Runway

Notes

32996 observations, newest first
CHWY Adjusted SMA diagnostic 20/50 test cost30.0 = -14.344634584391969
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 20/50 test cost30.0'. The test used a fast Simple Moving Average, or SMA, of 20 days and a slow SMA of 50 days, with a cost of 30.0 basis points per leg. The test was run in a window called 'test' and resulted in a return of -14.344634584391969 percent and a drawdown of 25.701846853462584 percent. The win rate was 50.0 percent, based on a sample of 2 trades, with an average win of 14.96332540758966 percent and an average loss of -25.517003401013156 percent. The test was conducted using a vectorbt strategy, with parameters including next close on completed cross, separate train from 2022 to 2025 and test in 2026, liquidate at window end, 50 percent fees, and 50 percent slippage of per leg cost, with an initial cash amount of 100. Note that these results are not actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 20/50 train cost30.0 = -36.473438481272595
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 20/50 train cost 30.0'. This refers to a diagnostic test for Chewy stock, using a Simple Moving Average strategy with a fast period of 20 days and a slow period of 50 days, and a cost of 30.0 basis points per leg. The test was run on a training window and the results were: a return of -36.47%, a drawdown of 58.43%, a win rate of 40.0%, an average win of 4.21%, and an average loss of -9.63%. The test used a sample of 10 trades, and assumed 50% fees and 50% slippage of the per leg cost. The initial cash was $100. Note that these results are based on a simulation and do not reflect actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 20/50 test cost10.0 = -13.65664261716384
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 20/50 test cost 10.0'. The test used a fast Simple Moving Average, or SMA, of 20 and a slow SMA of 50, with a cost of 10.0 basis points per leg. The test window was used to evaluate the strategy. The return was -13.65664261716384 percent, with a drawdown of 25.254866893833817 percent. The win rate was 50.0 percent, based on a sample of 2 trades. The average win was 15.4092997468047 percent, and the average loss was -25.192693125981595 percent. The strategy used a vectorbt backtest, with the next close on completed cross, separate train from 2022 to 2025 and test in 2026, liquidate at the end of the window, 50 percent fees and 50 percent slippage of per leg cost, and 100 initial cash. Note that these results are not actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 20/50 train cost10.0 = -33.88086745874642
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 20/50 train cost 10.0'. This refers to a diagnostic test on the stock CHWY using a Simple Moving Average, or SMA, with two averages, one fast and one slow. The fast average is 20 and the slow average is 50. The cost per trade is 10.0 basis points, or cost_bps_per_leg, per leg. The test used a training window, which is a period of time used to train a model. The return was -33.88% and the drawdown, which is the largest decline in value, was 56.91%. The win rate, or percentage of winning trades, was 40.0%. The sample size, or number of trades, was 10. The average win percentage was 4.63% and the average loss percentage was -9.26%. The test was run using a vectorbt model, which is a type of trading model, with a next close on completed cross strategy, which means the trade is closed when the two moving averages cross. The test was separated into a training period from 2022 to 2025 and a test period in 2026. The liquidation window end means that positions are closed at the end of the trading window. The test assumed 50% fees and 50% slippage, which is the difference between the expected and actual price, of the per leg cost. The initial cash was $100. Note that these results are not actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 10/50 test cost30.0 = 2.4257400000855256
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 10/50 test cost 30.0'. The test used a fast Simple Moving Average, or SMA, of 10 days and a slow SMA of 50 days, with a cost of 30.0 basis points per leg. The test window was used to evaluate the strategy. The return was 2.4257%, the drawdown was 19.6714%, and the win rate was 50.0%. The sample size was 2, with an average win percentage of 9.2705% and an average loss percentage of -6.2615%. The strategy was tested using vectorbt, with settings including next close on completed cross, separate train from 2022 to 2025 and test in 2026, liquidate at window end, 50% fees, and 50% slippage of per leg cost. The initial cash was $100. Note that these results are not actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 10/50 train cost30.0 = -15.757203754077992
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 10/50 train cost 30.0'. This refers to a diagnostic test on the stock CHWY using a Simple Moving Average, or SMA, with two averages, one for the short term, or fast, period of 10 days and one for the long term, or slow, period of 50 days, and a cost of 30.0 basis points, or 0.3%, per trade leg. The test was run on a training window of data and the results were: a return of -15.76%, a maximum drawdown of 54.32%, a win rate of 21.43%, an average win of 18.55%, and an average loss of -5.74%. The test used a vectorbt strategy, which is a type of trading strategy, with settings to buy or sell on the next close after a completed cross, or crossover, of the two averages, and to liquidate, or close, positions at the end of the window. The test also assumed 50% of fees and 50% of slippage, or the difference between expected and actual trade prices, of the per leg cost, and started with an initial cash balance of 100. The results are based on a sample of 14 trades and do not reflect actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 10/50 test cost10.0 = 3.248433196425694
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 10/50 test cost 10.0'. The results of a test on CHWY using a Simple Moving Average, or SMA, strategy with a fast period of 10 and a slow period of 50, and a cost per trade of 10.0 basis points, showed a return of 3.248433196425694 percent, a maximum drawdown of 19.34944244952511 percent, and a win rate of 50.0 percent over 2 samples. The average win was 9.699332055588185 percent and the average loss was -5.879306196248517 percent. The test used a vectorbt strategy with settings including next close on completed cross, separate train from 2022 to 2025 and test in 2026, liquidate at the end of the window, 50 percent fees and 50 percent slippage of per leg cost, and an initial cash amount of 100. Note that these results are not actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 10/50 train cost10.0 = -10.905008413713716
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 10/50 train cost 10.0'. This refers to a diagnostic test of a trading strategy for the stock CHWY, using a Simple Moving Average, or SMA, with two averages, one for the short term, or fast, period of 10 days and one for the long term, or slow, period of 50 days, and a cost per trade of 10.0 basis points, or cost_bps_per_leg, per leg. The test was run on a training window, or period of time used to train the strategy, and the results were: a return of -10.905%, a drawdown, or largest peak to trough decline, of 53.0218%, a win rate, or percentage of winning trades, of 35.7143%, an average win percentage of 11.465%, and an average loss percentage of -6.585%. The test was based on a sample of 14 trades. The strategy was tested using a vectorbt backtest, with the next close price used when a cross occurred, the training and testing periods were separate, from 2022 to 2025 for training and 2026 for testing, positions were liquidated at the end of the window, and 50% of the cost per leg was used for fees and 50% for slippage, with an initial cash balance of 100. The results do not reflect actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 5/50 test cost30.0 = 3.3831604047448707
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 5/50 test cost 30.0'. The results of a test on CHWY using a Simple Moving Average, or SMA, strategy with a fast period of 5 and a slow period of 50, and a cost per trade of 30.0 basis points, or cost_bps_per_leg, are as follows: the return was 3.3831604047448707 percent, the drawdown was 14.344672880313558 percent, and the win rate was 33.33333333333333 percent. The test used a sample of 3 trades, with an average win of 12.48717835054302 percent and an average loss of -4.1047156345967135 percent. The test was run using the vectorbt system, with settings including next close on completed cross, separate train from 2022 to 2025 and test in 2026, liquidate at the end of the window, 50 percent fees and 50 percent slippage of per leg cost, and an initial cash amount of 100. Note that these results are not actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 5/50 train cost30.0 = -44.2201182878269
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 5/50 train cost 30.0'. This refers to a trading strategy test for Chewy stock, using a Simple Moving Average, or SMA, with two averages, one for the short term, or fast, and one for the long term, or slow. The fast average is 5 and the slow average is 50. The cost per trade is 30.0 basis points, or cost_bps_per_leg, per leg, which is a part of a trade. The test used a training window, which is a period of time used to train a model. The return was -44.2201182878269 percent and the drawdown, or largest loss, was 71.70961579472817 percent. The win rate, or percentage of winning trades, was 20.0 percent. There were 15 samples, or trades, in the test. The average winning trade was 23.535826483940404 percent and the average losing trade was -9.366108917106743 percent. The test used a vectorbt strategy, which is a type of trading strategy, and a next close on completed cross rule, which means the trade is closed at the next closing price after the averages cross. The test was separated into a training period from 2022 to 2025 and a test period in 2026. The trade is liquidated, or closed, at the end of the window. The test assumed 50 percent fees and 50 percent slippage, or difference between expected and actual price, of the per leg cost. The initial cash was 100. The results are not actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 5/50 test cost10.0 = 4.631233141247009
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 5/50 test cost 10.0'. The test used a fast Simple Moving Average, or SMA, of 5 and a slow SMA of 50, with a cost of 10.0 basis points per leg. The test window was set to 'test'. The return was 4.63%, the drawdown was 14.00%, and the win rate was 33.33%. The sample size was 3, with an average win percentage of 12.93% and an average loss percentage of -3.72%. The test was run using the vectorbt system, with settings including next close on completed cross, separate train from 2022 to 2025 and test in 2026, liquidate at window end, 50% fees, and 50% slippage of per leg cost. The initial cash was set to 100. Note that these results are not actual option payoffs. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 5/50 train cost10.0 = -40.77087918613914
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Adjusted SMA diagnostic 5/50 train cost 10.0'. This refers to a trading strategy test for Chewy stock, using a Simple Moving Average, or SMA, with two averages, one for the short term, or fast, and one for the long term, or slow. The fast average is 5 days and the slow average is 50 days. The cost per trade is 10.0 basis points, or cost_bps_per_leg, which is a measure of the cost of a trade, with a basis point being one hundredth of a percent. The test used data from 2022 to 2025, which is called the train window, and 2026, which is called the test window. The results show a return of -40.77 percent, a drawdown of 70.79 percent, and a win rate of 20 percent. The test had a sample of 15 trades, with an average win of 24.01 percent and an average loss of -8.99 percent. The test assumed 50 percent fees and 50 percent slippage, or the difference between the expected price of a trade and the actual price, of the per leg cost, and started with 100 dollars of initial cash. This test did not use actual option payoffs, which are the profits from option trades. The strategy used a vectorbt, or backtesting framework, with a next close on completed cross rule, which means the trade is closed at the next closing price after the fast and slow averages cross, and a separate train and test period, and liquidation at the end of the window. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Range-derived target fails before path simulation CHWY260918P00017500 = 0
Options mispricing2026-09-06 08:13
A news scan found the data line for the stock symbol CHWY260918P00017500, which is a type of financial contract known as an option. The median event stock price is 21.623568763026032. The post event bid target is 0.0. The pre event 1.5 ATR, or average true range, which is a measure of stock price movement, is 22.188214285714288. The pre event bid target cent floor is 0.04. The current ask price, which is the price at which someone is willing to sell, is 0.06. The initial bid price, which is the price at which someone is willing to buy, is 0.01. The full risk target required at 1.5 risk reward with a 20 cent fee is 0.155. After an event, the background volatility is 46.9262 percent with 7 sessions remaining. The event stock uses a median abstracting gap of 9.04246 percent. The initial half spread is deducted. Before the event, the 1.5 ATR 14 move is 1.481786 with 8 sessions remaining, and the mid calibrated IV, or implied volatility, which is a measure of expected stock price movement, is kept. The targets are less than or equal to the ask price. The system rejects the target before a 52 step exit Monte Carlo simulation, which is a type of computer simulation, and there is no zero exit order. The theoretical required target is not a recommendation. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Range-derived target fails before path simulation CHWY260918C00037500 = 0
Options mispricing2026-09-06 08:13
A news scan found the data line for the stock option CHWY260918C00037500. The median event stock price is 25.910103283136102. The post event bid target is 0.0 and the pre event bid target is 0.05. The ask price is 0.05 and the initial bid is 0.03. The full risk target required is 0.13. After the event, the background volatility is 46.9262% with 7 sessions remaining. The event stock uses a median abstracting gap of 9.04246% and deducts the initial half spread. Before the event, the 1.5 average true range, or ATR, is 14 with a move of 1.481786 and 8 sessions remaining, with the goal to keep the mid calibrated implied volatility, or IV. The targets are less than or equal to the ask price. The system rejects the target before the 52 step exit simulation and there is no zero exit order. The theoretical required target is not a recommendation. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 diffusion fee1.3 = -7.297772122448105
Options mispricing2026-09-06 08:13
A news scan found the headline about a terminal scenario for CHWY260918P00017500 with a diffusion fee of 1.3. The scenario has the following details: the symbol is CHWY260918P00017500, the scenario is a diffusion scenario, which is a type of mathematical model, and the fee in US dollars is 1.3. The number of paths, which refers to the number of possible outcomes, is 100000. The win percentage is 0.006999999999999999, the average win is 23.38268499993429, and the average loss is 7.2999199047914365. The mean, which is a type of average, is -7.297772122448105. The full premium loss percentage is 99.991. The quarter Kelly, which is a type of investment strategy, is 0. The profit and loss Monte Carlo standard error, which is a measure of uncertainty, is 0.0009406271283473132. This is a hypothetical scenario based on 100000 simulations with a seed of 2026090608, and it is not based on observed option backtest data. The formula used is ST equals the exponential of minus 0.5 sigma squared T plus sigma times the square root of T times Z plus J minus the log of the mean exponential of J, where sigma is a measure of volatility and Z is a random variable. The model assumes no drift, which means no overall trend, a static regime, and training gap resampling. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic is not a base hit plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 diffusion fee0.2 = -6.197772122448107
Options mispricing2026-09-06 08:13
A news scan found the headline about a terminal scenario for CHWY260918P00017500 with a diffusion fee of 0.2. The details are: the symbol is CHWY260918P00017500, the scenario is diffusion, the fee in US dollars is 0.2, there are 100000 paths, the win percentage is 0.008, the average win is 21.466251250957253, the average loss is 6.1999854213818955, the mean is -6.197772122448107, the full premium loss percentage is 99.991, the quarter Kelly is 0, and the profit and loss Monte Carlo standard error is 0.0009406271283473132. This is from a hypothetical Monte Carlo simulation with 100000 runs, seed 2026090608, and is not an observed option backtest. The formula used is ST equals exp minus 0.5 sigma squared T plus sigma times the square root of T times Z plus J minus the log of the mean exp J, which is a mathematical formula where sigma is a measure of volatility, T is time, Z is a random variable, and J is a constant, and it is based on no drift, a static regime, and training gap resampling. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic is not the base hit plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 diffusion fee1.3 = -6.299999999999999
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Terminal scenario CHWY260918C00037500 diffusion fee 1.3'. The details are: the symbol is CHWY260918C00037500, the scenario is diffusion, and the fee in US dollars is 1.3. This is a hypothetical scenario with 100,000 paths, a win percentage of 0.0, an average win of 0, and an average loss of 6.3. The mean is -6.3, the full premium loss percentage is 100.0, and the quarter Kelly is 0. The standard error of the profit and loss is 2.8086667748613605e-18. This is based on a hypothetical Monte Carlo simulation with 100,000 paths, seed 2026090608, and is not an observed option backtest. The formula used is S = exp(-0.5 sigma squared T + sigma sqrt T Z + J - log mean exp J), which is a mathematical formula where sigma is a measure of volatility, T is time, Z is a random variable, and J is a constant, known as a stochastic process, a way to model random events over time. The simulation assumes no drift, a static regime, and training gap resampling. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic is not the base hit plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 diffusion fee0.2 = -5.200000000000001
Options mispricing2026-09-06 08:13
A news scan found the headline about a terminal scenario for CHWY260918C00037500 with a diffusion fee of 0.2. The details are: the symbol is CHWY260918C00037500, the scenario is diffusion, the fee in US dollars is 0.2, there are 100000 paths, the win percentage is 0.0, the average win is 0, the average loss is 5.2, the mean is -5.2, the full premium loss percentage is 100.0, the quarter Kelly is 0, and the profit and loss Monte Carlo standard error is 2.8086667748613605e-18. This is a hypothetical Monte Carlo simulation with 100000 seed 2026090608, which is not an observed option backtest. The formula used is ST equals the exponential of minus 0.5 sigma squared T plus sigma times the square root of T times Z plus J minus the logarithm of the mean exponential J, where sigma refers to volatility, a measure of how much prices move. This simulation assumes no drift, a static regime, and training gap resampling. The exact fees are unknown, the q Kelly is 0, and the terminal tail diagnostic is not a base hit plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 adverse fee1.3 = -7.2981264855018875
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Terminal scenario CHWY260918P00017500 adverse fee 1.3'. The symbol is CHWY260918P00017500, which is a type of option, and the scenario is adverse, meaning unfavorable. The fee in US dollars is 1.3. This option had 100000 paths, or possible outcomes, with a win percentage of 0.008, or 0.8 percent. The average win was 15.44 and the average loss was 7.30. The mean, or average result, was -7.30. The full premium loss percentage was 99.991 percent. The quarter Kelly, a measure of betting size, was 0. The profit and loss Monte Carlo standard error, a measure of risk, was 0.0007. This is a hypothetical result from a Monte Carlo simulation, which is a type of computer model, with 100000 seed 2026090608, and it is not based on observed data from an option backtest. The formula used is ST, which is equal to the exponential of minus 0.5 sigma squared T, plus sigma times the square root of T times Z, plus J, minus the log of the mean exponential of J, where sigma is a measure of volatility, T is time, Z is a random variable, and J is a constant. This model assumes no drift, or long-term trend, a static regime, and training gap resampling, which is a way of selecting data for the model. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic is not part of the base plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 adverse fee0.2 = -6.19812648550189
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Terminal scenario CHWY260918P00017500 adverse fee 0.2'. This refers to a trading scenario for the symbol CHWY260918P00017500, which is a type of option, with an adverse or unfavorable outcome. The fee for this scenario is 0.2 US dollars. The scenario was tested 100,000 times, with a winning percentage of 0.008, meaning the investment was successful 0.008 percent of the time. The average winning amount was 16.54, and the average losing amount was 6.20. The mean or average result was a loss of 6.20. The full premium loss percentage was 99.99, meaning nearly all of the investment was lost. The quarter Kelly, a measure of the optimal bet size, was 0. A hypothetical Monte Carlo simulation with 100,000 paths and a seed of 2026090608 was run, but this was not an observed option backtest. The formula used was ST equals the exponential of negative 0.5 sigma squared T plus sigma times the square root of T times Z plus J minus the log of the mean exponential J, which is a mathematical model for pricing options, where sigma is a measure of volatility, T is time, Z is a random variable, and J is a parameter. This simulation assumed no drift, a static regime, and training gap resampling. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic did not follow a base hit plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 adverse fee1.3 = -6.299999999999999
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Terminal scenario CHWY260918C00037500 adverse fee 1.3'. The symbol is CHWY260918C00037500, which is a call option, a type of financial contract. The scenario is adverse, meaning unfavorable. The fee in US dollars is 1.3. There were 100,000 paths, or possible outcomes, tested. The win percentage is 0.0, meaning no wins. The average win is 0, and the average loss is 6.3. The mean, or average, is -6.3. The full premium loss percentage is 100.0, meaning all was lost. The quarter Kelly, a betting strategy, is 0. The profit and loss Monte Carlo standard error, a measure of risk, is 2.8086667748613605e-18. This is based on a hypothetical Monte Carlo simulation with 100,000 runs, using a seed of 2026090608, which is a starting point for random number generation. This is not an observed option backtest, but rather a simulated one. The formula used is ST = exp(-0.5 sigma squared T + sigma sqrt T Z + J - log mean exp J), where sigma is volatility, a measure of risk, T is time, Z is a random variable, and J is an underlying value. There is no drift, meaning no long-term direction, and a static regime, meaning no changes. There is also a training gap and resampling, which are techniques used to improve the simulation. Exact fees are unknown, and the quarter Kelly is 0. The terminal tail diagnostic, a test of the simulation, did not meet the base hit plan, a target for success. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 adverse fee0.2 = -5.200000000000001
