Runway

Notes

3327 observations, newest first
FRO FRO260918P00034000 independent stock-GBM value = 0.001696925967296
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00034000","b":0,"a":0.13,"fd":0.001696925967296,"fd_net":-13.03030740327044} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00034000 independent stock-GBM value = 12.20115716965625
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00034000","b":10.19,"a":14.39,"fd":12.20115716965625,"fd_net":-219.08428303437503} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00033000 independent stock-GBM value = 0.000484137223765
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00033000","b":0,"a":0.13,"fd":0.000484137223765,"fd_net":-13.151586277623478} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00033000 independent stock-GBM value = 13.199620843139066
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00033000","b":12.03,"a":14.58,"fd":13.199620843139066,"fd_net":-138.23791568609343} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00032000 independent stock-GBM value = 0.000119071543702
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00032000","b":0,"a":0.13,"fd":0.000119071543702,"fd_net":-13.188092845629802} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00032000 independent stock-GBM value = 14.198111051451049
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00032000","b":13.22,"a":15.28,"fd":14.198111051451049,"fd_net":-108.38889485489524} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00031000 independent stock-GBM value = 0.00002511936869
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00031000","b":0,"a":0.08,"fd":0.00002511936869,"fd_net":-8.197488063131036} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00031000 independent stock-GBM value = 15.196606597416103
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00031000","b":14.01,"a":16.219,"fd":15.196606597416103,"fd_net":-102.4393402583898} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00030000 independent stock-GBM value = 0.000004456422241
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00030000","b":0,"a":0.08,"fd":0.000004456422241,"fd_net":-8.199554357775895} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00030000 independent stock-GBM value = 16.195103030704644
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00030000","b":15.39,"a":17.34,"fd":16.195103030704644,"fd_net":-114.6896969295356} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00029000 independent stock-GBM value = 6.61965807e-7
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00029000","b":0,"a":0.08,"fd":6.61965807e-7,"fd_net":-8.199933803419336} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00029000 independent stock-GBM value = 17.19359958244863
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00029000","b":16.09,"a":19.54,"fd":17.19359958244863,"fd_net":-234.84004175513684} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00025000 independent stock-GBM value = 3.4896e-11
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918P00025000","b":0,"a":0.07,"fd":3.4896e-11,"fd_net":-7.199999996510356} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00025000 independent stock-GBM value = 21.18758584410265
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO260918C00025000","b":20.68,"a":21.53,"fd":21.18758584410265,"fd_net":-34.44141558973553} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO Risk-neutral dividend Monte Carlo validation = -2.3888848716441866
Options mispricing2026-09-07 04:09
Sep7 synthetic diagnostic, not observedwinrate/return. ExactGBM before/after2.61cashdrop,500000paths seed7092026,S46.15,sigma.408179926,r.04,T14/365,td13.729167/365. Europeanpayoffs; no earlyexercise/exitpolicy. Rare-tail zerohitsdoesnotmeanzero probability; Gaussianmodel excludesgeopoliticaljumps. {"purpose":"Risk-neutral European terminal diagnostic only; no exit simulation or physical edge estimate","N":500000,"seed":7092026,"sigma":0.40817992618250104,"T":0.038356164383561646,"td":0.03761415525114155,"S":46.15,"D":2.61,"r":0.04,"rows":[{"K":46,"cp":1,"value":0.60360433628942,"mc_se":0.002064965309655952,"ITM_frequency":0.250526},{"K":46,"cp":-1,"value":2.9924892079336067,"mc_se":0.00396124305055122,"ITM_frequency":0.749474},{"K":25,"cp":-1,"value":0,"mc_se":0,"ITM_frequency":0},{"K":29,"cp":-1,"value":8.710419560079085e-7,"mc_se":8.710410849655174e-7,"ITM_frequency":0.000002},{"K":30,"cp":-1,"value":0.0000028679758155664117,"mc_se":0.0000028679729475891645,"ITM_frequency":0.000002},{"K":31,"cp":-1,"value":0.000015225632488600393,"mc_se":0.000006135839234239847,"ITM_frequency":0.000024}],"parity_mc":-2.3888848716441866,"parity_theory":-2.38555480471026,"parity_mc_se":0.005213506122031018} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Underlying volatility and fixed holdout calibration = 0.40817992618250104
Options mispricing2026-09-07 04:09
CollectedSep7; IEX-only OHLC means missed consolidated venues. Raw/all matched1172dates. Fixed20pastsession meansquaredlogreturn forecasts next10sessionadjustedmeansquare. Train through2025N98,2026holdoutN16; onecross-yearwindowexcluded. QLIKE=log forecast+target/forecast; negative deltafavors adjusted. Circular blockbootstrap3windows,10000resamples,seed7092026; smallsampleCI notsignificant. Stats: {"bars":1172,"start":"2022-01-03 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00","S":46.15,"div_yield":0.05655471289274106,"atr14":1.553214285714284,"adr20":1.2357499999999988,"sma20":42.84974999999999,"sma50":39.82020000000001,"return20":0.16188318227593146,"raw_rv20":0.40817992618250104,"adj_rv20":0.40817992618250104,"raw_rv60":0.46495893301691976,"adj_rv60":0.49105955262246614,"raw_rv252":0.4275111271710194,"adj_rv252":0.4297741485447388,"own_option_sample":0,"train":{"N":98,"delta_qlike_adj_minus_raw":0.005285878464590011,"ci95":[-0.002921702516604499,0.01828022798028216],"adj_rmse_var":0.001116894097766341,"raw_rmse_var":0.0011140012064260799},"holdout":{"N":16,"delta_qlike_adj_minus_raw":-0.010789314136842698,"ci95":[-0.030951471663077934,0.007720737722792334],"adj_rmse_var":0.0006111582936512012,"raw_rmse_var":0.0006165529179032519},"inferred_adjustment_days":15,"chain":{"contracts":252,"valued":86,"pairs":43,"positive_bid_pairs":29,"naive_outside_positive_pairs":17,"american_bound_violations_positive_pairs":0,"affordable":4,"affordable_positive_bid":0,"max_tree_convergence_diff":0.0007868561161390453}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 261016 K31 -1 = 0.0127176303
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":261016,"strike":31,"cp":-1,"fd":0.012746712,"fd_fine":0.0127176303,"fd_no_div":0.0027898086,"crr_no_div":0.0027543398} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 261016 K30 -1 = 0.0060477929
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":261016,"strike":30,"cp":-1,"fd":0.006074573,"fd_fine":0.0060477929,"fd_no_div":0.0011875824,"crr_no_div":0.0011642912} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 261016 K29 -1 = 0.0026751607
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":261016,"strike":29,"cp":-1,"fd":0.0026898249,"fd_fine":0.0026751607,"fd_no_div":0.0004661671,"crr_no_div":0.0004534946} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 261016 K25 -1 = 0.0000416948
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":261016,"strike":25,"cp":-1,"fd":0.0000424315,"fd_fine":0.0000416948,"fd_no_div":0.0000041662,"crr_no_div":0.0000038684} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 261016 K46 -1 = 3.820327196
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":261016,"strike":46,"cp":-1,"fd":3.8203627531,"fd_fine":3.820327196,"fd_no_div":2.3738193604,"crr_no_div":2.3744891334} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 261016 K46 1 = 1.8787552783
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":261016,"strike":46,"cp":1,"fd":1.8787116242,"fd_fine":1.8787552783,"fd_no_div":2.7218330288,"crr_no_div":2.7223310503} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 260918 K31 -1 = 0.0000242559
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":260918,"strike":31,"cp":-1,"fd":0.0000251194,"fd_fine":0.0000242559,"fd_no_div":1.921e-7,"crr_no_div":1.593e-7} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 260918 K30 -1 = 0.0000042347
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":260918,"strike":30,"cp":-1,"fd":0.0000044564,"fd_fine":0.0000042347,"fd_no_div":2.06e-8,"crr_no_div":1.58e-8} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
FRO Independent FD 260918 K29 -1 = 6.157e-7
Options mispricing2026-09-07 04:09
Sep7 model diagnostic using Sep4 close46.15, sigma.408179926,r.04,D2.61,ex13.729167d; stockGBM implicit finite difference with exact cashdividend interpolation, American exercise projection. Logstockgrid .001–250,2400/1800 versus3600/3000 space/time nodes. Calendar maturity14/42d. Independent of escrowCRR; no fees in fairvalue; not physicalpayoffedge. {"expiry":260918,"strike":29,"cp":-1,"fd":6.62e-7,"fd_fine":6.157e-7,"fd_no_div":1.7e-9,"crr_no_div":1.2e-9} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=iex&adjustment=all
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