Runway

Notes

32996 observations, newest first
LOVE Primary earnings event history 2021-04-14
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2021-04-14","notice":"2021-03-31","url":"https://investor.lovesac.com/news-events/press-releases/detail/51/the-lovesac-company-to-announce-fourth-quarter-and-fiscal","release":"https://investor.lovesac.com/news-events/press-releases/detail/52/the-lovesac-company-reports-record-fourth-quarter-and","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/51/the-lovesac-company-to-announce-fourth-quarter-and-fiscal
IBIT 06UTC hold5 train realized trade audit part 2/3 = 7
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-04-02 04:00:00+00:00","2025-04-09 04:00:00+00:00","48.178129999999996","43.53642","0.4742738824038497","0.4285800826924788","-0.09729657990046507","-92.29045338803947","Closed"],["2025-04-11 04:00:00+00:00","2025-04-21 04:00:00+00:00","46.676629999999996","49.58037","0.42815171679274044","0.4547869144520304","0.061178613366046554","52.38745668734373","Closed"],["2025-08-26 04:00:00+00:00","2025-09-03 04:00:00+00:00","62.47240999999999","63.19674","0.4543323548173248","0.45960006506844714","0.010588601032039782","9.62148808221708","Closed"],["2025-09-05 04:00:00+00:00","2025-09-12 04:00:00+00:00","64.18412","65.25468","0.45914069468847174","0.4667989388478061","0.015671175362379462","14.390548684938576","Closed"],["2025-09-22 04:00:00+00:00","2025-09-29 04:00:00+00:00","64.23917499999999","63.656279999999995","0.4663323731917899","0.46210095507859256","-0.01006928758814216","-9.391269554657862","Closed"],["2025-10-15 04:00:00+00:00","2025-10-22 04:00:00+00:00","63.353289999999994","61.35858","0.46163908505843665","0.44710414773550444","-0.032469757056026415","-29.97861787883318","Closed"],["2025-10-31 04:00:00+00:00","2025-11-07 05:00:00+00:00","62.412349999999996","56.82312","0.4466572670280584","0.4066576484175177","-0.09050849287040125","-80.85255213665549","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
LOVE Primary earnings event history 2020-12-09
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2020-12-09","notice":"2020-11-25","url":"https://investor.lovesac.com/news-events/press-releases/detail/48/the-lovesac-company-to-announce-third-quarter-fiscal-2021","release":"https://investor.lovesac.com/news-events/press-releases/detail/49/the-lovesac-company-announces-third-quarter-fiscal-2021","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/48/the-lovesac-company-to-announce-third-quarter-fiscal-2021
LOVE Primary earnings event history 2020-09-09
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2020-09-09","notice":"2020-08-26","url":"https://investor.lovesac.com/news-events/press-releases/detail/44/the-lovesac-company-to-announce-second-quarter-fiscal-2021","release":"https://investor.lovesac.com/news-events/press-releases/detail/45/the-lovesac-company-announces-second-quarter-fiscal-2021","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/44/the-lovesac-company-to-announce-second-quarter-fiscal-2021
IBIT 06UTC hold5 train realized trade audit part 1/3 = 7
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-04-18 04:00:00+00:00","2024-04-25 04:00:00+00:00","35.615579999999994","35.90406","0.4997501249374636","0.5037980139805283","0.0070957760620495155","7.092229947075978","Closed"],["2024-07-08 04:00:00+00:00","2024-07-15 04:00:00+00:00","32.6326","35.75421","0.503294467739579","0.5514392384119662","0.0946114191023703","95.23480763844427","Closed"],["2024-08-02 04:00:00+00:00","2024-08-09 04:00:00+00:00","36.96693","34.375589999999995","0.5508880747552212","0.5122714435220987","-0.07106382001426678","-78.29642198484488","Closed"],["2024-08-16 04:00:00+00:00","2024-08-23 04:00:00+00:00","33.393359999999994","34.770195","0.5117594280862932","0.532859679518591","0.04021018617174209","41.15588375698832","Closed"],["2024-08-29 04:00:00+00:00","2024-09-06 04:00:00+00:00","34.33429999999999","32.252714999999995","0.5323270861356377","0.5000537012817283","-0.061596668855925234","-65.57915049548848","Closed"],["2025-03-11 04:00:00+00:00","2025-03-18 04:00:00+00:00","46.34629999999999","46.778175000000005","0.4995538974823148","0.5042089581770555","0.008313776126681372","8.30635853375873","Closed"],["2025-03-24 04:00:00+00:00","2025-03-31 04:00:00+00:00","49.68964","46.83312","0.5037050011973179","0.4747483935419233","-0.05845849114624278","-58.89166870562912","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
LOVE Primary earnings event history 2020-06-09
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2020-06-09","notice":"2020-05-27","url":"https://investor.lovesac.com/news-events/press-releases/detail/7/the-lovesac-company-to-announce-first-quarter-fiscal-2021","release":"https://investor.lovesac.com/news-events/press-releases/detail/6/the-lovesac-company-announces-first-quarter-fiscal-2021","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/7/the-lovesac-company-to-announce-first-quarter-fiscal-2021
LOVE Primary earnings event history 2020-04-16
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2020-04-16","notice":"2020-04-02","url":"https://investor.lovesac.com/news-events/press-releases/detail/9/the-lovesac-company-to-announce-fourth-quarter-and-fiscal","release":"https://investor.lovesac.com/news-events/press-releases/detail/8/the-lovesac-company-announces-fourth-quarter-and-fiscal","exclude":"January2020 ICR preliminary Q4 outlook; issuer detail14"} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/9/the-lovesac-company-to-announce-fourth-quarter-and-fiscal
LOVE Primary earnings event history 2019-12-12
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2019-12-12","notice":"2019-11-26","url":"https://investor.lovesac.com/news-events/press-releases/detail/17/the-lovesac-company-to-announce-third-quarter-fiscal-2020","release":"https://investor.lovesac.com/news-events/press-releases/detail/16/the-lovesac-company-announces-third-quarter-fiscal-2020","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/17/the-lovesac-company-to-announce-third-quarter-fiscal-2020
IBIT 06UTC costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":-30.271235864765444,"dd":40.45405779057841,"n":18,"p":0.4444444444444444,"W":3.1594125917757094,"L":5.80941507107237},{"period":"train","hold":10,"ret":0.5832857192442361,"dd":21.45637448712352,"n":12,"p":0.5833333333333334,"W":6.2604144636981145,"L":7.781622922396628},{"period":"train","hold":20,"ret":-0.2798378194675024,"dd":31.79948007519464,"n":8,"p":0.375,"W":11.279164681989345,"L":5.931744774166906},{"period":"test","hold":5,"ret":-14.58836941773194,"dd":23.20986456833157,"n":7,"p":0.42857142857142855,"W":5.36323265090263,"L":7.482914317306574},{"period":"test","hold":10,"ret":-19.019164659913827,"dd":23.36184225424448,"n":5,"p":0.2,"W":2.6410824237620987,"L":5.597642507022194},{"period":"test","hold":20,"ret":-15.880756766022635,"dd":19.71089002836447,"n":3,"p":0.3333333333333333,"W":0.05861799156909467,"L":8.313543453648995}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
LOVE Primary earnings event history 2019-09-11
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2019-09-11","notice":"2019-08-28","url":"https://investor.lovesac.com/news-events/press-releases/detail/20/the-lovesac-company-to-announce-second-quarter-fiscal-2020","release":"https://investor.lovesac.com/news-events/press-releases/detail/19/the-lovesac-company-announces-second-quarter-fiscal-2020","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/20/the-lovesac-company-to-announce-second-quarter-fiscal-2020
LOVE Primary earnings event history 2019-06-10
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2019-06-10","notice":"2019-05-28","url":"https://investor.lovesac.com/news-events/press-releases/detail/24/the-lovesac-company-to-announce-first-quarter-fiscal-2020","release":"https://investor.lovesac.com/news-events/press-releases/detail/22/the-lovesac-company-announces-first-quarter-fiscal-2020","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/24/the-lovesac-company-to-announce-first-quarter-fiscal-2020
IBIT 06UTC variance forecast windows part 5/5 = 3
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2026-07-13","test",3,0.153458204,0.072770927,0.169353074,0.220318544,0.274368687,0.054050143],["2026-07-27","test",3,0.107057265,0.056626168,0.118146025,0.165826112,0.21473981,0.048913698],["2026-08-10","test",0,0.07560918,0.290346369,0.092542934,1.494597243,0.994021541,-0.500575702]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
LOVE Primary earnings event history 2019-04-30
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2019-04-30","notice":"2019-04-16","url":"https://investor.lovesac.com/news-events/press-releases/detail/28/the-lovesac-company-to-announce-fourth-quarter-and-fiscal","release":"https://investor.lovesac.com/news-events/press-releases/detail/27/the-lovesac-company-announces-fourth-quarter-and-fiscal","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/28/the-lovesac-company-to-announce-fourth-quarter-and-fiscal
LOVE Primary earnings event history 2018-12-18
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2018-12-18","notice":"2018-12-04","url":"https://investor.lovesac.com/news-events/press-releases/detail/32/the-lovesac-company-to-announce-third-quarter-fiscal-2019","release":"https://investor.lovesac.com/news-events/press-releases/detail/31/the-lovesac-company-announces-third-quarter-fiscal-2019","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/32/the-lovesac-company-to-announce-third-quarter-fiscal-2019
IBIT 06UTC variance forecast windows part 4/5 = 14
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-12-10","train",3,0.256651372,0.144941196,0.283234768,0.13613013,0.181683191,0.045553061],["2026-01-02","test",1,0.132223143,0.155494751,0.143496003,0.013881529,0.003312503,-0.010569026],["2026-01-16","test",0,0.131634288,0.351819035,0.161115662,0.689611157,0.402648244,-0.286962913],["2026-02-02","test",3,0.253955544,0.90893856,0.280259712,1.304006431,1.066640154,-0.237366277],["2026-02-17","test",3,0.572029064,0.320206634,0.631278602,0.139996648,0.186015822,0.046019175],["2026-03-03","test",1,0.522237237,0.239711209,0.566761269,0.237695325,0.28345244,0.045757115],["2026-03-17","test",1,0.303383021,0.161661444,0.329248345,0.162354336,0.202309556,0.03995522],["2026-03-31","test",3,0.224380772,0.096256288,0.247621649,0.275316529,0.333610902,0.058294373],["2026-04-15","test",0,0.151782083,0.114186352,0.185775843,0.0369186,0.101354877,0.064436277],["2026-04-29","test",2,0.124337363,0.072794827,0.152091477,0.120815854,0.215462558,0.094646703],["2026-05-13","test",2,0.101590172,0.089967865,0.124266744,0.007090395,0.046967747,0.039877351],["2026-05-28","test",3,0.089587659,0.320185342,0.098866956,1.300306926,1.063422633,-0.236884293],["2026-06-11","test",1,0.200736842,0.173780381,0.217850929,0.009914921,0.023721883,0.013806962],["2026-06-26","test",3,0.215672993,0.125537237,0.238011937,0.123233041,0.167159334,0.043926293]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
LOVE Primary earnings event history 2018-09-13
Catalyst run-ups2026-09-08 06:11
RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2018-09-13","notice":"2018-08-30","url":"https://investor.lovesac.com/news-events/press-releases/detail/37/the-lovesac-company-to-announce-second-quarter-fiscal-2019","release":"https://investor.lovesac.com/news-events/press-releases/detail/36/the-lovesac-company-announces-second-quarter-fiscal-2019","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/37/the-lovesac-company-to-announce-second-quarter-fiscal-2019
IBIT 06UTC variance forecast windows part 3/5 = 14
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-05-21","train",0,0.12503118,0.089321927,0.153033694,0.050713362,0.122086024,0.071372662],["2025-06-05","train",2,0.11691263,0.143672206,0.143009424,0.022777792,1.0706e-05,-0.022767085],["2025-06-20","train",2,0.124105737,0.089148876,0.151808148,0.049156199,0.119556781,0.070400582],["2025-07-07","train",0,0.115292809,0.118676851,0.141114276,0.000422514,0.014163961,0.013741448],["2025-07-21","train",2,0.108502648,0.060728352,0.132722197,0.140058562,0.239407407,0.099348845],["2025-08-04","train",2,0.089982007,0.098525918,0.110067449,0.004241415,0.005914998,0.001673583],["2025-08-18","train",2,0.087850932,0.18737985,0.107460683,0.375433146,0.187693312,-0.187739835],["2025-09-02","train",1,0.139858006,0.057638779,0.151781786,0.298555639,0.347995956,0.049440317],["2025-09-16","train",0,0.111210458,0.136660182,0.136117624,0.022769906,7.923e-06,-0.022761983],["2025-09-30","train",1,0.109298526,0.152681672,0.118616917,0.062651162,0.034726876,-0.027924286],["2025-10-14","train",3,0.140386361,0.158153619,0.154927278,0.007391226,0.000213874,-0.007177353],["2025-10-28","train",1,0.151015731,0.281695655,0.163890779,0.241896568,0.177174098,-0.06472247],["2025-11-11","train",1,0.212781779,0.251606466,0.230922773,0.014863366,0.003786856,-0.01107651],["2025-11-25","train",3,0.248568593,0.285491296,0.274314793,0.010048598,0.000808133,-0.009240465]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
IBIT 06UTC variance forecast windows part 2/5 = 14
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-10-28","train",0,0.183924371,0.738912415,0.225116854,1.626824886,1.093790708,-0.533034178],["2024-11-11","train",0,0.466709406,0.200096659,0.571235626,0.275645553,0.399288666,0.123643113],["2024-11-25","train",0,0.418533629,0.273443503,0.512270198,0.078999207,0.161544832,0.082545625],["2024-12-10","train",0,0.277288001,0.384596912,0.339390599,0.059855303,0.008154333,-0.051700971],["2024-12-24","train",2,0.343199925,0.233859809,0.41980771,0.065001169,0.142139055,0.077137886],["2025-01-10","train",2,0.307195139,0.151998515,0.375766072,0.198407089,0.309599081,0.111191992],["2025-01-27","train",2,0.213583825,0.086012218,0.261259195,0.312249439,0.440245425,0.127995986],["2025-02-10","train",3,0.14141955,0.229982392,0.156067482,0.139970115,0.085894395,-0.054075721],["2025-02-25","train",3,0.183717919,0.424573746,0.202747025,0.473324719,0.354979228,-0.118345491],["2025-03-11","train",3,0.331869415,0.234912617,0.366243734,0.0533745,0.085496059,0.032121559],["2025-03-25","train",1,0.308713489,0.342317843,0.335033269,0.005526841,0.000233004,-0.005293837],["2025-04-08","train",3,0.308229486,0.332250357,0.340155232,0.002887593,0.000274284,-0.002613309],["2025-04-23","train",0,0.325982047,0.0598901,0.398990371,0.878053176,1.046530192,0.168477016],["2025-05-07","train",0,0.197186753,0.126902446,0.241349535,0.084297378,0.168631152,0.084333774]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
IBIT 06UTC variance forecast windows part 1/5 = 14
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-04-09","train",0,0.432728942,0.249985104,0.529644753,0.126404641,0.222791543,0.096386902],["2024-04-23","train",0,0.321460428,0.303821017,0.393456071,0.001562953,0.030716014,0.029153061],["2024-05-07","train",1,0.303484131,0.292766424,0.329358075,0.000638676,0.006670524,0.006031848],["2024-05-21","train",0,0.307306755,0.113579834,0.37613248,0.364938058,0.499403078,0.13446502],["2024-06-05","train",0,0.211566461,0.09084568,0.258949784,0.274772411,0.398295453,0.123523043],["2024-06-20","train",3,0.132396012,0.448520219,0.146109306,1.167560744,0.948159308,-0.219401437],["2024-07-05","train",3,0.282477308,0.363541891,0.311735699,0.034681015,0.012447443,-0.022233572],["2024-07-19","train",0,0.373177458,0.166910968,0.456755866,0.251863215,0.372115584,0.120252369],["2024-08-02","train",3,0.26130265,1.060986933,0.288367815,1.6591002,1.376565436,-0.282534764],["2024-08-16","train",3,0.58193364,0.211737376,0.642209073,0.374861118,0.439268822,0.064407704],["2024-08-30","train",3,0.515504534,0.254147592,0.568899383,0.200238411,0.252523991,0.05228558],["2024-09-16","train",1,0.28014457,0.166017353,0.304028669,0.115826611,0.1510879,0.035261289],["2024-09-30","train",0,0.230261786,0.222132945,0.281832193,0.000638202,0.026210269,0.025572067],["2024-10-14","train",0,0.22147017,0.120447407,0.27107157,0.152928567,0.255507708,0.102579141]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
IBIT 06UTC bar audit and current indicators part 1/1 = 1
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; [{"s":"IBIT","date":"2026-09-04 04:00:00+00:00","S":45.23,"sigma":0.45594548449791,"rv20":0.47183834280184284,"rv60":0.38440096989714573,"atr":1.6296285714285712,"group":0,"bars":665,"neg":false,"below":false,"calibrated_sigma":0.5044257921390024,"sha256":"4dab88b799cd1b87f27c7557a9d693684c0810aae712d18b91c5d6c6615eb237","bars_truncated":false,"chain_truncated":false,"first":"2024-01-11T05:00:00Z","last":"2026-09-04T04:00:00Z"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
FXI 06UTC chain census part 1/1 = 1
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; [{"s":"FXI","contracts":484,"valid":484,"affordable_positive_bid":8}] https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
FXI 06UTC American-priced affordable legs part 3/3 = 2
Options mispricing2026-09-08 06:11
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 [["FXI260918P00034500",0.03,0.06,0.1819,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.028081983420792454,[0.019900297679619202,0.022566332843138106,0.03143281784168446,0.03500101494606845,0.005777917305527585,0.006918557691755086],-0.05622208269447242,{"ap":0.06,"as":245,"ax":"Z","bp":0.03,"bs":100,"bx":"A","c":"A","t":"2026-09-04T19:59:55.062780898Z"},{"delta":-0.0889,"gamma":0.149,"rho":-0.0009,"theta":-0.0084,"vega":0.0096}],["FXI260930C00040000",0.03,0.07,0.2625,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.06093619286637767,[0.0007809606594880326,0.000587339225740695,0.00216270529352445,0.001701478656747524,3.926245888268136e-05,2.5704528702094508e-05],-0.07197429547129791,{"ap":0.07,"as":58,"ax":"B","bp":0.03,"bs":74,"bx":"W","c":"A","t":"2026-09-04T19:59:55.645831855Z"},{"delta":0.0526,"gamma":0.0464,"rho":0.0011,"theta":-0.0058,"vega":0.0095}]] https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
FXI 06UTC American-priced affordable legs part 2/3 = 3
Options mispricing2026-09-08 06:11
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 [["FXI260930P00025000",0.03,0.08,0.7618,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.06093619286637767,[4.034796303324899e-27,9.144559744351628e-27,4.39796656049904e-22,8.610584544519082e-22,2.642129915050223e-46,9.456535039004343e-46],-0.082,{"ap":0.08,"as":1269,"ax":"E","bp":0.03,"bs":6,"bx":"N","c":"A","t":"2026-09-04T19:59:55.409371195Z"},{"delta":-0.0208,"gamma":0.0075,"rho":-0.0005,"theta":-0.0076,"vega":0.0044}],["FXI260918P00034000",0.01,0.06,0.2172,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.028081983420792454,[0.004343140159348716,0.005059495076441973,0.00857354115996074,0.009759257009346748,0.0006169253221545809,0.0007715667799049474],-0.06138307467784542,{"ap":0.06,"as":417,"ax":"U","bp":0.01,"bs":36,"bx":"U","c":"A","t":"2026-09-04T19:59:48.735650311Z"},{"delta":-0.0618,"gamma":0.0945,"rho":-0.0006,"theta":-0.0077,"vega":0.0072}],["FXI260918C00038000",0.05,0.07,0.2496,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.028081983420792454,[0.003908747572245342,0.0033235973830937496,0.007837471518188944,0.006827325683223185,0.0005188070775658119,0.0004091311620589734],-0.07159086883794104,{"ap":0.07,"as":1,"ax":"A","bp":0.05,"bs":1219,"bx":"A","c":"O","t":"2026-09-04T19:59:55.148258426Z"},{"delta":0.089,"gamma":0.1086,"rho":0.0009,"theta":-0.0122,"vega":0.0096}]] https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
FXI 06UTC American-priced affordable legs part 1/3 = 3
Options mispricing2026-09-08 06:11
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 [["FXI260918P00033000",0.01,0.04,0.2881,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.028081983420792454,[7.257024568928422e-05,8.97282270894025e-05,0.00027651835304312204,0.0003301146912818468,1.465934166274479e-06,2.0149562610767812e-06],-0.04199853406583373,{"ap":0.04,"as":21,"ax":"W","bp":0.01,"bs":15,"bx":"C","c":"A","t":"2026-09-04T19:59:58.644511841Z"},{"delta":-0.0361,"gamma":0.0463,"rho":-0.0004,"theta":-0.0067,"vega":0.0047}],["FXI261002C00040000",0.03,0.08,0.2558,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.06641189444064187,[0.0012428110937289713,0.0009313046696573612,0.0032370547709683535,0.0025374560889107225,7.872251802790908e-05,5.136388629054568e-05],-0.08194863611370946,{"ap":0.08,"as":25,"ax":"P","bp":0.03,"bs":78,"bx":"W","c":"A","t":"2026-09-04T19:59:45.08492817Z"},{"delta":0.0562,"gamma":0.0481,"rho":0.0013,"theta":-0.0058,"vega":0.0104}],["FXI260930P00030000",0.01,0.03,0.3562,35.88,0.14946725948267695,0.1653599900137639,0.40071428571428414,0.06093619286637767,[7.464332134292277e-08,1.1422112196313193e-07,9.972364484962684e-07,1.4176141365509469e-06,2.7011024257338627e-11,5.191104928113689e-11],-0.031999999972988975,{"ap":0.03,"as":1441,"ax":"A","bp":0.01,"bs":3,"bx":"U","c":"A","t":"2026-09-04T19:59:45.6773066Z"},{"delta":-0.0172,"gamma":0.0136,"rho":-0.0004,"theta":-0.003,"vega":0.0037}]] https://runway.adityaperswal.workers.dev/data/option-chain/FXI?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
FXI 06UTC hold20 test realized trade audit part 1/1 = 5
Options mispricing2026-09-08 06:11
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-01-21 05:00:00+00:00","2026-02-19 05:00:00+00:00","39.038999999999994","38.2617","0.4997501249374636","0.4897996709783125","-0.020900902943210446","-20.89045771435327","Closed"],["2026-02-25 05:00:00+00:00","2026-03-25 04:00:00+00:00","38.15812","35.63433","0.4893101160847664","0.45694699185660603","-0.06710724283586289","-65.67250556429131","Closed"],["2026-03-27 04:00:00+00:00","2026-04-27 04:00:00+00:00","34.75471999999999","36.18378","0.45649027322406255","0.47526044285436586","0.04009788454632946","36.60858854452195","Closed"],["2026-05-18 04:00:00+00:00","2026-06-16 04:00:00+00:00","36.106069999999995","34.455510000000004","0.47478541992290957","0.4530809856628081","-0.04669133998798508","-44.33673492592399","Closed"],["2026-06-18 04:00:00+00:00","2026-07-20 04:00:00+00:00","33.43339999999999","34.97499","0.45262813110434763","0.47349848831096863","0.04508622530164479","40.814587793673","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FXI&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
NewerPage 761 of 1320Older