CHWY Terminal scenario CHWY260918C00037500 empirical_event fee0.2 = -5.189230125385147
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00037500", "scenario": "empirical_event", "fee_usd": 0.2, "paths": 100000, "win_pct": 0.011000000000000001, "avg_win": 92.70795104412713, "avg_loss": 5.200000000000001, "mean": -5.189230125385147, "fullpremium_loss_pct": 99.98899999999999, "quarterKelly": 0, "pnl_MC_SE": 0.004164817119277513} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Near-money diagnostic event cost versus modeled value = 12.420785804816225
Options mispricing2026-09-06 08:13
{"K": 23.5, "legs": [{"symbol": "CHWY260918P00023500", "K": 23.5, "type": "P", "bid": 0.98, "ask": 1.35, "mid": 1.165, "quote": "2026-09-04T19:59:59.952758883Z", "fresh120s": true, "feedIV": 0.7378, "calibratedIV": 0.7119943883641806, "greeks": {"delta": -0.4496, "gamma": 0.125, "rho": -0.0039, "theta": -0.051, "vega": 0.017}, "sizes": [1029, 32]}, {"symbol": "CHWY260918C00023500", "K": 23.5, "type": "C", "bid": 1.4, "ask": 1.59, "mid": 1.495, "quote": "2026-09-04T19:59:59.544175095Z", "fresh120s": true, "feedIV": 0.8214, "calibratedIV": 0.783472240043234, "greeks": {"delta": 0.551, "gamma": 0.1123, "rho": 0.0038, "theta": -0.0593, "vega": 0.017}, "sizes": [387, 137]}], "ask_sum": 2.9400000000000004, "ask_over_S": 0.12420785804816224, "event_model_sum": 2.5914779683633657, "base_model_sum": 1.5193640229857621} Two-legsumonlydiagnostic, notpermittedspreadproposal. Ask/S12.4208%isbreakevenproxycontaining9sessionsplusmacroevents,notisolatedearningsvolatility orprobability. Individualpremiums135and159exceed8.5099risk.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY Affordable candidate independently priced CHWY260918P00017500 = -5.887942225680041
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00017500", "K": 17.5, "type": "P", "bid": 0.01, "ask": 0.06, "mid": 0.034999999999999996, "quote": "2026-09-04T19:55:02.708578169Z", "fresh120s": false, "feedIV": 0.8758, "calibratedIV": 0.8417998405495989, "greeks": {"delta": -0.0235, "gamma": 0.0148, "rho": -0.0002, "theta": -0.0086, "vega": 0.0024}, "sizes": [1, 1], "basefair": 3.075538251670791e-05, "eventfair": 0.0031205777431995894, "stressfair": 2.7698873950791576e-05, "event_net_usd": -5.887942225680041, "stress_net_usd": -7.29723011260492} Allfairvaluesdollars/share. BSMbaselineblend42.519997%; eventmeanBSM atSexp(J-logmeanexpJ),J16trainearningsovernightlogs,bg46.926218%,r4%,q0,T9/252. Stress.5J/.8bg. Feesevent.20stress1.30percontract, exitspreadseparate. Rejectnegativevalueanddataquality;size0.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY Affordable candidate independently priced CHWY260918C00037500 = -5.187135177038604
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00037500", "K": 37.5, "type": "C", "bid": 0.03, "ask": 0.05, "mid": 0.04, "quote": "2026-09-04T19:59:56.075826325Z", "fresh120s": true, "feedIV": null, "calibratedIV": 1.1481337833220175, "greeks": null, "sizes": [10, 111], "basefair": 2.259118714983871e-09, "eventfair": 0.00012864822961397094, "stressfair": 8.647301243774566e-09, "event_net_usd": -5.187135177038604, "stress_net_usd": -6.299999135269876} Allfairvaluesdollars/share. BSMbaselineblend42.519997%; eventmeanBSM atSexp(J-logmeanexpJ),J16trainearningsovernightlogs,bg46.926218%,r4%,q0,T9/252. Stress.5J/.8bg. Feesevent.20stress1.30percontract, exitspreadseparate. Rejectnegativevalueanddataquality;size0.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00055000 = 32.24
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00055000", "K": 55.0, "type": "P", "bid": 30.83, "ask": 32.24, "mid": 31.535, "quote": "2026-09-04T19:59:49.266350629Z", "fresh120s": true, "feedIV": null, "calibratedIV": 2.5608515119369555, "greeks": null, "sizes": [52, 51]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00019000 = 5
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00019000", "K": 19.0, "type": "C", "bid": 4.62, "ask": 5, "mid": 4.8100000000000005, "quote": "2026-09-04T19:59:57.063781164Z", "fresh120s": true, "feedIV": 0.8777, "calibratedIV": 0.8196276529476128, "greeks": {"delta": 0.9286, "gamma": 0.0362, "rho": 0.0056, "theta": -0.0231, "vega": 0.0058}, "sizes": [66, 20]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00025500 = 1.21
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00025500", "K": 25.5, "type": "C", "bid": 0.6, "ask": 1.21, "mid": 0.905, "quote": "2026-09-04T19:59:53.05463713Z", "fresh120s": true, "feedIV": 0.9328, "calibratedIV": 0.8917260654968745, "greeks": {"delta": 0.3627, "gamma": 0.0937, "rho": 0.0025, "theta": -0.0633, "vega": 0.0161}, "sizes": [657, 1444]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00047500 = 25.26
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00047500", "K": 47.5, "type": "P", "bid": 22.72, "ask": 25.26, "mid": 23.990000000000002, "quote": "2026-09-04T19:59:49.29250049Z", "fresh120s": true, "feedIV": null, "calibratedIV": 2.130557944037892, "greeks": null, "sizes": [52, 51]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00023500 = 1.59
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00023500", "K": 23.5, "type": "C", "bid": 1.4, "ask": 1.59, "mid": 1.495, "quote": "2026-09-04T19:59:59.544175095Z", "fresh120s": true, "feedIV": 0.8214, "calibratedIV": 0.783472240043234, "greeks": {"delta": 0.551, "gamma": 0.1123, "rho": 0.0038, "theta": -0.0593, "vega": 0.017}, "sizes": [387, 137]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00023000 = 1.97
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00023000", "K": 23.0, "type": "C", "bid": 1.55, "ask": 1.97, "mid": 1.76, "quote": "2026-09-04T19:59:50.832949737Z", "fresh120s": true, "feedIV": 0.8245, "calibratedIV": 0.7858517168274609, "greeks": {"delta": 0.6072, "gamma": 0.1087, "rho": 0.0041, "theta": -0.0579, "vega": 0.0165}, "sizes": [672, 485]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00018500 = 6.25
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00018500", "K": 18.5, "type": "C", "bid": 4.9, "ask": 6.25, "mid": 5.575, "quote": "2026-09-04T19:59:34.909219546Z", "fresh120s": true, "feedIV": 1.3236, "calibratedIV": 1.2565134429355986, "greeks": {"delta": 0.8749, "gamma": 0.0363, "rho": 0.005, "theta": -0.0502, "vega": 0.0088}, "sizes": [104, 47]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00024000 = 1.66
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00024000", "K": 24.0, "type": "P", "bid": 1.46, "ask": 1.66, "mid": 1.56, "quote": "2026-09-04T19:59:59.952432403Z", "fresh120s": true, "feedIV": 0.8127, "calibratedIV": 0.7843701449965169, "greeks": {"delta": -0.506, "gamma": 0.1144, "rho": -0.0044, "theta": -0.0566, "vega": 0.0171}, "sizes": [35, 27]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00021000 = 0.65
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00021000", "K": 21.0, "type": "P", "bid": 0.37, "ask": 0.65, "mid": 0.51, "quote": "2026-09-04T19:59:50.250947373Z", "fresh120s": true, "feedIV": 0.9197, "calibratedIV": 0.8850526643104195, "greeks": {"delta": -0.2102, "gamma": 0.0731, "rho": -0.0018, "theta": -0.0469, "vega": 0.0124}, "sizes": [129, 1135]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00026000 = 3.33
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00026000", "K": 26.0, "type": "P", "bid": 2.36, "ask": 3.33, "mid": 2.8449999999999998, "quote": "2026-09-04T19:59:59.941255338Z", "fresh120s": true, "feedIV": 0.7798, "calibratedIV": 0.7560005207765722, "greeks": {"delta": -0.7217, "gamma": 0.1003, "rho": -0.0065, "theta": -0.0448, "vega": 0.0144}, "sizes": [321, 375]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00045000 = 22.32
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00045000", "K": 45.0, "type": "P", "bid": 21.09, "ask": 22.32, "mid": 21.705, "quote": "2026-09-04T19:59:49.259053264Z", "fresh120s": true, "feedIV": null, "calibratedIV": 2.30827519441943, "greeks": null, "sizes": [62, 51]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00020500 = 0.37
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00020500", "K": 20.5, "type": "P", "bid": 0.2, "ask": 0.37, "mid": 0.28500000000000003, "quote": "2026-09-04T19:59:56.035289756Z", "fresh120s": true, "feedIV": 0.8181, "calibratedIV": 0.7872204862562009, "greeks": {"delta": -0.1472, "gamma": 0.0656, "rho": -0.0012, "theta": -0.0333, "vega": 0.0099}, "sizes": [682, 357]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00024500 = 2.19
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00024500", "K": 24.5, "type": "P", "bid": 1.71, "ask": 2.19, "mid": 1.95, "quote": "2026-09-04T19:59:54.127762963Z", "fresh120s": true, "feedIV": 0.8685, "calibratedIV": 0.8383658300748396, "greeks": {"delta": -0.5538, "gamma": 0.1061, "rho": -0.0049, "theta": -0.0599, "vega": 0.017}, "sizes": [357, 865]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00017000 = 7.75
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00017000", "K": 17.0, "type": "C", "bid": 6.58, "ask": 7.75, "mid": 7.165, "quote": "2026-09-04T19:59:53.053141754Z", "fresh120s": true, "feedIV": null, "calibratedIV": 1.6686293488808837, "greeks": null, "sizes": [56, 47]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00015000 = 9.93
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00015000", "K": 15.0, "type": "C", "bid": 8.35, "ask": 9.93, "mid": 9.14, "quote": "2026-09-04T19:59:59.95210546Z", "fresh120s": true, "feedIV": null, "calibratedIV": 2.090631690673191, "greeks": null, "sizes": [17, 47]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00028000 = 4.79
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00028000", "K": 28.0, "type": "P", "bid": 3.98, "ask": 4.79, "mid": 4.385, "quote": "2026-09-04T19:59:57.293844526Z", "fresh120s": true, "feedIV": 0.6057, "calibratedIV": 0.6050589797871903, "greeks": {"delta": -0.9289, "gamma": 0.0523, "rho": -0.0087, "theta": -0.0121, "vega": 0.0058}, "sizes": [254, 71]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00027500 = 0.43
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00027500", "K": 27.5, "type": "C", "bid": 0.26, "ask": 0.43, "mid": 0.345, "quote": "2026-09-04T19:59:46.416332538Z", "fresh120s": true, "feedIV": 0.8482, "calibratedIV": 0.8114638032465611, "greeks": {"delta": 0.1859, "gamma": 0.0736, "rho": 0.0013, "theta": -0.041, "vega": 0.0115}, "sizes": [68, 69]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00019500 = 0.27
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00019500", "K": 19.5, "type": "P", "bid": 0.03, "ask": 0.27, "mid": 0.15000000000000002, "quote": "2026-09-04T19:59:53.049322531Z", "fresh120s": true, "feedIV": 0.8314, "calibratedIV": 0.7996589066736806, "greeks": {"delta": -0.086, "gamma": 0.044, "rho": -0.0007, "theta": -0.0231, "vega": 0.0067}, "sizes": [773, 136]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00025500 = 2.86
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00025500", "K": 25.5, "type": "P", "bid": 2.19, "ask": 2.86, "mid": 2.525, "quote": "2026-09-04T19:59:55.087456931Z", "fresh120s": true, "feedIV": 0.8134, "calibratedIV": 0.7870792524272928, "greeks": {"delta": -0.6649, "gamma": 0.1044, "rho": -0.006, "theta": -0.0511, "vega": 0.0156}, "sizes": [400, 124]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00029500 = 0.24
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00029500", "K": 29.5, "type": "C", "bid": 0.08, "ask": 0.24, "mid": 0.16, "quote": "2026-09-04T19:59:49.182295202Z", "fresh120s": true, "feedIV": 0.8762, "calibratedIV": 0.8387701438422316, "greeks": {"delta": 0.0965, "gamma": 0.0455, "rho": 0.0007, "theta": -0.027, "vega": 0.0073}, "sizes": [178, 748]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00029000 = 5.79
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00029000", "K": 29.0, "type": "P", "bid": 4.88, "ask": 5.79, "mid": 5.335, "quote": "2026-09-04T19:59:53.046623401Z", "fresh120s": true, "feedIV": 0.5838, "calibratedIV": 0.604202248659421, "greeks": {"delta": -0.9684, "gamma": 0.0283, "rho": -0.0093, "theta": -0.0046, "vega": 0.003}, "sizes": [439, 93]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative