Notes

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"EWZ","occ":"EWZ261016C00052000","S":37.86,"K":52.0,"T":0.1150684932,"sigma":0.246667866,"iv":0.3972,"greeks":{"delta":0.0094,"gamma":0.0051,"rho":0.0004,"theta":-0.0016,"vega":0.0031},"bid":0.01,"ask":0.02,"bs":414,"as":166,"quote_time":"2026-09-04T19:59:59.564491046Z","fair_low":7.038e-07,"fair":7.42678e-05,"fair_high":0.0010782807,"hurdle":0.027,"surplus":-0.0269257322,"surplus_low":-0.0269992962,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"EWZ","occ":"EWZ261016C00049000","S":37.86,"K":49.0,"T":0.1150684932,"sigma":0.246667866,"iv":0.4106,"greeks":{"delta":0.034,"gamma":0.0149,"rho":0.0013,"theta":-0.005,"vega":0.0093},"bid":0.06,"ask":0.07,"bs":449,"as":626,"quote_time":"2026-09-04T19:59:59.484269978Z","fair_low":4.70985e-05,"fair":0.0011931067,"fair_high":0.0078421805,"hurdle":0.077,"surplus":-0.0758068933,"surplus_low":-0.0769529015,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"EWZ","occ":"EWZ260918C00045000","S":37.86,"K":45.0,"T":0.0383561644,"sigma":0.246667866,"iv":0.4943,"greeks":{"delta":0.0251,"gamma":0.0181,"rho":0.0003,"theta":-0.0088,"vega":0.0039},"bid":0.01,"ask":0.05,"bs":414,"as":1243,"quote_time":"2026-09-04T19:59:59.560125581Z","fair_low":1.3091e-06,"fair":9.04921e-05,"fair_high":0.0010210969,"hurdle":0.072,"surplus":-0.0719095079,"surplus_low":-0.0719986909,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"EWZ","occ":"EWZ260918P00034000","S":37.86,"K":34.0,"T":0.0383561644,"sigma":0.246667866,"iv":0.396,"greeks":{"delta":-0.0532,"gamma":0.0416,"rho":-0.0006,"theta":-0.0126,"vega":0.0071},"bid":0.05,"ask":0.07,"bs":414,"as":829,"quote_time":"2026-09-04T19:59:59.559920663Z","fair_low":0.0009597439,"fair":0.0071221495,"fair_high":0.0239110646,"hurdle":0.082,"surplus":-0.0748778505,"surplus_low":-0.0810402561,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"EWZ","occ":"EWZ260918C00044000","S":37.86,"K":44.0,"T":0.0383561644,"sigma":0.246667866,"iv":0.4715,"greeks":{"delta":0.0374,"gamma":0.0263,"rho":0.0004,"theta":-0.0116,"vega":0.0054},"bid":0.03,"ask":0.06,"bs":621,"as":414,"quote_time":"2026-09-04T19:59:59.563839433Z","fair_low":1.97987e-05,"fair":0.0005308758,"fair_high":0.0037823878,"hurdle":0.077,"surplus":-0.0764691242,"surplus_low":-0.0769802013,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"EWZ","occ":"EWZ260918C00043000","S":37.86,"K":43.0,"T":0.0383561644,"sigma":0.246667866,"iv":0.4033,"greeks":{"delta":0.0385,"gamma":0.0316,"rho":0.0004,"theta":-0.0102,"vega":0.0055},"bid":0.01,"ask":0.07,"bs":622,"as":828,"quote_time":"2026-09-04T19:54:59.326806082Z","fair_low":0.0002233907,"fair":0.0027714075,"fair_high":0.0123750809,"hurdle":0.102,"surplus":-0.0992285925,"surplus_low":-0.1017766093,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"EWZ","occ":"EWZ260911C00041000","S":37.86,"K":41.0,"T":0.0191780822,"sigma":0.246667866,"iv":0.4832,"greeks":{"delta":0.0615,"gamma":0.0634,"rho":0.0002,"theta":-0.0293,"vega":0.0048},"bid":0.04,"ask":0.06,"bs":414,"as":39,"quote_time":"2026-09-04T19:59:59.79998209Z","fair_low":0.0005923383,"fair":0.0047427459,"fair_high":0.0166284161,"hurdle":0.072,"surplus":-0.0672572541,"surplus_low":-0.0714076617,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"EWZ","occ":"EWZ260918P00033000","S":37.86,"K":33.0,"T":0.0383561644,"sigma":0.246667866,"iv":0.3796,"greeks":{"delta":-0.0164,"gamma":0.0164,"rho":-0.0002,"theta":-0.0046,"vega":0.0027},"bid":0.01,"ask":0.02,"bs":5,"as":828,"quote_time":"2026-09-04T19:59:59.560692444Z","fair_low":5.01842e-05,"fair":0.0009665806,"fair_high":0.0055665383,"hurdle":0.027,"surplus":-0.0260334194,"surplus_low":-0.0269498158,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"EWZ","occ":"EWZ261016P00027000","S":37.86,"K":27.0,"T":0.1150684932,"sigma":0.246667866,"iv":0.5298,"greeks":{"delta":-0.0196,"gamma":0.0073,"rho":-0.0008,"theta":-0.0039,"vega":0.0059},"bid":0.03,"ask":0.07,"bs":621,"as":414,"quote_time":"2026-09-04T19:59:59.563052626Z","fair_low":4.52e-08,"fair":1.12059e-05,"fair_high":0.0002492937,"hurdle":0.092,"surplus":-0.0919887941,"surplus_low":-0.0919999548,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"EWZ","occ":"EWZ261016C00051000","S":37.86,"K":51.0,"T":0.1150684932,"sigma":0.246667866,"iv":0.4013,"greeks":{"delta":0.0148,"gamma":0.0075,"rho":0.0006,"theta":-0.0024,"vega":0.0046},"bid":0.01,"ask":0.04,"bs":621,"as":621,"quote_time":"2026-09-04T19:59:59.563990355Z","fair_low":3.0494e-06,"fair":0.0001929821,"fair_high":0.0020949073,"hurdle":0.057,"surplus":-0.0568070179,"surplus_low":-0.0569969506,