Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"symbol":"ETHA260925P00015500","bars":6,"regular_bars":6,"expected_regular_bins":104,"coverage_pct":5.769230769230769,"trades":8,"volume":119,"first":"2026-09-01 18:00:00+00:00","last":"2026-09-04 13:45:00+00:00","quote":{"ap":0.08,"as":79,"ax":"T","bp":0.07,"bs":81,"bx":"T","c":" ","t":"2026-09-04T19:59:59.62321652Z"},"iv":0.6017,"greeks":{"delta":-0.067,"gamma":0.0537,"rho":-0.0006,"theta":-0.0091,"vega":0.0052},"dailyBar":{"c":0.1,"h":0.1,"l":0.1,"n":1,"o":0.1,"t":"2026-09-04T04:00:00Z","v":1,"vw":0.1}}]
https://runway.adityaperswal.workers.dev/data/option-snapshots?symbols=TLT260914P00081000,ETHA260925P00015500&feed=indicative
TLT 08UTC option bars 2/2 = 7
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":0.07,"h":0.08,"l":0.07,"n":3,"o":0.08,"t":"2026-09-04T14:15:00Z","v":7,"vw":0.072857},{"c":0.08,"h":0.08,"l":0.08,"n":2,"o":0.08,"t":"2026-09-04T15:45:00Z","v":310,"vw":0.08},{"c":0.07,"h":0.07,"l":0.07,"n":1,"o":0.07,"t":"2026-09-04T17:30:00Z","v":10,"vw":0.07},{"c":0.08,"h":0.08,"l":0.08,"n":21,"o":0.08,"t":"2026-09-04T18:15:00Z","v":1910,"vw":0.08},{"c":0.08,"h":0.08,"l":0.08,"n":5,"o":0.08,"t":"2026-09-04T18:30:00Z","v":100,"vw":0.08},{"c":0.09,"h":0.09,"l":0.09,"n":2,"o":0.09,"t":"2026-09-04T19:45:00Z","v":10,"vw":0.09},{"c":0.09,"h":0.09,"l":0.09,"n":1,"o":0.09,"t":"2026-09-04T20:00:00Z","v":1,"vw":0.09}]
https://runway.adityaperswal.workers.dev/data/option-bars?symbols=TLT260914P00081000,ETHA260925P00015500&timeframe=15Min&start=2026-09-01T00:00:00Z&end=2026-09-05T00:00:00Z&limit=1000
TLT 08UTC option bars 1/2 = 18
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":0.19,"h":0.19,"l":0.18,"n":3,"o":0.18,"t":"2026-09-01T14:15:00Z","v":30,"vw":0.180333},{"c":0.22,"h":0.25,"l":0.22,"n":2,"o":0.25,"t":"2026-09-01T16:30:00Z","v":52,"vw":0.220577},{"c":0.25,"h":0.25,"l":0.25,"n":1,"o":0.25,"t":"2026-09-01T17:00:00Z","v":4,"vw":0.25},{"c":0.25,"h":0.25,"l":0.25,"n":1,"o":0.25,"t":"2026-09-01T17:30:00Z","v":10,"vw":0.25},{"c":0.26,"h":0.26,"l":0.26,"n":19,"o":0.26,"t":"2026-09-01T18:15:00Z","v":541,"vw":0.26},{"c":0.29,"h":0.29,"l":0.29,"n":1,"o":0.29,"t":"2026-09-01T19:30:00Z","v":1,"vw":0.29},{"c":0.26,"h":0.26,"l":0.26,"n":1,"o":0.26,"t":"2026-09-01T20:00:00Z","v":1,"vw":0.26},{"c":0.22,"h":0.22,"l":0.22,"n":27,"o":0.22,"t":"2026-09-02T14:30:00Z","v":500,"vw":0.22},{"c":0.22,"h":0.22,"l":0.22,"n":1,"o":0.22,"t":"2026-09-02T18:30:00Z","v":15,"vw":0.22},{"c":0.12,"h":0.12,"l":0.12,"n":6,"o":0.12,"t":"2026-09-03T14:30:00Z","v":65,"vw":0.12},{"c":0.1,"h":0.1,"l":0.1,"n":1,"o":0.1,"t":"2026-09-03T15:00:00Z","v":1,"vw":0.1},{"c":0.1,"h":0.1,"l":0.1,"n":1,"o":0.1,"t":"2026-09-03T16:00:00Z","v":2,"vw":0.1},{"c":0.1,"h":0.11,"l":0.1,"n":2,"o":0.11,"t":"2026-09-03T16:45:00Z","v":2,"vw":0.105},{"c":0.12,"h":0.12,"l":0.12,"n":2,"o":0.12,"t":"2026-09-03T17:00:00Z","v":6,"vw":0.12},{"c":0.13,"h":0.13,"l":0.12,"n":2,"o":0.12,"t":"2026-09-03T18:45:00Z","v":10,"vw":0.121},{"c":0.15,"h":0.15,"l":0.15,"n":1,"o":0.15,"t":"2026-09-03T19:45:00Z","v":1,"vw":0.15},{"c":0.08,"h":0.08,"l":0.08,"n":5,"o":0.08,"t":"2026-09-04T13:45:00Z","v":150,"vw":0.08},{"c":0.1,"h":0.1,"l":0.08,"n":3,"o":0.08,"t":"2026-09-04T14:00:00Z","v":25,"vw":0.096}]
https://runway.adityaperswal.workers.dev/data/option-bars?symbols=TLT260914P00081000,ETHA260925P00015500&timeframe=15Min&start=2026-09-01T00:00:00Z&end=2026-09-05T00:00:00Z&limit=1000
TLT 08UTC underlying bars 6/6 = 8
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":82.98,"h":82.98,"l":82.75,"n":63261,"o":82.95,"t":"2026-08-26T04:00:00Z","v":20657700,"vw":82.87},{"c":82.81,"h":83.03,"l":82.68,"n":61244,"o":82.88,"t":"2026-08-27T04:00:00Z","v":17366017,"vw":82.83},{"c":82.56,"h":83.28,"l":82.46,"n":108512,"o":82.72,"t":"2026-08-28T04:00:00Z","v":35812001,"vw":82.79},{"c":82.21,"h":82.22,"l":81.83,"n":99802,"o":82.16,"t":"2026-08-31T04:00:00Z","v":37327047,"vw":82.04},{"c":81.87,"h":82.35,"l":81.78,"n":85855,"o":81.89,"t":"2026-09-01T04:00:00Z","v":25628604,"vw":82.010267},{"c":81.95,"h":82.0476,"l":81.745,"n":68959,"o":81.975,"t":"2026-09-02T04:00:00Z","v":21455842,"vw":81.888232},{"c":82.07,"h":82.43,"l":82.06,"n":66849,"o":82.36,"t":"2026-09-03T04:00:00Z","v":18047368,"vw":82.218019},{"c":82.21,"h":82.5,"l":82.18,"n":61541,"o":82.29,"t":"2026-09-04T04:00:00Z","v":16596704,"vw":82.299026}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000
TLT 08UTC underlying bars 5/6 = 16
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":82.5,"h":82.52,"l":82.26,"n":93055,"o":82.33,"t":"2026-08-04T04:00:00Z","v":38414233,"vw":82.41},{"c":82.68,"h":82.83,"l":82.48,"n":94956,"o":82.63,"t":"2026-08-05T04:00:00Z","v":29466509,"vw":82.66},{"c":82.21,"h":82.6,"l":82.09,"n":85183,"o":82.45,"t":"2026-08-06T04:00:00Z","v":27571247,"vw":82.27},{"c":82.44,"h":82.53,"l":82.17,"n":120389,"o":82.48,"t":"2026-08-07T04:00:00Z","v":96137013,"vw":82.37},{"c":81.75,"h":82.14,"l":81.72,"n":108216,"o":82.09,"t":"2026-08-10T04:00:00Z","v":36753691,"vw":81.87},{"c":81.88,"h":82.14,"l":81.81,"n":69329,"o":81.96,"t":"2026-08-11T04:00:00Z","v":23273557,"vw":81.94},{"c":81.8,"h":82.16,"l":81.74,"n":82810,"o":82.14,"t":"2026-08-12T04:00:00Z","v":21451862,"vw":81.9},{"c":82.28,"h":82.68,"l":82.18,"n":77144,"o":82.28,"t":"2026-08-13T04:00:00Z","v":26927452,"vw":82.36},{"c":81.73,"h":82.05,"l":81.51,"n":103946,"o":81.92,"t":"2026-08-14T04:00:00Z","v":31377009,"vw":81.7},{"c":81.04,"h":81.54,"l":81,"n":98312,"o":81.46,"t":"2026-08-17T04:00:00Z","v":31568132,"vw":81.19},{"c":81.35,"h":81.44,"l":80.86,"n":75849,"o":80.95,"t":"2026-08-18T04:00:00Z","v":25035675,"vw":81.25},{"c":82.7,"h":82.74,"l":82.29,"n":144711,"o":82.49,"t":"2026-08-19T04:00:00Z","v":51315433,"vw":82.54},{"c":82.03,"h":82.45,"l":81.84,"n":115922,"o":82.04,"t":"2026-08-20T04:00:00Z","v":36073031,"vw":82.09},{"c":81.74,"h":81.96,"l":81.59,"n":81115,"o":81.86,"t":"2026-08-21T04:00:00Z","v":24276663,"vw":81.71},{"c":82.25,"h":82.56,"l":82.14,"n":96977,"o":82.18,"t":"2026-08-24T04:00:00Z","v":29051734,"vw":82.32},{"c":83.15,"h":83.16,"l":82.65,"n":88330,"o":82.79,"t":"2026-08-25T04:00:00Z","v":35022055,"vw":82.97}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000
TLT 08UTC underlying bars 4/6 = 16
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":83.31,"h":83.62,"l":83.28,"n":74906,"o":83.53,"t":"2026-07-13T04:00:00Z","v":18752431,"vw":83.4},{"c":83.42,"h":83.84,"l":83.38,"n":66505,"o":83.52,"t":"2026-07-14T04:00:00Z","v":23801924,"vw":83.53},{"c":83.58,"h":83.75,"l":83.42,"n":61812,"o":83.42,"t":"2026-07-15T04:00:00Z","v":17846287,"vw":83.62},{"c":83.55,"h":83.56,"l":83.14,"n":63749,"o":83.18,"t":"2026-07-16T04:00:00Z","v":20826251,"vw":83.39},{"c":83.86,"h":84.16,"l":83.83,"n":62125,"o":83.96,"t":"2026-07-17T04:00:00Z","v":22073699,"vw":83.95},{"c":83.23,"h":83.68,"l":83.16,"n":74611,"o":83.65,"t":"2026-07-20T04:00:00Z","v":24298632,"vw":83.32},{"c":83.01,"h":83.12,"l":82.78,"n":59804,"o":83.08,"t":"2026-07-21T04:00:00Z","v":14296228,"vw":83},{"c":82.79,"h":83.05,"l":82.73,"n":60776,"o":82.95,"t":"2026-07-22T04:00:00Z","v":15996860,"vw":82.86},{"c":82.52,"h":82.6,"l":82.31,"n":82617,"o":82.34,"t":"2026-07-23T04:00:00Z","v":29157936,"vw":82.47},{"c":82.6,"h":83,"l":82.57,"n":59234,"o":82.66,"t":"2026-07-24T04:00:00Z","v":15113992,"vw":82.74},{"c":83.1,"h":83.21,"l":82.87,"n":68310,"o":83.08,"t":"2026-07-27T04:00:00Z","v":23827613,"vw":83.07},{"c":83.58,"h":83.68,"l":83.19,"n":67289,"o":83.2,"t":"2026-07-28T04:00:00Z","v":25374354,"vw":83.51},{"c":82.2,"h":83.49,"l":82.05,"n":114065,"o":83.44,"t":"2026-07-29T04:00:00Z","v":41441113,"vw":82.68},{"c":82.15,"h":82.25,"l":81.87,"n":117380,"o":82.16,"t":"2026-07-30T04:00:00Z","v":40410574,"vw":82.12},{"c":81.61,"h":81.81,"l":81.25,"n":162444,"o":81.81,"t":"2026-07-31T04:00:00Z","v":50366469,"vw":81.47},{"c":81.88,"h":82.04,"l":81.7,"n":100596,"o":81.93,"t":"2026-08-03T04:00:00Z","v":32057698,"vw":81.91}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000
TLT 08UTC underlying bars 3/6 = 16
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":85.34,"h":85.6,"l":84.94,"n":104537,"o":85.34,"t":"2026-06-17T04:00:00Z","v":34515956,"vw":85.32},{"c":85.76,"h":86.18,"l":85.66,"n":87436,"o":86.07,"t":"2026-06-18T04:00:00Z","v":32359888,"vw":85.88},{"c":85.1,"h":85.34,"l":84.98,"n":86015,"o":85.31,"t":"2026-06-22T04:00:00Z","v":28605925,"vw":85.13},{"c":85.21,"h":85.43,"l":85.11,"n":58339,"o":85.13,"t":"2026-06-23T04:00:00Z","v":19154029,"vw":85.26},{"c":86.38,"h":86.47,"l":86.12,"n":100703,"o":86.15,"t":"2026-06-24T04:00:00Z","v":41845997,"vw":86.34},{"c":86.35,"h":86.78,"l":86.29,"n":70366,"o":86.58,"t":"2026-06-25T04:00:00Z","v":28401013,"vw":86.47},{"c":86.36,"h":86.37,"l":86,"n":63765,"o":86.01,"t":"2026-06-26T04:00:00Z","v":21659681,"vw":86.27},{"c":86.45,"h":86.54,"l":86.3,"n":58411,"o":86.35,"t":"2026-06-29T04:00:00Z","v":19467043,"vw":86.43},{"c":85.43,"h":86.18,"l":85.38,"n":79845,"o":86.15,"t":"2026-06-30T04:00:00Z","v":31088373,"vw":85.74},{"c":84.85,"h":85.12,"l":84.76,"n":80509,"o":84.81,"t":"2026-07-01T04:00:00Z","v":28118932,"vw":84.94},{"c":84.84,"h":85.11,"l":84.7,"n":69951,"o":84.71,"t":"2026-07-02T04:00:00Z","v":20965896,"vw":84.84},{"c":84.78,"h":84.81,"l":84.51,"n":58547,"o":84.76,"t":"2026-07-06T04:00:00Z","v":17951514,"vw":84.69},{"c":83.89,"h":84.5,"l":83.88,"n":82107,"o":84.45,"t":"2026-07-07T04:00:00Z","v":24825624,"vw":84.09},{"c":83.7,"h":83.79,"l":83.4,"n":77965,"o":83.65,"t":"2026-07-08T04:00:00Z","v":25816234,"vw":83.62},{"c":83.83,"h":84.02,"l":83.6,"n":57683,"o":83.62,"t":"2026-07-09T04:00:00Z","v":18633624,"vw":83.82},{"c":83.81,"h":83.96,"l":83.62,"n":50099,"o":83.84,"t":"2026-07-10T04:00:00Z","v":14462717,"vw":83.79}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000
TLT 08UTC underlying bars 2/6 = 16
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":83.79,"h":84.07,"l":83.6,"n":85819,"o":84.03,"t":"2026-05-26T04:00:00Z","v":22542347,"vw":83.83},{"c":83.99,"h":84.17,"l":83.84,"n":81672,"o":83.94,"t":"2026-05-27T04:00:00Z","v":23598666,"vw":84.01},{"c":84.42,"h":84.53,"l":83.96,"n":85702,"o":84.05,"t":"2026-05-28T04:00:00Z","v":25426423,"vw":84.34},{"c":84.44,"h":84.64,"l":84.24,"n":84898,"o":84.49,"t":"2026-05-29T04:00:00Z","v":33128085,"vw":84.4},{"c":84.49,"h":84.56,"l":83.83,"n":89580,"o":83.96,"t":"2026-06-01T04:00:00Z","v":26333221,"vw":84.18},{"c":84.67,"h":84.84,"l":84.52,"n":69821,"o":84.82,"t":"2026-06-02T04:00:00Z","v":20328166,"vw":84.67},{"c":84.33,"h":84.45,"l":84.12,"n":51390,"o":84.31,"t":"2026-06-03T04:00:00Z","v":15381069,"vw":84.31},{"c":84.52,"h":84.73,"l":84.44,"n":59689,"o":84.62,"t":"2026-06-04T04:00:00Z","v":15875729,"vw":84.57},{"c":84.08,"h":84.37,"l":83.95,"n":78959,"o":84.02,"t":"2026-06-05T04:00:00Z","v":26470679,"vw":84.12},{"c":83.65,"h":84.35,"l":83.65,"n":81193,"o":84.25,"t":"2026-06-08T04:00:00Z","v":22933430,"vw":83.87},{"c":84.14,"h":84.2,"l":83.81,"n":70223,"o":84,"t":"2026-06-09T04:00:00Z","v":22539492,"vw":84.07},{"c":83.91,"h":84.32,"l":83.73,"n":64726,"o":84.14,"t":"2026-06-10T04:00:00Z","v":21267186,"vw":84.02},{"c":84.99,"h":85.05,"l":84.06,"n":97183,"o":84.19,"t":"2026-06-11T04:00:00Z","v":35198796,"vw":84.72},{"c":84.79,"h":84.85,"l":84.43,"n":75832,"o":84.66,"t":"2026-06-12T04:00:00Z","v":23110042,"vw":84.69},{"c":84.74,"h":85.12,"l":84.69,"n":63594,"o":84.97,"t":"2026-06-15T04:00:00Z","v":18122811,"vw":84.85},{"c":85.2,"h":85.39,"l":84.94,"n":71610,"o":84.97,"t":"2026-06-16T04:00:00Z","v":27606050,"vw":85.21}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000
TLT 08UTC underlying bars 1/6 = 16
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":84.3,"h":84.68,"l":84.03,"n":79727,"o":84.19,"t":"2026-05-01T04:00:00Z","v":21290812,"vw":84.34},{"c":83.66,"h":84.05,"l":83.46,"n":102916,"o":84.04,"t":"2026-05-04T04:00:00Z","v":27230138,"vw":83.7},{"c":84.12,"h":84.18,"l":83.78,"n":65148,"o":83.84,"t":"2026-05-05T04:00:00Z","v":18236043,"vw":84.04},{"c":84.76,"h":84.84,"l":84.6,"n":76852,"o":84.73,"t":"2026-05-06T04:00:00Z","v":22540695,"vw":84.76},{"c":84.34,"h":84.97,"l":84.28,"n":63468,"o":84.96,"t":"2026-05-07T04:00:00Z","v":21187971,"vw":84.46},{"c":84.76,"h":84.96,"l":84.67,"n":72187,"o":84.74,"t":"2026-05-08T04:00:00Z","v":30807175,"vw":84.77},{"c":84.25,"h":84.6,"l":84.18,"n":66853,"o":84.56,"t":"2026-05-11T04:00:00Z","v":17725265,"vw":84.34},{"c":83.69,"h":83.89,"l":83.62,"n":84099,"o":83.88,"t":"2026-05-12T04:00:00Z","v":27690635,"vw":83.73},{"c":83.5,"h":83.75,"l":83.29,"n":80016,"o":83.64,"t":"2026-05-13T04:00:00Z","v":26305012,"vw":83.47},{"c":83.62,"h":84.07,"l":83.6,"n":70365,"o":83.95,"t":"2026-05-14T04:00:00Z","v":25256367,"vw":83.8},{"c":82.38,"h":82.68,"l":82.31,"n":139751,"o":82.58,"t":"2026-05-15T04:00:00Z","v":50806662,"vw":82.46},{"c":82.28,"h":82.63,"l":82.04,"n":96623,"o":82.42,"t":"2026-05-18T04:00:00Z","v":26177240,"vw":82.33},{"c":81.75,"h":81.95,"l":81.5,"n":117471,"o":81.69,"t":"2026-05-19T04:00:00Z","v":35357313,"vw":81.73},{"c":82.62,"h":82.71,"l":81.77,"n":119159,"o":81.79,"t":"2026-05-20T04:00:00Z","v":44507187,"vw":82.49},{"c":82.93,"h":82.97,"l":82.05,"n":93096,"o":82.34,"t":"2026-05-21T04:00:00Z","v":24896544,"vw":82.63},{"c":83.38,"h":83.38,"l":82.84,"n":94419,"o":83.31,"t":"2026-05-22T04:00:00Z","v":27997197,"vw":83.2}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000
TLT 08UTC valuations 1/1 = 1
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"symbol":"TLT","contract":"TLT260914P00081000","S":82.21,"K":81,"T":0.01713058027226405,"r":0.04,"rv20":0.10073024048324102,"rv60":0.09671872791382444,"sigma":0.0987448572764171,"atr14":0.6487571428571438,"bars":88,"lastbar":"2026-09-04T04:00:00Z","ask":0.06,"bid":0.05,"scenarios":[{"sigma_multiplier":1,"q":0,"fair":0.059327650840234745,"net_surplus_dollars":-0.26723491597652527},{"sigma_multiplier":1,"q":0.05,"fair":0.0674014768655239,"net_surplus_dollars":0.5401476865523906},{"sigma_multiplier":0.8,"q":0,"fair":0.02490029460654368,"net_surplus_dollars":-3.709970539345632},{"sigma_multiplier":0.8,"q":0.05,"fair":0.0297610680515111,"net_surplus_dollars":-3.2238931948488903},{"sigma_multiplier":1.2,"q":0,"fair":0.10597053757071209,"net_surplus_dollars":4.397053757071209},{"sigma_multiplier":1.2,"q":0.05,"fair":0.11693068130157903,"net_surplus_dollars":5.493068130157903}]}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000
TLT 08UTC audit 1/1 = 1
Options mispricing2026-09-08 08:04
Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"symbol":"TLT260914P00081000","bars":25,"regular_bars":23,"expected_regular_bins":104,"coverage_pct":22.115384615384617,"trades":114,"volume":3764,"first":"2026-09-01 14:15:00+00:00","last":"2026-09-04 20:00:00+00:00","quote":{"ap":0.06,"as":783,"ax":"W","bp":0.05,"bs":909,"bx":"W","c":"A","t":"2026-09-04T19:59:59.50367277Z"},"iv":0.0792,"greeks":{"delta":-0.1312,"gamma":0.2562,"rho":-0.0018,"theta":-0.0138,"vega":0.0224},"dailyBar":{"c":0.09,"h":0.1,"l":0.07,"n":43,"o":0.08,"t":"2026-09-04T04:00:00Z","v":2523,"vw":0.080143}}]
https://runway.adityaperswal.workers.dev/data/option-snapshots?symbols=TLT260914P00081000,ETHA260925P00015500&feed=indicative
08UTC IV instability with unchanged quote timestamp
Options mispricing2026-09-08 08:04
First query08:01 TLTIV.0913 ETHA.5953; second08:02 TLT.0792 ETHA.6017. Same Sep4 quote timestamps/prices/sizes both requests (TLT .05/.06 ETHA .07/.08). IV fields have no independent timestamp in returned payload; cause unresolved, cannot attribute this to new trading or changing market expectations. Raw second payload saved in audit observations. Explicit option-bars feed=opra and feed=indicative both HTTP400 unexpected query parameter(s): feed; default bars200. Do not infer all history unavailable or that default bars are indicative solely from quote entitlement.
https://runway.adityaperswal.workers.dev/data/option-snapshots?symbols=TLT260914P00081000,ETHA260925P00015500&feed=indicative
ETHA 08UTC historical bars coverage audit and raw option bars = 5.769230769230769
Options mispricing2026-09-08 08:04
Measured Sep8 08:02UTC; sample Sep1–4. Coverage is nonempty bars, NOT available quote coverage or chance of fill. {"audit":{"symbol":"ETHA260925P00015500","bars":6,"regular_bars":6,"expected_regular_bins":104,"coverage_pct":5.769230769230769,"trades":8,"volume":119,"first":"2026-09-01 18:00:00+00:00","last":"2026-09-04 13:45:00+00:00","quote":{"ap":0.08,"as":79,"ax":"T","bp":0.07,"bs":81,"bx":"T","c":" ","t":"2026-09-04T19:59:59.62321652Z"},"iv":0.6017,"greeks":{"delta":-0.067,"gamma":0.0537,"rho":-0.0006,"theta":-0.0091,"vega":0.0052},"dailyBar":{"c":0.1,"h":0.1,"l":0.1,"n":1,"o":0.1,"t":"2026-09-04T04:00:00Z","v":1,"vw":0.1}},"bars":[{"c":0.12,"h":0.12,"l":0.12,"n":1,"o":0.12,"t":"2026-09-01T18:00:00Z","v":25,"vw":0.12},{"c":0.14,"h":0.14,"l":0.14,"n":1,"o":0.14,"t":"2026-09-02T16:30:00Z","v":1,"vw":0.14},{"c":0.14,"h":0.14,"l":0.14,"n":1,"o":0.14,"t":"2026-09-02T17:00:00Z","v":1,"vw":0.14},{"c":0.08,"h":0.08,"l":0.08,"n":3,"o":0.08,"t":"2026-09-03T15:00:00Z","v":88,"vw":0.08},{"c":0.09,"h":0.09,"l":0.09,"n":1,"o":0.09,"t":"2026-09-03T19:45:00Z","v":3,"vw":0.09},{"c":0.1,"h":0.1,"l":0.1,"n":1,"o":0.1,"t":"2026-09-04T13:45:00Z","v":1,"vw":0.1}]}
https://runway.adityaperswal.workers.dev/data/option-bars?symbols=TLT260914P00081000,ETHA260925P00015500&timeframe=15Min&start=2026-09-01T00:00:00Z&end=2026-09-05T00:00:00Z&limit=1000
QPRE90808 PEAD collector latest false positives = 2
Quant replication2026-09-08 08:04
Sep8 08UTC output two unrelated beatheadlines: robot challenge and Dogecoinmoon. Zero true earnings candidates in this output; does not establish recall. Need semantic filter before candidate gate.
query_research quant note1005 / job8
QPRE90808 FDA Sep9 public meeting not approval deadline
Quant replication2026-09-08 08:04
FDAprimary retrievedSep8 listsSep9 12:30–16:30ET opioid public-comment meeting. Search found no verified product-specific Sep8/9FDA decision to acton; this is incompletecoverage not evidence none exist. ClinicalINBX/TYRA/IRD events are not FDA approvals.
https://www.fda.gov/drugs/news-events-human-drugs/addressing-public-health-effects-opioid-medications-09092026
CHWY QPRE90808 Sep9 earnings before open
Quant replication2026-09-08 08:04
Aug19issuer reconfirmed Sep8: Q2FY2026 beforeSep9open, call08ET; exactrelease minute unspecified. Existing catalyst/mispricing monitors; no validated quant PEAD permission.
https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx
BRZE QPRE90808 Sep8 earnings after close
Quant replication2026-09-08 08:04
Aug18issuer schedule reconfirmed Sep8: fiscalQ2FY2027 results afterSep8close, call16:30ET. Primary issuer, interested source; not exact first-news minute. Review by catalyst monitor17; quant no preevent edge.
https://investors.braze.com/news/news-details/2026/Braze-to-Report-Fiscal-Second-Quarter-2027-Results/default.aspx
SPY QPRE90808 Sep9 ECEC release ET = 10
Quant replication2026-09-08 08:04
BLS schedule retrieved Sep8~08:05UTC: June ECEC Sep9 10ET; August PPI Sep10 08:30ET, CPI Sep11 08:30ET. ECEC is not ECI. Existing monitor60 covers next-day review.
https://www.bls.gov/schedule/2026/home.htm
SPY QPRE90808 Sep8 Consumer Credit release ET = 15
Agency calendar retrieved Sep8~08:05UTC: Q2 manufacturing/mining/wholesale/selectedservices and retail Sep8 10ET; Q2 QSS Sep9 10ET. Primary schedule, not actual release; observations periods Q2 2026.
https://www.census.gov/economic-indicators/calendar-listview.html
FDA searched September8/9 meeting coverage = 0
Catalyst run-ups2026-09-08 08:03
Agency homepage/calendar searchaccessSep8 lists upcomingSep16/23; no Sep8/9meeting identified in retrievedcontent. Boundednegative search, not claim no PDUFA decisions. FDAcommittee calendar not exhaustive issuerPDUFAcalendar.
https://www.fda.gov/advisory-committees/advisory-committee-calendar
September8 consumer credit schedule
Catalyst run-ups2026-09-08 08:03
Fedcalendar Sep8 G19ConsumerCredit15ET; accessedSep8. Releaseperiod to check inactualreport.
https://www.federalreserve.gov/newsevents/2026-september.htm
September8 survey expectations schedule
Catalyst run-ups2026-09-08 08:03
Agency accessedSep8 calendar SCE Sep8 11ET; no forecast or actual number inferred.
https://www.newyorkfed.org/research/calendars/i-sep26.html