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":"ETHA","occ":"ETHA261002P00012000","S":18.52,"K":12.0,"T":0.0767123288,"sigma":0.5525294078,"iv":0.8673,"greeks":{"delta":-0.0208,"gamma":0.0119,"rho":-0.0003,"theta":-0.0042,"vega":0.0024},"bid":0.01,"ask":0.06,"bs":76,"as":84,"quote_time":"2026-09-04T19:59:58.702509314Z","fair_low":7.34094e-05,"fair":0.0013712462,"fair_high":0.0077971556,"hurdle":0.087,"surplus":-0.0856287538,"surplus_low":-0.0869265906,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260918C00027000","S":18.52,"K":27.0,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":146,"as":274,"quote_time":"2026-09-04T19:59:59.979614537Z","fair_low":2.4951e-06,"fair":0.0001501415,"fair_high":0.0015756957,"hurdle":0.072,"surplus":-0.0718498585,"surplus_low":-0.0719975049,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA261016C00029000","S":18.52,"K":29.0,"T":0.1150684932,"sigma":0.5525294078,"iv":0.7166,"greeks":{"delta":0.0375,"gamma":0.0189,"rho":0.0007,"theta":-0.0046,"vega":0.005},"bid":0.05,"ask":0.07,"bs":186,"as":881,"quote_time":"2026-09-04T19:59:59.841194972Z","fair_low":0.0014534585,"fair":0.0126288704,"fair_high":0.0465447,"hurdle":0.082,"surplus":-0.0693711296,"surplus_low":-0.0805465415,"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":"ETHA260911C00023000","S":18.52,"K":23.0,"T":0.0191780822,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":100,"as":140,"quote_time":"2026-09-04T19:59:58.702450685Z","fair_low":6.02048e-05,"fair":0.0010657738,"fair_high":0.0058970344,"hurdle":0.027,"surplus":-0.0259342262,"surplus_low":-0.0269397952,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA260918P00012500","S":18.52,"K":12.5,"T":0.0383561644,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":78,"as":76,"quote_time":"2026-09-04T19:59:59.628348081Z","fair_low":5.487e-07,"fair":4.93354e-05,"fair_high":0.0006346459,"hurdle":0.047,"surplus":-0.0469506646,"surplus_low":-0.0469994513,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"ETHA","occ":"ETHA260925C00030000","S":18.52,"K":30.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":88,"as":101,"quote_time":"2026-09-04T19:59:59.612751324Z","fair_low":1.2219e-06,"fair":0.0001030965,"fair_high":0.0012945868,"hurdle":0.077,"surplus":-0.0768969035,"surplus_low":-0.0769987781,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA261002C00032000","S":18.52,"K":32.0,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":72,"as":118,"quote_time":"2026-09-04T19:59:59.612746691Z","fair_low":2.3135e-06,"fair":0.0001623529,"fair_high":0.0018482557,"hurdle":0.042,"surplus":-0.0418376471,"surplus_low":-0.0419976865,"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":"ETHA260911C00021500","S":18.52,"K":21.5,"T":0.0191780822,"sigma":0.5525294078,"iv":0.7309,"greeks":{"delta":0.0283,"gamma":0.0457,"rho":0.0001,"theta":-0.0115,"vega":0.0013},"bid":0.01,"ask":0.02,"bs":152,"as":167,"quote_time":"2026-09-04T19:59:59.582823491Z","fair_low":0.0030267349,"fair":0.0150910749,"fair_high":0.0409262125,"hurdle":0.027,"surplus":-0.0119089251,"surplus_low":-0.0239732651,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA260911P00016500","S":18.52,"K":16.5,"T":0.0191780822,"sigma":0.5525294078,"iv":0.6076,"greeks":{"delta":-0.0319,"gamma":0.0607,"rho":-0.0001,"theta":-0.0105,"vega":0.0014},"bid":0.01,"ask":0.02,"bs":125,"as":192,"quote_time":"2026-09-04T19:59:59.977931074Z","fair_low":0.011817225,"fair":0.0375099068,"fair_high":0.0782101114,"hurdle":0.027,"surplus":0.0105099068,"surplus_low":-0.015182775,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"ETHA","occ":"ETHA261002P00009500","S":18.52,"K":9.5,"T":0.0767123288,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":12,"as":120,"quote_time":"2026-09-04T19:59:59.706694641Z","fair_low":4.1e-09,"fair":2.0891e-06,"fair_high":7.1285e-05,"hurdle":0.077,"surplus":-0.0769979109,"surplus_low":-0.0769999959,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"ETHA","occ":"ETHA260925C00033000","S":18.52,"K":33.0,"T":0.0575342466,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":69,"as":69,"quote_time":"2026-09-04T19:59:58.7025369Z","fair_low":8.9e-09,"fair":4.1138e-06,"fair_high":0.0001324855,"hurdle":0.062,"surplus":-0.0619958862,"surplus_low":-0.0619999911,"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":"EEM","occ":"EEM261016C00080000","S":68.7,"K":80.0,"T":0.1150684932,"sigma":0.2020844551,"iv":0.2329,"greeks":{"delta":0.0281,"gamma":0.0123,"rho":0.002,"theta":-0.0045,"vega":0.0145},"bid":0.04,"ask":0.07,"bs":53,"as":13,"quote_time":"2026-09-04T19:59:59.573502698Z","fair_low":0.0043028226,"fair":0.027930315,"fair_high":0.086881612,"hurdle":0.087,"surplus":-0.059069685,"surplus_low":-0.0826971774,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"ETHA","occ":"ETHA260925C00024000","S":18.52,"K":24.0,"T":0.0575342466,"sigma":0.5525294078,"iv":0.6495,"greeks":{"delta":0.0434,"gamma":0.0345,"rho":0.0004,"theta":-0.0069,"vega":0.0038},"bid":0.04,"ask":0.05,"bs":117,"as":207,"quote_time":"2026-09-04T19:59:59.696143705Z","fair_low":0.0055718021,"fair":0.0276230805,"fair_high":0.0749345334,"hurdle":0.057,"surplus":-0.0293769195,"surplus_low":-0.0514281979,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"ETHA","occ":"ETHA261016P00008000","S":18.52,"K":8.0,"T":0.1150684932,"sigma":0.5525294078,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":46,"as":334,"quote_time":"2026-09-04T19:59:59.005359546Z","fair_low":1.8e-09,"fair":1.3074e-06,"fair_high":5.21377e-05,"hurdle":0.077,"surplus":-0.0769986926,"surplus_low":-0.0769999982,"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":"EEM","occ":"EEM261016P00047000","S":68.7,"K":47.0,"T":0.1150684932,"sigma":0.2020844551,"iv":0.5362,"greeks":{"delta":-0.0114,"gamma":0.0025,"rho":-0.0009,"theta":-0.0045,"vega":0.0067},"bid":0.03,"ask":0.07,"bs":11,"as":11,"quote_time":"2026-09-04T19:59:59.676804251Z","fair_low":0.0,"fair":4.3e-09,"fair_high":1.1472e-06,"hurdle":0.092,"surplus":-0.0919999957,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"EEM","occ":"EEM260911P00063000","S":68.7,"K":63.0,"T":0.0191780822,"sigma":0.2020844551,"iv":0.4412,"greeks":{"delta":-0.0283,"gamma":0.0204,"rho":-0.0002,"theta":-0.0255,"vega":0.0047},"bid":0.01,"ask":0.06,"bs":80,"as":124,"quote_time":"2026-09-04T19:59:58.999558374Z","fair_low":1.46493e-05,"fair":0.0004318807,"fair_high":0.0031487621,"hurdle":0.087,"surplus":-0.0865681193,"surplus_low":-0.0869853507,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"EEM","occ":"EEM260918P00057000","S":68.7,"K":57.0,"T":0.0383561644,"sigma":0.2020844551,"iv":0.5324,"greeks":{"delta":-0.0188,"gamma":0.0073,"rho":-0.0004,"theta":-0.0132,"vega":0.0055},"bid":0.03,"ask":0.06,"bs":22,"as":3,"quote_time":"2026-09-04T19:59:59.520837324Z","fair_low":3e-10,"fair":3.83e-07,"fair_high":2.23957e-05,"hurdle":0.077,"surplus":-0.076999617,"surplus_low":-0.0769999997,"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":"EEM","occ":"EEM260918P00052500","S":68.7,"K":52.5,"T":0.0383561644,"sigma":0.2020844551,"iv":0.6737,"greeks":{"delta":-0.009,"gamma":0.003,"rho":-0.0002,"theta":-0.0088,"vega":0.0029},"bid":0.01,"ask":0.04,"bs":5,"as":19,"quote_time":"2026-09-04T19:59:59.07540763Z","fair_low":0.0,"fair":0.0,"fair_high":1.7e-09,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"EEM","occ":"EEM260911P00065500","S":68.7,"K":65.5,"T":0.0191780822,"sigma":0.2020844551,"iv":0.2972,"greeks":{"delta":-0.0592,"gamma":0.0551,"rho":-0.0005,"theta":-0.0311,"vega":0.0085},"bid":0.03,"ask":0.08,"bs":75,"as":82,"quote_time":"2026-09-04T19:59:58.106425292Z","fair_low":0.007981227,"fair":0.0314877736,"fair_high":0.0746435041,"hurdle":0.107,"surplus":-0.0755122264,"surplus_low":-0.099018773,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"EEM","occ":"EEM260918C00073500","S":68.7,"K":73.5,"T":0.0383561644,"sigma":0.2020844551,"iv":0.2245,"greeks":{"delta":0.046,"gamma":0.036,"rho":0.0009,"theta":-0.012,"vega":0.0115},"bid":0.03,"ask":0.07,"bs":40,"as":12,"quote_time":"2026-09-04T19:59:59.814667432Z","fair_low":0.0149127007,"fair":0.0550328797,"fair_high":0.1256160693,"hurdle":0.092,"surplus":-0.0369671203,"surplus_low":-0.0770872993,"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":"EEM","occ":"EEM260918P00056500","S":68.7,"K":56.5,"T":0.0383561644,"sigma":0.2020844551,"iv":0.5219,"greeks":{"delta":-0.0134,"gamma":0.0055,"rho":-0.0003,"theta":-0.0096,"vega":0.0041},"bid":0.01,"ask":0.05,"bs":23,"as":21,"quote_time":"2026-09-04T19:59:59.508242027Z","fair_low":0.0,"fair":1.093e-07,"fair_high":9.2931e-06,"hurdle":0.072,"surplus":-0.0719998907,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"EEM","occ":"EEM260925P00056000","S":68.7,"K":56.0,"T":0.0575342466,"sigma":0.2020844551,"iv":0.4654,"greeks":{"delta":-0.0203,"gamma":0.0069,"rho":-0.0007,"theta":-0.0095,"vega":0.0075},"bid":0.03,"ask":0.08,"bs":20,"as":50,"quote_time":"2026-09-04T19:59:59.502226664Z","fair_low":1.45e-08,"fair":5.5743e-06,"fair_high":0.0001580891,"hurdle":0.107,"surplus":-0.1069944257,"surplus_low":-0.1069999855,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"EEM","occ":"EEM260918P00056000","S":68.7,"K":56.0,"T":0.0383561644,"sigma":0.2020844551,"iv":0.5425,"greeks":{"delta":-0.0129,"gamma":0.0051,"rho":-0.0003,"theta":-0.0097,"vega":0.004},"bid":0.01,"ask":0.05,"bs":3,"as":12,"quote_time":"2026-09-04T19:59:59.514867804Z","fair_low":0.0,"fair":3.19e-08,"fair_high":3.9002e-06,"hurdle":0.072,"surplus":-0.0719999681,"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

