Notes

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","pricing_iv":0.09309566665874928,"feed_iv":0.0996,"physical":"low","sigma":0.07731844041371876,"ivscale":0.8,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.017865356859648858,"initial_quote_bid":0.05,"initial_valid":false,"entry":0.06,"stop":0.02,"target":0.31,"p":0,"W":null,"L":4.413464314035113,"mean":-4.413464314035113,"capped_mean":-4.413464314035113,"p05":-4.413464314035114,"p95":-4.413464314035114,"stop_rate":0,"target_rate":0,"time_rate":0,"initial_stop_rate":1,"quarterkelly":0,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?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 [["IBIT260916P00033000",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[7.840182089301053e-07,8.502786294078534e-07,8.235769822019245e-06,8.80562644863667e-06,7.550438165349339e-10,8.54286039424341e-10],-0.021999999244956187,{"ap":0.02,"as":34,"ax":"D","bp":0.01,"bs":23,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.90008735Z"},{}],["IBIT260918C00065000",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[6.337723320804621e-07,5.765539121159057e-07,7.428056808073916e-06,6.867921134420146e-06,4.3959251157221324e-10,3.8102460355303093e-10],-0.021999999618975398,{"ap":0.02,"as":13,"ax":"Q","bp":0.01,"bs":69,"bx":"D","c":" ","t":"2026-09-04T19:59:59.900798434Z"},{}],["IBIT260916P00031000",0.01,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[4.173091601783461e-09,4.587308311448582e-09,1.1274333156751446e-07,1.2190696203421434e-07,1.9121776448399673e-13,2.2120019651950994e-13],-0.05199999999980879,{"ap":0.05,"as":76,"ax":"Q","bp":0.01,"bs":65,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.900102348Z"},{}]] 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":"TLT260914P00081000","pricing_iv":0.09309566665874928,"feed_iv":0.0996,"physical":"low","sigma":0.07731844041371876,"ivscale":1,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.050000000000001495,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.31,"p":0.16466666666666666,"W":16.53933477562766,"L":4.56502815668348,"mean":-1.0898430604962468,"capped_mean":-1.3614003054550183,"p05":-5.844135896827849,"p95":25.748356778858632,"stop_rate":0.7949666666666667,"target_rate":0.0726,"time_rate":0.13243333333333332,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?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 [["IBIT261009P00025000",0.02,0.07,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.08557684995056658,[2.771515829630744e-06,3.2271697487066526e-06,2.563531994221957e-05,2.9056300189807993e-05,3.799328649890562e-09,4.795635826476755e-09],-0.07199999620067137,{"ap":0.07,"as":19,"ax":"Q","bp":0.02,"bs":20,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.893158145Z"},{}],["IBIT261002P00033000",0.06,0.07,0.6379,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.06641189444064187,[0.004497436407855488,0.004913795099356451,0.011686764545902483,0.012588409025381199,0.0003115645336899407,0.00035575520739685595],-0.07168843546631007,{"ap":0.07,"as":46,"ax":"P","bp":0.06,"bs":54,"bx":"D","c":" ","t":"2026-09-04T19:59:58.677081037Z"},{"delta":-0.0224,"gamma":0.0072,"rho":-0.0007,"theta":-0.0081,"vega":0.0062}],["IBIT260918C00070000",0.01,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[2.16551685916705e-09,1.937551408983823e-09,7.438572564216924e-08,6.787645721882666e-08,4.534799801460995e-14,3.8249913247052944e-14],-0.041999999999961755,{"ap":0.04,"as":124,"ax":"U","bp":0.01,"bs":97,"bx":"W","c":" ","t":"2026-09-04T19:59:59.953885289Z"},{}]] 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":"TLT260914P00081000","pricing_iv":0.09309566665874928,"feed_iv":0.0996,"physical":"calibrated","sigma":0.10153004646655651,"ivscale":0.8,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.017865356859648858,"initial_quote_bid":0.05,"initial_valid":false,"entry":0.06,"stop":0.02,"target":0.31,"p":0,"W":null,"L":4.413464314035113,"mean":-4.413464314035113,"capped_mean":-4.413464314035113,"p05":-4.413464314035114,"p95":-4.413464314035114,"stop_rate":0,"target_rate":0,"time_rate":0,"initial_stop_rate":1,"quarterkelly":0,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?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 [["IBIT260918C00056000",0.03,0.04,0.6242,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[0.00302687965966218,0.00284584341732906,0.007830471331663287,0.007432457121767987,0.00017765273097439005,0.0001621226277013276],-0.041837877372298674,{"ap":0.04,"as":175,"ax":"Q","bp":0.03,"bs":251,"bx":"D","c":" ","t":"2026-09-04T19:59:59.607238374Z"},{"delta":0.021,"gamma":0.0108,"rho":0.0003,"theta":-0.0119,"vega":0.0038}],["IBIT261016P00021000",0.01,0.03,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[4.44837648839247e-08,5.3904854509276004e-08,8.611066718294355e-07,1.0087402951763945e-06,5.356900958859982e-12,7.2146687762151094e-12],-0.0319999999946431,{"ap":0.03,"as":29,"ax":"Q","bp":0.01,"bs":24,"bx":"N","c":" ","t":"2026-09-04T19:59:59.896449667Z"},{}],["IBIT260916P00030000",0.01,0.02,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[1.7692144750706814e-10,1.959466056055354e-10,8.354792042744167e-09,9.091702434336777e-09,1.1512389301700362e-15,1.3482355741890555e-15],-0.021999999999998847,{"ap":0.02,"as":40,"ax":"P","bp":0.01,"bs":104,"bx":"U","c":" ","t":"2026-09-04T19:59:58.677676751Z"},{}]] 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":"TLT260914P00081000","pricing_iv":0.09309566665874928,"feed_iv":0.0996,"physical":"calibrated","sigma":0.10153004646655651,"ivscale":1,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.050000000000001495,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.31,"p":0.1932,"W":24.97202586148993,"L":4.657131809701458,"mean":1.0672214523727177,"capped_mean":0.2588347332723612,"p05":-5.991880762788226,"p95":28.80209481289595,"stop_rate":0.7865333333333333,"target_rate":0.14813333333333334,"time_rate":0.06533333333333333,"initial_stop_rate":0,"quarterkelly":0.010684169741495733,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?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 [["IBIT260914C00052000",0.07,0.08,0.6521,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.009646958561915307,0.009245688874070393,0.020404652061230807,0.01968260310716115,0.0011819912308105678,0.0011109816832653595],-0.08088901831673465,{"ap":0.08,"as":15,"ax":"D","bp":0.07,"bs":71,"bx":"U","c":" ","t":"2026-09-04T19:59:59.634864574Z"},{"delta":0.0492,"gamma":0.027,"rho":0.0004,"theta":-0.0322,"vega":0.0059}],["IBIT260914C00057000",0.04,0.05,0.8952,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[3.48733857971532e-05,3.2781286248422436e-05,0.00018223939227531296,0.00017304103718791057,2.3523128675195242e-07,2.1430105119593318e-07],-0.05199978569894881,{"ap":0.05,"as":206,"ax":"D","bp":0.04,"bs":263,"bx":"D","c":" ","t":"2026-09-04T19:59:59.626825004Z"},{"delta":0.024,"gamma":0.0109,"rho":0.0002,"theta":-0.0245,"vega":0.0033}],["IBIT260911P00034000",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[1.1436255320705818e-12,1.227319381807291e-12,1.3208535859854197e-10,1.3998629546965484e-10,4.09161598972595e-19,4.564130973200039e-19],-0.042,{"ap":0.04,"as":189,"ax":"Q","bp":0.03,"bs":55,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.664645951Z"},{}]] 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":"TLT260914P00081000","pricing_iv":0.09309566665874928,"feed_iv":0.0996,"physical":"base","sigma":0.09664805051714843,"ivscale":0.8,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.017865356859648858,"initial_quote_bid":0.05,"initial_valid":false,"entry":0.06,"stop":0.02,"target":0.31,"p":0,"W":null,"L":4.413464314035113,"mean":-4.413464314035113,"capped_mean":-4.413464314035113,"p05":-4.413464314035114,"p95":-4.413464314035114,"stop_rate":0,"target_rate":0,"time_rate":0,"initial_stop_rate":1,"quarterkelly":0,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?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 [["IBIT260918C00059000",0.05,0.07,0.8115,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[0.00023597636383605272,0.0002193508822997539,0.0009735372691520824,0.0009159286894496837,4.114289273545447e-06,3.6897441670836807e-06],-0.07199631025583292,{"ap":0.07,"as":114,"ax":"C","bp":0.05,"bs":82,"bx":"D","c":"A","t":"2026-09-04T19:59:59.537773953Z"},{"delta":0.0271,"gamma":0.0103,"rho":0.0003,"theta":-0.0191,"vega":0.0047}],["IBIT260914P00039000",0.01,0.06,0.5977,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.005014049418867417,0.005233620468015878,0.011365985828817328,0.011785650880684444,0.0004793271993345371,0.0005107097375232209],-0.06152067280066546,{"ap":0.06,"as":17,"ax":"Q","bp":0.01,"bs":22,"bx":"P","c":" ","t":"2026-09-04T19:59:59.893010496Z"},{"delta":-0.026,"gamma":0.0174,"rho":-0.0002,"theta":-0.0173,"vega":0.0035}],["IBIT261016P00024000",0.03,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[6.3542090009112e-06,7.479541624138709e-06,5.123476919536805e-05,5.858934357539231e-05,1.2863561042804361e-08,1.6486886459585357e-08],-0.05199998713643896,{"ap":0.05,"as":26,"ax":"Q","bp":0.03,"bs":20,"bx":"D","c":" ","t":"2026-09-04T19:59:59.785084203Z"},{}]] 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":"TLT260914P00081000","pricing_iv":0.09309566665874928,"feed_iv":0.0996,"physical":"base","sigma":0.09664805051714843,"ivscale":1,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.050000000000001495,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.31,"p":0.19033333333333333,"W":23.173718399971758,"L":4.648794994993991,"mean":0.6467567211811556,"capped_mean":-0.01619744333603138,"p05":-5.971034753066992,"p95":28.22933056047626,"stop_rate":0.7885,"target_rate":0.13436666666666666,"time_rate":0.07713333333333333,"initial_stop_rate":0,"quarterkelly":0.006977265258193789,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?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 [["IBIT260911P00035000",0.03,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[1.6476319784287333e-10,1.7563840735600387e-10,6.63598846170431e-09,6.997959814802385e-09,1.0423160052969433e-15,1.1509956492928759e-15],-0.04199999999999896,{"ap":0.04,"as":100,"ax":"C","bp":0.03,"bs":67,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.895604117Z"},{}],["IBIT260914P00038000",0.01,0.06,0.6868,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.0011679916253023862,0.0012258661904963977,0.003352818808798364,0.003491137788762654,5.264536973345581e-05,5.661507435527198e-05],-0.06194735463026654,{"ap":0.06,"as":80,"ax":"Q","bp":0.01,"bs":107,"bx":"U","c":" ","t":"2026-09-04T19:59:59.738010163Z"},{"delta":-0.0229,"gamma":0.0137,"rho":-0.0002,"theta":-0.0179,"vega":0.0031}],["IBIT260914P00037500",0.01,0.02,0.6461,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[0.0005094866811303187,0.0005361999403687702,0.0016578223488239315,0.00173019938546604,1.5870835776640118e-05,1.7135741582356566e-05],-0.021984129164223362,{"ap":0.02,"as":95,"ax":"B","bp":0.01,"bs":76,"bx":"B","c":" ","t":"2026-09-04T19:59:59.738962606Z"},{"delta":-0.0114,"gamma":0.008,"rho":-0.0001,"theta":-0.0092,"vega":0.0017}]] 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 [["IBIT260925P00033500",0.06,0.08,0.7342,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[0.0011702807311305444,0.001270966077102184,0.0036567210865834734,0.003917049806077548,4.342033190055827e-05,4.911764297855951e-05],-0.08195657966809944,{"ap":0.08,"as":100,"ax":"C","bp":0.06,"bs":183,"bx":"B","c":"A","t":"2026-09-04T19:59:59.536988887Z"},{"delta":-0.0246,"gamma":0.0081,"rho":-0.0005,"theta":-0.012,"vega":0.0056}],["IBIT260925P00035500",0.04,0.06,0.5772,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[0.008789434403229495,0.009426885034660626,0.01935454139114167,0.020527171900678175,0.0008739466524646408,0.0009696539972673295],-0.06112605334753536,{"ap":0.06,"as":80,"ax":"Q","bp":0.04,"bs":139,"bx":"T","c":" ","t":"2026-09-04T19:59:59.575645651Z"},{"delta":-0.0228,"gamma":0.0096,"rho":-0.0005,"theta":-0.0088,"vega":0.0053}],["IBIT260911P00040000",0.01,0.02,0.6281,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.0010653021152356088,0.0011028036251896224,0.0030188850189696473,0.003107359462520885,5.785923217953234e-05,6.090017181784546e-05],-0.021942140767820466,{"ap":0.02,"as":121,"ax":"Q","bp":0.01,"bs":145,"bx":"D","c":" ","t":"2026-09-04T19:59:59.627022589Z"},{"delta":-0.016,"gamma":0.0156,"rho":-0.0001,"theta":-0.0171,"vega":0.0016}]] 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","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":0.021869264619219016,"initial_quote_bid":0.07,"initial_valid":false,"entry":0.08,"stop":0.03,"target":0.21,"p":0,"W":null,"L":6.0130735380781,"mean":-6.0130735380781,"capped_mean":-6.0130735380781,"p05":-6.013073538078099,"p95":-6.013073538078099,"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 [["IBIT260916P00037000",0.01,0.07,0.6879,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.0012667609815919555,0.0013391945285835638,0.0036484293939536795,0.0038220480924125795,5.648746003875102e-05,6.1412075450076e-05],-0.07194351253996126,{"ap":0.07,"as":89,"ax":"C","bp":0.01,"bs":120,"bx":"C","c":"A","t":"2026-09-04T19:59:59.664847002Z"},{"delta":-0.0226,"gamma":0.0117,"rho":-0.0002,"theta":-0.0153,"vega":0.0036}],["IBIT260916P00032000",0.03,0.05,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[6.637267610273849e-08,7.244243784929865e-08,1.0675304296432365e-06,1.1474914627643578e-06,1.472167756711691e-11,1.683556895486826e-11],-0.05199999998527833,{"ap":0.05,"as":107,"ax":"Q","bp":0.03,"bs":146,"bx":"T","c":"A","t":"2026-09-04T19:59:59.536356094Z"},{}],["IBIT260916C00053000",0.04,0.05,0.5693,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[0.012171095832134006,0.011595075229908157,0.02515085663850846,0.02413495239912397,0.001526103732912002,0.0014218076844384722],-0.05057819231556153,{"ap":0.05,"as":45,"ax":"Q","bp":0.04,"bs":64,"bx":"D","c":" ","t":"2026-09-04T19:59:59.634017232Z"},{"delta":0.0313,"gamma":0.0185,"rho":0.0003,"theta":-0.0169,"vega":0.0047}]] 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","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":0.0719263661121422,"initial_quote_bid":0.07,"initial_valid":true,"entry":0.08,"stop":0.03,"target":0.21,"p":0.2765,"W":7.854482793186228,"L":4.760267638333917,"mean":-1.272289144018597,"capped_mean":-1.461479835008879,"p05":-6.496013794618673,"p95":13.558897678760548,"stop_rate":0.5189,"target_rate":0.10123333333333333,"time_rate":0.3798666666666667,"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 [["IBIT261016P00022000",0.06,0.07,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[2.7746341644615253e-07,3.3271598955640645e-07,3.7152068471596564e-06,4.315937973596464e-06,1.0764570882393777e-10,1.42287023310261e-10],-0.0719999998923543,{"ap":0.07,"as":1,"ax":"Z","bp":0.06,"bs":10,"bx":"W","c":" ","t":"2026-09-04T19:59:58.676588525Z"},{}],["IBIT260925P00032000",0.06,0.07,0.8199,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[0.00018939207594122329,0.00020775766473939535,0.0007872165712479491,0.0008498374869161899,2.9729374010961954e-06,3.4163411383697898e-06],-0.07199702706259892,{"ap":0.07,"as":52,"ax":"Q","bp":0.06,"bs":61,"bx":"P","c":" ","t":"2026-09-04T19:59:59.789886369Z"},{"delta":-0.0208,"gamma":0.0063,"rho":-0.0005,"theta":-0.0116,"vega":0.0049}],["IBIT260911P00040500",0.01,0.02,0.5719,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.002852586484753674,0.0029450438899848957,0.006827769664338098,0.007012547859562152,0.0002411503313826073,0.0002528050235326856],-0.021758849668617394,{"ap":0.02,"as":175,"ax":"Q","bp":0.01,"bs":183,"bx":"B","c":" ","t":"2026-09-04T19:59:59.895630193Z"},{"delta":-0.0175,"gamma":0.0184,"rho":-0.0001,"theta":-0.0167,"vega":0.0018}]] 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","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":0.021869264619219016,"initial_quote_bid":0.07,"initial_valid":false,"entry":0.08,"stop":0.03,"target":0.21,"p":0,"W":null,"L":6.0130735380781,"mean":-6.0130735380781,"capped_mean":-6.0130735380781,"p05":-6.013073538078099,"p95":-6.013073538078099,"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 [["IBIT260916P00035000",0.01,0.06,0.833,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[5.108050374502752e-05,5.464803364044237e-05,0.00025118682474340164,0.00026572700504935503,4.511344547003212e-07,4.997562129035887e-07],-0.0619995488655453,{"ap":0.06,"as":112,"ax":"B","bp":0.01,"bs":146,"bx":"C","c":"A","t":"2026-09-04T19:59:59.664625197Z"},{"delta":-0.0168,"gamma":0.0075,"rho":-0.0002,"theta":-0.0144,"vega":0.0028}],["IBIT260911C00053000",0.01,0.06,0.8944,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[5.478854625491662e-05,5.249143030043979e-05,0.0002489318593180957,0.00024015725395122432,5.531538262096434e-07,5.185622819786383e-07],-0.061999481437718024,{"ap":0.06,"as":89,"ax":"Q","bp":0.01,"bs":229,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.54013144Z"},{"delta":0.0259,"gamma":0.0165,"rho":0.0001,"theta":-0.0368,"vega":0.0025}],["IBIT260914C00059000",0.01,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[2.2111769466409097e-06,2.0622580908449123e-06,1.9828114692006564e-05,1.871541211453082e-05,3.2734724347151927e-09,2.94505925856952e-09],-0.041999997054940744,{"ap":0.04,"as":95,"ax":"Q","bp":0.01,"bs":129,"bx":"T","c":" ","t":"2026-09-04T19:59:59.606837574Z"},{}]] 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","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":0.0719263661121422,"initial_quote_bid":0.07,"initial_valid":true,"entry":0.08,"stop":0.03,"target":0.21,"p":0.3249,"W":12.05565720185355,"L":5.275177660334623,"mean":0.35561058639031506,"capped_mean":-0.30954645984879287,"p05":-6.869769550125085,"p95":16.518543718972957,"stop_rate":0.579,"target_rate":0.22183333333333333,"time_rate":0.19916666666666666,"initial_stop_rate":0,"quarterkelly":0.007374350905059737,"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 [["IBIT260918C00060000",0.01,0.06,0.788,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[9.98105642286006e-05,9.246449461312607e-05,0.00045857742143047114,0.0004301202900504313,1.0011134019427723e-06,8.9231481224655e-07],-0.06199910768518775,{"ap":0.06,"as":88,"ax":"U","bp":0.01,"bs":99,"bx":"D","c":" ","t":"2026-09-04T19:59:59.898929073Z"},{"delta":0.0172,"gamma":0.0072,"rho":0.0002,"theta":-0.0126,"vega":0.0032}],["IBIT260914P00032000",0.01,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[6.114810619832256e-10,6.666245955297963e-10,2.1028004617737806e-08,2.2589461251890627e-08,8.279417213228818e-15,9.456482601971265e-15],-0.041999999999991725,{"ap":0.04,"as":53,"ax":"Q","bp":0.01,"bs":75,"bx":"U","c":" ","t":"2026-09-04T19:59:59.90015193Z"},{}],["IBIT260916C00059000",0.04,0.06,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[4.084084669821245e-05,3.803620578867201e-05,0.0002134992111757792,0.00020115310117726744,2.755665644893174e-07,2.4757068155854747e-07],-0.06199975242931844,{"ap":0.06,"as":118,"ax":"Q","bp":0.04,"bs":187,"bx":"B","c":" ","t":"2026-09-04T19:59:59.968255149Z"},{}]] 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","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":0.021869264619219016,"initial_quote_bid":0.07,"initial_valid":false,"entry":0.08,"stop":0.03,"target":0.21,"p":0,"W":null,"L":6.0130735380781,"mean":-6.0130735380781,"capped_mean":-6.0130735380781,"p05":-6.013073538078099,"p95":-6.013073538078099,"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; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-02-03 05:00:00+00:00","2026-03-04 05:00:00+00:00","44.49945499999999","40.6593","0.4997501249374636","0.4566233508898608","-0.08725352653195388","-87.20992157116831","Closed"],["2026-06-03 04:00:00+00:00","2026-07-02 04:00:00+00:00","37.82778999999999","34.87508999999999","0.4561669557365349","0.4205602187264472","-0.07901734254102603","-72.09020119466368","Closed"],["2026-07-14 04:00:00+00:00","2026-08-11 04:00:00+00:00","36.226189999999995","36.28368","0.42013986868266784","0.42080661947962666","0.0005861799156909467","0.492555105605711","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","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":0.0719263661121422,"initial_quote_bid":0.07,"initial_valid":true,"entry":0.08,"stop":0.03,"target":0.21,"p":0.3145,"W":10.744200640658345,"L":5.132942230393274,"mean":-0.13958079744753943,"capped_mean":-0.6164093247387146,"p05":-6.769742536800625,"p95":15.224539952608914,"stop_rate":0.5624333333333333,"target_rate":0.18653333333333333,"time_rate":0.25103333333333333,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-02-03 05:00:00+00:00","2026-02-18 05:00:00+00:00","44.49945499999999","37.962","0.4997501249374636","0.4263313841232116","-0.14783744491926887","-147.76356313770003","Closed"],["2026-02-20 05:00:00+00:00","2026-03-06 05:00:00+00:00","38.027989999999996","39.07089","0.42590526579817833","0.437585520308179","0.02641082423762099","22.49701823374971","Closed"],["2026-06-03 04:00:00+00:00","2026-06-17 04:00:00+00:00","37.82778999999999","36.70326","0.43714815347118474","0.42415278120600325","-0.03071275178909438","-26.85204546524929","Closed"],["2026-06-22 04:00:00+00:00","2026-07-07 04:00:00+00:00","36.811775","35.67429","0.42372884039514247","0.4106356059609236","-0.03188458129226293","-27.020833314914288","Closed"],["2026-07-14 04:00:00+00:00","2026-07-28 04:00:00+00:00","36.226189999999995","35.774190000000004","0.4102251755700763","0.4051067300654636","-0.01347092228026155","-11.052222915024496","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000