Runway

Notes

32996 observations, newest first
EEM QVM90806 statistics EEM_predictability = 0.1813617597135792
Quant replication2026-09-08 06:13
{"n":60,"variance_autocorrelation":0.1813617597135792,"pastvar_nextreturn_corr":-0.06968259803082767,"variance_slope":-31.27755099560406,"slope_t_HAC3":-0.45237835263393433} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EFA QVM90806 statistics EFA_predictability = 0.26193905318220906
Quant replication2026-09-08 06:13
{"n":60,"variance_autocorrelation":0.26193905318220906,"pastvar_nextreturn_corr":0.07198572659563364,"variance_slope":31.610832261608238,"slope_t_HAC3":0.5166009629332468} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
SPY QVM90806 statistics SPY_predictability = 0.30271482359508817
Quant replication2026-09-08 06:13
{"n":60,"variance_autocorrelation":0.30271482359508817,"pastvar_nextreturn_corr":0.06641398086796609,"variance_slope":20.172389328337957,"slope_t_HAC3":0.5990289982926983} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EEM QVM90806 statistics EEM_holdout_22_1_base = -0.3136829598515854
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":-0.3136829598515854,"monthly_mean_CI":[-0.5857689236706112,-0.31419915749884786,-0.04629291463196989],"paired_scaled_minus_unscaled_mean_CI":[0.010071352085788363,0.14069776239317283,0.2910613781638028],"alpha_annual_pct":0.13529483426299455,"alpha_t_HAC5":0.22872504935915375,"beta":0.7135105055580071,"R2":0.8603721922436641,"daily_correlation":0.9275625004514054,"exit_counts":{"breakeven_ambiguous":5,"gap_stop":13,"stop":24,"target":18},"partial_count":28,"same_day_count":9,"trade_mean_pct":-0.45609735267125984,"bars_median":3,"regimes":{"highvol":{"n":25,"mean_pct":-0.8398958692791291,"win_pct":32},"lowvol":{"n":35,"mean_pct":-0.18195555509421005,"win_pct":57.14285714285714},"uptrend":{"n":35,"mean_pct":-0.367033513663177,"win_pct":48.57142857142857},"downtrend":{"n":25,"mean_pct":-0.5807867272825755,"win_pct":44}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-4.220746480842081,-0.7187567388298248,2.890732084988713],"loss_pct":54.13,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":0}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EEM QVM90806 statistics EEM_holdout_22_0_base = 0.1420591686188255
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":0.1420591686188255,"monthly_mean_CI":[-0.7386425521903948,0.14247365868164663,1.006792062238173],"paired_scaled_minus_unscaled_mean_CI":[-0.22435215879824472,0.10358748974753251,0.5047148586156454],"alpha_annual_pct":1.382388014180124,"alpha_t_HAC5":0.8278276407653887,"beta":0.7876902909596363,"R2":0.9140948218818802,"daily_correlation":0.9560830622293666,"exit_counts":{"time":53},"partial_count":0,"same_day_count":0,"trade_mean_pct":0.029287328207403755,"bars_median":20,"regimes":{"highvol":{"n":22,"mean_pct":-0.5916721922486026,"win_pct":36.36363636363637},"lowvol":{"n":31,"mean_pct":0.46996827820844067,"win_pct":58.06451612903226},"uptrend":{"n":30,"mean_pct":0.6902161586576799,"win_pct":56.666666666666664},"downtrend":{"n":23,"mean_pct":-0.8327937549886086,"win_pct":39.130434782608695}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-10.82332955316781,-0.19519634807761577,13.512280995098335],"loss_pct":50.81,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":23.425}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EFA QVM90806 statistics EFA_holdout_22_1_base = -0.1579106379417524
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":-0.1579106379417524,"monthly_mean_CI":[-0.30471497057609526,-0.1580057433893427,-0.01806610685460412],"paired_scaled_minus_unscaled_mean_CI":[-0.037779036997050985,0.1340395297388834,0.3336697530869425],"alpha_annual_pct":-0.09923431927010473,"alpha_t_HAC5":-0.19280134196771456,"beta":0.507660841754046,"R2":0.7541531208074405,"daily_correlation":0.8684198989011214,"exit_counts":{"breakeven_ambiguous":10,"gap_stop":10,"stop":24,"target":16},"partial_count":31,"same_day_count":15,"trade_mean_pct":-0.2951614508879591,"bars_median":3,"regimes":{"highvol":{"n":54,"mean_pct":-0.3162221585396524,"win_pct":50},"lowvol":{"n":6,"mean_pct":-0.10561508202271877,"win_pct":66.66666666666666},"uptrend":{"n":45,"mean_pct":-0.23240039161793719,"win_pct":53.333333333333336},"downtrend":{"n":15,"mean_pct":-0.4834446286980247,"win_pct":46.666666666666664}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-2.655397300355048,0,1.7042362095605768],"loss_pct":48.665000000000006,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":0}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EFA QVM90806 statistics EFA_holdout_22_0_base = 0.25013314694818783
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":0.25013314694818783,"monthly_mean_CI":[-0.3376044393726942,0.24673855337594763,0.8011186390712499],"paired_scaled_minus_unscaled_mean_CI":[-0.7666482784970371,-0.24704034877330083,0.3091552915786171],"alpha_annual_pct":0.020576350330617336,"alpha_t_HAC5":0.011699327129420982,"beta":0.5011500197718287,"R2":0.7707089440624034,"daily_correlation":0.8779003041703566,"exit_counts":{"time":53},"partial_count":0,"same_day_count":0,"trade_mean_pct":0.5643203954156856,"bars_median":20,"regimes":{"highvol":{"n":47,"mean_pct":0.7690444671964715,"win_pct":61.702127659574465},"lowvol":{"n":6,"mean_pct":-1.0393515002004714,"win_pct":33.33333333333333},"uptrend":{"n":39,"mean_pct":0.8618492848485012,"win_pct":61.53846153846154},"downtrend":{"n":14,"mean_pct":-0.2645100822900151,"win_pct":50}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-7.499103194927102,0.5853192244517231,7.634939593555146],"loss_pct":43.235,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":7.739999999999999}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
SPY QVM90806 statistics SPY_holdout_22_1_base = -0.12380292574786067
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":-0.12380292574786067,"monthly_mean_CI":[-0.23098869487711518,-0.12311336056080793,-0.02170204263880747],"paired_scaled_minus_unscaled_mean_CI":[-0.23646627011939164,0.037331836540124286,0.31166391607946126],"alpha_annual_pct":-1.001145009351509,"alpha_t_HAC5":-2.026835946039163,"beta":0.2564290112673481,"R2":0.5914540037995033,"daily_correlation":0.7690604682334798,"exit_counts":{"breakeven_ambiguous":9,"gap_stop":3,"stop":31,"target":17},"partial_count":31,"same_day_count":16,"trade_mean_pct":-0.1602257016407246,"bars_median":2,"regimes":{"highvol":{"n":56,"mean_pct":-0.15452913695081189,"win_pct":51.78571428571429},"lowvol":{"n":4,"mean_pct":-0.23997760729950304,"win_pct":50},"uptrend":{"n":48,"mean_pct":-0.38828665179272176,"win_pct":45.83333333333333},"downtrend":{"n":12,"mean_pct":0.7520180989672639,"win_pct":75}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-1.965645346532824,0.026166861681076625,1.3827393792710154],"loss_pct":47.815000000000005,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":0}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
SPY QVM90806 statistics SPY_holdout_22_0_base = 0.4857186432714337
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":0.4857186432714337,"monthly_mean_CI":[0.04865606166913141,0.486792654753233,0.9405557146934884],"paired_scaled_minus_unscaled_mean_CI":[-1.0127170585353527,-0.4454749778268977,0.2609202511320275],"alpha_annual_pct":2.7080546558187137,"alpha_t_HAC5":1.7107945330325887,"beta":0.2801496478434036,"R2":0.5678665817135558,"daily_correlation":0.7535692282156671,"exit_counts":{"time":53},"partial_count":0,"same_day_count":0,"trade_mean_pct":1.0324147809662578,"bars_median":20,"regimes":{"highvol":{"n":50,"mean_pct":1.0360805246053408,"win_pct":64},"lowvol":{"n":3,"mean_pct":0.9713190536482089,"win_pct":66.66666666666666},"uptrend":{"n":42,"mean_pct":0.8336134734944505,"win_pct":64.28571428571429},"downtrend":{"n":11,"mean_pct":1.7914743185858857,"win_pct":63.63636363636363}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-4.168095288268432,0.9047528519607795,6.113136529233657],"loss_pct":35.855,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":1.18}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
XLF 06UTC CLI diagnostic part 1/1 = 1
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"symbol":"XLF","bars":251,"trades":[{"entryAt":"2025-10-10T04:00:00Z","exitAt":"2025-10-13T04:00:00Z","entry":52.18,"exit":52.66,"reason":"signal"},{"entryAt":"2025-10-16T04:00:00Z","exitAt":"2025-10-17T04:00:00Z","entry":51.755,"exit":52.19,"reason":"signal"},{"entryAt":"2025-11-17T05:00:00Z","exitAt":"2025-11-19T05:00:00Z","entry":51.45,"exit":51.57,"reason":"signal"},{"entryAt":"2026-01-20T05:00:00Z","exitAt":"2026-01-21T05:00:00Z","entry":53.2,"exit":53.445,"reason":"signal"},{"entryAt":"2026-02-12T05:00:00Z","exitAt":"2026-02-17T05:00:00Z","entry":51.685,"exit":52.19,"reason":"signal"},{"entryAt":"2026-02-23T05:00:00Z","exitAt":"2026-02-24T05:00:00Z","entry":50.74,"exit":50.97,"reason":"signal"},{"entryAt":"2026-03-11T04:00:00Z","exitAt":"2026-03-16T04:00:00Z","entry":49.645,"exit":49.31,"reason":"signal"}],"returnPct":3.2441373272174445,"buyAndHoldPct":9.416195856873832,"maxDrawdownPct":1.621512740457234,"winRate":85.71428571428571,"avgTradePct":0.45853236764129396}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day
06UTC global calibration control part 1/1 = 1
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"multiplier":1.1816614045269924,"groups":{"0":1.2239642455402802,"1":1.0852563326935816,"2":1.2232162037036034,"3":1.1035778452020755},"group_counts":{"0":312,"1":114,"2":166,"3":233},"base":0.3034231808168519,"global":0.28148194450281344,"group":0.2757469481853037,"group_minus_global":-0.005734996317509693,"ci":[-0.015464736826189028,0.005064119784230978],"months":8}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
ETHA 06UTC indicative American calendar flags part 2/2 = 7
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"ETHA","near":"ETHA260918P00024000","far":"ETHA260925P00024000","gap":0.09999999999999964},{"s":"ETHA","near":"ETHA260925P00025000","far":"ETHA261002P00025000","gap":0.1299999999999999},{"s":"ETHA","near":"ETHA260925P00026000","far":"ETHA261002P00026000","gap":0.009999999999999787},{"s":"ETHA","near":"ETHA260918P00027000","far":"ETHA260925P00027000","gap":0.009999999999999787},{"s":"ETHA","near":"ETHA260911P00031000","far":"ETHA260918P00031000","gap":0.14999999999999858},{"s":"ETHA","near":"ETHA261009P00035000","far":"ETHA261016P00035000","gap":0.03999999999999915},{"s":"ETHA","near":"ETHA260911P00034000","far":"ETHA260918P00034000","gap":0.05000000000000071}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC indicative American calendar flags part 1/2 = 14
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"ETHA","near":"ETHA260918C00003000","far":"ETHA261016C00003000","gap":0.02000000000000135},{"s":"ETHA","near":"ETHA260918C00006000","far":"ETHA260925C00006000","gap":0.09999999999999964},{"s":"ETHA","near":"ETHA261002C00006000","far":"ETHA261016C00006000","gap":0.009999999999999787},{"s":"ETHA","near":"ETHA260911C00007000","far":"ETHA260918C00007000","gap":0.28000000000000114},{"s":"ETHA","near":"ETHA260925C00007000","far":"ETHA261002C00007000","gap":0.02999999999999936},{"s":"ETHA","near":"ETHA261009C00007000","far":"ETHA261016C00007000","gap":0.07000000000000028},{"s":"ETHA","near":"ETHA260911C00008500","far":"ETHA260925C00008500","gap":0.11000000000000121},{"s":"ETHA","near":"ETHA261002C00010000","far":"ETHA261009C00010000","gap":0.1399999999999988},{"s":"ETHA","near":"ETHA260911C00011000","far":"ETHA260918C00011000","gap":0.1200000000000001},{"s":"ETHA","near":"ETHA260918C00011000","far":"ETHA260925C00011000","gap":0.03000000000000025},{"s":"ETHA","near":"ETHA261009C00011000","far":"ETHA261016C00011000","gap":0.019999999999999574},{"s":"ETHA","near":"ETHA261002C00013000","far":"ETHA261009C00013000","gap":0.05000000000000071},{"s":"ETHA","near":"ETHA260911C00008000","far":"ETHA260918C00008000","gap":0.009999999999999787},{"s":"ETHA","near":"ETHA260911C00011500","far":"ETHA260925C00011500","gap":0.02999999999999936}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC indicative vertical flags part 3/3 = 2
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"ETHA","a":"ETHA261002P00025000","b":"ETHA261002P00026000","monotone_gap":-1.17,"width_gap":0.02999999999999936},{"s":"ETHA","a":"ETHA261002P00032000","b":"ETHA261002P00033000","monotone_gap":-1.33,"width_gap":0.0600000000000005}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC indicative vertical flags part 2/3 = 11
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"ETHA","a":"ETHA260925P00024000","b":"ETHA260925P00025000","monotone_gap":-1.33,"width_gap":0.1200000000000001},{"s":"ETHA","a":"ETHA260925P00029000","b":"ETHA260925P00030000","monotone_gap":-1.2799999999999994,"width_gap":0.030000000000001137},{"s":"ETHA","a":"ETHA260918P00012500","b":"ETHA260918P00013000","monotone_gap":0.009999999999999998,"width_gap":-0.53},{"s":"ETHA","a":"ETHA260918P00015500","b":"ETHA260918P00016000","monotone_gap":0.010000000000000009,"width_gap":-0.54},{"s":"ETHA","a":"ETHA260918P00031000","b":"ETHA260918P00032000","monotone_gap":-1.5699999999999985,"width_gap":0.049999999999998934},{"s":"ETHA","a":"ETHA260918P00043000","b":"ETHA260918P00044000","monotone_gap":-1.4600000000000009,"width_gap":0.13000000000000256},{"s":"ETHA","a":"ETHA261016P00008000","b":"ETHA261016P00009000","monotone_gap":0.019999999999999997,"width_gap":-1.06},{"s":"ETHA","a":"ETHA261009P00031000","b":"ETHA261009P00035000","monotone_gap":-4.420000000000002,"width_gap":0.11999999999999922},{"s":"ETHA","a":"ETHA260911P00026000","b":"ETHA260911P00027000","monotone_gap":-1.370000000000001,"width_gap":0.09000000000000075},{"s":"ETHA","a":"ETHA260911P00030000","b":"ETHA260911P00031000","monotone_gap":-1.2100000000000009,"width_gap":0.05999999999999872},{"s":"ETHA","a":"ETHA260911P00033000","b":"ETHA260911P00034000","monotone_gap":-1.3899999999999988,"width_gap":0.27999999999999936}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC indicative vertical flags part 1/3 = 11
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"ETHA","a":"ETHA260925C00008000","b":"ETHA260925C00008500","monotone_gap":-0.8200000000000003,"width_gap":0.16000000000000014},{"s":"ETHA","a":"ETHA260925C00010500","b":"ETHA260925C00011000","monotone_gap":-0.79,"width_gap":0.1299999999999999},{"s":"ETHA","a":"ETHA260925C00024000","b":"ETHA260925C00025000","monotone_gap":0.009999999999999995,"width_gap":-1.04},{"s":"ETHA","a":"ETHA260925C00031000","b":"ETHA260925C00032000","monotone_gap":0.009999999999999998,"width_gap":-1.05},{"s":"ETHA","a":"ETHA260918C00003000","b":"ETHA260918C00004000","monotone_gap":-1.4799999999999986,"width_gap":0.2400000000000002},{"s":"ETHA","a":"ETHA260918C00006000","b":"ETHA260918C00007000","monotone_gap":-1.5500000000000007,"width_gap":0.3000000000000007},{"s":"ETHA","a":"ETHA261016C00002000","b":"ETHA261016C00003000","monotone_gap":-1.7800000000000011,"width_gap":0.019999999999999574},{"s":"ETHA","a":"ETHA261016C00004000","b":"ETHA261016C00005000","monotone_gap":-1.4499999999999993,"width_gap":0.1899999999999995},{"s":"ETHA","a":"ETHA260911C00005000","b":"ETHA260911C00006000","monotone_gap":-1.200000000000001,"width_gap":0.0600000000000005},{"s":"ETHA","a":"ETHA260911C00021500","b":"ETHA260911C00022000","monotone_gap":0.02,"width_gap":-0.54},{"s":"ETHA","a":"ETHA260925P00011000","b":"ETHA260925P00011500","monotone_gap":0.009999999999999998,"width_gap":-0.54}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC chain census part 1/1 = 1
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; [{"s":"ETHA","contracts":520,"valid":520,"affordable_positive_bid":92}] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC American-priced affordable legs part 31/31 = 2
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["ETHA261002C00028000",0.01,0.04,0.748,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[0.0021092101173213152,0.0019487671677252338,0.005885671406647188,0.005506962395490085,0.00012039509882854118,0.00010720892421102425],-0.04189279107578898,{"ap":0.04,"as":100,"ax":"C","bp":0.01,"bs":93,"bx":"C","c":"A","t":"2026-09-04T19:59:59.618479687Z"},{"delta":0.0204,"gamma":0.0138,"rho":0.0002,"theta":-0.0037,"vega":0.0023}],["ETHA261016C00030000",0.05,0.06,0.7588,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.10474180546049129,[0.005585899675105482,0.005083304679708702,0.013514986974088986,0.012474968397517308,0.00042300211126938613,0.00036833062491147743],-0.06163166937508852,{"ap":0.06,"as":1766,"ax":"E","bp":0.05,"bs":374,"bx":"W","c":"A","t":"2026-09-04T19:59:59.977661434Z"},{"delta":0.0335,"gamma":0.0165,"rho":0.0006,"theta":-0.0045,"vega":0.0045}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC American-priced affordable legs part 30/31 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["ETHA261009P00008000",0.01,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[3.687568909559763e-08,4.23595714446795e-08,6.057214949120691e-07,6.791719557217536e-07,6.796899305242678e-12,8.412156091408513e-12],-0.0619999999932031,{"ap":0.06,"as":207,"ax":"W","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.702678478Z"},{}],["ETHA261002P00013500",0.02,0.05,0.6747,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[0.011053768942614924,0.011754999247783084,0.022113240962423307,0.023291120925113932,0.0015970337468232572,0.0017493924387271082],-0.05040296625317675,{"ap":0.05,"as":259,"ax":"W","bp":0.02,"bs":99,"bx":"C","c":"A","t":"2026-09-04T19:59:59.612195613Z"},{"delta":-0.0269,"gamma":0.0194,"rho":-0.0004,"theta":-0.0041,"vega":0.003}],["ETHA261002C00031000",0.01,0.03,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[0.00016219099488654429,0.0001477928244810725,0.0006795808134472097,0.0006285980460673778,2.1961600532079996e-06,1.9100059657514557e-06],-0.031998089994034244,{"ap":0.03,"as":101,"ax":"P","bp":0.01,"bs":100,"bx":"C","c":"A","t":"2026-09-04T19:59:59.61278742Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC American-priced affordable legs part 29/31 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["ETHA260918C00031000",0.01,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[5.887309190389027e-09,5.400078999107764e-09,1.3637547533489439e-07,1.26935667858364e-07,3.023438388136621e-13,2.64831537132237e-13],-0.051999999999735175,{"ap":0.05,"as":75,"ax":"P","bp":0.01,"bs":70,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.124227918Z"},{}],["ETHA261009C00035000",0.03,0.07,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[5.1646739449306595e-05,4.612134597133068e-05,0.00026528391059959426,0.00024124808716089878,3.637058273141738e-07,3.069278110820072e-07],-0.07199969307218893,{"ap":0.07,"as":493,"ax":"W","bp":0.03,"bs":81,"bx":"P","c":" ","t":"2026-09-04T19:59:59.703265698Z"},{}],["ETHA260911C00022000",0.04,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[0.0001652645608266907,0.00016015754863810415,0.0005716183134534982,0.0005567741009384248,4.380229244269099e-06,4.179869387520991e-06],-0.051995820130612484,{"ap":0.05,"as":271,"ax":"U","bp":0.04,"bs":152,"bx":"U","c":" ","t":"2026-09-04T19:59:59.76615529Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC American-priced affordable legs part 28/31 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["ETHA260918C00024000",0.01,0.07,0.8555,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[0.0018075914963085013,0.0017201525781572905,0.004667670163212971,0.004476566468903961,0.0001168946451812398,0.00010866319762764892],-0.07189133680237236,{"ap":0.07,"as":79,"ax":"T","bp":0.01,"bs":124,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.611282719Z"},{"delta":0.0398,"gamma":0.0327,"rho":0.0002,"theta":-0.0113,"vega":0.0026}],["ETHA260918P00016000",0.04,0.06,0.5943,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[0.04091080959662359,0.04227205916956973,0.06360600787916376,0.06540852352803311,0.012352066565958322,0.012948033057349276],-0.049647933434041676,{"ap":0.06,"as":108,"ax":"Q","bp":0.04,"bs":125,"bx":"U","c":" ","t":"2026-09-04T19:59:59.645819664Z"},{"delta":-0.0611,"gamma":0.0664,"rho":-0.0003,"theta":-0.0109,"vega":0.0037}],["ETHA260911C00023000",0.01,0.02,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[4.840887405086424e-06,4.661609382069744e-06,3.071852751954746e-05,2.976703585872222e-05,1.9252188771158422e-08,1.8182759930674384e-08],-0.02199998181724007,{"ap":0.02,"as":140,"ax":"U","bp":0.01,"bs":100,"bx":"U","c":" ","t":"2026-09-04T19:59:58.702450685Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC American-priced affordable legs part 27/31 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["ETHA260918C00027000",0.01,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[1.3728218797144038e-05,1.2848180972559732e-05,8.030073244562393e-05,7.598651271137908e-05,6.97287743199469e-08,6.311603655592022e-08],-0.05199993688396345,{"ap":0.05,"as":274,"ax":"U","bp":0.01,"bs":146,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.979614537Z"},{}],["ETHA260925C00033000",0.03,0.05,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.047246938930717165,[5.414667038045838e-07,4.903960188667758e-07,5.819394290947281e-06,5.3575460959264575e-06,3.7717596854773763e-10,3.2451938915402947e-10],-0.051999999675480614,{"ap":0.05,"as":69,"ax":"P","bp":0.03,"bs":69,"bx":"P","c":" ","t":"2026-09-04T19:59:58.7025369Z"},{}],["ETHA260925P00012500",0.03,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.047246938930717165,[0.00028978742458513415,0.000310700873103395,0.0010018729891985369,0.0010617379958581666,7.798517492900185e-06,8.661331438736024e-06],-0.0619922014825071,{"ap":0.06,"as":121,"ax":"B","bp":0.03,"bs":300,"bx":"N","c":" ","t":"2026-09-04T19:59:59.62183189Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC American-priced affordable legs part 26/31 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["ETHA260918P00014500",0.01,0.02,0.7273,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.028081983420792454,[0.0021607396406661213,0.0022618999811939776,0.005170782600124331,0.00537280091676728,0.00017362670117819238,0.00018583239678824002],-0.02182637329882181,{"ap":0.02,"as":144,"ax":"T","bp":0.01,"bs":1087,"bx":"W","c":" ","t":"2026-09-04T19:59:58.81069087Z"},{"delta":-0.0178,"gamma":0.0197,"rho":-0.0001,"theta":-0.0049,"vega":0.0013}],["ETHA261016C00034000",0.01,0.08,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.10474180546049129,[0.000500746099802786,0.0004476481301747918,0.0018242788872706076,0.001660286134381105,1.159907454415045e-05,9.823706357430608e-06],-0.08199017629364257,{"ap":0.08,"as":1105,"ax":"E","bp":0.01,"bs":177,"bx":"W","c":"A","t":"2026-09-04T19:59:59.820505644Z"},{}],["ETHA260911P00015000",0.03,0.04,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[5.952137110779745e-06,6.172975826848858e-06,3.611199294947867e-05,3.7213059964941755e-05,3.1770603794071924e-08,3.356918173650016e-08],-0.04199996822939621,{"ap":0.04,"as":125,"ax":"T","bp":0.03,"bs":252,"bx":"U","c":" ","t":"2026-09-04T19:59:59.977949671Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC American-priced affordable legs part 25/31 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["ETHA261002P00009500",0.03,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[5.398761036854869e-07,6.038100287199433e-07,5.700980083648854e-06,6.251258539240015e-06,5.036594064587032e-10,5.974940312431465e-10],-0.061999999496340594,{"ap":0.06,"as":120,"ax":"P","bp":0.03,"bs":12,"bx":"D","c":" ","t":"2026-09-04T19:59:59.706694641Z"},{}],["ETHA261016P00008000",0.03,0.06,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.10474180546049129,[5.92900591063019e-07,6.820800479945818e-07,6.291639863038897e-06,7.060380513394185e-06,5.36722486439902e-10,6.64936895725431e-10],-0.061999999463277514,{"ap":0.06,"as":334,"ax":"N","bp":0.03,"bs":46,"bx":"D","c":"A","t":"2026-09-04T19:59:59.005359546Z"},{}],["ETHA261002C00030000",0.04,0.07,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.06641189444064187,[0.00037973928865419476,0.00034748075676662517,0.0013813543184187731,0.0012821407420566212,8.890835547487594e-06,7.79356177630405e-06],-0.07199220643822371,{"ap":0.07,"as":103,"ax":"C","bp":0.04,"bs":88,"bx":"C","c":"A","t":"2026-09-04T19:59:59.556472377Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
ETHA 06UTC American-priced affordable legs part 24/31 = 3
Options mispricing2026-09-08 06:12
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["ETHA260911C00021500",0.01,0.02,0.8446,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[0.0007731646429549229,0.0007516560687942197,0.0020386234565517455,0.0019905374433010744,4.4575714291065666e-05,4.275000033913228e-05],-0.021957249999660866,{"ap":0.02,"as":167,"ax":"W","bp":0.01,"bs":152,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.582823491Z"},{"delta":0.0283,"gamma":0.0457,"rho":0,"theta":-0.0154,"vega":0.0011}],["ETHA260911C00020500",0.03,0.08,0.8106,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.008917027910867747,[0.01110438038026047,0.010863154177000617,0.01957854078641091,0.01921553009851652,0.0023119480145296525,0.0022401209826134615],-0.07975987901738654,{"ap":0.08,"as":555,"ax":"W","bp":0.03,"bs":397,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.584648229Z"},{"delta":0.0898,"gamma":0.1191,"rho":0.0001,"theta":-0.0369,"vega":0.0027}],["ETHA261009C00031000",0.03,0.04,null,18.52,0.5625059914774319,0.6223167900136077,0.7705999999999998,0.08557684995056658,[0.0009564862003491206,0.0008689550754517432,0.0030354762130142964,0.00279969666551885,3.2312440804952034e-05,2.803014703677944e-05],-0.041971969852963226,{"ap":0.04,"as":61,"ax":"C","bp":0.03,"bs":62,"bx":"C","c":"A","t":"2026-09-04T19:59:59.618624937Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
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