Runway

Notes

3327 observations, newest first
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00291000","strike":291,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":39,"ax":"T","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469654793Z"},"iv":0.7314,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0237,"vega":0.0072},"fair":7.48581873430771e-20,"low_session_fair":1.3491200282247342e-33,"high_fair":5.840824810154026e-14,"q6_fair":1.2925368753034458e-19,"net":-10.700000000000001,"robust_net":-10.700000000000001,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.9828964957772126e-7,"posthoc_calibration_upper_net":-10.699980171035042},{"symbol":"GLD","occ":"GLD260918C00615000","strike":615,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":100,"ax":"Z","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.466832523Z"},"iv":null,"greeks":null,"fair":1.2870885251677383e-29,"low_session_fair":3.175134543855163e-52,"high_fair":2.0149223814224778e-20,"q6_fair":6.579362986532046e-30,"net":-11.7,"robust_net":-11.7,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.5481198440779416e-10,"posthoc_calibration_upper_net":-11.6999999845188}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00655000","strike":655,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":316,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.465132334Z"},"iv":null,"greeks":null,"fair":4.892410142806572e-40,"low_session_fair":5.760013739110204e-75,"high_fair":3.550455346582478e-27,"q6_fair":2.2662706980904743e-40,"net":-6.2,"robust_net":-6.2,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":9.437031662785225e-14,"posthoc_calibration_upper_net":-6.199999999990563},{"symbol":"GLD","occ":"GLD260918P00334000","strike":334,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":95,"ax":"E","bp":0.05,"bs":164,"bx":"N","c":"A","t":"2026-09-04T19:59:59.470269412Z"},"iv":0.4623,"greeks":{"delta":-0.006,"gamma":0.0005,"rho":-0.0008,"theta":-0.0251,"vega":0.0121},"fair":1.5538624627052181e-7,"low_session_fair":4.646140964467259e-12,"high_fair":0.00002009719935639191,"q6_fair":2.171572693699457e-7,"net":-9.699984461375372,"robust_net":-9.699999999535384,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.005484398361195391,"posthoc_calibration_upper_net":-9.15156016388046}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00780000","strike":780,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.468871305Z"},"iv":null,"greeks":null,"fair":2.0173778883685674e-88,"low_session_fair":0,"high_fair":8.837782754568826e-54,"q6_fair":7.094068473893171e-89,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.5420897114278815e-25,"posthoc_calibration_upper_net":-12.2},{"symbol":"GLD","occ":"GLD260918P00285000","strike":285,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":36,"ax":"T","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469637815Z"},"iv":null,"greeks":null,"fair":2.330636676803576e-22,"low_session_fair":4.376880275886137e-38,"high_fair":1.2250728280611687e-15,"q6_fair":4.161414081214542e-22,"net":-9.200000000000001,"robust_net":-9.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.831777207207352e-8,"posthoc_calibration_upper_net":-9.199997168222794}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00289000","strike":289,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":107,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469494518Z"},"iv":0.7213,"greeks":{"delta":-0.0025,"gamma":0.0002,"rho":-0.0003,"theta":-0.0182,"vega":0.0056},"fair":1.045053970261411e-20,"low_session_fair":4.835387692354802e-35,"high_fair":1.556745387439162e-14,"q6_fair":1.8271935736791177e-20,"net":-6.200000000000001,"robust_net":-6.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.0300136004601199e-7,"posthoc_calibration_upper_net":-6.1999896998639965},{"symbol":"GLD","occ":"GLD260918C00635000","strike":635,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":107,"ax":"Z","bp":0.01,"bs":6,"bx":"X","c":" ","t":"2026-09-04T19:59:59.902951667Z"},"iv":null,"greeks":null,"fair":1.281900764424606e-34,"low_session_fair":1.9475597507435372e-62,"high_fair":1.0320319378339675e-23,"q6_fair":6.235679349756002e-35,"net":-5.7,"robust_net":-5.7,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.0570725304211285e-12,"posthoc_calibration_upper_net":-5.699999999594293}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00580000","strike":580,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":7,"ax":"D","bp":0.03,"bs":1,"bx":"A","c":" ","t":"2026-09-04T19:59:50.514024441Z"},"iv":0.7171,"greeks":{"delta":0.0027,"gamma":0.0002,"rho":0.0003,"theta":-0.0194,"vega":0.0059},"fair":8.711512214541087e-22,"low_session_fair":3.183042641965133e-37,"high_fair":3.691858477667218e-15,"q6_fair":4.874207337814404e-22,"net":-6.200000000000001,"robust_net":-6.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":5.9317911410743253e-8,"posthoc_calibration_upper_net":-6.19999406820886},{"symbol":"GLD","occ":"GLD260918P00235000","strike":235,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":99,"ax":"I","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:59.764551157Z"},"iv":null,"greeks":null,"fair":5.309478243768331e-56,"low_session_fair":0,"high_fair":3.681148216746342e-37,"q6_fair":1.2852538840308166e-55,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-3.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.0284918988159838e-18,"posthoc_calibration_upper_net":-4.7}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00294000","strike":294,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":77,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.46954869Z"},"iv":0.6791,"greeks":{"delta":-0.0024,"gamma":0.0002,"rho":-0.0003,"theta":-0.0161,"vega":0.0053},"fair":9.936892502110476e-19,"low_session_fair":1.6236596205911763e-31,"high_fair":3.5454392945815576e-13,"q6_fair":1.690685900364761e-18,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.965251518953563e-7,"posthoc_calibration_upper_net":-4.69995034748481},{"symbol":"GLD","occ":"GLD260918C00600000","strike":600,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":2,"ax":"Q","bp":0.03,"bs":5,"bx":"N","c":"B","t":"2026-09-04T19:59:05.31250979Z"},"iv":null,"greeks":null,"fair":4.1904654584224954e-26,"low_session_fair":1.7237407350834684e-45,"high_fair":3.7707836108164455e-18,"q6_fair":2.2280252478193807e-26,"net":-7.7,"robust_net":-7.7,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.0524759712856103e-9,"posthoc_calibration_upper_net":-7.699999794752402}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00325000","strike":325,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":88,"ax":"E","bp":0.03,"bs":177,"bx":"N","c":"A","t":"2026-09-04T19:59:59.46820024Z"},"iv":0.4984,"greeks":{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0189,"vega":0.0084},"fair":1.8958589744701463e-9,"low_session_fair":2.677096558402508e-15,"high_fair":8.852235882158499e-7,"q6_fair":2.7604429781399984e-9,"net":-7.699999810414101,"robust_net":-7.699999999999732,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.0010337578559724634,"posthoc_calibration_upper_net":-7.596624214402753},{"symbol":"GLD","occ":"GLD260918C00870000","strike":870,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":14,"ax":"X","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T13:30:04.43581478Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":1.5513655056550906e-80,"q6_fair":0,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-3.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":3.943023947595488e-34,"posthoc_calibration_upper_net":-4.7}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00313000","strike":313,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":47,"ax":"A","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469679106Z"},"iv":0.5912,"greeks":{"delta":-0.0045,"gamma":0.0003,"rho":-0.0006,"theta":-0.0246,"vega":0.0092},"fair":1.6332882234889254e-12,"low_session_fair":1.610484771547268e-20,"high_fair":6.407071077583635e-9,"q6_fair":2.5179394716163625e-12,"net":-10.19999999983667,"robust_net":-10.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00007783235482478969,"posthoc_calibration_upper_net":-10.19221676451752},{"symbol":"GLD","occ":"GLD260918P00307000","strike":307,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":9,"ax":"B","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.973575725Z"},"iv":0.6182,"greeks":{"delta":-0.0036,"gamma":0.0002,"rho":-0.0005,"theta":-0.0213,"vega":0.0076},"fair":2.8518286344909716e-14,"low_session_fair":1.32313602128262e-23,"high_fair":4.007984157268224e-10,"q6_fair":4.5335767359382547e-14,"net":-7.199999999997147,"robust_net":-7.199999999999999,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.000017992508800988785,"posthoc_calibration_upper_net":-7.198200749119901}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00595000","strike":595,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":272,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.965009572Z"},"iv":0.7433,"greeks":{"delta":0.002,"gamma":0.0001,"rho":0.0002,"theta":-0.0154,"vega":0.0045},"fair":5.330313983047157e-25,"low_session_fair":3.7589649716777206e-43,"high_fair":2.406221342353412e-17,"q6_fair":2.8704859886634404e-25,"net":-7.200000000000001,"robust_net":-7.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.948569871898455e-9,"posthoc_calibration_upper_net":-7.199999505143014},{"symbol":"GLD","occ":"GLD260918C00680000","strike":680,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":49,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.471394454Z"},"iv":null,"greeks":null,"fair":2.11733561578169e-47,"low_session_fair":0,"high_fair":8.091630934644853e-32,"q6_fair":9.234021660168495e-48,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":7.180548923524079e-16,"posthoc_calibration_upper_net":-12.199999999999926}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00565000","strike":565,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":124,"ax":"E","bp":0.01,"bs":1,"bx":"N","c":"A","t":"2026-09-04T19:59:58.958318214Z"},"iv":0.6613,"greeks":{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.0171,"vega":0.0057},"fair":1.0003762544846422e-18,"low_session_fair":1.3667844174567548e-31,"high_fair":4.2553658338327383e-13,"q6_fair":5.83221433497886e-19,"net":-8.7,"robust_net":-8.7,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":6.388239554082724e-7,"posthoc_calibration_upper_net":-8.699936117604459},{"symbol":"GLD","occ":"GLD260918P00283000","strike":283,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469724388Z"},"iv":null,"greeks":null,"fair":3.0017222455287916e-23,"low_session_fair":1.0875697571042145e-39,"high_fair":2.85935606253733e-16,"q6_fair":5.413225937108066e-23,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.394016779244773e-8,"posthoc_calibration_upper_net":-4.699998605983222}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00210000","strike":210,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.02,"as":99,"ax":"I","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.464837803Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":1.9938961790975532e-56,"q6_fair":0,"net":-3.2,"robust_net":-3.2,"instant_1_5ATR_target_bid":0,"target_net":-2.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.3666179421218248e-26,"posthoc_calibration_upper_net":-3.2},{"symbol":"GLD","occ":"GLD260918P00299000","strike":299,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":114,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.502065119Z"},"iv":0.6371,"greeks":{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.014,"vega":0.0049},"fair":6.788016411349436e-17,"low_session_fair":2.8698698845724106e-28,"high_fair":6.309360856278617e-12,"q6_fair":1.1242144152461673e-16,"net":-7.199999999999994,"robust_net":-7.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.000002125664917175029,"posthoc_calibration_upper_net":-7.199787433508282}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00575000","strike":575,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":258,"ax":"E","bp":0.03,"bs":4,"bx":"T","c":"A","t":"2026-09-04T19:59:59.986917768Z"},"iv":0.7094,"greeks":{"delta":0.0031,"gamma":0.0002,"rho":0.0004,"theta":-0.0214,"vega":0.0066},"fair":9.685102289204899e-21,"low_session_fair":3.3625314844412933e-35,"high_fair":1.7520534402772473e-14,"q6_fair":5.493609320252357e-21,"net":-7.7,"robust_net":-7.7,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.31634140895462e-7,"posthoc_calibration_upper_net":-7.699986836585911},{"symbol":"GLD","occ":"GLD260918C00810000","strike":810,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":49,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.471523729Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":8.957015412176916e-62,"q6_fair":0,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-3.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.747264480663925e-28,"posthoc_calibration_upper_net":-4.7}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00620000","strike":620,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":72,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471983515Z"},"iv":null,"greeks":null,"fair":7.286161341114755e-31,"low_session_fair":1.4351833675498853e-54,"high_fair":2.9730459698991933e-21,"q6_fair":3.674934941691407e-31,"net":-10.700000000000001,"robust_net":-10.700000000000001,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":6.373674340483106e-11,"posthoc_calibration_upper_net":-10.699999993626326},{"symbol":"GLD","occ":"GLD260918P00265000","strike":265,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.01,"as":1,"ax":"X","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:58.209301873Z"},"iv":null,"greeks":null,"fair":1.4681328019754434e-32,"low_session_fair":1.1228953432268137e-57,"high_fair":2.0950355322176343e-22,"q6_fair":2.9354557268535884e-32,"net":-1.7,"robust_net":-1.7,"instant_1_5ATR_target_bid":0,"target_net":-1.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.3410934314901953e-11,"posthoc_calibration_upper_net":-1.6999999986589067}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00309000","strike":309,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":25,"ax":"M","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472860756Z"},"iv":0.6115,"greeks":{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.023,"vega":0.0083},"fair":1.156047542242598e-13,"low_session_fair":1.5463405852545818e-22,"high_fair":1.037044599548945e-9,"q6_fair":1.8177510784492656e-13,"net":-8.69999999998844,"robust_net":-8.7,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.000029337625546242356,"posthoc_calibration_upper_net":-8.697066237445375},{"symbol":"GLD","occ":"GLD260918P00324000","strike":324,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":41,"ax":"A","bp":0.01,"bs":40,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468225638Z"},"iv":0.4837,"greeks":{"delta":-0.0029,"gamma":0.0003,"rho":-0.0004,"theta":-0.0135,"vega":0.0062},"fair":1.0636999045189265e-9,"low_session_fair":1.0641369854245657e-15,"high_fair":6.065928314208602e-7,"q6_fair":1.5556448510083827e-9,"net":-7.19999989363001,"robust_net":-7.199999999999894,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.0008413243741517562,"posthoc_calibration_upper_net":-7.115867562584826}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00700000","strike":700,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":110,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.470379903Z"},"iv":null,"greeks":null,"fair":4.8233091604135123e-54,"low_session_fair":0,"high_fair":9.36182162634182e-36,"q6_fair":2.0045398294497379e-54,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.2889822629283226e-17,"posthoc_calibration_upper_net":-12.2},{"symbol":"GLD","occ":"GLD260918P00311000","strike":311,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":27,"ax":"M","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.921094729Z"},"iv":0.5985,"greeks":{"delta":-0.0041,"gamma":0.0003,"rho":-0.0005,"theta":-0.0229,"vega":0.0085},"fair":4.499755105200793e-13,"low_session_fair":1.6517350715603224e-21,"high_fair":2.556310939350404e-9,"q6_fair":7.010136301258667e-13,"net":-8.699999999955002,"robust_net":-8.7,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00004815954730600883,"posthoc_calibration_upper_net":-8.695184045269398}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00317000","strike":317,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":28,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.473316549Z"},"iv":0.548,"greeks":{"delta":-0.0037,"gamma":0.0003,"rho":-0.0005,"theta":-0.0192,"vega":0.0078},"fair":1.9278585663833768e-11,"low_session_fair":1.1486669656796707e-18,"high_fair":3.7523654221926756e-8,"q6_fair":2.9154916060157923e-11,"net":-11.699999998072142,"robust_net":-11.7,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00019172388645411688,"posthoc_calibration_upper_net":-11.680827611354587},{"symbol":"GLD","occ":"GLD260918C00710000","strike":710,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":70,"ax":"E","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.474239789Z"},"iv":null,"greeks":null,"fair":2.4234371541810423e-57,"low_session_fair":0,"high_fair":6.712646609108523e-38,"q6_fair":9.862232104951079e-58,"net":-6.2,"robust_net":-6.2,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.6579616194843472e-18,"posthoc_calibration_upper_net":-6.2}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00318000","strike":318,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":25,"ax":"M","bp":0.05,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471839696Z"},"iv":0.564,"greeks":{"delta":-0.005,"gamma":0.0004,"rho":-0.0006,"theta":-0.026,"vega":0.0102},"fair":3.663854098082199e-11,"low_session_fair":3.128510055829483e-18,"high_fair":5.551081267463553e-8,"q6_fair":5.5165752305493134e-11,"net":-9.699999996336146,"robust_net":-9.7,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00024111610793767577,"posthoc_calibration_upper_net":-9.675888389206232},{"symbol":"GLD","occ":"GLD260918P00293000","strike":293,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":87,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469579323Z"},"iv":0.703,"greeks":{"delta":-0.0029,"gamma":0.0002,"rho":-0.0004,"theta":-0.0199,"vega":0.0063},"fair":4.005781260462787e-19,"low_session_fair":3.3760667135369577e-32,"high_fair":1.9989889307098133e-13,"q6_fair":6.844665253100652e-19,"net":-11.7,"robust_net":-11.7,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":3.659817109937767e-7,"posthoc_calibration_upper_net":-11.699963401828901}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00820000","strike":820,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":51,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.471236869Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":2.1789253627444355e-64,"q6_fair":0,"net":-10.700000000000001,"robust_net":-10.700000000000001,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.9429370736104863e-29,"posthoc_calibration_upper_net":-10.700000000000001},{"symbol":"GLD","occ":"GLD260918P00245000","strike":245,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":1,"ax":"A","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T13:35:10.013562993Z"},"iv":null,"greeks":null,"fair":1.1505102631325817e-46,"low_session_fair":0,"high_fair":1.79563728414236e-31,"q6_fair":2.602300378855891e-46,"net":-6.2,"robust_net":-6.2,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":7.326078063737045e-16,"posthoc_calibration_upper_net":-6.1999999999999265}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00880000","strike":880,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":1000,"ax":"W","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T13:35:10.030272713Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":1.307042554933806e-84,"q6_fair":0,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-3.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":3.3071423581103983e-35,"posthoc_calibration_upper_net":-4.7},{"symbol":"GLD","occ":"GLD260918C00645000","strike":645,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":176,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.470886957Z"},"iv":null,"greeks":null,"fair":2.6099716735848933e-37,"low_session_fair":2.5070690908893895e-68,"high_fair":2.0148339394070372e-25,"q6_fair":1.2369810956902992e-37,"net":-6.2,"robust_net":-6.2,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":6.263830058759543e-13,"posthoc_calibration_upper_net":-6.199999999937362}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00755000","strike":755,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.468522015Z"},"iv":null,"greeks":null,"fair":2.6122436807459157e-75,"low_session_fair":0,"high_fair":1.2901998929561234e-47,"q6_fair":9.644749074680328e-76,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.1231425033951214e-22,"posthoc_calibration_upper_net":-12.2},{"symbol":"GLD","occ":"GLD260918P00260000","strike":260,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":105,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.468360224Z"},"iv":null,"greeks":null,"fair":1.171409290666678e-35,"low_session_fair":3.532748347446823e-64,"high_fair":1.8044972049406337e-24,"q6_fair":2.417372749181561e-35,"net":-6.2,"robust_net":-6.2,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.4439172193671464e-12,"posthoc_calibration_upper_net":-6.199999999855608}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00297000","strike":297,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":114,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469579323Z"},"iv":0.6685,"greeks":{"delta":-0.0027,"gamma":0.0002,"rho":-0.0003,"theta":-0.018,"vega":0.0059},"fair":1.3019002846716437e-17,"low_session_fair":1.5518087455452757e-29,"high_fair":1.9775849575718847e-12,"q6_fair":2.1770738365383985e-17,"net":-6.199999999999999,"robust_net":-6.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.000001200049202786573,"posthoc_calibration_upper_net":-6.199879995079722},{"symbol":"GLD","occ":"GLD260918P00300000","strike":300,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":133,"ax":"A","bp":0.03,"bs":51,"bx":"W","c":"A","t":"2026-09-04T19:59:59.460235437Z"},"iv":0.6568,"greeks":{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0197,"vega":0.0067},"fair":1.5535122187432664e-16,"low_session_fair":1.1908375499409789e-27,"high_fair":1.0127862170341609e-11,"q6_fair":2.5576781401411967e-16,"net":-7.699999999999984,"robust_net":-7.7,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.0000028014867019265928,"posthoc_calibration_upper_net":-7.6997198513298075}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00665000","strike":665,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.764526476Z"},"iv":null,"greeks":null,"fair":6.212328044244951e-43,"low_session_fair":3.8827923301325404e-82,"high_fair":5.512415988126819e-29,"q6_fair":2.8051789246998286e-43,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.3876059340990173e-14,"posthoc_calibration_upper_net":-12.19999999999861},{"symbol":"GLD","occ":"GLD260918C00725000","strike":725,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:59.466913505Z"},"iv":null,"greeks":null,"fair":5.496732329976409e-63,"low_session_fair":0,"high_fair":4.3877018474913124e-41,"q6_fair":2.1607665385793296e-63,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":7.175283182321733e-20,"posthoc_calibration_upper_net":-12.2}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00280000","strike":280,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":427,"ax":"E","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.975830545Z"},"iv":null,"greeks":null,"fair":1.3164198362955966e-24,"low_session_fair":3.2350115701956714e-42,"high_fair":3.4321343897948774e-17,"q6_fair":2.416270197561697e-24,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.8700880223817305e-9,"posthoc_calibration_upper_net":-12.199999512991196},{"symbol":"GLD","occ":"GLD260918C00590000","strike":590,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":1,"ax":"C","bp":0.03,"bs":10,"bx":"U","c":" ","t":"2026-09-04T19:59:58.170410228Z"},"iv":null,"greeks":null,"fair":6.384628350725592e-24,"low_session_fair":3.162773852342024e-41,"high_fair":1.3065980129322245e-16,"q6_fair":3.482020811741817e-24,"net":-6.200000000000001,"robust_net":-6.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.1396257460071281e-8,"posthoc_calibration_upper_net":-6.199998860374254}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00630000","strike":630,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":120,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.475587488Z"},"iv":null,"greeks":null,"fair":2.0943866772933894e-33,"low_session_fair":9.204141576669893e-60,"high_fair":6.879689939288397e-23,"q6_fair":1.0305770914492676e-33,"net":-7.200000000000001,"robust_net":-7.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.049402843552918e-11,"posthoc_calibration_upper_net":-7.199999998950597},{"symbol":"GLD","occ":"GLD260918C00510000","strike":510,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":3,"ax":"U","bp":0.03,"bs":411,"bx":"W","c":"O","t":"2026-09-04T19:59:59.468219413Z"},"iv":0.4961,"greeks":{"delta":0.0051,"gamma":0.0004,"rho":0.0006,"theta":-0.0236,"vega":0.0104},"fair":2.9884342195709703e-9,"low_session_fair":4.410581053649051e-15,"high_fair":0.0000012502465637637988,"q6_fair":2.044584296108211e-9,"net":-10.699999701156578,"robust_net":-10.699999999999559,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.0014121441277170322,"posthoc_calibration_upper_net":-10.558785587228297}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
GLD Sep18 affordable quotes and model values
Options mispricing2026-09-07 06:11
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00316000","strike":316,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":33,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469487727Z"},"iv":0.5224,"greeks":{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0117,"vega":0.005},"fair":1.1187715793512752e-11,"low_session_fair":4.1045183053423816e-19,"high_fair":2.3479949290660553e-8,"q6_fair":1.6993103134499576e-11,"net":-5.699999998881228,"robust_net":-5.7,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00015437889736516638,"posthoc_calibration_upper_net":-5.684562110263483},{"symbol":"GLD","occ":"GLD260918C00790000","strike":790,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.4685671Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":2.9015615511866095e-56,"q6_fair":0,"net":-6.2,"robust_net":-6.2,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.473716953517574e-26,"posthoc_calibration_upper_net":-6.2}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative
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