TLT 06UTC simulation low IVscale0.8 = -3.204979958827775
Options mispricing2026-09-08 06:11
Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","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":0.025524673171005825,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.05333333333333334,"W":19.39406195024192,"L":4.478165418493673,"mean":-3.204979958827775,"capped_mean":-3.313088581480218,"p05":-5.381034086938321,"p95":1.192037815811966,"stop_rate":0.9367,"target_rate":0.027,"time_rate":0.0363,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":6.2}
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative
IBIT 06UTC hold5 test realized trade audit part 1/1 = 7
Options mispricing2026-09-08 06:11
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","2026-02-10 05:00:00+00:00","44.49945499999999","39.185775","0.4997501249374636","0.4400749616377098","-0.1203502967620612","-120.2901516862181","Closed"],["2026-02-12 05:00:00+00:00","2026-02-20 05:00:00+00:00","38.55852","37.95201","0.4396351066035322","0.4327198233275158","-0.01672173270654568","-14.702921482077867","Closed"],["2026-02-24 05:00:00+00:00","2026-03-03 05:00:00+00:00","35.75572","37.99197","0.4322873197559147","0.45932362384394376","0.061511169541544966","53.180997232339564","Closed"],["2026-06-03 04:00:00+00:00","2026-06-10 04:00:00+00:00","37.82778999999999","34.79517","0.4588645297670837","0.42207777192951634","-0.08112901863947101","-74.45445797694053","Closed"],["2026-06-22 04:00:00+00:00","2026-06-29 04:00:00+00:00","36.811775","33.861105","0.42165590509091544","0.38785782201908486","-0.0811155245841851","-68.40567987095265","Closed"],["2026-07-01 04:00:00+00:00","2026-07-09 04:00:00+00:00","33.31328","35.45451","0.38747015802903206","0.4123750225898775","0.06324343039772727","49.009883941014586","Closed"],["2026-07-14 04:00:00+00:00","2026-07-21 04:00:00+00:00","36.226189999999995","37.57239","0.4119628536517439","0.4272717888057433","0.03614237958780664","29.778635665515647","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
TLT 06UTC simulation low IVscale1 = -0.21530018669967577
Options mispricing2026-09-08 06:11
Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","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":0.0640303789042499,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.2093,"W":15.978764110486306,"L":4.501904028107322,"mean":-0.21530018669967577,"capped_mean":-0.4972419324296941,"p05":-5.795733255557136,"p95":27.879868555938373,"stop_rate":0.7306666666666667,"target_rate":0.0776,"time_rate":0.19173333333333334,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":6.2}
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative
IBIT 06UTC hold20 train realized trade audit part 2/2 = 1
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-11-14 05:00:00+00:00","2025-12-15 05:00:00+00:00","54.14409","50.66928","0.5330605067927081","0.4988502360206727","-0.06514499892786076","-69.45245228699926","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
TLT 06UTC simulation calibrated IVscale0.8 = -2.419529729255152
Options mispricing2026-09-08 06:11
Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","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":0.025524673171005825,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.0642,"W":28.38896805561632,"L":4.533128316334388,"mean":-2.419529729255152,"capped_mean":-2.7480442684088024,"p05":-5.287215456501452,"p95":26.96794790536538,"stop_rate":0.9314666666666667,"target_rate":0.0523,"time_rate":0.016233333333333332,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":6.2}
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative
IBIT 06UTC hold20 train realized trade audit part 1/2 = 7
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-04-18 04:00:00+00:00","2024-05-16 04:00:00+00:00","35.615579999999994","37.597364999999996","0.4997501249374636","0.5275581039554029","0.05461594413175379","54.58864980685037","Closed"],["2024-07-08 04:00:00+00:00","2024-08-05 04:00:00+00:00","32.6326","28.32165","0.5270308094986831","0.4574070753123617","-0.13303957162469426","-140.23190625743936","Closed"],["2024-08-07 04:00:00+00:00","2024-09-05 04:00:00+00:00","32.682649999999995","32.19777","0.4569498968262451","0.4501705852963787","-0.01582858825707206","-14.465743541949879","Closed"],["2025-03-11 04:00:00+00:00","2025-04-08 04:00:00+00:00","46.34629999999999","45.49446","0.44972063968384646","0.4414548227857042","-0.019370702299859727","-17.422809258838175","Closed"],["2025-04-10 04:00:00+00:00","2025-05-09 04:00:00+00:00","46.45640999999999","58.50144","0.4410135885799491","0.555357807275655","0.25814631554612205","227.69206599541167","Closed"],["2025-08-26 04:00:00+00:00","2025-09-24 04:00:00+00:00","62.47240999999998","64.1358","0.554802727008564","0.569574900966244","0.0256126807818045","28.41997028748733","Closed"],["2025-10-15 04:00:00+00:00","2025-11-12 05:00:00+00:00","63.35328999999999","59.41053","0.5690056107102919","0.5335938339631435","-0.0632033775988585","-71.9261529391977","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
TLT 06UTC simulation calibrated IVscale1 = 2.3327529557006406
Options mispricing2026-09-08 06:11
Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","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":0.0640303789042499,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.23833333333333334,"W":24.665542989287125,"L":4.655406726581345,"mean":2.3327529557006406,"capped_mean":1.4518946105631672,"p05":-5.993562190270495,"p95":31.32750318581623,"stop_rate":0.7322666666666666,"target_rate":0.16506666666666667,"time_rate":0.10266666666666667,"initial_stop_rate":0,"quarterkelly":0.023643843526106594,"fullpremiumfees":6.2}
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative
IBIT 06UTC hold10 train realized trade audit part 2/2 = 5
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-09-22 04:00:00+00:00","2025-10-06 04:00:00+00:00","64.23917499999999","70.93899","0.524858855535058","0.579598930157753","0.10324270069626547","108.37569145959175","Closed"],["2025-10-15 04:00:00+00:00","2025-10-29 04:00:00+00:00","63.35329","64.420515","0.5790196208822636","0.5887735612836871","0.01583719010488629","18.340087620742224","Closed"],["2025-10-31 04:00:00+00:00","2025-11-14 05:00:00+00:00","62.412349999999996","54.03591","0.5881850819619103","0.5092440222527229","-0.1351441522390999","-158.97954852289732","Closed"],["2025-11-18 05:00:00+00:00","2025-12-03 05:00:00+00:00","52.07702499999999","52.49745","0.5087350327252125","0.5128421207574999","0.0070691012495435615","7.192598911049072","Closed"],["2025-12-08 05:00:00+00:00","2025-12-22 05:00:00+00:00","51.886835","50.95899","0.5123295349296768","0.5031680126025225","-0.018873147928564104","-19.338542201799704","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
TLT 06UTC simulation base IVscale0.8 = -2.5874318064115864
Options mispricing2026-09-08 06:11
Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","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":0.025524673171005825,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.062033333333333336,"W":26.71414188681452,"L":4.525319742837678,"mean":-2.5874318064115864,"capped_mean":-2.872537479679385,"p05":-5.299348638708625,"p95":12.09088017348324,"stop_rate":0.9333,"target_rate":0.046933333333333334,"time_rate":0.019766666666666665,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":6.2}
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative
IBIT 06UTC hold10 train realized trade audit part 1/2 = 7
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-04-18 04:00:00+00:00","2024-05-02 04:00:00+00:00","35.615579999999994","33.41655","0.4997501249374636","0.4688938110085885","-0.0627126124297285","-62.68127179383159","Closed"],["2024-07-08 04:00:00+00:00","2024-07-22 04:00:00+00:00","32.6326","38.521440000000005","0.468425151527299","0.5529565946032677","0.1793685755961834","168.04150440576373","Closed"],["2024-08-02 04:00:00+00:00","2024-08-16 04:00:00+00:00","36.96693","33.32664","0.5524039143488153","0.4980063637443795","-0.09942499377146007","-109.84551148691754","Closed"],["2024-08-20 04:00:00+00:00","2024-09-04 04:00:00+00:00","34.55452","32.0679","0.49750860625931637","0.46170678205528826","-0.07292623975097877","-72.56286379649335","Closed"],["2025-03-11 04:00:00+00:00","2025-03-25 04:00:00+00:00","46.34629999999999","49.81014","0.46124530601116476","0.4957179595083849","0.07370085163216925","67.98834372874002","Closed"],["2025-03-31 04:00:00+00:00","2025-04-14 04:00:00+00:00","46.92688","48.24171","0.49522248928394674","0.5090979778224397","0.027004686972583732","26.746656609795632","Closed"],["2025-08-26 04:00:00+00:00","2025-09-10 04:00:00+00:00","62.47240999999999","64.5354","0.5085891342663444","0.525383976951354","0.032005906207236305","32.55571225869952","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
TLT 06UTC simulation base IVscale1 = 1.8762708889096549
Options mispricing2026-09-08 06:11
Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","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":0.0640303789042499,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.2358,"W":22.960801580038435,"L":4.629529080951855,"mean":1.8762708889096549,"capped_mean":1.1494169802732925,"p05":-5.952584903989606,"p95":30.56639780679669,"stop_rate":0.7287333333333333,"target_rate":0.14966666666666667,"time_rate":0.1216,"initial_stop_rate":0,"quarterkelly":0.020429065622657103,"fullpremiumfees":6.2}
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative
IBIT 06UTC hold5 train realized trade audit part 3/3 = 4
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-11-11 05:00:00+00:00","2025-11-18 05:00:00+00:00","59.389329999999994","51.972975","0.40625119399624054","0.35551980716553655","-0.12581445442304184","-102.22454466271034","Closed"],["2025-11-20 05:00:00+00:00","2025-11-28 05:00:00+00:00","51.91186","52.7472","0.35516446502936105","0.36087959610387355","0.015083460118747661","10.714218087735784","Closed"],["2025-12-08 05:00:00+00:00","2025-12-15 05:00:00+00:00","51.886835","50.66928","0.36051889685734295","0.352059109601855","-0.02445385341965816","-17.63215251753509","Closed"],["2025-12-17 05:00:00+00:00","2025-12-24 05:00:00+00:00","49.81977","49.41054","0.35170722643374575","0.34881822979106825","-0.009210101833067367","-6.478518741762646","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
IBIT 06UTC hold5 train realized trade audit part 2/3 = 7
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-04-02 04:00:00+00:00","2025-04-09 04:00:00+00:00","48.178129999999996","43.53642","0.4742738824038497","0.4285800826924788","-0.09729657990046507","-92.29045338803947","Closed"],["2025-04-11 04:00:00+00:00","2025-04-21 04:00:00+00:00","46.676629999999996","49.58037","0.42815171679274044","0.4547869144520304","0.061178613366046554","52.38745668734373","Closed"],["2025-08-26 04:00:00+00:00","2025-09-03 04:00:00+00:00","62.47240999999999","63.19674","0.4543323548173248","0.45960006506844714","0.010588601032039782","9.62148808221708","Closed"],["2025-09-05 04:00:00+00:00","2025-09-12 04:00:00+00:00","64.18412","65.25468","0.45914069468847174","0.4667989388478061","0.015671175362379462","14.390548684938576","Closed"],["2025-09-22 04:00:00+00:00","2025-09-29 04:00:00+00:00","64.23917499999999","63.656279999999995","0.4663323731917899","0.46210095507859256","-0.01006928758814216","-9.391269554657862","Closed"],["2025-10-15 04:00:00+00:00","2025-10-22 04:00:00+00:00","63.353289999999994","61.35858","0.46163908505843665","0.44710414773550444","-0.032469757056026415","-29.97861787883318","Closed"],["2025-10-31 04:00:00+00:00","2025-11-07 05:00:00+00:00","62.412349999999996","56.82312","0.4466572670280584","0.4066576484175177","-0.09050849287040125","-80.85255213665549","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
IBIT 06UTC hold5 train realized trade audit part 1/3 = 7
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-04-18 04:00:00+00:00","2024-04-25 04:00:00+00:00","35.615579999999994","35.90406","0.4997501249374636","0.5037980139805283","0.0070957760620495155","7.092229947075978","Closed"],["2024-07-08 04:00:00+00:00","2024-07-15 04:00:00+00:00","32.6326","35.75421","0.503294467739579","0.5514392384119662","0.0946114191023703","95.23480763844427","Closed"],["2024-08-02 04:00:00+00:00","2024-08-09 04:00:00+00:00","36.96693","34.375589999999995","0.5508880747552212","0.5122714435220987","-0.07106382001426678","-78.29642198484488","Closed"],["2024-08-16 04:00:00+00:00","2024-08-23 04:00:00+00:00","33.393359999999994","34.770195","0.5117594280862932","0.532859679518591","0.04021018617174209","41.15588375698832","Closed"],["2024-08-29 04:00:00+00:00","2024-09-06 04:00:00+00:00","34.33429999999999","32.252714999999995","0.5323270861356377","0.5000537012817283","-0.061596668855925234","-65.57915049548848","Closed"],["2025-03-11 04:00:00+00:00","2025-03-18 04:00:00+00:00","46.34629999999999","46.778175000000005","0.4995538974823148","0.5042089581770555","0.008313776126681372","8.30635853375873","Closed"],["2025-03-24 04:00:00+00:00","2025-03-31 04:00:00+00:00","49.68964","46.83312","0.5037050011973179","0.4747483935419233","-0.05845849114624278","-58.89166870562912","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
IBIT 06UTC costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":-30.271235864765444,"dd":40.45405779057841,"n":18,"p":0.4444444444444444,"W":3.1594125917757094,"L":5.80941507107237},{"period":"train","hold":10,"ret":0.5832857192442361,"dd":21.45637448712352,"n":12,"p":0.5833333333333334,"W":6.2604144636981145,"L":7.781622922396628},{"period":"train","hold":20,"ret":-0.2798378194675024,"dd":31.79948007519464,"n":8,"p":0.375,"W":11.279164681989345,"L":5.931744774166906},{"period":"test","hold":5,"ret":-14.58836941773194,"dd":23.20986456833157,"n":7,"p":0.42857142857142855,"W":5.36323265090263,"L":7.482914317306574},{"period":"test","hold":10,"ret":-19.019164659913827,"dd":23.36184225424448,"n":5,"p":0.2,"W":2.6410824237620987,"L":5.597642507022194},{"period":"test","hold":20,"ret":-15.880756766022635,"dd":19.71089002836447,"n":3,"p":0.3333333333333333,"W":0.05861799156909467,"L":8.313543453648995}]
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
IBIT 06UTC variance forecast windows part 5/5 = 3
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2026-07-13","test",3,0.153458204,0.072770927,0.169353074,0.220318544,0.274368687,0.054050143],["2026-07-27","test",3,0.107057265,0.056626168,0.118146025,0.165826112,0.21473981,0.048913698],["2026-08-10","test",0,0.07560918,0.290346369,0.092542934,1.494597243,0.994021541,-0.500575702]]
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
IBIT 06UTC variance forecast windows part 4/5 = 14
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-12-10","train",3,0.256651372,0.144941196,0.283234768,0.13613013,0.181683191,0.045553061],["2026-01-02","test",1,0.132223143,0.155494751,0.143496003,0.013881529,0.003312503,-0.010569026],["2026-01-16","test",0,0.131634288,0.351819035,0.161115662,0.689611157,0.402648244,-0.286962913],["2026-02-02","test",3,0.253955544,0.90893856,0.280259712,1.304006431,1.066640154,-0.237366277],["2026-02-17","test",3,0.572029064,0.320206634,0.631278602,0.139996648,0.186015822,0.046019175],["2026-03-03","test",1,0.522237237,0.239711209,0.566761269,0.237695325,0.28345244,0.045757115],["2026-03-17","test",1,0.303383021,0.161661444,0.329248345,0.162354336,0.202309556,0.03995522],["2026-03-31","test",3,0.224380772,0.096256288,0.247621649,0.275316529,0.333610902,0.058294373],["2026-04-15","test",0,0.151782083,0.114186352,0.185775843,0.0369186,0.101354877,0.064436277],["2026-04-29","test",2,0.124337363,0.072794827,0.152091477,0.120815854,0.215462558,0.094646703],["2026-05-13","test",2,0.101590172,0.089967865,0.124266744,0.007090395,0.046967747,0.039877351],["2026-05-28","test",3,0.089587659,0.320185342,0.098866956,1.300306926,1.063422633,-0.236884293],["2026-06-11","test",1,0.200736842,0.173780381,0.217850929,0.009914921,0.023721883,0.013806962],["2026-06-26","test",3,0.215672993,0.125537237,0.238011937,0.123233041,0.167159334,0.043926293]]
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
IBIT 06UTC variance forecast windows part 3/5 = 14
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-05-21","train",0,0.12503118,0.089321927,0.153033694,0.050713362,0.122086024,0.071372662],["2025-06-05","train",2,0.11691263,0.143672206,0.143009424,0.022777792,1.0706e-05,-0.022767085],["2025-06-20","train",2,0.124105737,0.089148876,0.151808148,0.049156199,0.119556781,0.070400582],["2025-07-07","train",0,0.115292809,0.118676851,0.141114276,0.000422514,0.014163961,0.013741448],["2025-07-21","train",2,0.108502648,0.060728352,0.132722197,0.140058562,0.239407407,0.099348845],["2025-08-04","train",2,0.089982007,0.098525918,0.110067449,0.004241415,0.005914998,0.001673583],["2025-08-18","train",2,0.087850932,0.18737985,0.107460683,0.375433146,0.187693312,-0.187739835],["2025-09-02","train",1,0.139858006,0.057638779,0.151781786,0.298555639,0.347995956,0.049440317],["2025-09-16","train",0,0.111210458,0.136660182,0.136117624,0.022769906,7.923e-06,-0.022761983],["2025-09-30","train",1,0.109298526,0.152681672,0.118616917,0.062651162,0.034726876,-0.027924286],["2025-10-14","train",3,0.140386361,0.158153619,0.154927278,0.007391226,0.000213874,-0.007177353],["2025-10-28","train",1,0.151015731,0.281695655,0.163890779,0.241896568,0.177174098,-0.06472247],["2025-11-11","train",1,0.212781779,0.251606466,0.230922773,0.014863366,0.003786856,-0.01107651],["2025-11-25","train",3,0.248568593,0.285491296,0.274314793,0.010048598,0.000808133,-0.009240465]]
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
IBIT 06UTC variance forecast windows part 2/5 = 14
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-10-28","train",0,0.183924371,0.738912415,0.225116854,1.626824886,1.093790708,-0.533034178],["2024-11-11","train",0,0.466709406,0.200096659,0.571235626,0.275645553,0.399288666,0.123643113],["2024-11-25","train",0,0.418533629,0.273443503,0.512270198,0.078999207,0.161544832,0.082545625],["2024-12-10","train",0,0.277288001,0.384596912,0.339390599,0.059855303,0.008154333,-0.051700971],["2024-12-24","train",2,0.343199925,0.233859809,0.41980771,0.065001169,0.142139055,0.077137886],["2025-01-10","train",2,0.307195139,0.151998515,0.375766072,0.198407089,0.309599081,0.111191992],["2025-01-27","train",2,0.213583825,0.086012218,0.261259195,0.312249439,0.440245425,0.127995986],["2025-02-10","train",3,0.14141955,0.229982392,0.156067482,0.139970115,0.085894395,-0.054075721],["2025-02-25","train",3,0.183717919,0.424573746,0.202747025,0.473324719,0.354979228,-0.118345491],["2025-03-11","train",3,0.331869415,0.234912617,0.366243734,0.0533745,0.085496059,0.032121559],["2025-03-25","train",1,0.308713489,0.342317843,0.335033269,0.005526841,0.000233004,-0.005293837],["2025-04-08","train",3,0.308229486,0.332250357,0.340155232,0.002887593,0.000274284,-0.002613309],["2025-04-23","train",0,0.325982047,0.0598901,0.398990371,0.878053176,1.046530192,0.168477016],["2025-05-07","train",0,0.197186753,0.126902446,0.241349535,0.084297378,0.168631152,0.084333774]]
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
IBIT 06UTC variance forecast windows part 1/5 = 14
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-04-09","train",0,0.432728942,0.249985104,0.529644753,0.126404641,0.222791543,0.096386902],["2024-04-23","train",0,0.321460428,0.303821017,0.393456071,0.001562953,0.030716014,0.029153061],["2024-05-07","train",1,0.303484131,0.292766424,0.329358075,0.000638676,0.006670524,0.006031848],["2024-05-21","train",0,0.307306755,0.113579834,0.37613248,0.364938058,0.499403078,0.13446502],["2024-06-05","train",0,0.211566461,0.09084568,0.258949784,0.274772411,0.398295453,0.123523043],["2024-06-20","train",3,0.132396012,0.448520219,0.146109306,1.167560744,0.948159308,-0.219401437],["2024-07-05","train",3,0.282477308,0.363541891,0.311735699,0.034681015,0.012447443,-0.022233572],["2024-07-19","train",0,0.373177458,0.166910968,0.456755866,0.251863215,0.372115584,0.120252369],["2024-08-02","train",3,0.26130265,1.060986933,0.288367815,1.6591002,1.376565436,-0.282534764],["2024-08-16","train",3,0.58193364,0.211737376,0.642209073,0.374861118,0.439268822,0.064407704],["2024-08-30","train",3,0.515504534,0.254147592,0.568899383,0.200238411,0.252523991,0.05228558],["2024-09-16","train",1,0.28014457,0.166017353,0.304028669,0.115826611,0.1510879,0.035261289],["2024-09-30","train",0,0.230261786,0.222132945,0.281832193,0.000638202,0.026210269,0.025572067],["2024-10-14","train",0,0.22147017,0.120447407,0.27107157,0.152928567,0.255507708,0.102579141]]
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
IBIT 06UTC bar audit and current indicators part 1/1 = 1
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; [{"s":"IBIT","date":"2026-09-04 04:00:00+00:00","S":45.23,"sigma":0.45594548449791,"rv20":0.47183834280184284,"rv60":0.38440096989714573,"atr":1.6296285714285712,"group":0,"bars":665,"neg":false,"below":false,"calibrated_sigma":0.5044257921390024,"sha256":"4dab88b799cd1b87f27c7557a9d693684c0810aae712d18b91c5d6c6615eb237","bars_truncated":false,"chain_truncated":false,"first":"2024-01-11T05:00:00Z","last":"2026-09-04T04:00:00Z"}]
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
FXI 06UTC chain census part 1/1 = 1
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; [{"s":"FXI","contracts":484,"valid":484,"affordable_positive_bid":8}]
https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
FXI 06UTC American-priced affordable legs part 3/3 = 2
Options mispricing2026-09-08 06:11
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 [["FXI260918P00034500",0.03,0.06,0.1819,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.028081983420792454,[0.019900297679619202,0.022566332843138106,0.03143281784168446,0.03500101494606845,0.005777917305527585,0.006918557691755086],-0.05622208269447242,{"ap":0.06,"as":245,"ax":"Z","bp":0.03,"bs":100,"bx":"A","c":"A","t":"2026-09-04T19:59:55.062780898Z"},{"delta":-0.0889,"gamma":0.149,"rho":-0.0009,"theta":-0.0084,"vega":0.0096}],["FXI260930C00040000",0.03,0.07,0.2625,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.06093619286637767,[0.0007809606594880326,0.000587339225740695,0.00216270529352445,0.001701478656747524,3.926245888268136e-05,2.5704528702094508e-05],-0.07197429547129791,{"ap":0.07,"as":58,"ax":"B","bp":0.03,"bs":74,"bx":"W","c":"A","t":"2026-09-04T19:59:55.645831855Z"},{"delta":0.0526,"gamma":0.0464,"rho":0.0011,"theta":-0.0058,"vega":0.0095}]]
https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
FXI 06UTC American-priced affordable legs part 2/3 = 3
Options mispricing2026-09-08 06:11
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 [["FXI260930P00025000",0.03,0.08,0.7618,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.06093619286637767,[4.034796303324899e-27,9.144559744351628e-27,4.39796656049904e-22,8.610584544519082e-22,2.642129915050223e-46,9.456535039004343e-46],-0.082,{"ap":0.08,"as":1269,"ax":"E","bp":0.03,"bs":6,"bx":"N","c":"A","t":"2026-09-04T19:59:55.409371195Z"},{"delta":-0.0208,"gamma":0.0075,"rho":-0.0005,"theta":-0.0076,"vega":0.0044}],["FXI260918P00034000",0.01,0.06,0.2172,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.028081983420792454,[0.004343140159348716,0.005059495076441973,0.00857354115996074,0.009759257009346748,0.0006169253221545809,0.0007715667799049474],-0.06138307467784542,{"ap":0.06,"as":417,"ax":"U","bp":0.01,"bs":36,"bx":"U","c":"A","t":"2026-09-04T19:59:48.735650311Z"},{"delta":-0.0618,"gamma":0.0945,"rho":-0.0006,"theta":-0.0077,"vega":0.0072}],["FXI260918C00038000",0.05,0.07,0.2496,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.028081983420792454,[0.003908747572245342,0.0033235973830937496,0.007837471518188944,0.006827325683223185,0.0005188070775658119,0.0004091311620589734],-0.07159086883794104,{"ap":0.07,"as":1,"ax":"A","bp":0.05,"bs":1219,"bx":"A","c":"O","t":"2026-09-04T19:59:55.148258426Z"},{"delta":0.089,"gamma":0.1086,"rho":0.0009,"theta":-0.0122,"vega":0.0096}]]
https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
FXI 06UTC American-priced affordable legs part 1/3 = 3
Options mispricing2026-09-08 06:11
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 [["FXI260918P00033000",0.01,0.04,0.2881,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.028081983420792454,[7.257024568928422e-05,8.97282270894025e-05,0.00027651835304312204,0.0003301146912818468,1.465934166274479e-06,2.0149562610767812e-06],-0.04199853406583373,{"ap":0.04,"as":21,"ax":"W","bp":0.01,"bs":15,"bx":"C","c":"A","t":"2026-09-04T19:59:58.644511841Z"},{"delta":-0.0361,"gamma":0.0463,"rho":-0.0004,"theta":-0.0067,"vega":0.0047}],["FXI261002C00040000",0.03,0.08,0.2558,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.06641189444064187,[0.0012428110937289713,0.0009313046696573612,0.0032370547709683535,0.0025374560889107225,7.872251802790908e-05,5.136388629054568e-05],-0.08194863611370946,{"ap":0.08,"as":25,"ax":"P","bp":0.03,"bs":78,"bx":"W","c":"A","t":"2026-09-04T19:59:45.08492817Z"},{"delta":0.0562,"gamma":0.0481,"rho":0.0013,"theta":-0.0058,"vega":0.0104}],["FXI260930P00030000",0.01,0.03,0.3562,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.06093619286637767,[7.464332134292277e-08,1.1422112196313193e-07,9.972364484962684e-07,1.4176141365509469e-06,2.7011024257338627e-11,5.191104928113689e-11],-0.031999999972988975,{"ap":0.03,"as":1441,"ax":"A","bp":0.01,"bs":3,"bx":"U","c":"A","t":"2026-09-04T19:59:45.6773066Z"},{"delta":-0.0172,"gamma":0.0136,"rho":-0.0004,"theta":-0.003,"vega":0.0037}]]
https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000