Runway

Notes

3327 observations, newest first
GLD Sep8 CRR individual affordable leg values batch 89
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":"GLD260918C00595000","S":406.77,"K":595.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7433,"greeks":{"delta":0.002,"gamma":0.0001,"rho":0.0002,"theta":-0.0154,"vega":0.0045},"bid":0.01,"ask":0.05,"bs":2,"as":272,"quote_time":"2026-09-04T19:59:59.965009572Z","fair_low":0.0,"fair":0.0,"fair_high":3.6e-09,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00291000","S":406.77,"K":291.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7314,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0237,"vega":0.0072},"bid":0.03,"ask":0.08,"bs":2,"as":39,"quote_time":"2026-09-04T19:59:59.469654793Z","fair_low":0.0,"fair":2e-10,"fair_high":1.685e-07,"hurdle":0.107,"surplus":-0.1069999998,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260911P00347000","S":406.77,"K":347.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.6044,"greeks":{"delta":-0.0054,"gamma":0.0006,"rho":-0.0002,"theta":-0.0495,"vega":0.0066},"bid":0.03,"ask":0.06,"bs":2,"as":98,"quote_time":"2026-09-04T19:59:59.470163137Z","fair_low":7.25e-08,"fair":2.61538e-05,"fair_high":0.0007437668,"hurdle":0.077,"surplus":-0.0769738462,"surplus_low":-0.0769999275,"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 88
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":"GLD260918C00575000","S":406.77,"K":575.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7094,"greeks":{"delta":0.0031,"gamma":0.0002,"rho":0.0004,"theta":-0.0214,"vega":0.0066},"bid":0.03,"ask":0.06,"bs":4,"as":258,"quote_time":"2026-09-04T19:59:59.986917768Z","fair_low":0.0,"fair":1e-10,"fair_high":1.124e-07,"hurdle":0.077,"surplus":-0.0769999999,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260911C00475000","S":406.77,"K":475.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.571,"greeks":{"delta":0.0053,"gamma":0.0006,"rho":0.0002,"theta":-0.0463,"vega":0.0065},"bid":0.01,"ask":0.07,"bs":400,"as":55,"quote_time":"2026-09-04T19:59:59.91645681Z","fair_low":2.395e-07,"fair":6.15304e-05,"fair_high":0.0014468432,"hurdle":0.102,"surplus":-0.1019384696,"surplus_low":-0.1019997605,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260911P00363000","S":406.77,"K":363.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.4654,"greeks":{"delta":-0.0089,"gamma":0.0012,"rho":-0.0004,"theta":-0.0593,"vega":0.0103},"bid":0.04,"ask":0.08,"bs":325,"as":84,"quote_time":"2026-09-04T19:59:59.469224447Z","fair_low":0.000163851,"fair":0.0043830669,"fair_high":0.0292775672,"hurdle":0.102,"surplus":-0.0976169331,"surplus_low":-0.101836149,"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 87
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":"GLD260918P00329000","S":406.77,"K":329.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4892,"greeks":{"delta":-0.0053,"gamma":0.0004,"rho":-0.0007,"theta":-0.0238,"vega":0.0108},"bid":0.04,"ask":0.08,"bs":37,"as":98,"quote_time":"2026-09-04T19:59:59.467984119Z","fair_low":5.17e-07,"fair":0.0001084838,"fair_high":0.0022691772,"hurdle":0.102,"surplus":-0.1018915162,"surplus_low":-0.101999483,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918C00510000","S":406.77,"K":510.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4961,"greeks":{"delta":0.0051,"gamma":0.0004,"rho":0.0006,"theta":-0.0236,"vega":0.0104},"bid":0.03,"ask":0.08,"bs":411,"as":3,"quote_time":"2026-09-04T19:59:59.468219413Z","fair_low":1.441e-07,"fair":5.02257e-05,"fair_high":0.0013829173,"hurdle":0.107,"surplus":-0.1069497743,"surplus_low":-0.1069998559,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00325000","S":406.77,"K":325.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4984,"greeks":{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0189,"vega":0.0084},"bid":0.03,"ask":0.06,"bs":177,"as":88,"quote_time":"2026-09-04T19:59:59.46820024Z","fair_low":9.74e-08,"fair":3.58033e-05,"fair_high":0.0010166367,"hurdle":0.077,"surplus":-0.0769641967,"surplus_low":-0.0769999026,"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 86
