FRO FRO261016C00060000 quote/model snapshot = 0.27
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00060000","e":261016,"cp":"C","k":60,"b":0,"a":0.27,"bs":0,"az":121,"t":"2026-09-04T19:59:44.974665078Z","iv":null,"g":null,"T":0.1150684932,"td":0.0376141553,"no_div":0.0882784605,"american_div":0.0271191757,"european_div":0.0271136381,"american_scaled":0.0415016401,"american_n1600":0.0271643549,"low_vol":0.0035556219,"high_vol":0.2471467643,"net_model_contract":-24.4880824251,"range_value":0.0788635477,"range_bid_proxy":0,"target_net":-27.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00055000 quote/model snapshot = 12.56
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00055000","e":261016,"cp":"P","k":55,"b":10.65,"a":12.56,"bs":70,"az":55,"t":"2026-09-04T19:59:49.429690298Z","iv":0.973,"g":"{'delta': -0.6488, 'gamma': 0.0253, 'rho': -0.0444, 'theta': -0.0655, 'vega': 0.0559}","T":0.1150684932,"td":0.0376141553,"no_div":9.0537467926,"american_div":11.4598640278,"european_div":11.3413680848,"american_scaled":11.4965987003,"american_n1600":11.4600253469,"low_vol":11.3883817101,"high_vol":11.8883714936,"net_model_contract":-110.2135972167,"range_value":13.7253782393,"range_bid_proxy":12.7703782393,"target_net":20.8378239288}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00055000 quote/model snapshot = 0.32
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00055000","e":261016,"cp":"C","k":55,"b":0.13,"a":0.32,"bs":312,"az":159,"t":"2026-09-04T19:59:58.643469864Z","iv":0.3755,"g":"{'delta': 0.09, 'gamma': 0.0287, 'rho': 0.0042, 'theta': -0.0122, 'vega': 0.0245}","T":0.1150684932,"td":0.0376141553,"no_div":0.3631801713,"american_div":0.1386267647,"european_div":0.1378610343,"american_scaled":0.1835396548,"american_n1600":0.1388040341,"low_vol":0.0382919673,"high_vol":0.6137713869,"net_model_contract":-18.3373235255,"range_value":0.3374271001,"range_bid_proxy":0.2424271001,"target_net":-7.9572899925}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00050000 quote/model snapshot = 7.69
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00050000","e":261016,"cp":"P","k":50,"b":5.98,"a":7.69,"bs":52,"az":68,"t":"2026-09-04T19:59:49.430827845Z","iv":0.7652,"g":"{'delta': -0.5722, 'gamma': 0.034, 'rho': -0.0355, 'theta': -0.0546, 'vega': 0.0592}","T":0.1150684932,"td":0.0376141553,"no_div":4.8771796062,"american_div":6.8587711761,"european_div":6.7988724855,"american_scaled":6.9540330299,"american_n1600":6.858691658,"low_vol":6.5910025201,"high_vol":7.6642518054,"net_model_contract":-83.322882393,"range_value":8.8928947029,"range_bid_proxy":8.0378947029,"target_net":34.589470287}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00050000 quote/model snapshot = 0.77
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00050000","e":261016,"cp":"C","k":50,"b":0.52,"a":0.77,"bs":907,"az":86,"t":"2026-09-04T19:59:52.084782443Z","iv":0.3136,"g":"{'delta': 0.2427, 'gamma': 0.0662, 'rho': 0.0113, 'theta': -0.02, 'vega': 0.0471}","T":0.1150684932,"td":0.0376141553,"no_div":1.2204248438,"american_div":0.6078371271,"european_div":0.5724046183,"american_scaled":0.7095126074,"american_n1600":0.6077734944,"low_vol":0.3097171467,"high_vol":1.4432889536,"net_model_contract":-16.4162872917,"range_value":1.2722200067,"range_bid_proxy":1.1472200067,"target_net":37.5220006684}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00049000 quote/model snapshot = 6.75
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00049000","e":261016,"cp":"P","k":49,"b":5.43,"a":6.75,"bs":99,"az":96,"t":"2026-09-04T19:59:55.085110388Z","iv":0.7493,"g":"{'delta': -0.5432, 'gamma': 0.0351, 'rho': -0.0333, 'theta': -0.0542, 'vega': 0.0598}","T":0.1150684932,"td":0.0376141553,"no_div":4.1669995113,"american_div":6.0205914168,"european_div":5.970774993,"american_scaled":6.1288999112,"american_n1600":6.0207197803,"low_vol":5.7016545849,"high_vol":6.899102686,"net_model_contract":-73.1408583235,"range_value":7.9725052932,"range_bid_proxy":7.3125052932,"target_net":56.050529318}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00049000 quote/model snapshot = 1.53
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00049000","e":261016,"cp":"C","k":49,"b":0.37,"a":1.53,"bs":1177,"az":682,"t":"2026-09-04T19:59:55.085099458Z","iv":0.3256,"g":"{'delta': 0.3162, 'gamma': 0.0725, 'rho': 0.0146, 'theta': -0.0238, 'vega': 0.0536}","T":0.1150684932,"td":0.0376141553,"no_div":1.5129388591,"american_div":0.8053052738,"european_div":0.7397149624,"american_scaled":0.9185657806,"american_n1600":0.8054815922,"low_vol":0.459478315,"high_vol":1.7032361131,"net_model_contract":-72.6694726191,"range_value":1.633806399,"range_bid_proxy":1.053806399,"target_net":-47.819360097}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00048000 quote/model snapshot = 5.76
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00048000","e":261016,"cp":"P","k":48,"b":3.53,"a":5.76,"bs":101,"az":89,"t":"2026-09-04T19:59:55.085099458Z","iv":0.6118,"g":"{'delta': -0.5318, 'gamma': 0.0431, 'rho': -0.0312, 'theta': -0.044, 'vega': 0.06}","T":0.1150684932,"td":0.0376141553,"no_div":3.5100297388,"american_div":5.2229980956,"european_div":5.1823135244,"american_scaled":5.3432610089,"american_n1600":5.2232230149,"low_vol":4.855120403,"high_vol":6.1654910976,"net_model_contract":-53.9001904351,"range_value":7.078295914,"range_bid_proxy":5.963295914,"target_net":20.1295914002}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00048000 quote/model snapshot = 1.18
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00048000","e":261016,"cp":"C","k":48,"b":0.88,"a":1.18,"bs":549,"az":97,"t":"2026-09-04T19:59:58.863484039Z","iv":0.2852,"g":"{'delta': 0.3673, 'gamma': 0.0876, 'rho': 0.017, 'theta': -0.0224, 'vega': 0.0568}","T":0.1150684932,"td":0.0376141553,"no_div":1.8575159375,"american_div":1.062214471,"european_div":0.9466613305,"american_scaled":1.1843643416,"american_n1600":1.0625556739,"low_vol":0.6772202266,"high_vol":2.0058949134,"net_model_contract":-11.9785529019,"range_value":2.0813135074,"range_bid_proxy":1.9313135074,"target_net":74.9313507427}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00047000 quote/model snapshot = 4.94
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00047000","e":261016,"cp":"P","k":47,"b":4.28,"a":4.94,"bs":57,"az":74,"t":"2026-09-04T19:59:57.635059276Z","iv":0.7038,"g":"{'delta': -0.4799, 'gamma': 0.0376, 'rho': -0.0286, 'theta': -0.0514, 'vega': 0.0601}","T":0.1150684932,"td":0.0376141553,"no_div":2.9118574784,"american_div":4.472544484,"european_div":4.4399453874,"american_scaled":4.6024786862,"american_n1600":4.4721422263,"low_vol":4.059593393,"high_vol":5.4698131291,"net_model_contract":-46.945551598,"range_value":6.2161497676,"range_bid_proxy":5.8861497676,"target_net":94.4149767619}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00047000 quote/model snapshot = 1.73
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00047000","e":261016,"cp":"C","k":47,"b":1.18,"a":1.73,"bs":410,"az":238,"t":"2026-09-04T19:59:55.085110388Z","iv":0.2938,"g":"{'delta': 0.4574, 'gamma': 0.0896, 'rho': 0.021, 'theta': -0.0245, 'vega': 0.0598}","T":0.1150684932,"td":0.0376141553,"no_div":2.2600002134,"american_div":1.3933699326,"european_div":1.1997010301,"american_scaled":1.5196966864,"american_n1600":1.3928381832,"low_vol":0.984471946,"high_vol":2.358982099,"net_model_contract":-33.863006737,"range_value":2.6207930928,"range_bid_proxy":2.3457930928,"target_net":61.37930928}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00046000 quote/model snapshot = 4.14
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00046000","e":261016,"cp":"P","k":46,"b":3.32,"a":4.14,"bs":120,"az":90,"t":"2026-09-04T19:59:55.085110388Z","iv":0.6485,"g":"{'delta': -0.4454, 'gamma': 0.0404, 'rho': -0.0259, 'theta': -0.047, 'vega': 0.0596}","T":0.1150684932,"td":0.0376141553,"no_div":2.3747370916,"american_div":3.7744404401,"european_div":3.7487638881,"american_scaled":3.9116788442,"american_n1600":3.7736535839,"low_vol":3.3248041876,"high_vol":4.8103980394,"net_model_contract":-36.7559559935,"range_value":5.3923253007,"range_bid_proxy":4.9823253007,"target_net":84.0325300699}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00046000 quote/model snapshot = 2.009
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00046000","e":261016,"cp":"C","k":46,"b":1.47,"a":2.009,"bs":778,"az":122,"t":"2026-09-04T19:59:57.255373751Z","iv":0.2641,"g":"{'delta': 0.5477, 'gamma': 0.0995, 'rho': 0.0251, 'theta': -0.0226, 'vega': 0.0597}","T":0.1150684932,"td":0.0376141553,"no_div":2.7225501835,"american_div":1.8094787702,"european_div":1.5039273675,"american_scaled":1.9352247748,"american_n1600":1.8091137457,"low_vol":1.4040168072,"high_vol":2.7648539417,"net_model_contract":-20.1521229845,"range_value":3.257473633,"range_bid_proxy":2.987973633,"target_net":97.6973632973}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00045000 quote/model snapshot = 4.019
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00045000","e":261016,"cp":"P","k":45,"b":2.72,"a":4.019,"bs":231,"az":128,"t":"2026-09-04T19:59:55.085110388Z","iv":0.6736,"g":"{'delta': -0.4052, 'gamma': 0.0382, 'rho': -0.0236, 'theta': -0.0482, 'vega': 0.0584}","T":0.1150684932,"td":0.0376141553,"no_div":1.9001465878,"american_div":3.1336848498,"european_div":3.1137919553,"american_scaled":3.2754655715,"american_n1600":3.133211218,"low_vol":2.6613802284,"high_vol":4.19411875,"net_model_contract":-88.7315150225,"range_value":4.613389264,"range_bid_proxy":3.963889264,"target_net":-5.7110736}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00045000 quote/model snapshot = 3.68
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00045000","e":261016,"cp":"C","k":45,"b":1.97,"a":3.68,"bs":530,"az":584,"t":"2026-09-04T19:59:55.085110388Z","iv":0.3563,"g":"{'delta': 0.6193, 'gamma': 0.0709, 'rho': 0.0275, 'theta': -0.0289, 'vega': 0.0574}","T":0.1150684932,"td":0.0376141553,"no_div":3.2467663458,"american_div":2.3244389973,"european_div":1.8643632713,"american_scaled":2.4397856113,"american_n1600":2.3239070599,"low_vol":1.9521473147,"high_vol":3.2351272965,"net_model_contract":-135.7561002733,"range_value":3.9866287677,"range_bid_proxy":3.1316287677,"target_net":-55.0371232332}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00044000 quote/model snapshot = 4.27
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00044000","e":261016,"cp":"P","k":44,"b":2.18,"a":4.27,"bs":173,"az":178,"t":"2026-09-04T19:59:55.085110388Z","iv":0.7309,"g":"{'delta': -0.3695, 'gamma': 0.0343, 'rho': -0.0217, 'theta': -0.0512, 'vega': 0.0569}","T":0.1150684932,"td":0.0376141553,"no_div":1.4882880667,"american_div":2.5542927667,"european_div":2.5391189335,"american_scaled":2.6976255046,"american_n1600":2.5549376919,"low_vol":2.0749939477,"high_vol":3.6199023246,"net_model_contract":-171.7707233343,"range_value":3.8880208961,"range_bid_proxy":2.8430208961,"target_net":-142.8979103874}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00044000 quote/model snapshot = 3.38
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00044000","e":261016,"cp":"C","k":44,"b":2.52,"a":3.38,"bs":432,"az":214,"t":"2026-09-04T19:59:49.621377181Z","iv":0.2622,"g":"{'delta': 0.7385, 'gamma': 0.0823, 'rho': 0.0332, 'theta': -0.0197, 'vega': 0.049}","T":0.1150684932,"td":0.0376141553,"no_div":3.8329681901,"american_div":2.9391174513,"european_div":2.2850980862,"american_scaled":3.0427182595,"american_n1600":2.9398636977,"low_vol":2.6296126833,"high_vol":3.7698343913,"net_model_contract":-44.288254873,"range_value":4.7991288453,"range_bid_proxy":4.3691288453,"target_net":98.712884533}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00043000 quote/model snapshot = 2.96
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00043000","e":261016,"cp":"P","k":43,"b":1.87,"a":2.96,"bs":183,"az":403,"t":"2026-09-04T19:59:52.189306699Z","iv":0.6634,"g":"{'delta': -0.3264, 'gamma': 0.036, 'rho': -0.0187, 'theta': -0.0444, 'vega': 0.0544}","T":0.1150684932,"td":0.0376141553,"no_div":1.140066386,"american_div":2.0421542676,"european_div":2.0309487779,"american_scaled":2.1833283478,"american_n1600":2.0417661866,"low_vol":1.5706251585,"high_vol":3.0903332843,"net_model_contract":-91.9845732377,"range_value":3.2202157015,"range_bid_proxy":2.6752157015,"target_net":-28.6784298515}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00043000 quote/model snapshot = 4.85
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00043000","e":261016,"cp":"C","k":43,"b":3.13,"a":4.85,"bs":478,"az":422,"t":"2026-09-04T19:59:59.13799384Z","iv":0.3295,"g":"{'delta': 0.7708, 'gamma': 0.061, 'rho': 0.0337, 'theta': -0.0225, 'vega': 0.0457}","T":0.1150684932,"td":0.0376141553,"no_div":4.4822977899,"american_div":3.656755778,"european_div":2.7723357672,"american_scaled":3.7391917819,"american_n1600":3.6562245219,"low_vol":3.4224047332,"high_vol":4.3726489714,"net_model_contract":-119.524422199,"range_value":5.6781924492,"range_bid_proxy":4.8181924492,"target_net":-3.3807550804}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00042000 quote/model snapshot = 2.18
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00042000","e":261016,"cp":"P","k":42,"b":1.32,"a":2.18,"bs":332,"az":522,"t":"2026-09-04T19:59:51.167159216Z","iv":0.6087,"g":"{'delta': -0.2776, 'gamma': 0.0365, 'rho': -0.0156, 'theta': -0.0379, 'vega': 0.0505}","T":0.1150684932,"td":0.0376141553,"no_div":0.8518252043,"american_div":1.5965657615,"european_div":1.5884078201,"american_scaled":1.7320336809,"american_n1600":1.5961445167,"low_vol":1.1500662262,"high_vol":2.6092137185,"net_model_contract":-58.5434238518,"range_value":2.615397378,"range_bid_proxy":2.185397378,"target_net":0.3397377956}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00042000 quote/model snapshot = 5.05
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00042000","e":261016,"cp":"C","k":42,"b":3.88,"a":5.05,"bs":66,"az":157,"t":"2026-09-04T19:59:49.376678887Z","iv":0.2402,"g":"{'delta': 0.9001, 'gamma': 0.0484, 'rho': 0.0396, 'theta': -0.0119, 'vega': 0.0264}","T":0.1150684932,"td":0.0376141553,"no_div":5.1910447776,"american_div":4.4616506467,"european_div":3.325202646,"american_scaled":4.5238371173,"american_n1600":4.4616751497,"low_vol":4.3044158257,"high_vol":5.0457426084,"net_model_contract":-59.0349353313,"range_value":6.6074769166,"range_bid_proxy":6.0224769166,"target_net":97.0476916554}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00041000 quote/model snapshot = 2.02
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00041000","e":261016,"cp":"P","k":41,"b":1.03,"a":2.02,"bs":308,"az":545,"t":"2026-09-04T19:59:54.923833214Z","iv":0.6299,"g":"{'delta': -0.2439, 'gamma': 0.033, 'rho': -0.0136, 'theta': -0.0369, 'vega': 0.0473}","T":0.1150684932,"td":0.0376141553,"no_div":0.6183706952,"american_div":1.2174942599,"european_div":1.2117181194,"american_scaled":1.3433275721,"american_n1600":1.2177148996,"low_vol":0.8114312358,"high_vol":2.1737692435,"net_model_contract":-80.4505740062,"range_value":2.0805362409,"range_bid_proxy":1.5855362409,"target_net":-43.646375909}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00041000 quote/model snapshot = 6.75
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00041000","e":261016,"cp":"C","k":41,"b":4.08,"a":6.75,"bs":69,"az":96,"t":"2026-09-04T19:59:49.371932234Z","iv":0.2625,"g":"{'delta': 0.928, 'gamma': 0.0347, 'rho': 0.0399, 'theta': -0.0108, 'vega': 0.0207}","T":0.1150684932,"td":0.0376141553,"no_div":5.9541693554,"american_div":5.3384643373,"european_div":3.943920782,"american_scaled":5.3800620101,"american_n1600":5.3391014411,"low_vol":5.2460101185,"high_vol":5.7852932351,"net_model_contract":-141.3535662678,"range_value":7.569360235,"range_bid_proxy":6.234360235,"target_net":-51.7639765036}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00040000 quote/model snapshot = 1.02
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00040000","e":261016,"cp":"P","k":40,"b":0.87,"a":1.02,"bs":221,"az":1,"t":"2026-09-04T19:59:58.647408662Z","iv":0.5609,"g":"{'delta': -0.1867, 'gamma': 0.0318, 'rho': -0.0102, 'theta': -0.0281, 'vega': 0.0405}","T":0.1150684932,"td":0.0376141553,"no_div":0.4364896507,"american_div":0.9044100837,"european_div":0.9004215725,"american_scaled":1.0170789771,"american_n1600":0.9041188616,"low_vol":0.5491633592,"high_vol":1.7849623413,"net_model_contract":-11.7589916333,"range_value":1.6142860881,"range_bid_proxy":1.5392860881,"target_net":51.7286088097}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00040000 quote/model snapshot = 8.25
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":"FRO261016C00040000","e":261016,"cp":"C","k":40,"b":4.94,"a":8.25,"bs":69,"az":82,"t":"2026-09-04T19:59:49.38203235Z","iv":0.3812,"g":"{'delta': 0.892, 'gamma': 0.0323, 'rho': 0.0369, 'theta': -0.0172, 'vega': 0.028}","T":0.1150684932,"td":0.0376141553,"no_div":6.7685467961,"american_div":6.2688593197,"european_div":4.6280320717,"american_scaled":6.2941460236,"american_n1600":6.2689753292,"low_vol":6.221080338,"high_vol":6.5869160163,"net_model_contract":-198.314068028,"range_value":8.5505496799,"range_bid_proxy":6.8955496799,"target_net":-135.6450320124}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative