.0064},"bid":0.05,"ask":0.07,"bs":355,"as":342,"quote_time":"2026-09-04T19:59:59.892915155Z","fair_low":0.0183841481,"fair":0.070391992,"fair_high":0.1640689694,"hurdle":0.082,"surplus":-0.011608008,"surplus_low":-0.0636158519,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260911P00041000","S":45.23,"K":41.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.5404,"greeks":{"delta":-0.0424,"gamma":0.0354,"rho":-0.0002,"theta":-0.0286,"vega":0.0043},"bid":0.02,"ask":0.07,"bs":130,"as":220,"quote_time":"2026-09-04T19:59:59.729472902Z","fair_low":0.0178504257,"fair":0.0618654538,"fair_high":0.1358802166,"hurdle":0.097,"surplus":-0.0351345462,"surplus_low":-0.0791495743,"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":"IBIT","occ":"IBIT260914P00036000","S":45.23,"K":36.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.837,"greeks":{"delta":-0.0222,"gamma":0.0101,"rho":-0.0002,"theta":-0.0197,"vega":0.0033},"bid":0.04,"ask":0.05,"bs":52,"as":51,"quote_time":"2026-09-04T19:59:59.892819447Z","fair_low":2.64912e-05,"fair":0.0007599947,"fair_high":0.0053786552,"hurdle":0.057,"surplus":-0.0562400053,"surplus_low":-0.0569735088,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260918P00037000","S":45.23,"K":37.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.6557,"greeks":{"delta":-0.0354,"gamma":0.0152,"rho":-0.0005,"theta":-0.018,"vega":0.0061},"bid":0.07,"ask":0.08,"bs":151,"as":70,"quote_time":"2026-09-04T19:59:59.635211067Z","fair_low":0.0015533457,"fair":0.0124505232,"fair_high":0.0441278566,"hurdle":0.087,"surplus":-0.0745494768,"surplus_low":-0.0854466543,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260916C00058000","S":45.23,"K":58.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.7992,"greeks":{"delta":0.0266,"gamma":0.0109,"rho":0.0003,"theta":-0.0195,"vega":0.0044},"bid":0.05,"ask":0.06,"bs":49,"as":101,"quote_time":"2026-09-04T19:59:59.892915155Z","fair_low":4.68709e-05,"fair":0.001262822,"fair_high":0.0084181876,"hurdle":0.067,"surplus":-0.065737178,"surplus_low":-0.0669531291,"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":"IBIT","occ":"IBIT260914P00039500","S":45.23,"K":39.5,"T":0.0273972603,"sigma":0.446808915,"iv":0.4853,"greeks":{"delta":-0.0217,"gamma":0.0171,"rho":-0.0002,"theta":-0.0111,"vega":0.0032},"bid":0.02,"ask":0.03,"bs":99,"as":102,"quote_time":"2026-09-04T19:59:58.602793338Z","fair_low":0.0088092631,"fair":0.0391949103,"fair_high":0.1003504159,"hurdle":0.037,"surplus":0.0021949103,"surplus_low":-0.0281907369,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"IBIT","occ":"IBIT260914P00036500","S":45.23,"K":36.5,"T":0.0273972603,"sigma":0.446808915,"iv":0.7932,"greeks":{"delta":-0.0233,"gamma":0.0111,"rho":-0.0002,"theta":-0.0194,"vega":0.0034},"bid":0.04,"ask":0.05,"bs":85,"as":56,"quote_time":"2026-09-04T19:59:59.836852024Z","fair_low":7.35593e-05,"fair":0.001509781,"fair_high":0.0087662811,"hurdle":0.057,"surplus":-0.055490219,"surplus_low":-0.0569264407,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260925P00035500","S":45.23,"K":35.5,"T":0.0575342466,"sigma":0.446808915,"iv":0.5613,"greeks":{"delta":-0.0228,"gamma":0.0096,"rho":-0.0005,"theta":-0.0083,"vega":0.0054},"bid":0.04,"ask":0.06,"bs":139,"as":80,"quote_time":"2026-09-04T19:59:59.575645651Z","fair_low":0.0020941503,"fair":0.0161861794,"fair_high":0.0564848084,"hurdle":0.072,"surplus":-0.0558138206,"surplus_low":-0.0699058497,"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":"IBIT","occ":"IBIT260918P00036000","S":45.23,"K":36.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.7117,"greeks":{"delta":-0.029,"gamma":0.0119,"rho":-0.0004,"theta":-0.0166,"vega":0.0052},"bid":0.06,"ask":0.07,"bs":40,"as":30,"quote_time":"2026-09-04T19:59:59.572731468Z","fair_low":0.0003581011,"fair":0.0046847387,"fair_high":0.0212521201,"hurdle":0.077,"surplus":-0.0723152613,"surplus_low":-0.0766418989,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260925P00032500","S":45.23,"K":32.5,"T":0.0575342466,"sigma":0.446808915,"iv":0.7346,"greeks":{"delta":-0.0178,"gamma":0.0059,"rho":-0.0004,"theta":-0.0089,"vega":0.0044},"bid":0.02,"ask":0.08,"bs":81,"as":85,"quote_time":"2026-09-04T19:59:59.570212514Z","fair_low":3.55342e-05,"fair":0.0010302534,"fair_high":0.0073056229,"hurdle":0.112,"surplus":-0.1109697466,"surplus_low":-0.1119644658,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260918P00032000","S":45.23,"K":32.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.8281,"greeks":{"delta":-0.0068,"gamma":0.0029,"rho":-0.0001,"theta":-0.0056,"vega":0.0015},"bid":0.01,"ask":0.02,"bs":80,"as":91,"quote_time":"2026-09-04T19:59:59.896734089Z","fair_low":1.259e-07,"fair":2.344e-05,"fair_high":0.0004642388,"hurdle":0.027,"surplus":-0.02697656,"surplus_low":-0.0269998741,"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":"IBIT","occ":"IBIT260914P00035000","S":45.23,"K":35.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.8222,"greeks":{"delta":-0.011,"gamma":0.0056,"rho":-0.0001,"theta":-0.0105,"vega":0.0018},"bid":0.01,"ask":0.03,"bs":188,"as":100,"quote_time":"2026-09-04T19:59:59.664900798Z","fair_low":2.8724e-06,"fair":0.0001747319,"fair_high":0.001852774,"hurdle":0.042,"surplus":-0.0418252681,"surplus_low":-0.0419971276,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"IBIT","occ":"IBIT260914C00055000","S":45.23,"K":55.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.6942,"greeks":{"delta":0.0224,"gamma":0.0123,"rho":0.0002,"theta":-0.0166,"vega":0.0033},"bid":0.01,"ask":0.06,"bs":95,"as":94,"quote_time":"2026-09-04T19:59:59.893035464Z","fair_low":0.0003750756,"fair":0.0048140016,"fair_high":0.0220076902,"hurdle":0.087,"surplus":-0.0821859984,"surplus_low":-0.0866249244,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260916P00037000","S":45.23,"K":37.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.6491,"greeks":{"delta":-0.0225,"gamma":0.0117,"rho":-0.0003,"theta":-0.0136,"vega":0.0038},"bid":0.01,"ask":0.07,"bs":120,"as":89,"quote_time":"2026-09-04T19:59:59.664847002Z","fair_low":0.0006265048,"fair":0.0066624462,"fair_high":0.0271031427,"hurdle":0.102,"surplus":-0.0953375538,"surplus_low":-0.1013734952,"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":"IBIT","occ":"IBIT260916P00030000","S":45.23,"K":30.0,"T":0.0328767123,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":104,"as":40,"quote_time":"2026-09-04T19:59:58.677676751Z","fair_low":0.0,"fair":7.43e-08,"fair_high":7.4702e-06,"hurdle":0.027,"surplus":-0.0269999257,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT260911C00055000","S":45.23,"K":55.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.8171,"greeks":{"delta":0.0116,"gamma":0.0079,"rho":0.0001,"theta":-0.0147,"vega":0.0014},"bid":0.01,"ask":0.02,"bs":211,"as":161,"quote_time":"2026-09-04T19:59:59.792306948Z","fair_low":2.04982e-05,"fair":0.0006628199,"fair_high":0.0049399347,"hurdle":0.027,"surplus":-0.0263371801,"surplus_low":-0.0269795018,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT261016C00080000","S":45.23,"K":80.0,"T":0.1150684932,"sigma":0.446808915,"iv":0.7755,"greeks":{"delta":0.0171,"gamma":0.0037,"rho":0.0008,"theta":-0.0063,"vega":0.0062},"bid":0.06,"ask":0.07,"bs":96,"as":80,"quote_time":"2026-09-04T19:59:59.635967164Z","fair_low":1.7646e-06,"fair":0.0001895339,"fair_high":0.0026605961,"hurdle":0.077,"surplus":-0.0768104661,"surplus_low":-0.0769982354,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260916P00034000","S":45.23,"K":34.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.7982,"greeks":{"delta":-0.01,"gamma":0.0047,"rho":-0.0001,"theta":-0.0083,"vega":0.0019},"bid":0.01,"ask":0.03,"bs":160,"as":59,"quote_time":"2026-09-04T19:59:59.664625197Z","fair_low":2.1089e-06,"fair":0.0001460205,"fair_high":0.0016842635,"hurdle":0.042,"surplus":-0.0418539795,"surplus_low":-0.0419978911,"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":"IBIT","occ":"IBIT260911P00036000","S":45.23,"K":36.0,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":117,"as":92,"quote_time":"2026-09-04T19:59:59.70478813Z","fair_low":6.129e-07,"fair":5.79935e-05,"fair_high":0.0008158089,"hurdle":0.047,"surplus":-0.0469420065,"surplus_low":-0.0469993871,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260916C00056000","S":45.23,"K":56.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.627,"greeks":{"delta":0.0162,"gamma":0.0091,"rho":0.0002,"theta":-0.0101,"vega":0.0029},"bid":0.02,"ask":0.03,"bs":65,"as":76,"quote_time":"2026-09-04T19:59:59.892915155Z","fair_low":0.0004320892,"fair":0.0054930482,"fair_high":0.0248748896,"hurdle":0.037,"surplus":-0.0315069518,"surplus_low":-0.0365679108,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"IBIT","occ":"IBIT261016C00085000","S":45.23,"K":85.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":95,"as":77,"quote_time":"2026-09-04T19:59:59.63575631Z","fair_low":1.164e-07,"fair":3.24988e-05,"fair_high":0.0007743881,"hurdle":0.067,"surplus":-0.0669675012,"surplus_low":-0.0669998836,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260925P00031500","S":45.23,"K":31.5,"T":0.0575342466,"sigma":0.446808915,"iv":0.818,"greeks":{"delta":-0.0189,"gamma":0.0056,"rho":-0.0004,"theta":-0.0104,"vega":0.0046},"bid":0.05,"ask":0.07,"bs":142,"as":132,"quote_time":"2026-09-04T19:59:59.537017884Z","fair_low":6.4876e-06,"fair":0.0003310963,"fair_high":0.0032038975,"hurdle":0.082,"surplus":-0.0816689037,"surplus_low":-0.0819935124,"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":"IBIT","occ":"IBIT260918C00058000","S":45.23,"K":58.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.7421,"greeks":{"delta":0.0302,"gamma":0.0118,"rho":0.0004,"theta":-0.0182,"vega":0.0054},"bid":0.06,"ask":0.07,"bs":60,"as":129,"quote_time":"2026-09-04T19:59:59.777770346Z","fair_low":0.0001698596,"fair":0.0030095997,"fair_high":0.016560919,"hurdle":0.077,"surplus":-0.0739904003,"surplus_low":-0.0768301404,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260911P00038000","S":45.23,"K":38.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.8202,"greeks":{"delta":-0.0204,"gamma":0.0127,"rho":-0.0001,"theta":-0.0238,"vega":0.0023},"bid":0.01,"ask":0.05,"bs":23,"as":101,"quote_time":"2026-09-04T19:59:59.555060568Z","fair_low":9.66945e-05,"fair":0.001714472,"fair_high":0.0094684286,"hurdle":0.072,"surplus":-0.070285528,"surplus_low":-0.0719033055,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260925P00032000","S":45.23,"K":32.0,"T":0.0575342466,"sigma":0.446808915,"iv":0.7971,"greeks":{"delta":-0.0208,"gamma":0.0063,"rho":-0.0005,"theta":-0.011,"vega":0.005},"bid":0.06,"ask":0.07,"bs":61,"as":52,"quote_time":"2026-09-04T19:59:59.789886369Z","fair_low":1.58091e-05,"fair":0.0005932523,"fair_high":0.0048378911,"hurdle":0.077,"surplus":-0.0764067477,"surplus_low":-0.0769841909,"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":"IBIT","occ":"IBIT260925P00033500","S":45.23,"K":33.5,"T":0.0575342466,"sigma":0.446808915,"iv":0.7139,"greeks":{"delta":-0.0246,"gamma":0.0081,"rho":-0.0006,"theta":-0.0113,"vega":0.0058},"bid":0.06,"ask":0.08,"bs":183,"as":100,"quote_time":"2026-09-04T19:59:59.536988887Z","fair_low":0.000163045,"fair":0.0028530076,"fair_high":0.0155622526,"hurdle":0.092,"surplus":-0.0891469924,"surplus_low":-0.091836955,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260911C00050000","S":45.23,"K":50.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.5598,"greeks":{"delta":0.0427,"gamma":0.0343,"rho":0.0002,"theta":-0.0302,"vega":0.0043},"bid":0.04,"ask":0.05,"bs":557,"as":342,"quote_time":"2026-09-04T19:59:59.485300497Z","fair_low":0.0193382272,"fair":0.0670992023,"fair_high":0.147714571,"hurdle":0.057,"surplus":0.0100992023,"surplus_low":-0.0376617728,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT261002P00033000","S":45.23,"K":33.0,"T":0.0767123288,"sigma":0.446808915,"iv":0.6252,"greeks":{"delta":-0.0223,"gamma":0.0072,"rho":-0.0007,"theta":-0.0077,"vega":0.0063},"bid":0.06,"ask":0.07,"bs":54,"as":46,"quote_time":"2026-09-04T19:59:58.677081037Z","fair_low":0.0006438345,"fair":0.0073698526,"fair_high":0.0321247986,"hurdle":0.077,"surplus":-0.0696301474,"surplus_low":-0.0763561655,"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":"IBIT","occ":"IBIT260918C00070000","S":45.23,"K":70.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":97,"as":124,"quote_time":"2026-09-04T19:59:59.953885289Z","fair_low":1e-10,"fair":2.278e-07,"fair_high":1.93619e-05,"hurdle":0.057,"surplus":-0.0569997722,"surplus_low":-0.0569999999,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260914C00054000","S":45.23,"K":54.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.689,"greeks":{"delta":0.0336,"gamma":0.0174,"rho":0.0003,"theta":-0.0231,"vega":0.0047},"bid":0.05,"ask":0.06,"bs":124,"as":84,"quote_time":"2026-09-04T19:59:59.893056079Z","fair_low":0.0011601506,"fair":0.0102354349,"fair_high":0.0382793443,"hurdle":0.067,"surplus":-0.0567645651,"surplus_low":-0.0658398494,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260914P00038500","S":45.23,"K":38.5,"T":0.0273972603,"sigma":0.446808915,"iv":0.5236,"greeks":{"delta":-0.0129,"gamma":0.0101,"rho":-0.0001,"theta":-0.0077,"vega":0.0021},"bid":0.01,"ask":0.02,"bs":42,"as":29,"quote_time":"2026-09-04T19:59:59.634574397Z","fair_low":0.0022262011,"fair":0.0152825758,"fair_high":0.0489666965,"hurdle":0.027,"surplus":-0.0117174242,"surplus_low":-0.0247737989,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT261016C00105000","S":45.23,"K":105.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":112,"as":116,"quote_time":"2026-09-04T19:59:59.63575631Z","fair_low":0.0,"fair":1.86e-08,"fair_high":4.1894e-06,"hurdle":0.027,"surplus":-0.0269999814,"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