Runway

Notes

32996 observations, newest first
CHWY September18 indicative quote and own midpoint IV CHWY260918P00035000 = 11.53
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00035000", "K": 35.0, "type": "P", "bid": 10.7, "ask": 11.53, "mid": 11.114999999999998, "quote": "2026-09-04T19:59:53.05535755Z", "fresh120s": true, "feedIV": null, "calibratedIV": null, "greeks": null, "sizes": [70, 19]} 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 CHWY260918P00027000 = 3.95
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00027000", "K": 27.0, "type": "P", "bid": 3.44, "ask": 3.95, "mid": 3.6950000000000003, "quote": "2026-09-04T19:59:53.077083878Z", "fresh120s": true, "feedIV": 0.8174, "calibratedIV": 0.7943572411906241, "greeks": {"delta": -0.7907, "gamma": 0.082, "rho": -0.0074, "theta": -0.0398, "vega": 0.0123}, "sizes": [162, 68]} 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 CHWY260918C00010000 = 15.43
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00010000", "K": 10.0, "type": "C", "bid": 13.16, "ask": 15.43, "mid": 14.295, "quote": "2026-09-04T19:59:34.909219546Z", "fresh120s": true, "feedIV": null, "calibratedIV": 3.8372554801934573, "greeks": null, "sizes": [104, 7]} 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 CHWY260918P00040000 = 17.18
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00040000", "K": 40.0, "type": "P", "bid": 15.8, "ask": 17.18, "mid": 16.490000000000002, "quote": "2026-09-04T19:59:57.475562529Z", "fresh120s": true, "feedIV": null, "calibratedIV": 1.7075697616048884, "greeks": null, "sizes": [25, 24]} 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 CHWY260918C00028000 = 0.3
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00028000", "K": 28.0, "type": "C", "bid": 0.09, "ask": 0.3, "mid": 0.195, "quote": "2026-09-04T19:59:59.94636675Z", "fresh120s": true, "feedIV": 0.7621, "calibratedIV": 0.7291448717544339, "greeks": {"delta": 0.1269, "gamma": 0.0636, "rho": 0.0009, "theta": -0.0286, "vega": 0.0089}, "sizes": [1269, 18]} 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 CHWY260918C00028500 = 0.31
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00028500", "K": 28.5, "type": "C", "bid": 0.02, "ask": 0.31, "mid": 0.165, "quote": "2026-09-04T19:59:50.27731521Z", "fresh120s": true, "feedIV": 0.781, "calibratedIV": 0.747404879878491, "greeks": {"delta": 0.1084, "gamma": 0.0555, "rho": 0.0008, "theta": -0.0262, "vega": 0.008}, "sizes": [1353, 641]} 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 CHWY260918C00027000 = 0.72
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00027000", "K": 27.0, "type": "C", "bid": 0.2, "ask": 0.72, "mid": 0.45999999999999996, "quote": "2026-09-04T19:59:50.55102262Z", "fresh120s": true, "feedIV": 0.8749, "calibratedIV": 0.8368412451992876, "greeks": {"delta": 0.228, "gamma": 0.0805, "rho": 0.0016, "theta": -0.0477, "vega": 0.013}, "sizes": [1200, 1567]} 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 CHWY260918C00022500 = 2.18
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00022500", "K": 22.5, "type": "C", "bid": 1.78, "ask": 2.18, "mid": 1.98, "quote": "2026-09-04T19:59:59.951779975Z", "fresh120s": true, "feedIV": 0.7808, "calibratedIV": 0.7429803181280836, "greeks": {"delta": 0.668, "gamma": 0.1084, "rho": 0.0045, "theta": -0.052, "vega": 0.0156}, "sizes": [888, 356]} 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 CHWY260918C00020500 = 4.23
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00020500", "K": 20.5, "type": "C", "bid": 3.29, "ask": 4.23, "mid": 3.7600000000000002, "quote": "2026-09-04T19:59:53.087403188Z", "fresh120s": true, "feedIV": 1.0801, "calibratedIV": 1.027101555257903, "greeks": {"delta": 0.7984, "gamma": 0.0607, "rho": 0.005, "theta": -0.0558, "vega": 0.0121}, "sizes": [322, 556]} 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 CHWY260918C00029000 = 0.31
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00029000", "K": 29.0, "type": "C", "bid": 0.03, "ask": 0.31, "mid": 0.16999999999999998, "quote": "2026-09-04T19:59:56.101322063Z", "fresh120s": true, "feedIV": 0.8393, "calibratedIV": 0.803339491164136, "greeks": {"delta": 0.1051, "gamma": 0.0505, "rho": 0.0008, "theta": -0.0275, "vega": 0.0078}, "sizes": [1179, 883]} 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 CHWY260918P00021500 = 0.74
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00021500", "K": 21.5, "type": "P", "bid": 0.44, "ask": 0.74, "mid": 0.59, "quote": "2026-09-04T19:59:56.86848634Z", "fresh120s": true, "feedIV": 0.8739, "calibratedIV": 0.8412260262551947, "greeks": {"delta": -0.2448, "gamma": 0.0838, "rho": -0.0021, "theta": -0.0484, "vega": 0.0135}, "sizes": [506, 1240]} 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 CHWY260918C00020000 = 4.17
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00020000", "K": 20.0, "type": "C", "bid": 3.63, "ask": 4.17, "mid": 3.9, "quote": "2026-09-04T19:59:57.3693996Z", "fresh120s": true, "feedIV": 0.8332, "calibratedIV": 0.7845233508277913, "greeks": {"delta": 0.8841, "gamma": 0.0546, "rho": 0.0056, "theta": -0.0308, "vega": 0.0084}, "sizes": [598, 643]} 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 CHWY260918P00022000 = 0.83
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00022000", "K": 22.0, "type": "P", "bid": 0.48, "ask": 0.83, "mid": 0.655, "quote": "2026-09-04T19:59:53.084035099Z", "fresh120s": true, "feedIV": 0.808, "calibratedIV": 0.7782086082919467, "greeks": {"delta": -0.2816, "gamma": 0.0974, "rho": -0.0024, "theta": -0.048, "vega": 0.0145}, "sizes": [982, 451]} 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 CHWY260918P00019000 = 0.13
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00019000", "K": 19.0, "type": "P", "bid": 0.08, "ask": 0.13, "mid": 0.10500000000000001, "quote": "2026-09-04T19:59:51.331046969Z", "fresh120s": true, "feedIV": 0.8378, "calibratedIV": 0.8056768924080229, "greeks": {"delta": -0.0633, "gamma": 0.0346, "rho": -0.0005, "theta": -0.0184, "vega": 0.0053}, "sizes": [639, 305]} 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 CHWY260918C00014000 = 10.89
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00014000", "K": 14.0, "type": "C", "bid": 9.35, "ask": 10.89, "mid": 10.120000000000001, "quote": "2026-09-04T19:59:53.060168215Z", "fresh120s": true, "feedIV": null, "calibratedIV": 2.3056183473452188, "greeks": null, "sizes": [56, 31]} 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 CHWY260918C00024000 = 1.27
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00024000", "K": 24.0, "type": "C", "bid": 1.19, "ask": 1.27, "mid": 1.23, "quote": "2026-09-04T19:59:59.697112944Z", "fresh120s": true, "feedIV": 0.8018, "calibratedIV": 0.7651700571848864, "greeks": {"delta": 0.4931, "gamma": 0.116, "rho": 0.0034, "theta": -0.0582, "vega": 0.0171}, "sizes": [376, 13]} 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 CHWY260918C00025000 = 0.94
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00025000", "K": 25.0, "type": "C", "bid": 0.8, "ask": 0.94, "mid": 0.87, "quote": "2026-09-04T19:59:51.293808124Z", "fresh120s": true, "feedIV": 0.8143, "calibratedIV": 0.7779271375897071, "greeks": {"delta": 0.3855, "gamma": 0.1095, "rho": 0.0027, "theta": -0.0565, "vega": 0.0164}, "sizes": [33, 100]} 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 CHWY260918P00042500 = 19.49
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00042500", "K": 42.5, "type": "P", "bid": 18.41, "ask": 19.49, "mid": 18.95, "quote": "2026-09-04T19:59:49.259053264Z", "fresh120s": true, "feedIV": null, "calibratedIV": 1.7874663985156434, "greeks": null, "sizes": [52, 10]} 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 CHWY260918C00026500 = 0.72
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00026500", "K": 26.5, "type": "C", "bid": 0.43, "ask": 0.72, "mid": 0.575, "quote": "2026-09-04T19:59:56.42362584Z", "fresh120s": true, "feedIV": 0.8859, "calibratedIV": 0.8472583775203706, "greeks": {"delta": 0.2683, "gamma": 0.0867, "rho": 0.0019, "theta": -0.0528, "vega": 0.0141}, "sizes": [2, 1195]} 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 CHWY260918C00017500 = 6.98
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00017500", "K": 17.5, "type": "C", "bid": 6.11, "ask": 6.98, "mid": 6.545, "quote": "2026-09-04T19:59:52.307158468Z", "fresh120s": true, "feedIV": null, "calibratedIV": 1.419740999718978, "greeks": null, "sizes": [490, 578]} 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 CHWY260918P00028500 = 5.46
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00028500", "K": 28.5, "type": "P", "bid": 4.31, "ask": 5.46, "mid": 4.885, "quote": "2026-09-04T19:59:58.546565932Z", "fresh120s": true, "feedIV": 0.655, "calibratedIV": 0.6537500239228133, "greeks": {"delta": -0.9329, "gamma": 0.0463, "rho": -0.0089, "theta": -0.0125, "vega": 0.0056}, "sizes": [371, 110]} 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 CHWY260918P00018500 = 0.22
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00018500", "K": 18.5, "type": "P", "bid": 0.05, "ask": 0.22, "mid": 0.135, "quote": "2026-09-04T19:59:51.496350877Z", "fresh120s": true, "feedIV": 0.9738, "calibratedIV": 0.9362042483509853, "greeks": {"delta": -0.0683, "gamma": 0.0315, "rho": -0.0006, "theta": -0.0228, "vega": 0.0057}, "sizes": [959, 728]} 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 CHWY260918C00016000 = 9.12
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00016000", "K": 16.0, "type": "C", "bid": 7.42, "ask": 9.12, "mid": 8.27, "quote": "2026-09-04T19:59:53.059140826Z", "fresh120s": true, "feedIV": null, "calibratedIV": 2.019438676621366, "greeks": null, "sizes": [56, 32]} 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 CHWY260918P00027500 = 4.28
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00027500", "K": 27.5, "type": "P", "bid": 3.53, "ask": 4.28, "mid": 3.9050000000000002, "quote": "2026-09-04T19:59:52.289090412Z", "fresh120s": true, "feedIV": 0.5854, "calibratedIV": 0.5817983559766636, "greeks": {"delta": -0.9119, "gamma": 0.0636, "rho": -0.0084, "theta": -0.0142, "vega": 0.0069}, "sizes": [718, 116]} 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 CHWY260918P00017500 = 0.06
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]} MidpointIVcalibratedEuropeanBSM S23.67,T9/252,r4%,q0; notfeedIVclock. InstrumentAmerican/deliverablesunverified. fresh120meansFridaycloseonly. Diagnosticquote,notcandidateunlessindividuallypricedaffordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
NewerPage 1032 of 1320Older