Runway

Notes

32996 observations, newest first
GLD 06UTC indicative vertical flags part 2/7 = 10
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD260918C00360000","b":"GLD260918C00361000","monotone_gap":-3.719999999999999,"width_gap":0.05999999999999517},{"s":"GLD","a":"GLD260918C00381000","b":"GLD260918C00382000","monotone_gap":-1.8900000000000006,"width_gap":0.16000000000000014},{"s":"GLD","a":"GLD260918C00384000","b":"GLD260918C00385000","monotone_gap":-1.5399999999999991,"width_gap":0.07000000000000028},{"s":"GLD","a":"GLD260925C00220000","b":"GLD260925C00225000","monotone_gap":-10.860000000000014,"width_gap":1.4899999999999807},{"s":"GLD","a":"GLD260925C00349000","b":"GLD260925C00350000","monotone_gap":-4.1200000000000045,"width_gap":0.7899999999999991},{"s":"GLD","a":"GLD260925C00363000","b":"GLD260925C00364000","monotone_gap":-2.690000000000005,"width_gap":0.3100000000000023},{"s":"GLD","a":"GLD260925C00381000","b":"GLD260925C00382000","monotone_gap":-1.5899999999999999,"width_gap":0.08999999999999986},{"s":"GLD","a":"GLD260925C00383000","b":"GLD260925C00384000","monotone_gap":-1.4199999999999982,"width_gap":0.07000000000000028},{"s":"GLD","a":"GLD261016C00300000","b":"GLD261016C00305000","monotone_gap":-6.820000000000007,"width_gap":0.030000000000001137},{"s":"GLD","a":"GLD261016C00315000","b":"GLD261016C00320000","monotone_gap":-9.290000000000006,"width_gap":0.769999999999996}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC indicative vertical flags part 1/7 = 11
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","a":"GLD260930C00280000","b":"GLD260930C00285000","monotone_gap":-10.088999999999984,"width_gap":0.45999999999999375},{"s":"GLD","a":"GLD260930C00382000","b":"GLD260930C00383000","monotone_gap":-2.0,"width_gap":0.05000000000000071},{"s":"GLD","a":"GLD260918C00240000","b":"GLD260918C00245000","monotone_gap":-13.129999999999995,"width_gap":1.4099999999999966},{"s":"GLD","a":"GLD260918C00304000","b":"GLD260918C00305000","monotone_gap":1.009999999999991,"width_gap":-3.8200000000000074},{"s":"GLD","a":"GLD260918C00305000","b":"GLD260918C00306000","monotone_gap":-5.160000000000011,"width_gap":1.7199999999999989},{"s":"GLD","a":"GLD260918C00306000","b":"GLD260918C00307000","monotone_gap":0.1700000000000017,"width_gap":-3.7700000000000102},{"s":"GLD","a":"GLD260918C00307000","b":"GLD260918C00308000","monotone_gap":-2.1200000000000045,"width_gap":0.06999999999999318},{"s":"GLD","a":"GLD260918C00314000","b":"GLD260918C00315000","monotone_gap":0.01999999999999602,"width_gap":-5.439999999999998},{"s":"GLD","a":"GLD260918C00328000","b":"GLD260918C00329000","monotone_gap":-3.269999999999996,"width_gap":0.46999999999999886},{"s":"GLD","a":"GLD260918C00337000","b":"GLD260918C00338000","monotone_gap":-2.6499999999999915,"width_gap":0.1600000000000108},{"s":"GLD","a":"GLD260918C00346000","b":"GLD260918C00347000","monotone_gap":-4.890000000000001,"width_gap":0.9500000000000028}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC chain census part 1/1 = 1
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"s":"GLD","contracts":2756,"valid":2756,"affordable_positive_bid":127}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 43/43 = 1
Options mispricing2026-09-08 06:10
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 [["GLD261016C00900000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.3276000421242818e-21,7.533722119057917e-22,2.7165932058615263e-17,1.706835604416127e-17,2.5599222606738182e-36,1.067596244044022e-36],-0.052000000000000005,{"ap":0.05,"as":83,"ax":"W","bp":0.03,"bs":88,"bx":"W","c":"A","t":"2026-09-04T19:59:59.487771212Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 42/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD261009P00270000",0.05,0.08,0.5356,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[1.8601866542198752e-07,2.5153387918779765e-07,3.683752295877541e-06,4.7185942854483485e-06,2.138795353309768e-11,3.393665114435457e-11],-0.08199999997861206,{"ap":0.08,"as":99,"ax":"W","bp":0.05,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.85312554Z"},{"delta":-0.0032,"gamma":0.0002,"rho":-0.0012,"theta":-0.0098,"vega":0.0116}],["GLD261016C00810000",0.01,0.07,0.6945,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[6.324429779084687e-16,3.8566943840878597e-16,6.654957843566617e-13,4.4322588644618595e-13,8.465833868618925e-26,3.955519984968274e-26],-0.07200000000000001,{"ap":0.07,"as":99,"ax":"I","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.865251347Z"},{"delta":0.0016,"gamma":0.0001,"rho":0.0006,"theta":-0.0063,"vega":0.0069}],["GLD261016C00800000",0.01,0.07,0.6833,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[2.5388071638760014e-15,1.5620973993836191e-15,1.9610563486412303e-12,1.3155705071033203e-12,1.0136367463844543e-24,4.800273197664788e-25],-0.07200000000000001,{"ap":0.07,"as":109,"ax":"W","bp":0.01,"bs":4,"bx":"B","c":" ","t":"2026-09-04T19:59:59.770545433Z"},{"delta":0.0016,"gamma":0.0001,"rho":0.0007,"theta":-0.0063,"vega":0.007}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 41/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD261016P00225000",0.03,0.06,0.6549,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[2.7364842450403762e-12,4.188675713781555e-12,4.1803922055664517e-10,5.93742083068247e-10,2.174210670385565e-19,4.2086431961791155e-19],-0.062,{"ap":0.06,"as":1,"ax":"A","bp":0.03,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.52163699Z"},{"delta":-0.0017,"gamma":0.0001,"rho":-0.0008,"theta":-0.0061,"vega":0.0072}],["GLD261016P00220000",0.01,0.06,0.6623,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[3.2861090977708836e-13,5.095299996957714e-13,8.479737099601649e-11,1.2164125869605064e-10,6.2341879345468555e-21,1.2355252039374963e-20],-0.062,{"ap":0.06,"as":1,"ax":"A","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.521411372Z"},{"delta":-0.0013,"gamma":0.0001,"rho":-0.0006,"theta":-0.005,"vega":0.0058}],["GLD261016C00820000",0.01,0.06,0.6978,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.518745668943497e-16,9.178466354703999e-17,2.12680206599356e-13,1.4057293839499893e-13,5.371220762969906e-27,2.46978681685345e-27],-0.062,{"ap":0.06,"as":34,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.879410229Z"},{"delta":0.0014,"gamma":0.0001,"rho":0.0006,"theta":-0.0057,"vega":0.0061}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 40/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD261016C00780000",0.03,0.07,0.6732,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[3.715127207228938e-14,2.326811866298155e-14,1.3751694571039685e-11,9.338338281413094e-12,9.415992175943651e-23,4.572332519829677e-23],-0.07200000000000001,{"ap":0.07,"as":49,"ax":"A","bp":0.03,"bs":46,"bx":"W","c":"A","t":"2026-09-04T19:59:59.469508496Z"},{"delta":0.0021,"gamma":0.0001,"rho":0.0008,"theta":-0.0076,"vega":0.0085}],["GLD261009P00250000",0.03,0.06,0.6041,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[3.005807253972479e-10,4.2735813210905967e-10,2.001559799309765e-08,2.672111367108021e-08,5.65569861994004e-16,9.750151767941609e-16],-0.06199999999999943,{"ap":0.06,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469255811Z"},{"delta":-0.002,"gamma":0.0001,"rho":-0.0007,"theta":-0.0074,"vega":0.0077}],["GLD261016P00215000",0.01,0.04,0.6652,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[3.6511334826927344e-14,5.752062992946509e-14,1.1919002648094627e-11,1.7357194443204323e-11,1.3942011664834623e-22,2.8290495905363923e-22],-0.042,{"ap":0.04,"as":53,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.474384149Z"},{"delta":-0.001,"gamma":0,"rho":-0.0004,"theta":-0.0037,"vega":0.0043}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 39/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD261016C00850000",0.01,0.06,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[2.5977289963109857e-18,1.5358136993013916e-18,8.484045817200779e-15,5.5054252594226635e-15,2.9334613374619666e-30,1.29770165777662e-30],-0.062,{"ap":0.06,"as":117,"ax":"W","bp":0.01,"bs":3,"bx":"T","c":"A","t":"2026-09-04T19:59:59.976357026Z"},{}],["GLD261016P00255000",0.03,0.08,0.5366,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[7.486252986016455e-08,1.0546078932198055e-07,1.8359508952783168e-06,2.4309515591286497e-06,5.015981365526709e-12,8.466834087819403e-12],-0.08199999999498402,{"ap":0.08,"as":104,"ax":"Z","bp":0.03,"bs":4,"bx":"S","c":" ","t":"2026-09-04T19:59:59.469968749Z"},{"delta":-0.0025,"gamma":0.0001,"rho":-0.0011,"theta":-0.0071,"vega":0.0102}],["GLD261016C00750000",0.01,0.03,0.5903,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.7259913861746991e-12,1.110130951835997e-12,3.383637999485048e-10,2.349756042913082e-10,6.691799124518575e-20,3.391592346698802e-20],-0.032,{"ap":0.03,"as":2,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.474586491Z"},{"delta":0.001,"gamma":0,"rho":0.0004,"theta":-0.0034,"vega":0.0043}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 38/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD261016C00695000",0.04,0.08,0.5752,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.187683548020682e-09,8.019845176104063e-10,7.139149663439432e-08,5.1664509682100874e-08,4.076228597632283e-15,2.2371070976313117e-15],-0.08199999999999777,{"ap":0.08,"as":106,"ax":"Z","bp":0.04,"bs":64,"bx":"E","c":"A","t":"2026-09-04T19:59:59.471623709Z"},{"delta":0.0028,"gamma":0.0001,"rho":0.0011,"theta":-0.0086,"vega":0.0112}],["GLD261009P00255000",0.01,0.06,0.5677,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[1.8269206273443576e-09,2.559871717667219e-09,7.821719468255637e-08,1.0348995693823216e-07,1.03301841389501e-14,1.7438462126012696e-14],-0.06199999999998967,{"ap":0.06,"as":99,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.850193993Z"},{"delta":-0.0017,"gamma":0.0001,"rho":-0.0006,"theta":-0.0059,"vega":0.0066}],["GLD261016C00880000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[3.247171144629042e-20,1.8724703122738377e-20,2.4024160202304493e-16,1.52757573061652e-16,9.068486088673987e-34,3.871995231984391e-34],-0.052000000000000005,{"ap":0.05,"as":32,"ax":"B","bp":0.03,"bs":1,"bx":"U","c":"A","t":"2026-09-04T19:59:59.471489725Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 37/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD261009P00260000",0.04,0.07,0.5705,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[9.034404843627388e-09,1.2523746083531005e-08,3.272789316076119e-07,4.276686671501911e-07,1.5688787750489657e-13,2.593754256759594e-13],-0.07199999999984312,{"ap":0.07,"as":99,"ax":"W","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.921940106Z"},{"delta":-0.0026,"gamma":0.0001,"rho":-0.0009,"theta":-0.0087,"vega":0.0095}],["GLD261016C00770000",0.04,0.08,0.6721,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.364273679829056e-13,8.620418046926e-14,4.020555884058091e-11,2.748666969679122e-11,7.798973887426899e-22,3.8335689962940417e-22],-0.082,{"ap":0.08,"as":281,"ax":"W","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.755920568Z"},{"delta":0.0024,"gamma":0.0001,"rho":0.001,"theta":-0.0089,"vega":0.0099}],["GLD261016C00870000",0.03,0.06,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.10474180546049129,[1.5184086003316325e-19,8.83269505983674e-20,7.698549127445573e-16,4.922098515423202e-16,1.4660890297594802e-32,6.334086839037955e-33],-0.062,{"ap":0.06,"as":119,"ax":"W","bp":0.03,"bs":1,"bx":"Z","c":"A","t":"2026-09-04T19:59:59.469358467Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 36/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD261002C00650000",0.03,0.08,0.6393,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[8.734701514028883e-12,6.215226625484721e-12,1.2895684984929487e-09,9.747008171538772e-10,1.7349605228162525e-18,1.030177094408324e-18],-0.082,{"ap":0.08,"as":1,"ax":"Q","bp":0.03,"bs":408,"bx":"H","c":" ","t":"2026-09-04T19:59:59.472439617Z"},{"delta":0.0029,"gamma":0.0001,"rho":0.0007,"theta":-0.0123,"vega":0.0092}],["GLD260925P00280000",0.03,0.05,0.6301,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[6.099267152137638e-11,7.979563195469344e-11,5.056052953630588e-09,6.307293797749624e-09,5.1978390881422475e-17,7.86732673264607e-17],-0.051999999999999956,{"ap":0.05,"as":30,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.858613245Z"},{"delta":-0.0024,"gamma":0.0001,"rho":-0.0005,"theta":-0.0119,"vega":0.0064}],["GLD261009P00265000",0.04,0.08,0.5532,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.08557684995056658,[4.643719686938101e-08,6.344212785869243e-08,1.1469597178646183e-06,1.4851292728172928e-06,1.996787789250525e-12,3.2336711549922428e-12],-0.08199999999800321,{"ap":0.08,"as":99,"ax":"W","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.473746956Z"},{"delta":-0.0029,"gamma":0.0001,"rho":-0.0011,"theta":-0.0093,"vega":0.0105}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 35/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260925C00650000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[1.1020938841352904e-16,7.875905590011069e-17,1.368219513750405e-13,1.0368153461694005e-13,7.752904787475076e-27,4.6221958308720706e-27],-0.07200000000000001,{"ap":0.07,"as":100,"ax":"Z","bp":0.03,"bs":1,"bx":"N","c":" ","t":"2026-09-04T19:59:59.976205193Z"},{}],["GLD260930P00285000",0.03,0.07,0.5426,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06093619286637767,[6.631598393661458e-08,8.614144754169978e-08,1.6294093148478191e-06,2.018632870452551e-06,4.766651751511293e-12,7.105480966034672e-12],-0.07199999999523336,{"ap":0.07,"as":1,"ax":"C","bp":0.03,"bs":6,"bx":"S","c":" ","t":"2026-09-04T19:59:59.470916796Z"},{"delta":-0.0029,"gamma":0.0002,"rho":-0.0008,"theta":-0.011,"vega":0.009}],["GLD260930C00620000",0.03,0.05,0.59,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06093619286637767,[2.1165757802057747e-10,1.5572404814512113e-10,1.5885263729048882e-08,1.233361803538881e-08,2.847978264965168e-16,1.7779747843141821e-16],-0.051999999999999824,{"ap":0.05,"as":3,"ax":"C","bp":0.03,"bs":408,"bx":"W","c":"O","t":"2026-09-04T19:59:59.904118988Z"},{"delta":0.0024,"gamma":0.0001,"rho":0.0006,"theta":-0.0101,"vega":0.0074}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 34/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD261002P00255000",0.03,0.05,0.6524,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[4.35740071317323e-12,6.087589673037782e-12,6.348718680054275e-10,8.359266034618021e-10,6.56265173924603e-19,1.1014705562820578e-18],-0.052000000000000005,{"ap":0.05,"as":29,"ax":"C","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471489725Z"},{"delta":-0.0019,"gamma":0.0001,"rho":-0.0005,"theta":-0.0086,"vega":0.0064}],["GLD261002P00245000",0.03,0.04,0.6951,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[3.6300932928502945e-14,5.213289040622543e-14,1.1281299216582427e-11,1.5219073699106947e-11,1.4441777500792512e-22,2.537169931316265e-22],-0.042,{"ap":0.04,"as":29,"ax":"C","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471683905Z"},{"delta":-0.0016,"gamma":0.0001,"rho":-0.0005,"theta":-0.0078,"vega":0.0054}],["GLD260930P00255000",0.01,0.05,0.6629,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06093619286637767,[3.9591516811731753e-13,5.526685030603611e-13,8.80623676607427e-11,1.1593962767752443e-10,1.0291584905598552e-20,1.724230339885685e-20],-0.052000000000000005,{"ap":0.05,"as":104,"ax":"Z","bp":0.01,"bs":3,"bx":"C","c":" ","t":"2026-09-04T19:59:59.994258992Z"},{"delta":-0.0015,"gamma":0.0001,"rho":-0.0004,"theta":-0.0074,"vega":0.0049}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 33/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260925P00260000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[1.5617033458714678e-15,2.1471786203127595e-15,8.660933454139002e-13,1.1256506421113458e-12,8.807300603243497e-25,1.441787975987614e-24],-0.082,{"ap":0.08,"as":108,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.912692417Z"},{}],["GLD261002P00240000",0.03,0.04,0.7212,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[2.415286603929588e-15,3.5191628233512287e-15,1.5415084693014175e-12,2.0979526043466304e-12,1.8841617472557015e-24,3.374350076346589e-24],-0.042,{"ap":0.04,"as":29,"ax":"C","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471523729Z"},{"delta":-0.0015,"gamma":0.0001,"rho":-0.0004,"theta":-0.0078,"vega":0.0052}],["GLD260925C00640000",0.03,0.07,0.7318,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[1.5130185289953108e-15,1.0925513461751487e-15,1.2132459700623608e-12,9.286740695738332e-13,6.706212716997895e-25,4.0629933307703717e-25],-0.07200000000000001,{"ap":0.07,"as":1,"ax":"U","bp":0.03,"bs":1,"bx":"I","c":" ","t":"2026-09-04T16:17:18.634480489Z"},{"delta":0.0027,"gamma":0.0001,"rho":0.0005,"theta":-0.0159,"vega":0.0073}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 32/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260930C00650000",0.01,0.08,0.6557,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06093619286637767,[8.14827038467409e-13,5.810397550063612e-13,1.8714982735548664e-10,1.4165163544999555e-10,2.1688979580411115e-20,1.2850026613930628e-20],-0.082,{"ap":0.08,"as":31,"ax":"C","bp":0.01,"bs":3,"bx":"C","c":"A","t":"2026-09-04T19:59:59.468119146Z"},{"delta":0.0024,"gamma":0.0001,"rho":0.0006,"theta":-0.0113,"vega":0.0075}],["GLD261002P00280000",0.01,0.07,0.5313,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[5.965724815322986e-08,7.843048066624315e-08,1.3666753201944854e-06,1.7115239738572487e-06,3.500937840890119e-12,5.3200162985967354e-12],-0.07199999999649907,{"ap":0.07,"as":3,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.473734499Z"},{"delta":-0.0023,"gamma":0.0001,"rho":-0.0007,"theta":-0.0084,"vega":0.0076}],["GLD261002P00270000",0.04,0.06,0.5915,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.06641189444064187,[2.0172885699977763e-09,2.71360019056324e-09,8.13845928174702e-08,1.0393871648349169e-07,1.2203039333301089e-14,1.9281383849484577e-14],-0.061999999999987794,{"ap":0.06,"as":33,"ax":"C","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471523729Z"},{"delta":-0.0026,"gamma":0.0001,"rho":-0.0007,"theta":-0.0102,"vega":0.0084}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 31/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918P00326000",0.01,0.07,0.5094,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[7.556688812033965e-07,8.903843842390318e-07,1.065342796656974e-05,1.220142374579927e-05,2.1603463102497852e-10,2.7789036228626503e-10],-0.07199999978396537,{"ap":0.07,"as":97,"ax":"E","bp":0.01,"bs":195,"bx":"N","c":"A","t":"2026-09-04T19:59:59.467571073Z"},{"delta":-0.0037,"gamma":0.0003,"rho":-0.0004,"theta":-0.0188,"vega":0.0074}],["GLD260925C00645000",0.01,0.03,0.686,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[3.924231501174015e-16,2.8168420870965667e-16,4.2305874347028375e-13,3.222489180068983e-13,7.441490764546664e-26,4.472350591703636e-26],-0.032,{"ap":0.03,"as":1,"ax":"N","bp":0.01,"bs":1,"bx":"N","c":" ","t":"2026-09-04T16:30:21.84540679Z"},{"delta":0.0012,"gamma":0.0001,"rho":0.0002,"theta":-0.0072,"vega":0.0036}],["GLD260925P00300000",0.05,0.07,0.5455,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.047246938930717165,[1.5581883141365015e-07,1.9503034074536902e-07,3.0585084929672654e-06,3.6771865167436766e-06,1.856768338744525e-11,2.616954482564256e-11],-0.07199999998143232,{"ap":0.07,"as":1,"ax":"X","bp":0.05,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.530392259Z"},{"delta":-0.0039,"gamma":0.0002,"rho":-0.0008,"theta":-0.0162,"vega":0.0102}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 30/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260911C00480000",0.01,0.05,0.6784,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.762955881050343e-11,1.5636575793165874e-11,1.697045009251683e-09,1.5372027776981162e-09,9.508612657927673e-18,7.907784229700155e-18],-0.052,{"ap":0.05,"as":58,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.921017214Z"},{"delta":0.0039,"gamma":0.0005,"rho":0.0001,"theta":-0.0489,"vega":0.0043}],["GLD260911P00353000",0.04,0.06,0.6375,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[8.667824203144585e-09,9.612385363902853e-09,2.3227752379357493e-07,2.531159779263001e-07,2.504385751778334e-13,2.936703973339927e-13],-0.06199999999974956,{"ap":0.06,"as":109,"ax":"Z","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.466123205Z"},{"delta":-0.0065,"gamma":0.0008,"rho":-0.0002,"theta":-0.0708,"vega":0.0067}],["GLD260918P00312000",0.01,0.07,0.6,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.821599310261856e-09,2.2085097669102056e-09,7.593914825028198e-08,8.897117760492849e-08,1.553606054163016e-14,2.088211820318483e-14],-0.07199999999998448,{"ap":0.07,"as":17,"ax":"B","bp":0.01,"bs":2,"bx":"U","c":"A","t":"2026-09-04T19:59:59.472344412Z"},{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0193,"vega":0.0065}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 29/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918P00302000",0.03,0.07,0.6822,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[8.240763003005998e-12,1.0209922337504022e-11,9.897702996057102e-10,1.1805785147792623e-09,2.874225691837553e-18,4.001074630488179e-18],-0.07200000000000001,{"ap":0.07,"as":26,"ax":"Q","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469467811Z"},{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0237,"vega":0.007}],["GLD260918C00590000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[8.695671437452239e-18,6.6674417030735256e-18,1.7570598570053478e-14,1.412153749292665e-14,7.566934937277865e-29,5.0202695126462946e-29],-0.052000000000000005,{"ap":0.05,"as":1,"ax":"C","bp":0.03,"bs":10,"bx":"U","c":" ","t":"2026-09-04T19:59:58.170410228Z"},{}],["GLD260911C00520000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[3.1369575331438223e-25,2.6359515864948855e-25,2.5461082924358026e-20,2.2074117612172514e-20,1.8051204713923435e-43,1.3795686547676435e-43],-0.052000000000000005,{"ap":0.05,"as":87,"ax":"E","bp":0.01,"bs":3,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.484140585Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 28/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260911C00475000",0.01,0.07,0.6599,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[3.4882699485588314e-10,3.115839150215217e-10,1.7694733573211685e-08,1.6111985296593216e-08,1.34108678098617e-15,1.1274930763868931e-15],-0.07199999999999888,{"ap":0.07,"as":55,"ax":"E","bp":0.01,"bs":400,"bx":"W","c":"A","t":"2026-09-04T19:59:59.91645681Z"},{"delta":0.0053,"gamma":0.0006,"rho":0.0002,"theta":-0.0616,"vega":0.0056}],["GLD260918P00327000",0.03,0.08,0.5207,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.1323722009907451e-06,1.330363978729004e-06,1.4672287201968187e-05,1.6765214153562714e-05,4.526522974575355e-10,5.79552973857363e-10],-0.08199999954734771,{"ap":0.08,"as":97,"ax":"E","bp":0.03,"bs":217,"bx":"N","c":"A","t":"2026-09-04T19:59:59.46820024Z"},{"delta":-0.0049,"gamma":0.0004,"rho":-0.0006,"theta":-0.0245,"vega":0.0095}],["GLD260911C00515000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.717891667021702e-23,2.2968326173189207e-23,9.639963518309536e-19,8.400318051350597e-19,6.903120839739097e-39,5.3296461734478456e-39],-0.07200000000000001,{"ap":0.07,"as":16,"ax":"A","bp":0.03,"bs":15,"bx":"N","c":"A","t":"2026-09-04T19:59:59.484095535Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 27/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918P00307000",0.04,0.06,0.648,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.4861266526040943e-10,1.8203059618391774e-10,9.585627937850181e-09,1.1329581238874832e-08,2.631777284881045e-16,3.5991408911097946e-16],-0.061999999999999736,{"ap":0.06,"as":9,"ax":"B","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.973575725Z"},{"delta":-0.0036,"gamma":0.0002,"rho":-0.0004,"theta":-0.0235,"vega":0.0073}],["GLD260918P00322000",0.01,0.04,0.5102,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.4867667145944825e-07,1.7648541884425147e-07,2.9276805332734586e-06,3.3726696238284693e-06,1.8520801777726813e-11,2.412337824255352e-11],-0.0419999999814792,{"ap":0.04,"as":109,"ax":"W","bp":0.01,"bs":254,"bx":"W","c":"A","t":"2026-09-04T19:59:59.947743682Z"},{"delta":-0.0024,"gamma":0.0002,"rho":-0.0003,"theta":-0.0128,"vega":0.005}],["GLD260918P00314000",0.04,0.05,0.5941,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.782472645953709e-09,5.772370862021227e-09,1.5297953759493003e-07,1.7868199466261303e-07,7.37044310239974e-14,9.842252875212582e-14],-0.0519999999999263,{"ap":0.05,"as":3,"ax":"X","bp":0.04,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.520740445Z"},{"delta":-0.0036,"gamma":0.0003,"rho":-0.0004,"theta":-0.0212,"vega":0.0072}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 26/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260911C00565000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[0.0,0.0,9.993976724484925e-40,8.269101042934215e-40,0.0,0.0],-0.07200000000000001,{"ap":0.07,"as":1,"ax":"X","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.860052077Z"},{}],["GLD260918P00290000",0.03,0.05,0.7491,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.174888405217128e-15,6.585073078069028e-15,2.3138981210868935e-12,2.8246816378603274e-12,8.740285896166896e-24,1.2695908392515522e-23],-0.052000000000000005,{"ap":0.05,"as":102,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469674051Z"},{"delta":-0.0026,"gamma":0.0002,"rho":-0.0003,"theta":-0.02,"vega":0.0054}],["GLD260918P00313000",0.04,0.08,0.6196,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.7212465926724268e-09,3.291292805003633e-09,1.1429004584202798e-07,1.337280389279764e-07,3.048690075086067e-14,4.091452989980935e-14],-0.08199999999996951,{"ap":0.08,"as":47,"ax":"A","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469679106Z"},{"delta":-0.0045,"gamma":0.0003,"rho":-0.0005,"theta":-0.0271,"vega":0.0088}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 25/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918C00600000",0.03,0.06,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.7278638114314487e-19,1.3104374881597307e-19,8.341843708292649e-16,6.644466615480593e-16,5.205500283977736e-32,3.3916738410156756e-32],-0.062,{"ap":0.06,"as":2,"ax":"Q","bp":0.03,"bs":5,"bx":"N","c":"B","t":"2026-09-04T19:59:05.31250979Z"},{}],["GLD260918P00319000",0.05,0.08,0.5843,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.3799471663686454e-08,5.234383410924021e-08,9.763928592830728e-07,1.1307515487033739e-06,2.5698062473625764e-12,3.3747823919734526e-12],-0.0819999999974302,{"ap":0.08,"as":11,"ax":"A","bp":0.05,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.870263593Z"},{"delta":-0.0051,"gamma":0.0004,"rho":-0.0006,"theta":-0.0286,"vega":0.0099}],["GLD260914P00355000",0.01,0.08,0.4302,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.01713058027226405,[0.0001286063257237635,0.00014267904716003347,0.0006935362400526816,0.0007563907590253748,7.861823119115427e-07,9.201147748458275e-07],-0.08199921381768809,{"ap":0.08,"as":288,"ax":"W","bp":0.01,"bs":275,"bx":"N","c":"A","t":"2026-09-04T19:59:59.971360424Z"},{"delta":-0.0061,"gamma":0.0008,"rho":-0.0004,"theta":-0.0321,"vega":0.009}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 24/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918P00320000",0.01,0.02,0.4982,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.739751614996936e-08,8.031474837888608e-08,1.5078401101264417e-06,1.7429629206864624e-06,5.061178198609229e-12,6.632806159474894e-12],-0.021999999994938825,{"ap":0.02,"as":10,"ax":"N","bp":0.01,"bs":36,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468119146Z"},{"delta":-0.0015,"gamma":0.0001,"rho":-0.0002,"theta":-0.0083,"vega":0.0033}],["GLD260918P00294000",0.03,0.04,0.7118,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[7.35869065956789e-14,9.277707353975837e-14,2.171716672149439e-11,2.6292526439988656e-11,6.96888683596977e-22,9.9946619256715e-22],-0.042,{"ap":0.04,"as":77,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.46954869Z"},{"delta":-0.0024,"gamma":0.0002,"rho":-0.0003,"theta":-0.0177,"vega":0.005}],["GLD260918P00283000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.584789461368577e-17,3.3495436698833965e-17,4.028311576897173e-14,4.9825038272119094e-14,7.926882035139218e-28,1.1817684753533364e-27],-0.042,{"ap":0.04,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469724388Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 23/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918P00329000",0.04,0.08,0.5126,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.3000551660706824e-06,2.691881968700423e-06,2.6082724594663925e-05,2.9737666336166142e-05,1.4410098153077092e-09,1.8337393892110067e-09],-0.08199999855899019,{"ap":0.08,"as":98,"ax":"E","bp":0.04,"bs":37,"bx":"T","c":"A","t":"2026-09-04T19:59:59.467984119Z"},{"delta":-0.0053,"gamma":0.0004,"rho":-0.0006,"theta":-0.0262,"vega":0.0103}],["GLD260911P00360000",0.01,0.08,0.5515,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[8.70467207218718e-07,9.528577102234315e-07,1.0854278894023417e-05,1.1697658119093601e-05,3.689481528529306e-10,4.239520707814116e-10],-0.08199999963105185,{"ap":0.08,"as":345,"ax":"E","bp":0.01,"bs":422,"bx":"W","c":"A","t":"2026-09-04T19:59:59.896931052Z"},{"delta":-0.0067,"gamma":0.0009,"rho":-0.0002,"theta":-0.0633,"vega":0.0069}],["GLD260918C00630000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.525719992982761e-25,3.3210486732131243e-25,3.6636136643947836e-20,2.841094570002953e-20,3.3958188100957306e-44,2.095106034205625e-44],-0.052000000000000005,{"ap":0.05,"as":120,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.475587488Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 22/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918C00510000",0.03,0.08,0.5207,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.68581804693816e-07,5.648988260786706e-07,1.0160193808952113e-05,8.836471151190207e-06,1.703378076810013e-10,1.317530375588685e-10],-0.08199999986824696,{"ap":0.08,"as":3,"ax":"U","bp":0.03,"bs":411,"bx":"W","c":"O","t":"2026-09-04T19:59:59.468219413Z"},{"delta":0.0051,"gamma":0.0004,"rho":0.0006,"theta":-0.0259,"vega":0.0099}],["GLD260911C00540000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[4.170065039862341e-35,3.416708785632554e-35,8.202838046583768e-28,6.957846777200052e-28,0.0,0.0],-0.042,{"ap":0.04,"as":69,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.470062843Z"},{}],["GLD260918C00620000",0.03,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.8217479622688814e-23,2.8332496063883536e-23,1.1948444140164328e-18,9.348205712028671e-19,1.801092281460366e-39,1.131696466969121e-39],-0.082,{"ap":0.08,"as":72,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471983515Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
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