Runway

Notes

32996 observations, newest first
FRO FRO261120C00055000 quote/model snapshot = 0.72
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00055000","e":261120,"cp":"C","k":55,"b":0.43,"a":0.72,"bs":648,"az":52,"t":"2026-09-04T19:59:54.634588365Z","iv":0.3498,"g":"{'delta': 0.161, 'gamma': 0.0336, 'rho': 0.0139, 'theta': -0.0127, 'vega': 0.0507}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00050000 quote/model snapshot = 9.13
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00050000","e":261120,"cp":"P","k":50,"b":6.7,"a":9.13,"bs":431,"az":278,"t":"2026-09-04T19:59:49.294507681Z","iv":0.7016,"g":"{'delta': -0.5293, 'gamma': 0.0273, 'rho': -0.0655, 'theta': -0.0358, 'vega': 0.0826}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00050000 quote/model snapshot = 1.58
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00050000","e":261120,"cp":"C","k":50,"b":1.23,"a":1.58,"bs":33,"az":240,"t":"2026-09-04T19:59:58.643063729Z","iv":0.3278,"g":"{'delta': 0.3367, 'gamma': 0.0536, 'rho': 0.0286, 'theta': -0.0183, 'vega': 0.0758}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00045000 quote/model snapshot = 5.37
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00045000","e":261120,"cp":"P","k":45,"b":3.77,"a":5.37,"bs":36,"az":608,"t":"2026-09-04T19:59:58.448425092Z","iv":0.6487,"g":"{'delta': -0.3988, 'gamma': 0.0287, 'rho': -0.0466, 'theta': -0.0328, 'vega': 0.0802}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00045000 quote/model snapshot = 3.35
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00045000","e":261120,"cp":"C","k":45,"b":2.69,"a":3.35,"bs":501,"az":331,"t":"2026-09-04T19:59:58.403045949Z","iv":0.2714,"g":"{'delta': 0.6275, 'gamma': 0.0671, 'rho': 0.0525, 'theta': -0.0171, 'vega': 0.0786}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00043000 quote/model snapshot = 4.18
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00043000","e":261120,"cp":"P","k":43,"b":2.47,"a":4.18,"bs":504,"az":494,"t":"2026-09-04T19:59:53.673060233Z","iv":0.6111,"g":"{'delta': -0.3372, 'gamma': 0.0288, 'rho': -0.0383, 'theta': -0.0294, 'vega': 0.0758}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00043000 quote/model snapshot = 4.68
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00043000","e":261120,"cp":"C","k":43,"b":3.58,"a":4.68,"bs":483,"az":279,"t":"2026-09-04T19:59:58.643579975Z","iv":0.243,"g":"{'delta': 0.7779, 'gamma': 0.059, 'rho': 0.0644, 'theta': -0.0134, 'vega': 0.0618}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00042000 quote/model snapshot = 3.46
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00042000","e":261120,"cp":"P","k":42,"b":2.18,"a":3.46,"bs":592,"az":495,"t":"2026-09-04T19:59:55.085084352Z","iv":0.5998,"g":"{'delta': -0.305, 'gamma': 0.0281, 'rho': -0.0342, 'theta': -0.0277, 'vega': 0.0727}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00042000 quote/model snapshot = 5.78
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00042000","e":261120,"cp":"C","k":42,"b":4.13,"a":5.78,"bs":514,"az":410,"t":"2026-09-04T19:59:55.085084352Z","iv":0.2534,"g":"{'delta': 0.8276, 'gamma': 0.0485, 'rho': 0.0673, 'theta': -0.0125, 'vega': 0.053}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00041000 quote/model snapshot = 2.36
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00041000","e":261120,"cp":"P","k":41,"b":1.73,"a":2.36,"bs":674,"az":138,"t":"2026-09-04T19:59:55.085087858Z","iv":0.5429,"g":"{'delta': -0.2627, 'gamma': 0.0289, 'rho': -0.0287, 'theta': -0.0234, 'vega': 0.0677}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00041000 quote/model snapshot = 6.72
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00041000","e":261120,"cp":"C","k":41,"b":4.84,"a":6.72,"bs":100,"az":204,"t":"2026-09-04T19:59:50.79974766Z","iv":0.2549,"g":"{'delta': 0.8749, 'gamma': 0.0389, 'rho': 0.0701, 'theta': -0.011, 'vega': 0.0428}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00040000 quote/model snapshot = 2.42
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00040000","e":261120,"cp":"P","k":40,"b":1.43,"a":2.42,"bs":766,"az":496,"t":"2026-09-04T19:59:56.824812614Z","iv":0.5754,"g":"{'delta': -0.2392, 'gamma': 0.026, 'rho': -0.0263, 'theta': -0.0237, 'vega': 0.0644}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00040000 quote/model snapshot = 6.93
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00040000","e":261120,"cp":"C","k":40,"b":5.86,"a":6.93,"bs":450,"az":286,"t":"2026-09-04T19:59:55.084756963Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00039000 quote/model snapshot = 2.13
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00039000","e":261120,"cp":"P","k":39,"b":0.98,"a":2.13,"bs":866,"az":554,"t":"2026-09-04T19:59:47.799653078Z","iv":0.5648,"g":"{'delta': -0.207, 'gamma': 0.0244, 'rho': -0.0225, 'theta': -0.0215, 'vega': 0.0593}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00039000 quote/model snapshot = 8.59
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00039000","e":261120,"cp":"C","k":39,"b":6.68,"a":8.59,"bs":43,"az":89,"t":"2026-09-04T19:59:54.92209909Z","iv":0.2859,"g":"{'delta': 0.9231, 'gamma': 0.0243, 'rho': 0.0708, 'theta': -0.0094, 'vega': 0.03}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00038000 quote/model snapshot = 1.93
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00038000","e":261120,"cp":"P","k":38,"b":0.92,"a":1.93,"bs":444,"az":1140,"t":"2026-09-04T19:59:56.825097565Z","iv":0.5898,"g":"{'delta': -0.1865, 'gamma': 0.0219, 'rho': -0.0203, 'theta': -0.0212, 'vega': 0.0557}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00038000 quote/model snapshot = 8.84
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00038000","e":261120,"cp":"C","k":38,"b":7.67,"a":8.84,"bs":366,"az":323,"t":"2026-09-04T19:59:55.084862242Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00037000 quote/model snapshot = 1.42
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00037000","e":261120,"cp":"P","k":37,"b":0.72,"a":1.42,"bs":453,"az":908,"t":"2026-09-04T19:59:56.825093357Z","iv":0.5684,"g":"{'delta': -0.1541, 'gamma': 0.0201, 'rho': -0.0166, 'theta': -0.0181, 'vega': 0.0493}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00037000 quote/model snapshot = 10.35
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00037000","e":261120,"cp":"C","k":37,"b":8.65,"a":10.35,"bs":361,"az":355,"t":"2026-09-04T19:59:55.084862242Z","iv":0.2955,"g":"{'delta': 0.9625, 'gamma': 0.0133, 'rho': 0.0707, 'theta': -0.007, 'vega': 0.017}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00036000 quote/model snapshot = 1.02
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00036000","e":261120,"cp":"P","k":36,"b":0.63,"a":1.02,"bs":45,"az":595,"t":"2026-09-04T19:59:58.140219072Z","iv":0.5594,"g":"{'delta': -0.1271, 'gamma': 0.0179, 'rho': -0.0136, 'theta': -0.0157, 'vega': 0.0433}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00036000 quote/model snapshot = 11.25
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00036000","e":261120,"cp":"C","k":36,"b":9.62,"a":11.25,"bs":18,"az":67,"t":"2026-09-04T19:59:51.034497606Z","iv":0.2788,"g":"{'delta': 0.982, 'gamma': 0.0076, 'rho': 0.0707, 'theta': -0.0054, 'vega': 0.0092}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00035000 quote/model snapshot = 0.83
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00035000","e":261120,"cp":"P","k":35,"b":0.47,"a":0.83,"bs":206,"az":614,"t":"2026-09-04T19:59:55.084756963Z","iv":0.5584,"g":"{'delta': -0.105, 'gamma': 0.0157, 'rho': -0.0111, 'theta': -0.0137, 'vega': 0.0378}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00035000 quote/model snapshot = 12.1
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00035000","e":261120,"cp":"C","k":35,"b":9.17,"a":12.1,"bs":362,"az":78,"t":"2026-09-04T19:59:57.697623461Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120P00034000 quote/model snapshot = 0.83
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120P00034000","e":261120,"cp":"P","k":34,"b":0.37,"a":0.83,"bs":52,"az":832,"t":"2026-09-04T19:59:55.084752239Z","iv":0.5863,"g":"{'delta': -0.0941, 'gamma': 0.0138, 'rho': -0.01, 'theta': -0.0133, 'vega': 0.0348}","T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261120C00034000 quote/model snapshot = 13.94
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261120C00034000","e":261120,"cp":"C","k":34,"b":10.2,"a":13.94,"bs":262,"az":31,"t":"2026-09-04T19:59:49.386567082Z","iv":null,"g":null,"T":null,"td":null,"no_div":null,"american_div":null,"european_div":null,"american_scaled":null,"american_n1600":null,"low_vol":null,"high_vol":null,"net_model_contract":null,"range_value":null,"range_bid_proxy":null,"target_net":null} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
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