Options mispricing2026-09-06 08:13
A news scan found the headline 'CHWY Terminal scenario CHWY260918C00037500 adverse fee 0.2'. The given information is about a hypothetical scenario for the symbol CHWY260918C00037500, which is a call option, a type of financial contract. The scenario is adverse, meaning it is not favorable. The fee in US dollars is 0.2. This scenario was tested 100,000 times, with 0 percent of the tests resulting in a win. The average loss was 5.20. The mean result was also a loss of 5.20. In 100 percent of the tests, the full premium was lost. The quarter Kelly, a measure of the optimal bet size, was 0. The standard error of the profit and loss was very small, 2.8086667748613605e-18. This is based on a hypothetical Monte Carlo simulation with 100,000 tests, using a seed of 2026090608, and is not based on observed option backtest results. The formula used is the Black-Scholes model, where S is the stock price, exp is the exponential function, sigma is the volatility, T is time, Z is a random variable, and J is the jump size. The model assumes no drift, a static regime, and training gap resampling. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic did not follow the base hit plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 empirical_event fee1.3 = -6.9709075505421545
Options mispricing2026-09-06 08:13
A news scan found the headline about a terminal scenario for CHWY260918P00017500, which is an empirical event with a fee of 1.3 US dollars. This event has 100000 paths, a win percentage of 54.3 percent, an average win of 52.87564424132656, and an average loss of 7.297648530292045. The mean is -6.9709075505421545, the full premium loss percentage is 99.39 percent, and the quarter Kelly is 0. The profit and loss Monte Carlo standard error is 0.01764223969321272. This is based on a hypothetical Monte Carlo simulation with 100000 runs, using a seed of 2026090608, and is not an observed option backtest. The formula used is ST equals the exponential of minus 0.5 sigma squared T plus sigma times the square root of T times Z plus J minus the log of the mean exponential of J, which is a type of mathematical model called a stochastic process. This model assumes no drift, a static regime, and training gap resampling. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic is not a base hit plan, which is a type of risk management strategy. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 empirical_event fee0.2 = -5.870907550542157
Options mispricing2026-09-06 08:13
A news scan found the headline about a terminal scenario for CHWY260918P00017500, which is an empirical event with a fee of 0.2 US dollars. The scenario has 100000 paths, a win percentage of 55.2, an average win of 53.10, and an average loss of 6.20. The mean is -5.87, the full premium loss percentage is 99.39, and the quarter Kelly is 0. The profit and loss Monte Carlo standard error is 0.0176. This is based on a hypothetical Monte Carlo simulation with 100000 runs, using a seed of 2026090608, and is not an observed option backtest. The formula used is ST equals the exponential of minus 0.5 sigma squared T plus sigma times the square root of T times Z plus J minus the log of the mean exponential of J, which is a type of mathematical model called a stochastic process, where sigma is a measure of volatility. The simulation assumes no drift, a static regime, and training gap resampling, which is a method of selecting data for analysis. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic is not part of the base hit plan, which is a type of risk management strategy. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 empirical_event fee1.3 = -6.289230125385146
Options mispricing2026-09-06 08:13
A news scan found the headline about a terminal scenario for CHWY260918C00037500, which is a type of stock option. The scenario is called an empirical event and it has a fee of 1.3 US dollars. This scenario was tested 100,000 times, with a winning percentage of 1.1 percent. The average win was 91.61 and the average loss was 6.3. The mean result was a loss of 6.29. The full premium loss percentage was 99.99 percent. The quarter Kelly, a measure of how much to bet, was 0. The standard error of the profit and loss was 0.0042. This was a hypothetical test of 100,000 scenarios, with a seed of 2026090608, and it was not based on observed option data. The test used a formula called ST, which is equal to the exponential of minus 0.5 sigma squared T, plus sigma times the square root of T times Z, plus J, minus the log of the mean exponential of J. This test assumed no drift, a static regime, and training gap resampling. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic did not follow a base hit plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
NewerPage 1030 of 1320Older