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":"EEM","occ":"EEM261016P00046500","S":68.7,"K":46.5,"T":0.1150684932,"sigma":0.2020844551,"iv":0.5495,"greeks":{"delta":-0.0112,"gamma":0.0024,"rho":-0.0009,"theta":-0.0046,"vega":0.0066},"bid":0.03,"ask":0.07,"bs":12,"as":22,"quote_time":"2026-09-04T19:59:59.562370995Z","fair_low":0.0,"fair":1.6e-09,"fair_high":5.739e-07,"hurdle":0.092,"surplus":-0.0919999984,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"EEM","occ":"EEM261016P00050000","S":68.7,"K":50.0,"T":0.1150684932,"sigma":0.2020844551,"iv":0.4713,"greeks":{"delta":-0.0152,"gamma":0.0036,"rho":-0.0012,"theta":-0.0051,"vega":0.0086},"bid":0.05,"ask":0.07,"bs":17,"as":5,"quote_time":"2026-09-04T19:59:59.815685224Z","fair_low":6e-10,"fair":8.285e-07,"fair_high":4.46795e-05,"hurdle":0.082,"surplus":-0.0819991715,"surplus_low":-0.0819999994,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"EEM","occ":"EEM261016P00050500","S":68.7,"K":50.5,"T":0.1150684932,"sigma":0.2020844551,"iv":0.4398,"greeks":{"delta":-0.0125,"gamma":0.0033,"rho":-0.001,"theta":-0.004,"vega":0.0073},"bid":0.01,"ask":0.08,"bs":11,"as":20,"quote_time":"2026-09-04T19:59:59.563393429Z","fair_low":2.1e-09,"fair":1.7734e-06,"fair_high":7.70838e-05,"hurdle":0.117,"surplus":-0.1169982266,"surplus_low":-0.1169999979,"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":"EEM","occ":"EEM260911P00062000","S":68.7,"K":62.0,"T":0.0191780822,"sigma":0.2020844551,"iv":0.5498,"greeks":{"delta":-0.0345,"gamma":0.0193,"rho":-0.0003,"theta":-0.0375,"vega":0.0055},"bid":0.03,"ask":0.08,"bs":22,"as":31,"quote_time":"2026-09-04T19:59:59.521281703Z","fair_low":4.691e-07,"fair":4.39417e-05,"fair_high":0.0006136619,"hurdle":0.107,"surplus":-0.1069560583,"surplus_low":-0.1069995309,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"EEM","occ":"EEM260911C00072000","S":68.7,"K":72.0,"T":0.0191780822,"sigma":0.2020844551,"iv":0.2807,"greeks":{"delta":0.0584,"gamma":0.0578,"rho":0.0004,"theta":-0.0298,"vega":0.0084},"bid":0.03,"ask":0.07,"bs":79,"as":83,"quote_time":"2026-09-04T19:59:59.089011712Z","fair_low":0.0112042923,"fair":0.040461063,"fair_high":0.0912440051,"hurdle":0.092,"surplus":-0.051538937,"surplus_low":-0.0807957077,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"EEM","occ":"EEM260918P00058500","S":68.7,"K":58.5,"T":0.0383561644,"sigma":0.2020844551,"iv":0.4766,"greeks":{"delta":-0.0229,"gamma":0.0095,"rho":-0.0005,"theta":-0.0139,"vega":0.0065},"bid":0.03,"ask":0.07,"bs":16,"as":21,"quote_time":"2026-09-04T19:59:59.794408568Z","fair_low":3.95e-08,"fair":1.02217e-05,"fair_high":0.0002271735,"hurdle":0.092,"surplus":-0.0919897783,"surplus_low":-0.0919999605,"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":"EEM","occ":"EEM260914P00062000","S":68.7,"K":62.0,"T":0.0273972603,"sigma":0.2020844551,"iv":0.402,"greeks":{"delta":-0.0298,"gamma":0.0177,"rho":-0.0004,"theta":-0.0183,"vega":0.0064},"bid":0.01,"ask":0.08,"bs":75,"as":89,"quote_time":"2026-09-04T19:59:59.230486227Z","fair_low":1.91654e-05,"fair":0.000562947,"fair_high":0.003920564,"hurdle":0.117,"surplus":-0.116437053,"surplus_low":-0.1169808346,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"EEM","occ":"EEM260911C00071000","S":68.7,"K":71.0,"T":0.0191780822,"sigma":0.2020844551,"iv":0.2078,"greeks":{"delta":0.0688,"gamma":0.0887,"rho":0.0005,"theta":-0.0252,"vega":0.0095},"bid":0.02,"ask":0.07,"bs":51,"as":45,"quote_time":"2026-09-04T19:59:59.856255031Z","fair_low":0.0528826203,"fair":0.1216164526,"fair_high":0.2109436693,"hurdle":0.097,"surplus":0.0246164526,"surplus_low":-0.0441173797,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"EEM","occ":"EEM261016P00045500","S":68.7,"K":45.5,"T":0.1150684932,"sigma":0.2020844551,"iv":0.5594,"greeks":{"delta":-0.009,"gamma":0.0019,"