FRO FRO261016P00039000 quote/model snapshot = 0.92
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00039000","e":261016,"cp":"P","k":39,"b":0.57,"a":0.92,"bs":271,"az":96,"t":"2026-09-04T19:59:49.626164517Z","iv":0.566,"g":"{'delta': -0.1538, 'gamma': 0.0278, 'rho': -0.0084, 'theta': -0.0251, 'vega': 0.0357}","T":0.1150684932,"td":0.0376141553,"no_div":0.2975642612,"american_div":0.6516971961,"european_div":0.6490369491,"american_scaled":0.7502277448,"american_n1600":0.6513946286,"low_vol":0.3549360653,"high_vol":1.4456133086,"net_model_contract":-27.030280393,"range_value":1.2211128568,"range_bid_proxy":1.0461128568,"target_net":12.4112856791}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00039000 quote/model snapshot = 8.78
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00039000","e":261016,"cp":"C","k":39,"b":6.12,"a":8.78,"bs":65,"az":88,"t":"2026-09-04T19:59:49.374258773Z","iv":0.3672,"g":"{'delta': 0.9319, 'gamma': 0.0237, 'rho': 0.038, 'theta': -0.013, 'vega': 0.0198}","T":0.1150684932,"td":0.0376141553,"no_div":7.6256241777,"american_div":7.2327014484,"european_div":5.372055285,"american_scaled":7.2462201869,"american_n1600":7.2327434601,"low_vol":7.2114095075,"high_vol":7.4437923177,"net_model_contract":-154.9298551647,"range_value":9.5419313911,"range_bid_proxy":8.2119313911,"target_net":-57.0068608884}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00038000 quote/model snapshot = 0.92
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00038000","e":261016,"cp":"P","k":38,"b":0.37,"a":0.92,"bs":576,"az":1078,"t":"2026-09-04T19:59:54.443642968Z","iv":0.5921,"g":"{'delta': -0.1318, 'gamma': 0.0239, 'rho': -0.0072, 'theta': -0.0237, 'vega': 0.0322}","T":0.1150684932,"td":0.0376141553,"no_div":0.1957687086,"american_div":0.4541922933,"european_div":0.4524426477,"american_scaled":0.5366482547,"american_n1600":0.4545227547,"low_vol":0.2184736052,"high_vol":1.1512330375,"net_model_contract":-46.7807706739,"range_value":0.8961445429,"range_bid_proxy":0.6211445429,"target_net":-30.0855457141}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00038000 quote/model snapshot = 9.58
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00038000","e":261016,"cp":"C","k":38,"b":7.39,"a":9.58,"bs":5,"az":11,"t":"2026-09-04T19:59:50.387845557Z","iv":0.4305,"g":"{'delta': 0.9299, 'gamma': 0.0207, 'rho': 0.0368, 'theta': -0.0147, 'vega': 0.0203}","T":0.1150684932,"td":0.0376141553,"no_div":8.5196244074,"american_div":8.2157077982,"european_div":6.1708688202,"american_scaled":8.2219704131,"american_n1600":8.2157504938,"low_vol":8.2076300825,"high_vol":8.3453777762,"net_model_contract":-136.6292201823,"range_value":10.5378825133,"range_bid_proxy":9.4428825133,"target_net":-13.9117486704}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00037000 quote/model snapshot = 0.57
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00037000","e":261016,"cp":"P","k":37,"b":0.28,"a":0.57,"bs":242,"az":85,"t":"2026-09-04T19:59:49.621823307Z","iv":0.5696,"g":"{'delta': -0.0971, 'gamma': 0.02, 'rho': -0.0052, 'theta': -0.0184, 'vega': 0.0259}","T":0.1150684932,"td":0.0376141553,"no_div":0.1239938098,"american_div":0.3058700481,"european_div":0.3047867299,"american_scaled":0.3722874835,"american_n1600":0.3058070723,"low_vol":0.1268903047,"high_vol":0.9001831245,"net_model_contract":-26.6129951862,"range_value":0.635811787,"range_bid_proxy":0.490811787,"target_net":-8.1188212967}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00037000 quote/model snapshot = 10.82
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00037000","e":261016,"cp":"C","k":37,"b":8.16,"a":10.82,"bs":49,"az":11,"t":"2026-09-04T19:59:58.799772072Z","iv":0.4802,"g":"{'delta': 0.9342, 'gamma': 0.0177, 'rho': 0.0359, 'theta': -0.0153, 'vega': 0.0193}","T":0.1150684932,"td":0.0376141553,"no_div":9.4435263164,"american_div":9.208210931,"european_div":7.0186207391,"american_scaled":9.2107182905,"american_n1600":9.2082210214,"low_vol":9.2056161667,"high_vol":9.2815714591,"net_model_contract":-161.3789069035,"range_value":11.5355920811,"range_bid_proxy":10.2055920811,"target_net":-61.6407918945}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00036000 quote/model snapshot = 0.47
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00036000","e":261016,"cp":"P","k":36,"b":0.18,"a":0.47,"bs":241,"az":429,"t":"2026-09-04T19:59:52.761065172Z","iv":0.5778,"g":"{'delta': -0.0768, 'gamma': 0.0165, 'rho': -0.0041, 'theta': -0.0157, 'vega': 0.0217}","T":0.1150684932,"td":0.0376141553,"no_div":0.0751132842,"american_div":0.1977650857,"european_div":0.1971170358,"american_scaled":0.2490798567,"american_n1600":0.1977212405,"low_vol":0.0693339682,"high_vol":0.6900558068,"net_model_contract":-27.423491425,"range_value":0.4358293995,"range_bid_proxy":0.2908293995,"target_net":-18.1170600508}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00036000 quote/model snapshot = 11.72
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00036000","e":261016,"cp":"C","k":36,"b":9.02,"a":11.72,"bs":59,"az":11,"t":"2026-09-04T19:59:58.691092898Z","iv":0.4499,"g":"{'delta': 0.9629, 'gamma': 0.0119, 'rho': 0.0364, 'theta': -0.0105, 'vega': 0.0122}","T":0.1150684932,"td":0.0376141553,"no_div":10.3902184169,"american_div":10.2047179743,"european_div":7.9063588816,"american_scaled":10.2055798459,"american_n1600":10.2047388557,"low_vol":10.2040246685,"high_vol":10.2426894201,"net_model_contract":-151.7282025664,"range_value":12.5338869856,"range_bid_proxy":11.1838869856,"target_net":-53.811301437}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016P00035000 quote/model snapshot = 0.52
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016P00035000","e":261016,"cp":"P","k":35,"b":0,"a":0.52,"bs":0,"az":673,"t":"2026-09-04T19:59:55.084726917Z","iv":null,"g":null,"T":0.1150684932,"td":0.0376141553,"no_div":0.0433794124,"american_div":0.1223414864,"european_div":0.1219686916,"american_scaled":0.1599640841,"american_n1600":0.1223774784,"low_vol":0.0353197595,"high_vol":0.5176933027,"net_model_contract":-39.9658513624,"range_value":0.2868863858,"range_bid_proxy":0.0268863858,"target_net":-49.5113614168}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO261016C00035000 quote/model snapshot = 13.01
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO261016C00035000","e":261016,"cp":"C","k":35,"b":9.91,"a":13.01,"bs":59,"az":11,"t":"2026-09-04T19:59:58.691063643Z","iv":0.5596,"g":"{'delta': 0.9476, 'gamma': 0.0127, 'rho': 0.0344, 'theta': -0.0149, 'vega': 0.0162}","T":0.1150684932,"td":0.0376141553,"no_div":11.3539901404,"american_div":11.2026634969,"european_div":8.8266183741,"american_scaled":11.2029142186,"american_n1600":11.2026759701,"low_vol":11.2025119998,"high_vol":11.2205845909,"net_model_contract":-180.9336503072,"range_value":13.5323415504,"range_bid_proxy":11.9823415504,"target_net":-102.9658449574}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00060000 quote/model snapshot = 17.05
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00060000","e":260918,"cp":"P","k":60,"b":15.09,"a":17.05,"bs":22,"az":28,"t":"2026-09-04T19:59:51.840314688Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":13.85,"american_div":16.3658446112,"european_div":16.364121339,"american_scaled":16.3658983601,"american_n1600":16.3659024202,"low_vol":16.3658153982,"high_vol":16.3708186975,"net_model_contract":-68.6155388799,"range_value":18.6956377257,"range_bid_proxy":17.7156377257,"target_net":66.3637725656}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00060000 quote/model snapshot = 0.57
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00060000","e":260918,"cp":"C","k":60,"b":0,"a":0.57,"bs":0,"az":309,"t":"2026-09-04T19:59:49.714790034Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0006060964,"american_div":0.0002554813,"european_div":0.0000295174,"american_scaled":0.0005779558,"american_n1600":0.0002575525,"low_vol":0.0000045765,"high_vol":0.0152673743,"net_model_contract":-57.1744518724,"range_value":0.0029538434,"range_bid_proxy":0,"target_net":-57.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00055000 quote/model snapshot = 12.02
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00055000","e":260918,"cp":"P","k":55,"b":10.6,"a":12.02,"bs":200,"az":177,"t":"2026-09-04T19:59:55.084797224Z","iv":1.6898,"g":"{'delta': -0.6736, 'gamma': 0.0266, 'rho': -0.0128, 'theta': -0.2175, 'vega': 0.0289}","T":0.0383561644,"td":0.0376141553,"no_div":8.8501672173,"american_div":11.3754135934,"european_div":11.3738392349,"american_scaled":11.377152246,"american_n1600":11.3754744006,"low_vol":11.3734434978,"high_vol":11.4197581978,"net_model_contract":-64.6586406588,"range_value":13.7033086481,"range_bid_proxy":12.9933086481,"target_net":97.1308648133}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00055000 quote/model snapshot = 0.17
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00055000","e":260918,"cp":"C","k":55,"b":0,"a":0.17,"bs":0,"az":287,"t":"2026-09-04T19:59:49.710900728Z","iv":null,"g":null,"T":0.0383561644,"td":0.0376141553,"no_div":0.0209639018,"american_div":0.0130695927,"european_div":0.0020820622,"american_scaled":0.020197486,"american_n1600":0.0130873986,"low_vol":0.001632051,"high_vol":0.124883896,"net_model_contract":-15.893040732,"range_value":0.0781805766,"range_bid_proxy":0,"target_net":-17.2}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00050000 quote/model snapshot = 7.27
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00050000","e":260918,"cp":"P","k":50,"b":5.42,"a":7.27,"bs":209,"az":124,"t":"2026-09-04T19:59:55.085110388Z","iv":1.2523,"g":"{'delta': -0.6017, 'gamma': 0.0385, 'rho': -0.0103, 'theta': -0.1725, 'vega': 0.0309}","T":0.0383561644,"td":0.0376141553,"no_div":4.1209239064,"american_div":6.4471980473,"european_div":6.4458572629,"american_scaled":6.469401736,"american_n1600":6.4472385555,"low_vol":6.3981533415,"high_vol":6.6914291682,"net_model_contract":-82.4801952748,"range_value":8.7205282976,"range_bid_proxy":7.7955282976,"target_net":52.3528297649}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00050000 quote/model snapshot = 0.33
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00050000","e":260918,"cp":"C","k":50,"b":0.18,"a":0.33,"bs":523,"az":5,"t":"2026-09-04T19:59:49.712990736Z","iv":0.4262,"g":"{'delta': 0.1492, 'gamma': 0.0681, 'rho': 0.002, 'theta': -0.0367, 'vega': 0.0186}","T":0.0383561644,"td":0.0376141553,"no_div":0.3298709987,"american_div":0.2711226075,"european_div":0.0664347391,"american_scaled":0.322217229,"american_n1600":0.2714020014,"low_vol":0.1271724354,"high_vol":0.7065029059,"net_model_contract":-6.0877392532,"range_value":0.859833087,"range_bid_proxy":0.784833087,"target_net":45.2833086977}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00049000 quote/model snapshot = 6.07
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00049000","e":260918,"cp":"P","k":49,"b":4.28,"a":6.07,"bs":66,"az":61,"t":"2026-09-04T19:59:43.009885917Z","iv":1.0913,"g":"{'delta': -0.5867, 'gamma': 0.0446, 'rho': -0.0097, 'theta': -0.1515, 'vega': 0.0312}","T":0.0383561644,"td":0.0376141553,"no_div":3.3029080183,"american_div":5.5010461093,"european_div":5.4997893495,"american_scaled":5.533500708,"american_n1600":5.5012470918,"low_vol":5.4220443459,"high_vol":5.8175999825,"net_model_contract":-57.0953890669,"range_value":7.7325691397,"range_bid_proxy":6.8375691397,"target_net":76.5569139714}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00049000 quote/model snapshot = 0.63
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00049000","e":260918,"cp":"C","k":49,"b":0.27,"a":0.63,"bs":738,"az":346,"t":"2026-09-04T19:59:49.6305943Z","iv":0.4389,"g":"{'delta': 0.2289, 'gamma': 0.0862, 'rho': 0.003, 'theta': -0.0494, 'vega': 0.0242}","T":0.0383561644,"td":0.0376141553,"no_div":0.5153655489,"american_div":0.4414979478,"european_div":0.1188337555,"american_scaled":0.5053509702,"american_n1600":0.4414602177,"low_vol":0.2473909787,"high_vol":0.9508441212,"net_model_contract":-19.0502052225,"range_value":1.2421726712,"range_bid_proxy":1.0621726712,"target_net":43.0172671228}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00048000 quote/model snapshot = 6.11
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00048000","e":260918,"cp":"P","k":48,"b":3.28,"a":6.11,"bs":42,"az":52,"t":"2026-09-04T19:59:49.377530625Z","iv":1.141,"g":"{'delta': -0.5387, 'gamma': 0.0435, 'rho': -0.0089, 'theta': -0.1619, 'vega': 0.0318}","T":0.0383561644,"td":0.0376141553,"no_div":2.5606708909,"american_div":4.5885718034,"european_div":4.5874108291,"american_scaled":4.6327852781,"american_n1600":4.5886586569,"low_vol":4.4694411016,"high_vol":4.9824541273,"net_model_contract":-152.3428196576,"range_value":6.7540257084,"range_bid_proxy":5.3390257084,"target_net":-77.2974291628}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00048000 quote/model snapshot = 0.82
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00048000","e":260918,"cp":"C","k":48,"b":0.53,"a":0.82,"bs":279,"az":20,"t":"2026-09-04T19:59:58.643040161Z","iv":0.431,"g":"{'delta': 0.315, 'gamma': 0.1029, 'rho': 0.0042, 'theta': -0.0571, 'vega': 0.0284}","T":0.0383561644,"td":0.0376141553,"no_div":0.7754584198,"american_div":0.6892340759,"european_div":0.2049221649,"american_scaled":0.7630573619,"american_n1600":0.6891149923,"low_vol":0.449993272,"high_vol":1.2576350361,"net_model_contract":-13.2765924054,"range_value":1.7319078042,"range_bid_proxy":1.5869078042,"target_net":76.4907804174}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00047000 quote/model snapshot = 4.36
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00047000","e":260918,"cp":"P","k":47,"b":3.28,"a":4.36,"bs":58,"az":56,"t":"2026-09-04T19:59:58.140219072Z","iv":1.0533,"g":"{'delta': -0.5024, 'gamma': 0.0473, 'rho': -0.0081, 'theta': -0.1502, 'vega': 0.0319}","T":0.0383561644,"td":0.0376141553,"no_div":1.9111245407,"american_div":3.7245372193,"european_div":3.7235026791,"american_scaled":3.7814079791,"american_n1600":3.7242881014,"low_vol":3.5572798427,"high_vol":4.197110864,"net_model_contract":-63.746278074,"range_value":5.7921641291,"range_bid_proxy":5.2521641291,"target_net":89.0164129132}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00047000 quote/model snapshot = 1.18
