Runway

Notes

3327 observations, newest first
FRO FRO261016P00041000 independent stock-GBM value = 1.259966775318093
Options mispricing2026-09-07 04:11
A news scan found the headline 'FRO FRO261016P00041000 independent stock-GBM value'. The stock's value was calculated using a method called finite-difference, which is a way to approximate the value of a stock option. On September 7, the calculated value was $46.15, with a volatility, or sigma, of 0.408179926, and an interest rate, or r, of 0.04. The dividend yield, or D, was 2.61. This calculation was done for the stock's opening price on September 18, which is 14 out of 42 days on the calendar. The calculation used 2400 spaces and 1800 time steps, and took into account the exact dividend jump interpolation. The ask and bid prices from September 4 were used as a guide, and the net value was calculated as 100 times the difference between the fair value and the ask price, minus $0.20. The result was a fair value of $1.03, a bid of $1.03, an ask of $2.02, a fair dividend of $1.259966775318093, and a net fair dividend of -$76.20332246819066. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00041000 independent stock-GBM value = 5.370158682008721
Options mispricing2026-09-07 04:11
A news scan found the headline about the FRO261016C00041000 option. On September 7, a finite-difference American revaluation was done, which is a method to estimate the value of an option. The values used were: stock price of 46.15, volatility of 0.408179926, risk-free interest rate of 0.04, and dividend yield of 2.61. This was done at the September 18 open, with 14 out of 42 days left on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices were from September 4, and the net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars, which is the assumed cost of buying or selling the option. The result was: the stock symbol is FRO261016C00041000, the bid price is 4.08, the ask price is 6.75, the estimated fair value is 5.370158682008721, and the net value is -138.18413179912793. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00040000 independent stock-GBM value = 0.942417714193454
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO261016P00040000. This is a piece of information about a stock option, which is a contract to buy or sell a stock at a certain price. The value of this option was calculated on September 7 using a method called finite-difference American revaluation. The calculation used the following numbers: stock price of 46.15, volatility of 0.408179926, interest rate of 0.04, and dividend yield of 2.61. This calculation was done for the opening of the stock market on September 18, which is 14 out of 42 days on the calendar. The calculation used 2400 spaces and 1800 time steps, and took into account the exact dividend jump interpolation. The ask and bid prices from September 4 were used as a guide. The net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars. The result is: the strike price is FRO261016P00040000, the bid price is 0.87, the ask price is 1.02, the fair value is 0.942417714193454, and the net fair value is -7.958228580654625. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00040000 independent stock-GBM value = 6.288828756401716
Options mispricing2026-09-07 04:11
A news scan found the headline about the FRO261016C00040000 option. This is a piece of information about a specific stock option, which is a contract to buy or sell a stock at a certain price. The option is valued using a mathematical model, specifically a finite-difference American revaluation, which takes into account various factors such as the stock price, volatility, and time. On September 7, the stock price was $46.15, the volatility was 0.408179926, and the risk-free interest rate was 0.04. The time to expiration was 42 days, with 14 days already passed. The valuation used 2400 space steps and 1800 time steps, and took into account the exact dividend jump interpolation. The ask price on September 4 was $8.25 and the bid price was $4.94. The net value was calculated as 100 times the difference between the fair value and the ask price, minus $0.20. The fair value was $6.288828756401716, resulting in a net value of -$196.3171243598284. This information is based on a data line and does not include any claims about execution or physical probability. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00039000 independent stock-GBM value = 0.68498369794709
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO261016P00039000. On September 7, a finite-difference American revaluation, a method to estimate the value of a stock option, was done. The stock price was 46.15 dollars, sigma, a measure of volatility, was 0.408179926, r, the interest rate, was 0.04, and D, the dividend, was 2.61. This was calculated at the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, a way to account for dividend payments. The ask and bid prices were from September 4. The net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars, which is the assumed exit spread, the difference between the price to buy and sell. The result was: the stock symbol is FRO261016P00039000, the bid price is 0.57 dollars, the ask price is 0.92 dollars, the fair value is 0.68498369794709 dollars, and the net fair value is -23.701630205290968 dollars. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00039000 independent stock-GBM value = 7.243997713009773
Options mispricing2026-09-07 04:11
A news scan found the headline about the FRO261016C00039000 option. On September 7, a finite-difference American revaluation, which is a method to estimate the value of an option, was done. The stock price was 46.15 dollars, the volatility, or sigma, was 0.408179926, the risk-free interest rate, or r, was 0.04, and the dividend yield, or D, was 2.61, all as of the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices were from September 4, and the net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars, before the exit spread, which is the difference between the prices at which you can buy and sell. This calculation does not claim to predict the probability of the stock moving or the actual execution of the trade. The float display may round very small positive values. The option details are: the strike price is not given, but the bid price is 6.12 dollars, the ask price is 8.78 dollars, the fair value is 7.243997713009773 dollars, and the net fair value is -153.8002286990226 dollars. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00038000 independent stock-GBM value = 0.482459502241962