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":"GLD260911C00480000","S":406.77,"K":480.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.587,"greeks":{"delta":0.0039,"gamma":0.0005,"rho":0.0002,"theta":-0.0367,"vega":0.005},"bid":0.01,"ask":0.05,"bs":2,"as":58,"quote_time":"2026-09-04T19:59:59.921017214Z","fair_low":2.77e-08,"fair":1.60852e-05,"fair_high":0.0005407886,"hurdle":0.072,"surplus":-0.0719839148,"surplus_low":-0.0719999723,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260911P00335000","S":406.77,"K":335.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.7231,"greeks":{"delta":-0.0046,"gamma":0.0004,"rho":-0.0002,"theta":-0.0511,"vega":0.0057},"bid":0.03,"ask":0.06,"bs":2,"as":195,"quote_time":"2026-09-04T19:59:59.478286203Z","fair_low":0.0,"fair":1.87e-07,"fair_high":2.26767e-05,"hurdle":0.077,"surplus":-0.076999813,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260918P00327000","S":406.77,"K":327.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4969,"greeks":{"delta":-0.0048,"gamma":0.0004,"rho":-0.0006,"theta":-0.0222,"vega":0.0099},"bid":0.03,"ask":0.08,"bs":217,"as":97,"quote_time":"2026-09-04T19:59:59.46820024Z","fair_low":2.275e-07,"fair":6.20241e-05,"fair_high":0.0015299786,"hurdle":0.107,"surplus":-0.1069379759,"surplus_low":-0.1069997725,"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 85
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":"GLD260911P00369000","S":406.77,"K":369.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.3733,"greeks":{"delta":-0.0058,"gamma":0.001,"rho":-0.0003,"theta":-0.0326,"vega":0.007},"bid":0.01,"ask":0.05,"bs":472,"as":2,"quote_time":"2026-09-04T19:59:59.466274096Z","fair_low":0.0015283209,"fair":0.0197338798,"fair_high":0.0889879027,"hurdle":0.072,"surplus":-0.0522661202,"surplus_low":-0.0704716791,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918C00565000","S":406.77,"K":565.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6613,"greeks":{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.0171,"vega":0.0057},"bid":0.01,"ask":0.06,"bs":1,"as":124,"quote_time":"2026-09-04T19:59:58.958318214Z","fair_low":0.0,"fair":7e-10,"fair_high":5.672e-07,"hurdle":0.087,"surplus":-0.0869999993,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260911P00367000","S":406.77,"K":367.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.4212,"greeks":{"delta":-0.009,"gamma":0.0014,"rho":-0.0004,"theta":-0.0542,"vega":0.0104},"bid":0.03,"ask":0.08,"bs":400,"as":383,"quote_time":"2026-09-04T19:59:59.47148135Z","fair_low":0.0007617008,"fair":0.0122159804,"fair_high":0.0621390455,"hurdle":0.107,"surplus":-0.0947840196,"surplus_low":-0.1062382992,"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 84
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":"GLD260918P00310000","S":406.77,"K":310.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5851,"greeks":{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0176,"vega":0.0067},"bid":0.01,"ask":0.07,"bs":2,"as":23,"quote_time":"2026-09-04T19:59:59.472887632Z","fair_low":1e-10,"fair":3.202e-07,"fair_high":3.61068e-05,"hurdle":0.102,"surplus":-0.1019996798,"surplus_low":-0.1019999999,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260911P00360000","S":406.77,"K":360.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.4781,"greeks":{"delta":-0.0067,"gamma":0.0009,"rho":-0.0003,"theta":-0.0474,"vega":0.008},"bid":0.01,"ask":0.08,"bs":422,"as":345,"quote_time":"2026-09-04T19:59:59.896931052Z","fair_low":4.71813e-05,"fair":0.0018533918,"fair_high":0.0160412925,"hurdle":0.117,"surplus":-0.1151466082,"surplus_low":-0.1169528187,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00293000","S":406.77,"K":293.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.703,"greeks":{"delta":-0.0029,"gamma":0.0002,"rho":-0.0004,"theta":-0.0199,"vega":0.0063},"bid":0.01,"ask":0.08,"bs":2,"as":87,"quote_time":"2026-09-04T19:59:59.469579323Z","fair_low":0.0,"fair":4e-10,"fair_high":3.274e-07,"hurdle":0.117,"surplus":-0.1169999996,"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 83
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":"GLD260911P00355000","S":406.77,"K":355.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.5265,"greeks":{"delta":-0.0061,"gamma":0.0008,"rho":-0.0003,"theta":-0.0483,"vega":0.0074},"bid":0.01,"ask":0.08,"bs":178,"as":13,"quote_time":"2026-09-04T19:59:59.447708479Z","fair_low":4.6576e-06,"fair":0.0004240191,"fair_high":0.0054614903,"hurdle":0.117,"surplus":-0.1165759809,"surplus_low":-0.1169953424,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918C00630000","S":406.77,"K":630.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":2,"as":120,"quote_time":"2026-09-04T19:59:59.475587488Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918C00590000","S":406.77,"K":590.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":10,"as":1,"quote_time":"2026-09-04T19:59:58.170410228Z","fair_low":0.0,"fair":0.0,"fair_high":8.8e-09,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260911P00361000","S":406.77,"K":361.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.48,"greeks":{"delta":-0.008,"gamma":0.0011,"rho":-0.0004,"theta":-0.0557,"vega":0.0093},"bid":0.03,"ask":0.08,"bs":357,"as":531,"quote_time":"2026-09-04T19:59:59.465346036Z","fair_low":7.09419e-05,"fair":0.002536776,"fair_high":0.0198121667,"hurdle":0.107,"surplus":-0.104463224,"surplus_low":-0.1069290581,"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 82
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":"GLD260918P00299000","S":406.77,"K":299.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6371,"greeks":{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.014,"vega":0.0049},"bid":0.01,"ask":0.05,"bs":2,"as":114,"quote_time":"2026-09-04T19:59:59.502065119Z","fair_low":0.0,"fair":4.6e-09,"fair_high":1.9146e-06,"hurdle":0.072,"surplus":-0.0719999954,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00312000","S":406.77,"K":312.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5725,"greeks":{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0175,"vega":0.0068},"bid":0.01,"ask":0.07,"bs":2,"as":17,"quote_time":"2026-09-04T19:59:59.472344412Z","fair_low":2e-10,"fair":6.536e-07,"fair_high":6.0277e-05,"hurdle":0.102,"surplus":-0.1019993464,"surplus_low":-0.1019999998,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260911C00565000","S":406.77,"K":565.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":2,"as":1,"quote_time":"2026-09-04T19:59:59.860052077Z","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},{"symbol":"GLD","occ":"GLD260911C00545000","S":406.77,"K":545.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":2,"as":103,"quote_time":"2026-09-04T19:59:59.859826219Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.047,"surplus":-0.047,"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
GLD Sep8 CRR individual affordable leg values batch 81
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":"GLD260911P00366000","S":406.77,"K":366.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.4204,"greeks":{"delta":-0.0075,"gamma":0.0012,"rho":-0.0003,"theta":-0.0462,"vega":0.0089},"bid":0.01,"ask":0.08,"bs":375,"as":59,"quote_time":"2026-09-04T19:59:59.689476077Z","fair_low":0.0005217209,"fair":0.0093893967,"fair_high":0.0522993342,"hurdle":0.117,"surplus":-0.1076106033,"surplus_low":-0.1164782791,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260911P00351000","S":406.77,"K":351.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.5653,"greeks":{"delta":-0.0057,"gamma":0.0007,"rho":-0.0003,"theta":-0.0489,"vega":0.007},"bid":0.04,"ask":0.05,"bs":2,"as":111,"quote_time":"2026-09-04T19:59:59.466243706Z","fair_low":6.451e-07,"fair":0.0001122634,"fair_high":0.0020902588,"hurdle":0.057,"surplus":-0.0568877366,"surplus_low":-0.0569993549,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918C00620000","S":406.77,"K":620.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":2,"as":72,"quote_time":"2026-09-04T19:59:59.471983515Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.107,"surplus":-0.107,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260911C00520000","S":406.77,"K":520.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":3,"as":87,"quote_time":"2026-09-04T19:59:59.484140585Z","fair_low":0.0,"fair":0.0,"fair_high":6.52e-08,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"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 80
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":"GLD260918P00284000","S":406.77,"K":284.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7797,"greeks":{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0239,"vega":0.0068},"bid":0.03,"ask":0.08,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.469778898Z","fair_low":0.0,"fair":0.0,"fair_high":1.58e-08,"hurdle":0.107,"surplus":-0.107,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00324000","S":406.77,"K":324.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4837,"greeks":{"delta":-0.0029,"gamma":0.0003,"rho":-0.0004,"theta":-0.0135,"vega":0.0062},"bid":0.01,"ask":0.05,"bs":40,"as":41,"quote_time":"2026-09-04T19:59:59.468225638Z","fair_low":6.05e-08,"fair":2.76408e-05,"fair_high":0.0008449993,"hurdle":0.072,"surplus":-0.0719723592,"surplus_low":-0.0719999395,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00297000","S":406.77,"K":297.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6685,"greeks":{"delta":-0.0027,"gamma":0.0002,"rho":-0.0003,"theta":-0.018,"vega":0.0059},"bid":0.03,"ask":0.05,"bs":2,"as":114,"quote_time":"2026-09-04T19:59:59.469579323Z","fair_low":0.0,"fair":2e-09,"fair_high":1.0498e-06,"hurdle":0.062,"surplus":-0.061999998,"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 79
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":"GLD260918P00307000","S":406.77,"K":307.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6182,"greeks":{"delta":-0.0036,"gamma":0.0002,"rho":-0.0005,"theta":-0.0213,"vega":0.0076},"bid":0.04,"ask":0.06,"bs":2,"as":9,"quote_time":"2026-09-04T19:59:59.973575725Z","fair_low":0.0,"fair":1.127e-07,"fair_high":1.71017e-05,"hurdle":0.072,"surplus":-0.0719998873,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260918P00290000","S":406.77,"K":290.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7146,"greeks":{"delta":-0.0026,"gamma":0.0002,"rho":-0.0003,"theta":-0.0181,"vega":0.0056},"bid":0.03,"ask":0.05,"bs":2,"as":102,"quote_time":"2026-09-04T19:59:59.469674051Z","fair_low":0.0,"fair":1e-10,"fair_high":1.267e-07,"hurdle":0.062,"surplus":-0.0619999999,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918C00605000","S":406.77,"K":605.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":2,"as":104,"quote_time":"2026-09-04T19:59:59.47800457Z","fair_low":0.0,"fair":0.0,"fair_high":6e-10,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00306000","S":406.77,"K":306.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6247,"greeks":{"delta":-0.0036,"gamma":0.0002,"rho":-0.0005,"theta":-0.0214,"vega":0.0076},"bid":0.04,"ask":0.06,"bs":2,"as":119,"quote_time":"2026-09-04T19:59:59.972221418Z","fair_low":0.0,"fair":7.31e-08,"fair_high":1.34336e-05,"hurdle":0.072,"surplus":-0.0719999269,"surplus_low":-0.072,"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 78
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":"GLD260918P00309000","S":406.77,"K":309.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6115,"greeks":{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.023,"vega":0.0083},"bid":0.04,"ask":0.07,"bs":2,"as":25,"quote_time":"2026-09-04T19:59:59.472860756Z","fair_low":0.0,"fair":2.32e-07,"fair_high":2.89406e-05,"hurdle":0.087,"surplus":-0.086999768,"surplus_low":-0.087,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260918P00283000","S":406.77,"K":283.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.469724388Z","fair_low":0.0,"fair":0.0,"fair_high":1.14e-08,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260911C00530000","S":406.77,"K":530.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":2,"as":68,"quote_time":"2026-09-04T19:59:59.472116663Z","fair_low":0.0,"fair":0.0,"fair_high":4.6e-09,"hurdle":0.117,"surplus":-0.117,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00300000","S":406.77,"K":300.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6568,"greeks":{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0197,"vega":0.0067},"bid":0.03,"ask":0.06,"bs":51,"as":133,"quote_time":"2026-09-04T19:59:59.460235437Z","fair_low":0.0,"fair":7.6e-09,"fair_high":2.5749e-06,"hurdle":0.077,"surplus":-0.0769999924,"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 77
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":"GLD260914C00465000","S":406.77,"K":465.0,"T":0.0273972603,"sigma":0.2708526489,"iv":0.3878,"greeks":{"delta":0.0071,"gamma":0.0009,"rho":0.0005,"theta":-0.0311,"vega":0.0111},"bid":0.04,"ask":0.06,"bs":31,"as":29,"quote_time":"2026-09-04T19:59:59.472029781Z","fair_low":0.0003724055,"fair":0.0081682265,"fair_high":0.0513246519,"hurdle":0.072,"surplus":-0.0638317735,"surplus_low":-0.0716275945,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260918C00600000","S":406.77,"K":600.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":5,"as":2,"quote_time":"2026-09-04T19:59:05.31250979Z","fair_low":0.0,"fair":0.0,"fair_high":1.5e-09,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260911C00550000","S":406.77,"K":550.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":88,"as":22,"quote_time":"2026-09-04T19:59:59.868152863Z","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":"GLD260918P00334000","S":406.77,"K":334.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4623,"greeks":{"delta":-0.006,"gamma":0.0005,"rho":-0.0008,"theta":-0.0251,"vega":0.0121},"bid":0.05,"ask":0.08,"bs":164,"as":95,"quote_time":"2026-09-04T19:59:59.470269412Z","fair_low":3.5427e-06,"fair":0.0003854243,"fair_high":0.0055270326,"hurdle":0.097,"surplus":-0.0966145757,"surplus_low":-0.0969964573,"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 76
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":"GLD260911C00510000","S":406.77,"K":510.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.7981,"greeks":{"delta":0.0039,"gamma":0.0003,"rho":0.0002,"theta":-0.0494,"vega":0.0049},"bid":0.03,"ask":0.05,"bs":21,"as":102,"quote_time":"2026-09-04T19:59:59.98260962Z","fair_low":0.0,"fair":1.4e-09,"fair_high":7.996e-07,"hurdle":0.062,"surplus":-0.0619999986,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00289000","S":406.77,"K":289.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7213,"greeks":{"delta":-0.0025,"gamma":0.0002,"rho":-0.0003,"theta":-0.0182,"vega":0.0056},"bid":0.03,"ask":0.05,"bs":2,"as":107,"quote_time":"2026-09-04T19:59:59.469494518Z","fair_low":0.0,"fair":1e-10,"fair_high":8.49e-08,"hurdle":0.062,"surplus":-0.0619999999,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00287000","S":406.77,"K":287.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7144,"greeks":{"delta":-0.002,"gamma":0.0001,"rho":-0.0003,"theta":-0.0143,"vega":0.0044},"bid":0.01,"ask":0.05,"bs":2,"as":109,"quote_time":"2026-09-04T19:59:59.469202043Z","fair_low":0.0,"fair":0.0,"fair_high":4.64e-08,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260911C00555000","S":406.77,"K":555.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":2,"as":24,"quote_time":"2026-09-04T19:59:59.972376306Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.107,"surplus":-0.107,"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 75
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":"GLD260918C00585000","S":406.77,"K":585.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7326,"greeks":{"delta":0.0027,"gamma":0.0002,"rho":0.0003,"theta":-0.0195,"vega":0.0058},"bid":0.03,"ask":0.05,"bs":2,"as":107,"quote_time":"2026-09-04T19:59:59.473844487Z","fair_low":0.0,"fair":0.0,"fair_high":2.09e-08,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918C00535000","S":406.77,"K":535.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.554,"greeks":{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.0146,"vega":0.0058},"bid":0.01,"ask":0.05,"bs":328,"as":94,"quote_time":"2026-09-04T19:59:59.470630301Z","fair_low":1e-10,"fair":4.623e-07,"fair_high":5.09126e-05,"hurdle":0.072,"surplus":-0.0719995377,"surplus_low":-0.0719999999,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260911P00353000","S":406.77,"K":353.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.5526,"greeks":{"delta":-0.0064,"gamma":0.0008,"rho":-0.0003,"theta":-0.053,"vega":0.0077},"bid":0.04,"ask":0.06,"bs":2,"as":109,"quote_time":"2026-09-04T19:59:59.466123205Z","fair_low":1.8144e-06,"fair":0.0002214143,"fair_high":0.0034139486,"hurdle":0.072,"surplus":-0.0717785857,"surplus_low":-0.0719981856,"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 74
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":"GLD260918C00635000","S":406.77,"K":635.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":6,"as":107,"quote_time":"2026-09-04T19:59:59.902951667Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260911C00585000","S":406.77,"K":585.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":2,"as":155,"quote_time":"2026-09-04T19:59:59.908056204Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.107,"surplus":-0.107,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918C00550000","S":406.77,"K":550.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6461,"greeks":{"delta":0.0044,"gamma":0.0003,"rho":0.0005,"theta":-0.0267,"vega":0.009},"bid":0.04,"ask":0.08,"bs":312,"as":206,"quote_time":"2026-09-04T19:59:59.470044546Z","fair_low":0.0,"fair":1.94e-08,"fair_high":5.7522e-06,"hurdle":0.102,"surplus":-0.1019999806,"surplus_low":-0.102,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00313000","S":406.77,"K":313.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5912,"greeks":{"delta":-0.0045,"gamma":0.0003,"rho":-0.0006,"theta":-0.0246,"vega":0.0092},"bid":0.04,"ask":0.08,"bs":2,"as":47,"quote_time":"2026-09-04T19:59:59.469679106Z","fair_low":3e-10,"fair":8.824e-07,"fair_high":7.39838e-05,"hurdle":0.102,"surplus":-0.1019991176,"surplus_low":-0.1019999997,"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 73
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":"GLD260911C00500000","S":406.77,"K":500.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.7146,"greeks":{"delta":0.0033,"gamma":0.0003,"rho":0.0001,"theta":-0.0381,"vega":0.0043},"bid":0.01,"ask":0.05,"bs":1,"as":5,"quote_time":"2026-09-04T19:59:50.529975686Z","fair_low":0.0,"fair":3.91e-08,"fair_high":8.3389e-06,"hurdle":0.072,"surplus":-0.0719999609,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00302000","S":406.77,"K":302.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6509,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0215,"vega":0.0073},"bid":0.03,"ask":0.07,"bs":2,"as":26,"quote_time":"2026-09-04T19:59:59.469467811Z","fair_low":0.0,"fair":1.67e-08,"fair_high":4.3777e-06,"hurdle":0.092,"surplus":-0.0919999833,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260911C00515000","S":406.77,"K":515.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":15,"as":16,"quote_time":"2026-09-04T19:59:59.484095535Z","fair_low":0.0,"fair":2e-10,"fair_high":2.179e-07,"hurdle":0.092,"surplus":-0.0919999998,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260918P00314000","S":406.77,"K":314.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5669,"greeks":{"delta":-0.0036,"gamma":0.0003,"rho":-0.0005,"theta":-0.0193,"vega":0.0075},"bid":0.04,"ask":0.05,"bs":1,"as":3,"quote_time":"2026-09-04T19:59:50.520740445Z","fair_low":5e-10,"fair":1.2932e-06,"fair_high":9.60266e-05,"hurdle":0.057,"surplus":-0.0569987068,"surplus_low":-0.0569999995,"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 72
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":"GLD260911P00364000","S":406.77,"K":364.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.4396,"greeks":{"delta":-0.0072,"gamma":0.0011,"rho":-0.0003,"theta":-0.0466,"vega":0.0085},"bid":0.01,"ask":0.08,"bs":373,"as":479,"quote_time":"2026-09-04T19:59:59.357489719Z","fair_low":0.0002425216,"fair":0.0055929805,"fair_high":0.0359407211,"hurdle":0.117,"surplus":-0.1114070195,"surplus_low":-0.1167574784,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260914C00495000","S":406.77,"K":495.0,"T":0.0273972603,"sigma":0.2708526489,"iv":0.5497,"greeks":{"delta":0.0057,"gamma":0.0005,"rho":0.0004,"theta":-0.036,"vega":0.0091},"bid":0.03,"ask":0.08,"bs":10,"as":37,"quote_time":"2026-09-04T19:59:59.468119146Z","fair_low":4.89e-08,"fair":2.30455e-05,"fair_high":0.0007724239,"hurdle":0.107,"surplus":-0.1069769545,"surplus_low":-0.1069999511,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00292000","S":406.77,"K":292.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7246,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0236,"vega":0.0072},"bid":0.03,"ask":0.08,"bs":2,"as":40,"quote_time":"2026-09-04T19:59:59.469642882Z","fair_low":0.0,"fair":2e-10,"fair_high":2.343e-07,"hurdle":0.107,"surplus":-0.1069999998,"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
Sep8 CRR individual affordable leg values batch 71
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":"GDX","occ":"GDX260918C00150000","S":99.26,"K":150.0,"T":0.0383561644,"sigma":0.5163855774,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":1,"as":15,"quote_time":"2026-09-04T19:17:01.817824577Z","fair_low":2.355e-07,"fair":5.67024e-05,"fair_high":0.0012282989,"hurdle":0.057,"surplus":-0.0569432976,"surplus_low":-0.0569997645,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GDX","occ":"GDX261016P00055000","S":99.26,"K":55.0,"T":0.1150684932,"sigma":0.5163855774,"iv":0.7275,"greeks":{"delta":-0.0044,"gamma":0.0005,"rho":-0.0005,"theta":-0.0039,"vega":0.0042},"bid":0.01,"ask":0.06,"bs":5,"as":182,"quote_time":"2026-09-04T19:59:56.986398028Z","fair_low":2.08889e-05,"fair":0.0010617396,"fair_high":0.0102474883,"hurdle":0.087,"surplus":-0.0859382604,"surplus_low":-0.0869791111,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GDX","occ":"GDX261016P00062000","S":99.26,"K":62.0,"T":0.1150684932,"sigma":0.5163855774,"iv":0.6102,"greeks":{"delta":-0.0066,"gamma":0.0009,"rho":-0.0007,"theta":-0.0046,"vega":0.006},"bid":0.01,"ask":0.08,"bs":1,"as":190,"quote_time":"2026-09-04T19:59:56.962451822Z","fair_low":0.0009310813,"fair":0.0133466351,"fair_high":0.0664452926,"hurdle":0.117,"surplus":-0.1036533649,"surplus_low":-0.1160689187,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918C00615000","S":406.77,"K":615.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":3,"as":100,"quote_time":"2026-09-04T19:59:59.466832523Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"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
Sep8 CRR individual affordable leg values batch 70
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":"FXI","occ":"FXI261002C00040000","S":35.88,"K":40.0,"T":0.0767123288,"sigma":0.1513356226,"iv":0.2504,"greeks":{"delta":0.0563,"gamma":0.0482,"rho":0.0013,"theta":-0.0055,"vega":0.0106},"bid":0.03,"ask":0.08,"bs":78,"as":25,"quote_time":"2026-09-04T19:59:45.08492817Z","fair_low":0.0002646071,"fair":0.0029297833,"fair_high":0.0121850448,"hurdle":0.107,"surplus":-0.1040702167,"surplus_low":-0.1067353929,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"FXI","occ":"FXI260918P00034500","S":35.88,"K":34.5,"T":0.0383561644,"sigma":0.1513356226,"iv":0.1741,"greeks":{"delta":-0.0887,"gamma":0.1481,"rho":-0.001,"theta":-0.0076,"vega":0.01},"bid":0.03,"ask":0.06,"bs":100,"as":245,"quote_time":"2026-09-04T19:59:55.062780898Z","fair_low":0.0146480449,"fair":0.0406298487,"fair_high":0.0786749852,"hurdle":0.077,"surplus":-0.0363701513,"surplus_low":-0.0623519551,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GDX","occ":"GDX260918P00078000","S":99.26,"K":78.0,"T":0.0383561644,"sigma":0.5163855774,"iv":0.5683,"greeks":{"delta":-0.0061,"gamma":0.0018,"rho":-0.0002,"theta":-0.0077,"vega":0.003},"bid":0.01,"ask":0.03,"bs":261,"as":1,"quote_time":"2026-09-04T19:59:59.974799842Z","fair_low":0.0026001375,"fair":0.0238560247,"fair_high":0.0894141884,"hurdle":0.042,"surplus":-0.0181439753,"surplus_low":-0.0393998625,"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
FXI Sep8 CRR individual affordable leg values batch 69
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":"FXI","occ":"FXI260918P00033000","S":35.88,"K":33.0,"T":0.0383561644,"sigma":0.1513356226,"iv":0.2752,"greeks":{"delta":-0.0361,"gamma":0.0462,"rho":-0.0004,"theta":-0.006,"vega":0.0049},"bid":0.01,"ask":0.04,"bs":15,"as":21,"quote_time":"2026-09-04T19:59:58.644511841Z","fair_low":3.00155e-05,"fair":0.0005780882,"fair_high":0.0033510027,"hurdle":0.057,"surplus":-0.0564219118,"surplus_low":-0.0569699845,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"FXI","occ":"FXI260930P00030000","S":35.88,"K":30.0,"T":0.0712328767,"sigma":0.1513356226,"iv":0.3486,"greeks":{"delta":-0.0172,"gamma":0.0135,"rho":-0.0004,"theta":-0.0028,"vega":0.0038},"bid":0.01,"ask":0.03,"bs":3,"as":1441,"quote_time":"2026-09-04T19:59:45.6773066Z","fair_low":1e-09,"fair":7.702e-07,"fair_high":3.00639e-05,"hurdle":0.042,"surplus":-0.0419992298,"surplus_low":-0.041999999,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"FXI","occ":"FXI260918P00034000","S":35.88,"K":34.0,"T":0.0383561644,"sigma":0.1513356226,"iv":0.2077,"greeks":{"delta":-0.0617,"gamma":0.0941,"rho":-0.0007,"theta":-0.0069,"vega":0.0076},"bid":0.01,"ask":0.06,"bs":36,"as":417,"quote_time":"2026-09-04T19:59:48.735650311Z","fair_low":0.0026903733,"fair":0.0124148171,"fair_high":0.0320917513,"hurdle":0.087,"surplus":-0.0745851829,"surplus_low":-0.0843096267,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
Sep8 CRR individual affordable leg values batch 68
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":"FICO","occ":"FICO260918C01940000","S":932.26,"K":1940.0,"T":0.0383561644,"sigma":0.8399426141,"iv":null,"greeks":null,"bid":0.07,"ask":0.08,"bs":100,"as":8,"quote_time":"2026-09-04T19:59:59.376998727Z","fair_low":2.668e-07,"fair":0.0001689534,"fair_high":0.0061403897,"hurdle":0.087,"surplus":-0.0868310466,"surplus_low":-0.0869997332,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"FXI","occ":"FXI260930P00025000","S":35.88,"K":25.0,"T":0.0712328767,"sigma":0.1513356226,"iv":0.7453,"greeks":{"delta":-0.0208,"gamma":0.0075,"rho":-0.0005,"theta":-0.0072,"vega":0.0045},"bid":0.03,"ask":0.08,"bs":6,"as":1269,"quote_time":"2026-09-04T19:59:55.409371195Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.107,"surplus":-0.107,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"FXI","occ":"FXI260930C00040000","S":35.88,"K":40.0,"T":0.0712328767,"sigma":0.1513356226,"iv":0.2565,"greeks":{"delta":0.0526,"gamma":0.0465,"rho":0.0012,"theta":-0.0056,"vega":0.0097},"bid":0.03,"ask":0.07,"bs":74,"as":58,"quote_time":"2026-09-04T19:59:55.645831855Z","fair_low":0.0001605435,"fair":0.0020118287,"fair_high":0.0092329682,"hurdle":0.092,"surplus":-0.0899881713,"surplus_low":-0.0918394565,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"FXI","occ":"FXI260918C00038000","S":35.88,"K":38.0,"T":0.0383561644,"sigma":0.1513356226,"iv":0.2374,"greeks":{"delta":0.0892,"gamma":0.1091,"rho":0.0009,"theta":-0.0112,"vega":0.01},"bid":0.05,"ask":0.07,"bs":1219,"as":1,"quote_time":"2026-09-04T19:59:55.148258426Z","fair_low":0.0026497772,"fair":0.0125108607,"fair_high":0.0326492982,"hurdle":0.082,"surplus":-0.0694891393,"surplus_low":-0.0793502228,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
Sep8 CRR individual affordable leg values batch 67
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":"EWZ","occ":"EWZ260930C00045000","S":37.86,"K":45.0,"T":0.0712328767,"sigma":0.246667866,"iv":0.3304,"greeks":{"delta":0.022,"gamma":0.0167,"rho":0.0005,"theta":-0.0037,"vega":0.005},"bid":0.01,"ask":0.04,"bs":39,"as":35,"quote_time":"2026-09-04T19:59:55.146169221Z","fair_low":0.0003436031,"fair":0.0041506418,"fair_high":0.0181633706,"hurdle":0.057,"surplus":-0.0528493582,"surplus_low":-0.0566563969,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"EWZ","occ":"EWZ260918P00032000","S":37.86,"K":32.0,"T":0.0383561644,"sigma":0.246667866,"iv":0.527,"greeks":{"delta":-0.029,"gamma":0.0191,"rho":-0.0003,"theta":-0.0103,"vega":0.0043},"bid":0.03,"ask":0.05,"bs":414,"as":622,"quote_time":"2026-09-04T19:59:59.561009127Z","fair_low":1.3521e-06,"fair":8.83435e-05,"fair_high":0.000971028,"hurdle":0.062,"surplus":-0.0619116565,"surplus_low":-0.0619986479,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"FICO","occ":"FICO260918C01500000","S":932.26,"K":1500.0,"T":0.0383561644,"sigma":0.8399426141,"iv":null,"greeks":null,"bid":0.07,"ask":0.08,"bs":1,"as":5,"quote_time":"2026-09-04T19:59:59.376918508Z","fair_low":0.0056173951,"fair":0.1088769009,"fair_high":0.6115610169,"hurdle":0.087,"surplus":0.0218769009,"surplus_low":-0.0813826049,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"FICO","occ":"FICO260918C01480000","S":932.26,"K":1480.0,"T":0.0383561644,"sigma":0.8399426141,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":5,"as":1,"quote_time":"2026-09-04T17:04:48.101766109Z","fair_low":0.0083551558,"fair":0.1413721944,"fair_high":0.7590288606,"hurdle":0.107,"surplus":0.0343721944,"surplus_low":-0.0986448442,"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
EWZ Sep8 CRR individual affordable leg values batch 66
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":"EWZ","occ":"EWZ260911P00035500","S":37.86,"K":35.5,"T":0.0191780822,"sigma":0.246667866,"iv":0.3624,"greeks":{"delta":-0.0422,"gamma":0.0626,"rho":-0.0002,"theta":-0.016,"vega":0.0036},"bid":0.01,"ask":0.04,"bs":828,"as":622,"quote_time":"2026-09-04T19:59:59.560780729Z","fair_low":0.0028434836,"fair":0.0135772108,"fair_high":0.0356571957,"hurdle":0.057,"surplus":-0.0434227892,"surplus_low":-0.0541565164,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"EWZ","occ":"EWZ260918P00033500","S":37.86,"K":33.5,"T":0.0383561644,"sigma":0.246667866,"iv":0.3439,"greeks":{"delta":-0.018,"gamma":0.0195,"rho":-0.0002,"theta":-0.0045,"vega":0.0029},"bid":0.01,"ask":0.02,"bs":621,"as":414,"quote_time":"2026-09-04T19:59:59.566185421Z","fair_low":0.0002403794,"fair":0.0027486023,"fair_high":0.0118722012,"hurdle":0.027,"surplus":-0.0242513977,"surplus_low":-0.0267596206,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"EWZ","occ":"EWZ260911P00035000","S":37.86,"K":35.0,"T":0.0191780822,"sigma":0.246667866,"iv":0.3898,"greeks":{"delta":-0.0253,"gamma":0.0382,"rho":-0.0001,"theta":-0.0113,"vega":0.0023},"bid":0.01,"ask":0.02,"bs":415,"as":622,"quote_time":"2026-09-04T19:49:59.926284319Z","fair_low":0.0005202278,"fair":0.0042207823,"fair_high":0.0150488058,"hurdle":0.027,"surplus":-0.0227792177,"surplus_low":-0.0264797722,"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
EWZ Sep8 CRR individual affordable leg values batch 65
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":"EWZ","occ":"EWZ260911C00041500","S":37.86,"K":41.5,"T":0.0191780822,"sigma":0.246667866,"iv":0.5285,"greeks":{"delta":0.0521,"gamma":0.0509,"rho":0.0002,"theta":-0.0281,"vega":0.0042},"bid":0.03,"ask":0.06,"bs":414,"as":622,"quote_time":"2026-09-04T19:59:59.560029766Z","fair_low":0.0001156826,"fair":0.0015423117,"fair_high":0.0073758277,"hurdle":0.077,"surplus":-0.0754576883,"surplus_low":-0.0768843174,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"EWZ","occ":"EWZ261016P00026000","S":37.86,"K":26.0,"T":0.1150684932,"sigma":0.246667866,"iv":0.4907,"greeks":{"delta":-0.0072,"gamma":0.0033,"rho":-0.0003,"theta":-0.0015,"vega":0.0025},"bid":0.01,"ask":0.02,"bs":55,"as":414,"quote_time":"2026-09-04T19:59:59.562797602Z","fair_low":1.5e-09,"fair":1.2123e-06,"fair_high":5.19933e-05,"hurdle":0.027,"surplus":-0.0269987877,"surplus_low":-0.0269999985,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"EWZ","occ":"EWZ260918P00031000","S":37.86,"K":31.0,"T":0.0383561644,"sigma":0.246667866,"iv":0.5961,"greeks":{"delta":-0.0231,"gamma":0.0139,"rho":-0.0003,"theta":-0.0096,"vega":0.0036},"bid":0.03,"ask":0.04,"bs":10,"as":1242,"quote_time":"2026-09-04T19:59:59.563809424Z","fair_low":1.63e-08,"fair":4.7996e-06,"fair_high":0.0001210935,"hurdle":0.047,"surplus":-0.0469952004,"surplus_low":-0.0469999837,"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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