Runway

Notes

32996 observations, newest first
FRO FRO261016C00042000 independent stock-GBM value = 4.505428249511902
Options mispricing2026-09-07 04:11
A news scan found the headline about the FRO261016C00042000 option. On September 7, a finite-difference American revaluation, which is a method to calculate the value of an option, was done for the stock FRO. 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. This was calculated 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 from September 4 were used as indicative prices. 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 4.505428249511902 and a net value of -54.65717504880978. The bid price was 3.88 and the ask price was 5.05. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
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
UAMY Fixed breakout test L20 2022-01-01 slip0.001 = -41.65940073511423
Supply chain2026-09-07 04:11
A trading strategy for UAMY was tested from 2022-01-01 to 2025-01-01 with a 20-day lookback period, which means the strategy considered the past 20 days of data to make decisions. The test assumed a slippage of 0.001, meaning that each trade had a small cost of 0.001. The results showed a return of -41.6594%, a drawdown of 57.9309%, and a win percentage of 30.7692%. The average win was 10.3357% and the average loss was 6.1273%. The mean return was -1.0618% with a confidence interval of -3.5112% to 1.5458%. The quarter Kelly criterion, a measure of risk, was 0. The strategy had 7 time-based exits, 11 target-based exits, and 21 stop-based exits. The strategy used vectorbt, a backtesting library, with 5 basis point fees on each side of a trade, and exited positions at the next open or when a stop or target was reached, with a 2 ADR stop and 5 ADR target, and exited after 5 sessions. All historical data was used, with no validation of 15-minute fills, and the selected name was UAMY. https://runway.adityaperswal.workers.dev/data/stock-bars
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
UAMY Sep7 economics ore_contained_metric_ton_lb = 126986.26301856001
Supply chain2026-09-07 04:11
On September 7, calculations were made using fixed archived inputs. These calculations were based on the issuer's August 11 second quarter and first half figures, as well as inventory figures. The calculations used rounded per-pound figures, so they are approximate. A value of 126986.26301856001 was calculated, which is an ore contained metric ton in pounds for UAMY. https://www.sec.gov/Archives/edgar/data/101538/000110465926094035/uamy-20260630x10q.htm
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
UAMY Sep7 economics ore_contained_short_ton_lb = 115200
Supply chain2026-09-07 04:11
On September 7, calculations were made using fixed archived inputs. The issuer's August 11 report for the second quarter and first half of the year, along with inventory figures, were used to estimate the value of ore contained, which was approximately 115,200 pounds, based on rounded per-pound figures from the United Amythyst Mining company, or UAMY, which is a mining company, and the calculations are approximate. https://www.sec.gov/Archives/edgar/data/101538/000110465926094035/uamy-20260630x10q.htm
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
UAMY Sep7 economics guidance_mid_cut_pct = -46
Supply chain2026-09-07 04:11
On September 7, calculations were made using fixed archived inputs. These calculations were based on the issuer's August 11 second quarter and first half figures, as well as inventory figures. The calculations, which were made using rounded per-pound figures, are approximate. The value was found to be -46. https://www.sec.gov/Archives/edgar/data/101538/000110465926094035/uamy-20260630x10q.htm
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
UAMY Sep7 economics dla_price_premium_pct = 131.44027060708564
Supply chain2026-09-07 04:11
On September 7, calculations were made using fixed archived inputs. These calculations were based on the issuer's August 11 second quarter and first half figures, as well as inventory figures. The calculations used rounded per-pound figures, so they are approximate. The value was found to be 131.44027060708564. A news scan found the term dla_price_premium_pct, which refers to a price premium percentage, but no further information was provided. https://www.sec.gov/Archives/edgar/data/101538/000110465926094035/uamy-20260630x10q.htm
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
UAMY Sep7 economics dla_implied_price = 31.70731707317073
Supply chain2026-09-07 04:11
On September 7, calculations were made using fixed archived inputs. These calculations were based on the issuer's August 11 second quarter and first half figures, as well as inventory figures. The calculations used rounded per-pound figures, so they are approximate. The implied price, or the estimated value, was found to be 31.70731707317073, which is a measure of the value of something, in this case, UAMY. https://www.sec.gov/Archives/edgar/data/101538/000110465926094035/uamy-20260630x10q.htm
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
UAMY Sep7 economics inventory_plus_AP_cfo_share_pct = 67.9310071730544
Supply chain2026-09-07 04:11
On September 7, calculations were made using fixed archived inputs. The issuer's August 11 report for the second quarter and first half of the year included inventory figures. Calculations were based on rounded per-pound figures, so they are approximate. The calculated value was 67.9310071730544. A news scan found the issuer's report for UAMY, which is a stock ticker symbol, meaning a unique code for a stock, and includes information on the company's inventory and Chief Financial Officer, or CFO, share percentage. https://www.sec.gov/Archives/edgar/data/101538/000110465926094035/uamy-20260630x10q.htm
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
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