Runway

Notes

3327 observations, newest first
IBIT Sep8 CRR individual affordable leg values batch 114
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":"IBIT260914P00040500","S":45.23,"K":40.5,"T":0.0273972603,"sigma":0.446808915,"iv":0.4698,"greeks":{"delta":-0.0446,"gamma":0.0321,"rho":-0.0004,"theta":-0.0195,"vega":0.0059},"bid":0.03,"ask":0.08,"bs":26,"as":33,"quote_time":"2026-09-04T19:59:59.892845097Z","fair_low":0.028883741,"fair":0.0911577883,"fair_high":0.189192626,"hurdle":0.107,"surplus":-0.0158422117,"surplus_low":-0.078116259,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260918C00056000","S":45.23,"K":56.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.5947,"greeks":{"delta":0.021,"gamma":0.0109,"rho":0.0003,"theta":-0.0108,"vega":0.004},"bid":0.03,"ask":0.04,"bs":251,"as":175,"quote_time":"2026-09-04T19:59:59.607238374Z","fair_low":0.0011740193,"fair":0.0109651679,"fair_high":0.0423177504,"hurdle":0.047,"surplus":-0.0360348321,"surplus_low":-0.0458259807,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260918P00033000","S":45.23,"K":33.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.8854,"greeks":{"delta":-0.0171,"gamma":0.0061,"rho":-0.0002,"theta":-0.0133,"vega":0.0033},"bid":0.04,"ask":0.05,"bs":155,"as":198,"quote_time":"2026-09-04T19:59:59.524405835Z","fair_low":1.3642e-06,"fair":0.0001138041,"fair_high":0.0014022626,"hurdle":0.057,"surplus":-0.0568861959,"surplus_low":-0.0569986358,"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
IBIT Sep8 CRR individual affordable leg values batch 113
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":"IBIT260914C00057000","S":45.23,"K":57.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.8282,"greeks":{"delta":0.024,"gamma":0.0109,"rho":0.0002,"theta":-0.021,"vega":0.0035},"bid":0.04,"ask":0.05,"bs":263,"as":206,"quote_time":"2026-09-04T19:59:59.626825004Z","fair_low":3.14216e-05,"fair":0.0009055208,"fair_high":0.0066118301,"hurdle":0.057,"surplus":-0.0560944792,"surplus_low":-0.0569685784,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT261016C00090000","S":45.23,"K":90.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":631,"as":233,"quote_time":"2026-09-04T19:59:58.259779524Z","fair_low":6.7e-09,"fair":5.1132e-06,"fair_high":0.0002144529,"hurdle":0.072,"surplus":-0.0719948868,"surplus_low":-0.0719999933,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260925P00033000","S":45.23,"K":33.0,"T":0.0575342466,"sigma":0.446808915,"iv":0.7445,"greeks":{"delta":-0.0236,"gamma":0.0075,"rho":-0.0006,"theta":-0.0114,"vega":0.0056},"bid":0.06,"ask":0.08,"bs":161,"as":161,"quote_time":"2026-09-04T19:59:59.576022463Z","fair_low":7.53494e-05,"fair":0.001737975,"fair_high":0.0107836936,"hurdle":0.092,"surplus":-0.090262025,"surplus_low":-0.0919246506,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260918P00029000","S":45.23,"K":29.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":73,"as":145,"quote_time":"2026-09-04T19:59:59.894354379Z","fair_low":0.0,"fair":7.19e-08,"fair_high":7.4394e-06,"hurdle":0.047,"surplus":-0.0469999281,"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
IBIT Sep8 CRR individual affordable leg values batch 112
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":"IBIT260914C00052000","S":45.23,"K":52.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.6031,"greeks":{"delta":0.0492,"gamma":0.027,"rho":0.0004,"theta":-0.0276,"vega":0.0064},"bid":0.07,"ask":0.08,"bs":71,"as":15,"quote_time":"2026-09-04T19:59:59.634864574Z","fair_low":0.0092599158,"fair":0.0425205631,"fair_high":0.1092025253,"hurdle":0.087,"surplus":-0.0444794369,"surplus_low":-0.0777400842,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260911P00040000","S":45.23,"K":40.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.5445,"greeks":{"delta":-0.016,"gamma":0.0156,"rho":-0.0001,"theta":-0.0128,"vega":0.0019},"bid":0.01,"ask":0.02,"bs":145,"as":121,"quote_time":"2026-09-04T19:59:59.627022589Z","fair_low":0.0042010551,"fair":0.0220937376,"fair_high":0.0627572911,"hurdle":0.027,"surplus":-0.0049062624,"surplus_low":-0.0227989449,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT260914P00035500","S":45.23,"K":35.5,"T":0.0273972603,"sigma":0.446808915,"iv":0.7524,"greeks":{"delta":-0.0092,"gamma":0.0053,"rho":-0.0001,"theta":-0.0083,"vega":0.0015},"bid":0.01,"ask":0.02,"bs":45,"as":54,"quote_time":"2026-09-04T19:59:59.634574397Z","fair_low":8.7604e-06,"fair":0.0003680681,"fair_high":0.0032067217,"hurdle":0.027,"surplus":-0.0266319319,"surplus_low":-0.0269912396,"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
IBIT Sep8 CRR individual affordable leg values batch 111
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":"IBIT260911C00051000","S":45.23,"K":51.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.6455,"greeks":{"delta":0.0378,"gamma":0.027,"rho":0.0002,"theta":-0.0315,"vega":0.0039},"bid":0.02,"ask":0.07,"bs":221,"as":231,"quote_time":"2026-09-04T19:59:58.749448829Z","fair_low":0.0061387169,"fair":0.0303751603,"fair_high":0.0815469124,"hurdle":0.097,"surplus":-0.0666248397,"surplus_low":-0.0908612831,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260911C00054500","S":45.23,"K":54.5,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":530,"as":223,"quote_time":"2026-09-04T19:59:59.485300497Z","fair_low":4.73874e-05,"fair":0.0011286233,"fair_high":0.0072424775,"hurdle":0.057,"surplus":-0.0558713767,"surplus_low":-0.0569526126,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260916P00036000","S":45.23,"K":36.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.7638,"greeks":{"delta":-0.0257,"gamma":0.0111,"rho":-0.0003,"theta":-0.0179,"vega":0.0042},"bid":0.05,"ask":0.06,"bs":37,"as":44,"quote_time":"2026-09-04T19:59:59.576916073Z","fair_low":0.0001190619,"fair":0.0021351062,"fair_high":0.0118743785,"hurdle":0.067,"surplus":-0.0648648938,"surplus_low":-0.0668809381,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260911P00034500","S":45.23,"K":34.5,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":58,"as":100,"quote_time":"2026-09-04T19:59:59.8956505Z","fair_low":4.6e-09,"fair":2.3874e-06,"fair_high":8.35903e-05,"hurdle":0.047,"surplus":-0.0469976126,"surplus_low":-0.0469999954,"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
IBIT Sep8 CRR individual affordable leg values batch 110
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":"IBIT260911C00051500","S":45.23,"K":51.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.735,"greeks":{"delta":0.0466,"gamma":0.0281,"rho":0.0002,"theta":-0.0425,"vega":0.0046},"bid":0.06,"ask":0.07,"bs":183,"as":186,"quote_time":"2026-09-04T19:59:59.565491388Z","fair_low":0.00336416,"fair":0.0198566086,"fair_high":0.059553397,"hurdle":0.077,"surplus":-0.0571433914,"surplus_low":-0.07363584,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260925P00031000","S":45.23,"K":31.0,"T":0.0575342466,"sigma":0.446808915,"iv":0.7275,"greeks":{"delta":-0.0079,"gamma":0.003,"rho":-0.0002,"theta":-0.0043,"vega":0.0022},"bid":0.01,"ask":0.03,"bs":114,"as":80,"quote_time":"2026-09-04T19:59:59.895294508Z","fair_low":2.5534e-06,"fair":0.0001785633,"fair_high":0.002079093,"hurdle":0.042,"surplus":-0.0418214367,"surplus_low":-0.0419974466,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"IBIT","occ":"IBIT260911P00037500","S":45.23,"K":37.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.823,"greeks":{"delta":-0.0142,"gamma":0.0093,"rho":-0.0001,"theta":-0.0175,"vega":0.0017},"bid":0.01,"ask":0.03,"bs":266,"as":166,"quote_time":"2026-09-04T19:59:59.740103169Z","fair_low":3.14282e-05,"fair":0.0008141569,"fair_high":0.0053821421,"hurdle":0.042,"surplus":-0.0411858431,"surplus_low":-0.0419685718,"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
IBIT Sep8 CRR individual affordable leg values batch 109
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":"IBIT260914C00053000","S":45.23,"K":53.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.6492,"greeks":{"delta":0.0409,"gamma":0.0216,"rho":0.0003,"theta":-0.0256,"vega":0.0055},"bid":0.06,"ask":0.07,"bs":153,"as":114,"quote_time":"2026-09-04T19:59:58.854699853Z","fair_low":0.0033594814,"fair":0.0213087994,"fair_high":0.0660464228,"hurdle":0.077,"surplus":-0.0556912006,"surplus_low":-0.0736405186,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260918P00034000","S":45.23,"K":34.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.8381,"greeks":{"delta":-0.0215,"gamma":0.0078,"rho":-0.0003,"theta":-0.0153,"vega":0.004},"bid":0.05,"ask":0.06,"bs":57,"as":68,"quote_time":"2026-09-04T19:59:59.896779632Z","fair_low":1.10592e-05,"fair":0.0004405056,"fair_high":0.0038126978,"hurdle":0.067,"surplus":-0.0665594944,"surplus_low":-0.0669889408,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260911P00034000","S":45.23,"K":34.0,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":55,"as":189,"quote_time":"2026-09-04T19:59:58.664645951Z","fair_low":7e-10,"fair":7.495e-07,"fair_high":3.52369e-05,"hurdle":0.047,"surplus":-0.0469992505,"surplus_low":-0.0469999993,"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
IBIT Sep8 CRR individual affordable leg values batch 108
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":"IBIT260925P00035000","S":45.23,"K":35.0,"T":0.0575342466,"sigma":0.446808915,"iv":0.5795,"greeks":{"delta":-0.0202,"gamma":0.0084,"rho":-0.0005,"theta":-0.0078,"vega":0.0049},"bid":0.04,"ask":0.05,"bs":58,"as":59,"quote_time":"2026-09-04T19:59:59.485160111Z","fair_low":0.0011710433,"fair":0.0108599156,"fair_high":0.0414926013,"hurdle":0.057,"surplus":-0.0461400844,"surplus_low":-0.0558289567,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260916C00059000","S":45.23,"K":59.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.8316,"greeks":{"delta":0.0236,"gamma":0.0095,"rho":0.0003,"theta":-0.0184,"vega":0.004},"bid":0.04,"ask":0.06,"bs":187,"as":118,"quote_time":"2026-09-04T19:59:59.968255149Z","fair_low":1.41179e-05,"fair":0.0005738363,"fair_high":0.0048599245,"hurdle":0.072,"surplus":-0.0714261637,"surplus_low":-0.0719858821,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260918P00028000","S":45.23,"K":28.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":69,"as":290,"quote_time":"2026-09-04T19:59:58.6766896Z","fair_low":0.0,"fair":6.8e-09,"fair_high":1.4212e-06,"hurdle":0.047,"surplus":-0.0469999932,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260916P00031000","S":45.23,"K":31.0,"T":0.0328767123,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":65,"as":76,"quote_time":"2026-09-04T19:59:59.900102348Z","fair_low":6e-10,"fair":6.676e-07,"fair_high":3.68162e-05,"hurdle":0.072,"surplus":-0.0719993324,"surplus_low":-0.0719999994,"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
IBIT Sep8 CRR individual affordable leg values batch 107
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":"IBIT260911P00039000","S":45.23,"K":39.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.7132,"greeks":{"delta":-0.0232,"gamma":0.0163,"rho":-0.0001,"theta":-0.023,"vega":0.0026},"bid":0.01,"ask":0.05,"bs":156,"as":94,"quote_time":"2026-09-04T19:59:59.574076916Z","fair_low":0.0007361023,"fair":0.0067447621,"fair_high":0.0257071855,"hurdle":0.072,"surplus":-0.0652552379,"surplus_low":-0.0712638977,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260914P00032000","S":45.23,"K":32.0,"T":0.0273972603,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":75,"as":53,"quote_time":"2026-09-04T19:59:59.90015193Z","fair_low":5e-10,"fair":5.783e-07,"fair_high":3.2406e-05,"hurdle":0.057,"surplus":-0.0569994217,"surplus_low":-0.0569999995,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT261002P00020000","S":45.23,"K":20.0,"T":0.0767123288,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":87,"as":91,"quote_time":"2026-09-04T19:59:58.664785383Z","fair_low":0.0,"fair":0.0,"fair_high":8.6e-09,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"IBIT","occ":"IBIT261016P00020000","S":45.23,"K":20.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":22,"as":24,"quote_time":"2026-09-04T19:59:59.580780511Z","fair_low":0.0,"fair":1.57e-08,"fair_high":2.9858e-06,"hurdle":0.042,"surplus":-0.0419999843,"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 CRR individual affordable leg values batch 106
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":"GLD","occ":"GLD261009P00260000","S":406.77,"K":260.0,"T":0.095890411,"sigma":0.2708526489,"iv":0.5617,"greeks":{"delta":-0.0026,"gamma":0.0001,"rho":-0.001,"theta":-0.0084,"vega":0.0097},"bid":0.04,"ask":0.07,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.921940106Z","fair_low":0.0,"fair":1.223e-07,"fair_high":2.06949e-05,"hurdle":0.087,"surplus":-0.0869998777,"surplus_low":-0.087,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD261016P00225000","S":406.77,"K":225.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.6465,"greeks":{"delta":-0.0017,"gamma":0.0001,"rho":-0.0008,"theta":-0.006,"vega":0.0073},"bid":0.03,"ask":0.06,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:50.52163699Z","fair_low":0.0,"fair":1e-10,"fair_high":1.162e-07,"hurdle":0.077,"surplus":-0.0769999999,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260911P00039500","S":45.23,"K":39.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.5933,"greeks":{"delta":-0.0148,"gamma":0.0134,"rho":-0.0001,"theta":-0.0131,"vega":0.0018},"bid":0.01,"ask":0.02,"bs":387,"as":297,"quote_time":"2026-09-04T19:59:58.609148124Z","fair_low":0.0018286772,"fair":0.0126553013,"fair_high":0.0406519027,"hurdle":0.027,"surplus":-0.0143446987,"surplus_low":-0.0251713228,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT260918P00030000","S":45.23,"K":30.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":4349,"as":559,"quote_time":"2026-09-04T19:59:59.608226192Z","fair_low":5e-10,"fair":6.198e-07,"fair_high":3.49438e-05,"hurdle":0.027,"surplus":-0.0269993802,"surplus_low":-0.0269999995,"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
GLD Sep8 CRR individual affordable leg values batch 105
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":"GLD","occ":"GLD261016C00770000","S":406.77,"K":770.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.6633,"greeks":{"delta":0.0024,"gamma":0.0001,"rho":0.001,"theta":-0.0087,"vega":0.0101},"bid":0.04,"ask":0.08,"bs":2,"as":281,"quote_time":"2026-09-04T19:59:59.755920568Z","fair_low":0.0,"fair":0.0,"fair_high":2.64e-08,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD261016C00900000","S":406.77,"K":900.0,"T":0.1150684932,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":88,"as":83,"quote_time":"2026-09-04T19:59:59.487771212Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD261016C00695000","S":406.77,"K":695.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.5677,"greeks":{"delta":0.0028,"gamma":0.0001,"rho":0.0011,"theta":-0.0084,"vega":0.0114},"bid":0.04,"ask":0.08,"bs":64,"as":106,"quote_time":"2026-09-04T19:59:59.471623709Z","fair_low":0.0,"fair":1.72e-08,"fair_high":6.4013e-06,"hurdle":0.102,"surplus":-0.1019999828,"surplus_low":-0.102,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD261009P00270000","S":406.77,"K":270.0,"T":0.095890411,"sigma":0.2708526489,"iv":0.5273,"greeks":{"delta":-0.0032,"gamma":0.0002,"rho":-0.0012,"theta":-0.0095,"vega":0.0117},"bid":0.05,"ask":0.08,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.85312554Z","fair_low":6e-10,"fair":1.6752e-06,"fair_high":0.0001282885,"hurdle":0.097,"surplus":-0.0969983248,"surplus_low":-0.0969999994,"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
GLD Sep8 CRR individual affordable leg values batch 104
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":"GLD","occ":"GLD261016C00880000","S":406.77,"K":880.0,"T":0.1150684932,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":1,"as":32,"quote_time":"2026-09-04T19:59:59.471489725Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD261016C00750000","S":406.77,"K":750.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.5826,"greeks":{"delta":0.001,"gamma":0,"rho":0.0004,"theta":-0.0033,"vega":0.0044},"bid":0.01,"ask":0.03,"bs":2,"as":2,"quote_time":"2026-09-04T19:59:59.474586491Z","fair_low":0.0,"fair":1e-10,"fair_high":1.206e-07,"hurdle":0.042,"surplus":-0.0419999999,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"GLD","occ":"GLD261016C00850000","S":406.77,"K":850.0,"T":0.1150684932,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":3,"as":117,"quote_time":"2026-09-04T19:59:59.976357026Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD261016C00870000","S":406.77,"K":870.0,"T":0.1150684932,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":1,"as":119,"quote_time":"2026-09-04T19:59:59.469358467Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
GLD Sep8 CRR individual affordable leg values batch 103
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":"GLD","occ":"GLD261016P00215000","S":406.77,"K":215.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.6567,"greeks":{"delta":-0.001,"gamma":0,"rho":-0.0005,"theta":-0.0036,"vega":0.0044},"bid":0.01,"ask":0.04,"bs":2,"as":53,"quote_time":"2026-09-04T19:59:59.474384149Z","fair_low":0.0,"fair":0.0,"fair_high":8.8e-09,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD261009P00265000","S":406.77,"K":265.0,"T":0.095890411,"sigma":0.2708526489,"iv":0.5446,"greeks":{"delta":-0.0029,"gamma":0.0001,"rho":-0.0011,"theta":-0.009,"vega":0.0107},"bid":0.04,"ask":0.08,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.473746956Z","fair_low":1e-10,"fair":4.502e-07,"fair_high":5.13496e-05,"hurdle":0.102,"surplus":-0.1019995498,"surplus_low":-0.1019999999,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD261009P00255000","S":406.77,"K":255.0,"T":0.095890411,"sigma":0.2708526489,"iv":0.5588,"greeks":{"delta":-0.0017,"gamma":0.0001,"rho":-0.0006,"theta":-0.0057,"vega":0.0067},"bid":0.01,"ask":0.06,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.850193993Z","fair_low":0.0,"fair":2.92e-08,"fair_high":7.4902e-06,"hurdle":0.087,"surplus":-0.0869999708,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD261016C00780000","S":406.77,"K":780.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.6644,"greeks":{"delta":0.0021,"gamma":0.0001,"rho":0.0008,"theta":-0.0074,"vega":0.0086},"bid":0.03,"ask":0.07,"bs":46,"as":49,"quote_time":"2026-09-04T19:59:59.469508496Z","fair_low":0.0,"fair":0.0,"fair_high":1.31e-08,"hurdle":0.092,"surplus":-0.092,"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
GLD Sep8 CRR individual affordable leg values batch 102
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":"GLD","occ":"GLD261016C00800000","S":406.77,"K":800.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.6744,"greeks":{"delta":0.0016,"gamma":0.0001,"rho":0.0007,"theta":-0.0062,"vega":0.0071},"bid":0.01,"ask":0.07,"bs":4,"as":109,"quote_time":"2026-09-04T19:59:59.770545433Z","fair_low":0.0,"fair":0.0,"fair_high":2.8e-09,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD261016P00255000","S":406.77,"K":255.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.5297,"greeks":{"delta":-0.0025,"gamma":0.0001,"rho":-0.0011,"theta":-0.0069,"vega":0.0103},"bid":0.03,"ask":0.08,"bs":4,"as":104,"quote_time":"2026-09-04T19:59:59.469968749Z","fair_low":1e-10,"fair":5.471e-07,"fair_high":6.01047e-05,"hurdle":0.107,"surplus":-0.1069994529,"surplus_low":-0.1069999999,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD261016C00820000","S":406.77,"K":820.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.6887,"greeks":{"delta":0.0014,"gamma":0.0001,"rho":0.0006,"theta":-0.0055,"vega":0.0062},"bid":0.01,"ask":0.06,"bs":2,"as":34,"quote_time":"2026-09-04T19:59:59.879410229Z","fair_low":0.0,"fair":0.0,"fair_high":6e-10,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD261016C00810000","S":406.77,"K":810.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.6855,"greeks":{"delta":0.0016,"gamma":0.0001,"rho":0.0007,"theta":-0.0062,"vega":0.007},"bid":0.01,"ask":0.07,"bs":3,"as":99,"quote_time":"2026-09-04T19:59:59.865251347Z","fair_low":0.0,"fair":0.0,"fair_high":1.3e-09,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
GLD Sep8 CRR individual affordable leg values batch 101
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":"GLD","occ":"GLD260930C00650000","S":406.77,"K":650.0,"T":0.0712328767,"sigma":0.2708526489,"iv":0.6412,"greeks":{"delta":0.0024,"gamma":0.0001,"rho":0.0006,"theta":-0.0108,"vega":0.0077},"bid":0.01,"ask":0.08,"bs":3,"as":31,"quote_time":"2026-09-04T19:59:59.468119146Z","fair_low":0.0,"fair":1e-10,"fair_high":2.032e-07,"hurdle":0.117,"surplus":-0.1169999999,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD261002P00240000","S":406.77,"K":240.0,"T":0.0767123288,"sigma":0.2708526489,"iv":0.7068,"greeks":{"delta":-0.0015,"gamma":0.0001,"rho":-0.0005,"theta":-0.0075,"vega":0.0053},"bid":0.03,"ask":0.04,"bs":2,"as":29,"quote_time":"2026-09-04T19:59:59.471523729Z","fair_low":0.0,"fair":0.0,"fair_high":5e-09,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD261016P00220000","S":406.77,"K":220.0,"T":0.1150684932,"sigma":0.2708526489,"iv":0.6538,"greeks":{"delta":-0.0013,"gamma":0.0001,"rho":-0.0006,"theta":-0.0049,"vega":0.0059},"bid":0.01,"ask":0.06,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:50.521411372Z","fair_low":0.0,"fair":0.0,"fair_high":3.52e-08,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD261009P00250000","S":406.77,"K":250.0,"T":0.095890411,"sigma":0.2708526489,"iv":0.5948,"greeks":{"delta":-0.002,"gamma":0.0001,"rho":-0.0008,"theta":-0.0071,"vega":0.0078},"bid":0.03,"ask":0.06,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.469255811Z","fair_low":0.0,"fair":5.9e-09,"fair_high":2.558e-06,"hurdle":0.077,"surplus":-0.0769999941,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
GLD Sep8 CRR individual affordable leg values batch 100
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":"GLD","occ":"GLD260925P00300000","S":406.77,"K":300.0,"T":0.0575342466,"sigma":0.2708526489,"iv":0.5303,"greeks":{"delta":-0.0039,"gamma":0.0002,"rho":-0.0008,"theta":-0.0153,"vega":0.0105},"bid":0.05,"ask":0.07,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:50.530392259Z","fair_low":3.1e-09,"fair":4.0763e-06,"fair_high":0.0002357577,"hurdle":0.082,"surplus":-0.0819959237,"surplus_low":-0.0819999969,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260930C00620000","S":406.77,"K":620.0,"T":0.0712328767,"sigma":0.2708526489,"iv":0.5769,"greeks":{"delta":0.0024,"gamma":0.0001,"rho":0.0006,"theta":-0.0096,"vega":0.0076},"bid":0.03,"ask":0.05,"bs":408,"as":3,"quote_time":"2026-09-04T19:59:59.904118988Z","fair_low":0.0,"fair":1.2e-08,"fair_high":4.546e-06,"hurdle":0.062,"surplus":-0.061999988,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260930P00285000","S":406.77,"K":285.0,"T":0.0712328767,"sigma":0.2708526489,"iv":0.5308,"greeks":{"delta":-0.0029,"gamma":0.0002,"rho":-0.0008,"theta":-0.0105,"vega":0.0092},"bid":0.03,"ask":0.07,"bs":6,"as":1,"quote_time":"2026-09-04T19:59:59.470916796Z","fair_low":4e-10,"fair":1.2409e-06,"fair_high":9.77836e-05,"hurdle":0.092,"surplus":-0.0919987591,"surplus_low":-0.0919999996,"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
GLD Sep8 CRR individual affordable leg values batch 99
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":"GLD","occ":"GLD260925P00260000","S":406.77,"K":260.0,"T":0.0575342466,"sigma":0.2708526489,"iv":0.7317,"greeks":{"delta":-0.0022,"gamma":0.0001,"rho":-0.0005,"theta":-0.0127,"vega":0.0063},"bid":0.01,"ask":0.08,"bs":2,"as":108,"quote_time":"2026-09-04T19:59:59.912692417Z","fair_low":0.0,"fair":0.0,"fair_high":1.02e-08,"hurdle":0.117,"surplus":-0.117,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD261002P00245000","S":406.77,"K":245.0,"T":0.0767123288,"sigma":0.2708526489,"iv":0.6811,"greeks":{"delta":-0.0016,"gamma":0.0001,"rho":-0.0005,"theta":-0.0074,"vega":0.0055},"bid":0.03,"ask":0.04,"bs":2,"as":29,"quote_time":"2026-09-04T19:59:59.471683905Z","fair_low":0.0,"fair":0.0,"fair_high":2.17e-08,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260925C00640000","S":406.77,"K":640.0,"T":0.0575342466,"sigma":0.2708526489,"iv":0.711,"greeks":{"delta":0.0027,"gamma":0.0001,"rho":0.0005,"theta":-0.015,"vega":0.0076},"bid":0.03,"ask":0.07,"bs":1,"as":1,"quote_time":"2026-09-04T16:17:18.634480489Z","fair_low":0.0,"fair":0.0,"fair_high":1.34e-08,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260925C00650000","S":406.77,"K":650.0,"T":0.0575342466,"sigma":0.2708526489,"iv":0.7326,"greeks":{"delta":0.0026,"gamma":0.0001,"rho":0.0005,"theta":-0.0151,"vega":0.0074},"bid":0.03,"ask":0.07,"bs":1,"as":100,"quote_time":"2026-09-04T19:59:59.976205193Z","fair_low":0.0,"fair":0.0,"fair_high":3.9e-09,"hurdle":0.092,"surplus":-0.092,"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
GLD Sep8 CRR individual affordable leg values batch 98
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD261002P00270000","S":406.77,"K":270.0,"T":0.0767123288,"sigma":0.2708526489,"iv":0.5796,"greeks":{"delta":-0.0026,"gamma":0.0001,"rho":-0.0008,"theta":-0.0098,"vega":0.0086},"bid":0.04,"ask":0.06,"bs":2,"as":33,"quote_time":"2026-09-04T19:59:59.471523729Z","fair_low":0.0,"fair":5.36e-08,"fair_high":1.09484e-05,"hurdle":0.072,"surplus":-0.0719999464,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260925P00280000","S":406.77,"K":280.0,"T":0.0575342466,"sigma":0.2708526489,"iv":0.6125,"greeks":{"delta":-0.0024,"gamma":0.0001,"rho":-0.0005,"theta":-0.0112,"vega":0.0066},"bid":0.03,"ask":0.05,"bs":2,"as":30,"quote_time":"2026-09-04T19:59:59.858613245Z","fair_low":0.0,"fair":8.1e-09,"fair_high":2.8187e-06,"hurdle":0.062,"surplus":-0.0619999919,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260925C00645000","S":406.77,"K":645.0,"T":0.0575342466,"sigma":0.2708526489,"iv":0.6665,"greeks":{"delta":0.0012,"gamma":0.0001,"rho":0.0002,"theta":-0.0068,"vega":0.0037},"bid":0.01,"ask":0.03,"bs":1,"as":1,"quote_time":"2026-09-04T16:30:21.84540679Z","fair_low":0.0,"fair":0.0,"fair_high":7.3e-09,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"GLD","occ":"GLD261002P00255000","S":406.77,"K":255.0,"T":0.0767123288,"sigma":0.2708526489,"iv":0.6393,"greeks":{"delta":-0.0019,"gamma":0.0001,"rho":-0.0006,"theta":-0.0083,"vega":0.0065},"bid":0.03,"ask":0.05,"bs":2,"as":29,"quote_time":"2026-09-04T19:59:59.471489725Z","fair_low":0.0,"fair":3e-10,"fair_high":3.363e-07,"hurdle":0.062,"surplus":-0.0619999997,"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
GLD Sep8 CRR individual affordable leg values batch 97
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD261002P00280000","S":406.77,"K":280.0,"T":0.0767123288,"sigma":0.2708526489,"iv":0.5207,"greeks":{"delta":-0.0023,"gamma":0.0001,"rho":-0.0007,"theta":-0.008,"vega":0.0078},"bid":0.01,"ask":0.07,"bs":2,"as":3,"quote_time":"2026-09-04T19:59:59.473734499Z","fair_low":2e-10,"fair":9.084e-07,"fair_high":8.34424e-05,"hurdle":0.102,"surplus":-0.1019990916,"surplus_low":-0.1019999998,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260930P00255000","S":406.77,"K":255.0,"T":0.0712328767,"sigma":0.2708526489,"iv":0.6485,"greeks":{"delta":-0.0015,"gamma":0.0001,"rho":-0.0004,"theta":-0.007,"vega":0.005},"bid":0.01,"ask":0.05,"bs":3,"as":104,"quote_time":"2026-09-04T19:59:59.994258992Z","fair_low":0.0,"fair":1e-10,"fair_high":9.56e-08,"hurdle":0.072,"surplus":-0.0719999999,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD261002C00650000","S":406.77,"K":650.0,"T":0.0767123288,"sigma":0.2708526489,"iv":0.6263,"greeks":{"delta":0.0029,"gamma":0.0001,"rho":0.0008,"theta":-0.0118,"vega":0.0094},"bid":0.03,"ask":0.08,"bs":408,"as":1,"quote_time":"2026-09-04T19:59:59.472439617Z","fair_low":0.0,"fair":8e-10,"fair_high":6.847e-07,"hurdle":0.107,"surplus":-0.1069999992,"surplus_low":-0.107,"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
GLD Sep8 CRR individual affordable leg values batch 96
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD260918P00316000","S":406.77,"K":316.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5224,"greeks":{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0117,"vega":0.005},"bid":0.01,"ask":0.04,"bs":2,"as":33,"quote_time":"2026-09-04T19:59:59.469487727Z","fair_low":1.4e-09,"fair":2.4768e-06,"fair_high":0.0001473643,"hurdle":0.057,"surplus":-0.0569975232,"surplus_low":-0.0569999986,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260911P00350000","S":406.77,"K":350.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.5886,"greeks":{"delta":-0.0066,"gamma":0.0007,"rho":-0.0003,"theta":-0.0579,"vega":0.0079},"bid":0.03,"ask":0.08,"bs":10,"as":155,"quote_time":"2026-09-04T19:59:59.912212499Z","fair_low":3.815e-07,"fair":7.98104e-05,"fair_high":0.0016595668,"hurdle":0.107,"surplus":-0.1069201896,"surplus_low":-0.1069996185,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00320000","S":406.77,"K":320.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4754,"greeks":{"delta":-0.0015,"gamma":0.0001,"rho":-0.0002,"theta":-0.0075,"vega":0.0035},"bid":0.01,"ask":0.02,"bs":36,"as":10,"quote_time":"2026-09-04T19:59:59.468119146Z","fair_low":9.5e-09,"fair":8.166e-06,"fair_high":0.0003704251,"hurdle":0.027,"surplus":-0.026991834,"surplus_low":-0.0269999905,"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
GLD Sep8 CRR individual affordable leg values batch 95
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD260918P00318000","S":406.77,"K":318.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.564,"greeks":{"delta":-0.005,"gamma":0.0004,"rho":-0.0006,"theta":-0.026,"vega":0.0102},"bid":0.05,"ask":0.08,"bs":2,"as":25,"quote_time":"2026-09-04T19:59:59.471839696Z","fair_low":3.6e-09,"fair":4.5826e-06,"fair_high":0.0002385797,"hurdle":0.097,"surplus":-0.0969954174,"surplus_low":-0.0969999964,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00319000","S":406.77,"K":319.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5575,"greeks":{"delta":-0.0051,"gamma":0.0004,"rho":-0.0006,"theta":-0.026,"vega":0.0103},"bid":0.05,"ask":0.08,"bs":2,"as":11,"quote_time":"2026-09-04T19:59:59.870263593Z","fair_low":6.4e-09,"fair":6.3335e-06,"fair_high":0.0002858854,"hurdle":0.097,"surplus":-0.0969936665,"surplus_low":-0.0969999936,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00295000","S":406.77,"K":295.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6973,"greeks":{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0217,"vega":0.0069},"bid":0.03,"ask":0.07,"bs":2,"as":51,"quote_time":"2026-09-04T19:59:59.469703379Z","fair_low":0.0,"fair":9e-10,"fair_high":6.049e-07,"hurdle":0.092,"surplus":-0.0919999991,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260911C00560000","S":406.77,"K":560.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":2,"as":1,"quote_time":"2026-09-04T19:59:59.473890625Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
GLD Sep8 CRR individual affordable leg values batch 94
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD260911C00540000","S":406.77,"K":540.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":2,"as":69,"quote_time":"2026-09-04T19:59:59.470062843Z","fair_low":0.0,"fair":0.0,"fair_high":3e-10,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260918P00301000","S":406.77,"K":301.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6245,"greeks":{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.014,"vega":0.005},"bid":0.01,"ask":0.05,"bs":2,"as":90,"quote_time":"2026-09-04T19:59:59.469679106Z","fair_low":0.0,"fair":1.07e-08,"fair_high":3.4761e-06,"hurdle":0.072,"surplus":-0.0719999893,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00282000","S":406.77,"K":282.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.869992681Z","fair_low":0.0,"fair":0.0,"fair_high":8.1e-09,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260918P00308000","S":406.77,"K":308.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.618,"greeks":{"delta":-0.0039,"gamma":0.0003,"rho":-0.0005,"theta":-0.0231,"vega":0.0083},"bid":0.04,"ask":0.07,"bs":2,"as":27,"quote_time":"2026-09-04T19:59:59.469783373Z","fair_low":0.0,"fair":1.523e-07,"fair_high":2.17757e-05,"hurdle":0.087,"surplus":-0.0869998477,"surplus_low":-0.087,"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
GLD Sep8 CRR individual affordable leg values batch 93
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD260918P00294000","S":406.77,"K":294.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6791,"greeks":{"delta":-0.0024,"gamma":0.0002,"rho":-0.0003,"theta":-0.0161,"vega":0.0053},"bid":0.03,"ask":0.04,"bs":2,"as":77,"quote_time":"2026-09-04T19:59:59.46954869Z","fair_low":0.0,"fair":6e-10,"fair_high":4.206e-07,"hurdle":0.047,"surplus":-0.0469999994,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260918C00560000","S":406.77,"K":560.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.661,"greeks":{"delta":0.0033,"gamma":0.0002,"rho":0.0004,"theta":-0.0211,"vega":0.007},"bid":0.03,"ask":0.06,"bs":213,"as":108,"quote_time":"2026-09-04T19:59:59.471011305Z","fair_low":0.0,"fair":2.2e-09,"fair_high":1.2459e-06,"hurdle":0.077,"surplus":-0.0769999978,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260918C00625000","S":406.77,"K":625.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.46954869Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260918P00317000","S":406.77,"K":317.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.548,"greeks":{"delta":-0.0037,"gamma":0.0003,"rho":-0.0005,"theta":-0.0192,"vega":0.0078},"bid":0.01,"ask":0.08,"bs":2,"as":28,"quote_time":"2026-09-04T19:59:59.473316549Z","fair_low":2.4e-09,"fair":3.3343e-06,"fair_high":0.0001915168,"hurdle":0.117,"surplus":-0.1169966657,"surplus_low":-0.1169999976,"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
GLD Sep8 CRR individual affordable leg values batch 92
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD260918P00323000","S":406.77,"K":323.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5107,"greeks":{"delta":-0.0039,"gamma":0.0003,"rho":-0.0005,"theta":-0.019,"vega":0.0082},"bid":0.03,"ask":0.06,"bs":35,"as":106,"quote_time":"2026-09-04T19:59:59.468140673Z","fair_low":4.06e-08,"fair":2.0796e-05,"fair_high":0.0006961719,"hurdle":0.077,"surplus":-0.076979204,"surplus_low":-0.0769999594,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260914P00355000","S":406.77,"K":355.0,"T":0.0273972603,"sigma":0.2708526489,"iv":0.3987,"greeks":{"delta":-0.0061,"gamma":0.0008,"rho":-0.0005,"theta":-0.0275,"vega":0.0097},"bid":0.01,"ask":0.08,"bs":275,"as":288,"quote_time":"2026-09-04T19:59:59.971360424Z","fair_low":0.000187991,"fair":0.0050839519,"fair_high":0.0341082133,"hurdle":0.117,"surplus":-0.1119160481,"surplus_low":-0.116812009,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00315000","S":406.77,"K":315.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5173,"greeks":{"delta":-0.0018,"gamma":0.0002,"rho":-0.0002,"theta":-0.0097,"vega":0.0042},"bid":0.01,"ask":0.03,"bs":2,"as":17,"quote_time":"2026-09-04T19:59:59.973575725Z","fair_low":9e-10,"fair":1.7041e-06,"fair_high":0.000121687,"hurdle":0.042,"surplus":-0.0419982959,"surplus_low":-0.0419999991,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"GLD","occ":"GLD260911C00575000","S":406.77,"K":575.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":2,"as":179,"quote_time":"2026-09-04T19:59:59.487458873Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.117,"surplus":-0.117,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
GLD Sep8 CRR individual affordable leg values batch 91
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD260918C00580000","S":406.77,"K":580.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7171,"greeks":{"delta":0.0027,"gamma":0.0002,"rho":0.0003,"theta":-0.0194,"vega":0.0059},"bid":0.03,"ask":0.05,"bs":1,"as":7,"quote_time":"2026-09-04T19:59:50.514024441Z","fair_low":0.0,"fair":0.0,"fair_high":4.89e-08,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00326000","S":406.77,"K":326.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4861,"greeks":{"delta":-0.0037,"gamma":0.0003,"rho":-0.0005,"theta":-0.0171,"vega":0.0078},"bid":0.01,"ask":0.07,"bs":195,"as":97,"quote_time":"2026-09-04T19:59:59.467571073Z","fair_low":1.45e-07,"fair":4.89105e-05,"fair_high":0.0012732794,"hurdle":0.102,"surplus":-0.1019510895,"surplus_low":-0.101999855,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260911C00535000","S":406.77,"K":535.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":50,"as":165,"quote_time":"2026-09-04T19:59:59.908056204Z","fair_low":0.0,"fair":0.0,"fair_high":1e-09,"hurdle":0.117,"surplus":-0.117,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00311000","S":406.77,"K":311.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5985,"greeks":{"delta":-0.0041,"gamma":0.0003,"rho":-0.0005,"theta":-0.0229,"vega":0.0085},"bid":0.04,"ask":0.07,"bs":2,"as":27,"quote_time":"2026-09-04T19:59:59.921094729Z","fair_low":1e-10,"fair":4.61e-07,"fair_high":4.65746e-05,"hurdle":0.087,"surplus":-0.086999539,"surplus_low":-0.0869999999,"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
GLD Sep8 CRR individual affordable leg values batch 90
Options mispricing2026-09-08 02:17
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":"GLD","occ":"GLD260911P00354000","S":406.77,"K":354.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.529,"greeks":{"delta":-0.0055,"gamma":0.0007,"rho":-0.0002,"theta":-0.0439,"vega":0.0067},"bid":0.01,"ask":0.07,"bs":2,"as":109,"quote_time":"2026-09-04T19:59:59.859149683Z","fair_low":2.9725e-06,"fair":0.0003029113,"fair_high":0.0043015613,"hurdle":0.102,"surplus":-0.1016970887,"surplus_low":-0.1019970275,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260911C00505000","S":406.77,"K":505.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.7671,"greeks":{"delta":0.004,"gamma":0.0004,"rho":0.0002,"theta":-0.049,"vega":0.0051},"bid":0.01,"ask":0.07,"bs":2,"as":506,"quote_time":"2026-09-04T19:59:59.358556707Z","fair_low":0.0,"fair":7.7e-09,"fair_high":2.4798e-06,"hurdle":0.102,"surplus":-0.1019999923,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260918P00285000","S":406.77,"K":285.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":2,"as":36,"quote_time":"2026-09-04T19:59:59.469637815Z","fair_low":0.0,"fair":0.0,"fair_high":2.37e-08,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260918P00322000","S":406.77,"K":322.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4868,"greeks":{"delta":-0.0024,"gamma":0.0002,"rho":-0.0003,"theta":-0.0116,"vega":0.0053},"bid":0.01,"ask":0.04,"bs":254,"as":109,"quote_time":"2026-09-04T19:59:59.947743682Z","fair_low":2.44e-08,"fair":1.51646e-05,"fair_high":0.0005473721,"hurdle":0.057,"surplus":-0.0569848354,"surplus_low":-0.0569999756,"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
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