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"EWZ","occ":"EWZ260911C00040500","S":37.86,"K":40.5,"T":0.0191780822,"sigma":0.246667866,"iv":0.3679,"greeks":{"delta":0.0427,"gamma":0.0623,"rho":0.0002,"theta":-0.0167,"vega":0.0036},"bid":0.01,"ask":0.04,"bs":414,"as":414,"quote_time":"2026-09-04T19:59:59.56562722Z","fair_low":0.0025581532,"fair":0.0127444658,"fair_high":0.0350826144,"hurdle":0.057,"surplus":-0.0442555342,"surplus_low":-0.0544418468,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"EWZ","occ":"EWZ260925P00033000","S":37.86,"K":33.0,"T":0.0575342466,"sigma":0.246667866,"iv":0.3227,"greeks":{"delta":-0.0239,"gamma":0.0208,"rho":-0.0005,"theta":-0.0042,"vega":0.0047},"bid":0.01,"ask":0.04,"bs":149,"as":149,"quote_time":"2026-09-04T19:59:59.588737658Z","fair_low":0.0007419554,"fair":0.0063514131,"fair_high":0.0231918571,"hurdle":0.057,"surplus":-0.0506485869,"surplus_low":-0.0562580446,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA261009C00035000","S":18.52,"K":35.0,"T":0.095890411,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":81,"as":493,"quote_time":"2026-09-04T19:59:59.703265698Z","fair_low":1.0455e-06,"fair":0.0001040711,"fair_high":0.0014045516,"hurdle":0.092,"surplus":-0.0918959289,"surplus_low":-0.0919989545,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA260918P00014000","S":18.52,"K":14.0,"T":0.0383561644,"sigma":0.5525294078,"iv":0.7793,"greeks":{"delta":-0.016,"gamma":0.016,"rho":-0.0001,"theta":-0.0045,"vega":0.0013},"bid":0.01,"ask":0.02,"bs":142,"as":317,"quote_time":"2026-09-04T19:59:59.978461808Z","fair_low":0.0002027058,"fair":0.0025000492,"fair_high":0.0110997238,"hurdle":0.027,"surplus":-0.0244999508,"surplus_low":-0.0267972942,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA261016C00034000","S":18.52,"K":34.0,"T":0.1150684932,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":177,"as":1105,"quote_time":"2026-09-04T19:59:59.820505644Z","fair_low":2.17719e-05,"fair":0.0007629301,"fair_high":0.0061084217,"hurdle":0.117,"surplus":-0.1162370699,"surplus_low":-0.1169782281,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"EWG","occ":"EWG260918P00042000","S":43.89,"K":42.0,"T":0.0383561644,"sigma":0.11802761,"iv":0.1894,"greeks":{"delta":-0.0825,"gamma":0.1054,"rho":-0.0011,"theta":-0.0096,"vega":0.0116},"bid":0.03,"ask":0.08,"bs":37,"as":10,"quote_time":"2026-09-04T19:59:59.647268092Z","fair_low":0.0017648478,"fair":0.0091525791,"fair_high":0.025086783,"hurdle":0.107,"surplus":-0.0978474209,"surplus_low":-0.1052351522,"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 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260925P00013500","S":18.52,"K":13.5,"T":0.0575342466,"sigma":0.5525294078,"iv":0.8604,"greeks":{"delta":-0.0392,"gamma":0.024,"rho":-0.0004,"theta":-0.0083,"vega":0.0035},"bid":0.05,"ask":0.07,"bs":207,"as":156,"quote_time":"2026-09-04T19:59:59.977931074Z","fair_low":0.0006010593,"fair":0.0055328463,"fair_high":0.0208375101,"hurdle":0.082,"surplus":-0.0764671537,"surplus_low":-0.0813989407,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA261016C00035000","S":18.52,"K":35.0,"T":0.1150684932,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":159,"as":1154,"quote_time":"2026-09-04T19:59:59.865182984Z","fair_low":8.5332e-06,"fair":0.0004210663,"fair_high":0.0039909515,"hurdle":0.117,"surplus":-0.1165789337,"surplus_low":-0.1169914668,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA260918C00031000","S":18.52,"K":31.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":70,"as":75,"quote_time":"2026-09-04T19:59:59.124227918Z","fair_low":3e-10,"fair":4.192e-07,"fair_high":2.34536e-05,"hurdle":0.072,"surplus":-0.0719995808,"surplus_low":-0.0719999997,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA260925P00012000","S":18.52,"K":12.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":81,"as":115,"quote_time":"2026-09-04T19:59:59.977485639Z","fair_low":5.7945e-06,"fair":0.0002433887,"fair_high":0.0021234822,"hurdle":0.072,"surplus":-0.0717566113,"surplus_low":-0.0719942055,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260925P00014000","S":18.52,"K":14.0,"T":0.0575342466,"sigma":0.5525294078,"iv":0.735,"greeks":{"delta":-0.0354,"gamma":0.0258,"rho":-0.0003,"theta":-0.0065,"vega":0.0032},"bid":0.01,"ask":0.08,"bs":864,"as":1150,"quote_time":"2026-09-04T19:59:59.005036558Z","fair_low":0.0020202811,"fair":0.0125284973,"fair_high":0.0389315036,"hurdle":0.117,"surplus":-0.1044715027,"surplus_low":-0.1149797189,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA260918P00011000","S":18.52,"K":11.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":226,"as":581,"quote_time":"2026-09-04T19:59:59.75825792Z","fair_low":1e-10,"fair":1.528e-07,"fair_high":1.06382e-05,"hurdle":0.027,"surplus":-0.0269998472,"surplus_low":-0.0269999999,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA260918C00028000","S":18.52,"K":28.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":2,"as":515,"quote_time":"2026-09-04T19:59:59.613689495Z","fair_low":2.979e-07,"fair":3.59016e-05,"fair_high":0.0005840941,"hurdle":0.087,"surplus":-0.0869640984,"surplus_low":-0.0869997021,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260925C00028000","S":18.52,"K":28.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":599,"as":966,"quote_time":"2026-09-04T19:59:59.004926286Z","fair_low":2.68395e-05,"fair":0.0007521022,"fair_high":0.005452782,"hurdle":0.092,"surplus":-0.0912478978,"surplus_low":-0.0919731605,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260918P00016000","S":18.52,"K":16.0,"T":0.0383561644,"sigma":0.5525294078,"iv":0.5672,"greeks":{"delta":-0.0611,"gamma":0.0662,"rho":-0.0004,"theta":-0.0099,"vega":0.0039},"bid":0.04,"ask":0.06,"bs":125,"as":108,"quote_time":"2026-09-04T19:59:59.645819664Z","fair_low":0.0265183141,"fair":0.0737162102,"fair_high":0.1413652392,"hurdle":0.072,"surplus":0.0017162102,"surplus_low":-0.0454816859,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA261002C00029000","S":18.52,"K":29.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":100,"as":115,"quote_time":"2026-09-04T19:59:59.61278742Z","fair_low":8.60407e-05,"fair":0.0017904554,"fair_high":0.0105012851,"hurdle":0.102,"surplus":-0.1002095446,"surplus_low":-0.1019139593,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA260911C00024000","S":18.52,"K":24.0,"T":0.0191780822,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":215,"as":647,"quote_time":"2026-09-04T19:59:59.608875654Z","fair_low":2.8333e-06,"fair":0.0001406866,"fair_high":0.0013401013,"hurdle":0.072,"surplus":-0.0718593134,"surplus_low":-0.0719971667,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA261016C00033000","S":18.52,"K":33.0,"T":0.1150684932,"sigma":0.5525294078,"iv":0.7933,"greeks":{"delta":0.0186,"gamma":0.0095,"rho":0.0003,"theta":-0.0028,"vega":0.0028},"bid":0.01,"ask":0.05,"bs":61,"as":139,"quote_time":"2026-09-04T19:59:59.618544691Z","fair_low":5.15336e-05,"fair":0.0013748494,"fair_high":0.00928467,"hurdle":0.072,"surplus":-0.0706251506,"surplus_low":-0.0719484664,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260911C00021000","S":18.52,"K":21.0,"T":0.0191780822,"sigma":0.5525294078,"iv":0.6344,"greeks":{"delta":0.0319,"gamma":0.0583,"rho":0.0001,"theta":-0.0111,"vega":0.0014},"bid":0.01,"ask":0.02,"bs":311,"as":138,"quote_time":"2026-09-04T19:59:59.690204078Z","fair_low":0.0091518955,"fair":0.0324549346,"fair_high":0.0723939806,"hurdle":0.027,"surplus":0.0054549346,"surplus_low":-0.0178481045,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA260918C00024000","S":18.52,"K":24.0,"T":0.0383561644,"sigma":0.5525294078,"iv":0.8152,"greeks":{"delta":0.0398,"gamma":0.0327,"rho":0.0002,"theta":-0.0103,"vega":0.0028},"bid":0.01,"ask":0.07,"bs":124,"as":79,"quote_time":"2026-09-04T19:59:59.611282719Z","fair_low":0.0007243755,"fair":0.0063937746,"fair_high":0.0238795764,"hurdle":0.102,"surplus":-0.0956062254,"surplus_low":-0.1012756245,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA261009C00028000","S":18.52,"K":28.0,"T":0.095890411,"sigma":0.5525294078,"iv":0.7312,"greeks":{"delta":0.0371,"gamma":0.0202,"rho":0.0006,"theta":-0.0051,"vega":0.0044},"bid":0.05,"ask":0.06,"bs":13,"as":1,"quote_time":"2026-09-04T19:59:59.614619057Z","fair_low":0.0011797091,"fair":0.0104885809,"fair_high":0.0397155781,"hurdle":0.067,"surplus":-0.0565114191,"surplus_low":-0.0658202909,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA261016C00031000","S":18.52,"K":31.0,"T":0.1150684932,"sigma":0.5525294078,"iv":0.7781,"greeks":{"delta":0.0299,"gamma":0.0144,"rho":0.0005,"theta":-0.0041,"vega":0.0041},"bid":0.04,"ask":0.06,"bs":176,"as":1341,"quote_time":"2026-09-04T19:59:59.865022951Z","fair_low":0.0002854545,"fair":0.0042858476,"fair_high":0.0210560294,"hurdle":0.072,"surplus":-0.0677141524,"surplus_low":-0.0717145455,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260918P00015000","S":18.52,"K":15.0,"T":0.0383561644,"sigma":0.5525294078,"iv":0.7746,"greeks":{"delta":-0.0502,"gamma":0.0415,"rho":-0.0003,"theta":-0.0116,"vega":0.0033},"bid":0.05,"ask":0.06,"bs":125,"as":311,"quote_time":"2026-09-04T19:59:59.978528082Z","fair_low":0.0032833426,"fair":0.0168198628,"fair_high":0.0462463661,"hurdle":0.067,"surplus":-0.0501801372,"surplus_low":-0.0637166574,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA261009P00011000","S":18.52,"K":11.0,"T":0.095890411,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":223,"as":432,"quote_time":"2026-09-04T19:59:59.864981161Z","fair_low":2.56574e-05,"fair":0.0007093835,"fair_high":0.0047619704,"hurdle":0.092,"surplus":-0.0912906165,"surplus_low":-0.0919743426,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA260925P00010500","S":18.52,"K":10.5,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":108,"as":109,"quote_time":"2026-09-04T19:59:59.977931074Z","fair_low":6.8e-09,"fair":2.8762e-06,"fair_high":8.58104e-05,"hurdle":0.072,"surplus":-0.0719971238,"surplus_low":-0.0719999932,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260925P00015500","S":18.52,"K":15.5,"T":0.0575342466,"sigma":0.5525294078,"iv":0.5701,"greeks":{"delta":-0.0689,"gamma":0.0566,"rho":-0.0007,"theta":-0.0085,"vega":0.0055},"bid":0.07,"ask":0.08,"bs":81,"as":79,"quote_time":"2026-09-04T19:59:59.62321652Z","fair_low":0.0325890809,"fair":0.0898476153,"fair_high":0.1720560941,"hurdle":0.087,"surplus":0.0028476153,"surplus_low":-0.0544109191,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA260918P00013500","S":18.52,"K":13.5,"T":0.0383561644,"sigma":0.5525294078,"iv":0.8669,"greeks":{"delta":-0.0145,"gamma":0.0132,"rho":-0.0001,"theta":-0.0046,"vega":0.0012},"bid":0.01,"ask":0.02,"bs":70,"as":70,"quote_time":"2026-09-04T19:59:58.702620253Z","fair_low":3.69063e-05,"fair":0.0007953947,"fair_high":0.0047546692,"hurdle":0.027,"surplus":-0.0262046053,"surplus_low":-0.0269630937,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA261009P00013000","S":18.52,"K":13.0,"T":0.095890411,"sigma":0.5525294078,"iv":0.6994,"greeks":{"delta":-0.0338,"gamma":0.0196,"rho":-0.0006,"theta":-0.0044,"vega":0.0041},"bid":0.05,"ask":0.06,"bs":640,"as":139,"quote_time":"2026-09-04T19:59:59.876608398Z","fair_low":0.0029142459,"fair":0.0174875712,"fair_high":0.051999733,"hurdle":0.067,"surplus":-0.0495124288,"surplus_low":-0.0640857541,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260925C00023000","S":18.52,"K":23.0,"T":0.0575342466,"sigma":0.5525294078,"iv":0.6157,"greeks":{"delta":0.0664,"gamma":0.0509,"rho":0.0006,"theta":-0.0092,"vega":0.0053},"bid":0.06,"ask":0.08,"bs":3,"as":106,"quote_time":"2026-09-04T19:59:59.626843067Z","fair_low":0.0174252123,"fair":0.0608859925,"fair_high":0.1346135918,"hurdle":0.092,"surplus":-0.0311140075,"surplus_low":-0.0745747877,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA261002P00010000","S":18.52,"K":10.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":94,"as":95,"quote_time":"2026-09-04T19:59:59.618625245Z","fair_low":4.92e-08,"fair":1.0796e-05,"fair_high":0.0002272589,"hurdle":0.072,"surplus":-0.071989204,"surplus_low":-0.0719999508,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA261016C00030000","S":18.52,"K":30.0,"T":0.1150684932,"sigma":0.5525294078,"iv":0.749,"greeks":{"delta":0.0335,"gamma":0.0165,"rho":0.0006,"theta":-0.0044,"vega":0.0045},"bid":0.05,"ask":0.06,"bs":374,"as":1766,"quote_time":"2026-09-04T19:59:59.977661434Z","fair_low":0.0006542668,"fair":0.0073784411,"fair_high":0.031414783,"hurdle":0.067,"surplus":-0.0596215589,"surplus_low":-0.0663457332,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA261002P00011000","S":18.52,"K":11.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":100,"as":134,"quote_time":"2026-09-04T19:59:59.612195613Z","fair_low":2.9103e-06,"fair":0.000158441,"fair_high":0.0015858932,"hurdle":0.077,"surplus":-0.076841559,"surplus_low":-0.0769970897,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260925C00029000","S":18.52,"K":29.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":109,"as":100,"quote_time":"2026-09-04T19:59:59.612751324Z","fair_low":5.7904e-06,"fair":0.0002802632,"fair_high":0.0026326692,"hurdle":0.087,"surplus":-0.0867197368,"surplus_low":-0.0869942096,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260918C00025000","S":18.52,"K":25.0,"T":0.0383561644,"sigma":0.5525294078,"iv":0.936,"greeks":{"delta":0.0393,"gamma":0.0282,"rho":0.0002,"theta":-0.0117,"vega":0.0027},"bid":0.04,"ask":0.05,"bs":294,"as":1,"quote_time":"2026-09-04T19:59:59.739618574Z","fair_low":0.000126217,"fair":0.0019899049,"fair_high":0.0101385638,"hurdle":0.057,"surplus":-0.0550100951,"surplus_low":-0.056873783,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA260911P00015500","S":18.52,"K":15.5,"T":0.0191780822,"sigma":0.5525294078,"iv":1.0174,"greeks":{"delta":-0.042,"gamma":0.0454,"rho":-0.0001,"theta":-0.022,"vega":0.0017},"bid":0.03,"ask":0.04,"bs":122,"as":71,"quote_time":"2026-09-04T19:59:59.600791684Z","fair_low":0.0005101598,"fair":0.0042271309,"fair_high":0.0151348957,"hurdle":0.047,"surplus":-0.0427728691,"surplus_low":-0.0464898402,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260925C00026000","S":18.52,"K":26.0,"T":0.0575342466,"sigma":0.5525294078,"iv":0.7904,"greeks":{"delta":0.0333,"gamma":0.0228,"rho":0.0003,"theta":-0.0068,"vega":0.003},"bid":0.01,"ask":0.07,"bs":79,"as":81,"quote_time":"2026-09-04T19:59:58.70254642Z","fair_low":0.0004478095,"fair":0.0049461381,"fair_high":0.0209952058,"hurdle":0.102,"surplus":-0.0970538619,"surplus_low":-0.1015521905,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA260925C00032000","S":18.52,"K":32.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":69,"as":88,"quote_time":"2026-09-04T19:59:58.702540582Z","fair_low":4.83e-08,"fair":1.21954e-05,"fair_high":0.0002858499,"hurdle":0.077,"surplus":-0.0769878046,"surplus_low":-0.0769999517,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA261016P00010000","S":18.52,"K":10.0,"T":0.1150684932,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":21,"as":100,"quote_time":"2026-09-04T19:59:59.617442556Z","fair_low":6.5848e-06,"fair":0.0002914699,"fair_high":0.0025855972,"hurdle":0.092,"surplus":-0.0917085301,"surplus_low":-0.0919934152,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA260911C00022500","S":18.52,"K":22.5,"T":0.0191780822,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":85,"as":64,"quote_time":"2026-09-04T19:59:59.625355202Z","fair_low":0.0002508012,"fair":0.0027164578,"fair_high":0.011479108,"hurdle":0.047,"surplus":-0.0442835422,"surplus_low":-0.0467491988,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA261002C00034000","S":18.52,"K":34.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":89,"as":121,"quote_time":"2026-09-04T19:59:59.612746691Z","fair_low":1.672e-07,"fair":2.96851e-05,"fair_high":0.0005738647,"hurdle":0.087,"surplus":-0.0869703149,"surplus_low":-0.0869998328,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260925C00025000","S":18.52,"K":25.0,"T":0.0575342466,"sigma":0.5525294078,"iv":0.7926,"greeks":{"delta":0.0541,"gamma":0.0337,"rho":0.0005,"theta":-0.01,"vega":0.0045},"bid":0.06,"ask":0.08,"bs":75,"as":155,"quote_time":"2026-09-04T19:59:59.792969324Z","fair_low":0.0016062285,"fair":0.0118601615,"fair_high":0.040383587,"hurdle":0.092,"surplus":-0.0801398385,"surplus_low":-0.0903937715,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA260925P00011000","S":18.52,"K":11.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":86,"as":105,"quote_time":"2026-09-04T19:59:59.611604506Z","fair_low":8.81e-08,"fair":1.5189e-05,"fair_high":0.0002811547,"hurdle":0.062,"surplus":-0.061984811,"surplus_low":-0.0619999119,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA261002P00012500","S":18.52,"K":12.5,"T":0.0767123288,"sigma":0.5525294078,"iv":0.8319,"greeks":{"delta":-0.027,"gamma":0.0155,"rho":-0.0004,"theta":-0.005,"vega":0.003},"bid":0.03,"ask":0.06,"bs":6,"as":2,"quote_time":"2026-09-04T19:59:59.652125012Z","fair_low":0.000288267,"fair":0.0034339826,"fair_high":0.0151239565,"hurdle":0.077,"surplus":-0.0735660174,"surplus_low":-0.076711733,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260925P00012500","S":18.52,"K":12.5,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":300,"as":121,"quote_time":"2026-09-04T19:59:59.62183189Z","fair_low":3.36838e-05,"fair":0.0007723316,"fair_high":0.004987743,"hurdle":0.077,"surplus":-0.0762276684,"surplus_low":-0.0769663162,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260925P00011500","S":18.52,"K":11.5,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":57,"as":120,"quote_time":"2026-09-04T19:59:59.977199076Z","fair_low":8.25e-07,"fair":6.69397e-05,"fair_high":0.0008162228,"hurdle":0.027,"surplus":-0.0269330603,"surplus_low":-0.026999175,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA261009P00008000","S":18.52,"K":8.0,"T":0.095890411,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":3,"as":207,"quote_time":"2026-09-04T19:59:58.702678478Z","fair_low":0.0,"fair":1.262e-07,"fair_high":9.5021e-06,"hurdle":0.087,"surplus":-0.0869998738,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA261002P00010500","S":18.52,"K":10.5,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":99,"as":88,"quote_time":"2026-09-04T19:59:59.618625245Z","fair_low":4.332e-07,"fair":4.47309e-05,"fair_high":0.0006342848,"hurdle":0.042,"surplus":-0.0419552691,"surplus_low":-0.0419995668,"fullrisk":3.2,"required_bid_target":0.08}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA261009P00009000","S":18.52,"K":9.0,"T":0.095890411,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":53,"as":106,"quote_time":"2026-09-04T19:59:58.702678478Z","fair_low":1.26e-08,"fair":4.5531e-06,"fair_high":0.0001250053,"hurdle":0.087,"surplus":-0.0869954469,"surplus_low":-0.0869999874,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260918C00023000","S":18.52,"K":23.0,"T":0.0383561644,"sigma":0.5525294078,"iv":0.722,"greeks":{"delta":0.0488,"gamma":0.0436,"rho":0.0003,"theta":-0.0108,"vega":0.0033},"bid":0.02,"ask":0.07,"bs":210,"as":165,"quote_time":"2026-09-04T19:59:59.975444685Z","fair_low":0.0036921122,"fair":0.0193401313,"fair_high":0.0541190507,"hurdle":0.097,"surplus":-0.0776598687,"surplus_low":-0.0933078878,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA260925C00027000","S":18.52,"K":27.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":103,"as":120,"quote_time":"2026-09-04T19:59:59.618705122Z","fair_low":0.0001108808,"fair":0.00197116,"fair_high":0.0108477588,"hurdle":0.087,"surplus":-0.08502884,"surplus_low":-0.0868891192,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA261009C00031000","S":18.52,"K":31.0,"T":0.095890411,"sigma":0.5525294078,"iv":0.8149,"greeks":{"delta":0.0227,"gamma":0.0121,"rho":0.0003,"theta":-0.0038,"vega":0.003},"bid":0.03,"ask":0.04,"bs":62,"as":61,"quote_time":"2026-09-04T19:59:59.618624937Z","fair_low":6.72859e-05,"fair":0.0015651307,"fair_high":0.0099298287,"hurdle":0.047,"surplus":-0.0454348693,"surplus_low":-0.0469327141,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA261009P00012000","S":18.52,"K":12.0,"T":0.095890411,"sigma":0.5525294078,"iv":0.8444,"greeks":{"delta":-0.0305,"gamma":0.0149,"rho":-0.0005,"theta":-0.0049,"vega":0.0038},"bid":0.04,"ask":0.08,"bs":82,"as":117,"quote_time":"2026-09-04T19:59:59.005072791Z","fair_low":0.0003648537,"fair":0.0041201482,"fair_high":0.01770998,"hurdle":0.102,"surplus":-0.0978798518,"surplus_low":-0.1016351463,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA260911C00025000","S":18.52,"K":25.0,"T":0.0191780822,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":155,"as":166,"quote_time":"2026-09-04T19:59:59.652915634Z","fair_low":9.9e-08,"fair":1.56776e-05,"fair_high":0.0002742347,"hurdle":0.057,"surplus":-0.0569843224,"surplus_low":-0.056999901,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"ETHA","occ":"ETHA261002C00033000","S":18.52,"K":33.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":74,"as":100,"quote_time":"2026-09-04T19:59:59.612710789Z","fair_low":6.415e-07,"fair":7.13062e-05,"fair_high":0.001036841,"hurdle":0.092,"surplus":-0.0919286938,"surplus_low":-0.0919993585,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA260911P00016000","S":18.52,"K":16.0,"T":0.0191780822,"sigma":0.5525294078,"iv":0.8406,"greeks":{"delta":-0.0436,"gamma":0.0567,"rho":-0.0001,"theta":-0.0187,"vega":0.0018},"bid":0.01,"ask":0.05,"bs":179,"as":130,"quote_time":"2026-09-04T19:59:59.97669227Z","fair_low":0.002790081,"fair":0.0137414921,"fair_high":0.036531821,"hurdle":0.072,"surplus":-0.0582585079,"surplus_low":-0.069209919,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA261002C00027000","S":18.52,"K":27.0,"T":0.0767123288,"sigma":0.5525294078,"iv":0.6973,"greeks":{"delta":0.025,"gamma":0.0173,"rho":0.0003,"theta":-0.004,"vega":0.0028},"bid":0.01,"ask":0.05,"bs":23,"as":27,"quote_time":"2026-09-04T19:59:59.658986066Z","fair_low":0.0008255301,"fair":0.0080312976,"fair_high":0.0313684482,"hurdle":0.072,"surplus":-0.0639687024,"surplus_low":-0.0711744699,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA260918P00014500","S":18.52,"K":14.5,"T":0.0383561644,"sigma":0.5525294078,"iv":0.6939,"greeks":{"delta":-0.0178,"gamma":0.0197,"rho":-0.0001,"theta":-0.0044,"vega":0.0014},"bid":0.01,"ask":0.02,"bs":1087,"as":144,"quote_time":"2026-09-04T19:59:58.81069087Z","fair_low":0.0008859341,"fair":0.0067965062,"fair_high":0.0236330427,"hurdle":0.027,"surplus":-0.0202034938,"surplus_low":-0.0261140659,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA261009P00010000","S":18.52,"K":10.0,"T":0.095890411,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":61,"as":61,"quote_time":"2026-09-04T19:59:59.612129981Z","fair_low":9.153e-07,"fair":7.68274e-05,"fair_high":0.0009498745,"hurdle":0.027,"surplus":-0.0269231726,"surplus_low":-0.0269990847,"fullrisk":2.2,"required_bid_target":0.055}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260918P00015500","S":18.52,"K":15.5,"T":0.0383561644,"sigma":0.5525294078,"iv":0.727,"greeks":{"delta":-0.0691,"gamma":0.0569,"rho":-0.0004,"theta":-0.014,"vega":0.0043},"bid":0.07,"ask":0.08,"bs":3,"as":130,"quote_time":"2026-09-04T19:59:59.609793891Z","fair_low":0.0101556703,"fair":0.0369866589,"fair_high":0.0837559529,"hurdle":0.087,"surplus":-0.0500133411,"surplus_low":-0.0768443297,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA261009C00029000","S":18.52,"K":29.0,"T":0.095890411,"sigma":0.5525294078,"iv":0.7106,"greeks":{"delta":0.0222,"gamma":0.0136,"rho":0.0003,"theta":-0.0033,"vega":0.0029},"bid":0.01,"ask":0.05,"bs":15,"as":3,"quote_time":"2026-09-04T19:59:59.616373237Z","fair_low":0.0004598547,"fair":0.0057121531,"fair_high":0.0253305864,"hurdle":0.072,"surplus":-0.0662878469,"surplus_low":-0.0715401453,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA260911C00023500","S":18.52,"K":23.5,"T":0.0191780822,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":227,"as":289,"quote_time":"2026-09-04T19:59:59.925264226Z","fair_low":1.41698e-05,"fair":0.0003957241,"fair_high":0.0028826589,"hurdle":0.042,"surplus":-0.0416042759,"surplus_low":-0.0419858302,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"ETHA","occ":"ETHA260925C00031000","S":18.52,"K":31.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":71,"as":89,"quote_time":"2026-09-04T19:59:58.702540582Z","fair_low":2.502e-07,"fair":3.64444e-05,"fair_high":0.0006028893,"hurdle":0.027,"surplus":-0.0269635556,"surplus_low":-0.0269997498,"fullrisk":2.2,"required_bid_target":0.055}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA261002P00011500","S":18.52,"K":11.5,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":100,"as":102,"quote_time":"2026-09-04T19:59:59.612230279Z","fair_low":1.67121e-05,"fair":0.0004934132,"fair_high":0.0037022534,"hurdle":0.077,"surplus":-0.0765065868,"surplus_low":-0.0769832879,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA261002P00013000","S":18.52,"K":13.0,"T":0.0767123288,"sigma":0.5525294078,"iv":0.8161,"greeks":{"delta":-0.0379,"gamma":0.0208,"rho":-0.0005,"theta":-0.0064,"vega":0.004},"bid":0.05,"ask":0.08,"bs":2,"as":87,"quote_time":"2026-09-04T19:59:59.628503502Z","fair_low":0.0009485632,"fair":0.0078018151,"fair_high":0.0279233894,"hurdle":0.097,"surplus":-0.0891981849,"surplus_low":-0.0960514368,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA261002C00031000","S":18.52,"K":31.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":100,"as":101,"quote_time":"2026-09-04T19:59:59.61278742Z","fair_low":7.9637e-06,"fair":0.0003667895,"fair_high":0.0033540025,"hurdle":0.042,"surplus":-0.0416332105,"surplus_low":-0.0419920363,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"ETHA","occ":"ETHA261002P00013500","S":18.52,"K":13.5,"T":0.0767123288,"sigma":0.5525294078,"iv":0.6612,"greeks":{"delta":-0.0269,"gamma":0.0194,"rho":-0.0004,"theta":-0.0039,"vega":0.003},"bid":0.02,"ask":0.05,"bs":99,"as":259,"quote_time":"2026-09-04T19:59:59.612195613Z","fair_low":0.0027070161,"fair":0.0161686121,"fair_high":0.0478945576,"hurdle":0.067,"surplus":-0.0508313879,"surplus_low":-0.0642929839,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260925P00009000","S":18.52,"K":9.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":35,"as":98,"quote_time":"2026-09-04T19:59:59.626227798Z","fair_low":0.0,"fair":4.7e-09,"fair_high":8.794e-07,"hurdle":0.062,"surplus":-0.0619999953,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA260911P00017000","S":18.52,"K":17.0,"T":0.0191780822,"sigma":0.5525294078,"iv":0.5686,"greeks":{"delta":-0.0701,"gamma":0.1219,"rho":-0.0001,"theta":-0.0184,"vega":0.0026},"bid":0.03,"ask":0.04,"bs":282,"as":402,"quote_time":"2026-09-04T19:59:59.977594162Z","fair_low":0.0386771377,"fair":0.0876461344,"fair_high":0.1519910879,"hurdle":0.047,"surplus":0.0406461344,"surplus_low":-0.0083228623,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"ETHA","occ":"ETHA261002C00035000","S":18.52,"K":35.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":33,"as":100,"quote_time":"2026-09-04T19:59:59.612746691Z","fair_low":4.63e-08,"fair":1.30524e-05,"fair_high":0.0003140551,"hurdle":0.077,"surplus":-0.0769869476,"surplus_low":-0.0769999537,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA261016P00011000","S":18.52,"K":11.0,"T":0.1150684932,"sigma":0.5525294078,"iv":0.8512,"greeks":{"delta":-0.0214,"gamma":0.0099,"rho":-0.0005,"theta":-0.0033,"vega":0.0031},"bid":0.01,"ask":0.08,"bs":61,"as":1331,"quote_time":"2026-09-04T19:59:59.612014674Z","fair_low":0.0001155746,"fair":0.001956747,"fair_high":0.0103900412,"hurdle":0.117,"surplus":-0.115043253,"surplus_low":-0.1168844254,"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 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260918P00013000","S":18.52,"K":13.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":202,"as":162,"quote_time":"2026-09-04T19:59:59.975650602Z","fair_low":5.1639e-06,"fair":0.0002120916,"fair_high":0.0018399919,"hurdle":0.027,"surplus":-0.0267879084,"surplus_low":-0.0269948361,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA260918P00012000","S":18.52,"K":12.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":108,"as":148,"quote_time":"2026-09-04T19:59:59.643449274Z","fair_low":4.45e-08,"fair":9.2338e-06,"fair_high":0.00019076,"hurdle":0.047,"surplus":-0.0469907662,"surplus_low":-0.0469999555,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"ETHA","occ":"ETHA260918C00029000","S":18.52,"K":29.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":33,"as":224,"quote_time":"2026-09-04T19:59:59.59317926Z","fair_low":3.24e-08,"fair":8.7282e-06,"fair_high":0.0002086387,"hurdle":0.087,"surplus":-0.0869912718,"surplus_low":-0.0869999676,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260925P00013000","S":18.52,"K":13.0,"T":0.0575342466,"sigma":0.5525294078,"iv":0.8952,"greeks":{"delta":-0.0295,"gamma":0.0182,"rho":-0.0003,"theta":-0.0068,"vega":0.0028},"bid":0.03,"ask":0.06,"bs":181,"as":57,"quote_time":"2026-09-04T19:59:59.617406026Z","fair_low":0.0001587141,"fair":0.0021985808,"fair_high":0.0106358089,"hurdle":0.077,"surplus":-0.0748014192,"surplus_low":-0.0768412859,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA261002C00028000","S":18.52,"K":28.0,"T":0.0767123288,"sigma":0.5525294078,"iv":0.7328,"greeks":{"delta":0.0204,"gamma":0.0138,"rho":0.0002,"theta":-0.0035,"vega":0.0024},"bid":0.01,"ask":0.04,"bs":93,"as":100,"quote_time":"2026-09-04T19:59:59.618479687Z","fair_low":0.0002714843,"fair":0.0037807387,"fair_high":0.0180930052,"hurdle":0.057,"surplus":-0.0532192613,"surplus_low":-0.0567285157,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"ETHA","occ":"ETHA260911P00015000","S":18.52,"K":15.0,"T":0.0191780822,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":252,"as":125,"quote_time":"2026-09-04T19:59:59.977949671Z","fair_low":6.68292e-05,"fair":0.0010693483,"fair_high":0.0054569563,"hurdle":0.047,"surplus":-0.0459306517,"surplus_low":-0.0469331708,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"ETHA","occ":"ETHA260911C00022000","S":18.52,"K":22.0,"T":0.0191780822,"sigma":0.5525294078,"iv":1.0023,"greeks":{"delta":0.0565,"gamma":0.0585,"rho":0.0001,"theta":-0.0277,"vega":0.0022},"bid":0.04,"ask":0.05,"bs":152,"as":271,"quote_time":"2026-09-04T19:59:59.76615529Z","fair_low":0.0009042858,"fair":0.006592825,"fair_high":0.0221736743,"hurdle":0.057,"surplus":-0.050407175,"surplus_low":-0.0560957142,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA260918C00026000","S":18.52,"K":26.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":100,"as":133,"quote_time":"2026-09-04T19:59:59.712047448Z","fair_low":1.88994e-05,"fair":0.0005574533,"fair_high":0.0040874502,"hurdle":0.077,"surplus":-0.0764425467,"surplus_low":-0.0769811006,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"ETHA","occ":"ETHA260911C00020500","S":18.52,"K":20.5,"T":0.0191780822,"sigma":0.5525294078,"iv":0.7013,"greeks":{"delta":0.0899,"gamma":0.1193,"rho":0.0002,"theta":-0.0277,"vega":0.0031},"bid":0.03,"ask":0.08,"bs":397,"as":555,"quote_time":"2026-09-04T19:59:59.584648229Z","fair_low":0.0247381277,"fair":0.0654273581,"fair_high":0.1230537346,"hurdle":0.107,"surplus":-0.0415726419,"surplus_low":-0.0822618723,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"ETHA","occ":"ETHA261002C00030000","S":18.52,"K":30.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":88,"as":103,"quote_time":"2026-09-04T19:59:59.556472377Z","fair_low":2.65195e-05,"fair":0.0008178101,"fair_high":0.0060131656,"hurdle":0.087,"surplus":-0.0861821899,"surplus_low":-0.0869734805,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA260918C00030000","S":18.52,"K":30.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":81,"as":81,"quote_time":"2026-09-04T19:59:59.641409152Z","fair_low":3.1e-09,"fair":1.973e-06,"fair_high":7.16158e-05,"hurdle":0.042,"surplus":-0.041998027,"surplus_low":-0.0419999969,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"ETHA","occ":"ETHA260925P00010000","S":18.52,"K":10.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":36,"as":72,"quote_time":"2026-09-04T19:59:59.610279756Z","fair_low":4e-10,"fair":4.322e-07,"fair_high":2.27578e-05,"hurdle":0.062,"surplus":-0.0619995678,"surplus_low":-0.0619999996,"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