rho":-0.0007,"theta":-0.0038,"vega":0.0054},"bid":0.01,"ask":0.07,"bs":11,"as":14,"quote_time":"2026-09-04T19:59:59.959025504Z","fair_low":0.0,"fair":2e-10,"fair_high":1.317e-07,"hurdle":0.102,"surplus":-0.1019999998,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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":"DELL","occ":"DELL260918P00280000","S":524.14,"K":280.0,"T":0.0383561644,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":7,"as":1,"quote_time":"2026-09-04T19:58:37.829035175Z","fair_low":6.6002e-06,"fair":0.0008313198,"fair_high":0.013897595,"hurdle":0.057,"surplus":-0.0561686802,"surplus_low":-0.0569933998,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"DELL","occ":"DELL260918P00250000","S":524.14,"K":250.0,"T":0.0383561644,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":286,"as":1,"quote_time":"2026-09-04T19:59:58.0588043Z","fair_low":4e-08,"fair":3.06528e-05,"fair_high":0.0012928134,"hurdle":0.102,"surplus":-0.1019693472,"surplus_low":-0.10199996,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"DELL","occ":"DELL261016P00220000","S":524.14,"K":220.0,"T":0.1150684932,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.02,"ask":0.04,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:45.503353902Z","fair_low":0.0009865468,"fair":0.0276824923,"fair_high":0.1850000203,"hurdle":0.052,"surplus":-0.0243175077,"surplus_low":-0.0510134532,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"EEM","occ":"EEM260918P00055500","S":68.7,"K":55.5,"T":0.0383561644,"sigma":0.2020844551,"iv":0.5867,"greeks":{"delta":-0.0155,"gamma":0.0056,"rho":-0.0003,"theta":-0.0123,"vega":0.0047},"bid":0.03,"ask":0.05,"bs":10,"as":20,"quote_time":"2026-09-04T19:59:59.953301938Z","fair_low":0.0,"fair":7.8e-09,"fair_high":1.5028e-06,"hurdle":0.062,"surplus":-0.0619999922,"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

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":"DELL","occ":"DELL260918C00770000","S":524.14,"K":770.0,"T":0.0383561644,"sigma":0.8383410418,"iv":0.7402,"greeks":{"delta":0.0016,"gamma":0.0001,"rho":0.0002,"theta":-0.016,"vega":0.0047},"bid":0.01,"ask":0.05,"bs":124,"as":16,"quote_time":"2026-09-04T19:59:58.370452166Z","fair_low":0.0413093421,"fair":0.3421214573,"fair_high":1.2173062101,"hurdle":0.072,"surplus":0.2701214573,"surplus_low":-0.0306906579,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"DELL","occ":"DELL260911P00245000","S":524.14,"K":245.0,"T":0.0191780822,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":2,"as":3,"quote_time":"2026-09-04T17:44:15.193174275Z","fair_low":0.0,"fair":1e-10,"fair_high":1.355e-07,"hurdle":0.027,"surplus":-0.0269999999,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"DELL","occ":"DELL260918P00290000","S":524.14,"K":290.0,"T":0.0383561644,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":119,"as":1,"quote_time":"2026-09-04T19:59:59.504065471Z","fair_low":2.66142e-05,"fair":0.0022016812,"fair_high":0.026945814,"hurdle":0.102,"surplus":-0.0997983188,"surplus_low":-0.1019733858,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"DELL","occ":"DELL260918P00270000","S":524.14,"K":270.0,"T":0.0383561644,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":3,"as":9,"quote_time":"2026-09-04T19:59:58.330055741Z","fair_low":1.4185e-06,"fair":0.0003164136,"fair_high":0.0066403909,"hurdle":0.042,"surplus":-0.0416835864,"surplus_low":-0.0419985815,"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":"DELL","occ":"DELL260925P00270000","S":524.14,"K":270.0,"T":0.0575342466,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":1,"as":2,"quote_time":"2026-09-04T19:59:59.694548992Z","fair_low":0.0002003201,"fair":0.0087556701,"fair_high":0.0772444886,"hurdle":0.077,"surplus":-0.0682443299,"surplus_low":-0.0767996799,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"DELL","occ":"DELL260911C00700000","S":524.14,"K":700.0,"T":0.0191780822,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":1,"as":20,"quote_time":"2026-09-04T19:59:59.488639845Z","fair_low":0.0137440263,"fair":0.1453188495,"fair_high":0.5862113278,"hurdle":0.092,"surplus":0.0533188495,"surplus_low":-0.0782559737,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"DELL","occ":"DELL260911P00365000","S":524.14,"K":365.0,"T":0.0191780822,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":13,"as":1,"quote_time":"2026-09-04T19:59:59.079986885Z","fair_low":0.0004019791,"fair":0.0116883734,"fair_high":0.0867094014,"hurdle":0.092,"surplus":-0.0803116266,"surplus_low":-0.0915980209,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"DELL","occ":"DELL260911P00395000","S":524.14,"K":395.0,"T":0.0191780822,"sigma":0.8383410418,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":5,"as":4,"quote_time":"2026-09-04T19:59:59.487946515Z","fair_low":0.0129097498,"fair":0.1237326143,"fair_high":0.4853022201,"hurdle":0.087,"surplus":0.0367326143,"surplus_low":-0.0740902502,"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":"COIN","occ":"COIN260918C00350000","S":184.64,"K":350.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":10,"as":1,"quote_time":"2026-09-04T18:00:58.644856191Z","fair_low":1.57e-06,"fair":0.000290443,"fair_high":0.0057191515,"hurdle":0.117,"surplus":-0.116709557,"surplus_low":-0.11699843,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"COIN","occ":"COIN261016P00055000","S":184.64,"K":55.0,"T":0.1150684932,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":1,"as":2,"quote_time":"2026-09-04T19:59:55.110986571Z","fair_low":6.21e-08,"fair":3.09651e-05,"fair_high":0.0010259277,"hurdle":0.117,"surplus":-0.1169690349,"surplus_low":-0.1169999379,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"COIN","occ":"COIN260918P00090000","S":184.64,"K":90.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":2,"as":10,"quote_time":"2026-09-04T19:59:55.125942271Z","fair_low":1.92e-08,"fair":1.32122e-05,"fair_high":0.0005098153,"hurdle":0.072,"surplus":-0.0719867878,"surplus_low":-0.0719999808,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"COIN","occ":"COIN260911C00250000","S":184.64,"K":250.0,"T":0.0191780822,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.02,"ask":0.08,"bs":184,"as":9,"quote_time":"2026-09-04T19:59:59.958386365Z","fair_low":0.0021435051,"fair":0.0285242745,"fair_high":0.134741961,"hurdle":0.112,"surplus":-0.0834757255,"surplus_low":-0.1098564949,"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":"COIN","occ":"COIN260918C00340000","S":184.64,"K":340.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":1,"as":129,"quote_time":"2026-09-04T19:59:59.958751716Z","fair_low":5.4551e-06,"fair":0.0006398675,"fair_high":0.0099605797,"hurdle":0.102,"surplus":-0.1013601325,"surplus_low":-0.1019945449,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"COIN","occ":"COIN260911P00125000","S":184.64,"K":125.0,"T":0.0191780822,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":18,"as":2,"quote_time":"2026-09-04T19:59:45.777681751Z","fair_low":2.14993e-05,"fair":0.0011971214,"fair_high":0.012133501,"hurdle":0.102,"surplus":-0.1008028786,"surplus_low":-0.1019785007,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"COIN","occ":"COIN260911P00140000","S":184.64,"K":140.0,"T":0.0191780822,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":5,"as":1,"quote_time":"2026-09-04T19:59:55.110217451Z","fair_low":0.004469326,"fair":0.042814969,"fair_high":0.1679107698,"hurdle":0.077,"surplus":-0.034185031,"surplus_low":-0.072530674,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"COIN","occ":"COIN260918C00610000","S":184.64,"K":610.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":25,"as":10,"quote_time":"2026-09-04T19:44:55.084326868Z","fair_low":0.0,"fair":0.0,"fair_high":1.5e-09,"hurdle":0.072,"surplus":-0.072,"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

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":"COIN","occ":"COIN260918P00080000","S":184.64,"K":80.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":2,"as":25,"quote_time":"2026-09-04T19:59:55.674505605Z","fair_low":0.0,"fair":2.287e-07,"fair_high":2.92655e-05,"hurdle":0.072,"surplus":-0.0719997713,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"COIN","occ":"COIN260918C00320000","S":184.64,"K":320.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":63,"as":12,"quote_time":"2026-09-04T19:59:59.958578298Z","fair_low":5.65534e-05,"fair":0.002991153,"fair_high":0.0294718653,"hurdle":0.107,"surplus":-0.104008847,"surplus_low":-0.1069434466,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"COIN","occ":"COIN260911P00115000","S":184.64,"K":115.0,"T":0.0191780822,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":8,"as":3,"quote_time":"2026-09-04T19:59:55.124440749Z","fair_low":1.521e-07,"fair":4.74332e-05,"fair_high":0.0011923705,"hurdle":0.027,"surplus":-0.0269525668,"surplus_low":-0.0269998479,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"COIN","occ":"COIN260918C00400000","S":184.64,"K":400.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":19,"as":15,"quote_time":"2026-09-04T19:59:26.267030066Z","fair_low":3e-09,"fair":4.9273e-06,"fair_high":0.0003303809,"hurdle":0.087,"surplus":-0.0869950727,"surplus_low":-0.086999997,"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":"BITO","occ":"BITO260930P00009000","S":10.74,"K":9.0,"T":0.0712328767,"sigma":0.4484828391,"iv":0.4243,"greeks":{"delta":-0.0414,"gamma":0.0775,"rho":-0.0003,"theta":-0.0022,"vega":0.0024},"bid":0.01,"ask":0.03,"bs":1,"as":100,"quote_time":"2026-09-04T19:59:58.158439674Z","fair_low":0.0109488045,"fair":0.0344838003,"fair_high":0.071373149,"hurdle":0.042,"surplus":-0.0075161997,"surplus_low":-0.0310511955,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"COIN","occ":"COIN260918C00360000","S":184.64,"K":360.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":1,"as":192,"quote_time":"2026-09-04T19:59:59.665177019Z","fair_low":4.719e-07,"fair":0.000134327,"fair_high":0.0032640306,"hurdle":0.107,"surplus":-0.106865673,"surplus_low":-0.1069995281,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"COIN","occ":"COIN260911P00130000","S":184.64,"K":130.0,"T":0.0191780822,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":2,"as":20,"quote_time":"2026-09-04T19:59:59.486712653Z","fair_low":0.0001612885,"fair":0.0045652267,"fair_high":0.0321909714,"hurdle":0.042,"surplus":-0.0374347733,"surplus_low":-0.0418387115,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"COIN","occ":"COIN260918P00100000","S":184.64,"K":100.0,"T":0.0383561644,"sigma":0.8203750054,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":5,"as":21,"quote_time":"2026-09-04T19:59:59.481605983Z","fair_low":2.3209e-06,"fair":0.0002913432,"fair_high":0.0048489367,"hurdle":0.087,"surplus":-0.0867086568,"surplus_low":-0.0869976791,"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":"BITO","occ":"BITO260911C00012000","S":10.74,"K":12.0,"T":0.0191780822,"sigma":0.4484828391,"iv":0.7662,"greeks":{"delta":0.0904,"gamma":0.1892,"rho":0.0001,"theta":-0.0176,"vega":0.0018},"bid":0.03,"ask":0.04,"bs":5,"as":1,"quote_time":"2026-09-04T19:59:54.798539397Z","fair_low":0.0025925692,"fair":0.0107291092,"fair_high":0.0260720193,"hurdle":0.047,"surplus":-0.0362708908,"surplus_low":-0.0444074308,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"BITO","occ":"BITO260918C00012000","S":10.74,"K":12.0,"T":0.0383561644,"sigma":0.4484828391,"iv":0.5446,"greeks":{"delta":0.1325,"gamma":0.2111,"rho":0.0004,"theta":-0.01,"vega":0.004},"bid":0.06,"ask":0.07,"bs":50,"as":92,"quote_time":"2026-09-04T19:58:31.070482137Z","fair_low":0.0203882126,"fair":0.0506160909,"fair_high":0.0927487364,"hurdle":0.077,"surplus":-0.0263839091,"surplus_low":-0.0566117874,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"BITO","occ":"BITO260918P00008000","S":10.74,"K":8.0,"T":0.0383561644,"sigma":0.4484828391,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":37,"quote_time":"2026-09-04T19:59:59.917708665Z","fair_low":1.5554e-06,"fair":7.49092e-05,"fair_high":0.0007018612,"hurdle":0.047,"surplus":-0.0469250908,"surplus_low":-0.0469984446,"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":"BITO","occ":"BITO261002C00013000","S":10.74,"K":13.0,"T":0.0767123288,"sigma":0.4484828391,"iv":0.484,"greeks":{"delta":0.0772,"gamma":0.1064,"rho":0.0005,"theta":-0.004,"vega":0.0041},"bid":0.03,"ask":0.06,"bs":695,"as":262,"quote_time":"2026-09-04T19:59:59.72444214Z","fair_low":0.0132263557,"fair":0.04145722,"fair_high":0.0863915109,"hurdle":0.077,"surplus":-0.03554278,"surplus_low":-0.0637736443,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"BITO","occ":"BITO260930C00013000","S":10.74,"K":13.0,"T":0.0712328767,"sigma":0.4484828391,"iv":0.4918,"greeks":{"delta":0.0713,"gamma":0.1027,"rho":0.0005,"theta":-0.004,"vega":0.0037},"bid":0.01,"ask":0.07,"bs":61,"as":2624,"quote_time":"2026-09-04T19:59:59.725082855Z","fair_low":0.0103955469,"fair":0.0349729245,"fair_high":0.0755488886,"hurdle":0.102,"surplus":-0.0670270755,"surplus_low":-0.0916044531,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"BITO","occ":"BITO260918C00013000","S":10.74,"K":13.0,"T":0.0383561644,"sigma":0.4484828391,"iv":0.621,"greeks":{"delta":0.0439,"gamma":0.0802,"rho":0.0001,"theta":-0.0049,"vega":0.0017},"bid":0.01,"ask":0.03,"bs":8,"as":13,"quote_time":"2026-09-04T19:59:59.965024892Z","fair_low":0.0008662345,"fair":0.0056826508,"fair_high":0.0177644222,"hurdle":0.042,"surplus":-0.0363173492,"surplus_low":-0.0411337655,"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":"BITO","occ":"BITO260918P00009000","S":10.74,"K":9.0,"T":0.0383561644,"sigma":0.4484828391,"iv":0.7087,"greeks":{"delta":-0.0659,"gamma":0.097,"rho":-0.0002,"theta":-0.0076,"vega":0.0024},"bid":0.01,"ask":0.07,"bs":1,"as":2,"quote_time":"2026-09-04T19:59:47.604654962Z","fair_low":0.0012108192,"fair":0.006711181,"fair_high":0.019227698,"hurdle":0.102,"surplus":-0.095288819,"surplus_low":-0.1007891808,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"BITO","occ":"BITO260911P00010000","S":10.74,"K":10.0,"T":0.0191780822,"sigma":0.4484828391,"iv":0.493,"greeks":{"delta":-0.0783,"gamma":0.2638,"rho":-0.0001,"theta":-0.01,"vega":0.0016},"bid":0.01,"ask":0.03,"bs":1034,"as":826,"quote_time":"2026-09-04T19:59:59.724798589Z","fair_low":0.0167644577,"fair":0.0389535432,"fair_high":0.0683949516,"hurdle":0.042,"surplus":-0.0030464568,"surplus_low":-0.0252355423,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"BITO","occ":"BITO261016C00015000","S":10.74,"K":15.0,"T":0.1150684932,"sigma":0.4484828391,"iv":0.5944,"greeks":{"delta":0.0546,"gamma":0.053,"rho":0.0006,"theta":-0.003,"vega":0.0039},"bid":0.03,"ask":0.06,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:59.917101069Z","fair_low":0.0015603005,"fair":0.0102909964,"fair_high":0.0321325413,"hurdle":0.077,"surplus":-0.0667090036,"surplus_low":-0.0754396995,"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":"BITO","occ":"BITO260918C00014000","S":10.74,"K":14.0,"T":0.0383561644,"sigma":0.4484828391,"iv":0.8959,"greeks":{"delta":0.0527,"gamma":0.0643,"rho":0.0002,"theta":-0.0082,"vega":0.002},"bid":0.03,"ask":0.04,"bs":13,"as":4,"quote_time":"2026-09-04T19:59:41.415992519Z","fair_low":1.65788e-05,"fair":0.0003961474,"fair_high":0.0025341205,"hurdle":0.047,"surplus":-0.0466038526,"surplus_low":-0.0469834212,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"BITO","occ":"BITO260911C00011500","S":10.74,"K":11.5,"T":0.0191780822,"sigma":0.4484828391,"iv":0.5614,"greeks":{"delta":0.1298,"gamma":0.3348,"rho":0.0001,"theta":-0.0168,"vega":0.0024},"bid":0.01,"ask":0.07,"bs":11,"as":385,"quote_time":"2026-09-04T19:59:59.724909429Z","fair_low":0.0220530224,"fair":0.048412893,"fair_high":0.0822387382,"hurdle":0.102,"surplus":-0.053587107,"surplus_low":-0.0799469776,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"BITO","occ":"BITO260930C00017000","S":10.74,"K":17.0,"T":0.0712328767,"sigma":0.4484828391,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":1,"as":4,"quote_time":"2026-09-04T19:50:46.605692947Z","fair_low":1.805e-07,"fair":2.31631e-05,"fair_high":0.0003741014,"hurdle":0.102,"surplus":-0.1019768369,"surplus_low":-0.1019998195,"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":"AVGO","occ":"AVGO261016P00210000","S":357.895,"K":210.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.5917,"greeks":{"delta":-0.0021,"gamma":0.0001,"rho":-0.0009,"theta":-0.0058,"vega":0.0078},"bid":0.03,"ask":0.06,"bs":3,"as":69,"quote_time":"2026-09-04T19:59:58.61260524Z","fair_low":1.809e-07,"fair":6.74644e-05,"fair_high":0.0018843774,"hurdle":0.077,"surplus":-0.0769325356,"surplus_low":-0.0769998191,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"AVGO","occ":"AVGO261016C00630000","S":357.895,"K":630.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.6004,"greeks":{"delta":0.0028,"gamma":0.0001,"rho":0.001,"theta":-0.0077,"vega":0.0099},"bid":0.03,"ask":0.08,"bs":19,"as":9,"quote_time":"2026-09-04T19:59:59.646694146Z","fair_low":7.79e-08,"fair":4.77896e-05,"fair_high":0.001732495,"hurdle":0.107,"surplus":-0.1069522104,"surplus_low":-0.1069999221,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO261016C00700000","S":357.895,"K":700.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.686,"greeks":{"delta":0.002,"gamma":0.0001,"rho":0.0007,"theta":-0.0067,"vega":0.0075},"bid":0.03,"ask":0.06,"bs":3,"as":39,"quote_time":"2026-09-04T19:59:59.366400905Z","fair_low":1e-10,"fair":5.438e-07,"fair_high":7.43788e-05,"hurdle":0.077,"surplus":-0.0769994562,"surplus_low":-0.0769999999,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"BE","occ":"BE260911P00130000","S":252.87,"K":130.0,"T":0.0191780822,"sigma":0.8738459083,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":2,"as":1,"quote_time":"2026-09-04T19:59:34.152671383Z","fair_low":0.0,"fair":4.47e-08,"fair_high":9.8015e-06,"hurdle":0.087,"surplus":-0.0869999553,"surplus_low":-0.087,"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":"AVGO","occ":"AVGO260918C00660000","S":357.895,"K":660.0,"T":0.0383561644,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":3,"as":1,"quote_time":"2026-09-04T19:01:09.093139101Z","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":"AVGO","occ":"AVGO261016C00680000","S":357.895,"K":680.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.6597,"greeks":{"delta":0.0021,"gamma":0.0001,"rho":0.0008,"theta":-0.0066,"vega":0.0078},"bid":0.01,"ask":0.08,"bs":11,"as":178,"quote_time":"2026-09-04T19:59:59.702241587Z","fair_low":5e-10,"fair":1.9269e-06,"fair_high":0.000182091,"hurdle":0.117,"surplus":-0.1169980731,"surplus_low":-0.1169999995,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO261016C00740000","S":357.895,"K":740.0,"T":0.1150684932,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":10,"as":29,"quote_time":"2026-09-04T19:13:04.051740301Z","fair_low":0.0,"fair":3.77e-08,"fair_high":1.15255e-05,"hurdle":0.047,"surplus":-0.0469999623,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"AVGO","occ":"AVGO261016C00640000","S":357.895,"K":640.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.6151,"greeks":{"delta":0.0027,"gamma":0.0001,"rho":0.001,"theta":-0.0078,"vega":0.0097},"bid":0.04,"ask":0.07,"bs":9,"as":8,"quote_time":"2026-09-04T19:59:59.920121259Z","fair_low":2.95e-08,"fair":2.56713e-05,"fair_high":0.0010886627,"hurdle":0.087,"surplus":-0.0869743287,"surplus_low":-0.0869999705,"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":"AVGO","occ":"AVGO260911C00430000","S":357.895,"K":430.0,"T":0.0191780822,"sigma":0.3727224511,"iv":0.7177,"greeks":{"delta":0.0075,"gamma":0.0008,"rho":0.0003,"theta":-0.07,"vega":0.0078},"bid":0.05,"ask":0.08,"bs":125,"as":3,"quote_time":"2026-09-04T19:59:59.941828318Z","fair_low":1.36009e-05,"fair":0.0009219706,"fair_high":0.0104746222,"hurdle":0.097,"surplus":-0.0960780294,"surplus_low":-0.0969863991,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260918C00500000","S":357.895,"K":500.0,"T":0.0383561644,"sigma":0.3727224511,"iv":0.693,"greeks":{"delta":0.0032,"gamma":0.0002,"rho":0.0003,"theta":-0.0189,"vega":0.006},"bid":0.02,"ask":0.06,"bs":47,"as":50,"quote_time":"2026-09-04T19:59:59.508855372Z","fair_low":1.53e-08,"fair":1.31735e-05,"fair_high":0.0005544916,"hurdle":0.082,"surplus":-0.0819868265,"surplus_low":-0.0819999847,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"AVGO","occ":"AVGO260911C00450000","S":357.895,"K":450.0,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":44,"as":150,"quote_time":"2026-09-04T19:59:59.950724792Z","fair_low":2.92e-08,"fair":1.77278e-05,"fair_high":0.000621048,"hurdle":0.102,"surplus":-0.1019822722,"surplus_low":-0.1019999708,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260911C00472500","S":357.895,"K":472.5,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":36,"as":73,"quote_time":"2026-09-04T19:59:59.482403907Z","fair_low":0.0,"fair":9.61e-08,"fair_high":1.69287e-05,"hurdle":0.092,"surplus":-0.0919999039,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"AVGO","occ":"AVGO261002P00250000","S":357.895,"K":250.0,"T":0.0767123288,"sigma":0.3727224511,"iv":0.5117,"greeks":{"delta":-0.003,"gamma":0.0002,"rho":-0.0008,"theta":-0.0086,"vega":0.0085},"bid":0.01,"ask":0.08,"bs":131,"as":143,"quote_time":"2026-09-04T19:59:59.734850743Z","fair_low":2.60793e-05,"fair":0.0016701685,"fair_high":0.018180719,"hurdle":0.117,"surplus":-0.1153298315,"surplus_low":-0.1169739207,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260918P00260000","S":357.895,"K":260.0,"T":0.0383561644,"sigma":0.3727224511,"iv":0.6827,"greeks":{"delta":-0.003,"gamma":0.0002,"rho":-0.0003,"theta":-0.0176,"vega":0.0057},"bid":0.01,"ask":0.07,"bs":5,"as":33,"quote_time":"2026-09-04T19:59:59.56557084Z","fair_low":3.94e-08,"fair":2.07012e-05,"fair_high":0.0007356066,"hurdle":0.102,"surplus":-0.1019792988,"surplus_low":-0.1019999606,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"AVGO","occ":"AVGO260911C00480000","S":357.895,"K":480.0,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":43,"as":78,"quote_time":"2026-09-04T19:59:59.906074691Z","fair_low":0.0,"fair":1.52e-08,"fair_high":4.6216e-06,"hurdle":0.077,"surplus":-0.0769999848,"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