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO261016P00038000 independent stock-GBM value. On September 7, a finite-difference American revaluation was done, which is a method to calculate the value of a stock option. The result was a stock price of 46.15 dollars, a volatility of 0.408179926, a risk-free interest rate of 0.04, and a dividend yield of 2.61, all as of the September 18 open, with 14 out of 42 calendar days to go. This calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices on September 4 were used as a guide, and the net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars, which is the assumed cost of buying or selling the stock, before the exit spread, which is the difference between the prices at which the stock can be bought and sold. The calculation does not claim to predict the actual probability of the stock price moving in a certain way, and the floating-point display may round very small positive values. The result of the calculation was a bid price of 0.37 dollars, an ask price of 0.92 dollars, a fair dividend value of 0.482459502241962, and a net fair dividend value of -43.95404977580381. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00038000 independent stock-GBM value = 8.221402398611422
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO261016C00038000 independent stock-GBM value. On September 7, a finite-difference American revaluation was done, which is a method to calculate the value of a stock option. The values used were: stock price of 46.15, sigma of 0.408179926, which is a measure of volatility, r of 0.04, which is the interest rate, and D of 2.61 at the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices from September 4 were used as an indication, and the net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars, which is the assumed exit spread. The result was a fair value of 8.221402398611422 and a net value of -136.05976013885777. The values for the stock option FRO261016C00038000 were: bid price of 7.39, ask price of 9.58. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00037000 independent stock-GBM value = 0.328254429702099
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO261016P00037000. This is a piece of information about a stock option, which is a contract to buy or sell a stock at a certain price. The option has a value calculated using a method called finite-difference, which is a way to approximate the value of the option. The calculation used the following numbers: stock price of 46.15, volatility of 0.408179926, interest rate of 0.04, and time to expiration of 2.61 days, as of the opening on September 18. The calculation also used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices as of September 4 were used, with a net value calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars. The result is a value of 0.328254429702099, with a net value of -24.37455702979009. The bid and ask prices are 0.28 and 0.57 respectively. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00037000 independent stock-GBM value = 9.210727412259317
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO261016C00037000 independent stock-GBM value. On September 7, a finite-difference American revaluation was done, which is a method to calculate the value of a stock option, using the following values: stock price of 46.15, volatility of 0.408179926, risk-free interest rate of 0.04, and dividend yield of 2.61, as of the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to estimate the effect of dividend payments on the stock price. The ask and bid prices were based on indicative values from September 4. The net value was calculated as 100 times the difference between the fair value and the ask price, minus an assumed exit spread of 0.20 dollars. The result was a fair value of 9.210727412259317 and a net value of -161.1272587740685. The stock prices were: bid at 8.16, ask at 10.82. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00036000 independent stock-GBM value = 0.214978625688288
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO261016P00036000 independent stock-GBM value. On September 7, a finite-difference American revaluation, which is a method to estimate the value of a stock option, was done. The values used were a stock price of 46.15, a volatility, or sigma, of 0.408179926, an interest rate, or r, of 0.04, and a dividend yield, or D, of 2.61, as of the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices were based on indicative prices from September 4. The net value was calculated as 100 times the difference between the fair value and the ask price, minus an assumed 0.20. The given data includes the stock symbol, bid and ask prices, and other calculated values: the stock symbol is FRO261016P00036000, the bid price is 0.18, the ask price is 0.47, the fair dividend is 0.214978625688288, and the fair dividend net is -25.7021374311712. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00036000 independent stock-GBM value = 10.205717310721663
Options mispricing2026-09-07 04:11
A news scan found the headline 'FRO FRO261016C00036000 independent stock-GBM value'. The given information is about a stock valuation. On September 7, a finite-difference American revaluation was done, which is a method to calculate the value of a stock option. The values used were: stock price of 46.15, volatility of 0.408179926, risk-free interest rate of 0.04, and dividend yield of 2.61. This was calculated at the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation. The ask and bid prices from September 4 were used as an indication. The net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars. The result is: the stock option FRO261016C00036000 has a fair value of 10.205717310721663, and a net value of -151.62826892783352, with a bid price of 9.02 and an ask price of 11.72. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00035000 independent stock-GBM value = 0.135185510437745
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO261016P00035000. On September 7, a finite-difference American revaluation, which is a method to calculate the value of a stock option, was done. The stock price was 46.15 dollars, the volatility, or sigma, was 0.408179926, the risk-free interest rate, or r, was 0.04, and the dividend yield, or D, was 2.61. This was calculated at the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices were from September 4, and the net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars. The results are: the stock symbol is FRO261016P00035000, the bid price is 0 dollars, the ask price is 0.52 dollars, the fair dividend is 0.135185510437745, and the net fair dividend is -38.68144895622549. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00035000 independent stock-GBM value = 11.20305293432394
Options mispricing2026-09-07 04:11
A news scan found the headline about the FRO261016C00035000 option. This is a piece of information about a specific stock option. The option's value was calculated on September 7 using a method called finite-difference American revaluation. This method uses a stock price of 46.15, a volatility of 0.408179926, an interest rate of 0.04, and a dividend yield of 2.61. The calculation was done for the opening of September 18, with 14 out of 42 days on the calendar. The calculation used 2400 spaces and 1800 timesteps, and took into account the exact dividend jump interpolation. The ask and bid prices from September 4 were used as an indication. The net value is 100 times the difference between the fair value and the ask price, minus 0.20 dollars, before the exit spread. This calculation does not claim to predict the probability of execution or physical probability. The float display may round tiny positive values. The option details are: the stock symbol is FRO261016C00035000, the bid price is 9.91, the ask price is 13.01, the fair value is 11.20305293432394, and the net fair value is -180.8947065676061. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00060000 independent stock-GBM value = 16.365947887888577
Options mispricing2026-09-07 04:11
A news scan found the headline about the FRO260918P00060000 independent stock-GBM value. On September 7, a finite-difference American revaluation was done, which is a method to estimate the value of a stock option, with the following results: the stock price was $46.15, the volatility, or sigma, was 0.408179926, the risk-free interest rate, or r, was 0.04, and the dividend yield, or D, was 2.61, all as of the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices as of September 4 were used as a guide, and the net value was calculated as 100 times the difference between the fair value and the ask price, minus an assumed $0.20, before considering the exit spread, which is the difference between the prices at which an investor can buy and sell a stock. The results were: the strike price, or s, was $15.09, the ask price, or a, was $17.05, the fair value, or fd, was $16.365947887888577, and the net fair value, or fd_net, was -$68.60521121114236. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00060000 independent stock-GBM value = 0.000558089734457
Options mispricing2026-09-07 04:11
A news scan found the headline about the FRO260918C00060000 option. On September 7, a finite-difference American revaluation, which is a method to estimate the value of an option, was performed. The revaluation used the following values: stock price of 46.15, volatility, or sigma, of 0.408179926, interest rate, or r, of 0.04, and dividend yield, or D, of 2.61. This was done at the September 18 open, with 14 out of 42 days left on the calendar. The revaluation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices from September 4 were used as an indication. The net value was calculated as 100 times the difference between the fair value and the ask price, minus an assumed 0.20. The result was a fair value of 0.57, a buy value of 0, an ask value of 0.57, a finite-difference value of 0.000558089734457, and a net finite-difference value of -57.1441910265543. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00055000 independent stock-GBM value = 11.377054672322457
Options mispricing2026-09-07 04:11
A news scan found the headline about FRO260918P00055000 independent stock-GBM value. On September 7, a finite-difference American revaluation was done, which is a method to calculate the value of a stock option. The result was: stock price of 46.15, volatility of 0.408179926, risk-free interest rate of 0.04, and dividend yield of 2.61, all as of the September 18 open, with 14 out of 42 days on the calendar. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation, which is a way to account for dividend payments. The ask and bid prices from September 4 were used, with a net value calculated as 100 times the difference between the fair value and the ask price, minus an assumed 0.20. The result was a fair value of 11.377054672322457 and a net value of -64.49453276775431. The current bid and ask prices are 10.6 and 12.02, respectively. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00055000 independent stock-GBM value = 0.019801672342499
Options mispricing2026-09-07 04:11
A news scan found the headline about the FRO260918C00055000 option. This is a piece of information about a specific stock option, which is a contract to buy or sell a stock at a certain price. The option is valued using a mathematical model, specifically a finite-difference American revaluation, which takes into account the stock's current price, volatility, and other factors. On September 7, the stock price was $46.15, the volatility was 0.408179926, and the risk-free interest rate was 0.04. The time to expiration was 42 days, with 14 days already passed. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation. The ask and bid prices on September 4 were used as a reference, with a net value calculated as 100 times the difference between the fair value and the ask price, minus $0.20. The result is a value of $0.17 for the ask price and $0.00 for the bid price, with a fair dividend value of $0.019801672342499 and a net fair dividend value of -$15.21983276575006. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00050000 independent stock-GBM value = 6.468060446848654
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00050000","b":5.42,"a":7.27,"fd":6.468060446848654,"fd_net":-80.3939553151346} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00050000 independent stock-GBM value = 0.320907214391454
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00050000","b":0.18,"a":0.33,"fd":0.320907214391454,"fd_net":-1.109278560854559} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00049000 independent stock-GBM value = 5.531484889956352
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00049000","b":4.28,"a":6.07,"fd":5.531484889956352,"fd_net":-54.051511004364826} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00049000 independent stock-GBM value = 0.503859483205083
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00049000","b":0.27,"a":0.63,"fd":0.503859483205083,"fd_net":-12.814051679491676} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00048000 independent stock-GBM value = 4.630496146144881
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00048000","b":3.28,"a":6.11,"fd":4.630496146144881,"fd_net":-148.15038538551192} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00048000 independent stock-GBM value = 0.762580681272063
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00048000","b":0.53,"a":0.82,"fd":0.762580681272063,"fd_net":-5.941931872793716} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00047000 independent stock-GBM value = 3.778996651310942
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00047000","b":3.28,"a":4.36,"fd":3.778996651310942,"fd_net":-58.30033486890585} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
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