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00047000","e":260918,"cp":"C","k":47,"b":0.78,"a":1.18,"bs":544,"az":229,"t":"2026-09-04T19:59:58.140545456Z","iv":0.4202,"g":"{'delta': 0.4178, 'gamma': 0.116, 'rho': 0.0055, 'theta': -0.0615, 'vega': 0.0313}","T":0.0383561644,"td":0.0376141553,"no_div":1.1273249931,"american_div":1.0320523556,"european_div":0.3394809446,"american_scaled":1.1128049623,"american_n1600":1.0317052584,"low_vol":0.7631762643,"high_vol":1.6362007739,"net_model_contract":-14.9947644383,"range_value":2.330910745,"range_bid_proxy":2.130910745,"target_net":94.8910745048}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00046000 quote/model snapshot = 3.63
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$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918P00046000","e":260918,"cp":"P","k":46,"b":2.52,"a":3.63,"bs":144,"az":115,"t":"2026-09-04T19:59:49.63532045Z","iv":0.9922,"g":"{'delta': -0.4571, 'gamma': 0.0499, 'rho': -0.0073, 'theta': -0.1408, 'vega': 0.0318}","T":0.0383561644,"td":0.0376141553,"no_div":1.3644276715,"american_div":2.9261547234,"european_div":2.925264009,"american_scaled":2.9950683217,"american_n1600":2.9260734861,"low_vol":2.7100095665,"high_vol":3.4681635149,"net_model_contract":-70.5845276626,"range_value":4.8571935303,"range_bid_proxy":4.3021935303,"target_net":67.0193530316}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918C00046000 quote/model snapshot = 1.72
Options mispricing2026-09-07 04:08
Retrieved Sep7 2026; quoted timestamps Sep4; provider indicative derivatives, not executable. Row contains bid b,ask a,sizes bs/az,feed IV/Greeks g. Model columns when present: CRR escrowed dividend S46.15,D2.61,exSep18,r.04,sigma.408179926,n800; low/highvol .326543941/.589271463; fees assumed$.20/contract; range=instant favorable1.5ATR14 move,halfspread bidproxy,not exit forecast. {"s":"FRO260918C00046000","e":260918,"cp":"C","k":46,"b":1.32,"a":1.72,"bs":188,"az":493,"t":"2026-09-04T19:59:49.636337844Z","iv":0.4496,"g":"{'delta': 0.5345, 'gamma': 0.1104, 'rho': 0.007, 'theta': -0.0673, 'vega': 0.0318}","T":0.0383561644,"td":0.0376141553,"no_div":1.5812298681,"american_div":1.4836392029,"european_div":0.5397092043,"american_scaled":1.5655350908,"american_n1600":1.4832184361,"low_vol":1.2099990841,"high_vol":2.0906672805,"net_model_contract":-23.8360797075,"range_value":3.0339284266,"range_bid_proxy":2.8339284266,"target_net":111.1928426558}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative
FRO FRO260918P00045000 quote/model snapshot = 2.58
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":"FRO260918P00045000","e":260918,"cp":"P","k":45,"b":1.98,"a":2.58,"bs":57,"az":287,"t":"2026-09-04T19:59:59.412748986Z","iv":0.8972,"g":"{'delta': -0.4041, 'gamma': 0.0539, 'rho': -0.0063, 'theta': -0.1244, 'vega': 0.031}","T":0.0383561644,"td":0.0376141553,"no_div":0.9257537432,"american_div":2.2118460115,"european_div":2.2111103416,"american_scaled":2.290646704,"american_n1600":2.2118845142,"low_vol":1.9558887222,"high_vol":2.8039494739,"net_model_contract":-37.0153988532,"range_value":3.9634319996,"range_bid_proxy":3.6634319996,"target_net":108.1431999589}
https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative