Runway

Notes

32996 observations, newest first
FRO FRO261016P00055000 independent stock-GBM value = 11.473068607351806
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00055000","b":10.65,"a":12.56,"fd":11.473068607351806,"fd_net":-108.89313926481948} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00055000 independent stock-GBM value = 0.153286355069853
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00055000","b":0.13,"a":0.32,"fd":0.153286355069853,"fd_net":-16.87136449301466} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00050000 independent stock-GBM value = 6.891470420564403
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00050000","b":5.98,"a":7.69,"fd":6.891470420564403,"fd_net":-80.05295794355976} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00050000 independent stock-GBM value = 0.649639421634445
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00050000","b":0.52,"a":0.77,"fd":0.649639421634445,"fd_net":-12.236057836555537} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00049000 independent stock-GBM value = 6.057680070043313
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00049000","b":5.43,"a":6.75,"fd":6.057680070043313,"fd_net":-69.43199299566872} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00049000 independent stock-GBM value = 0.855519916848315
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00049000","b":0.37,"a":1.53,"fd":0.855519916848315,"fd_net":-67.64800831516852} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00048000 independent stock-GBM value = 5.264036979277707
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00048000","b":3.53,"a":5.76,"fd":5.264036979277707,"fd_net":-49.796302072229295} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
UAMY Fixed breakout test L20 2025-01-01 slip0.002 = -13.39559836554152
Supply chain2026-09-07 04:11
{"lookback":20,"start":"2025-01-01","end":"2026-09-05","slippage":0.002,"sample":35,"return_pct":-13.39559836554152,"drawdown_pct":58.866896817489376,"win_pct":37.142857142857146,"avg_win_pct":13.729479609698886,"avg_loss_pct":7.867291155383668,"mean_pct":0.1543665573612799,"mean_ci_pct":[-3.3216262729602692,3.8096203262460793],"quarter_kelly":0.0028108595837134237,"reasons":{"time":3,"target":11,"stop":21}}; vectorbt longonly,5bpfees eachside; nextopen,1ADRstop2ADRtarget5sessionexit; allhistorical selectedname, no15minfillvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO FRO261016C00048000 independent stock-GBM value = 1.120694334752694
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00048000","b":0.88,"a":1.18,"fd":1.120694334752694,"fd_net":-6.130566524730607} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00047000 independent stock-GBM value = 4.516394671002216
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00047000","b":4.28,"a":4.94,"fd":4.516394671002216,"fd_net":-42.56053289977848} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
UAMY Fixed breakout test L40 2025-01-01 slip0.001 = 36.7124432323958
Supply chain2026-09-07 04:11
{"lookback":40,"start":"2025-01-01","end":"2026-09-05","slippage":0.001,"sample":25,"return_pct":36.7124432323958,"drawdown_pct":40.45116728892264,"win_pct":48,"avg_win_pct":12.456870997050203,"avg_loss_pct":7.97169013218268,"mean_pct":1.8340192098491022,"mean_ci_pct":[-2.3280216761300836,6.031243936550057],"quarter_kelly":0.036807381450032706,"reasons":{"time":3,"target":9,"stop":13}}; vectorbt longonly,5bpfees eachside; nextopen,1ADRstop2ADRtarget5sessionexit; allhistorical selectedname, no15minfillvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO FRO261016C00047000 independent stock-GBM value = 1.457846039338404
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00047000","b":1.18,"a":1.73,"fd":1.457846039338404,"fd_net":-27.41539606615961} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00046000 independent stock-GBM value = 3.820362753071128
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00046000","b":3.32,"a":4.14,"fd":3.820362753071128,"fd_net":-32.16372469288718} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
UAMY Fixed breakout test L40 2022-01-01 slip0.001 = -38.892817682542464
Supply chain2026-09-07 04:11
{"lookback":40,"start":"2022-01-01","end":"2025-01-01","slippage":0.001,"sample":34,"return_pct":-38.892817682542464,"drawdown_pct":54.45716494466021,"win_pct":32.35294117647059,"avg_win_pct":10.184413603307583,"avg_loss_pct":6.519848604064187,"mean_pct":-1.1155284781497894,"mean_ci_pct":[-3.6977034920320784,1.6822862312202809],"quarter_kelly":0,"reasons":{"time":5,"target":10,"stop":19}}; vectorbt longonly,5bpfees eachside; nextopen,1ADRstop2ADRtarget5sessionexit; allhistorical selectedname, no15minfillvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO FRO261016C00046000 independent stock-GBM value = 1.878711624245778
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00046000","b":1.47,"a":2.009,"fd":1.878711624245778,"fd_net":-13.228837575422125} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00045000 independent stock-GBM value = 3.180969516363222
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00045000","b":2.72,"a":4.019,"fd":3.180969516363222,"fd_net":-84.0030483636778} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00045000 independent stock-GBM value = 2.392798186916099
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00045000","b":1.97,"a":3.68,"fd":2.392798186916099,"fd_net":-128.92018130839006} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
UAMY Fixed breakout test L10 2025-01-01 slip0.001 = 17.805369593271408
Supply chain2026-09-07 04:11
{"lookback":10,"start":"2025-01-01","end":"2026-09-05","slippage":0.001,"sample":41,"return_pct":17.805369593271408,"drawdown_pct":40.28541894502894,"win_pct":41.46341463414634,"avg_win_pct":14.16812593286029,"avg_loss_pct":8.24999779921036,"mean_pct":1.0453217970140543,"mean_ci_pct":[-2.4810999365910504,4.720210215572616],"quarter_kelly":0.018444955281446712,"reasons":{"time":3,"target":14,"stop":24}}; vectorbt longonly,5bpfees eachside; nextopen,1ADRstop2ADRtarget5sessionexit; allhistorical selectedname, no15minfillvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO FRO261016P00044000 independent stock-GBM value = 2.60329516281159
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00044000","b":2.18,"a":4.27,"fd":2.60329516281159,"fd_net":-166.87048371884094} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00044000 independent stock-GBM value = 3.004920271950339
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00044000","b":2.52,"a":3.38,"fd":3.004920271950339,"fd_net":-37.707972804966055} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
UAMY Fixed breakout test L10 2022-01-01 slip0.001 = -54.23866529192093
Supply chain2026-09-07 04:11
{"lookback":10,"start":"2022-01-01","end":"2025-01-01","slippage":0.001,"sample":44,"return_pct":-54.23866529192093,"drawdown_pct":57.93089731814636,"win_pct":29.545454545454547,"avg_win_pct":10.290585482031535,"avg_loss_pct":6.378417812173248,"mean_pct":-1.4534850207036547,"mean_ci_pct":[-3.7026237421635986,1.008146406541421],"quarter_kelly":0,"reasons":{"time":9,"target":11,"stop":24}}; vectorbt longonly,5bpfees eachside; nextopen,1ADRstop2ADRtarget5sessionexit; allhistorical selectedname, no15minfillvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO FRO261016P00043000 independent stock-GBM value = 2.089596793567611
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$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00043000","b":1.87,"a":2.96,"fd":2.089596793567611,"fd_net":-87.2403206432389} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00043000 independent stock-GBM value = 3.712179715096993
Options mispricing2026-09-07 04:11
Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00043000","b":3.13,"a":4.85,"fd":3.712179715096993,"fd_net":-113.9820284903007} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00042000 independent stock-GBM value = 1.641947662942925
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":"FRO261016P00042000","b":1.32,"a":2.18,"fd":1.641947662942925,"fd_net":-54.00523370570751} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
UAMY Fixed breakout test L20 2025-01-01 slip0.001 = -7.1160555433333865
Supply chain2026-09-07 04:11
{"lookback":20,"start":"2025-01-01","end":"2026-09-05","slippage":0.001,"sample":35,"return_pct":-7.1160555433333865,"drawdown_pct":58.24518547749547,"win_pct":40,"avg_win_pct":12.970230793439733,"avg_loss_pct":8.055193359893849,"mean_pct":0.3549763014395837,"mean_ci_pct":[-3.187515090142968,4.127909289911001],"quarter_kelly":0.006842135407858926,"reasons":{"time":3,"target":11,"stop":21}}; vectorbt longonly,5bpfees eachside; nextopen,1ADRstop2ADRtarget5sessionexit; allhistorical selectedname, no15minfillvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars
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