Notes

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260925C00065000",0.02,0.03,0.7122,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[0.00015798252188599853,0.00014311493564532482,0.0007191233171102604,0.0006621702674953872,1.7515498928589257e-06,1.51053258433095e-06],-0.03199848946741567,{"ap":0.03,"as":125,"ax":"D","bp":0.02,"bs":71,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.789642822Z"},{"delta":0.011,"gamma":0.0042,"rho":0.0002,"theta":-0.006,"vega":0.0028}],["IBIT260918C00057000",0.06,0.08,0.7436,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[0.0013349296114390369,0.0012501247479733393,0.004088790764001843,0.0038697586346474674,5.295187709152365e-05,4.804160035673884e-05],-0.08195195839964327,{"ap":0.08,"as":48,"ax":"B","bp":0.06,"bs":75,"bx":"U","c":" ","t":"2026-09-04T19:59:59.562882796Z"},{"delta":0.0335,"gamma":0.0134,"rho":0.0004,"theta":-0.0208,"vega":0.0056}],["IBIT260911P00036000",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[1.0940339927126357e-08,1.1588568429764121e-08,2.1830998286583228e-07,2.2896730069444061e-07,9.547597957141698e-13,1.0429047377610787e-12],-0.041999999999045246,{"ap":0.04,"as":92,"ax":"Q","bp":0.03,"bs":117,"bx":"U","c":" ","t":"2026-09-04T19:59:59.70478813Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260918P00032000",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[1.3009810352383835e-06,1.4213654105333245e-06,1.1892751323161458e-05,1.279674483451974e-05,1.4344814917733346e-09,1.6421587432506343e-09],-0.021999998565518507,{"ap":0.02,"as":91,"ax":"Q","bp":0.01,"bs":80,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.896734089Z"},{}],["IBIT260918P00035000",0.05,0.06,0.8008,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[0.0002729405126044386,0.00029247998238628555,0.0010288019206372242,0.001089874773923317,5.628786731566583e-06,6.244582224818229e-06],-0.06199437121326843,{"ap":0.06,"as":52,"ax":"Q","bp":0.05,"bs":187,"bx":"I","c":" ","t":"2026-09-04T19:59:59.591856571Z"},{"delta":-0.0234,"gamma":0.0093,"rho":-0.0003,"theta":-0.0165,"vega":0.0041}],["IBIT261016P00023000",0.06,0.08,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[1.395096201750915e-06,1.656677353377967e-06,1.4635941511882737e-05,1.6877207244547286e-05,1.3328477275483984e-09,1.7361478932019394e-09],-0.08199999866715228,{"ap":0.08,"as":28,"ax":"Q","bp":0.06,"bs":25,"bx":"N","c":" ","t":"2026-09-04T19:59:59.896553499Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260911P00039000",0.01,0.05,0.8228,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.00011894358410771019,0.0001237638715034576,0.00047673897247034995,0.0004927971828941308,2.002510185195027e-06,2.126763446596159e-06],-0.05199799748981481,{"ap":0.05,"as":94,"ax":"Q","bp":0.01,"bs":156,"bx":"T","c":" ","t":"2026-09-04T19:59:59.574076916Z"},{"delta":-0.0232,"gamma":0.0163,"rho":-0.0001,"theta":-0.0307,"vega":0.0022}],["IBIT261002P00033500",0.06,0.07,0.6117,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.06641189444064187,[0.006956449960155873,0.007579606375779092,0.016776572377918932,0.01802172017382268,0.0005838320146548857,0.0006632726092331366],-0.07141616798534513,{"ap":0.07,"as":45,"ax":"Q","bp":0.06,"bs":89,"bx":"D","c":" ","t":"2026-09-04T19:59:59.605829917Z"},{"delta":-0.0232,"gamma":0.0078,"rho":-0.0007,"theta":-0.008,"vega":0.0064}],["IBIT260911C00052500",0.01,0.06,0.8506,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.00013366821460135652,0.00012832689862671612,0.0005419488120776627,0.0005237985984480518,2.313236354778817e-06,2.176220435973334e-06],-0.061997823779564025,{"ap":0.06,"as":179,"ax":"D","bp":0.01,"bs":255,"bx":"D","c":" ","t":"2026-09-04T19:59:59.294249384Z"},{"delta":0.0271,"gamma":0.018,"rho":0.0001,"theta":-0.0363,"vega":0.0026}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260925P00030000",0.01,0.02,0.7788,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[1.0479463397499068e-05,1.1658434552613124e-05,7.285094055172753e-05,7.954125651015955e-05,3.446436407256724e-08,4.050804847975616e-08],-0.021999965535635928,{"ap":0.02,"as":41,"ax":"Q","bp":0.01,"bs":39,"bx":"U","c":" ","t":"2026-09-04T19:59:59.895304301Z"},{"delta":-0.0059,"gamma":0.0022,"rho":-0.0001,"theta":-0.0037,"vega":0.0016}],["IBIT260911C00055000",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[9.955139252342248e-07,9.461174195591577e-07,8.923918618852038e-06,8.553301319208894e-06,1.0810598563015863e-09,1.0004638182161692e-09],-0.021999998999536183,{"ap":0.02,"as":161,"ax":"T","bp":0.01,"bs":211,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.792306948Z"},{}],["IBIT260914C00054000",0.05,0.06,0.7448,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.0012468886651233334,0.0011857434916230545,0.0035798598803016965,0.0034312367795078565,5.597487996267041e-05,5.195281278612031e-05],-0.06194804718721388,{"ap":0.06,"as":84,"ax":"Q","bp":0.05,"bs":124,"bx":"U","c":" ","t":"2026-09-04T19:59:59.893056079Z"},{"delta":0.0336,"gamma":0.0173,"rho":0.0002,"theta":-0.0269,"vega":0.0043}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260925P00035000",0.04,0.05,0.596,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[0.005535578909093599,0.005955029745825293,0.01330213110635031,0.014140482010881429,0.00044636056601766994,0.0004975141399394998],-0.051553639433982335,{"ap":0.05,"as":59,"ax":"Q","bp":0.04,"bs":58,"bx":"D","c":" ","t":"2026-09-04T19:59:59.485160111Z"},{"delta":-0.0202,"gamma":0.0084,"rho":-0.0004,"theta":-0.0082,"vega":0.0048}],["IBIT260911P00037000",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[4.0098541951423095e-07,4.221321801687931e-07,4.26169336267993e-06,4.446654406989231e-06,2.9177694193832516e-10,3.155890759042473e-10],-0.021999999708223056,{"ap":0.02,"as":125,"ax":"Q","bp":0.01,"bs":160,"bx":"U","c":"A","t":"2026-09-04T19:59:59.53707285Z"},{}],["IBIT260911C00054500",0.04,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[2.881072088928949e-06,2.7435331974317366e-06,2.23281538414055e-05,2.1438981266349314e-05,5.8274157740066475e-09,5.410153262795542e-09],-0.05199999458984674,{"ap":0.05,"as":223,"ax":"D","bp":0.04,"bs":530,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.485300497Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260914P00035000",0.01,0.03,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[3.3426587764667496e-06,3.572627040074931e-06,2.6578899090989358e-05,2.8077625139583896e-05,6.9159981037599535e-09,7.650667157105138e-09],-0.03199999308400189,{"ap":0.03,"as":100,"ax":"C","bp":0.01,"bs":188,"bx":"B","c":"A","t":"2026-09-04T19:59:59.664900798Z"},{}],["IBIT260918P00028000",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[2.6547151237638345e-11,2.989496957155285e-11,1.7184418264275517e-09,1.89496635041411e-09,4.820506565058015e-17,5.791029597115715e-17],-0.041999999999999954,{"ap":0.04,"as":290,"ax":"S","bp":0.03,"bs":69,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.6766896Z"},{}],["IBIT260918P00037000",0.07,0.08,0.6871,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[0.003902294188392706,0.004131325584641519,0.009380299422078372,0.009843503524977782,0.00029322754952365533,0.0003191595276479128],-0.08170677245047635,{"ap":0.08,"as":70,"ax":"Q","bp":0.07,"bs":151,"bx":"N","c":" ","t":"2026-09-04T19:59:59.635211067Z"},{"delta":-0.0354,"gamma":0.0152,"rho":-0.0005,"theta":-0.0198,"vega":0.0058}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260914P00034000",0.01,0.03,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[2.710035249900575e-07,2.915153620029741e-07,3.2991829833295758e-06,3.50406441950424e-06,1.4423367128475492e-10,1.6118237110203284e-10],-0.03199999985576633,{"ap":0.03,"as":137,"ax":"B","bp":0.01,"bs":173,"bx":"C","c":"A","t":"2026-09-04T19:59:59.664860907Z"},{}],["IBIT260918C00058000",0.06,0.07,0.7788,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[0.0005907951849375267,0.0005513673629054134,0.0020490208676212573,0.0019336994751893834,1.537918872538182e-05,1.3873923895108187e-05],-0.0719861260761049,{"ap":0.07,"as":129,"ax":"U","bp":0.06,"bs":60,"bx":"D","c":" ","t":"2026-09-04T19:59:59.777770346Z"},{"delta":0.0302,"gamma":0.0118,"rho":0.0004,"theta":-0.02,"vega":0.0051}],["IBIT261002P00029000",0.07,0.08,0.8802,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.06641189444064187,[6.147100150585154e-05,6.904837270811248e-05,0.0003261337453757926,0.00035914953566879536,4.7554692753387996e-07,5.673978797510369e-07],-0.08199952445307247,{"ap":0.08,"as":46,"ax":"A","bp":0.07,"bs":18,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.930178702Z"},{"delta":-0.0187,"gamma":0.0045,"rho":-0.0006,"theta":-0.0096,"vega":0.0053}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260914P00035500",0.01,0.02,0.8122,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[1.0801306892136904e-05,1.1503661797371134e-05,6.671314637515563e-05,7.031409014550162e-05,4.117198948196285e-08,4.534299019870196e-08],-0.02199995882801052,{"ap":0.02,"as":54,"ax":"Q","bp":0.01,"bs":45,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.634574397Z"},{"delta":-0.0092,"gamma":0.0053,"rho":-0.0001,"theta":-0.0097,"vega":0.0014}],["IBIT260925P00031500",0.05,0.07,0.8414,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[9.682716698158953e-05,0.00010658350677627147,0.00045675758880360854,0.0004944206826765148,1.0403051963223759e-06,1.202009441576995e-06],-0.07199895969480369,{"ap":0.07,"as":132,"ax":"Q","bp":0.05,"bs":142,"bx":"T","c":"A","t":"2026-09-04T19:59:59.537017884Z"},{"delta":-0.0189,"gamma":0.0056,"rho":-0.0004,"theta":-0.011,"vega":0.0045}],["IBIT260914C00055000",0.01,0.06,0.7504,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.0004050912374486025,0.0003837390147307878,0.0014289950813951074,0.001365581480646507,9.78692223469065e-06,9.02543987778695e-06],-0.06199097456012221,{"ap":0.06,"as":94,"ax":"Q","bp":0.01,"bs":95,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.893035464Z"},{"delta":0.0224,"gamma":0.0123,"rho":0.0002,"theta":-0.0193,"vega":0.0031}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260918P00034000",0.05,0.06,0.8784,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[5.705110058877137e-05,6.150098592155057e-05,0.0002789405758496208,0.0002969621374017995,5.072714590318666e-07,5.684835622538538e-07],-0.06199949272854097,{"ap":0.06,"as":68,"ax":"Q","bp":0.05,"bs":57,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.896779632Z"},{"delta":-0.0215,"gamma":0.0079,"rho":-0.0003,"theta":-0.0168,"vega":0.0038}],["IBIT261002P00020000",0.01,0.03,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.06641189444064187,[1.7751282566327214e-13,2.1690429716547557e-13,3.638459402639197e-11,4.288916794683272e-11,1.0343573589911352e-20,1.4105555549926173e-20],-0.032,{"ap":0.03,"as":91,"ax":"Q","bp":0.01,"bs":87,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.664785383Z"},{}],["IBIT260911C00053500",0.01,0.02,0.8298,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[2.15165491064303e-05,2.0574229513676144e-05,0.00011685046692310704,0.00011255978423604669,1.3249225189621192e-07,1.238298927304092e-07],-0.02199987617010727,{"ap":0.02,"as":110,"ax":"T","bp":0.01,"bs":182,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.667559341Z"},{"delta":0.013,"gamma":0.0099,"rho":0,"theta":-0.019,"vega":0.0014}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260918P00031000",0.04,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[1.3384755217475183e-07,1.473391650589865e-07,1.8928792031565388e-06,2.049189760016635e-06,3.893199309337108e-11,4.5127644135189876e-11],-0.05199999996106801,{"ap":0.05,"as":67,"ax":"U","bp":0.04,"bs":36,"bx":"D","c":"O","t":"2026-09-04T19:59:59.685444844Z"},{}],["IBIT260914C00053000",0.06,0.07,0.7018,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.0035899238821416966,0.0034271907447915246,0.008821844268933465,0.008482395909943536,0.0002618902260353094,0.00024451985456648995],-0.07175548014543352,{"ap":0.07,"as":114,"ax":"W","bp":0.06,"bs":153,"bx":"D","c":"A","t":"2026-09-04T19:59:58.854699853Z"},{"delta":0.0408,"gamma":0.0216,"rho":0.0003,"theta":-0.0298,"vega":0.0051}],["IBIT261016C00080000",0.06,0.07,0.7857,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[0.00011467362096453117,9.830985958779043e-05,0.0005834535594637523,0.0005127336567415234,8.282940841224815e-07,6.574047951826458e-07],-0.07199934259520482,{"ap":0.07,"as":80,"ax":"Q","bp":0.06,"bs":96,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.635967164Z"},{"delta":0.0171,"gamma":0.0037,"rho":0.0007,"theta":-0.0065,"vega":0.0062}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260911P00038500",0.01,0.02,0.7979,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[3.4125500373069086e-05,3.560834000714109e-05,0.00016759385089303862,0.0001736463446258263,3.0361151133009925e-07,3.238104627146072e-07],-0.02199969638848867,{"ap":0.02,"as":352,"ax":"Q","bp":0.01,"bs":343,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.664645951Z"},{"delta":-0.0129,"gamma":0.0102,"rho":0,"theta":-0.018,"vega":0.0014}],["IBIT260911P00039500",0.01,0.02,0.6845,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.0003720819025024107,0.00038611254212155807,0.0012125975853882534,0.0012507405942856855,1.1496076761297505e-05,1.215212222791655e-05],-0.0219885039232387,{"ap":0.02,"as":297,"ax":"Q","bp":0.01,"bs":387,"bx":"W","c":"A","t":"2026-09-04T19:59:58.609148124Z"},{"delta":-0.0148,"gamma":0.0134,"rho":-0.0001,"theta":-0.0174,"vega":0.0015}],["IBIT261016C00090000",0.04,0.06,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[2.5896110233858735e-06,2.1630962822583026e-06,2.6642701297427235e-05,2.294090377492164e-05,2.1043422059445617e-09,1.6015962656740986e-09],-0.061999998398403734,{"ap":0.06,"as":233,"ax":"B","bp":0.04,"bs":631,"bx":"E","c":"A","t":"2026-09-04T19:59:58.259779524Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260911P00035500",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[1.456174030906132e-09,1.5473232799663262e-09,4.066207661460169e-08,4.276246797898252e-08,4.13005801044143e-14,4.5347022691211604e-14],-0.0219999999999587,{"ap":0.02,"as":56,"ax":"Q","bp":0.01,"bs":57,"bx":"U","c":"A","t":"2026-09-04T19:59:59.495819282Z"},{}],["IBIT260911P00036500",0.01,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[7.09332617646167e-08,7.490307030504464e-08,1.0289524755058884e-06,1.0763422300990728e-06,1.985277628267351e-11,2.1582651647129294e-11],-0.04199999998014722,{"ap":0.04,"as":67,"ax":"Q","bp":0.01,"bs":101,"bx":"T","c":" ","t":"2026-09-04T19:59:59.639231469Z"},{}],["IBIT260911P00038000",0.01,0.05,0.9464,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[8.744674116587793e-06,9.151052495303117e-06,5.257482254825194e-05,5.460878276341151e-05,3.410952752160256e-08,3.654949696566725e-08],-0.05199996589047248,{"ap":0.05,"as":101,"ax":"C","bp":0.01,"bs":23,"bx":"D","c":" ","t":"2026-09-04T19:59:59.555060568Z"},{"delta":-0.0204,"gamma":0.0127,"rho":-0.0001,"theta":-0.0317,"vega":0.002}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260918P00029000",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[6.310516444246447e-10,7.049359192237923e-10,2.3377192271187617e-08,2.5621523193810684e-08,6.953993823683082e-15,8.250805812214566e-15],-0.04199999999999305,{"ap":0.04,"as":145,"ax":"S","bp":0.03,"bs":73,"bx":"D","c":"O","t":"2026-09-04T19:59:59.894354379Z"},{}],["IBIT260916C00054000",0.07,0.08,0.6809,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.005298019501227478,0.00502775429996222,0.012531345452429761,0.011989354448068033,0.0004495502141101199,0.0004162907950843442],-0.08158370920491566,{"ap":0.08,"as":57,"ax":"Q","bp":0.07,"bs":87,"bx":"U","c":" ","t":"2026-09-04T19:59:59.977456692Z"},{"delta":0.0421,"gamma":0.0197,"rho":0.0004,"theta":-0.0257,"vega":0.006}],["IBIT260911P00037500",0.01,0.03,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[1.9915833438050946e-06,2.0903059082467424e-06,1.5508596658858115e-05,1.614283030939699e-05,3.727654418237118e-09,4.013279738389005e-09],-0.03199999627234558,{"ap":0.03,"as":166,"ax":"B","bp":0.01,"bs":266,"bx":"M","c":" ","t":"2026-09-04T19:59:59.740103169Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","pricing_iv":0.582615143497791,"feed_iv":0.5862,"physical":"low","sigma":0.45000479318194553,"ivscale":0.8,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.020991938483850732,"initial_quote_bid":0.07,"initial_valid":false,"entry":0.08,"stop":0.03,"target":0.21,"p":0,"W":null,"L":6.100806151614928,"mean":-6.100806151614928,"capped_mean":-6.100806151614928,"p05":-6.100806151614927,"p95":-6.100806151614927,"stop_rate":0,"target_rate":0,"time_rate":0,"initial_stop_rate":1,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260914C00056000",0.04,0.05,0.8386,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.0001230897109358234,0.00011615318653759518,0.0005316079976437699,0.0005064325244016478,1.610236777618958e-06,1.4757440230394769e-06],-0.051998524255976966,{"ap":0.05,"as":91,"ax":"Q","bp":0.04,"bs":129,"bx":"U","c":" ","t":"2026-09-04T19:59:59.893075358Z"},{"delta":0.0254,"gamma":0.0122,"rho":0.0002,"theta":-0.024,"vega":0.0034}],["IBIT260911C00051000",0.02,0.07,0.746,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.0016343923182266856,0.0015788875860622891,0.004240176152707878,0.004118219068120605,9.51383475295519e-05,9.037485293315378e-05],-0.07190962514706685,{"ap":0.07,"as":231,"ax":"W","bp":0.02,"bs":221,"bx":"W","c":" ","t":"2026-09-04T19:59:58.749448829Z"},{"delta":0.0378,"gamma":0.0269,"rho":0.0001,"theta":-0.0419,"vega":0.0034}],["IBIT260925P00031000",0.01,0.03,0.7483,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[4.7849148865463334e-05,5.285490161879729e-05,0.00025633412331620034,0.0002782469308490809,3.469950857332473e-07,4.0357730556976696e-07],-0.031999653004914266,{"ap":0.03,"as":80,"ax":"U","bp":0.01,"bs":114,"bx":"U","c":" ","t":"2026-09-04T19:59:59.895294508Z"},{"delta":-0.0079,"gamma":0.003,"rho":-0.0002,"theta":-0.0046,"vega":0.0021}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","pricing_iv":0.582615143497791,"feed_iv":0.5862,"physical":"low","sigma":0.45000479318194553,"ivscale":1,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.06999999999999684,"initial_quote_bid":0.07,"initial_valid":true,"entry":0.08,"stop":0.03,"target":0.21,"p":0.26693333333333336,"W":7.821770820154884,"L":4.802024822085098,"mean":-1.4323129719831722,"capped_mean":-1.6152840936128872,"p05":-6.511466342661701,"p95":13.540859951967168,"stop_rate":0.5351666666666667,"target_rate":0.0967,"time_rate":0.3681333333333333,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260925P00033000",0.06,0.08,0.7658,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[0.0006577289713107529,0.0007166685143560447,0.0022462040778734997,0.0024127158042498795,1.858219860140509e-05,2.114352783487015e-05],-0.0819814178013986,{"ap":0.08,"as":161,"ax":"B","bp":0.06,"bs":161,"bx":"T","c":" ","t":"2026-09-04T19:59:59.576022463Z"},{"delta":-0.0236,"gamma":0.0075,"rho":-0.0005,"theta":-0.0121,"vega":0.0054}],["IBIT260916C00052000",0.05,0.07,0.5407,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.026240742419576482,0.025092257578394832,0.04886723626551754,0.04704160598566566,0.004721215891653938,0.0044251052177528135],-0.0675748947822472,{"ap":0.07,"as":342,"ax":"Q","bp":0.05,"bs":355,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.892915155Z"},{"delta":0.0421,"gamma":0.0249,"rho":0.0004,"theta":-0.0204,"vega":0.006}],["IBIT260918P00030000",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[9.973914259891886e-09,1.105841769184768e-08,2.42987637874234e-07,2.6453772554194334e-07,7.942405714305214e-13,9.307807688703255e-13],-0.02199999999920576,{"ap":0.02,"as":559,"ax":"S","bp":0.01,"bs":4349,"bx":"W","c":"O","t":"2026-09-04T19:59:59.608226192Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","pricing_iv":0.582615143497791,"feed_iv":0.5862,"physical":"calibrated","sigma":0.6223167900136077,"ivscale":0.8,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.020991938483850732,"initial_quote_bid":0.07,"initial_valid":false,"entry":0.08,"stop":0.03,"target":0.21,"p":0,"W":null,"L":6.100806151614928,"mean":-6.100806151614928,"capped_mean":-6.100806151614928,"p05":-6.100806151614927,"p95":-6.100806151614927,"stop_rate":0,"target_rate":0,"time_rate":0,"initial_stop_rate":1,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260911C00054000",0.01,0.02,0.8685,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[7.613444187039002e-06,7.2631277611196665e-06,5.24291314868279e-05,5.042449524095409e-05,2.982856659639153e-08,2.77892086259102e-08],-0.021999972210791377,{"ap":0.02,"as":166,"ax":"D","bp":0.01,"bs":169,"bx":"D","c":" ","t":"2026-09-04T19:59:59.894442143Z"},{"delta":0.0125,"gamma":0.0091,"rho":0,"theta":-0.0192,"vega":0.0013}],["IBIT260925P00029000",0.01,0.06,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[1.9511580895568453e-06,2.186549722003813e-06,1.7931558336075465e-05,1.9698159443299262e-05,2.4932476554549616e-09,2.9670104915243297e-09],-0.06199999750675234,{"ap":0.06,"as":23,"ax":"N","bp":0.01,"bs":96,"bx":"U","c":"A","t":"2026-09-04T19:59:59.788473734Z"},{}],["IBIT260916C00056000",0.02,0.03,0.6655,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.0008694080376644829,0.0008188580825507181,0.002751754769494738,0.002616658695526705,2.9812556231688498e-05,2.72717101120638e-05],-0.03197272828988793,{"ap":0.03,"as":76,"ax":"Q","bp":0.02,"bs":65,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.892915155Z"},{"delta":0.0162,"gamma":0.0091,"rho":0.0002,"theta":-0.0113,"vega":0.0027}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","pricing_iv":0.582615143497791,"feed_iv":0.5862,"physical":"calibrated","sigma":0.6223167900136077,"ivscale":1,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.06999999999999684,"initial_quote_bid":0.07,"initial_valid":true,"entry":0.08,"stop":0.03,"target":0.21,"p":0.3144,"W":12.058901678466377,"L":5.292703131411318,"mean":0.16264142081422978,"capped_mean":-0.4784442632186629,"p05":-6.878267164371113,"p95":16.324259278448345,"stop_rate":0.5917666666666667,"target_rate":0.21463333333333334,"time_rate":0.1936,"initial_stop_rate":0,"quarterkelly":0.0033718124824058116,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260914P00040500",0.03,0.08,0.5067,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.03100283954844808,0.03211555297167492,0.05382246195621607,0.05546067887758136,0.006819997888961145,0.007177606380784034],-0.07518000211103885,{"ap":0.08,"as":33,"ax":"Q","bp":0.03,"bs":26,"bx":"P","c":" ","t":"2026-09-04T19:59:59.892845097Z"},{"delta":-0.0446,"gamma":0.0321,"rho":-0.0003,"theta":-0.0228,"vega":0.0054}],["IBIT260916P00038000",0.06,0.08,0.6724,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.004631805392421715,0.004870882004408966,0.011127446783963794,0.011605353172981035,0.00040085387307383676,0.000431905148237971],-0.08159914612692616,{"ap":0.08,"as":87,"ax":"C","bp":0.06,"bs":117,"bx":"C","c":"A","t":"2026-09-04T19:59:59.664735623Z"},{"delta":-0.0376,"gamma":0.0182,"rho":-0.0004,"theta":-0.0228,"vega":0.0055}],["IBIT261016C00085000",0.05,0.06,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[1.6709211231351257e-05,1.412287123122302e-05,0.00012922380375704403,0.00011240480781009063,4.4196055785220025e-08,3.433339629098988e-08],-0.06199996566660371,{"ap":0.06,"as":77,"ax":"Q","bp":0.05,"bs":95,"bx":"D","c":" ","t":"2026-09-04T19:59:59.63575631Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","pricing_iv":0.582615143497791,"feed_iv":0.5862,"physical":"base","sigma":0.5625059914774319,"ivscale":0.8,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.020991938483850732,"initial_quote_bid":0.07,"initial_valid":false,"entry":0.08,"stop":0.03,"target":0.21,"p":0,"W":null,"L":6.100806151614928,"mean":-6.100806151614928,"capped_mean":-6.100806151614928,"p05":-6.100806151614927,"p95":-6.100806151614927,"stop_rate":0,"target_rate":0,"time_rate":0,"initial_stop_rate":1,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT261016C00105000",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[5.756244734000442e-09,4.639060201727932e-09,1.9682625297821308e-07,1.647804449371102e-07,1.2835044372666982e-13,9.231279639050233e-14],-0.02199999999990769,{"ap":0.02,"as":116,"ax":"D","bp":0.01,"bs":112,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.63575631Z"},{}],["IBIT260925P00032500",0.02,0.08,0.7556,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[0.0003585469352366392,0.000391984559097054,0.001340227568427307,0.0014435920267543627,7.701022994182873e-06,8.805123694384469e-06],-0.08199229897700581,{"ap":0.08,"as":85,"ax":"B","bp":0.02,"bs":81,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.570212514Z"},{"delta":-0.0178,"gamma":0.006,"rho":-0.0004,"theta":-0.0094,"vega":0.0043}],["IBIT260925P00025000",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[2.396109423261517e-10,2.775935303149436e-10,1.098167953855215e-08,1.2404382902719199e-08,1.5120070201088879e-15,1.8992125680941782e-15],-0.04199999999999849,{"ap":0.04,"as":92,"ax":"Q","bp":0.03,"bs":133,"bx":"U","c":" ","t":"2026-09-04T19:59:59.796672648Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","pricing_iv":0.582615143497791,"feed_iv":0.5862,"physical":"base","sigma":0.5625059914774319,"ivscale":1,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.06999999999999684,"initial_quote_bid":0.07,"initial_valid":true,"entry":0.08,"stop":0.03,"target":0.21,"p":0.3046333333333333,"W":10.76509368162574,"L":5.159937805388129,"mean":-0.30864238006080347,"capped_mean":-0.7733031746223135,"p05":-6.786786489930313,"p95":15.158302995404215,"stop_rate":0.5759,"target_rate":0.18096666666666666,"time_rate":0.24313333333333334,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260918P00027000",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[7.313652920266599e-13,8.305169763840985e-13,9.982527547424928e-11,1.1083211973855909e-10,1.2137751808024127e-19,1.4783961168969331e-19],-0.042,{"ap":0.04,"as":435,"ax":"S","bp":0.03,"bs":19,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.592032024Z"},{}],["IBIT260918P00033000",0.04,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[9.192672300585323e-06,9.980700724648962e-06,6.41893175693955e-05,6.868825670299648e-05,3.290529967541787e-08,3.726232612687041e-08],-0.05199996709470033,{"ap":0.05,"as":198,"ax":"X","bp":0.04,"bs":155,"bx":"N","c":" ","t":"2026-09-04T19:59:59.524405835Z"},{}],["IBIT261002P00025000",0.01,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.06641189444064187,[9.676934789745667e-08,1.1235184831964775e-07,1.5639957362287128e-06,1.7689131668181578e-06,2.1103901644849875e-11,2.6543088929502617e-11],-0.0519999999788961,{"ap":0.05,"as":35,"ax":"Q","bp":0.01,"bs":107,"bx":"D","c":" ","t":"2026-09-04T19:59:59.895090526Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000